@quantform/core 0.5.13 → 0.5.23

package/dist/shared/policy.js.map

@@ -1 +1 @@
-{"version":3,"file":"policy.js","sourceRoot":"","sources":["../../src/shared/policy.ts"],"names":[],"mappings":";;;AAAA,oCAAoC;AACpC,uCAAsC;AAEtC,SAAgB,KAAK,CAAI,EAAoB;IAC3C,OAAO,IAAA,qBAAU,EAAC,EAAE,EAAE,EAAE,KAAK,EAAE,IAAI,EAAE,MAAM,EAAE,CAAC,EAAE,CAAC,CAAC;AACpD,CAAC;AAFD,sBAEC;AAED,MAAM,aAAa,GAAwB,EAAE,CAAC;AAEvC,KAAK,UAAU,KAAK,CAAI,GAAQ,EAAE,EAAoB;IAC3D,MAAM,MAAM,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC;IAEzB,IAAI,aAAa,CAAC,MAAM,CAAC,EAAE;QACzB,OAAO,aAAa,CAAC,MAAM,CAAC,CAAC;KAC9B;IAED,OAAO,CAAC,aAAa,CAAC,MAAM,CAAC,GAAG,MAAM,EAAE,EAAE,CAAC,CAAC;AAC9C,CAAC;AARD,sBAQC"}
+{"version":3,"file":"policy.js","sourceRoot":"","sources":["../../src/shared/policy.ts"],"names":[],"mappings":";;;AAAA,uCAAsC;AAEtC,SAAgB,KAAK,CAAI,EAAoB;IAC3C,OAAO,IAAA,qBAAU,EAAC,EAAE,EAAE,EAAE,KAAK,EAAE,IAAI,EAAE,MAAM,EAAE,CAAC,EAAE,CAAC,CAAC;AACpD,CAAC;AAFD,sBAEC"}

package/dist/storage/cache.js

@@ -12,7 +12,7 @@ class Cache {
         const payload = await this.storage.query(options.key, {
             kind: 'cache',
             count: 1,
-            to: time
+            to: time + 1
         });
         if ((_a = (!payload.length || payload[0].timestamp < time - options.ttl)) !== null && _a !== void 0 ? _a : 60 * 60 * 24) {
             const value = await getter();

package/dist/storage/cache.js.map

@@ -1 +1 @@
-{"version":3,"file":"cache.js","sourceRoot":"","sources":["../../src/storage/cache.ts"],"names":[],"mappings":";;;AAAA,sCAAgC;AAGhC,MAAa,KAAK;IAChB,YAA6B,OAAgB;QAAhB,YAAO,GAAP,OAAO,CAAS;IAAG,CAAC;IAEjD,KAAK,CAAC,MAAM,CACV,MAAwB,EACxB,OAAsC;;QAEtC,MAAM,IAAI,GAAG,IAAA,YAAG,GAAE,CAAC;QAEnB,MAAM,OAAO,GAAG,MAAM,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,OAAO,CAAC,GAAG,EAAE;YACpD,IAAI,EAAE,OAAO;YACb,KAAK,EAAE,CAAC;YACR,EAAE,EAAE,IAAI;SACT,CAAC,CAAC;QAEH,IAAI,MAAA,CAAC,CAAC,OAAO,CAAC,MAAM,IAAI,OAAO,CAAC,CAAC,CAAC,CAAC,SAAS,GAAG,IAAI,GAAG,OAAO,CAAC,GAAG,CAAC,mCAAI,EAAE,GAAG,EAAE,GAAG,EAAE,EAAE;YAClF,MAAM,KAAK,GAAG,MAAM,MAAM,EAAE,CAAC;YAE7B,MAAM,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,OAAO,CAAC,GAAG,EAAE;gBACnC;oBACE,SAAS,EAAE,IAAI;oBACf,IAAI,EAAE,OAAO;oBACb,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC;iBAC5B;aACF,CAAC,CAAC;YAEH,OAAO,KAAK,CAAC;SACd;QAED,OAAO,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC;IACrC,CAAC;CACF;AA/BD,sBA+BC"}
+{"version":3,"file":"cache.js","sourceRoot":"","sources":["../../src/storage/cache.ts"],"names":[],"mappings":";;;AAAA,sCAAgC;AAGhC,MAAa,KAAK;IAChB,YAA6B,OAAgB;QAAhB,YAAO,GAAP,OAAO,CAAS;IAAG,CAAC;IAEjD,KAAK,CAAC,MAAM,CACV,MAAwB,EACxB,OAAsC;;QAEtC,MAAM,IAAI,GAAG,IAAA,YAAG,GAAE,CAAC;QAEnB,MAAM,OAAO,GAAG,MAAM,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,OAAO,CAAC,GAAG,EAAE;YACpD,IAAI,EAAE,OAAO;YACb,KAAK,EAAE,CAAC;YACR,EAAE,EAAE,IAAI,GAAG,CAAC;SACb,CAAC,CAAC;QAEH,IAAI,MAAA,CAAC,CAAC,OAAO,CAAC,MAAM,IAAI,OAAO,CAAC,CAAC,CAAC,CAAC,SAAS,GAAG,IAAI,GAAG,OAAO,CAAC,GAAG,CAAC,mCAAI,EAAE,GAAG,EAAE,GAAG,EAAE,EAAE;YAClF,MAAM,KAAK,GAAG,MAAM,MAAM,EAAE,CAAC;YAE7B,MAAM,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,OAAO,CAAC,GAAG,EAAE;gBACnC;oBACE,SAAS,EAAE,IAAI;oBACf,IAAI,EAAE,OAAO;oBACb,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC;iBAC5B;aACF,CAAC,CAAC;YAEH,OAAO,KAAK,CAAC;SACd;QAED,OAAO,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC;IACrC,CAAC;CACF;AA/BD,sBA+BC"}

package/dist/storage/cache.spec.d.ts

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

package/dist/storage/cache.spec.js

@@ -0,0 +1,18 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const cache_1 = require("./cache");
+const storage_1 = require("./storage");
+describe('Cache', () => {
+    test('should return cached value', async () => {
+        const cache = new cache_1.Cache(new storage_1.InMemoryStorage());
+        const value1 = await cache.tryGet(() => Promise.resolve('quantform-1'), {
+            key: 'test'
+        });
+        const value2 = await cache.tryGet(() => Promise.resolve('quantform-2'), {
+            key: 'test'
+        });
+        expect(value1).toEqual('quantform-1');
+        expect(value2).toEqual('quantform-1');
+    });
+});
+//# sourceMappingURL=cache.spec.js.map

package/dist/storage/cache.spec.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"cache.spec.js","sourceRoot":"","sources":["../../src/storage/cache.spec.ts"],"names":[],"mappings":";;AAAA,mCAAgC;AAChC,uCAA4C;AAE5C,QAAQ,CAAC,OAAO,EAAE,GAAG,EAAE;IACrB,IAAI,CAAC,4BAA4B,EAAE,KAAK,IAAI,EAAE;QAC5C,MAAM,KAAK,GAAG,IAAI,aAAK,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;QAE/C,MAAM,MAAM,GAAG,MAAM,KAAK,CAAC,MAAM,CAAC,GAAG,EAAE,CAAC,OAAO,CAAC,OAAO,CAAC,aAAa,CAAC,EAAE;YACtE,GAAG,EAAE,MAAM;SACZ,CAAC,CAAC;QACH,MAAM,MAAM,GAAG,MAAM,KAAK,CAAC,MAAM,CAAC,GAAG,EAAE,CAAC,OAAO,CAAC,OAAO,CAAC,aAAa,CAAC,EAAE;YACtE,GAAG,EAAE,MAAM;SACZ,CAAC,CAAC;QAEH,MAAM,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,aAAa,CAAC,CAAC;QACtC,MAAM,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,aAAa,CAAC,CAAC;IACxC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/storage/feed.d.ts

@@ -1,10 +1,13 @@
 import { InstrumentSelector } from '../domain';
-import { StoreEvent } from '../store';
-import { Storage, StorageQueryOptions } from './storage';
+import { OrderbookPatchEvent, TradePatchEvent } from '../store';
+import { Storage, StorageDocument, StorageQueryOptions } from './storage';
+export declare type StorageEvent = TradePatchEvent | OrderbookPatchEvent;
 export declare class Feed {
     private readonly storage;
     constructor(storage: Storage);
     index(): Promise<Array<string>>;
-    save(instrument: InstrumentSelector, events: StoreEvent[]): Promise<void>;
-    query(instrument: InstrumentSelector, options: StorageQueryOptions): Promise<StoreEvent[]>;
+    save(events: StorageEvent[]): Promise<void>;
+    query(instrument: InstrumentSelector, options: StorageQueryOptions): Promise<StorageEvent[]>;
+    protected serializeEvent(event: StorageEvent): StorageDocument | undefined;
+    protected deserializeEvent(document: StorageDocument, instrument: InstrumentSelector): StorageEvent;
 }

package/dist/storage/feed.js

@@ -1,6 +1,8 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Feed = void 0;
+const shared_1 = require("../shared");
+const store_1 = require("../store");
 class Feed {
     constructor(storage) {
         this.storage = storage;
@@ -8,16 +10,61 @@ class Feed {
     index() {
         return this.storage.index();
     }
-    save(instrument, events) {
-        return this.storage.save(instrument.toString(), events.map(it => ({
-            timestamp: it.timestamp,
-            kind: it.type,
-            json: JSON.stringify(it, (key, value) => key != 'timestamp' && key != 'type' && key != 'instrument' ? value : undefined)
-        })));
+    async save(events) {
+        const grouped = events.reduce((aggregate, it) => {
+            const document = this.serializeEvent(it);
+            if (!document) {
+                return aggregate;
+            }
+            if (aggregate[it.instrument.id]) {
+                aggregate[it.instrument.id].push(document);
+            }
+            else {
+                aggregate[it.instrument.id] = [document];
+            }
+            return aggregate;
+        }, {});
+        for (const instrument in grouped) {
+            await this.storage.save(instrument, grouped[instrument]);
+        }
     }
     async query(instrument, options) {
-        const rows = await this.storage.query(instrument.toString(), options);
-        return rows.map(it => (Object.assign({ timestamp: it.timestamp, type: it.kind, instrument }, JSON.parse(it.json))));
+        const documents = await this.storage.query(instrument.id, options);
+        return documents.map(it => this.deserializeEvent(it, instrument));
+    }
+    serializeEvent(event) {
+        if (event instanceof store_1.OrderbookPatchEvent) {
+            return {
+                timestamp: event.timestamp,
+                kind: 'orderbook',
+                json: JSON.stringify({
+                    ar: event.ask.rate.toString(),
+                    ab: event.ask.quantity.toString(),
+                    br: event.bid.rate.toString(),
+                    bb: event.bid.quantity.toString()
+                })
+            };
+        }
+        if (event instanceof store_1.TradePatchEvent) {
+            return {
+                timestamp: event.timestamp,
+                kind: 'trade',
+                json: JSON.stringify({
+                    r: event.rate.toString(),
+                    q: event.quantity.toString()
+                })
+            };
+        }
+        return undefined;
+    }
+    deserializeEvent(document, instrument) {
+        const payload = JSON.parse(document.json);
+        if (document.kind === 'trade') {
+            return new store_1.TradePatchEvent(instrument, (0, shared_1.d)(payload.r), (0, shared_1.d)(payload.q), document.timestamp);
+        }
+        if (document.kind === 'orderbook') {
+            return new store_1.OrderbookPatchEvent(instrument, { rate: (0, shared_1.d)(payload.ar), quantity: (0, shared_1.d)(payload.aq), next: undefined }, { rate: (0, shared_1.d)(payload.bb), quantity: (0, shared_1.d)(payload.bq), next: undefined }, document.timestamp);
+        }
     }
 }
 exports.Feed = Feed;

package/dist/storage/feed.js.map

@@ -1 +1 @@
-{"version":3,"file":"feed.js","sourceRoot":"","sources":["../../src/storage/feed.ts"],"names":[],"mappings":";;;AAQA,MAAa,IAAI;IACf,YAA6B,OAAgB;QAAhB,YAAO,GAAP,OAAO,CAAS;IAAG,CAAC;IAKjD,KAAK;QACH,OAAO,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,CAAC;IAC9B,CAAC;IAQD,IAAI,CAAC,UAA8B,EAAE,MAAoB;QACvD,OAAO,IAAI,CAAC,OAAO,CAAC,IAAI,CACtB,UAAU,CAAC,QAAQ,EAAE,EACrB,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAChB,SAAS,EAAE,EAAE,CAAC,SAAS;YACvB,IAAI,EAAE,EAAE,CAAC,IAAI;YACb,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC,EAAE,EAAE,CAAC,GAAG,EAAE,KAAK,EAAE,EAAE,CACtC,GAAG,IAAI,WAAW,IAAI,GAAG,IAAI,MAAM,IAAI,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS,CAC/E;SACF,CAAC,CAAC,CACJ,CAAC;IACJ,CAAC;IAQD,KAAK,CAAC,KAAK,CACT,UAA8B,EAC9B,OAA4B;QAE5B,MAAM,IAAI,GAAG,MAAM,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,EAAE,OAAO,CAAC,CAAC;QAEtE,OAAO,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,iBACpB,SAAS,EAAE,EAAE,CAAC,SAAS,EACvB,IAAI,EAAE,EAAE,CAAC,IAAI,EACb,UAAU,IACP,IAAI,CAAC,KAAK,CAAC,EAAE,CAAC,IAAI,CAAC,EACtB,CAAC,CAAC;IACN,CAAC;CACF;AAhDD,oBAgDC"}
+{"version":3,"file":"feed.js","sourceRoot":"","sources":["../../src/storage/feed.ts"],"names":[],"mappings":";;;AACA,sCAA8B;AAC9B,oCAAgE;AAShE,MAAa,IAAI;IACf,YAA6B,OAAgB;QAAhB,YAAO,GAAP,OAAO,CAAS;IAAG,CAAC;IAKjD,KAAK;QACH,OAAO,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,CAAC;IAC9B,CAAC;IAOD,KAAK,CAAC,IAAI,CAAC,MAAsB;QAC/B,MAAM,OAAO,GAAG,MAAM,CAAC,MAAM,CAAC,CAAC,SAAS,EAAE,EAAE,EAAE,EAAE;YAC9C,MAAM,QAAQ,GAAG,IAAI,CAAC,cAAc,CAAC,EAAE,CAAC,CAAC;YAEzC,IAAI,CAAC,QAAQ,EAAE;gBACb,OAAO,SAAS,CAAC;aAClB;YAED,IAAI,SAAS,CAAC,EAAE,CAAC,UAAU,CAAC,EAAE,CAAC,EAAE;gBAC/B,SAAS,CAAC,EAAE,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;aAC5C;iBAAM;gBACL,SAAS,CAAC,EAAE,CAAC,UAAU,CAAC,EAAE,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;aAC1C;YAED,OAAO,SAAS,CAAC;QACnB,CAAC,EAAE,EAAuC,CAAC,CAAC;QAE5C,KAAK,MAAM,UAAU,IAAI,OAAO,EAAE;YAChC,MAAM,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,UAAU,EAAE,OAAO,CAAC,UAAU,CAAC,CAAC,CAAC;SAC1D;IACH,CAAC;IAQD,KAAK,CAAC,KAAK,CACT,UAA8B,EAC9B,OAA4B;QAE5B,MAAM,SAAS,GAAG,MAAM,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,EAAE,EAAE,OAAO,CAAC,CAAC;QAEnE,OAAO,SAAS,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,CAAC,gBAAgB,CAAC,EAAE,EAAE,UAAU,CAAC,CAAC,CAAC;IACpE,CAAC;IAKS,cAAc,CAAC,KAAmB;QAC1C,IAAI,KAAK,YAAY,2BAAmB,EAAE;YACxC,OAAO;gBACL,SAAS,EAAE,KAAK,CAAC,SAAS;gBAC1B,IAAI,EAAE,WAAW;gBACjB,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC;oBACnB,EAAE,EAAE,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,QAAQ,EAAE;oBAC7B,EAAE,EAAE,KAAK,CAAC,GAAG,CAAC,QAAQ,CAAC,QAAQ,EAAE;oBACjC,EAAE,EAAE,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,QAAQ,EAAE;oBAC7B,EAAE,EAAE,KAAK,CAAC,GAAG,CAAC,QAAQ,CAAC,QAAQ,EAAE;iBAClC,CAAC;aACH,CAAC;SACH;QAED,IAAI,KAAK,YAAY,uBAAe,EAAE;YACpC,OAAO;gBACL,SAAS,EAAE,KAAK,CAAC,SAAS;gBAC1B,IAAI,EAAE,OAAO;gBACb,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC;oBACnB,CAAC,EAAE,KAAK,CAAC,IAAI,CAAC,QAAQ,EAAE;oBACxB,CAAC,EAAE,KAAK,CAAC,QAAQ,CAAC,QAAQ,EAAE;iBAC7B,CAAC;aACH,CAAC;SACH;QAED,OAAO,SAAS,CAAC;IACnB,CAAC;IAKS,gBAAgB,CACxB,QAAyB,EACzB,UAA8B;QAE9B,MAAM,OAAO,GAAG,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC;QAE1C,IAAI,QAAQ,CAAC,IAAI,KAAK,OAAO,EAAE;YAC7B,OAAO,IAAI,uBAAe,CACxB,UAAU,EACV,IAAA,UAAC,EAAC,OAAO,CAAC,CAAC,CAAC,EACZ,IAAA,UAAC,EAAC,OAAO,CAAC,CAAC,CAAC,EACZ,QAAQ,CAAC,SAAS,CACnB,CAAC;SACH;QAED,IAAI,QAAQ,CAAC,IAAI,KAAK,WAAW,EAAE;YACjC,OAAO,IAAI,2BAAmB,CAC5B,UAAU,EACV,EAAE,IAAI,EAAE,IAAA,UAAC,EAAC,OAAO,CAAC,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAA,UAAC,EAAC,OAAO,CAAC,EAAE,CAAC,EAAE,IAAI,EAAE,SAAS,EAAE,EACjE,EAAE,IAAI,EAAE,IAAA,UAAC,EAAC,OAAO,CAAC,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAA,UAAC,EAAC,OAAO,CAAC,EAAE,CAAC,EAAE,IAAI,EAAE,SAAS,EAAE,EACjE,QAAQ,CAAC,SAAS,CACnB,CAAC;SACH;IACH,CAAC;CACF;AA9GD,oBA8GC"}

package/dist/storage/storage.d.ts

@@ -9,14 +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 interface StorageFactory {
-    create(type: string): Storage;
-}
+export declare function inMemoryStorageFactory(): StorageFactory;
 export declare class InMemoryStorage implements Storage {
     private tables;
     index(): Promise<Array<string>>;
@@ -24,7 +23,3 @@ export declare class InMemoryStorage implements Storage {
     save(library: string, documents: StorageDocument[]): Promise<void>;
     clear(): void;
 }
-export declare class InMemoryStorageFactory implements StorageFactory {
-    private readonly storage;
-    create(type: string): Storage;
-}

package/dist/storage/storage.js

@@ -1,6 +1,11 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.InMemoryStorageFactory = 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 = {};
@@ -45,14 +50,4 @@ class InMemoryStorage {
     }
 }
 exports.InMemoryStorage = InMemoryStorage;
-class InMemoryStorageFactory {
-    constructor() {
-        this.storage = {};
-    }
-    create(type) {
-        var _a;
-        return (_a = this.storage[type]) !== null && _a !== void 0 ? _a : (this.storage[type] = new InMemoryStorage());
-    }
-}
-exports.InMemoryStorageFactory = InMemoryStorageFactory;
 //# sourceMappingURL=storage.js.map

package/dist/storage/storage.js.map

@@ -1 +1 @@
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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

@@ -14,7 +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 { decimal, 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: decimal;
+    readonly freezed: decimal;
+    readonly timestamp: timestamp;
+    constructor(asset: AssetSelector, free: decimal, freezed: decimal, timestamp: timestamp);
+    handle(state: State, changes: StateChangeTracker): void;
+}
+export declare class BalanceTransactEvent implements StoreEvent {
+    readonly asset: AssetSelector;
+    readonly amount: decimal;
+    readonly timestamp: timestamp;
+    constructor(asset: AssetSelector, amount: decimal, 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.greaterThan(0)) {
+            base.timestamp = this.timestamp;
+            base.lock(this.orderId, balanceToLock.base);
+            changes.commit(base);
+        }
+        if (balanceToLock.quote.greaterThan(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 domain_1 = require("../domain");
+const shared_1 = require("../shared");
 const _1 = require(".");
+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_instrument_event_1.InstrumentPatchEvent(timestamp, base, quote, new domain_1.Commission(shared_1.d.Zero, shared_1.d.Zero), ''));
+        store.dispatch(new store_balance_event_1.BalancePatchEvent(base, (0, shared_1.d)(100), shared_1.d.Zero, timestamp));
+        const balance = store.snapshot.balance.get(base.id);
         expect(balance).toEqual(component);
-        expect(balance.free).toEqual(100);
-        expect(balance.locked).toEqual(0);
+        expect(balance.free).toEqual((0, shared_1.d)(100));
+        expect(balance.locked).toEqual(shared_1.d.Zero);
         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,sCAAmC;AACnC,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,UAAC,CAAC,IAAI,EAAE,UAAC,CAAC,IAAI,CAAC,EAAE,EAAE,CAAC,CACrF,CAAC;QACF,KAAK,CAAC,QAAQ,CAAC,IAAI,uCAAiB,CAAC,IAAI,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,EAAE,UAAC,CAAC,IAAI,EAAE,SAAS,CAAC,CAAC,CAAC;QAEvE,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,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QACrC,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,UAAC,CAAC,IAAI,CAAC,CAAC;QACvC,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(shared_1.d.Zero, shared_1.d.Zero), ''));
+        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 @@
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package/dist/store/store-order.event.d.ts

@@ -0,0 +1,59 @@
+import { InstrumentSelector, Order } from '../domain';
+import { decimal, 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: decimal;
+    readonly timestamp: timestamp;
+    constructor(id: string, instrument: InstrumentSelector, averageExecutionRate: decimal, 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;
+}