@quantform/core 0.5.13 → 0.5.23

package/dist/domain/session.js

@@ -4,13 +4,18 @@ exports.Session = void 0;
 const rxjs_1 = require("rxjs");
 const domain_1 = require("../domain");
 const shared_1 = require("../shared");
+const balance_operator_1 = require("./balance.operator");
+const instrument_operator_1 = require("./instrument.operator");
+const order_operator_1 = require("./order.operator");
+const orderbook_operator_1 = require("./orderbook.operator");
+const position_operator_1 = require("./position.operator");
+const trade_operator_1 = require("./trade.operator");
 class Session {
     constructor(store, aggregate, descriptor) {
         this.store = store;
         this.aggregate = aggregate;
         this.descriptor = descriptor;
         this.initialized = false;
-        this.statement = {};
         if (descriptor && !descriptor.id) {
             descriptor.id = (0, shared_1.now)();
         }
@@ -42,66 +47,51 @@ class Session {
         await this.aggregate.dispose();
         this.initialized = false;
     }
-    useStatement(section) {
-        var _a;
-        return (_a = this.statement[section]) !== null && _a !== void 0 ? _a : (this.statement[section] = {});
-    }
-    useOptimizer(path) {
-        return undefined;
-    }
     subscribe(instrument) {
         return this.aggregate.subscribe(instrument);
     }
     open(order) {
-        const subject = new rxjs_1.Subject();
-        this.aggregate.open(order).catch(subject.error);
-        return (0, rxjs_1.merge)(subject.asObservable(), this.order(order.instrument).pipe((0, rxjs_1.filter)(it => it.id == order.id)));
+        return (0, rxjs_1.from)(this.aggregate.open(order)).pipe((0, rxjs_1.switchMap)(() => this.order(order.instrument).pipe((0, rxjs_1.filter)(it => it.id == order.id))));
     }
     cancel(order) {
-        return (0, rxjs_1.defer)(() => (0, rxjs_1.from)(this.aggregate.cancel(order))).pipe((0, rxjs_1.switchMap)(it => this.store.changes$.pipe((0, rxjs_1.filter)(it => it instanceof domain_1.Order && order.id == it.id))), (0, rxjs_1.map)(it => it));
+        return (0, rxjs_1.defer)(() => (0, rxjs_1.from)(this.aggregate.cancel(order))).pipe((0, rxjs_1.switchMap)(() => this.store.changes$.pipe((0, rxjs_1.filter)(it => it instanceof domain_1.Order && order.id == it.id))), (0, rxjs_1.map)(it => it));
     }
     instrument(selector) {
         this.subscribe([selector]);
-        return this.store.changes$.pipe((0, rxjs_1.filter)(it => it instanceof domain_1.Instrument && it.toString() == selector.toString()), (0, rxjs_1.map)(it => it));
+        return this.store.changes$.pipe((0, instrument_operator_1.instrument)(selector, this.store.snapshot));
     }
     instruments() {
-        return this.store.changes$.pipe((0, rxjs_1.filter)(it => it instanceof domain_1.Instrument), (0, rxjs_1.map)(() => Object.values(this.store.snapshot.universe.instrument)), (0, rxjs_1.startWith)(Object.values(this.store.snapshot.universe.instrument)), (0, rxjs_1.filter)(it => it.length > 0), (0, rxjs_1.distinctUntilChanged)((lhs, rhs) => lhs.length == rhs.length));
+        return this.store.changes$.pipe((0, instrument_operator_1.instruments)(this.store.snapshot));
+    }
+    balance(selector) {
+        return this.store.changes$.pipe((0, balance_operator_1.balance)(selector, this.store.snapshot));
     }
     trade(selector) {
         this.subscribe([selector]);
-        return this.store.changes$.pipe((0, rxjs_1.filter)(it => it instanceof domain_1.Trade && it.instrument.toString() == selector.toString()), (0, rxjs_1.map)(it => it));
+        return this.store.changes$.pipe((0, trade_operator_1.trade)(selector, this.store.snapshot));
     }
     orderbook(selector) {
         this.subscribe([selector]);
-        return this.store.changes$.pipe((0, rxjs_1.filter)(it => it instanceof domain_1.Orderbook && it.instrument.toString() == selector.toString()), (0, rxjs_1.map)(it => it));
+        return this.store.changes$.pipe((0, orderbook_operator_1.orderbook)(selector, this.store.snapshot));
     }
     position(selector) {
         this.subscribe([selector]);
-        return this.store.changes$.pipe((0, rxjs_1.filter)(it => it instanceof domain_1.Position && it.instrument.toString() == selector.toString()), (0, rxjs_1.map)(it => it));
+        return this.store.changes$.pipe((0, position_operator_1.position)(selector));
     }
     positions(selector) {
         this.subscribe([selector]);
-        return this.store.changes$.pipe((0, rxjs_1.filter)(it => it instanceof domain_1.Position && it.instrument.toString() == selector.toString()), (0, rxjs_1.map)(() => Object.values(this.store.snapshot.balance[selector.quote.toString()].position).filter(it => it.instrument.toString() == selector.toString())), (0, rxjs_1.startWith)([]));
+        return this.store.changes$.pipe((0, position_operator_1.positions)(selector, this.store.snapshot));
     }
     order(selector) {
         this.subscribe([selector]);
-        return this.store.changes$.pipe((0, rxjs_1.filter)(it => it instanceof domain_1.Order && it.instrument.toString() == selector.toString()), (0, rxjs_1.map)(it => it));
+        return this.store.changes$.pipe((0, order_operator_1.order)(selector));
     }
-    orders(selector, states) {
+    orders(selector) {
         this.subscribe([selector]);
-        return this.store.changes$.pipe((0, rxjs_1.filter)(it => it instanceof domain_1.Order &&
-            it.instrument.toString() == selector.toString() &&
-            (!states || states.includes(it.state))), (0, rxjs_1.map)(() => this.store.snapshot.order), (0, rxjs_1.startWith)(this.store.snapshot.order), (0, rxjs_1.map)(it => Object.values(it)
-            .filter(it => it.instrument.toString() == selector.toString() &&
-            (states ? states.includes(it.state) : true))
-            .sort((lhs, rhs) => rhs.createdAt - lhs.createdAt)));
-    }
-    balance(selector) {
-        return this.store.changes$.pipe((0, rxjs_1.startWith)(this.store.snapshot.balance[selector.toString()]), (0, rxjs_1.filter)(it => it instanceof domain_1.Balance &&
-            (!selector || it.asset.toString() == selector.toString())), (0, rxjs_1.map)(it => it));
+        return this.store.changes$.pipe((0, order_operator_1.orders)(selector, this.store.snapshot));
     }
     history(selector, timeframe, length) {
-        return this.store.changes$.pipe((0, rxjs_1.startWith)(this.store.snapshot.universe.instrument[selector.toString()]), (0, rxjs_1.filter)(it => it instanceof domain_1.Instrument && it.toString() == selector.toString()), (0, rxjs_1.switchMap)(() => (0, rxjs_1.from)(this.aggregate.history({ instrument: selector, timeframe, length }))), (0, rxjs_1.take)(1), (0, rxjs_1.shareReplay)(), (0, rxjs_1.mergeMap)(it => it));
+        return this.store.changes$.pipe((0, rxjs_1.startWith)(this.store.snapshot.universe.instrument.get(selector.id)), (0, rxjs_1.filter)(it => it instanceof domain_1.Instrument && it.id == selector.id), (0, rxjs_1.switchMap)(() => (0, rxjs_1.from)(this.aggregate.history(selector, timeframe, length))), (0, rxjs_1.take)(1), (0, rxjs_1.shareReplay)(), (0, rxjs_1.mergeMap)(it => it));
     }
 }
 exports.Session = Session;

package/dist/domain/session.js.map

@@ -1 +1 @@
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+{"version":3,"file":"session.js","sourceRoot":"","sources":["../../src/domain/session.ts"],"names":[],"mappings":";;;AAAA,+BAac;AAId,sCAUmB;AACnB,sCAAgC;AAGhC,yDAA6C;AAC7C,+DAAgE;AAChE,qDAAiD;AACjD,6DAAiD;AACjD,2DAA0D;AAC1D,qDAAyC;AAgCzC,MAAa,OAAO;IAQlB,YACW,KAAY,EACZ,SAA2B,EAC3B,UAA8B;QAF9B,UAAK,GAAL,KAAK,CAAO;QACZ,cAAS,GAAT,SAAS,CAAkB;QAC3B,eAAU,GAAV,UAAU,CAAoB;QAVjC,gBAAW,GAAG,KAAK,CAAC;QAa1B,IAAI,UAAU,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE;YAChC,UAAU,CAAC,EAAE,GAAG,IAAA,YAAG,GAAE,CAAC;SACvB;IACH,CAAC;IAbD,IAAI,SAAS;QACX,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC;IACvC,CAAC;IAaD,KAAK,CAAC,KAAK,CAAC,QAA+C;QACzD,IAAI,IAAI,CAAC,WAAW,EAAE;YACpB,OAAO;SACR;QAED,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC;QAGxB,MAAM,IAAI,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC;QAE7B,IAAI,QAAQ,EAAE;YACZ,IAAI,CAAC,YAAY,GAAG,QAAQ,CAAC,IAAI,CAAC;iBAC/B,IAAI,CAAC,IAAA,eAAQ,EAAC,GAAG,EAAE,CAAC,IAAI,CAAC,OAAO,EAAE,CAAC,CAAC;iBACpC,SAAS,EAAE,CAAC;SAChB;IACH,CAAC;IAED,KAAK,CAAC,OAAO;QACX,IAAI,CAAC,IAAI,CAAC,WAAW,EAAE;YACrB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,YAAY,EAAE;YACrB,IAAI,CAAC,YAAY,CAAC,WAAW,EAAE,CAAC;YAChC,IAAI,CAAC,YAAY,GAAG,SAAS,CAAC;SAC/B;QAED,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,CAAC;QAErB,MAAM,IAAI,CAAC,SAAS,CAAC,OAAO,EAAE,CAAC;QAE/B,IAAI,CAAC,WAAW,GAAG,KAAK,CAAC;IAC3B,CAAC;IAMD,SAAS,CAAC,UAAqC;QAC7C,OAAO,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;IAC9C,CAAC;IAOD,IAAI,CAAC,KAAY;QACf,OAAO,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,IAAI,CAC1C,IAAA,gBAAS,EAAC,GAAG,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,CACpF,CAAC;IACJ,CAAC;IAKD,MAAM,CAAC,KAAY;QACjB,OAAO,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CACzD,IAAA,gBAAS,EAAC,GAAG,EAAE,CACb,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,cAAK,IAAI,KAAK,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CACjF,EACD,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;IACJ,CAAC;IAMD,UAAU,CAAC,QAA4B;QACrC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,gCAAU,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC7E,CAAC;IAMD,WAAW;QACT,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,iCAAW,EAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACpE,CAAC;IAKD,OAAO,CAAC,QAAuB;QAC7B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,0BAAO,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC1E,CAAC;IAKD,KAAK,CAAC,QAA4B;QAChC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACxE,CAAC;IAMD,SAAS,CAAC,QAA4B;QACpC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,8BAAS,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC5E,CAAC;IAKD,QAAQ,CAAC,QAA4B;QACnC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,4BAAQ,EAAC,QAAQ,CAAC,CAAC,CAAC;IACtD,CAAC;IAKD,SAAS,CAAC,QAA4B;QACpC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,6BAAS,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC5E,CAAC;IAED,KAAK,CAAC,QAA4B;QAChC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,QAAQ,CAAC,CAAC,CAAC;IACnD,CAAC;IAED,MAAM,CAAC,QAA4B;QACjC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,uBAAM,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACzE,CAAC;IAED,OAAO,CACL,QAA4B,EAC5B,SAAiB,EACjB,MAAc;QAEd,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,gBAAS,EAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,EACnE,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,mBAAU,IAAI,EAAE,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,EAC9D,IAAA,gBAAS,EAAC,GAAG,EAAE,CAAC,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,QAAQ,EAAE,SAAS,EAAE,MAAM,CAAC,CAAC,CAAC,EAC1E,IAAA,WAAI,EAAC,CAAC,CAAC,EACP,IAAA,kBAAW,GAAE,EACb,IAAA,eAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CACnB,CAAC;IACJ,CAAC;CACF;AA5KD,0BA4KC"}

package/dist/domain/session.spec.js

@@ -4,7 +4,7 @@ const bootstrap_1 = require("../bootstrap");
 const domain_1 = require("../domain");
 const shared_1 = require("../shared");
 const store_1 = require("../store");
-describe('session tests', () => {
+describe('Session', () => {
     const descriptor = {
         id: (0, shared_1.now)(),
         adapter: []
@@ -17,7 +17,7 @@ describe('session tests', () => {
             },
             complete: done()
         });
-        session.store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), new domain_1.Asset('de30', 'cex', 2), new domain_1.Asset('usd', 'cex', 2), new domain_1.Commission(0, 0), ''), new store_1.InstrumentPatchEvent((0, shared_1.now)(), new domain_1.Asset('wig20', 'cex', 2), new domain_1.Asset('pln', 'cex', 2), new domain_1.Commission(0, 0), ''));
+        session.store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), new domain_1.Asset('de30', 'cex', 2), new domain_1.Asset('usd', 'cex', 2), new domain_1.Commission(shared_1.d.Zero, shared_1.d.Zero), ''), new store_1.InstrumentPatchEvent((0, shared_1.now)(), new domain_1.Asset('wig20', 'cex', 2), new domain_1.Asset('pln', 'cex', 2), new domain_1.Commission(shared_1.d.Zero, shared_1.d.Zero), ''));
     });
 });
 //# sourceMappingURL=session.spec.js.map

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

@@ -1 +1 @@
-{"version":3,"file":"session.spec.js","sourceRoot":"","sources":["../../src/domain/session.spec.ts"],"names":[],"mappings":";;AAAA,4CAAyC;AACzC,sCAA8C;AAC9C,sCAAgC;AAChC,oCAAgD;AAGhD,QAAQ,CAAC,eAAe,EAAE,GAAG,EAAE;IAC7B,MAAM,UAAU,GAAsB;QACpC,EAAE,EAAE,IAAA,YAAG,GAAE;QACT,OAAO,EAAE,EAAE;KACZ,CAAC;IAEF,IAAI,CAAC,qBAAqB,EAAE,IAAI,CAAC,EAAE;QACjC,MAAM,OAAO,GAAG,IAAI,qBAAS,CAAC,UAAU,CAAC,CAAC,KAAK,EAAE,CAAC;QAElD,OAAO,CAAC,WAAW,EAAE,CAAC,SAAS,CAAC;YAC9B,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;YAC/B,CAAC;YACD,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;QAEH,OAAO,CAAC,KAAK,CAAC,QAAQ,CACpB,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,EAC3B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EACpB,EAAE,CACH,EACD,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,OAAO,EAAE,KAAK,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EACpB,EAAE,CACH,CACF,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
+{"version":3,"file":"session.spec.js","sourceRoot":"","sources":["../../src/domain/session.spec.ts"],"names":[],"mappings":";;AAAA,4CAAyC;AACzC,sCAA8C;AAC9C,sCAAmC;AACnC,oCAAgD;AAGhD,QAAQ,CAAC,SAAS,EAAE,GAAG,EAAE;IACvB,MAAM,UAAU,GAAsB;QACpC,EAAE,EAAE,IAAA,YAAG,GAAE;QACT,OAAO,EAAE,EAAE;KACZ,CAAC;IAEF,IAAI,CAAC,qBAAqB,EAAE,IAAI,CAAC,EAAE;QACjC,MAAM,OAAO,GAAG,IAAI,qBAAS,CAAC,UAAU,CAAC,CAAC,KAAK,EAAE,CAAC;QAElD,OAAO,CAAC,WAAW,EAAE,CAAC,SAAS,CAAC;YAC9B,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;YAC/B,CAAC;YACD,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;QAEH,OAAO,CAAC,KAAK,CAAC,QAAQ,CACpB,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,EAC3B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,UAAC,CAAC,IAAI,EAAE,UAAC,CAAC,IAAI,CAAC,EAC9B,EAAE,CACH,EACD,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,OAAO,EAAE,KAAK,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,UAAC,CAAC,IAAI,EAAE,UAAC,CAAC,IAAI,CAAC,EAC9B,EAAE,CACH,CACF,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/trade.d.ts

@@ -1,12 +1,13 @@
-import { timestamp } from '../shared';
+import { decimal, timestamp } from '../shared';
 import { Instrument } from '.';
 import { Component } from './component';
 export declare class Trade implements Component {
     readonly instrument: Instrument;
+    id: string;
     kind: string;
     timestamp: timestamp;
-    rate: number;
-    quantity: number;
+    rate: decimal;
+    quantity: decimal;
     constructor(instrument: Instrument);
     toString(): string;
 }

package/dist/domain/trade.js

@@ -5,6 +5,7 @@ class Trade {
     constructor(instrument) {
         this.instrument = instrument;
         this.kind = 'trade';
+        this.id = instrument.id;
     }
     toString() {
         return this.instrument.toString();

package/dist/domain/trade.js.map

@@ -1 +1 @@
-{"version":3,"file":"trade.js","sourceRoot":"","sources":["../../src/domain/trade.ts"],"names":[],"mappings":";;;AAQA,MAAa,KAAK;IAMhB,YAA4B,UAAsB;QAAtB,eAAU,GAAV,UAAU,CAAY;QALlD,SAAI,GAAG,OAAO,CAAC;IAKsC,CAAC;IAEtD,QAAQ;QACN,OAAO,IAAI,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IACpC,CAAC;CACF;AAXD,sBAWC"}
+{"version":3,"file":"trade.js","sourceRoot":"","sources":["../../src/domain/trade.ts"],"names":[],"mappings":";;;AAQA,MAAa,KAAK;IAOhB,YAA4B,UAAsB;QAAtB,eAAU,GAAV,UAAU,CAAY;QALlD,SAAI,GAAG,OAAO,CAAC;QAMb,IAAI,CAAC,EAAE,GAAG,UAAU,CAAC,EAAE,CAAC;IAC1B,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IACpC,CAAC;CACF;AAdD,sBAcC"}

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

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

package/dist/domain/trade.operator.js

@@ -0,0 +1,10 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.trade = void 0;
+const rxjs_1 = require("rxjs");
+const trade_1 = require("./trade");
+function trade(selector, state) {
+    return (source$) => source$.pipe((0, rxjs_1.startWith)(state.trade.get(selector.id)), (0, rxjs_1.filter)(it => it instanceof trade_1.Trade && it.instrument.id == selector.id), (0, rxjs_1.map)(it => it));
+}
+exports.trade = trade;
+//# sourceMappingURL=trade.operator.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"trade.operator.js","sourceRoot":"","sources":["../../src/domain/trade.operator.ts"],"names":[],"mappings":";;;AAAA,+BAA0D;AAK1D,mCAAgC;AAEhC,SAAgB,KAAK,CAAC,QAA4B,EAAE,KAAY;IAC9D,OAAO,CAAC,OAA8B,EAAE,EAAE,CACxC,OAAO,CAAC,IAAI,CACV,IAAA,gBAAS,EAAC,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,EACvC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,aAAK,IAAI,EAAE,CAAC,UAAU,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,EACpE,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;AACN,CAAC;AAPD,sBAOC"}

package/dist/domain/trade.operator.spec.d.ts

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

package/dist/domain/trade.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 trade_1 = require("./trade");
+const trade_operator_1 = require("./trade.operator");
+describe('trade', () => {
+    const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
+    const state = new store_1.State();
+    beforeEach(() => {
+        state.trade.upsert(new trade_1.Trade(instrument));
+    });
+    test('should pipe an orderbook on subscription', done => {
+        new rxjs_1.Subject().pipe((0, trade_operator_1.trade)(instrument, state)).subscribe({
+            next: it => {
+                expect(it.id).toEqual(instrument.id);
+                done();
+            }
+        });
+    });
+});
+//# sourceMappingURL=trade.operator.spec.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"trade.operator.spec.js","sourceRoot":"","sources":["../../src/domain/trade.operator.spec.ts"],"names":[],"mappings":";;AAAA,+BAA+B;AAE/B,oCAAiC;AACjC,mCAAgC;AAEhC,6CAA0C;AAC1C,mCAAgC;AAChC,qDAAyC;AAEzC,QAAQ,CAAC,OAAO,EAAE,GAAG,EAAE;IACrB,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;IAEF,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAE1B,UAAU,CAAC,GAAG,EAAE;QACd,KAAK,CAAC,KAAK,CAAC,MAAM,CAAC,IAAI,aAAK,CAAC,UAAU,CAAC,CAAC,CAAC;IAC5C,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,0CAA0C,EAAE,IAAI,CAAC,EAAE;QACtD,IAAI,cAAO,EAAa,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,UAAU,EAAE,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;YAChE,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;gBACrC,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/trade.spec.d.ts

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

package/dist/domain/trade.spec.js

@@ -0,0 +1,13 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const asset_1 = require("./asset");
+const instrument_1 = require("./instrument");
+const trade_1 = require("./trade");
+describe('Trade', () => {
+    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 an empty trade', () => {
+        const sut = new trade_1.Trade(instrument);
+        expect(sut.id).toEqual(instrument.id);
+    });
+});
+//# sourceMappingURL=trade.spec.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"trade.spec.js","sourceRoot":"","sources":["../../src/domain/trade.spec.ts"],"names":[],"mappings":";;AAAA,mCAAgC;AAChC,6CAA0C;AAC1C,mCAAgC;AAEhC,QAAQ,CAAC,OAAO,EAAE,GAAG,EAAE;IACrB,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;IAEF,IAAI,CAAC,iCAAiC,EAAE,GAAG,EAAE;QAC3C,MAAM,GAAG,GAAG,IAAI,aAAK,CAAC,UAAU,CAAC,CAAC;QAElC,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;IACxC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/indicator/atr.d.ts

@@ -1,3 +1,4 @@
 import { Observable } from 'rxjs';
 import { Candle } from '../domain';
-export declare function atr<T>(length: number, fn: (it: T) => Candle): (source: Observable<T>) => Observable<[T, number]>;
+import { decimal } from '../shared';
+export declare function atr<T>(length: number, fn: (it: T) => Candle): (source: Observable<T>) => Observable<[T, decimal]>;

package/dist/indicator/atr.js

@@ -3,11 +3,11 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.atr = void 0;
 const rxjs_1 = require("rxjs");
 const rma_1 = require("./rma");
-const truerange_1 = require("./truerange");
+const true_range_1 = require("./true-range");
 function atr(length, fn) {
     return function (source) {
-        return source.pipe((0, truerange_1.truerange)(fn), (0, rma_1.rma)(length, ([, tr]) => tr), (0, rxjs_1.map)(([[it], truerange]) => {
-            const tuple = [it, truerange];
+        return source.pipe((0, true_range_1.trueRange)(fn), (0, rma_1.rma)(length, ([, tr]) => tr), (0, rxjs_1.map)(([[it], tr]) => {
+            const tuple = [it, tr];
             return tuple;
         }), (0, rxjs_1.share)());
     };

package/dist/indicator/atr.js.map

@@ -1 +1 @@
-{"version":3,"file":"atr.js","sourceRoot":"","sources":["../../src/indicator/atr.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAG9C,+BAA4B;AAC5B,2CAAwC;AAExC,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAqB;IAC1D,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,qBAAS,EAAC,EAAE,CAAC,EACb,IAAA,SAAG,EAAC,MAAM,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAC3B,IAAA,UAAG,EAAC,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,SAAS,CAAC,EAAE,EAAE;YACxB,MAAM,KAAK,GAAgB,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC;YAE3C,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAbD,kBAaC"}
+{"version":3,"file":"atr.js","sourceRoot":"","sources":["../../src/indicator/atr.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAI9C,+BAA4B;AAC5B,6CAAyC;AAEzC,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAqB;IAC1D,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,sBAAS,EAAC,EAAE,CAAC,EACb,IAAA,SAAG,EAAC,MAAM,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAC3B,IAAA,UAAG,EAAC,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE;YACjB,MAAM,KAAK,GAAiB,CAAC,EAAE,EAAE,EAAE,CAAC,CAAC;YAErC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAbD,kBAaC"}

package/dist/indicator/cross.d.ts

@@ -1,3 +1,4 @@
 import { Observable } from 'rxjs';
-export declare function crossunder<T>(limitFn: (it: T) => number, currentFn: (it: T) => number): (source: Observable<T>) => Observable<T>;
-export declare function crossover<T>(limitFn: (it: T) => number, currentFn: (it: T) => number): (source: Observable<T>) => Observable<T>;
+import { decimal } from '../shared';
+export declare function crossUnder<T>(trigger: decimal | ((it: T) => decimal), value: (it: T) => decimal): (source: Observable<T>) => Observable<T>;
+export declare function crossOver<T>(trigger: decimal | ((it: T) => decimal), value: (it: T) => decimal): (source: Observable<T>) => Observable<T>;

package/dist/indicator/cross.js

@@ -1,17 +1,17 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.crossover = exports.crossunder = void 0;
+exports.crossOver = exports.crossUnder = void 0;
 const rxjs_1 = require("rxjs");
-function crossunder(limitFn, currentFn) {
+function crossUnder(trigger, value) {
     return function (source) {
         let triggered = false;
         return source.pipe((0, rxjs_1.filter)(it => {
-            const limit = limitFn(it);
-            const current = currentFn(it);
-            if (current < limit) {
+            const limit = typeof trigger == 'function' ? trigger(it) : trigger;
+            const current = value(it);
+            if (current.lessThan(limit)) {
                 triggered = true;
             }
-            if (triggered && current > limit) {
+            if (triggered && current.greaterThan(limit)) {
                 triggered = false;
                 return true;
             }
@@ -19,17 +19,17 @@ function crossunder(limitFn, currentFn) {
         }));
     };
 }
-exports.crossunder = crossunder;
-function crossover(limitFn, currentFn) {
+exports.crossUnder = crossUnder;
+function crossOver(trigger, value) {
     return function (source) {
         let triggered = false;
         return source.pipe((0, rxjs_1.filter)(it => {
-            const limit = limitFn(it);
-            const current = currentFn(it);
-            if (current > limit) {
+            const limit = typeof trigger == 'function' ? trigger(it) : trigger;
+            const current = value(it);
+            if (current.greaterThan(limit)) {
                 triggered = true;
             }
-            if (triggered && current < limit) {
+            if (triggered && current.lessThan(limit)) {
                 triggered = false;
                 return true;
             }
@@ -37,5 +37,5 @@ function crossover(limitFn, currentFn) {
         }));
     };
 }
-exports.crossover = crossover;
+exports.crossOver = crossOver;
 //# sourceMappingURL=cross.js.map

package/dist/indicator/cross.js.map

@@ -1 +1 @@
-{"version":3,"file":"cross.js","sourceRoot":"","sources":["../../src/indicator/cross.ts"],"names":[],"mappings":";;;AAAA,+BAA0C;AAE1C,SAAgB,UAAU,CAAI,OAA0B,EAAE,SAA4B;IACpF,OAAO,UAAU,MAAqB;QACpC,IAAI,SAAS,GAAG,KAAK,CAAC;QAEtB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE;YACV,MAAM,KAAK,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC;YAC1B,MAAM,OAAO,GAAG,SAAS,CAAC,EAAE,CAAC,CAAC;YAE9B,IAAI,OAAO,GAAG,KAAK,EAAE;gBACnB,SAAS,GAAG,IAAI,CAAC;aAClB;YAED,IAAI,SAAS,IAAI,OAAO,GAAG,KAAK,EAAE;gBAChC,SAAS,GAAG,KAAK,CAAC;gBAElB,OAAO,IAAI,CAAC;aACb;YAED,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,CACH,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAvBD,gCAuBC;AAED,SAAgB,SAAS,CAAI,OAA0B,EAAE,SAA4B;IACnF,OAAO,UAAU,MAAqB;QACpC,IAAI,SAAS,GAAG,KAAK,CAAC;QAEtB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE;YACV,MAAM,KAAK,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC;YAC1B,MAAM,OAAO,GAAG,SAAS,CAAC,EAAE,CAAC,CAAC;YAE9B,IAAI,OAAO,GAAG,KAAK,EAAE;gBACnB,SAAS,GAAG,IAAI,CAAC;aAClB;YAED,IAAI,SAAS,IAAI,OAAO,GAAG,KAAK,EAAE;gBAChC,SAAS,GAAG,KAAK,CAAC;gBAElB,OAAO,IAAI,CAAC;aACb;YAED,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,CACH,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAvBD,8BAuBC"}
+{"version":3,"file":"cross.js","sourceRoot":"","sources":["../../src/indicator/cross.ts"],"names":[],"mappings":";;;AAAA,+BAA0C;AAI1C,SAAgB,UAAU,CACxB,OAAuC,EACvC,KAAyB;IAEzB,OAAO,UAAU,MAAqB;QACpC,IAAI,SAAS,GAAG,KAAK,CAAC;QAEtB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE;YACV,MAAM,KAAK,GAAG,OAAO,OAAO,IAAI,UAAU,CAAC,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC;YACnE,MAAM,OAAO,GAAG,KAAK,CAAC,EAAE,CAAC,CAAC;YAE1B,IAAI,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE;gBAC3B,SAAS,GAAG,IAAI,CAAC;aAClB;YAED,IAAI,SAAS,IAAI,OAAO,CAAC,WAAW,CAAC,KAAK,CAAC,EAAE;gBAC3C,SAAS,GAAG,KAAK,CAAC;gBAElB,OAAO,IAAI,CAAC;aACb;YAED,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,CACH,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA1BD,gCA0BC;AAED,SAAgB,SAAS,CACvB,OAAuC,EACvC,KAAyB;IAEzB,OAAO,UAAU,MAAqB;QACpC,IAAI,SAAS,GAAG,KAAK,CAAC;QAEtB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE;YACV,MAAM,KAAK,GAAG,OAAO,OAAO,IAAI,UAAU,CAAC,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC;YACnE,MAAM,OAAO,GAAG,KAAK,CAAC,EAAE,CAAC,CAAC;YAE1B,IAAI,OAAO,CAAC,WAAW,CAAC,KAAK,CAAC,EAAE;gBAC9B,SAAS,GAAG,IAAI,CAAC;aAClB;YAED,IAAI,SAAS,IAAI,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE;gBACxC,SAAS,GAAG,KAAK,CAAC;gBAElB,OAAO,IAAI,CAAC;aACb;YAED,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,CACH,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA1BD,8BA0BC"}

package/dist/indicator/cross.spec.js

@@ -1,27 +1,28 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 const rxjs_1 = require("rxjs");
+const shared_1 = require("../shared");
 const cross_1 = require("./cross");
-describe('crossunder tests', () => {
-    test('should crossunder uptrend once', done => {
+describe('crossUnder', () => {
+    test('should crossUnder uptrend once', done => {
         (0, rxjs_1.from)([1, 2, 3, 4, 5])
-            .pipe((0, cross_1.crossunder)(() => 3, it => it))
+            .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossUnder)((0, shared_1.d)(3), it => it))
             .subscribe({
-            next: it => expect(it).toBe(4),
+            next: it => expect(it).toEqual((0, shared_1.d)(4)),
             complete: done()
         });
     });
-    test('should crossunder uptrend twice', done => {
+    test('should crossUnder uptrend twice', done => {
         let crosses = 0;
         (0, rxjs_1.from)([1, 2, 3, 4, 5, 4, 2, 3, 3, 3, 4, 5])
-            .pipe((0, cross_1.crossunder)(() => 3, it => it))
+            .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossUnder)((0, shared_1.d)(3), it => it))
             .subscribe({
             next: it => {
-                expect(it).toBe(4);
+                expect(it).toEqual((0, shared_1.d)(4));
                 crosses++;
             },
             complete: () => {
-                expect(crosses).toBe(2);
+                expect(crosses).toEqual(2);
                 done();
             }
         });
@@ -29,47 +30,47 @@ describe('crossunder tests', () => {
     test('should not cross bounce', done => {
         let crosses = 0;
         (0, rxjs_1.from)([1, 2, 3, 4, 5, 4, 3, 3, 4, 5])
-            .pipe((0, cross_1.crossunder)(() => 3, it => it))
+            .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossUnder)((0, shared_1.d)(3), it => it))
             .subscribe({
             next: it => {
-                expect(it).toBe(4);
+                expect(it).toEqual((0, shared_1.d)(4));
                 crosses++;
             },
             complete: () => {
-                expect(crosses).toBe(1);
+                expect(crosses).toEqual(1);
                 done();
             }
         });
     });
     test('should not cross downtrend', done => {
         (0, rxjs_1.from)([5, 4, 3, 2, 1])
-            .pipe((0, cross_1.crossunder)(() => 3, it => it))
+            .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossUnder)((0, shared_1.d)(3), it => it))
             .subscribe({
             next: () => fail(),
             complete: done()
         });
     });
 });
-describe('crossover tests', () => {
+describe('crossover', () => {
     test('should crossover downtrend once', done => {
         (0, rxjs_1.from)([5, 4, 3, 2, 1])
-            .pipe((0, cross_1.crossover)(() => 3, it => it))
+            .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossOver)((0, shared_1.d)(3), it => it))
             .subscribe({
-            next: it => expect(it).toBe(2),
+            next: it => expect(it).toEqual((0, shared_1.d)(2)),
             complete: done()
         });
     });
     test('should crossover downtrend twice', done => {
         let crosses = 0;
         (0, rxjs_1.from)([5, 4, 3, 2, 1, 2, 2, 3, 4, 4, 2, 3])
-            .pipe((0, cross_1.crossover)(() => 3, it => it))
+            .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossOver)((0, shared_1.d)(3), it => it))
             .subscribe({
             next: it => {
-                expect(it).toBe(2);
+                expect(it).toEqual((0, shared_1.d)(2));
                 crosses++;
             },
             complete: () => {
-                expect(crosses).toBe(2);
+                expect(crosses).toEqual(2);
                 done();
             }
         });
@@ -77,21 +78,21 @@ describe('crossover tests', () => {
     test('should not cross bounce', done => {
         let crosses = 0;
         (0, rxjs_1.from)([5, 4, 3, 2, 1, 2, 3, 3, 4, 5])
-            .pipe((0, cross_1.crossover)(() => 3, it => it))
+            .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossOver)((0, shared_1.d)(3), it => it))
             .subscribe({
             next: it => {
-                expect(it).toBe(2);
+                expect(it).toEqual((0, shared_1.d)(2));
                 crosses++;
             },
             complete: () => {
-                expect(crosses).toBe(1);
+                expect(crosses).toEqual(1);
                 done();
             }
         });
     });
     test('should not cross uptrend', done => {
         (0, rxjs_1.from)([1, 2, 3, 4, 5])
-            .pipe((0, cross_1.crossover)(() => 3, it => it))
+            .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossOver)((0, shared_1.d)(3), it => it))
             .subscribe({
             next: () => fail(),
             complete: done()

package/dist/indicator/cross.spec.js.map

@@ -1 +1 @@
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+{"version":3,"file":"cross.spec.js","sourceRoot":"","sources":["../../src/indicator/cross.spec.ts"],"names":[],"mappings":";;AAAA,+BAAiC;AAEjC,sCAA8B;AAC9B,mCAAgD;AAEhD,QAAQ,CAAC,YAAY,EAAE,GAAG,EAAE;IAC1B,IAAI,CAAC,gCAAgC,EAAE,IAAI,CAAC,EAAE;QAC5C,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,kBAAU,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAC3B;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC;YACpC,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,iCAAiC,EAAE,IAAI,CAAC,EAAE;QAC7C,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACvC,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,kBAAU,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAC3B;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;gBACzB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC3B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yBAAyB,EAAE,IAAI,CAAC,EAAE;QACrC,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACjC,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,kBAAU,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAC3B;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;gBACzB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC3B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,4BAA4B,EAAE,IAAI,CAAC,EAAE;QACxC,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,kBAAU,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAC3B;aACA,SAAS,CAAC;YACT,IAAI,EAAE,GAAG,EAAE,CAAC,IAAI,EAAE;YAClB,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,IAAI,CAAC,iCAAiC,EAAE,IAAI,CAAC,EAAE;QAC7C,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,iBAAS,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAC1B;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC;YACpC,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,kCAAkC,EAAE,IAAI,CAAC,EAAE;QAC9C,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACvC,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,iBAAS,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAC1B;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;gBACzB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC3B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yBAAyB,EAAE,IAAI,CAAC,EAAE;QACrC,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACjC,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,iBAAS,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAC1B;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;gBACzB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC3B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,0BAA0B,EAAE,IAAI,CAAC,EAAE;QACtC,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,iBAAS,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAC1B;aACA,SAAS,CAAC;YACT,IAAI,EAAE,GAAG,EAAE,CAAC,IAAI,EAAE;YAClB,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/indicator/donchian.d.ts

@@ -1,9 +1,10 @@
 import { Observable } from 'rxjs';
 import { Candle } from '../domain';
+import { decimal } from '../shared';
 export declare function donchian<T>(length: number, fn: (it: T) => Candle): (source: Observable<T>) => Observable<[
     T,
     {
-        upper: number;
-        lower: number;
+        upper: decimal;
+        lower: decimal;
     }
 ]>;

package/dist/indicator/donchian.js.map

@@ -1 +1 @@
-{"version":3,"file":"donchian.js","sourceRoot":"","sources":["../../src/indicator/donchian.ts"],"names":[],"mappings":";;;AAAA,+BAA8D;AAG9D,uCAAmC;AAEnC,SAAgB,QAAQ,CAAI,MAAc,EAAE,EAAqB;IAC/D,OAAO,UAAU,MAAqB;QASpC,MAAM,GAAG,MAAM,CAAC,IAAI,CAAC,IAAA,YAAK,GAAE,CAAC,CAAC;QAE9B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,qBAAc,EACZ,MAAM,CAAC,IAAI,CAAC,IAAA,gBAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,EAC7C,MAAM,CAAC,IAAI,CAAC,IAAA,gBAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAC/C,EACD,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,GAAG,EAAE,IAAI,CAAC,EAAE,EAAE;YACtB,MAAM,KAAK,GAMP,CAAC,EAAE,EAAE,EAAE,KAAK,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,KAAK,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,CAAC,CAAC;YAEpD,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA/BD,4BA+BC"}
+{"version":3,"file":"donchian.js","sourceRoot":"","sources":["../../src/indicator/donchian.ts"],"names":[],"mappings":";;;AAAA,+BAA8D;AAI9D,uCAAmC;AAEnC,SAAgB,QAAQ,CAAI,MAAc,EAAE,EAAqB;IAC/D,OAAO,UAAU,MAAqB;QASpC,MAAM,GAAG,MAAM,CAAC,IAAI,CAAC,IAAA,YAAK,GAAE,CAAC,CAAC;QAE9B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,qBAAc,EACZ,MAAM,CAAC,IAAI,CAAC,IAAA,gBAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,EAC7C,MAAM,CAAC,IAAI,CAAC,IAAA,gBAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAC/C,EACD,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,GAAG,EAAE,IAAI,CAAC,EAAE,EAAE;YACtB,MAAM,KAAK,GAMP,CAAC,EAAE,EAAE,EAAE,KAAK,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,KAAK,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,CAAC,CAAC;YAEpD,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA/BD,4BA+BC"}

package/dist/indicator/drawdown.d.ts

@@ -1,2 +1,3 @@
 import { Observable } from 'rxjs';
-export declare function drawdown<T>(fn: (it: T) => number): (source: Observable<T>) => Observable<number>;
+import { decimal } from '../shared';
+export declare function drawdown<T>(fn: (it: T) => decimal): (source: Observable<T>) => Observable<decimal>;

package/dist/indicator/drawdown.js

@@ -2,10 +2,11 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.drawdown = void 0;
 const rxjs_1 = require("rxjs");
+const shared_1 = require("../shared");
 function drawdown(fn) {
     return function (source) {
         let rate;
-        let max = 0;
+        let max = shared_1.d.Zero;
         return source.pipe((0, rxjs_1.map)(it => {
             const value = fn(it);
             if (!rate) {
@@ -16,7 +17,7 @@ function drawdown(fn) {
                     rate = value;
                 }
                 else if (value < rate) {
-                    max = Math.min(max, value / rate - 1);
+                    max = shared_1.decimal.min(max, value.div(rate).minus(1));
                 }
             }
             return max;

package/dist/indicator/drawdown.js.map

@@ -1 +1 @@
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+{"version":3,"file":"drawdown.js","sourceRoot":"","sources":["../../src/indicator/drawdown.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAE9C,sCAAuC;AAEvC,SAAgB,QAAQ,CAAI,EAAsB;IAChD,OAAO,UAAU,MAAqB;QACpC,IAAI,IAAa,CAAC;QAClB,IAAI,GAAG,GAAG,UAAC,CAAC,IAAI,CAAC;QAEjB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;YACP,MAAM,KAAK,GAAG,EAAE,CAAC,EAAE,CAAC,CAAC;YAErB,IAAI,CAAC,IAAI,EAAE;gBACT,IAAI,GAAG,KAAK,CAAC;aACd;iBAAM;gBACL,IAAI,KAAK,GAAG,IAAI,EAAE;oBAChB,IAAI,GAAG,KAAK,CAAC;iBACd;qBAAM,IAAI,KAAK,GAAG,IAAI,EAAE;oBACvB,GAAG,GAAG,gBAAO,CAAC,GAAG,CAAC,GAAG,EAAE,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC;iBAClD;aACF;YAED,OAAO,GAAG,CAAC;QACb,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAxBD,4BAwBC"}

package/dist/indicator/ema.d.ts

@@ -1,2 +1,3 @@
 import { Observable } from 'rxjs';
-export declare function ema<T>(length: number, fn: (it: T) => number): (source: Observable<T>) => Observable<[T, number]>;
+import { decimal } from '../shared';
+export declare function ema<T>(length: number, fn: (it: T) => decimal): (source: Observable<T>) => Observable<[T, decimal]>;