@quantform/core 0.5.13 → 0.5.23

package/dist/adapter/paper/paper-adapter.spec.js

@@ -1,29 +1,49 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-const storage_1 = require("../../storage");
+const shared_1 = require("../../shared");
 const store_1 = require("../../store");
-const __1 = require("..");
 const adapter_1 = require("../adapter");
 const domain_1 = require("./../../domain");
-const _1 = require(".");
+const paper_engine_1 = require("./engine/paper-engine");
 const paper_adapter_1 = require("./paper-adapter");
 class DefaultAdapter extends adapter_1.Adapter {
-    constructor() {
-        super(...arguments);
+    constructor(timeProvider, store) {
+        super(timeProvider);
+        this.store = store;
         this.name = 'default';
     }
+    dispose() {
+        throw new Error('Method not implemented.');
+    }
+    subscribe(instruments) {
+        throw new Error('Method not implemented.');
+    }
+    account() {
+        throw new Error('Method not implemented.');
+    }
+    open(order) {
+        throw new Error('Method not implemented.');
+    }
+    cancel(order) {
+        throw new Error('Method not implemented.');
+    }
+    history(instrument, timeframe, length) {
+        throw new Error('Method not implemented.');
+    }
+    feed(instrument, from, to, callback) {
+        throw new Error('Method not implemented.');
+    }
     timestamp() {
         return 123;
     }
-    async awake(context) {
-        super.awake(context);
-        context.dispatch(new store_1.InstrumentPatchEvent(context.timestamp, new domain_1.Asset('a', this.name, 8), new domain_1.Asset('b', this.name, 4), new domain_1.Commission(0.1, 0.1), 'a-b'));
+    async awake() {
+        this.store.dispatch(new store_1.InstrumentPatchEvent(this.timestamp(), new domain_1.Asset('a', this.name, 8), new domain_1.Asset('b', this.name, 4), new domain_1.Commission((0, shared_1.d)(0.1), (0, shared_1.d)(0.1)), 'a-b'));
     }
-    createPaperSimulator(adapter) {
-        return new _1.PaperSpotSimulator(adapter);
+    createPaperEngine(adapter) {
+        return new paper_engine_1.PaperEngine(adapter.store);
     }
 }
-describe('paper adapter tests', () => {
+describe('PaperAdapter', () => {
     const options = {
         balance: {
             ['default:a']: 1000,
@@ -32,20 +52,19 @@ describe('paper adapter tests', () => {
     };
     test('should return wrapped adapter name and timestamp', () => {
         const store = new store_1.Store();
-        const sut = new paper_adapter_1.PaperAdapter(new DefaultAdapter(), store, options);
+        const sut = new paper_adapter_1.PaperAdapter(new DefaultAdapter(adapter_1.DefaultTimeProvider, store), store, options);
         expect(sut.name).toEqual('default');
         expect(sut.timestamp()).toEqual(123);
     });
     test('', async () => {
         const store = new store_1.Store();
-        const adapter = new DefaultAdapter();
-        const cache = new storage_1.Cache(new storage_1.InMemoryStorage());
+        const adapter = new DefaultAdapter(adapter_1.DefaultTimeProvider, store);
         const sut = new paper_adapter_1.PaperAdapter(adapter, store, options);
-        await sut.awake(new __1.AdapterContext(sut, store, cache));
+        await sut.awake();
         await sut.account();
-        const order = domain_1.Order.buyMarket((0, domain_1.instrumentOf)('default:a-b'), 1.0);
+        const order = domain_1.Order.market((0, domain_1.instrumentOf)('default:a-b'), (0, shared_1.d)(1.0));
         await sut.open(order);
-        expect(store.snapshot.order[order.id]).toEqual(order);
+        expect(store.snapshot.order.get(order.instrument.id).get(order.id)).toEqual(order);
     });
 });
 //# sourceMappingURL=paper-adapter.spec.js.map

package/dist/adapter/paper/paper-adapter.spec.js.map

@@ -1 +1 @@
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+{"version":3,"file":"paper-adapter.spec.js","sourceRoot":"","sources":["../../../src/adapter/paper/paper-adapter.spec.ts"],"names":[],"mappings":";;AAAA,yCAA4C;AAC5C,uCAA0D;AAC1D,wCAKoB;AACpB,2CAOwB;AACxB,wDAAoD;AACpD,mDAA+C;AAE/C,MAAM,cAAe,SAAQ,iBAAO;IAqClC,YAAY,YAAiC,EAAmB,KAAY;QAC1E,KAAK,CAAC,YAAY,CAAC,CAAC;QAD0C,UAAK,GAAL,KAAK,CAAO;QAN5E,SAAI,GAAG,SAAS,CAAC;IAQjB,CAAC;IAtCD,OAAO;QACL,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,SAAS,CAAC,WAAiC;QACzC,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,OAAO;QACL,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,IAAI,CAAC,KAAY;QACf,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,MAAM,CAAC,KAAY;QACjB,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,OAAO,CACL,UAA8B,EAC9B,SAAiB,EACjB,MAAc;QAEd,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,IAAI,CACF,UAA8B,EAC9B,IAAe,EACf,EAAa,EACb,QAA2B;QAE3B,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IAGD,SAAS;QACP,OAAO,GAAG,CAAC;IACb,CAAC;IAMD,KAAK,CAAC,KAAK;QACT,IAAI,CAAC,KAAK,CAAC,QAAQ,CACjB,IAAI,4BAAoB,CACtB,IAAI,CAAC,SAAS,EAAE,EAChB,IAAI,cAAK,CAAC,GAAG,EAAE,IAAI,CAAC,IAAI,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,GAAG,EAAE,IAAI,CAAC,IAAI,EAAE,CAAC,CAAC,EAC5B,IAAI,mBAAU,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,EAC9B,KAAK,CACN,CACF,CAAC;IACJ,CAAC;IAED,iBAAiB,CAAC,OAAqB;QACrC,OAAO,IAAI,0BAAW,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IACxC,CAAC;CACF;AAED,QAAQ,CAAC,cAAc,EAAE,GAAG,EAAE;IAC5B,MAAM,OAAO,GAAG;QACd,OAAO,EAAE;YACP,CAAC,WAAW,CAAC,EAAE,IAAI;YACnB,CAAC,WAAW,CAAC,EAAE,GAAG;SACnB;KACF,CAAC;IAEF,IAAI,CAAC,kDAAkD,EAAE,GAAG,EAAE;QAC5D,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAE1B,MAAM,GAAG,GAAG,IAAI,4BAAY,CAC1B,IAAI,cAAc,CAAC,6BAAmB,EAAE,KAAK,CAAC,EAC9C,KAAK,EACL,OAAO,CACR,CAAC;QAEF,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACpC,MAAM,CAAC,GAAG,CAAC,SAAS,EAAE,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;IACvC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,EAAE,EAAE,KAAK,IAAI,EAAE;QAClB,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,OAAO,GAAG,IAAI,cAAc,CAAC,6BAAmB,EAAE,KAAK,CAAC,CAAC;QAE/D,MAAM,GAAG,GAAG,IAAI,4BAAY,CAAC,OAAO,EAAE,KAAK,EAAE,OAAO,CAAC,CAAC;QAEtD,MAAM,GAAG,CAAC,KAAK,EAAE,CAAC;QAClB,MAAM,GAAG,CAAC,OAAO,EAAE,CAAC;QAEpB,MAAM,KAAK,GAAG,cAAK,CAAC,MAAM,CAAC,IAAA,qBAAY,EAAC,aAAa,CAAC,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QAEhE,MAAM,GAAG,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QAEtB,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IACrF,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/bootstrap.js

@@ -32,12 +32,13 @@ class Bootstrap {
         return this;
     }
     backtest(listener) {
+        var _a;
         const store = new store_1.Store();
-        const { storage } = this.descriptor;
-        const feed = new storage_1.Feed(storage.create('feed'));
-        const cache = new storage_1.Cache(storage.create('cache'));
+        const storage = (_a = this.descriptor.storage) !== null && _a !== void 0 ? _a : (0, storage_1.inMemoryStorageFactory)();
+        const feed = new storage_1.Feed(storage('feed'));
+        const cache = new storage_1.Cache(storage('cache'));
         const streamer = new adapter_1.BacktesterStreamer(store, feed, this.descriptor.simulation, listener);
-        const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter.map(it => new adapter_1.BacktesterAdapter(new adapter_1.PaperAdapter(it, store, this.descriptor.simulation), streamer)), store, cache);
+        const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter.map(it => (0, adapter_1.createBacktesterAdapterFactory)((0, adapter_1.createPaperAdapterFactory)(it, this.descriptor.simulation), streamer)), streamer.getTimeProvider(), store, cache);
         const session = new domain_1.Session(store, aggregate, this.descriptor);
         return [session, streamer];
     }
@@ -54,17 +55,17 @@ class Bootstrap {
             this.descriptor.simulation.balance = {};
         }
         const store = new store_1.Store();
-        const storage = (_a = this.descriptor.storage) !== null && _a !== void 0 ? _a : new storage_1.InMemoryStorageFactory();
-        const cache = new storage_1.Cache(storage.create('cache'));
-        const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter.map(it => new adapter_1.PaperAdapter(it, store, this.descriptor.simulation)), store, cache);
+        const storage = (_a = this.descriptor.storage) !== null && _a !== void 0 ? _a : (0, storage_1.inMemoryStorageFactory)();
+        const cache = new storage_1.Cache(storage('cache'));
+        const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter.map(it => (0, adapter_1.createPaperAdapterFactory)(it, this.descriptor.simulation)), adapter_1.DefaultTimeProvider, store, cache);
         return new domain_1.Session(store, aggregate, this.descriptor);
     }
     live() {
         var _a;
         const store = new store_1.Store();
-        const storage = (_a = this.descriptor.storage) !== null && _a !== void 0 ? _a : new storage_1.InMemoryStorageFactory();
-        const cache = new storage_1.Cache(storage.create('cache'));
-        const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter, store, cache);
+        const storage = (_a = this.descriptor.storage) !== null && _a !== void 0 ? _a : (0, storage_1.inMemoryStorageFactory)();
+        const cache = new storage_1.Cache(storage('cache'));
+        const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter, adapter_1.DefaultTimeProvider, store, cache);
         return new domain_1.Session(store, aggregate, this.descriptor);
     }
 }

package/dist/bootstrap.js.map

@@ -1 +1 @@
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+{"version":3,"file":"bootstrap.js","sourceRoot":"","sources":["../src/bootstrap.ts"],"names":[],"mappings":";;;AAAA,uCAOmB;AACnB,qCAAsD;AACtD,uCAAgE;AAChE,mCAAgC;AAEhC,MAAa,SAAS;IACpB,YAAqB,UAA6B;QAA7B,eAAU,GAAV,UAAU,CAAmB;IAAG,CAAC;IAMtD,YAAY,CAAC,EAAW;QACtB,IAAI,EAAE,EAAE;YACN,IAAI,CAAC,UAAU,CAAC,EAAE,GAAG,EAAE,CAAC;SACzB;QAED,OAAO,IAAI,CAAC;IACd,CAAC;IAOD,iBAAiB,CAAC,IAAa,EAAE,EAAW;QAC1C,IAAI,CAAC,IAAI,CAAC,UAAU,CAAC,UAAU,EAAE;YAC/B,IAAI,CAAC,UAAU,CAAC,UAAU,GAAG;gBAC3B,OAAO,EAAE,EAAE;gBACX,IAAI,EAAE,SAAS;gBACf,EAAE,EAAE,SAAS;aACd,CAAC;SACH;QAED,IAAI,IAAI,EAAE;YACR,IAAI,CAAC,UAAU,CAAC,UAAU,CAAC,IAAI,GAAG,IAAI,CAAC;SACxC;QAED,IAAI,EAAE,EAAE;YACN,IAAI,CAAC,UAAU,CAAC,UAAU,CAAC,EAAE,GAAG,EAAE,CAAC;SACpC;QAED,OAAO,IAAI,CAAC;IACd,CAAC;IAOD,QAAQ,CAAC,QAA6B;;QACpC,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,OAAO,GAAG,MAAA,IAAI,CAAC,UAAU,CAAC,OAAO,mCAAI,IAAA,gCAAsB,GAAE,CAAC;QACpE,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC;QACvC,MAAM,KAAK,GAAG,IAAI,eAAK,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC;QAE1C,MAAM,QAAQ,GAAG,IAAI,4BAAkB,CACrC,KAAK,EACL,IAAI,EACJ,IAAI,CAAC,UAAU,CAAC,UAAU,EAC1B,QAAQ,CACT,CAAC;QAEF,MAAM,SAAS,GAAG,IAAI,0BAAgB,CACpC,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAC/B,IAAA,wCAA8B,EAC5B,IAAA,mCAAyB,EAAC,EAAE,EAAE,IAAI,CAAC,UAAU,CAAC,UAAU,CAAC,EACzD,QAAQ,CACT,CACF,EACD,QAAQ,CAAC,eAAe,EAAE,EAC1B,KAAK,EACL,KAAK,CACN,CAAC;QAEF,MAAM,OAAO,GAAG,IAAI,gBAAO,CAAC,KAAK,EAAE,SAAS,EAAE,IAAI,CAAC,UAAU,CAAC,CAAC;QAE/D,OAAO,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC;IAC7B,CAAC;IAMD,KAAK;;QACH,IAAI,CAAC,IAAI,CAAC,UAAU,CAAC,UAAU,EAAE;YAC/B,IAAI,CAAC,UAAU,CAAC,UAAU,GAAG;gBAC3B,OAAO,EAAE,EAAE;gBACX,IAAI,EAAE,SAAS;gBACf,EAAE,EAAE,SAAS;aACd,CAAC;SACH;QAED,IAAI,CAAC,IAAI,CAAC,UAAU,CAAC,UAAU,CAAC,OAAO,EAAE;YACvC,IAAI,CAAC,UAAU,CAAC,UAAU,CAAC,OAAO,GAAG,EAAE,CAAC;SACzC;QAED,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,OAAO,GAAG,MAAA,IAAI,CAAC,UAAU,CAAC,OAAO,mCAAI,IAAA,gCAAsB,GAAE,CAAC;QACpE,MAAM,KAAK,GAAG,IAAI,eAAK,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC;QAE1C,MAAM,SAAS,GAAG,IAAI,0BAAgB,CACpC,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAC/B,IAAA,mCAAyB,EAAC,EAAE,EAAE,IAAI,CAAC,UAAU,CAAC,UAAU,CAAC,CAC1D,EACD,6BAAmB,EACnB,KAAK,EACL,KAAK,CACN,CAAC;QAEF,OAAO,IAAI,gBAAO,CAAC,KAAK,EAAE,SAAS,EAAE,IAAI,CAAC,UAAU,CAAC,CAAC;IACxD,CAAC;IAMD,IAAI;;QACF,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,OAAO,GAAG,MAAA,IAAI,CAAC,UAAU,CAAC,OAAO,mCAAI,IAAA,gCAAsB,GAAE,CAAC;QACpE,MAAM,KAAK,GAAG,IAAI,eAAK,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC;QAE1C,MAAM,SAAS,GAAG,IAAI,0BAAgB,CACpC,IAAI,CAAC,UAAU,CAAC,OAAO,EACvB,6BAAmB,EACnB,KAAK,EACL,KAAK,CACN,CAAC;QAEF,OAAO,IAAI,gBAAO,CAAC,KAAK,EAAE,SAAS,EAAE,IAAI,CAAC,UAAU,CAAC,CAAC;IACxD,CAAC;CACF;AA9HD,8BA8HC"}

package/dist/cli/pull.js

@@ -27,24 +27,21 @@ async function default_1(name, instrument, options) {
     if (!to) {
         throw new Error('Please set a "to" date in session descriptor or provide the date as parameter.');
     }
+    console.time('Pulling completed in');
     await session.awake(undefined);
     const bar = new cli_progress_1.SingleBar({}, cli_progress_1.Presets.shades_classic);
-    const feed = new storage_1.Feed(module.descriptor.storage.create('feed'));
+    const feed = new storage_1.Feed(module.descriptor.storage('feed'));
     bar.start(100, 0);
-    await session.aggregate.feed({
-        instrument: (0, domain_1.instrumentOf)(instrument),
-        from,
-        to,
-        destination: feed,
-        callback: timestamp => {
-            const duration = to - from;
-            const completed = timestamp - from;
-            bar.update(Math.floor((completed / duration) * 100));
-        }
+    await session.aggregate.feed((0, domain_1.instrumentOf)(instrument), from, to, async (timestamp, events) => {
+        const duration = to - from;
+        const completed = timestamp - from;
+        await feed.save(events);
+        bar.update(Math.floor((completed / duration) * 100));
     });
     bar.update(100);
     bar.stop();
     await session.dispose();
+    console.timeLog('Pulling completed in');
 }
 exports.default = default_1;
 //# sourceMappingURL=pull.js.map

package/dist/cli/pull.js.map

@@ -1 +1 @@
-{"version":3,"file":"pull.js","sourceRoot":"","sources":["../../src/cli/pull.ts"],"names":[],"mappings":";;AAAA,+CAAkD;AAElD,4CAAyC;AACzC,sCAAyC;AACzC,wCAAkC;AAClC,mCAA4B;AAC5B,oDAAiD;AAElC,KAAK,oBAAW,IAAY,EAAE,UAAkB,EAAE,OAAY;IAC3E,IAAI,MAAM,IAAA,eAAK,GAAE,EAAE;QACjB,OAAO;KACR;IAED,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC;IAEvD,MAAM,MAAM,GAAG,MAAM,IAAA,qBAAS,EAAC,IAAI,CAAC,CAAC;IAErC,MAAM,SAAS,GAAG,IAAI,qBAAS,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IACnD,MAAM,OAAO,GAAG,SAAS,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,KAAK,EAAE,CAAC;IAEnD,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,OAAO,EAAE;QAC9B,MAAM,IAAI,KAAK,CAAC,4DAA4D,CAAC,CAAC;KAC/E;IAED,MAAM,IAAI,GAAG,OAAO,CAAC,IAAI;QACvB,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC;QAC1B,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,IAAI,CAAC;IAEtC,IAAI,CAAC,IAAI,EAAE;QACT,MAAM,IAAI,KAAK,CACb,kFAAkF,CACnF,CAAC;KACH;IAED,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,EAAE,CAAC;IAEjF,IAAI,CAAC,EAAE,EAAE;QACP,MAAM,IAAI,KAAK,CACb,gFAAgF,CACjF,CAAC;KACH;IAED,MAAM,OAAO,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC;IAE/B,MAAM,GAAG,GAAG,IAAI,wBAAS,CAAC,EAAE,EAAE,sBAAO,CAAC,cAAc,CAAC,CAAC;IACtD,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,MAAM,CAAC,UAAU,CAAC,OAAO,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC;IAEhE,GAAG,CAAC,KAAK,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC;IAElB,MAAM,OAAO,CAAC,SAAS,CAAC,IAAI,CAAC;QAC3B,UAAU,EAAE,IAAA,qBAAY,EAAC,UAAU,CAAC;QACpC,IAAI;QACJ,EAAE;QACF,WAAW,EAAE,IAAI;QACjB,QAAQ,EAAE,SAAS,CAAC,EAAE;YACpB,MAAM,QAAQ,GAAG,EAAE,GAAG,IAAI,CAAC;YAC3B,MAAM,SAAS,GAAG,SAAS,GAAG,IAAI,CAAC;YAEnC,GAAG,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,SAAS,GAAG,QAAQ,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC;QACvD,CAAC;KACF,CAAC,CAAC;IAEH,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IAChB,GAAG,CAAC,IAAI,EAAE,CAAC;IAEX,MAAM,OAAO,CAAC,OAAO,EAAE,CAAC;AAC1B,CAAC;AA1DD,4BA0DC"}
+{"version":3,"file":"pull.js","sourceRoot":"","sources":["../../src/cli/pull.ts"],"names":[],"mappings":";;AAAA,+CAAkD;AAElD,4CAAyC;AACzC,sCAAyC;AACzC,wCAAkC;AAClC,mCAA4B;AAC5B,oDAAiD;AAElC,KAAK,oBAAW,IAAY,EAAE,UAAkB,EAAE,OAAY;IAC3E,IAAI,MAAM,IAAA,eAAK,GAAE,EAAE;QACjB,OAAO;KACR;IAED,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC;IAEvD,MAAM,MAAM,GAAG,MAAM,IAAA,qBAAS,EAAC,IAAI,CAAC,CAAC;IAErC,MAAM,SAAS,GAAG,IAAI,qBAAS,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IACnD,MAAM,OAAO,GAAG,SAAS,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,KAAK,EAAE,CAAC;IAEnD,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,OAAO,EAAE;QAC9B,MAAM,IAAI,KAAK,CAAC,4DAA4D,CAAC,CAAC;KAC/E;IAED,MAAM,IAAI,GAAG,OAAO,CAAC,IAAI;QACvB,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC;QAC1B,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,IAAI,CAAC;IAEtC,IAAI,CAAC,IAAI,EAAE;QACT,MAAM,IAAI,KAAK,CACb,kFAAkF,CACnF,CAAC;KACH;IAED,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,EAAE,CAAC;IAEjF,IAAI,CAAC,EAAE,EAAE;QACP,MAAM,IAAI,KAAK,CACb,gFAAgF,CACjF,CAAC;KACH;IAED,OAAO,CAAC,IAAI,CAAC,sBAAsB,CAAC,CAAC;IAErC,MAAM,OAAO,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC;IAE/B,MAAM,GAAG,GAAG,IAAI,wBAAS,CAAC,EAAE,EAAE,sBAAO,CAAC,cAAc,CAAC,CAAC;IACtD,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,MAAM,CAAC,UAAU,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC;IAEzD,GAAG,CAAC,KAAK,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC;IAElB,MAAM,OAAO,CAAC,SAAS,CAAC,IAAI,CAC1B,IAAA,qBAAY,EAAC,UAAU,CAAC,EACxB,IAAI,EACJ,EAAE,EACF,KAAK,EAAE,SAAS,EAAE,MAAM,EAAE,EAAE;QAC1B,MAAM,QAAQ,GAAG,EAAE,GAAG,IAAI,CAAC;QAC3B,MAAM,SAAS,GAAG,SAAS,GAAG,IAAI,CAAC;QAEnC,MAAM,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;QAExB,GAAG,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,SAAS,GAAG,QAAQ,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC;IACvD,CAAC,CACF,CAAC;IAEF,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IAChB,GAAG,CAAC,IAAI,EAAE,CAAC;IAEX,MAAM,OAAO,CAAC,OAAO,EAAE,CAAC;IAExB,OAAO,CAAC,OAAO,CAAC,sBAAsB,CAAC,CAAC;AAC1C,CAAC;AA/DD,4BA+DC"}

package/dist/cli/test.js

@@ -24,9 +24,13 @@ async function default_1(name, options) {
     }
     await new Promise(async (resolve) => {
         const [session] = bootstrap.useBacktestPeriod(from, to).backtest({
+            onBacktestStarted: () => {
+                console.log('backtest started');
+                console.time('backtest completed');
+            },
             onBacktestCompleted: async () => {
                 await session.dispose();
-                console.log('backtest completed.');
+                console.timeEnd('backtest completed');
                 resolve();
             }
         });

package/dist/cli/test.js.map

@@ -1 +1 @@
-{"version":3,"file":"test.js","sourceRoot":"","sources":["../../src/cli/test.ts"],"names":[],"mappings":";;AACA,4CAAyC;AACzC,mCAA4B;AAC5B,oDAAiD;AAElC,KAAK,oBAAW,IAAI,EAAE,OAAY;IAC/C,IAAI,MAAM,IAAA,eAAK,GAAE,EAAE;QACjB,OAAO;KACR;IAED,MAAM,MAAM,GAAG,MAAM,IAAA,qBAAS,EAAC,IAAI,CAAC,CAAC;IAErC,MAAM,SAAS,GAAG,IAAI,qBAAS,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IAEnD,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,OAAO,EAAE;QAC9B,MAAM,IAAI,KAAK,CAAC,4DAA4D,CAAC,CAAC;KAC/E;IAED,MAAM,IAAI,GAAG,OAAO,CAAC,IAAI;QACvB,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC;QAC1B,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,IAAI,CAAC;IAEtC,IAAI,CAAC,IAAI,EAAE;QACT,MAAM,IAAI,KAAK,CACb,kFAAkF,CACnF,CAAC;KACH;IAED,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,EAAE,CAAC;IAEjF,IAAI,CAAC,EAAE,EAAE;QACP,MAAM,IAAI,KAAK,CACb,gFAAgF,CACjF,CAAC;KACH;IAED,MAAM,IAAI,OAAO,CAAO,KAAK,EAAC,OAAO,EAAC,EAAE;QACtC,MAAM,CAAC,OAAO,CAAC,GAAG,SAAS,CAAC,iBAAiB,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC,QAAQ,CAAC;YAC/D,mBAAmB,EAAE,KAAK,IAAI,EAAE;gBAC9B,MAAM,OAAO,CAAC,OAAO,EAAE,CAAC;gBAExB,OAAO,CAAC,GAAG,CAAC,qBAAqB,CAAC,CAAC;gBAEnC,OAAO,EAAE,CAAC;YACZ,CAAC;SACF,CAAC,CAAC;QAEH,MAAM,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;IACtC,CAAC,CAAC,CAAC;AACL,CAAC;AA5CD,4BA4CC"}
+{"version":3,"file":"test.js","sourceRoot":"","sources":["../../src/cli/test.ts"],"names":[],"mappings":";;AAAA,4CAAyC;AACzC,mCAA4B;AAC5B,oDAAiD;AAElC,KAAK,oBAAW,IAAI,EAAE,OAAY;IAC/C,IAAI,MAAM,IAAA,eAAK,GAAE,EAAE;QACjB,OAAO;KACR;IAED,MAAM,MAAM,GAAG,MAAM,IAAA,qBAAS,EAAC,IAAI,CAAC,CAAC;IAErC,MAAM,SAAS,GAAG,IAAI,qBAAS,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IAEnD,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,OAAO,EAAE;QAC9B,MAAM,IAAI,KAAK,CAAC,4DAA4D,CAAC,CAAC;KAC/E;IAED,MAAM,IAAI,GAAG,OAAO,CAAC,IAAI;QACvB,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC;QAC1B,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,IAAI,CAAC;IAEtC,IAAI,CAAC,IAAI,EAAE;QACT,MAAM,IAAI,KAAK,CACb,kFAAkF,CACnF,CAAC;KACH;IAED,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,EAAE,CAAC;IAEjF,IAAI,CAAC,EAAE,EAAE;QACP,MAAM,IAAI,KAAK,CACb,gFAAgF,CACjF,CAAC;KACH;IAED,MAAM,IAAI,OAAO,CAAO,KAAK,EAAC,OAAO,EAAC,EAAE;QACtC,MAAM,CAAC,OAAO,CAAC,GAAG,SAAS,CAAC,iBAAiB,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC,QAAQ,CAAC;YAC/D,iBAAiB,EAAE,GAAG,EAAE;gBACtB,OAAO,CAAC,GAAG,CAAC,kBAAkB,CAAC,CAAC;gBAChC,OAAO,CAAC,IAAI,CAAC,oBAAoB,CAAC,CAAC;YACrC,CAAC;YACD,mBAAmB,EAAE,KAAK,IAAI,EAAE;gBAC9B,MAAM,OAAO,CAAC,OAAO,EAAE,CAAC;gBAExB,OAAO,CAAC,OAAO,CAAC,oBAAoB,CAAC,CAAC;gBAEtC,OAAO,EAAE,CAAC;YACZ,CAAC;SACF,CAAC,CAAC;QAEH,MAAM,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;IACtC,CAAC,CAAC,CAAC;AACL,CAAC;AAhDD,4BAgDC"}

package/dist/domain/asset.d.ts

@@ -1,16 +1,17 @@
+import { decimal } from './../shared/decimals';
+export declare const AssetSelectorSeparator = ":";
 export declare class AssetSelector {
-    private readonly id;
+    readonly id: string;
     readonly name: string;
-    readonly adapter: string;
-    constructor(name: string, adapter: string);
+    readonly adapterName: string;
+    constructor(name: string, adapterName: string);
     toString(): string;
 }
-export declare function assetOf(asset: string): AssetSelector;
+export declare function assetOf(selector: string): AssetSelector;
 export declare class Asset extends AssetSelector {
     readonly scale: number;
-    readonly tickSize: number;
-    constructor(name: string, adapter: string, scale: number);
-    fixed(number: number): number;
-    floor(number: number): number;
-    ceil(number: number): number;
+    readonly tickSize: decimal;
+    constructor(name: string, adapterName: string, scale: number);
+    floor(number: decimal): decimal;
+    ceil(number: decimal): decimal;
 }

package/dist/domain/asset.js

@@ -1,45 +1,48 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.Asset = exports.assetOf = exports.AssetSelector = void 0;
-const decimals_1 = require("../shared/decimals");
+exports.Asset = exports.assetOf = exports.AssetSelector = exports.AssetSelectorSeparator = void 0;
+const decimals_1 = require("./../shared/decimals");
+const error_1 = require("./error");
+exports.AssetSelectorSeparator = ':';
 class AssetSelector {
-    constructor(name, adapter) {
+    constructor(name, adapterName) {
+        if (!(name === null || name === void 0 ? void 0 : name.length)) {
+            throw (0, error_1.invalidArgumentError)(name);
+        }
+        if (!(adapterName === null || adapterName === void 0 ? void 0 : adapterName.length)) {
+            throw (0, error_1.invalidArgumentError)(adapterName);
+        }
         this.name = name.toLowerCase();
-        this.adapter = adapter.toLowerCase();
-        this.id = `${this.adapter}:${this.name}`;
+        this.adapterName = adapterName.toLowerCase();
+        this.id = `${this.adapterName}${exports.AssetSelectorSeparator}${this.name}`;
     }
     toString() {
         return this.id;
     }
 }
 exports.AssetSelector = AssetSelector;
-function assetOf(asset) {
-    const section = asset.split(':');
-    if (section.length != 2) {
-        throw Error('invalid asset format');
+function assetOf(selector) {
+    const [adapterName, name, ...rest] = selector.split(exports.AssetSelectorSeparator);
+    if (!adapterName || !name || rest.length) {
+        throw (0, error_1.invalidAssetSelectorError)(selector);
     }
-    const assetName = section[1];
-    const adapterName = section[0];
-    if (assetName.length == 0 || adapterName.length == 0) {
-        throw Error('invalid asset format');
-    }
-    return new AssetSelector(assetName, adapterName);
+    return new AssetSelector(name, adapterName);
 }
 exports.assetOf = assetOf;
 class Asset extends AssetSelector {
-    constructor(name, adapter, scale) {
-        super(name, adapter);
+    constructor(name, adapterName, scale) {
+        super(name, adapterName);
         this.scale = scale;
-        this.tickSize = 1.0 / Math.pow(10, this.scale);
-    }
-    fixed(number) {
-        return (0, decimals_1.fixed)(number, this.scale);
+        if (scale && (scale < 0 || Number.isNaN(scale))) {
+            throw (0, error_1.invalidArgumentError)(scale);
+        }
+        this.tickSize = (0, decimals_1.d)(1.0).div(Math.pow(10, this.scale));
     }
     floor(number) {
-        return (0, decimals_1.floor)(number, this.scale);
+        return number.toFloor(this.scale);
     }
     ceil(number) {
-        return (0, decimals_1.ceil)(number, this.scale);
+        return number.toCeil(this.scale);
     }
 }
 exports.Asset = Asset;

package/dist/domain/asset.js.map

@@ -1 +1 @@
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+{"version":3,"file":"asset.js","sourceRoot":"","sources":["../../src/domain/asset.ts"],"names":[],"mappings":";;;AAAA,mDAAkD;AAClD,mCAA0E;AAE7D,QAAA,sBAAsB,GAAG,GAAG,CAAC;AAK1C,MAAa,aAAa;IAKxB,YAAY,IAAY,EAAE,WAAmB;QAC3C,IAAI,CAAC,CAAA,IAAI,aAAJ,IAAI,uBAAJ,IAAI,CAAE,MAAM,CAAA,EAAE;YACjB,MAAM,IAAA,4BAAoB,EAAC,IAAI,CAAC,CAAC;SAClC;QAED,IAAI,CAAC,CAAA,WAAW,aAAX,WAAW,uBAAX,WAAW,CAAE,MAAM,CAAA,EAAE;YACxB,MAAM,IAAA,4BAAoB,EAAC,WAAW,CAAC,CAAC;SACzC;QAED,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC,WAAW,EAAE,CAAC;QAC/B,IAAI,CAAC,WAAW,GAAG,WAAW,CAAC,WAAW,EAAE,CAAC;QAC7C,IAAI,CAAC,EAAE,GAAG,GAAG,IAAI,CAAC,WAAW,GAAG,8BAAsB,GAAG,IAAI,CAAC,IAAI,EAAE,CAAC;IACvE,CAAC;IAKD,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;CACF;AAzBD,sCAyBC;AAKD,SAAgB,OAAO,CAAC,QAAgB;IACtC,MAAM,CAAC,WAAW,EAAE,IAAI,EAAE,GAAG,IAAI,CAAC,GAAG,QAAQ,CAAC,KAAK,CAAC,8BAAsB,CAAC,CAAC;IAE5E,IAAI,CAAC,WAAW,IAAI,CAAC,IAAI,IAAI,IAAI,CAAC,MAAM,EAAE;QACxC,MAAM,IAAA,iCAAyB,EAAC,QAAQ,CAAC,CAAC;KAC3C;IAED,OAAO,IAAI,aAAa,CAAC,IAAI,EAAE,WAAW,CAAC,CAAC;AAC9C,CAAC;AARD,0BAQC;AAMD,MAAa,KAAM,SAAQ,aAAa;IAGtC,YAAY,IAAY,EAAE,WAAmB,EAAkB,KAAa;QAC1E,KAAK,CAAC,IAAI,EAAE,WAAW,CAAC,CAAC;QADoC,UAAK,GAAL,KAAK,CAAQ;QAG1E,IAAI,KAAK,IAAI,CAAC,KAAK,GAAG,CAAC,IAAI,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,EAAE;YAC/C,MAAM,IAAA,4BAAoB,EAAC,KAAK,CAAC,CAAC;SACnC;QAED,IAAI,CAAC,QAAQ,GAAG,IAAA,YAAC,EAAC,GAAG,CAAC,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC;IACvD,CAAC;IAKD,KAAK,CAAC,MAAe;QACnB,OAAO,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IACpC,CAAC;IAKD,IAAI,CAAC,MAAe;QAClB,OAAO,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IACnC,CAAC;CACF;AA1BD,sBA0BC"}

package/dist/domain/asset.spec.js

@@ -1,55 +1,55 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
+const shared_1 = require("../shared");
 const asset_1 = require("./asset");
-describe('asset tests', () => {
-    test('should instantiate proper asset', () => {
+describe('Asset', () => {
+    test('should construct a new asset', () => {
         const sut = new asset_1.Asset('abc', 'xyz', 4);
         expect(sut.name).toEqual('abc');
-        expect(sut.adapter).toEqual('xyz');
+        expect(sut.adapterName).toEqual('xyz');
         expect(sut.scale).toEqual(4);
-        expect(sut.tickSize).toEqual(0.0001);
-        expect(sut.fixed(1.1234567)).toEqual(1.1234);
-        expect(sut.floor(1.1234567)).toEqual(1.1234);
-        expect(sut.ceil(1.1234567)).toEqual(1.1235);
-        expect(sut.toString()).toEqual('xyz:abc');
+        expect(sut.tickSize).toEqual((0, shared_1.d)(0.0001));
+        expect(sut.floor((0, shared_1.d)(1.1234567))).toEqual((0, shared_1.d)(1.1234));
+        expect(sut.ceil((0, shared_1.d)(1.1234567))).toEqual((0, shared_1.d)(1.1235));
+        expect(sut.id).toEqual('xyz:abc');
+    });
+    test('should throw for missing asset name', () => {
+        const fn = () => new asset_1.Asset('xyz', '', 5);
+        expect(fn).toThrowError();
+    });
+    test('should throw for missing adapter name', () => {
+        const fn = () => new asset_1.Asset('', 'xyz', 5);
+        expect(fn).toThrowError();
     });
 });
-describe('asset selector tests', () => {
-    test('should instantiate proper asset selector', () => {
+describe('AssetSelector', () => {
+    test('should construct a new asset selector from unified string', () => {
         const sut = (0, asset_1.assetOf)('xyz:abc');
         expect(sut.name).toEqual('abc');
-        expect(sut.adapter).toEqual('xyz');
-        expect(sut.toString()).toEqual('xyz:abc');
+        expect(sut.adapterName).toEqual('xyz');
+        expect(sut.id).toEqual('xyz:abc');
     });
     test('should instantiate proper asset selector capital case', () => {
         const sut = (0, asset_1.assetOf)('XYZ:ABC');
         expect(sut.name).toEqual('abc');
-        expect(sut.adapter).toEqual('xyz');
-        expect(sut.toString()).toEqual('xyz:abc');
+        expect(sut.adapterName).toEqual('xyz');
+        expect(sut.id).toEqual('xyz:abc');
     });
     test('should throw invalid format message for missing separator', () => {
-        const fn = () => {
-            (0, asset_1.assetOf)('xyzabc');
-        };
-        expect(fn).toThrow(Error);
-    });
-    test('should throw invalid format message for multiple separators', () => {
-        const fn = () => {
-            (0, asset_1.assetOf)('xyz:abc:');
-        };
-        expect(fn).toThrow(Error);
-    });
-    test('should throw invalid format message for missing asset name', () => {
-        const fn = () => {
-            (0, asset_1.assetOf)('xyz:');
-        };
-        expect(fn).toThrow(Error);
-    });
-    test('should throw invalid format message for missing adapter name', () => {
-        const fn = () => {
-            (0, asset_1.assetOf)(':abc');
-        };
-        expect(fn).toThrow(Error);
+        const fn = () => (0, asset_1.assetOf)('xyzabc');
+        expect(fn).toThrowError();
+    });
+    test('should throw for multiple separators', () => {
+        const fn = () => (0, asset_1.assetOf)('xyz:abc:');
+        expect(fn).toThrowError();
+    });
+    test('should throw for missing asset name', () => {
+        const fn = () => (0, asset_1.assetOf)('xyz:');
+        expect(fn).toThrowError();
+    });
+    test('should throw for missing adapter name', () => {
+        const fn = () => (0, asset_1.assetOf)(':abc');
+        expect(fn).toThrowError();
     });
 });
 //# sourceMappingURL=asset.spec.js.map

package/dist/domain/asset.spec.js.map

@@ -1 +1 @@
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+{"version":3,"file":"asset.spec.js","sourceRoot":"","sources":["../../src/domain/asset.spec.ts"],"names":[],"mappings":";;AAAA,sCAA8B;AAC9B,mCAAyC;AAEzC,QAAQ,CAAC,OAAO,EAAE,GAAG,EAAE;IACrB,IAAI,CAAC,8BAA8B,EAAE,GAAG,EAAE;QACxC,MAAM,GAAG,GAAG,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QAEvC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACvC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC7B,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,MAAM,CAAC,CAAC,CAAC;QACxC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,IAAA,UAAC,EAAC,SAAS,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,MAAM,CAAC,CAAC,CAAC;QACnD,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,IAAA,UAAC,EAAC,SAAS,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,MAAM,CAAC,CAAC,CAAC;QAClD,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qCAAqC,EAAE,GAAG,EAAE;QAC/C,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAI,aAAK,CAAC,KAAK,EAAE,EAAE,EAAE,CAAC,CAAC,CAAC;QAEzC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,uCAAuC,EAAE,GAAG,EAAE;QACjD,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAI,aAAK,CAAC,EAAE,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QAEzC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,eAAe,EAAE,GAAG,EAAE;IAC7B,IAAI,CAAC,2DAA2D,EAAE,GAAG,EAAE;QACrE,MAAM,GAAG,GAAG,IAAA,eAAO,EAAC,SAAS,CAAC,CAAC;QAE/B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACvC,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,uDAAuD,EAAE,GAAG,EAAE;QACjE,MAAM,GAAG,GAAG,IAAA,eAAO,EAAC,SAAS,CAAC,CAAC;QAE/B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACvC,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,2DAA2D,EAAE,GAAG,EAAE;QACrE,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAA,eAAO,EAAC,QAAQ,CAAC,CAAC;QAEnC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,sCAAsC,EAAE,GAAG,EAAE;QAChD,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAA,eAAO,EAAC,UAAU,CAAC,CAAC;QAErC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qCAAqC,EAAE,GAAG,EAAE;QAC/C,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAA,eAAO,EAAC,MAAM,CAAC,CAAC;QAEjC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,uCAAuC,EAAE,GAAG,EAAE;QACjD,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAA,eAAO,EAAC,MAAM,CAAC,CAAC;QAEjC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/balance.d.ts

@@ -1,25 +1,25 @@
-import { timestamp } from '../shared';
+import { decimal, timestamp } from '../shared';
 import { Asset } from './';
 import { Component } from './component';
 import { Position, PositionMode } from './position';
 export declare class Balance implements Component {
     readonly asset: Asset;
+    id: string;
     kind: string;
     timestamp: timestamp;
-    readonly maintenanceMarginRate = 1;
+    private locker;
     private available;
     private unavailable;
-    get free(): number;
-    get locked(): number;
-    get total(): number;
-    position: Record<string, Position>;
+    get free(): decimal;
+    get locked(): decimal;
+    get total(): decimal;
+    readonly position: Record<string, Position>;
     constructor(asset: Asset);
-    transact(amount: number): void;
-    set(free: number, freezed: number): void;
-    freez(amount: number): void;
-    unfreez(amount: number): void;
-    getEstimatedUnrealizedPnL(mode?: PositionMode): number;
-    getEstimatedMargin(mode?: PositionMode): number;
-    getEstimatedMaintenanceMargin(mode?: PositionMode): number;
+    account(amount: decimal): void;
+    set(free: decimal, locked: decimal): void;
+    lock(id: string, amount: decimal): void;
+    tryUnlock(id: string): boolean;
+    getEstimatedUnrealizedPnL(mode?: PositionMode): decimal;
+    getEstimatedMargin(mode?: PositionMode): decimal;
     toString(): string;
 }

package/dist/domain/balance.js

@@ -1,63 +1,69 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Balance = void 0;
+const shared_1 = require("../shared");
+const error_1 = require("./error");
 class Balance {
     constructor(asset) {
         this.asset = asset;
         this.kind = 'balance';
-        this.maintenanceMarginRate = 1;
-        this.available = 0;
-        this.unavailable = 0;
+        this.locker = {};
+        this.available = shared_1.d.Zero;
+        this.unavailable = shared_1.d.Zero;
         this.position = {};
+        this.id = asset.id;
     }
     get free() {
-        return (this.available +
-            this.getEstimatedUnrealizedPnL('CROSS') -
-            this.getEstimatedMaintenanceMargin('CROSS'));
+        return this.asset.floor(this.available).add(this.getEstimatedUnrealizedPnL('CROSS'));
     }
     get locked() {
         return this.unavailable;
     }
     get total() {
-        return (this.available + this.unavailable + this.getEstimatedUnrealizedPnL());
+        return this.asset
+            .floor(this.available.add(this.unavailable))
+            .add(this.getEstimatedUnrealizedPnL());
     }
-    transact(amount) {
-        if (this.available + amount < 0) {
-            throw new Error(`invalid balance amount has: ${this.available} wants: ${amount}`);
+    account(amount) {
+        if (this.available.add(amount).lessThan(0)) {
+            throw (0, error_1.insufficientFundsError)(this.id, amount, this.available);
         }
-        this.available += amount;
+        this.available = this.available.add(amount);
     }
-    set(free, freezed) {
-        if (free != null) {
-            this.available = free;
+    set(free, locked) {
+        this.available = free;
+        this.unavailable = locked;
+        this.locker = {};
+    }
+    lock(id, amount) {
+        if (this.available.lessThan(amount)) {
+            throw (0, error_1.insufficientFundsError)(this.id, amount, this.available);
         }
-        if (freezed != null) {
-            this.unavailable = freezed;
+        if (this.locker[id]) {
+            throw (0, error_1.invalidArgumentError)(id);
         }
+        this.locker[id] = amount;
+        this.available = this.available.minus(amount);
+        this.unavailable = this.unavailable.plus(amount);
     }
-    freez(amount) {
-        if (this.available < amount) {
-            throw new Error(`insufficient funds has: ${this.available} wants: ${amount}`);
+    tryUnlock(id) {
+        if (!this.locker[id]) {
+            return false;
         }
-        this.available -= amount;
-        this.unavailable += amount;
-    }
-    unfreez(amount) {
+        const amount = this.locker[id];
+        delete this.locker[id];
         if (this.unavailable < amount) {
-            throw new Error(`insufficient funds has: ${this.unavailable} wants: ${amount}`);
+            throw (0, error_1.insufficientFundsError)(this.id, amount, this.unavailable);
         }
-        this.available += amount;
-        this.unavailable -= amount;
+        this.available = this.available.add(amount);
+        this.unavailable = this.unavailable.minus(amount);
+        return true;
     }
     getEstimatedUnrealizedPnL(mode) {
-        return Object.values(this.position).reduce((aggregate, position) => (aggregate +=
-            mode && mode != position.mode ? 0 : position.estimatedUnrealizedPnL), 0);
+        return Object.values(this.position).reduce((aggregate, position) => (aggregate = aggregate.add(mode && mode != position.mode ? 0 : position.estimatedUnrealizedPnL)), shared_1.d.Zero);
     }
     getEstimatedMargin(mode) {
-        return Object.values(this.position).reduce((aggregate, position) => (aggregate += mode && mode != position.mode ? 0 : position.margin), 0);
-    }
-    getEstimatedMaintenanceMargin(mode) {
-        return this.getEstimatedMargin(mode) * this.maintenanceMarginRate;
+        return Object.values(this.position).reduce((aggregate, position) => (aggregate = aggregate.add(mode && mode != position.mode ? 0 : position.margin)), shared_1.d.Zero);
     }
     toString() {
         return this.asset.toString();

package/dist/domain/balance.js.map

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