@quantform/core 0.5.13 → 0.5.23

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 @@
+{"version":3,"file":"store-order.event.js","sourceRoot":"","sources":["../../src/store/store-order.event.ts"],"names":[],"mappings":";;;AAGA,+CAAoE;AAEpE,MAAa,cAAc;IACzB,YAAqB,KAAY,EAAW,SAAoB;QAA3C,UAAK,GAAL,KAAK,CAAO;QAAW,cAAS,GAAT,SAAS,CAAW;IAAG,CAAC;IAEpE,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,IAAI,CAAC,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QAEtC,MAAM,iBAAiB,GAAG,KAAK,CAAC,KAAK,CAAC,WAAW,CAC/C,IAAI,CAAC,KAAK,CAAC,UAAU,CAAC,EAAE,EACxB,GAAG,EAAE,CAAC,IAAI,sBAAQ,CAAQ,IAAI,CAAC,KAAK,CAAC,UAAU,CAAC,EAAE,CAAC,CACpD,CAAC;QAEF,iBAAiB,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IACvC,CAAC;CACF;AAbD,wCAaC;AAED,MAAa,aAAa;IACxB,YAAqB,KAAY,EAAW,SAAoB;QAA3C,UAAK,GAAL,KAAK,CAAO;QAAW,cAAS,GAAT,SAAS,CAAW;IAAG,CAAC;IAEpE,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,IAAI,IAAI,CAAC,KAAK,CAAC,KAAK,IAAI,KAAK,EAAE;YAC7B,MAAM,IAAI,KAAK,CAAC,kBAAkB,CAAC,CAAC;SACrC;QAED,IAAI,CAAC,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QACtC,IAAI,CAAC,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QAEtC,MAAM,iBAAiB,GAAG,KAAK,CAAC,KAAK,CAAC,WAAW,CAC/C,IAAI,CAAC,KAAK,CAAC,UAAU,CAAC,EAAE,EACxB,GAAG,EAAE,CAAC,IAAI,sBAAQ,CAAQ,IAAI,CAAC,KAAK,CAAC,UAAU,CAAC,EAAE,CAAC,CACpD,CAAC;QAEF,iBAAiB,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QAErC,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IAC7B,CAAC;CACF;AApBD,sCAoBC;AAED,MAAa,iBAAiB;IAC5B,YACW,EAAU,EACV,UAA8B,EAC9B,SAAoB;QAFpB,OAAE,GAAF,EAAE,CAAQ;QACV,eAAU,GAAV,UAAU,CAAoB;QAC9B,cAAS,GAAT,SAAS,CAAW;IAC5B,CAAC;IAEJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK;aACtB,WAAW,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE,GAAG,EAAE;YACpC,MAAM,IAAI,KAAK,CAAC,kCAAkC,IAAI,CAAC,EAAE,EAAE,CAAC,CAAC;QAC/D,CAAC,CAAC;aACD,WAAW,CAAC,IAAI,CAAC,EAAE,EAAE,GAAG,EAAE;YACzB,MAAM,IAAI,KAAK,CAAC,kCAAkC,IAAI,CAAC,EAAE,EAAE,CAAC,CAAC;QAC/D,CAAC,CAAC,CAAC;QAEL,IAAI,KAAK,CAAC,KAAK,IAAI,KAAK,EAAE;YACxB,MAAM,IAAI,KAAK,CAAC,qBAAqB,KAAK,CAAC,KAAK,EAAE,CAAC,CAAC;SACrD;QAED,KAAK,CAAC,KAAK,GAAG,SAAS,CAAC;QACxB,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QAEjC,OAAO,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IACxB,CAAC;CACF;AAzBD,8CAyBC;AAED,MAAa,gBAAgB;IAC3B,YACW,EAAU,EACV,UAA8B,EAC9B,oBAA6B,EAC7B,SAAoB;QAHpB,OAAE,GAAF,EAAE,CAAQ;QACV,eAAU,GAAV,UAAU,CAAoB;QAC9B,yBAAoB,GAApB,oBAAoB,CAAS;QAC7B,cAAS,GAAT,SAAS,CAAW;IAC5B,CAAC;IAEJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK;aACtB,WAAW,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE,GAAG,EAAE;YACpC,MAAM,IAAI,KAAK,CAAC,kCAAkC,IAAI,CAAC,EAAE,EAAE,CAAC,CAAC;QAC/D,CAAC,CAAC;aACD,WAAW,CAAC,IAAI,CAAC,EAAE,EAAE,GAAG,EAAE;YACzB,MAAM,IAAI,KAAK,CAAC,kCAAkC,IAAI,CAAC,EAAE,EAAE,CAAC,CAAC;QAC/D,CAAC,CAAC,CAAC;QAEL,IAAI,KAAK,CAAC,KAAK,IAAI,SAAS,IAAI,KAAK,CAAC,KAAK,IAAI,WAAW,EAAE;YAC1D,MAAM,IAAI,KAAK,CAAC,sCAAsC,KAAK,CAAC,KAAK,EAAE,CAAC,CAAC;SACtE;QAED,KAAK,CAAC,KAAK,GAAG,QAAQ,CAAC;QACvB,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QACjC,KAAK,CAAC,gBAAgB,GAAG,KAAK,CAAC,QAAQ,CAAC;QACxC,KAAK,CAAC,oBAAoB,GAAG,IAAI,CAAC,oBAAoB,CAAC;QAEvD,OAAO,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IACxB,CAAC;CACF;AA5BD,4CA4BC;AAED,MAAa,mBAAmB;IAC9B,YACW,EAAU,EACV,UAA8B,EAC9B,SAAoB;QAFpB,OAAE,GAAF,EAAE,CAAQ;QACV,eAAU,GAAV,UAAU,CAAoB;QAC9B,cAAS,GAAT,SAAS,CAAW;IAC5B,CAAC;IAEJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK;aACtB,WAAW,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE,GAAG,EAAE;YACpC,MAAM,IAAI,KAAK,CAAC,kCAAkC,IAAI,CAAC,EAAE,EAAE,CAAC,CAAC;QAC/D,CAAC,CAAC;aACD,WAAW,CAAC,IAAI,CAAC,EAAE,EAAE,GAAG,EAAE;YACzB,MAAM,IAAI,KAAK,CAAC,kCAAkC,IAAI,CAAC,EAAE,EAAE,CAAC,CAAC;QAC/D,CAAC,CAAC,CAAC;QAEL,IAAI,KAAK,CAAC,KAAK,IAAI,WAAW,IAAI,KAAK,CAAC,KAAK,IAAI,UAAU,EAAE;YAC3D,OAAO;SACR;QAED,IAAI,KAAK,CAAC,KAAK,IAAI,SAAS,EAAE;YAC5B,MAAM,IAAI,KAAK,CAAC,yBAAyB,KAAK,CAAC,KAAK,EAAE,CAAC,CAAC;SACzD;QAED,KAAK,CAAC,KAAK,GAAG,WAAW,CAAC;QAC1B,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QAEjC,OAAO,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IACxB,CAAC;CACF;AA7BD,kDA6BC;AAED,MAAa,kBAAkB;IAC7B,YACW,EAAU,EACV,UAA8B,EAC9B,SAAoB;QAFpB,OAAE,GAAF,EAAE,CAAQ;QACV,eAAU,GAAV,UAAU,CAAoB;QAC9B,cAAS,GAAT,SAAS,CAAW;IAC5B,CAAC;IAEJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK;aACtB,WAAW,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE,GAAG,EAAE;YACpC,MAAM,IAAI,KAAK,CAAC,kCAAkC,IAAI,CAAC,EAAE,EAAE,CAAC,CAAC;QAC/D,CAAC,CAAC;aACD,WAAW,CAAC,IAAI,CAAC,EAAE,EAAE,GAAG,EAAE;YACzB,MAAM,IAAI,KAAK,CAAC,kCAAkC,IAAI,CAAC,EAAE,EAAE,CAAC,CAAC;QAC/D,CAAC,CAAC,CAAC;QAEL,IAAI,KAAK,CAAC,KAAK,IAAI,UAAU,EAAE;YAC7B,OAAO;SACR;QAED,IAAI,KAAK,CAAC,KAAK,IAAI,WAAW,EAAE;YAC9B,MAAM,IAAI,KAAK,CAAC,2BAA2B,KAAK,CAAC,KAAK,EAAE,CAAC,CAAC;SAC3D;QAED,KAAK,CAAC,KAAK,GAAG,UAAU,CAAC;QACzB,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QAEjC,OAAO,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IACxB,CAAC;CACF;AA7BD,gDA6BC;AAED,MAAa,sBAAsB;IACjC,YACW,EAAU,EACV,UAA8B,EAC9B,SAAoB;QAFpB,OAAE,GAAF,EAAE,CAAQ;QACV,eAAU,GAAV,UAAU,CAAoB;QAC9B,cAAS,GAAT,SAAS,CAAW;IAC5B,CAAC;IAEJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK;aACtB,WAAW,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE,GAAG,EAAE;YACpC,MAAM,IAAI,KAAK,CAAC,kCAAkC,IAAI,CAAC,EAAE,EAAE,CAAC,CAAC;QAC/D,CAAC,CAAC;aACD,WAAW,CAAC,IAAI,CAAC,EAAE,EAAE,GAAG,EAAE;YACzB,MAAM,IAAI,KAAK,CAAC,kCAAkC,IAAI,CAAC,EAAE,EAAE,CAAC,CAAC;QAC/D,CAAC,CAAC,CAAC;QAEL,IAAI,KAAK,CAAC,KAAK,IAAI,WAAW,EAAE;YAC9B,OAAO;SACR;QAED,KAAK,CAAC,KAAK,GAAG,SAAS,CAAC;QACxB,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QAEjC,OAAO,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IACxB,CAAC;CACF;AAzBD,wDAyBC;AAED,MAAa,kBAAkB;IAC7B,YACW,EAAU,EACV,UAA8B,EAC9B,SAAoB;QAFpB,OAAE,GAAF,EAAE,CAAQ;QACV,eAAU,GAAV,UAAU,CAAoB;QAC9B,cAAS,GAAT,SAAS,CAAW;IAC5B,CAAC;IAEJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK;aACtB,WAAW,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE,GAAG,EAAE;YACpC,MAAM,IAAI,KAAK,CAAC,kCAAkC,IAAI,CAAC,EAAE,EAAE,CAAC,CAAC;QAC/D,CAAC,CAAC;aACD,WAAW,CAAC,IAAI,CAAC,EAAE,EAAE,GAAG,EAAE;YACzB,MAAM,IAAI,KAAK,CAAC,kCAAkC,IAAI,CAAC,EAAE,EAAE,CAAC,CAAC;QAC/D,CAAC,CAAC,CAAC;QAEL,IAAI,KAAK,CAAC,KAAK,IAAI,KAAK,EAAE;YACxB,MAAM,IAAI,KAAK,CAAC,qBAAqB,KAAK,CAAC,KAAK,EAAE,CAAC,CAAC;SACrD;QAED,KAAK,CAAC,KAAK,GAAG,UAAU,CAAC;QACzB,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QAEjC,OAAO,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IACxB,CAAC;CACF;AAzBD,gDAyBC"}

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

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

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

@@ -1,21 +1,21 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-const domain_1 = require("../../domain");
-const shared_1 = require("../../shared");
+const domain_1 = require("../domain");
+const shared_1 = require("../shared");
 const store_1 = require("../store");
 const store_order_event_1 = require("./store-order.event");
 const instrument = new domain_1.Instrument(new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt');
-describe('order load event tests', () => {
+describe('OrderLoadEvent', () => {
     test('should load order to store', () => {
         const timestamp = (0, shared_1.now)();
         const store = new store_1.Store();
-        const order = domain_1.Order.buyMarket(instrument, 1.0);
+        const order = domain_1.Order.market(instrument, (0, shared_1.d)(1.0));
         order.state = 'PENDING';
-        store.snapshot.universe.instrument[instrument.toString()] = instrument;
-        store.snapshot.subscription.instrument[instrument.toString()] = instrument;
+        store.snapshot.universe.instrument.upsert(instrument);
+        store.snapshot.subscription.instrument.upsert(instrument);
         store.dispatch(new store_order_event_1.OrderLoadEvent(order, timestamp));
-        expect(Object.keys(store.snapshot.order).length).toEqual(1);
-        expect(store.snapshot.order[order.id]).toEqual(order);
+        expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
+        expect(store.snapshot.order.get(instrument.id).get(order.id)).toEqual(order);
     });
 });
 //# sourceMappingURL=store-order.event.spec.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"store-order.event.spec.js","sourceRoot":"","sources":["../../src/store/store-order.event.spec.ts"],"names":[],"mappings":";;AAAA,sCAAqD;AACrD,sCAAmC;AACnC,oCAAiC;AACjC,2DAAqD;AAErD,MAAM,UAAU,GAAG,IAAI,mBAAU,CAC/B,IAAI,cAAK,CAAC,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC,EAC9B,IAAI,cAAK,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,EAC/B,kBAAkB,CACnB,CAAC;AAEF,QAAQ,CAAC,gBAAgB,EAAE,GAAG,EAAE;IAC9B,IAAI,CAAC,4BAA4B,EAAE,GAAG,EAAE;QACtC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QACxB,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,KAAK,GAAG,cAAK,CAAC,MAAM,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QAE/C,KAAK,CAAC,KAAK,GAAG,SAAS,CAAC;QAExB,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;QACtD,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,UAAU,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;QAE1D,KAAK,CAAC,QAAQ,CAAC,IAAI,kCAAc,CAAC,KAAK,EAAE,SAAS,CAAC,CAAC,CAAC;QAErD,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,eAAe,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACjE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IAC/E,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

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

@@ -0,0 +1,12 @@
+import { InstrumentSelector, Liquidity } from '../domain';
+import { timestamp } from '../shared';
+import { StoreEvent } from './store.event';
+import { State, StateChangeTracker } from './store-state';
+export declare class OrderbookPatchEvent implements StoreEvent {
+    readonly instrument: InstrumentSelector;
+    readonly ask: Liquidity;
+    readonly bid: Liquidity;
+    readonly timestamp: timestamp;
+    constructor(instrument: InstrumentSelector, ask: Liquidity, bid: Liquidity, timestamp: timestamp);
+    handle(state: State, changes: StateChangeTracker): void;
+}

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

@@ -0,0 +1,42 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.OrderbookPatchEvent = void 0;
+const domain_1 = require("../domain");
+class OrderbookPatchEvent {
+    constructor(instrument, ask, bid, timestamp) {
+        this.instrument = instrument;
+        this.ask = ask;
+        this.bid = bid;
+        this.timestamp = timestamp;
+    }
+    handle(state, changes) {
+        if (!state.subscription.instrument.get(this.instrument.id)) {
+            throw new Error(`Trying to patch unsubscribed instrument: ${this.instrument.id}`);
+        }
+        const orderbook = state.orderbook.tryGetOrSet(this.instrument.id, () => new domain_1.Orderbook(state.universe.instrument.get(this.instrument.id)));
+        state.timestamp = this.timestamp;
+        orderbook.timestamp = this.timestamp;
+        orderbook.asks = this.ask;
+        orderbook.bids = this.bid;
+        const quote = state.balance.get(orderbook.instrument.quote.id);
+        if (quote) {
+            for (const position of Object.values(quote.position)) {
+                if (position.instrument.id != orderbook.instrument.id) {
+                    continue;
+                }
+                const rate = position.size.greaterThanOrEqualTo(0)
+                    ? orderbook.bids.rate
+                    : orderbook.asks.rate;
+                if (rate) {
+                    position.calculateEstimatedUnrealizedPnL(rate);
+                }
+            }
+            if (quote.total.lessThan(0)) {
+                throw new Error('You have been liquidated.');
+            }
+        }
+        changes.commit(orderbook);
+    }
+}
+exports.OrderbookPatchEvent = OrderbookPatchEvent;
+//# sourceMappingURL=store-orderbook.event.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"store-orderbook.event.js","sourceRoot":"","sources":["../../src/store/store-orderbook.event.ts"],"names":[],"mappings":";;;AAAA,sCAAqE;AAKrE,MAAa,mBAAmB;IAC9B,YACW,UAA8B,EAC9B,GAAc,EACd,GAAc,EACd,SAAoB;QAHpB,eAAU,GAAV,UAAU,CAAoB;QAC9B,QAAG,GAAH,GAAG,CAAW;QACd,QAAG,GAAH,GAAG,CAAW;QACd,cAAS,GAAT,SAAS,CAAW;IAC5B,CAAC;IAEJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,IAAI,CAAC,KAAK,CAAC,YAAY,CAAC,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,CAAC,EAAE;YAC1D,MAAM,IAAI,KAAK,CAAC,4CAA4C,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE,CAAC,CAAC;SACnF;QAED,MAAM,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC,WAAW,CAC3C,IAAI,CAAC,UAAU,CAAC,EAAE,EAClB,GAAG,EAAE,CAAC,IAAI,kBAAS,CAAC,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,CACvE,CAAC;QAEF,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QAEjC,SAAS,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QACrC,SAAS,CAAC,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC;QAC1B,SAAS,CAAC,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC;QAE1B,MAAM,KAAK,GAAG,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,SAAS,CAAC,UAAU,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;QAE/D,IAAI,KAAK,EAAE;YACT,KAAK,MAAM,QAAQ,IAAI,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,EAAE;gBACpD,IAAI,QAAQ,CAAC,UAAU,CAAC,EAAE,IAAI,SAAS,CAAC,UAAU,CAAC,EAAE,EAAE;oBACrD,SAAS;iBACV;gBAED,MAAM,IAAI,GAAG,QAAQ,CAAC,IAAI,CAAC,oBAAoB,CAAC,CAAC,CAAC;oBAChD,CAAC,CAAC,SAAS,CAAC,IAAI,CAAC,IAAI;oBACrB,CAAC,CAAC,SAAS,CAAC,IAAI,CAAC,IAAI,CAAC;gBAExB,IAAI,IAAI,EAAE;oBACR,QAAQ,CAAC,+BAA+B,CAAC,IAAI,CAAC,CAAC;iBAChD;aACF;YAED,IAAI,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC,EAAE;gBAC3B,MAAM,IAAI,KAAK,CAAC,2BAA2B,CAAC,CAAC;aAC9C;SACF;QAED,OAAO,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC;IAC5B,CAAC;CACF;AAhDD,kDAgDC"}

package/dist/store/store-orderbook.event.spec.d.ts

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

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

@@ -0,0 +1,28 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const __1 = require("..");
+const domain_1 = require("../domain");
+const shared_1 = require("../shared");
+const _1 = require(".");
+const instrument = new domain_1.Instrument(new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt');
+describe('OrderbookPatchEvent', () => {
+    let store;
+    beforeEach(() => {
+        store = new __1.Store();
+        store.snapshot.universe.instrument.upsert(instrument);
+        store.snapshot.subscription.instrument.upsert(instrument);
+    });
+    test('should set a best bid and ask', () => {
+        const timestamp = (0, shared_1.now)();
+        const ask = { rate: (0, shared_1.d)(2), quantity: (0, shared_1.d)(2), next: undefined };
+        const bid = { rate: (0, shared_1.d)(1), quantity: (0, shared_1.d)(1), next: undefined };
+        store.dispatch(new _1.OrderbookPatchEvent(instrument, ask, bid, timestamp));
+        const orderbook = store.snapshot.orderbook.get(instrument.id);
+        expect(orderbook.timestamp).toEqual(timestamp);
+        expect(orderbook.instrument.id).toEqual(orderbook.instrument.id);
+        expect(orderbook.asks).toEqual(ask);
+        expect(orderbook.bids).toEqual(bid);
+        expect(store.snapshot.timestamp).toEqual(timestamp);
+    });
+});
+//# sourceMappingURL=store-orderbook.event.spec.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"store-orderbook.event.spec.js","sourceRoot":"","sources":["../../src/store/store-orderbook.event.spec.ts"],"names":[],"mappings":";;AAAA,0BAA2B;AAC3B,sCAAyD;AACzD,sCAAmC;AACnC,wBAAwC;AAExC,MAAM,UAAU,GAAG,IAAI,mBAAU,CAC/B,IAAI,cAAK,CAAC,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC,EAC9B,IAAI,cAAK,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,EAC/B,kBAAkB,CACnB,CAAC;AAEF,QAAQ,CAAC,qBAAqB,EAAE,GAAG,EAAE;IACnC,IAAI,KAAY,CAAC;IAEjB,UAAU,CAAC,GAAG,EAAE;QACd,KAAK,GAAG,IAAI,SAAK,EAAE,CAAC;QACpB,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;QACtD,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,UAAU,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IAC5D,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,+BAA+B,EAAE,GAAG,EAAE;QACzC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QAExB,MAAM,GAAG,GAAc,EAAE,IAAI,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,QAAQ,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAI,EAAE,SAAS,EAAE,CAAC;QACvE,MAAM,GAAG,GAAc,EAAE,IAAI,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,QAAQ,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAI,EAAE,SAAS,EAAE,CAAC;QAEvE,KAAK,CAAC,QAAQ,CAAC,IAAI,sBAAmB,CAAC,UAAU,EAAE,GAAG,EAAE,GAAG,EAAE,SAAS,CAAC,CAAC,CAAC;QAEzE,MAAM,SAAS,GAAG,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;QAE9D,MAAM,CAAC,SAAS,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAC/C,MAAM,CAAC,SAAS,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;QACjE,MAAM,CAAC,SAAS,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;QACpC,MAAM,CAAC,SAAS,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;QACpC,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/store-position.event.d.ts

@@ -0,0 +1,21 @@
+import { Instrument, Position, PositionMode } from '../domain';
+import { decimal, timestamp } from '../shared';
+import { StoreEvent } from './store.event';
+import { State, StateChangeTracker } from './store-state';
+export declare class PositionLoadEvent implements StoreEvent {
+    readonly position: Position;
+    readonly timestamp: timestamp;
+    constructor(position: Position, timestamp: timestamp);
+    handle(state: State, changes: StateChangeTracker): void;
+}
+export declare class PositionPatchEvent implements StoreEvent {
+    readonly id: string;
+    readonly instrument: Instrument;
+    readonly rate: decimal;
+    readonly size: decimal;
+    readonly leverage: number;
+    readonly mode: PositionMode;
+    readonly timestamp: timestamp;
+    constructor(id: string, instrument: Instrument, rate: decimal, size: decimal, leverage: number, mode: PositionMode, timestamp: timestamp);
+    handle(state: State, changes: StateChangeTracker): void;
+}

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

@@ -0,0 +1,89 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.PositionPatchEvent = exports.PositionLoadEvent = void 0;
+const domain_1 = require("../domain");
+class PositionLoadEvent {
+    constructor(position, timestamp) {
+        this.position = position;
+        this.timestamp = timestamp;
+    }
+    handle(state, changes) {
+        if (!state.subscription.instrument.get(this.position.instrument.id)) {
+            throw new Error(`Trying to patch unsubscribed instrument: ${this.position.instrument.id}`);
+        }
+        this.position.timestamp = this.timestamp;
+        const balance = state.balance.get(this.position.instrument.quote.id);
+        const orderbook = state.orderbook.get(this.position.instrument.id);
+        balance.position[this.position.id] = this.position;
+        if (orderbook) {
+            const rate = this.position.size.greaterThanOrEqualTo(0)
+                ? orderbook.bids.rate
+                : orderbook.asks.rate;
+            if (rate) {
+                this.position.calculateEstimatedUnrealizedPnL(rate);
+            }
+        }
+    }
+}
+exports.PositionLoadEvent = PositionLoadEvent;
+class PositionPatchEvent {
+    constructor(id, instrument, rate, size, leverage, mode, timestamp) {
+        this.id = id;
+        this.instrument = instrument;
+        this.rate = rate;
+        this.size = size;
+        this.leverage = leverage;
+        this.mode = mode;
+        this.timestamp = timestamp;
+    }
+    handle(state, changes) {
+        if (!state.subscription.instrument.get(this.instrument.id)) {
+            throw new Error(`Trying to patch unsubscribed instrument: ${this.instrument.id}`);
+        }
+        const balance = state.balance.get(this.instrument.quote.id);
+        const orderbook = state.orderbook.get(this.instrument.id);
+        let position = balance.position[this.id];
+        if (this.size.equals(0)) {
+            if (position) {
+                position.averageExecutionRate = this.instrument.quote.floor(this.rate);
+                position.size = this.instrument.base.floor(this.size);
+                position.leverage = this.leverage;
+                delete balance.position[this.id];
+                if (orderbook) {
+                    const rate = position.size.greaterThanOrEqualTo(0)
+                        ? orderbook.bids.rate
+                        : orderbook.asks.rate;
+                    if (rate) {
+                        position.calculateEstimatedUnrealizedPnL(rate);
+                    }
+                }
+                changes.commit(position);
+                changes.commit(balance);
+            }
+        }
+        const size = (position.size = this.instrument.base.floor(this.size));
+        const averageExecutionRate = (position.averageExecutionRate =
+            this.instrument.quote.floor(this.rate));
+        if (!position) {
+            position = new domain_1.Position(this.id, this.instrument, this.mode, averageExecutionRate, size, this.leverage);
+            balance.position[this.id] = position;
+        }
+        else {
+            position.averageExecutionRate = averageExecutionRate;
+            position.size = size;
+            position.leverage = this.leverage;
+        }
+        if (orderbook) {
+            const rate = position.size.greaterThanOrEqualTo(0)
+                ? orderbook.bids.rate
+                : orderbook.asks.rate;
+            if (rate) {
+                position.calculateEstimatedUnrealizedPnL(rate);
+            }
+        }
+        changes.commit(position);
+        changes.commit(balance);
+    }
+}
+exports.PositionPatchEvent = PositionPatchEvent;
+//# sourceMappingURL=store-position.event.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"store-position.event.js","sourceRoot":"","sources":["../../src/store/store-position.event.ts"],"names":[],"mappings":";;;AAAA,sCAA+D;AAK/D,MAAa,iBAAiB;IAC5B,YAAqB,QAAkB,EAAW,SAAoB;QAAjD,aAAQ,GAAR,QAAQ,CAAU;QAAW,cAAS,GAAT,SAAS,CAAW;IAAG,CAAC;IAE1E,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,IAAI,CAAC,KAAK,CAAC,YAAY,CAAC,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,QAAQ,CAAC,UAAU,CAAC,EAAE,CAAC,EAAE;YACnE,MAAM,IAAI,KAAK,CACb,4CAA4C,IAAI,CAAC,QAAQ,CAAC,UAAU,CAAC,EAAE,EAAE,CAC1E,CAAC;SACH;QAED,IAAI,CAAC,QAAQ,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QAEzC,MAAM,OAAO,GAAG,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,IAAI,CAAC,QAAQ,CAAC,UAAU,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;QACrE,MAAM,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC,GAAG,CAAC,IAAI,CAAC,QAAQ,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;QAEnE,OAAO,CAAC,QAAQ,CAAC,IAAI,CAAC,QAAQ,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,QAAQ,CAAC;QAEnD,IAAI,SAAS,EAAE;YACb,MAAM,IAAI,GAAG,IAAI,CAAC,QAAQ,CAAC,IAAI,CAAC,oBAAoB,CAAC,CAAC,CAAC;gBACrD,CAAC,CAAC,SAAS,CAAC,IAAI,CAAC,IAAI;gBACrB,CAAC,CAAC,SAAS,CAAC,IAAI,CAAC,IAAI,CAAC;YAExB,IAAI,IAAI,EAAE;gBACR,IAAI,CAAC,QAAQ,CAAC,+BAA+B,CAAC,IAAI,CAAC,CAAC;aACrD;SACF;IACH,CAAC;CACF;AA3BD,8CA2BC;AAED,MAAa,kBAAkB;IAC7B,YACW,EAAU,EACV,UAAsB,EACtB,IAAa,EACb,IAAa,EACb,QAAgB,EAChB,IAAkB,EAClB,SAAoB;QANpB,OAAE,GAAF,EAAE,CAAQ;QACV,eAAU,GAAV,UAAU,CAAY;QACtB,SAAI,GAAJ,IAAI,CAAS;QACb,SAAI,GAAJ,IAAI,CAAS;QACb,aAAQ,GAAR,QAAQ,CAAQ;QAChB,SAAI,GAAJ,IAAI,CAAc;QAClB,cAAS,GAAT,SAAS,CAAW;IAC5B,CAAC;IAGJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,IAAI,CAAC,KAAK,CAAC,YAAY,CAAC,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,CAAC,EAAE;YAC1D,MAAM,IAAI,KAAK,CAAC,4CAA4C,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE,CAAC,CAAC;SACnF;QAED,MAAM,OAAO,GAAG,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;QAC5D,MAAM,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;QAE1D,IAAI,QAAQ,GAAG,OAAO,CAAC,QAAQ,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;QAEzC,IAAI,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE;YACvB,IAAI,QAAQ,EAAE;gBACZ,QAAQ,CAAC,oBAAoB,GAAG,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;gBACvE,QAAQ,CAAC,IAAI,GAAG,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;gBACtD,QAAQ,CAAC,QAAQ,GAAG,IAAI,CAAC,QAAQ,CAAC;gBAElC,OAAO,OAAO,CAAC,QAAQ,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;gBAEjC,IAAI,SAAS,EAAE;oBACb,MAAM,IAAI,GAAG,QAAQ,CAAC,IAAI,CAAC,oBAAoB,CAAC,CAAC,CAAC;wBAChD,CAAC,CAAC,SAAS,CAAC,IAAI,CAAC,IAAI;wBACrB,CAAC,CAAC,SAAS,CAAC,IAAI,CAAC,IAAI,CAAC;oBAExB,IAAI,IAAI,EAAE;wBACR,QAAQ,CAAC,+BAA+B,CAAC,IAAI,CAAC,CAAC;qBAChD;iBACF;gBAED,OAAO,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC;gBACzB,OAAO,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;aACzB;SACF;QAED,MAAM,IAAI,GAAG,CAAC,QAAQ,CAAC,IAAI,GAAG,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC;QACrE,MAAM,oBAAoB,GAAG,CAAC,QAAQ,CAAC,oBAAoB;YACzD,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC;QAE1C,IAAI,CAAC,QAAQ,EAAE;YACb,QAAQ,GAAG,IAAI,iBAAQ,CACrB,IAAI,CAAC,EAAE,EACP,IAAI,CAAC,UAAU,EACf,IAAI,CAAC,IAAI,EACT,oBAAoB,EACpB,IAAI,EACJ,IAAI,CAAC,QAAQ,CACd,CAAC;YAEF,OAAO,CAAC,QAAQ,CAAC,IAAI,CAAC,EAAE,CAAC,GAAG,QAAQ,CAAC;SACtC;aAAM;YACL,QAAQ,CAAC,oBAAoB,GAAG,oBAAoB,CAAC;YACrD,QAAQ,CAAC,IAAI,GAAG,IAAI,CAAC;YACrB,QAAQ,CAAC,QAAQ,GAAG,IAAI,CAAC,QAAQ,CAAC;SACnC;QAED,IAAI,SAAS,EAAE;YACb,MAAM,IAAI,GAAG,QAAQ,CAAC,IAAI,CAAC,oBAAoB,CAAC,CAAC,CAAC;gBAChD,CAAC,CAAC,SAAS,CAAC,IAAI,CAAC,IAAI;gBACrB,CAAC,CAAC,SAAS,CAAC,IAAI,CAAC,IAAI,CAAC;YAExB,IAAI,IAAI,EAAE;gBACR,QAAQ,CAAC,+BAA+B,CAAC,IAAI,CAAC,CAAC;aAChD;SACF;QAED,OAAO,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC;QACzB,OAAO,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;IAC1B,CAAC;CACF;AA/ED,gDA+EC"}

package/dist/store/store-state.d.ts

@@ -0,0 +1,27 @@
+import { Asset, AssetSelector, Balance, Component, Instrument, InstrumentSelector, Order, Orderbook, Trade } from '../domain';
+import { Set, timestamp } from '../shared';
+export interface StateChangeTracker {
+    commit(component: Component): any;
+    commitPendingChanges(): any;
+}
+export declare class InnerSet<T extends {
+    id: string;
+}> extends Set<T> {
+    readonly id: string;
+    constructor(id: string, values?: ReadonlyArray<T>);
+}
+export declare class State {
+    timestamp: timestamp;
+    universe: {
+        asset: Set<Asset>;
+        instrument: Set<Instrument>;
+    };
+    subscription: {
+        asset: Set<AssetSelector>;
+        instrument: Set<InstrumentSelector>;
+    };
+    trade: Set<Trade>;
+    orderbook: Set<Orderbook>;
+    balance: Set<Balance>;
+    order: Set<InnerSet<Order>>;
+}

package/dist/store/store-state.js

@@ -0,0 +1,29 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.State = exports.InnerSet = void 0;
+const shared_1 = require("../shared");
+class InnerSet extends shared_1.Set {
+    constructor(id, values) {
+        super(values);
+        this.id = id;
+    }
+}
+exports.InnerSet = InnerSet;
+class State {
+    constructor() {
+        this.universe = {
+            asset: new shared_1.Set(),
+            instrument: new shared_1.Set()
+        };
+        this.subscription = {
+            asset: new shared_1.Set(),
+            instrument: new shared_1.Set()
+        };
+        this.trade = new shared_1.Set();
+        this.orderbook = new shared_1.Set();
+        this.balance = new shared_1.Set();
+        this.order = new shared_1.Set();
+    }
+}
+exports.State = State;
+//# sourceMappingURL=store-state.js.map

package/dist/store/store-state.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"store-state.js","sourceRoot":"","sources":["../../src/store/store-state.ts"],"names":[],"mappings":";;;AAWA,sCAA2C;AAO3C,MAAa,QAAmC,SAAQ,YAAM;IAC5D,YAA4B,EAAU,EAAE,MAAyB;QAC/D,KAAK,CAAC,MAAM,CAAC,CAAC;QADY,OAAE,GAAF,EAAE,CAAQ;IAEtC,CAAC;CACF;AAJD,4BAIC;AAED,MAAa,KAAK;IAAlB;QAGE,aAAQ,GAGJ;YACF,KAAK,EAAE,IAAI,YAAG,EAAS;YACvB,UAAU,EAAE,IAAI,YAAG,EAAc;SAClC,CAAC;QAEF,iBAAY,GAGR;YACF,KAAK,EAAE,IAAI,YAAG,EAAiB;YAC/B,UAAU,EAAE,IAAI,YAAG,EAAsB;SAC1C,CAAC;QAEF,UAAK,GAAe,IAAI,YAAG,EAAS,CAAC;QACrC,cAAS,GAAmB,IAAI,YAAG,EAAa,CAAC;QACjD,YAAO,GAAiB,IAAI,YAAG,EAAW,CAAC;QAC3C,UAAK,GAAyB,IAAI,YAAG,EAAmB,CAAC;IAC3D,CAAC;CAAA;AAvBD,sBAuBC"}

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

@@ -0,0 +1,12 @@
+import { InstrumentSelector } from '../domain';
+import { decimal, timestamp } from '../shared';
+import { StoreEvent } from './store.event';
+import { State, StateChangeTracker } from './store-state';
+export declare class TradePatchEvent implements StoreEvent {
+    readonly instrument: InstrumentSelector;
+    readonly rate: decimal;
+    readonly quantity: decimal;
+    readonly timestamp: timestamp;
+    constructor(instrument: InstrumentSelector, rate: decimal, quantity: decimal, timestamp: timestamp);
+    handle(state: State, changes: StateChangeTracker): void;
+}

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

@@ -0,0 +1,25 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.TradePatchEvent = void 0;
+const domain_1 = require("../domain");
+class TradePatchEvent {
+    constructor(instrument, rate, quantity, timestamp) {
+        this.instrument = instrument;
+        this.rate = rate;
+        this.quantity = quantity;
+        this.timestamp = timestamp;
+    }
+    handle(state, changes) {
+        if (!state.subscription.instrument.get(this.instrument.id)) {
+            throw new Error(`Trying to patch unsubscribed instrument: ${this.instrument.id}`);
+        }
+        const trade = state.trade.tryGetOrSet(this.instrument.id, () => new domain_1.Trade(state.universe.instrument.get(this.instrument.id)));
+        state.timestamp = this.timestamp;
+        trade.timestamp = this.timestamp;
+        trade.rate = trade.instrument.quote.floor(this.rate);
+        trade.quantity = trade.instrument.base.floor(this.quantity);
+        changes.commit(trade);
+    }
+}
+exports.TradePatchEvent = TradePatchEvent;
+//# sourceMappingURL=store-trade.event.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"store-trade.event.js","sourceRoot":"","sources":["../../src/store/store-trade.event.ts"],"names":[],"mappings":";;;AAAA,sCAAsD;AAStD,MAAa,eAAe;IAC1B,YACW,UAA8B,EAC9B,IAAa,EACb,QAAiB,EACjB,SAAoB;QAHpB,eAAU,GAAV,UAAU,CAAoB;QAC9B,SAAI,GAAJ,IAAI,CAAS;QACb,aAAQ,GAAR,QAAQ,CAAS;QACjB,cAAS,GAAT,SAAS,CAAW;IAC5B,CAAC;IAEJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,IAAI,CAAC,KAAK,CAAC,YAAY,CAAC,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,CAAC,EAAE;YAC1D,MAAM,IAAI,KAAK,CAAC,4CAA4C,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE,CAAC,CAAC;SACnF;QAED,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,WAAW,CACnC,IAAI,CAAC,UAAU,CAAC,EAAE,EAClB,GAAG,EAAE,CAAC,IAAI,cAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,CACnE,CAAC;QAEF,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QAEjC,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QACjC,KAAK,CAAC,IAAI,GAAG,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;QACrD,KAAK,CAAC,QAAQ,GAAG,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;QAE5D,OAAO,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IACxB,CAAC;CACF;AA1BD,0CA0BC"}

package/dist/store/store-trade.event.spec.d.ts

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

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

@@ -0,0 +1,44 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const __1 = require("..");
+const domain_1 = require("../domain");
+const shared_1 = require("../shared");
+const _1 = require(".");
+const instrument = new domain_1.Instrument(new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt');
+describe('TradePatchEvent', () => {
+    test('should create a new trade object and patch a store', () => {
+        const timestamp = (0, shared_1.now)();
+        const store = new __1.Store();
+        store.snapshot.universe.instrument.upsert(instrument);
+        store.snapshot.subscription.instrument.upsert(instrument);
+        store.dispatch(new _1.TradePatchEvent(instrument, (0, shared_1.d)(1000), (0, shared_1.d)(0.1), timestamp));
+        const trade = store.snapshot.trade.get(instrument.id);
+        expect(trade.timestamp).toEqual(timestamp);
+        expect(trade.instrument.id).toEqual(trade.instrument.id);
+        expect(trade.rate).toEqual((0, shared_1.d)(1000));
+        expect(trade.quantity).toEqual((0, shared_1.d)(0.1));
+        expect(store.snapshot.timestamp).toEqual(timestamp);
+    });
+    test('should use the existing instance of trade when patching a store', () => {
+        const store = new __1.Store();
+        const timestamp = (0, shared_1.now)();
+        store.snapshot.universe.instrument.upsert(instrument);
+        store.snapshot.subscription.instrument.upsert(instrument);
+        store.dispatch(new _1.TradePatchEvent(instrument, (0, shared_1.d)(1000), (0, shared_1.d)(0.1), timestamp));
+        const trade = store.snapshot.trade.get(instrument.id);
+        store.dispatch(new _1.TradePatchEvent(instrument, (0, shared_1.d)(2000), (0, shared_1.d)(0.2), timestamp));
+        expect(trade.timestamp).toEqual(timestamp);
+        expect(trade.instrument.id).toEqual(instrument.id);
+        expect(trade.rate).toEqual((0, shared_1.d)(2000));
+        expect(trade.quantity).toEqual((0, shared_1.d)(0.2));
+        expect(store.snapshot.timestamp).toEqual(timestamp);
+    });
+    test('should throw exception when patching unsubscribed instrument', () => {
+        const store = new __1.Store();
+        const fn = () => {
+            store.dispatch(new _1.TradePatchEvent(instrument, (0, shared_1.d)(1000), (0, shared_1.d)(0.1), (0, shared_1.now)()));
+        };
+        expect(fn).toThrow(Error);
+    });
+});
+//# sourceMappingURL=store-trade.event.spec.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"store-trade.event.spec.js","sourceRoot":"","sources":["../../src/store/store-trade.event.spec.ts"],"names":[],"mappings":";;AAAA,0BAA2B;AAC3B,sCAA8C;AAC9C,sCAAmC;AACnC,wBAAoC;AAEpC,MAAM,UAAU,GAAG,IAAI,mBAAU,CAC/B,IAAI,cAAK,CAAC,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC,EAC9B,IAAI,cAAK,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,EAC/B,kBAAkB,CACnB,CAAC;AAEF,QAAQ,CAAC,iBAAiB,EAAE,GAAG,EAAE;IAC/B,IAAI,CAAC,oDAAoD,EAAE,GAAG,EAAE;QAC9D,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QACxB,MAAM,KAAK,GAAG,IAAI,SAAK,EAAE,CAAC;QAE1B,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;QACtD,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,UAAU,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;QAE1D,KAAK,CAAC,QAAQ,CAAC,IAAI,kBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,IAAI,CAAC,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,EAAE,SAAS,CAAC,CAAC,CAAC;QAE5E,MAAM,KAAK,GAAG,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;QAEtD,MAAM,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAC3C,MAAM,CAAC,KAAK,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;QACzD,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC;QACpC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QACvC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACtD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,iEAAiE,EAAE,GAAG,EAAE;QAC3E,MAAM,KAAK,GAAG,IAAI,SAAK,EAAE,CAAC;QAC1B,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QAExB,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;QACtD,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,UAAU,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;QAE1D,KAAK,CAAC,QAAQ,CAAC,IAAI,kBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,IAAI,CAAC,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,EAAE,SAAS,CAAC,CAAC,CAAC;QAE5E,MAAM,KAAK,GAAG,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;QAEtD,KAAK,CAAC,QAAQ,CAAC,IAAI,kBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,IAAI,CAAC,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,EAAE,SAAS,CAAC,CAAC,CAAC;QAE5E,MAAM,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAC3C,MAAM,CAAC,KAAK,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;QACnD,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC;QACpC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QACvC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACtD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,8DAA8D,EAAE,GAAG,EAAE;QACxE,MAAM,KAAK,GAAG,IAAI,SAAK,EAAE,CAAC;QAE1B,MAAM,EAAE,GAAG,GAAG,EAAE;YACd,KAAK,CAAC,QAAQ,CAAC,IAAI,kBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,IAAI,CAAC,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,EAAE,IAAA,YAAG,GAAE,CAAC,CAAC,CAAC;QAC1E,CAAC,CAAC;QAEF,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IAC5B,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}