@quantform/core 0.5.13 → 0.5.23

package/dist/store/store.d.ts

@@ -1,35 +1,14 @@
 import { Observable } from 'rxjs';
 import { Component } from '../domain';
-import { Topic } from '../shared/topic';
-import { BalanceFreezEvent, BalancePatchEvent, BalanceTransactEvent, BalanceUnfreezEvent, CandleEvent, InstrumentPatchEvent, InstrumentSubscriptionEvent, OrderbookPatchEvent, OrderCanceledEvent, OrderCancelFailedEvent, OrderCancelingEvent, OrderFilledEvent, OrderLoadEvent, OrderNewEvent, OrderPendingEvent, OrderRejectedEvent, PositionLoadEvent, PositionPatchEvent, StoreEvent, TradePatchEvent } from './event';
-import { State, StateChangeTracker } from './store.state';
-export declare class Store extends Topic<StoreEvent, any> implements StateChangeTracker {
+import { StoreEvent } from './store.event';
+import { State, StateChangeTracker } from './store-state';
+export declare class Store implements StateChangeTracker {
     private readonly pendingChanges;
     private readonly changes;
-    private readonly state;
+    readonly snapshot: State;
     get changes$(): Observable<Component>;
-    get snapshot(): State;
     dispatch(...events: StoreEvent[]): void;
     commit(component: Component): void;
     commitPendingChanges(): void;
     dispose(): void;
-    onInstrumentPatch(event: InstrumentPatchEvent): void;
-    onInstrumentSubscription(event: InstrumentSubscriptionEvent): void;
-    onBalancePatch(event: BalancePatchEvent): void;
-    onBalanceTransact(event: BalanceTransactEvent): void;
-    onBalanceFreez(event: BalanceFreezEvent): void;
-    onBalanceUnfreez(event: BalanceUnfreezEvent): void;
-    onOrderLoad(event: OrderLoadEvent): void;
-    onOrderNew(event: OrderNewEvent): void;
-    onOrderPending(event: OrderPendingEvent): void;
-    onOrderFilled(event: OrderFilledEvent): void;
-    onOrderCanceling(event: OrderCancelingEvent): void;
-    onOrderCanceled(event: OrderCanceledEvent): void;
-    onOrderCancelFailed(event: OrderCancelFailedEvent): void;
-    onOrderRejected(event: OrderRejectedEvent): void;
-    onOrderbookPatch(event: OrderbookPatchEvent): void;
-    onPositionLoad(event: PositionLoadEvent): import("../domain").Position;
-    onPositionPatch(event: PositionPatchEvent): void;
-    onTradePatch(event: TradePatchEvent): void;
-    onCandle(event: CandleEvent): void;
 }

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

@@ -0,0 +1,6 @@
+import { timestamp } from '../shared';
+import { State, StateChangeTracker } from './store-state';
+export interface StoreEvent {
+    timestamp: timestamp;
+    handle(state: State, changes: StateChangeTracker): void;
+}

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

@@ -0,0 +1 @@
+{"version":3,"file":"store.event.js","sourceRoot":"","sources":["../../src/store/store.event.ts"],"names":[],"mappings":""}

package/dist/store/store.js

@@ -1,221 +1,33 @@
 "use strict";
-var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
-    var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
-    if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
-    else for (var i = decorators.length - 1; i >= 0; i--) if (d = decorators[i]) r = (c < 3 ? d(r) : c > 3 ? d(target, key, r) : d(target, key)) || r;
-    return c > 3 && r && Object.defineProperty(target, key, r), r;
-};
-var __metadata = (this && this.__metadata) || function (k, v) {
-    if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
-};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Store = void 0;
 const rxjs_1 = require("rxjs");
-const typescript_collections_1 = require("typescript-collections");
-const topic_1 = require("../shared/topic");
-const event_1 = require("./event");
-const store_state_1 = require("./store.state");
-class Store extends topic_1.Topic {
+const store_state_1 = require("./store-state");
+class Store {
     constructor() {
-        super(...arguments);
-        this.pendingChanges = new typescript_collections_1.Set();
+        this.pendingChanges = new Array();
         this.changes = new rxjs_1.Subject();
-        this.state = new rxjs_1.BehaviorSubject(new store_state_1.State());
+        this.snapshot = new store_state_1.State();
     }
     get changes$() {
         return this.changes.asObservable();
     }
-    get snapshot() {
-        return this.state.value;
-    }
     dispatch(...events) {
         for (const event of events) {
-            super.dispatch(event, {});
+            event.handle(this.snapshot, this);
         }
         this.commitPendingChanges();
     }
     commit(component) {
-        this.pendingChanges.add(component);
+        this.pendingChanges.push(component);
     }
     commitPendingChanges() {
         this.pendingChanges.forEach(it => this.changes.next(it));
-        this.pendingChanges.clear();
+        this.pendingChanges.splice(0, this.pendingChanges.length);
     }
     dispose() {
-        this.state.complete();
         this.changes.complete();
     }
-    onInstrumentPatch(event) {
-        return (0, event_1.InstrumentPatchEventHandler)(event, this.snapshot, this);
-    }
-    onInstrumentSubscription(event) {
-        return (0, event_1.InstrumentSubscriptionEventHandler)(event, this.snapshot, this);
-    }
-    onBalancePatch(event) {
-        return (0, event_1.BalancePatchEventHandler)(event, this.snapshot, this);
-    }
-    onBalanceTransact(event) {
-        return (0, event_1.BalanceTransactEventHandler)(event, this.snapshot, this);
-    }
-    onBalanceFreez(event) {
-        return (0, event_1.BalanceFreezEventHandler)(event, this.snapshot, this);
-    }
-    onBalanceUnfreez(event) {
-        return (0, event_1.BalanceUnfreezEventHandler)(event, this.snapshot, this);
-    }
-    onOrderLoad(event) {
-        return (0, event_1.OrderLoadEventHandler)(event, this.snapshot, this);
-    }
-    onOrderNew(event) {
-        return (0, event_1.OrderNewEventHandler)(event, this.snapshot, this);
-    }
-    onOrderPending(event) {
-        return (0, event_1.OrderPendingEventHandler)(event, this.snapshot, this);
-    }
-    onOrderFilled(event) {
-        return (0, event_1.OrderFilledEventHandler)(event, this.snapshot, this);
-    }
-    onOrderCanceling(event) {
-        return (0, event_1.OrderCancelingEventHandler)(event, this.snapshot, this);
-    }
-    onOrderCanceled(event) {
-        return (0, event_1.OrderCanceledEventHandler)(event, this.snapshot, this);
-    }
-    onOrderCancelFailed(event) {
-        return (0, event_1.OrderCancelFailedEventHandler)(event, this.snapshot, this);
-    }
-    onOrderRejected(event) {
-        return (0, event_1.OrderRejectedEventHandler)(event, this.snapshot, this);
-    }
-    onOrderbookPatch(event) {
-        return (0, event_1.OrderbookPatchEventHandler)(event, this.snapshot, this);
-    }
-    onPositionLoad(event) {
-        return (0, event_1.PositionLoadEventHandler)(event, this.snapshot, this);
-    }
-    onPositionPatch(event) {
-        return (0, event_1.PositionPatchEventHandler)(event, this.snapshot, this);
-    }
-    onTradePatch(event) {
-        return (0, event_1.TradePatchEventHandler)(event, this.snapshot, this);
-    }
-    onCandle(event) {
-        return (0, event_1.CandleEventHandler)(event, this.snapshot, this);
-    }
 }
-__decorate([
-    (0, topic_1.handler)(event_1.InstrumentPatchEvent),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [event_1.InstrumentPatchEvent]),
-    __metadata("design:returntype", void 0)
-], Store.prototype, "onInstrumentPatch", null);
-__decorate([
-    (0, topic_1.handler)(event_1.InstrumentSubscriptionEvent),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [event_1.InstrumentSubscriptionEvent]),
-    __metadata("design:returntype", void 0)
-], Store.prototype, "onInstrumentSubscription", null);
-__decorate([
-    (0, topic_1.handler)(event_1.BalancePatchEvent),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [event_1.BalancePatchEvent]),
-    __metadata("design:returntype", void 0)
-], Store.prototype, "onBalancePatch", null);
-__decorate([
-    (0, topic_1.handler)(event_1.BalanceTransactEvent),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [event_1.BalanceTransactEvent]),
-    __metadata("design:returntype", void 0)
-], Store.prototype, "onBalanceTransact", null);
-__decorate([
-    (0, topic_1.handler)(event_1.BalanceFreezEvent),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [event_1.BalanceFreezEvent]),
-    __metadata("design:returntype", void 0)
-], Store.prototype, "onBalanceFreez", null);
-__decorate([
-    (0, topic_1.handler)(event_1.BalanceUnfreezEvent),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [event_1.BalanceUnfreezEvent]),
-    __metadata("design:returntype", void 0)
-], Store.prototype, "onBalanceUnfreez", null);
-__decorate([
-    (0, topic_1.handler)(event_1.OrderLoadEvent),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [event_1.OrderLoadEvent]),
-    __metadata("design:returntype", void 0)
-], Store.prototype, "onOrderLoad", null);
-__decorate([
-    (0, topic_1.handler)(event_1.OrderNewEvent),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [event_1.OrderNewEvent]),
-    __metadata("design:returntype", void 0)
-], Store.prototype, "onOrderNew", null);
-__decorate([
-    (0, topic_1.handler)(event_1.OrderPendingEvent),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [event_1.OrderPendingEvent]),
-    __metadata("design:returntype", void 0)
-], Store.prototype, "onOrderPending", null);
-__decorate([
-    (0, topic_1.handler)(event_1.OrderFilledEvent),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [event_1.OrderFilledEvent]),
-    __metadata("design:returntype", void 0)
-], Store.prototype, "onOrderFilled", null);
-__decorate([
-    (0, topic_1.handler)(event_1.OrderCancelingEvent),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [event_1.OrderCancelingEvent]),
-    __metadata("design:returntype", void 0)
-], Store.prototype, "onOrderCanceling", null);
-__decorate([
-    (0, topic_1.handler)(event_1.OrderCanceledEvent),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [event_1.OrderCanceledEvent]),
-    __metadata("design:returntype", void 0)
-], Store.prototype, "onOrderCanceled", null);
-__decorate([
-    (0, topic_1.handler)(event_1.OrderCancelFailedEvent),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [event_1.OrderCancelFailedEvent]),
-    __metadata("design:returntype", void 0)
-], Store.prototype, "onOrderCancelFailed", null);
-__decorate([
-    (0, topic_1.handler)(event_1.OrderRejectedEvent),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [event_1.OrderRejectedEvent]),
-    __metadata("design:returntype", void 0)
-], Store.prototype, "onOrderRejected", null);
-__decorate([
-    (0, topic_1.handler)(event_1.OrderbookPatchEvent),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [event_1.OrderbookPatchEvent]),
-    __metadata("design:returntype", void 0)
-], Store.prototype, "onOrderbookPatch", null);
-__decorate([
-    (0, topic_1.handler)(event_1.PositionLoadEvent),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [event_1.PositionLoadEvent]),
-    __metadata("design:returntype", void 0)
-], Store.prototype, "onPositionLoad", null);
-__decorate([
-    (0, topic_1.handler)(event_1.PositionPatchEvent),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [event_1.PositionPatchEvent]),
-    __metadata("design:returntype", void 0)
-], Store.prototype, "onPositionPatch", null);
-__decorate([
-    (0, topic_1.handler)(event_1.TradePatchEvent),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [event_1.TradePatchEvent]),
-    __metadata("design:returntype", void 0)
-], Store.prototype, "onTradePatch", null);
-__decorate([
-    (0, topic_1.handler)(event_1.CandleEvent),
-    __metadata("design:type", Function),
-    __metadata("design:paramtypes", [event_1.CandleEvent]),
-    __metadata("design:returntype", void 0)
-], Store.prototype, "onCandle", null);
 exports.Store = Store;
 //# sourceMappingURL=store.js.map

package/dist/store/store.js.map

@@ -1 +1 @@
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package/dist/store/store.spec.d.ts

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

package/dist/store/store.spec.js

@@ -0,0 +1,119 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const rxjs_1 = require("rxjs");
+const domain_1 = require("../domain");
+const shared_1 = require("../shared");
+const store_1 = require("./store");
+const store_balance_event_1 = require("./store-balance.event");
+const store_order_event_1 = require("./store-order.event");
+const instrument = new domain_1.Instrument(new domain_1.Asset('abc', 'xyz', 4), new domain_1.Asset('def', 'xyz', 4), 'abc-def');
+describe('Store', () => {
+    let store;
+    beforeEach(() => {
+        store = new store_1.Store();
+    });
+    test('should load an existing order and not pipe a changes', () => {
+        let hasUpdatedOrder = false;
+        store.changes$.pipe((0, domain_1.order)(instrument)).subscribe({
+            next: () => {
+                hasUpdatedOrder = true;
+            }
+        });
+        store.dispatch(new store_order_event_1.OrderLoadEvent(domain_1.Order.market(instrument, (0, shared_1.d)(10)), (0, shared_1.now)()));
+        expect(hasUpdatedOrder).toBe(false);
+    });
+    test('should create a new order and pipe a changes', () => {
+        let hasUpdatedOrder = false;
+        store.changes$.pipe((0, domain_1.order)(instrument)).subscribe({
+            next: () => {
+                hasUpdatedOrder = true;
+            }
+        });
+        store.dispatch(new store_order_event_1.OrderNewEvent(domain_1.Order.market(instrument, (0, shared_1.d)(10)), (0, shared_1.now)()));
+        expect(hasUpdatedOrder).toBe(true);
+    });
+    test('should transition order state from new to pending', () => {
+        const states = ['NEW', 'PENDING'].reverse();
+        store.changes$.pipe((0, domain_1.order)(instrument)).subscribe({
+            next: it => {
+                expect(it.state).toBe(states.pop());
+            }
+        });
+        const buyOrder = domain_1.Order.market(instrument, (0, shared_1.d)(10));
+        store.dispatch(new store_order_event_1.OrderNewEvent(buyOrder, (0, shared_1.now)()));
+        store.dispatch(new store_order_event_1.OrderPendingEvent(buyOrder.id, instrument, (0, shared_1.now)()));
+        expect(buyOrder.state).toBe('PENDING');
+        expect(states.length).toBe(0);
+    });
+    test('should transition order state from new to filled', () => {
+        const states = ['NEW', 'PENDING', 'FILLED'].reverse();
+        store.changes$.pipe((0, domain_1.order)(instrument)).subscribe({
+            next: it => {
+                expect(it.state).toBe(states.pop());
+            }
+        });
+        const buyOrder = domain_1.Order.market(instrument, (0, shared_1.d)(10));
+        store.dispatch(new store_order_event_1.OrderNewEvent(buyOrder, (0, shared_1.now)()));
+        store.dispatch(new store_order_event_1.OrderPendingEvent(buyOrder.id, instrument, (0, shared_1.now)()));
+        store.dispatch(new store_order_event_1.OrderFilledEvent(buyOrder.id, instrument, (0, shared_1.d)(44), (0, shared_1.now)()));
+        expect(buyOrder.state).toBe('FILLED');
+        expect(buyOrder.averageExecutionRate).toEqual((0, shared_1.d)(44));
+        expect(states.length).toBe(0);
+    });
+    test('should transition order state from new to canceled', () => {
+        const states = ['NEW', 'PENDING', 'CANCELING', 'CANCELED'].reverse();
+        store.changes$.pipe((0, domain_1.order)(instrument)).subscribe({
+            next: it => {
+                expect(it.state).toBe(states.pop());
+            }
+        });
+        const buyOrder = domain_1.Order.market(instrument, (0, shared_1.d)(10));
+        store.dispatch(new store_order_event_1.OrderNewEvent(buyOrder, (0, shared_1.now)()));
+        store.dispatch(new store_order_event_1.OrderPendingEvent(buyOrder.id, instrument, (0, shared_1.now)()));
+        store.dispatch(new store_order_event_1.OrderCancelingEvent(buyOrder.id, instrument, (0, shared_1.now)()));
+        store.dispatch(new store_order_event_1.OrderCanceledEvent(buyOrder.id, instrument, (0, shared_1.now)()));
+        expect(buyOrder.state).toBe('CANCELED');
+        expect(states.length).toBe(0);
+    });
+    test('should patch balance with order and pipe changes once', done => {
+        store.snapshot.universe.instrument.upsert(instrument);
+        store.snapshot.universe.asset.upsert(instrument.quote);
+        store.changes$
+            .pipe((0, domain_1.balance)(instrument.quote, store.snapshot), (0, rxjs_1.withLatestFrom)(store.changes$.pipe((0, domain_1.order)(instrument))))
+            .subscribe({
+            next: ([balance, order]) => {
+                expect(balance.free).toEqual((0, shared_1.d)(10));
+                expect(order.state).toEqual('PENDING');
+                done();
+            }
+        });
+        const buyOrder = domain_1.Order.market(instrument, (0, shared_1.d)(10));
+        store.dispatch(new store_order_event_1.OrderNewEvent(buyOrder, (0, shared_1.now)()), new store_order_event_1.OrderPendingEvent(buyOrder.id, instrument, (0, shared_1.now)()), new store_balance_event_1.BalanceTransactEvent(instrument.quote, (0, shared_1.d)(10), (0, shared_1.now)()));
+    });
+    test('should pipe balance and order changes', done => {
+        store.snapshot.universe.instrument.upsert(instrument);
+        store.snapshot.universe.asset.upsert(instrument.quote);
+        let counter = 2;
+        store.changes$.pipe((0, domain_1.balance)(instrument.quote, store.snapshot)).subscribe({
+            next: it => {
+                counter--;
+                expect(it.free).toEqual((0, shared_1.d)(10));
+                if (!counter) {
+                    done();
+                }
+            }
+        });
+        store.changes$.pipe((0, domain_1.order)(instrument)).subscribe({
+            next: it => {
+                counter--;
+                expect(it.state).toEqual('PENDING');
+                if (!counter) {
+                    done();
+                }
+            }
+        });
+        const buyOrder = domain_1.Order.market(instrument, (0, shared_1.d)(10));
+        store.dispatch(new store_order_event_1.OrderNewEvent(buyOrder, (0, shared_1.now)()), new store_order_event_1.OrderPendingEvent(buyOrder.id, instrument, (0, shared_1.now)()), new store_balance_event_1.BalanceTransactEvent(instrument.quote, (0, shared_1.d)(10), (0, shared_1.now)()));
+    });
+});
+//# sourceMappingURL=store.spec.js.map

package/dist/store/store.spec.js.map

@@ -0,0 +1 @@
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