@quantform/core 0.5.13 → 0.5.23

package/dist/domain/balance.operator.d.ts

@@ -0,0 +1,6 @@
+import { Observable } from 'rxjs';
+import { State } from '../store';
+import { AssetSelector } from './asset';
+import { Balance } from './balance';
+import { Component } from './component';
+export declare function balance(selector: AssetSelector, state: State): (source$: Observable<Component>) => Observable<Balance>;

package/dist/domain/balance.operator.js

@@ -0,0 +1,10 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.balance = void 0;
+const rxjs_1 = require("rxjs");
+const balance_1 = require("./balance");
+function balance(selector, state) {
+    return (source$) => source$.pipe((0, rxjs_1.startWith)(state.balance.get(selector.id)), (0, rxjs_1.filter)(it => it instanceof balance_1.Balance && (!selector || it.asset.id == selector.id)), (0, rxjs_1.map)(it => it));
+}
+exports.balance = balance;
+//# sourceMappingURL=balance.operator.js.map

package/dist/domain/balance.operator.js.map

@@ -0,0 +1 @@
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package/dist/domain/balance.operator.spec.js

@@ -0,0 +1,23 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const rxjs_1 = require("rxjs");
+const store_1 = require("../store");
+const asset_1 = require("./asset");
+const balance_1 = require("./balance");
+const balance_operator_1 = require("./balance.operator");
+describe('balance', () => {
+    const asset = new asset_1.Asset('abc', 'xyz', 4);
+    const state = new store_1.State();
+    beforeEach(() => {
+        state.balance.upsert(new balance_1.Balance(asset));
+    });
+    test('should pipe a balance on subscription', done => {
+        new rxjs_1.Subject().pipe((0, balance_operator_1.balance)(asset, state)).subscribe({
+            next: it => {
+                expect(it.asset).toEqual(asset);
+                done();
+            }
+        });
+    });
+});
+//# sourceMappingURL=balance.operator.spec.js.map

package/dist/domain/balance.operator.spec.js.map

@@ -0,0 +1 @@
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package/dist/domain/balance.spec.js

@@ -1,22 +1,83 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
+const shared_1 = require("../shared");
 const asset_1 = require("./asset");
 const balance_1 = require("./balance");
-describe('balance tests', () => {
-    test('should instantiate empty balance', () => {
-        const sut = new balance_1.Balance(new asset_1.Asset('abc', 'xyz', 4));
-        expect(sut.asset.toString()).toEqual('xyz:abc');
-        expect(sut.free).toEqual(0);
-        expect(sut.locked).toEqual(0);
+const instrument_1 = require("./instrument");
+const position_1 = require("./position");
+describe('Balance', () => {
+    const asset = new asset_1.Asset('abc', 'xyz', 4);
+    const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
+    test('should construct empty balance', () => {
+        const sut = new balance_1.Balance(asset);
+        expect(sut.asset.id).toEqual('xyz:abc');
+        expect(sut.free).toEqual(shared_1.d.Zero);
+        expect(sut.locked).toEqual(shared_1.d.Zero);
         expect(Object.keys(sut.position).length).toEqual(0);
     });
-    test('should instantiate balance', () => {
-        const sut = new balance_1.Balance(new asset_1.Asset('abc', 'xyz', 4));
-        sut.set(100, 50);
-        expect(sut.asset.toString()).toEqual('xyz:abc');
-        expect(sut.free).toEqual(100);
-        expect(sut.locked).toEqual(50);
+    test('should construct balance', () => {
+        const sut = new balance_1.Balance(asset);
+        sut.set((0, shared_1.d)(100), (0, shared_1.d)(50));
+        expect(sut.asset.id).toEqual('xyz:abc');
+        expect(sut.free).toEqual((0, shared_1.d)(100));
+        expect(sut.locked).toEqual((0, shared_1.d)(50));
+        expect(sut.total).toEqual((0, shared_1.d)(150));
         expect(Object.keys(sut.position).length).toEqual(0);
     });
+    test('should account positive amount', () => {
+        const sut = new balance_1.Balance(asset);
+        sut.set((0, shared_1.d)(100), shared_1.d.Zero);
+        sut.account((0, shared_1.d)(10));
+        expect(sut.free).toEqual((0, shared_1.d)(110));
+        expect(sut.locked).toEqual(shared_1.d.Zero);
+        expect(sut.total).toEqual((0, shared_1.d)(110));
+    });
+    test('should account negative amount', () => {
+        const sut = new balance_1.Balance(asset);
+        sut.set((0, shared_1.d)(100), shared_1.d.Zero);
+        sut.account((0, shared_1.d)(-10));
+        expect(sut.free).toEqual((0, shared_1.d)(90));
+        expect(sut.locked).toEqual(shared_1.d.Zero);
+        expect(sut.total).toEqual((0, shared_1.d)(90));
+    });
+    test('should throw for insufficient balance account amount', () => {
+        const sut = new balance_1.Balance(asset);
+        sut.set((0, shared_1.d)(100), shared_1.d.Zero);
+        const fn = () => sut.account((0, shared_1.d)(-120));
+        expect(fn).toThrowError();
+    });
+    test('should lock specific amount of available balance', () => {
+        const sut = new balance_1.Balance(asset);
+        sut.set((0, shared_1.d)(100), shared_1.d.Zero);
+        sut.lock('key', (0, shared_1.d)(10));
+        expect(sut.free).toEqual((0, shared_1.d)(90));
+        expect(sut.locked).toEqual((0, shared_1.d)(10));
+        expect(sut.total).toEqual((0, shared_1.d)(100));
+    });
+    test('should throw for lock insufficient amount of available balance', () => {
+        const sut = new balance_1.Balance(asset);
+        sut.set((0, shared_1.d)(30), (0, shared_1.d)(50));
+        const fn = () => sut.lock('key', (0, shared_1.d)(100));
+        expect(fn).toThrowError();
+    });
+    test('should lock an unlock specific amount of available balance', () => {
+        const sut = new balance_1.Balance(asset);
+        sut.set((0, shared_1.d)(100), shared_1.d.Zero);
+        sut.lock('key', (0, shared_1.d)(40));
+        sut.tryUnlock('key');
+        expect(sut.free).toEqual((0, shared_1.d)(100));
+        expect(sut.locked).toEqual(shared_1.d.Zero);
+        expect(sut.total).toEqual((0, shared_1.d)(100));
+    });
+    test('should return correct estimated unrealized pnl', () => {
+        const position = new position_1.Position('1', instrument, 'CROSS', (0, shared_1.d)(2511.81), (0, shared_1.d)(10.31), 20);
+        position.calculateEstimatedUnrealizedPnL((0, shared_1.d)(2576.44));
+        const sut = new balance_1.Balance(asset);
+        sut.set((0, shared_1.d)(100), shared_1.d.Zero);
+        sut.position['1'] = position;
+        expect(sut.getEstimatedUnrealizedPnL()).toEqual((0, shared_1.d)(0.2652));
+        expect(sut.free).toEqual((0, shared_1.d)(100).add((0, shared_1.d)(0.2652)));
+        expect(sut.total).toEqual((0, shared_1.d)(100).add((0, shared_1.d)(0.2652)));
+    });
 });
 //# sourceMappingURL=balance.spec.js.map

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

@@ -1 +1 @@
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package/dist/domain/candle.d.ts

@@ -1,26 +1,11 @@
-import { Observable } from 'rxjs';
-import { timestamp } from '../shared';
+import { decimal, timestamp } from '../shared';
 export declare class Candle {
     timestamp: timestamp;
-    open: number;
-    high: number;
-    low: number;
-    close: number;
-    constructor(timestamp: timestamp, open: number, high: number, low: number, close: number);
-    apply(value: number): void;
+    open: decimal;
+    high: decimal;
+    low: decimal;
+    close: decimal;
+    volume?: decimal;
+    constructor(timestamp: timestamp, open: decimal, high: decimal, low: decimal, close: decimal, volume?: decimal);
+    apply(value: decimal): void;
 }
-export declare class CandleBuilder {
-    readonly timeframe: number;
-    private current;
-    get candle(): Candle;
-    constructor(timeframe: number);
-    append(value: number, timestamp: timestamp): Candle;
-}
-export declare function candle<T extends {
-    timestamp: number;
-}>(timeframe: number, fn: (x: T) => number, options?: {
-    passThru: boolean;
-}): (source: Observable<T>) => Observable<Candle>;
-export declare function mergeCandle<T extends {
-    timestamp: number;
-}>(timeframe: number, fn: (x: T) => number, history$: Observable<Candle>): (source$: Observable<T>) => Observable<Candle>;

package/dist/domain/candle.js

@@ -1,87 +1,21 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.mergeCandle = exports.candle = exports.CandleBuilder = exports.Candle = void 0;
-const rxjs_1 = require("rxjs");
-const timeframe_1 = require("./timeframe");
+exports.Candle = void 0;
+const shared_1 = require("../shared");
 class Candle {
-    constructor(timestamp, open, high, low, close) {
+    constructor(timestamp, open, high, low, close, volume) {
         this.timestamp = timestamp;
         this.open = open;
         this.high = high;
         this.low = low;
         this.close = close;
+        this.volume = volume;
     }
     apply(value) {
-        this.high = Math.max(this.high, value);
-        this.low = Math.min(this.low, value);
+        this.high = shared_1.decimal.max(this.high, value);
+        this.low = shared_1.decimal.min(this.low, value);
         this.close = value;
     }
 }
 exports.Candle = Candle;
-class CandleBuilder {
-    constructor(timeframe) {
-        this.timeframe = timeframe;
-    }
-    get candle() {
-        return this.current;
-    }
-    append(value, timestamp) {
-        const frame = (0, timeframe_1.tf)(timestamp, this.timeframe);
-        if (!this.current) {
-            this.current = new Candle(frame, value, value, value, value);
-            return null;
-        }
-        if (this.candle.timestamp == frame) {
-            this.candle.apply(value);
-            return null;
-        }
-        const previous = this.current;
-        this.current = new Candle(frame, value, value, value, value);
-        return previous;
-    }
-}
-exports.CandleBuilder = CandleBuilder;
-function candle(timeframe, fn, options = { passThru: false }) {
-    return function (source) {
-        const builder = new CandleBuilder(timeframe);
-        let candle;
-        if (options.passThru) {
-            return source.pipe((0, rxjs_1.map)(it => {
-                builder.append(fn(it), it.timestamp);
-                return builder.candle;
-            }), (0, rxjs_1.share)());
-        }
-        return source.pipe((0, rxjs_1.filter)(it => (candle = builder.append(fn(it), it.timestamp)) != null), (0, rxjs_1.map)(_ => candle), (0, rxjs_1.share)());
-    };
-}
-exports.candle = candle;
-function mergeCandle(timeframe, fn, history$) {
-    return function (source$) {
-        const builder = new CandleBuilder(timeframe);
-        let hasMergedHistory = false;
-        return (0, rxjs_1.concat)(history$.pipe((0, rxjs_1.skipLast)(1)), source$.pipe((0, rxjs_1.withLatestFrom)(history$.pipe((0, rxjs_1.last)())), (0, rxjs_1.mergeMap)(([it, history]) => {
-            const completed = builder.append(fn(it), it.timestamp);
-            if (completed) {
-                if (completed.timestamp == history.timestamp) {
-                    completed.open = history.open;
-                    completed.high = Math.max(completed.high, history.high);
-                    completed.low = Math.min(completed.low, history.low);
-                    hasMergedHistory = true;
-                }
-                else if (completed.timestamp > history.timestamp) {
-                    if (!hasMergedHistory) {
-                        hasMergedHistory = true;
-                        return [history, completed];
-                    }
-                }
-                else if (completed.timestamp < history.timestamp) {
-                    throw new Error('invalid candle sequence, input data is to old.');
-                }
-                return [completed];
-            }
-            return [];
-        })));
-    };
-}
-exports.mergeCandle = mergeCandle;
 //# sourceMappingURL=candle.js.map

package/dist/domain/candle.js.map

@@ -1 +1 @@
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+{"version":3,"file":"candle.js","sourceRoot":"","sources":["../../src/domain/candle.ts"],"names":[],"mappings":";;;AAAA,sCAA+C;AAE/C,MAAa,MAAM;IACjB,YACS,SAAoB,EACpB,IAAa,EACb,IAAa,EACb,GAAY,EACZ,KAAc,EACd,MAAgB;QALhB,cAAS,GAAT,SAAS,CAAW;QACpB,SAAI,GAAJ,IAAI,CAAS;QACb,SAAI,GAAJ,IAAI,CAAS;QACb,QAAG,GAAH,GAAG,CAAS;QACZ,UAAK,GAAL,KAAK,CAAS;QACd,WAAM,GAAN,MAAM,CAAU;IACtB,CAAC;IAEJ,KAAK,CAAC,KAAc;QAClB,IAAI,CAAC,IAAI,GAAG,gBAAO,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,EAAE,KAAK,CAAC,CAAC;QAC1C,IAAI,CAAC,GAAG,GAAG,gBAAO,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,EAAE,KAAK,CAAC,CAAC;QACxC,IAAI,CAAC,KAAK,GAAG,KAAK,CAAC;IACrB,CAAC;CACF;AAfD,wBAeC"}

package/dist/domain/candle.operator.d.ts

@@ -0,0 +1,10 @@
+import { Observable } from 'rxjs';
+import { decimal } from '../shared';
+import { Candle } from './candle';
+export declare function candle<T extends {
+    timestamp: number;
+}>(timeframe: number, fn: (x: T) => decimal, candleToStartWith?: Candle): (source: Observable<T>) => Observable<Candle>;
+export declare function mergeCandle<T extends {
+    timestamp: number;
+}>(timeframe: number, fn: (x: T) => decimal, history$: Observable<Candle>): (source$: Observable<T>) => Observable<Candle>;
+export declare function candleCompleted(): (source: Observable<Candle>) => Observable<Candle>;

package/dist/domain/candle.operator.js

@@ -0,0 +1,64 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.candleCompleted = exports.mergeCandle = exports.candle = void 0;
+const rxjs_1 = require("rxjs");
+const candle_1 = require("./candle");
+const timeframe_1 = require("./timeframe");
+function aggregate(candle, timeframe, value, timestamp) {
+    const frame = (0, timeframe_1.tf)(timestamp, timeframe);
+    if (!candle) {
+        return new candle_1.Candle(frame, value, value, value, value);
+    }
+    if (candle.timestamp === frame) {
+        candle.apply(value);
+    }
+    else {
+        return new candle_1.Candle(frame, candle.close, value, value, value);
+    }
+}
+function candle(timeframe, fn, candleToStartWith = undefined) {
+    return function (source) {
+        let candle = candleToStartWith;
+        return source.pipe((0, rxjs_1.map)(it => {
+            const newCandle = aggregate(candle, timeframe, fn(it), it.timestamp);
+            if (newCandle) {
+                const prevCandle = candle;
+                candle = newCandle;
+                if (candleToStartWith && candleToStartWith.timestamp < newCandle.timestamp) {
+                    candleToStartWith = undefined;
+                    return [prevCandle, candle];
+                }
+            }
+            if (candleToStartWith) {
+                candleToStartWith = undefined;
+            }
+            return [candle];
+        }), (0, rxjs_1.mergeMap)(it => it), (0, rxjs_1.share)());
+    };
+}
+exports.candle = candle;
+function mergeCandle(timeframe, fn, history$) {
+    return function (source$) {
+        return (0, rxjs_1.concat)(history$.pipe((0, rxjs_1.skipLast)(1)), history$.pipe((0, rxjs_1.last)(), (0, rxjs_1.switchMap)(lastHistoricalCandle => source$.pipe(candle(timeframe, fn, lastHistoricalCandle))), (0, rxjs_1.share)()));
+    };
+}
+exports.mergeCandle = mergeCandle;
+function candleCompleted() {
+    let currCandle;
+    return (source) => source.pipe((0, rxjs_1.map)(it => {
+        if (!currCandle) {
+            currCandle = it;
+            return undefined;
+        }
+        else {
+            if (currCandle.timestamp !== it.timestamp) {
+                const prevCandle = currCandle;
+                currCandle = it;
+                return prevCandle;
+            }
+            return undefined;
+        }
+    }), (0, rxjs_1.filter)(it => !!it), (0, rxjs_1.share)());
+}
+exports.candleCompleted = candleCompleted;
+//# sourceMappingURL=candle.operator.js.map

package/dist/domain/candle.operator.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"candle.operator.js","sourceRoot":"","sources":["../../src/domain/candle.operator.ts"],"names":[],"mappings":";;;AAAA,+BAUc;AAGd,qCAAkC;AAClC,2CAAiC;AAEjC,SAAS,SAAS,CAAC,MAAc,EAAE,SAAiB,EAAE,KAAc,EAAE,SAAiB;IACrF,MAAM,KAAK,GAAG,IAAA,cAAE,EAAC,SAAS,EAAE,SAAS,CAAC,CAAC;IAEvC,IAAI,CAAC,MAAM,EAAE;QACX,OAAO,IAAI,eAAM,CAAC,KAAK,EAAE,KAAK,EAAE,KAAK,EAAE,KAAK,EAAE,KAAK,CAAC,CAAC;KACtD;IAED,IAAI,MAAM,CAAC,SAAS,KAAK,KAAK,EAAE;QAC9B,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC;KACrB;SAAM;QACL,OAAO,IAAI,eAAM,CAAC,KAAK,EAAE,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,KAAK,EAAE,KAAK,CAAC,CAAC;KAC7D;AACH,CAAC;AAED,SAAgB,MAAM,CACpB,SAAiB,EACjB,EAAqB,EACrB,oBAA4B,SAAS;IAErC,OAAO,UAAU,MAAqB;QACpC,IAAI,MAAM,GAAG,iBAAiB,CAAC;QAE/B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;YACP,MAAM,SAAS,GAAG,SAAS,CAAC,MAAM,EAAE,SAAS,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,SAAS,CAAC,CAAC;YACrE,IAAI,SAAS,EAAE;gBACb,MAAM,UAAU,GAAG,MAAM,CAAC;gBAC1B,MAAM,GAAG,SAAS,CAAC;gBAEnB,IAAI,iBAAiB,IAAI,iBAAiB,CAAC,SAAS,GAAG,SAAS,CAAC,SAAS,EAAE;oBAC1E,iBAAiB,GAAG,SAAS,CAAC;oBAC9B,OAAO,CAAC,UAAU,EAAE,MAAM,CAAC,CAAC;iBAC7B;aACF;YAED,IAAI,iBAAiB,EAAE;gBACrB,iBAAiB,GAAG,SAAS,CAAC;aAC/B;YAED,OAAO,CAAC,MAAM,CAAC,CAAC;QAClB,CAAC,CAAC,EACF,IAAA,eAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAClB,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA/BD,wBA+BC;AAED,SAAgB,WAAW,CACzB,SAAiB,EACjB,EAAqB,EACrB,QAA4B;IAE5B,OAAO,UAAU,OAAsB;QACrC,OAAO,IAAA,aAAM,EACX,QAAQ,CAAC,IAAI,CAAC,IAAA,eAAQ,EAAC,CAAC,CAAC,CAAC,EAC1B,QAAQ,CAAC,IAAI,CACX,IAAA,WAAI,GAAE,EACN,IAAA,gBAAS,EAAC,oBAAoB,CAAC,EAAE,CAC/B,OAAO,CAAC,IAAI,CAAC,MAAM,CAAC,SAAS,EAAE,EAAE,EAAE,oBAAoB,CAAC,CAAC,CAC1D,EACD,IAAA,YAAK,GAAE,CACR,CACF,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAjBD,kCAiBC;AAED,SAAgB,eAAe;IAC7B,IAAI,UAAkB,CAAC;IAEvB,OAAO,CAAC,MAA0B,EAAE,EAAE,CACpC,MAAM,CAAC,IAAI,CACT,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;QACP,IAAI,CAAC,UAAU,EAAE;YACf,UAAU,GAAG,EAAE,CAAC;YAEhB,OAAO,SAAS,CAAC;SAClB;aAAM;YACL,IAAI,UAAU,CAAC,SAAS,KAAK,EAAE,CAAC,SAAS,EAAE;gBACzC,MAAM,UAAU,GAAG,UAAU,CAAC;gBAC9B,UAAU,GAAG,EAAE,CAAC;gBAEhB,OAAO,UAAU,CAAC;aACnB;YAED,OAAO,SAAS,CAAC;SAClB;IACH,CAAC,CAAC,EACF,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC,EAClB,IAAA,YAAK,GAAE,CACR,CAAC;AACN,CAAC;AAxBD,0CAwBC"}

package/dist/domain/candle.operator.spec.js

@@ -0,0 +1,112 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const rxjs_1 = require("rxjs");
+const shared_1 = require("../shared");
+const candle_1 = require("./candle");
+const candle_operator_1 = require("./candle.operator");
+describe('candle', () => {
+    test('should aggregate and pipe candle updates', done => {
+        const input$ = (0, rxjs_1.from)([
+            { timestamp: 1, rate: (0, shared_1.d)(1) },
+            { timestamp: 2, rate: (0, shared_1.d)(2) },
+            { timestamp: 3, rate: (0, shared_1.d)(3) },
+            { timestamp: 4, rate: shared_1.d.Zero },
+            { timestamp: 5, rate: (0, shared_1.d)(7) },
+            { timestamp: 6, rate: (0, shared_1.d)(8) }
+        ]);
+        const output = [
+            new candle_1.Candle(0, (0, shared_1.d)(1), (0, shared_1.d)(1), (0, shared_1.d)(1), (0, shared_1.d)(1)),
+            new candle_1.Candle(0, (0, shared_1.d)(1), (0, shared_1.d)(2), (0, shared_1.d)(1), (0, shared_1.d)(2)),
+            new candle_1.Candle(0, (0, shared_1.d)(1), (0, shared_1.d)(3), (0, shared_1.d)(1), (0, shared_1.d)(3)),
+            new candle_1.Candle(0, (0, shared_1.d)(1), (0, shared_1.d)(3), shared_1.d.Zero, shared_1.d.Zero),
+            new candle_1.Candle(5, shared_1.d.Zero, (0, shared_1.d)(7), (0, shared_1.d)(7), (0, shared_1.d)(7)),
+            new candle_1.Candle(5, shared_1.d.Zero, (0, shared_1.d)(8), (0, shared_1.d)(7), (0, shared_1.d)(8))
+        ].reverse();
+        input$.pipe((0, candle_operator_1.candle)(5, it => it.rate)).subscribe({
+            next: it => {
+                expect(it).toEqual(output.pop());
+                if (output.length === 0) {
+                    done();
+                }
+            }
+        });
+    });
+});
+describe('candleCompleted', () => {
+    test('should aggregate and pipe distinct completed candles', done => {
+        const input$ = (0, rxjs_1.from)([
+            { timestamp: 1, rate: (0, shared_1.d)(1) },
+            { timestamp: 2, rate: (0, shared_1.d)(2) },
+            { timestamp: 3, rate: (0, shared_1.d)(3) },
+            { timestamp: 4, rate: shared_1.d.Zero },
+            { timestamp: 5, rate: (0, shared_1.d)(7) },
+            { timestamp: 6, rate: (0, shared_1.d)(8) }
+        ]);
+        input$
+            .pipe((0, candle_operator_1.candle)(5, it => it.rate), (0, candle_operator_1.candleCompleted)())
+            .subscribe({
+            next: it => {
+                expect(it).toEqual(new candle_1.Candle(0, (0, shared_1.d)(1), (0, shared_1.d)(3), shared_1.d.Zero, shared_1.d.Zero));
+                done();
+            }
+        });
+    });
+});
+describe('mergeCandle', () => {
+    test('should pipe and merge candle from history', done => {
+        const history$ = (0, rxjs_1.from)([
+            new candle_1.Candle(1, (0, shared_1.d)(1), (0, shared_1.d)(1.5), (0, shared_1.d)(0.5), (0, shared_1.d)(2)),
+            new candle_1.Candle(2, (0, shared_1.d)(2), (0, shared_1.d)(2.5), (0, shared_1.d)(1.5), (0, shared_1.d)(3)),
+            new candle_1.Candle(3, (0, shared_1.d)(3), (0, shared_1.d)(3.5), (0, shared_1.d)(2.5), (0, shared_1.d)(4))
+        ]);
+        const input$ = (0, rxjs_1.from)([
+            { timestamp: 3, rate: (0, shared_1.d)(5) },
+            { timestamp: 4, rate: (0, shared_1.d)(3) },
+            { timestamp: 5, rate: (0, shared_1.d)(4) }
+        ]);
+        const output = [
+            new candle_1.Candle(1, (0, shared_1.d)(1), (0, shared_1.d)(1.5), (0, shared_1.d)(0.5), (0, shared_1.d)(2)),
+            new candle_1.Candle(2, (0, shared_1.d)(2), (0, shared_1.d)(2.5), (0, shared_1.d)(1.5), (0, shared_1.d)(3)),
+            new candle_1.Candle(3, (0, shared_1.d)(3), (0, shared_1.d)(5), (0, shared_1.d)(2.5), (0, shared_1.d)(5)),
+            new candle_1.Candle(4, (0, shared_1.d)(5), (0, shared_1.d)(3), (0, shared_1.d)(3), (0, shared_1.d)(3)),
+            new candle_1.Candle(5, (0, shared_1.d)(3), (0, shared_1.d)(4), (0, shared_1.d)(4), (0, shared_1.d)(4))
+        ].reverse();
+        input$.pipe((0, candle_operator_1.mergeCandle)(1, it => it.rate, history$)).subscribe({
+            next: it => {
+                expect(it).toEqual(output.pop());
+                if (output.length === 0) {
+                    done();
+                }
+            }
+        });
+    });
+    test('should pipe and not merge candle from history', done => {
+        const history$ = (0, rxjs_1.from)([
+            new candle_1.Candle(1, (0, shared_1.d)(1), (0, shared_1.d)(1.5), (0, shared_1.d)(0.5), (0, shared_1.d)(2)),
+            new candle_1.Candle(2, (0, shared_1.d)(2), (0, shared_1.d)(2.5), (0, shared_1.d)(1.5), (0, shared_1.d)(3)),
+            new candle_1.Candle(3, (0, shared_1.d)(3), (0, shared_1.d)(3.5), (0, shared_1.d)(2.5), (0, shared_1.d)(4))
+        ]);
+        const input$ = (0, rxjs_1.from)([
+            { timestamp: 4, rate: (0, shared_1.d)(5) },
+            { timestamp: 5, rate: (0, shared_1.d)(3) },
+            { timestamp: 6, rate: (0, shared_1.d)(4) }
+        ]);
+        const output = [
+            new candle_1.Candle(1, (0, shared_1.d)(1), (0, shared_1.d)(1.5), (0, shared_1.d)(0.5), (0, shared_1.d)(2)),
+            new candle_1.Candle(2, (0, shared_1.d)(2), (0, shared_1.d)(2.5), (0, shared_1.d)(1.5), (0, shared_1.d)(3)),
+            new candle_1.Candle(3, (0, shared_1.d)(3), (0, shared_1.d)(3.5), (0, shared_1.d)(2.5), (0, shared_1.d)(4)),
+            new candle_1.Candle(4, (0, shared_1.d)(4), (0, shared_1.d)(5), (0, shared_1.d)(5), (0, shared_1.d)(5)),
+            new candle_1.Candle(5, (0, shared_1.d)(5), (0, shared_1.d)(3), (0, shared_1.d)(3), (0, shared_1.d)(3)),
+            new candle_1.Candle(6, (0, shared_1.d)(3), (0, shared_1.d)(4), (0, shared_1.d)(4), (0, shared_1.d)(4))
+        ].reverse();
+        input$.pipe((0, candle_operator_1.mergeCandle)(1, it => it.rate, history$)).subscribe({
+            next: it => {
+                expect(it).toEqual(output.pop());
+                if (output.length === 0) {
+                    done();
+                }
+            }
+        });
+    });
+});
+//# sourceMappingURL=candle.operator.spec.js.map

package/dist/domain/candle.operator.spec.js.map

@@ -0,0 +1 @@
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package/dist/domain/candle.spec.js

@@ -1,68 +1,26 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
 const shared_1 = require("../shared");
-const store_1 = require("../store");
 const candle_1 = require("./candle");
-const instrument_1 = require("./instrument");
-const timeframe_1 = require("./timeframe");
-describe('candle tests', () => {
-    test('should instantiate valid candle', () => {
+describe('Candle', () => {
+    test('should construct a candle', () => {
         const timestamp = (0, shared_1.now)();
-        const sut = new candle_1.Candle(timestamp, 2, 4, 1, 3);
+        const sut = new candle_1.Candle(timestamp, (0, shared_1.d)(2), (0, shared_1.d)(4), (0, shared_1.d)(1), (0, shared_1.d)(3));
         expect(sut.timestamp).toEqual(timestamp);
-        expect(sut.open).toEqual(2);
-        expect(sut.high).toEqual(4);
-        expect(sut.low).toEqual(1);
-        expect(sut.close).toEqual(3);
+        expect(sut.open).toEqual((0, shared_1.d)(2));
+        expect(sut.high).toEqual((0, shared_1.d)(4));
+        expect(sut.low).toEqual((0, shared_1.d)(1));
+        expect(sut.close).toEqual((0, shared_1.d)(3));
     });
-    test('should pipe and merge candle from history', done => {
-        const timestamp = 0;
-        const instrument = (0, instrument_1.instrumentOf)('binance:btc-usdt');
-        const history$ = (0, rxjs_1.from)([
-            new candle_1.Candle(timestamp + timeframe_1.Timeframe.D1 * 1, 1, 1.5, 0.5, 2),
-            new candle_1.Candle(timestamp + timeframe_1.Timeframe.D1 * 2, 2, 2.5, 1.5, 3),
-            new candle_1.Candle(timestamp + timeframe_1.Timeframe.D1 * 3, 3, 3.5, 2.5, 4)
-        ]);
-        const input$ = (0, rxjs_1.from)([
-            new store_1.TradePatchEvent(instrument, 5, 1, timestamp + timeframe_1.Timeframe.D1 * 3),
-            new store_1.TradePatchEvent(instrument, 3, 1, timestamp + timeframe_1.Timeframe.D1 * 4),
-            new store_1.TradePatchEvent(instrument, 4, 1, timestamp + timeframe_1.Timeframe.D1 * 5)
-        ]);
-        const high = [1.5, 2.5, 5, 3];
-        input$
-            .pipe((0, candle_1.mergeCandle)(timeframe_1.Timeframe.D1, it => it.rate, history$))
-            .pipe((0, rxjs_1.map)(it => {
-            expect(it.high).toBe(high.shift());
-            if (!high.length) {
-                done();
-            }
-        }))
-            .subscribe();
-    });
-    test('should pipe and not merge candle from history', done => {
-        const timestamp = 0;
-        const instrument = (0, instrument_1.instrumentOf)('binance:btc-usdt');
-        const history$ = (0, rxjs_1.from)([
-            new candle_1.Candle(timestamp + timeframe_1.Timeframe.D1 * 1, 1, 1.5, 0.5, 2),
-            new candle_1.Candle(timestamp + timeframe_1.Timeframe.D1 * 2, 2, 2.5, 1.5, 3),
-            new candle_1.Candle(timestamp + timeframe_1.Timeframe.D1 * 3, 3, 3.5, 2.5, 4)
-        ]);
-        const input$ = (0, rxjs_1.from)([
-            new store_1.TradePatchEvent(instrument, 5, 1, timestamp + timeframe_1.Timeframe.D1 * 4),
-            new store_1.TradePatchEvent(instrument, 3, 1, timestamp + timeframe_1.Timeframe.D1 * 5),
-            new store_1.TradePatchEvent(instrument, 4, 1, timestamp + timeframe_1.Timeframe.D1 * 6)
-        ]);
-        const high = [1.5, 2.5, 3.5, 5, 3];
-        input$
-            .pipe((0, candle_1.mergeCandle)(timeframe_1.Timeframe.D1, it => it.rate, history$))
-            .pipe((0, rxjs_1.map)(it => {
-            expect(it.high).toBe(high.shift());
-            if (!high.length) {
-                done();
-            }
-        }))
-            .subscribe();
+    test('should modify a candle', () => {
+        const timestamp = (0, shared_1.now)();
+        const sut = new candle_1.Candle(timestamp, (0, shared_1.d)(2), (0, shared_1.d)(4), (0, shared_1.d)(1), (0, shared_1.d)(3));
+        sut.apply((0, shared_1.d)(10));
+        expect(sut.timestamp).toEqual(timestamp);
+        expect(sut.open).toEqual((0, shared_1.d)(2));
+        expect(sut.high).toEqual((0, shared_1.d)(10));
+        expect(sut.low).toEqual((0, shared_1.d)(1));
+        expect(sut.close).toEqual((0, shared_1.d)(10));
     });
 });
 //# sourceMappingURL=candle.spec.js.map

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

@@ -1 +1 @@
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