@quantform/core 0.5.13 → 0.5.23

package/dist/domain/commission.d.ts

@@ -1,10 +1,14 @@
+import { decimal } from '../shared';
 export declare class Commission {
-    readonly makerRate: number;
-    readonly takerRate: number;
-    constructor(makerRate: number, takerRate: number);
-    calculateMakerFee(value: number): number;
-    calculateTakerFee(value: number): number;
-    applyMakerFee(value: number): number;
-    applyTakerFee(value: number): number;
+    readonly makerRate: decimal;
+    readonly takerRate: decimal;
+    constructor(makerRate: decimal, takerRate: decimal);
+    calculateMakerFee(value: decimal): import("decimal.js").default;
+    calculateTakerFee(value: decimal): import("decimal.js").default;
+    applyMakerFee(value: decimal): decimal;
+    applyTakerFee(value: decimal): decimal;
 }
-export declare function commissionPercentOf(maker: number, taker: number): Commission;
+export declare function commissionPercentOf(fees: {
+    maker: decimal;
+    taker: decimal;
+}): Commission;

package/dist/domain/commission.js

@@ -7,21 +7,21 @@ class Commission {
         this.takerRate = takerRate;
     }
     calculateMakerFee(value) {
-        return value * this.makerRate;
+        return value.mul(this.makerRate);
     }
     calculateTakerFee(value) {
-        return value * this.takerRate;
+        return value.mul(this.takerRate);
     }
     applyMakerFee(value) {
-        return value - this.calculateMakerFee(value);
+        return value.minus(this.calculateMakerFee(value));
     }
     applyTakerFee(value) {
-        return value - this.calculateTakerFee(value);
+        return value.minus(this.calculateTakerFee(value));
     }
 }
 exports.Commission = Commission;
-function commissionPercentOf(maker, taker) {
-    return new Commission(maker / 100.0, taker / 100.0);
+function commissionPercentOf(fees) {
+    return new Commission(fees.maker.div(100.0), fees.taker.div(100.0));
 }
 exports.commissionPercentOf = commissionPercentOf;
 //# sourceMappingURL=commission.js.map

package/dist/domain/commission.js.map

@@ -1 +1 @@
-{"version":3,"file":"commission.js","sourceRoot":"","sources":["../../src/domain/commission.ts"],"names":[],"mappings":";;;AAAA,MAAa,UAAU;IACrB,YAAqB,SAAiB,EAAW,SAAiB;QAA7C,cAAS,GAAT,SAAS,CAAQ;QAAW,cAAS,GAAT,SAAS,CAAQ;IAAG,CAAC;IAEtE,iBAAiB,CAAC,KAAa;QAC7B,OAAO,KAAK,GAAG,IAAI,CAAC,SAAS,CAAC;IAChC,CAAC;IAED,iBAAiB,CAAC,KAAa;QAC7B,OAAO,KAAK,GAAG,IAAI,CAAC,SAAS,CAAC;IAChC,CAAC;IAED,aAAa,CAAC,KAAa;QACzB,OAAO,KAAK,GAAG,IAAI,CAAC,iBAAiB,CAAC,KAAK,CAAC,CAAC;IAC/C,CAAC;IAED,aAAa,CAAC,KAAa;QACzB,OAAO,KAAK,GAAG,IAAI,CAAC,iBAAiB,CAAC,KAAK,CAAC,CAAC;IAC/C,CAAC;CACF;AAlBD,gCAkBC;AAED,SAAgB,mBAAmB,CAAC,KAAa,EAAE,KAAa;IAC9D,OAAO,IAAI,UAAU,CAAC,KAAK,GAAG,KAAK,EAAE,KAAK,GAAG,KAAK,CAAC,CAAC;AACtD,CAAC;AAFD,kDAEC"}
+{"version":3,"file":"commission.js","sourceRoot":"","sources":["../../src/domain/commission.ts"],"names":[],"mappings":";;;AAEA,MAAa,UAAU;IACrB,YAAqB,SAAkB,EAAW,SAAkB;QAA/C,cAAS,GAAT,SAAS,CAAS;QAAW,cAAS,GAAT,SAAS,CAAS;IAAG,CAAC;IAExE,iBAAiB,CAAC,KAAc;QAC9B,OAAO,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IACnC,CAAC;IAED,iBAAiB,CAAC,KAAc;QAC9B,OAAO,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IACnC,CAAC;IAED,aAAa,CAAC,KAAc;QAC1B,OAAO,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,iBAAiB,CAAC,KAAK,CAAC,CAAC,CAAC;IACpD,CAAC;IAED,aAAa,CAAC,KAAc;QAC1B,OAAO,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,iBAAiB,CAAC,KAAK,CAAC,CAAC,CAAC;IACpD,CAAC;CACF;AAlBD,gCAkBC;AAED,SAAgB,mBAAmB,CAAC,IAAwC;IAC1E,OAAO,IAAI,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC;AACtE,CAAC;AAFD,kDAEC"}

package/dist/domain/commission.spec.js

@@ -0,0 +1,31 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const shared_1 = require("../shared");
+const commission_1 = require("./commission");
+describe('Commission', () => {
+    test('should construct a Commission', () => {
+        const sut = (0, commission_1.commissionPercentOf)({
+            maker: (0, shared_1.d)(0.1),
+            taker: (0, shared_1.d)(0.2)
+        });
+        expect(sut.makerRate).toEqual((0, shared_1.d)(0.001));
+        expect(sut.takerRate).toEqual((0, shared_1.d)(0.002));
+    });
+    test('should calculate a maker fee', () => {
+        const sut = (0, commission_1.commissionPercentOf)({
+            maker: (0, shared_1.d)(0.1),
+            taker: (0, shared_1.d)(0.2)
+        });
+        expect(sut.calculateMakerFee((0, shared_1.d)(2000))).toEqual((0, shared_1.d)(2));
+        expect(sut.applyMakerFee((0, shared_1.d)(2000))).toEqual((0, shared_1.d)(1998));
+    });
+    test('should calculate a taker fee', () => {
+        const sut = (0, commission_1.commissionPercentOf)({
+            maker: (0, shared_1.d)(0.1),
+            taker: (0, shared_1.d)(0.2)
+        });
+        expect(sut.calculateTakerFee((0, shared_1.d)(2000))).toEqual((0, shared_1.d)(4));
+        expect(sut.applyTakerFee((0, shared_1.d)(2000))).toEqual((0, shared_1.d)(1996));
+    });
+});
+//# sourceMappingURL=commission.spec.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"commission.spec.js","sourceRoot":"","sources":["../../src/domain/commission.spec.ts"],"names":[],"mappings":";;AAAA,sCAA8B;AAC9B,6CAAmD;AAEnD,QAAQ,CAAC,YAAY,EAAE,GAAG,EAAE;IAC1B,IAAI,CAAC,+BAA+B,EAAE,GAAG,EAAE;QACzC,MAAM,GAAG,GAAG,IAAA,gCAAmB,EAAC;YAC9B,KAAK,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC;YACb,KAAK,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC;SACd,CAAC,CAAC;QAEH,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,KAAK,CAAC,CAAC,CAAC;QACxC,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,KAAK,CAAC,CAAC,CAAC;IAC1C,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,8BAA8B,EAAE,GAAG,EAAE;QACxC,MAAM,GAAG,GAAG,IAAA,gCAAmB,EAAC;YAC9B,KAAK,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC;YACb,KAAK,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC;SACd,CAAC,CAAC;QAEH,MAAM,CAAC,GAAG,CAAC,iBAAiB,CAAC,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;QACrD,MAAM,CAAC,GAAG,CAAC,aAAa,CAAC,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC;IACtD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,8BAA8B,EAAE,GAAG,EAAE;QACxC,MAAM,GAAG,GAAG,IAAA,gCAAmB,EAAC;YAC9B,KAAK,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC;YACb,KAAK,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC;SACd,CAAC,CAAC;QAEH,MAAM,CAAC,GAAG,CAAC,iBAAiB,CAAC,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;QACrD,MAAM,CAAC,GAAG,CAAC,aAAa,CAAC,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC;IACtD,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/component.d.ts

@@ -1,5 +1,6 @@
 import { timestamp } from '../shared';
 export interface Component {
+    id: string;
     kind: string;
     timestamp: timestamp;
 }

package/dist/domain/error.d.ts

@@ -0,0 +1,6 @@
+import { decimal } from '../shared';
+export declare function insufficientFundsError(assetName: string, requiredAmount: decimal, availableAmount: decimal): Error;
+export declare function invalidArgumentError(value: any): void;
+export declare function invalidAssetSelectorError(selector: string): void;
+export declare function invalidInstrumentSelectorError(selector: string): void;
+export declare function adapterMismatchError(): Error;

package/dist/domain/error.js

@@ -0,0 +1,24 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.adapterMismatchError = exports.invalidInstrumentSelectorError = exports.invalidAssetSelectorError = exports.invalidArgumentError = exports.insufficientFundsError = void 0;
+function insufficientFundsError(assetName, requiredAmount, availableAmount) {
+    return new Error(`insufficient funds of ${assetName} has: ${availableAmount.toString()} requires: ${requiredAmount.toString()}`);
+}
+exports.insufficientFundsError = insufficientFundsError;
+function invalidArgumentError(value) {
+    throw new Error(`invalid argument: ${value}`);
+}
+exports.invalidArgumentError = invalidArgumentError;
+function invalidAssetSelectorError(selector) {
+    throw new Error(`invalid asset selector: ${selector}`);
+}
+exports.invalidAssetSelectorError = invalidAssetSelectorError;
+function invalidInstrumentSelectorError(selector) {
+    throw new Error(`invalid instrument selector: ${selector}`);
+}
+exports.invalidInstrumentSelectorError = invalidInstrumentSelectorError;
+function adapterMismatchError() {
+    return new Error('adapters must be the same');
+}
+exports.adapterMismatchError = adapterMismatchError;
+//# sourceMappingURL=error.js.map

package/dist/domain/error.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"error.js","sourceRoot":"","sources":["../../src/domain/error.ts"],"names":[],"mappings":";;;AAEA,SAAgB,sBAAsB,CACpC,SAAiB,EACjB,cAAuB,EACvB,eAAwB;IAExB,OAAO,IAAI,KAAK,CACd,yBAAyB,SAAS,SAAS,eAAe,CAAC,QAAQ,EAAE,cAAc,cAAc,CAAC,QAAQ,EAAE,EAAE,CAC/G,CAAC;AACJ,CAAC;AARD,wDAQC;AAED,SAAgB,oBAAoB,CAAC,KAAU;IAC7C,MAAM,IAAI,KAAK,CAAC,qBAAqB,KAAK,EAAE,CAAC,CAAC;AAChD,CAAC;AAFD,oDAEC;AAED,SAAgB,yBAAyB,CAAC,QAAgB;IACxD,MAAM,IAAI,KAAK,CAAC,2BAA2B,QAAQ,EAAE,CAAC,CAAC;AACzD,CAAC;AAFD,8DAEC;AAED,SAAgB,8BAA8B,CAAC,QAAgB;IAC7D,MAAM,IAAI,KAAK,CAAC,gCAAgC,QAAQ,EAAE,CAAC,CAAC;AAC9D,CAAC;AAFD,wEAEC;AAED,SAAgB,oBAAoB;IAClC,OAAO,IAAI,KAAK,CAAC,2BAA2B,CAAC,CAAC;AAChD,CAAC;AAFD,oDAEC"}

package/dist/domain/index.d.ts

@@ -1,13 +1,20 @@
 export * from './asset';
 export * from './balance';
+export * from './balance.operator';
+export * from './error';
 export * from './candle';
+export * from './candle.operator';
 export * from './commission';
 export * from './component';
 export * from './instrument';
+export * from './instrument.operator';
 export * from './order';
+export * from './order.operator';
 export * from './orderbook';
+export * from './orderbook.operator';
 export * from './position';
+export * from './position.operator';
 export * from './session';
-export * from './statement';
 export * from './timeframe';
 export * from './trade';
+export * from './trade.operator';

package/dist/domain/index.js

@@ -16,15 +16,22 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
 Object.defineProperty(exports, "__esModule", { value: true });
 __exportStar(require("./asset"), exports);
 __exportStar(require("./balance"), exports);
+__exportStar(require("./balance.operator"), exports);
+__exportStar(require("./error"), exports);
 __exportStar(require("./candle"), exports);
+__exportStar(require("./candle.operator"), exports);
 __exportStar(require("./commission"), exports);
 __exportStar(require("./component"), exports);
 __exportStar(require("./instrument"), exports);
+__exportStar(require("./instrument.operator"), exports);
 __exportStar(require("./order"), exports);
+__exportStar(require("./order.operator"), exports);
 __exportStar(require("./orderbook"), exports);
+__exportStar(require("./orderbook.operator"), exports);
 __exportStar(require("./position"), exports);
+__exportStar(require("./position.operator"), exports);
 __exportStar(require("./session"), exports);
-__exportStar(require("./statement"), exports);
 __exportStar(require("./timeframe"), exports);
 __exportStar(require("./trade"), exports);
+__exportStar(require("./trade.operator"), exports);
 //# sourceMappingURL=index.js.map

package/dist/domain/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/domain/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,0CAAwB;AACxB,4CAA0B;AAC1B,2CAAyB;AACzB,+CAA6B;AAC7B,8CAA4B;AAC5B,+CAA6B;AAC7B,0CAAwB;AACxB,8CAA4B;AAC5B,6CAA2B;AAC3B,4CAA0B;AAC1B,8CAA4B;AAC5B,8CAA4B;AAC5B,0CAAwB"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/domain/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,0CAAwB;AACxB,4CAA0B;AAC1B,qDAAmC;AACnC,0CAAwB;AACxB,2CAAyB;AACzB,oDAAkC;AAClC,+CAA6B;AAC7B,8CAA4B;AAC5B,+CAA6B;AAC7B,wDAAsC;AACtC,0CAAwB;AACxB,mDAAiC;AACjC,8CAA4B;AAC5B,uDAAqC;AACrC,6CAA2B;AAC3B,sDAAoC;AACpC,4CAA0B;AAC1B,8CAA4B;AAC5B,0CAAwB;AACxB,mDAAiC"}

package/dist/domain/instrument.d.ts

@@ -2,8 +2,9 @@ import { timestamp } from '../shared';
 import { Asset, AssetSelector } from './asset';
 import { Commission } from './commission';
 import { Component } from './component';
+export declare const InstrumentSelectorSeparator = "-";
 export declare class InstrumentSelector {
-    private readonly id;
+    readonly id: string;
     readonly base: AssetSelector;
     readonly quote: AssetSelector;
     constructor(base: string, quote: string, adapter: string);
@@ -20,4 +21,4 @@ export declare class Instrument extends InstrumentSelector implements Component
     leverage?: number;
     constructor(base: Asset, quote: Asset, raw: string);
 }
-export declare function instrumentOf(instrument: string): InstrumentSelector;
+export declare function instrumentOf(selector: string): InstrumentSelector;

package/dist/domain/instrument.js

@@ -1,12 +1,14 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.instrumentOf = exports.Instrument = exports.InstrumentSelector = void 0;
+exports.instrumentOf = exports.Instrument = exports.InstrumentSelector = exports.InstrumentSelectorSeparator = void 0;
 const asset_1 = require("./asset");
+const error_1 = require("./error");
+exports.InstrumentSelectorSeparator = '-';
 class InstrumentSelector {
     constructor(base, quote, adapter) {
         this.base = new asset_1.AssetSelector(base.toLowerCase(), adapter.toLowerCase());
         this.quote = new asset_1.AssetSelector(quote.toLowerCase(), adapter.toLowerCase());
-        this.id = `${this.base.toString()}-${this.quote.name}`;
+        this.id = `${this.base.id}${exports.InstrumentSelectorSeparator}${this.quote.name}`;
     }
     toString() {
         return this.id;
@@ -15,22 +17,28 @@ class InstrumentSelector {
 exports.InstrumentSelector = InstrumentSelector;
 class Instrument extends InstrumentSelector {
     constructor(base, quote, raw) {
-        super(base.name, quote.name, base.adapter);
+        super(base.name, quote.name, base.adapterName);
         this.base = base;
         this.quote = quote;
         this.raw = raw;
         this.kind = 'instrument';
         this.leverage = null;
-        if (base.adapter != quote.adapter) {
-            throw new Error('Adapter mismatch!');
+        if (base.adapterName != quote.adapterName) {
+            throw (0, error_1.adapterMismatchError)();
         }
     }
 }
 exports.Instrument = Instrument;
-function instrumentOf(instrument) {
-    const section = instrument.split(':');
-    const asset = section[1].split('-');
-    return new InstrumentSelector(asset[0], asset[1], section[0]);
+function instrumentOf(selector) {
+    const [adapterName, asset, ...rest] = selector.split(asset_1.AssetSelectorSeparator);
+    if (!adapterName || !asset || rest.length) {
+        throw (0, error_1.invalidInstrumentSelectorError)(selector);
+    }
+    const [baseAssetName, quoteAssetName] = asset.split(exports.InstrumentSelectorSeparator);
+    if (!baseAssetName || !quoteAssetName) {
+        throw (0, error_1.invalidInstrumentSelectorError)(selector);
+    }
+    return new InstrumentSelector(baseAssetName, quoteAssetName, adapterName);
 }
 exports.instrumentOf = instrumentOf;
 //# sourceMappingURL=instrument.js.map

package/dist/domain/instrument.js.map

@@ -1 +1 @@
-{"version":3,"file":"instrument.js","sourceRoot":"","sources":["../../src/domain/instrument.ts"],"names":[],"mappings":";;;AACA,mCAA+C;AAI/C,MAAa,kBAAkB;IAM7B,YAAY,IAAY,EAAE,KAAa,EAAE,OAAe;QACtD,IAAI,CAAC,IAAI,GAAG,IAAI,qBAAa,CAAC,IAAI,CAAC,WAAW,EAAE,EAAE,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC;QACzE,IAAI,CAAC,KAAK,GAAG,IAAI,qBAAa,CAAC,KAAK,CAAC,WAAW,EAAE,EAAE,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC;QAE3E,IAAI,CAAC,EAAE,GAAG,GAAG,IAAI,CAAC,IAAI,CAAC,QAAQ,EAAE,IAAI,IAAI,CAAC,KAAK,CAAC,IAAI,EAAE,CAAC;IACzD,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;CACF;AAhBD,gDAgBC;AAKD,MAAa,UAAW,SAAQ,kBAAkB;IAOhD,YAAqB,IAAW,EAAW,KAAY,EAAW,GAAW;QAC3E,KAAK,CAAC,IAAI,CAAC,IAAI,EAAE,KAAK,CAAC,IAAI,EAAE,IAAI,CAAC,OAAO,CAAC,CAAC;QADxB,SAAI,GAAJ,IAAI,CAAO;QAAW,UAAK,GAAL,KAAK,CAAO;QAAW,QAAG,GAAH,GAAG,CAAQ;QAN7E,SAAI,GAAG,YAAY,CAAC;QAIpB,aAAQ,GAAY,IAAI,CAAC;QAKvB,IAAI,IAAI,CAAC,OAAO,IAAI,KAAK,CAAC,OAAO,EAAE;YACjC,MAAM,IAAI,KAAK,CAAC,mBAAmB,CAAC,CAAC;SACtC;IACH,CAAC;CACF;AAdD,gCAcC;AAED,SAAgB,YAAY,CAAC,UAAkB;IAC7C,MAAM,OAAO,GAAG,UAAU,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IACtC,MAAM,KAAK,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IAEpC,OAAO,IAAI,kBAAkB,CAAC,KAAK,CAAC,CAAC,CAAC,EAAE,KAAK,CAAC,CAAC,CAAC,EAAE,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC;AAChE,CAAC;AALD,oCAKC"}
+{"version":3,"file":"instrument.js","sourceRoot":"","sources":["../../src/domain/instrument.ts"],"names":[],"mappings":";;;AACA,mCAAuE;AAGvE,mCAA+E;AAElE,QAAA,2BAA2B,GAAG,GAAG,CAAC;AAE/C,MAAa,kBAAkB;IAK7B,YAAY,IAAY,EAAE,KAAa,EAAE,OAAe;QACtD,IAAI,CAAC,IAAI,GAAG,IAAI,qBAAa,CAAC,IAAI,CAAC,WAAW,EAAE,EAAE,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC;QACzE,IAAI,CAAC,KAAK,GAAG,IAAI,qBAAa,CAAC,KAAK,CAAC,WAAW,EAAE,EAAE,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC;QAE3E,IAAI,CAAC,EAAE,GAAG,GAAG,IAAI,CAAC,IAAI,CAAC,EAAE,GAAG,mCAA2B,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,EAAE,CAAC;IAC9E,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;CACF;AAfD,gDAeC;AAKD,MAAa,UAAW,SAAQ,kBAAkB;IAOhD,YAAqB,IAAW,EAAW,KAAY,EAAW,GAAW;QAC3E,KAAK,CAAC,IAAI,CAAC,IAAI,EAAE,KAAK,CAAC,IAAI,EAAE,IAAI,CAAC,WAAW,CAAC,CAAC;QAD5B,SAAI,GAAJ,IAAI,CAAO;QAAW,UAAK,GAAL,KAAK,CAAO;QAAW,QAAG,GAAH,GAAG,CAAQ;QAN7E,SAAI,GAAG,YAAY,CAAC;QAIpB,aAAQ,GAAY,IAAI,CAAC;QAKvB,IAAI,IAAI,CAAC,WAAW,IAAI,KAAK,CAAC,WAAW,EAAE;YACzC,MAAM,IAAA,4BAAoB,GAAE,CAAC;SAC9B;IACH,CAAC;CACF;AAdD,gCAcC;AAED,SAAgB,YAAY,CAAC,QAAgB;IAC3C,MAAM,CAAC,WAAW,EAAE,KAAK,EAAE,GAAG,IAAI,CAAC,GAAG,QAAQ,CAAC,KAAK,CAAC,8BAAsB,CAAC,CAAC;IAC7E,IAAI,CAAC,WAAW,IAAI,CAAC,KAAK,IAAI,IAAI,CAAC,MAAM,EAAE;QACzC,MAAM,IAAA,sCAA8B,EAAC,QAAQ,CAAC,CAAC;KAChD;IAED,MAAM,CAAC,aAAa,EAAE,cAAc,CAAC,GAAG,KAAK,CAAC,KAAK,CAAC,mCAA2B,CAAC,CAAC;IACjF,IAAI,CAAC,aAAa,IAAI,CAAC,cAAc,EAAE;QACrC,MAAM,IAAA,sCAA8B,EAAC,QAAQ,CAAC,CAAC;KAChD;IAED,OAAO,IAAI,kBAAkB,CAAC,aAAa,EAAE,cAAc,EAAE,WAAW,CAAC,CAAC;AAC5E,CAAC;AAZD,oCAYC"}

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

@@ -0,0 +1,6 @@
+import { Observable } from 'rxjs';
+import { State } from '../store';
+import { Component } from './component';
+import { Instrument, InstrumentSelector } from './instrument';
+export declare function instrument(selector: InstrumentSelector, state: State): (source$: Observable<Component>) => Observable<Instrument>;
+export declare function instruments(state: State): (source$: Observable<Component>) => Observable<readonly Instrument[]>;

package/dist/domain/instrument.operator.js

@@ -0,0 +1,14 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.instruments = exports.instrument = void 0;
+const rxjs_1 = require("rxjs");
+const instrument_1 = require("./instrument");
+function instrument(selector, state) {
+    return (source$) => source$.pipe((0, rxjs_1.startWith)(state.universe.instrument.get(selector.id)), (0, rxjs_1.filter)(it => it instanceof instrument_1.Instrument && it.id == selector.id), (0, rxjs_1.map)(it => it));
+}
+exports.instrument = instrument;
+function instruments(state) {
+    return (source$) => source$.pipe((0, rxjs_1.filter)(it => it instanceof instrument_1.Instrument), (0, rxjs_1.map)(() => state.universe.instrument.asReadonlyArray()), (0, rxjs_1.startWith)(state.universe.instrument.asReadonlyArray()), (0, rxjs_1.filter)(it => it.length > 0), (0, rxjs_1.distinctUntilChanged)((lhs, rhs) => lhs.length == rhs.length));
+}
+exports.instruments = instruments;
+//# sourceMappingURL=instrument.operator.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"instrument.operator.js","sourceRoot":"","sources":["../../src/domain/instrument.operator.ts"],"names":[],"mappings":";;;AAAA,+BAAgF;AAIhF,6CAA8D;AAE9D,SAAgB,UAAU,CAAC,QAA4B,EAAE,KAAY;IACnE,OAAO,CAAC,OAA8B,EAAE,EAAE,CACxC,OAAO,CAAC,IAAI,CACV,IAAA,gBAAS,EAAC,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,EACrD,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,uBAAU,IAAI,EAAE,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,EAC9D,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAgB,CAAC,CAC5B,CAAC;AACN,CAAC;AAPD,gCAOC;AAED,SAAgB,WAAW,CAAC,KAAY;IACtC,OAAO,CAAC,OAA8B,EAAE,EAAE,CACxC,OAAO,CAAC,IAAI,CACV,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,uBAAU,CAAC,EACtC,IAAA,UAAG,EAAC,GAAG,EAAE,CAAC,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,eAAe,EAAE,CAAC,EACtD,IAAA,gBAAS,EAAC,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,eAAe,EAAE,CAAC,EACtD,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,MAAM,GAAG,CAAC,CAAC,EAC3B,IAAA,2BAAoB,EAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,MAAM,IAAI,GAAG,CAAC,MAAM,CAAC,CAC7D,CAAC;AACN,CAAC;AATD,kCASC"}

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

@@ -0,0 +1,24 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const rxjs_1 = require("rxjs");
+const store_1 = require("../store");
+const asset_1 = require("./asset");
+const instrument_1 = require("./instrument");
+const instrument_operator_1 = require("./instrument.operator");
+describe('instrument', () => {
+    const state = new store_1.State();
+    beforeEach(() => {
+        state.universe.instrument.upsert(new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def'));
+    });
+    test('should pipe an instrument on subscription', done => {
+        new rxjs_1.Subject()
+            .pipe((0, instrument_operator_1.instrument)((0, instrument_1.instrumentOf)('xyz:abc-def'), state))
+            .subscribe({
+            next: it => {
+                expect(it.id).toEqual('xyz:abc-def');
+                done();
+            }
+        });
+    });
+});
+//# sourceMappingURL=instrument.operator.spec.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"instrument.operator.spec.js","sourceRoot":"","sources":["../../src/domain/instrument.operator.spec.ts"],"names":[],"mappings":";;AAAA,+BAA+B;AAE/B,oCAAiC;AACjC,mCAAgC;AAEhC,6CAAwD;AACxD,+DAAmD;AAEnD,QAAQ,CAAC,YAAY,EAAE,GAAG,EAAE;IAC1B,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAE1B,UAAU,CAAC,GAAG,EAAE;QACd,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,MAAM,CAC9B,IAAI,uBAAU,CAAC,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAAE,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAAE,SAAS,CAAC,CAClF,CAAC;IACJ,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,2CAA2C,EAAE,IAAI,CAAC,EAAE;QACvD,IAAI,cAAO,EAAa;aACrB,IAAI,CAAC,IAAA,gCAAU,EAAC,IAAA,yBAAY,EAAC,aAAa,CAAC,EAAE,KAAK,CAAC,CAAC;aACpD,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,aAAa,CAAC,CAAC;gBACrC,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/instrument.spec.js

@@ -2,56 +2,48 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 const asset_1 = require("./asset");
 const instrument_1 = require("./instrument");
-describe('instrument tests', () => {
-    test('should instantiate proper instrument', () => {
+describe('Instrument', () => {
+    test('should construct a instrument', () => {
         const sut = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
         expect(sut.base.name).toEqual('abc');
-        expect(sut.base.adapter).toEqual('xyz');
+        expect(sut.base.adapterName).toEqual('xyz');
         expect(sut.quote.name).toEqual('def');
-        expect(sut.quote.adapter).toEqual('xyz');
-        expect(sut.toString()).toEqual('xyz:abc-def');
+        expect(sut.quote.adapterName).toEqual('xyz');
+        expect(sut.id).toEqual('xyz:abc-def');
     });
 });
-describe('instrument selector tests', () => {
-    test('should instantiate proper instrument selector', () => {
+describe('InstrumentSelector', () => {
+    test('should construct a instrument selector', () => {
         const sut = (0, instrument_1.instrumentOf)('xyz:abc-def');
         expect(sut.base.name).toEqual('abc');
-        expect(sut.base.adapter).toEqual('xyz');
+        expect(sut.base.adapterName).toEqual('xyz');
         expect(sut.quote.name).toEqual('def');
-        expect(sut.quote.adapter).toEqual('xyz');
-        expect(sut.toString()).toEqual('xyz:abc-def');
+        expect(sut.quote.adapterName).toEqual('xyz');
+        expect(sut.id).toEqual('xyz:abc-def');
     });
-    test('should instantiate proper instrument selector capital case', () => {
+    test('should construct a instrument selector capital case', () => {
         const sut = (0, instrument_1.instrumentOf)('XYZ:ABC-DEF');
         expect(sut.base.name).toEqual('abc');
-        expect(sut.base.adapter).toEqual('xyz');
+        expect(sut.base.adapterName).toEqual('xyz');
         expect(sut.quote.name).toEqual('def');
-        expect(sut.quote.adapter).toEqual('xyz');
-        expect(sut.toString()).toEqual('xyz:abc-def');
+        expect(sut.quote.adapterName).toEqual('xyz');
+        expect(sut.id).toEqual('xyz:abc-def');
     });
     test('should throw invalid format message for missing separator', () => {
-        const fn = () => {
-            (0, instrument_1.instrumentOf)('xyzabc-def');
-        };
-        expect(fn).toThrow(Error);
+        const fn = () => (0, instrument_1.instrumentOf)('xyzabc-def');
+        expect(fn).toThrowError();
     });
     test('should throw invalid format message for multiple separators', () => {
-        const fn = () => {
-            (0, instrument_1.instrumentOf)('xyz:abc:-def');
-        };
-        expect(fn).toThrow(Error);
+        const fn = () => (0, instrument_1.instrumentOf)('xyz:abc:-def');
+        expect(fn).toThrowError();
     });
     test('should throw invalid format message for missing pair name', () => {
-        const fn = () => {
-            (0, instrument_1.instrumentOf)('xyz:');
-        };
-        expect(fn).toThrow(Error);
+        const fn = () => (0, instrument_1.instrumentOf)('xyz:');
+        expect(fn).toThrowError();
     });
     test('should throw invalid format message for missing adapter name', () => {
-        const fn = () => {
-            (0, asset_1.assetOf)(':abc-def');
-        };
-        expect(fn).toThrow(Error);
+        const fn = () => (0, asset_1.assetOf)(':abc-def');
+        expect(fn).toThrowError();
     });
 });
 //# sourceMappingURL=instrument.spec.js.map

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

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

@@ -1,33 +1,31 @@
-import { timestamp } from '../shared';
+import { decimal, timestamp } from '../shared';
+import { Balance } from './balance';
 import { Component } from './component';
 import { InstrumentSelector } from './instrument';
-export declare type OrderSide = 'SELL' | 'BUY';
 export declare type OrderType = 'MARKET' | 'LIMIT' | 'STOP-MARKET' | 'STOP-LIMIT';
 export declare type OrderState = 'NEW' | 'PENDING' | 'FILLED' | 'CANCELING' | 'CANCELED' | 'REJECTED';
 export declare class Order implements Component {
     readonly instrument: InstrumentSelector;
-    readonly side: OrderSide;
     readonly type: OrderType;
-    readonly quantity: number;
-    readonly rate: number;
-    readonly stopRate: number;
+    readonly quantity: decimal;
+    readonly rate?: decimal;
+    readonly stopRate?: decimal;
     kind: string;
     timestamp: timestamp;
     id: string;
     externalId: string;
     state: OrderState;
-    quantityExecuted: number;
-    averageExecutionRate: number;
+    quantityExecuted: decimal;
+    averageExecutionRate: decimal;
     createdAt: timestamp;
-    comment: string;
-    static sellMarket(instrument: InstrumentSelector, quantity: number): Order;
-    static buyMarket(instrument: InstrumentSelector, quantity: number): Order;
-    static sellLimit(instrument: InstrumentSelector, quantity: number, rate: number): Order;
-    static buyLimit(instrument: InstrumentSelector, quantity: number, rate: number): Order;
-    static sellStopMarket(instrument: InstrumentSelector, quantity: number, stopRate: number): Order;
-    static buyStopMarket(instrument: InstrumentSelector, quantity: number, stopRate: number): Order;
-    static sellStopLimit(instrument: InstrumentSelector, quantity: number, rate: number, stopRate: number): Order;
-    static buyStopLimit(instrument: InstrumentSelector, quantity: number, rate: number, stopRate: number): Order;
-    constructor(instrument: InstrumentSelector, side: OrderSide, type: OrderType, quantity: number, rate?: number, stopRate?: number);
+    static market(instrument: InstrumentSelector, quantity: decimal): Order;
+    static limit(instrument: InstrumentSelector, quantity: decimal, rate: decimal): Order;
+    static stopMarket(instrument: InstrumentSelector, quantity: decimal, stopRate: decimal): Order;
+    static stopLimit(instrument: InstrumentSelector, quantity: decimal, rate: decimal, stopRate: decimal): Order;
+    constructor(instrument: InstrumentSelector, type: OrderType, quantity: decimal, rate?: decimal, stopRate?: decimal);
     toString(): string;
+    calculateBalanceToLock(base: Balance, quote: Balance): {
+        base: decimal;
+        quote: decimal;
+    };
 }

package/dist/domain/order.js

@@ -2,10 +2,11 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Order = void 0;
 const uuid_1 = require("uuid");
+const shared_1 = require("../shared");
+const error_1 = require("./error");
 class Order {
-    constructor(instrument, side, type, quantity, rate = null, stopRate = null) {
+    constructor(instrument, type, quantity, rate, stopRate) {
         this.instrument = instrument;
-        this.side = side;
         this.type = type;
         this.quantity = quantity;
         this.rate = rate;
@@ -13,41 +14,52 @@ class Order {
         this.kind = 'order';
         this.id = (0, uuid_1.v4)();
         this.state = 'NEW';
-        this.quantityExecuted = 0;
-        if (quantity <= 0 || Number.isNaN(quantity)) {
-            throw new Error(`invalid order quantity: ${quantity}`);
+        this.quantityExecuted = shared_1.d.Zero;
+        if (!quantity || Number.isNaN(quantity)) {
+            throw (0, error_1.invalidArgumentError)(quantity);
         }
-        if (rate && (Number.isNaN(quantity) || rate <= 0)) {
-            throw new Error('invalid order rate');
+        if (rate && rate.lessThanOrEqualTo(0)) {
+            throw (0, error_1.invalidArgumentError)(rate);
         }
     }
-    static sellMarket(instrument, quantity) {
-        return new Order(instrument, 'SELL', 'MARKET', quantity);
+    static market(instrument, quantity) {
+        return new Order(instrument, 'MARKET', quantity);
     }
-    static buyMarket(instrument, quantity) {
-        return new Order(instrument, 'BUY', 'MARKET', quantity);
+    static limit(instrument, quantity, rate) {
+        return new Order(instrument, 'LIMIT', quantity, rate);
     }
-    static sellLimit(instrument, quantity, rate) {
-        return new Order(instrument, 'SELL', 'LIMIT', quantity, rate);
+    static stopMarket(instrument, quantity, stopRate) {
+        return new Order(instrument, 'STOP-MARKET', quantity, undefined, stopRate);
     }
-    static buyLimit(instrument, quantity, rate) {
-        return new Order(instrument, 'BUY', 'LIMIT', quantity, rate);
-    }
-    static sellStopMarket(instrument, quantity, stopRate) {
-        return new Order(instrument, 'SELL', 'STOP-MARKET', quantity, null, stopRate);
-    }
-    static buyStopMarket(instrument, quantity, stopRate) {
-        return new Order(instrument, 'BUY', 'STOP-MARKET', quantity, null, stopRate);
-    }
-    static sellStopLimit(instrument, quantity, rate, stopRate) {
-        return new Order(instrument, 'SELL', 'STOP-LIMIT', quantity, rate, stopRate);
-    }
-    static buyStopLimit(instrument, quantity, rate, stopRate) {
-        return new Order(instrument, 'BUY', 'STOP-LIMIT', quantity, rate, stopRate);
+    static stopLimit(instrument, quantity, rate, stopRate) {
+        return new Order(instrument, 'STOP-LIMIT', quantity, rate, stopRate);
     }
     toString() {
         return this.id;
     }
+    calculateBalanceToLock(base, quote) {
+        const qty = this.quantity.abs();
+        if (this.quantity.greaterThan(0)) {
+            switch (this.type) {
+                case 'MARKET':
+                    return {
+                        base: shared_1.d.Zero,
+                        quote: quote.free
+                    };
+                case 'LIMIT':
+                    return {
+                        base: shared_1.d.Zero,
+                        quote: quote.asset.ceil(this.rate.mul(qty))
+                    };
+            }
+        }
+        if (this.quantity.lessThan(0)) {
+            return {
+                base: qty,
+                quote: shared_1.d.Zero
+            };
+        }
+    }
 }
 exports.Order = Order;
 //# sourceMappingURL=order.js.map

package/dist/domain/order.js.map

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

@@ -0,0 +1,7 @@
+import { Observable } from 'rxjs';
+import { State } from '../store';
+import { Component } from './component';
+import { InstrumentSelector } from './instrument';
+import { Order } from './order';
+export declare function order(selector: InstrumentSelector): (source$: Observable<Component>) => Observable<Order>;
+export declare function orders(selector: InstrumentSelector, state: State): (source$: Observable<Component>) => Observable<readonly Order[]>;