@quantform/core 0.5.14 → 0.5.15

package/dist/adapter/paper/simulator/paper-margin-simulator.js

@@ -1,69 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.PaperMarginSimulator = void 0;
-const shared_1 = require("../../../shared");
-const store_1 = require("../../../store");
-const paper_simulator_1 = require("./paper-simulator");
-class PaperMarginSimulator extends paper_simulator_1.PaperSimulator {
-    constructor(adapter) {
-        super(adapter);
-        this.leverage = 10;
-    }
-    onOrderOpened(order) {
-        const timestamp = this.adapter.timestamp();
-        this.adapter.store.dispatch(new store_1.OrderNewEvent(order, timestamp));
-        this.adapter.store.dispatch(new store_1.OrderPendingEvent(order.id, timestamp));
-    }
-    onOrderCompleted(order, averageExecutionRate, timestamp) {
-        var _a, _b;
-        const instrument = this.adapter.store.snapshot.universe.instrument[order.instrument.toString()];
-        let transact = instrument.quote.floor(-instrument.commission.calculateMakerFee(averageExecutionRate * order.quantity));
-        const id = instrument.toString();
-        const position = this.adapter.store.snapshot.balance[instrument.quote.toString()].position[id];
-        let rate = (_a = position === null || position === void 0 ? void 0 : position.averageExecutionRate) !== null && _a !== void 0 ? _a : 0;
-        let size = (_b = position === null || position === void 0 ? void 0 : position.size) !== null && _b !== void 0 ? _b : 0;
-        let quantity = order.quantity;
-        switch (order.side) {
-            case 'BUY':
-                if (size < 0) {
-                    const comsumeQuantity = Math.min(Math.abs(size), quantity);
-                    transact += (0, shared_1.pnl)(averageExecutionRate, rate, comsumeQuantity);
-                    size += comsumeQuantity;
-                    quantity -= comsumeQuantity;
-                }
-                if (!size) {
-                    rate = averageExecutionRate;
-                    size = quantity;
-                }
-                else {
-                    rate = (0, shared_1.weightedMean)([rate, averageExecutionRate], [size, quantity]);
-                    size += quantity;
-                }
-                break;
-            case 'SELL':
-                if (size > 0) {
-                    const comsumeQuantity = Math.min(size, quantity);
-                    transact += (0, shared_1.pnl)(rate, averageExecutionRate, comsumeQuantity);
-                    size -= comsumeQuantity;
-                    quantity -= comsumeQuantity;
-                }
-                if (!size) {
-                    rate = averageExecutionRate;
-                    size = -quantity;
-                }
-                else {
-                    rate = (0, shared_1.weightedMean)([rate, averageExecutionRate], [size, -quantity]);
-                    size -= quantity;
-                }
-                break;
-        }
-        this.adapter.store.dispatch(new store_1.OrderFilledEvent(order.id, averageExecutionRate, timestamp), new store_1.BalanceTransactEvent(instrument.quote, transact, timestamp), new store_1.PositionPatchEvent(id, instrument, rate, size, this.leverage, 'CROSS', timestamp));
-    }
-    onOrderCanceled(order) {
-        const timestamp = this.adapter.timestamp();
-        this.adapter.store.dispatch(new store_1.OrderCancelingEvent(order.id, timestamp));
-        this.adapter.store.dispatch(new store_1.OrderCanceledEvent(order.id, timestamp));
-    }
-}
-exports.PaperMarginSimulator = PaperMarginSimulator;
-//# sourceMappingURL=paper-margin-simulator.js.map

package/dist/adapter/paper/simulator/paper-margin-simulator.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"paper-margin-simulator.js","sourceRoot":"","sources":["../../../../src/adapter/paper/simulator/paper-margin-simulator.ts"],"names":[],"mappings":";;;AACA,4CAAoD;AACpD,0CAQwB;AAExB,uDAAmD;AAEnD,MAAa,oBAAqB,SAAQ,gCAAc;IAGtD,YAAY,OAAqB;QAC/B,KAAK,CAAC,OAAO,CAAC,CAAC;QAHjB,aAAQ,GAAG,EAAE,CAAC;IAId,CAAC;IAED,aAAa,CAAC,KAAY;QACxB,MAAM,SAAS,GAAG,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,CAAC;QAE3C,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,qBAAa,CAAC,KAAK,EAAE,SAAS,CAAC,CAAC,CAAC;QACjE,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,yBAAiB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC,CAAC;IAC1E,CAAC;IAED,gBAAgB,CAAC,KAAY,EAAE,oBAA4B,EAAE,SAAiB;;QAC5E,MAAM,UAAU,GACd,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;QAE/E,IAAI,QAAQ,GAAG,UAAU,CAAC,KAAK,CAAC,KAAK,CACnC,CAAC,UAAU,CAAC,UAAU,CAAC,iBAAiB,CAAC,oBAAoB,GAAG,KAAK,CAAC,QAAQ,CAAC,CAChF,CAAC;QAEF,MAAM,EAAE,GAAG,UAAU,CAAC,QAAQ,EAAE,CAAC;QACjC,MAAM,QAAQ,GACZ,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,UAAU,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC;QAEhF,IAAI,IAAI,GAAG,MAAA,QAAQ,aAAR,QAAQ,uBAAR,QAAQ,CAAE,oBAAoB,mCAAI,CAAC,CAAC;QAC/C,IAAI,IAAI,GAAG,MAAA,QAAQ,aAAR,QAAQ,uBAAR,QAAQ,CAAE,IAAI,mCAAI,CAAC,CAAC;QAC/B,IAAI,QAAQ,GAAG,KAAK,CAAC,QAAQ,CAAC;QAE9B,QAAQ,KAAK,CAAC,IAAI,EAAE;YAClB,KAAK,KAAK;gBACR,IAAI,IAAI,GAAG,CAAC,EAAE;oBACZ,MAAM,eAAe,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,EAAE,QAAQ,CAAC,CAAC;oBAE3D,QAAQ,IAAI,IAAA,YAAG,EAAC,oBAAoB,EAAE,IAAI,EAAE,eAAe,CAAC,CAAC;oBAE7D,IAAI,IAAI,eAAe,CAAC;oBACxB,QAAQ,IAAI,eAAe,CAAC;iBAC7B;gBAED,IAAI,CAAC,IAAI,EAAE;oBACT,IAAI,GAAG,oBAAoB,CAAC;oBAC5B,IAAI,GAAG,QAAQ,CAAC;iBACjB;qBAAM;oBACL,IAAI,GAAG,IAAA,qBAAY,EAAC,CAAC,IAAI,EAAE,oBAAoB,CAAC,EAAE,CAAC,IAAI,EAAE,QAAQ,CAAC,CAAC,CAAC;oBACpE,IAAI,IAAI,QAAQ,CAAC;iBAClB;gBAED,MAAM;YAER,KAAK,MAAM;gBACT,IAAI,IAAI,GAAG,CAAC,EAAE;oBACZ,MAAM,eAAe,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,EAAE,QAAQ,CAAC,CAAC;oBAEjD,QAAQ,IAAI,IAAA,YAAG,EAAC,IAAI,EAAE,oBAAoB,EAAE,eAAe,CAAC,CAAC;oBAE7D,IAAI,IAAI,eAAe,CAAC;oBACxB,QAAQ,IAAI,eAAe,CAAC;iBAC7B;gBAED,IAAI,CAAC,IAAI,EAAE;oBACT,IAAI,GAAG,oBAAoB,CAAC;oBAC5B,IAAI,GAAG,CAAC,QAAQ,CAAC;iBAClB;qBAAM;oBACL,IAAI,GAAG,IAAA,qBAAY,EAAC,CAAC,IAAI,EAAE,oBAAoB,CAAC,EAAE,CAAC,IAAI,EAAE,CAAC,QAAQ,CAAC,CAAC,CAAC;oBACrE,IAAI,IAAI,QAAQ,CAAC;iBAClB;gBAED,MAAM;SACT;QAED,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CACzB,IAAI,wBAAgB,CAAC,KAAK,CAAC,EAAE,EAAE,oBAAoB,EAAE,SAAS,CAAC,EAC/D,IAAI,4BAAoB,CAAC,UAAU,CAAC,KAAK,EAAE,QAAQ,EAAE,SAAS,CAAC,EAC/D,IAAI,0BAAkB,CACpB,EAAE,EACF,UAAU,EACV,IAAI,EACJ,IAAI,EACJ,IAAI,CAAC,QAAQ,EACb,OAAO,EACP,SAAS,CACV,CACF,CAAC;IACJ,CAAC;IAED,eAAe,CAAC,KAAY;QAC1B,MAAM,SAAS,GAAG,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,CAAC;QAE3C,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,2BAAmB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC,CAAC;QAC1E,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,0BAAkB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC,CAAC;IAC3E,CAAC;CACF;AA7FD,oDA6FC"}

package/dist/adapter/paper/simulator/paper-simulator.d.ts

@@ -1,16 +0,0 @@
-import { Order } from '../../../domain';
-import { PaperAdapter } from '..';
-export declare abstract class PaperSimulator {
-    readonly adapter: PaperAdapter;
-    private readonly pending;
-    constructor(adapter: PaperAdapter);
-    protected abstract onOrderOpened(order: Order): any;
-    protected abstract onOrderCompleted(order: Order, averageExecutionRate: number, timestamp: number): any;
-    protected abstract onOrderCanceled(order: Order): any;
-    private intercept;
-    private simulateOrderOnOrderbook;
-    private simulateOrderOnTrade;
-    private pendingOf;
-    open(order: Order): void;
-    cancel(order: Order): void;
-}

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

@@ -1,93 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.PaperSimulator = void 0;
-const rxjs_1 = require("rxjs");
-const typescript_collections_1 = require("typescript-collections");
-const domain_1 = require("../../../domain");
-class PaperSimulator {
-    constructor(adapter) {
-        this.adapter = adapter;
-        this.pending = {};
-        this.adapter.store.changes$.pipe((0, rxjs_1.tap)(it => this.intercept(it))).subscribe();
-    }
-    intercept(component) {
-        if (component instanceof domain_1.Orderbook) {
-            this.pendingOf(component.instrument).forEach(it => this.simulateOrderOnOrderbook(it, component));
-        }
-        else if (component instanceof domain_1.Trade) {
-            this.pendingOf(component.instrument).forEach(it => this.simulateOrderOnTrade(it, component));
-        }
-    }
-    simulateOrderOnOrderbook(order, orderbook) {
-        if (orderbook.timestamp <= order.timestamp) {
-            return;
-        }
-        if (order.type == 'MARKET') {
-            if (order.side == 'BUY' && orderbook.bestAskRate) {
-                this.pendingOf(order.instrument).remove(order);
-                this.onOrderCompleted(order, orderbook.bestAskRate, orderbook.timestamp);
-            }
-            else if (order.side == 'SELL' && orderbook.bestBidRate) {
-                this.pendingOf(order.instrument).remove(order);
-                this.onOrderCompleted(order, orderbook.bestBidRate, orderbook.timestamp);
-            }
-            return;
-        }
-        if (order.type == 'LIMIT') {
-            if (order.side == 'BUY' && order.rate >= orderbook.bestAskRate) {
-                this.pendingOf(order.instrument).remove(order);
-                this.onOrderCompleted(order, orderbook.bestAskRate, orderbook.timestamp);
-            }
-            else if (order.side == 'SELL' && order.rate <= orderbook.bestBidRate) {
-                this.pendingOf(order.instrument).remove(order);
-                this.onOrderCompleted(order, orderbook.bestBidRate, orderbook.timestamp);
-            }
-            return;
-        }
-    }
-    simulateOrderOnTrade(order, trade) {
-        if (trade.timestamp <= order.timestamp) {
-            return;
-        }
-        if (order.type == 'MARKET') {
-            this.pendingOf(order.instrument).remove(order);
-            this.onOrderCompleted(order, trade.rate, trade.timestamp);
-            return;
-        }
-        if (order.type == 'LIMIT') {
-            if (order.side == 'BUY' && order.rate > trade.rate) {
-                this.pendingOf(order.instrument).remove(order);
-                this.onOrderCompleted(order, trade.rate, trade.timestamp);
-            }
-            else if (order.side == 'SELL' && order.rate < trade.rate) {
-                this.pendingOf(order.instrument).remove(order);
-                this.onOrderCompleted(order, trade.rate, trade.timestamp);
-            }
-            return;
-        }
-    }
-    pendingOf(instrument) {
-        let pending = this.pending[instrument.toString()];
-        if (!pending) {
-            pending = new typescript_collections_1.Set();
-            this.pending[instrument.toString()] = pending;
-        }
-        return pending;
-    }
-    open(order) {
-        const pending = this.pendingOf(order.instrument);
-        if (!pending.add(order)) {
-            throw new Error('Invalid order');
-        }
-        this.onOrderOpened(order);
-    }
-    cancel(order) {
-        const pending = this.pendingOf(order.instrument);
-        if (!pending.remove(order)) {
-            throw new Error('Invalid order');
-        }
-        this.onOrderCanceled(order);
-    }
-}
-exports.PaperSimulator = PaperSimulator;
-//# sourceMappingURL=paper-simulator.js.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"paper-simulator.js","sourceRoot":"","sources":["../../../../src/adapter/paper/simulator/paper-simulator.ts"],"names":[],"mappings":";;;AAAA,+BAA2B;AAC3B,mEAA6C;AAE7C,4CAAyF;AAGzF,MAAsB,cAAc;IAGlC,YAAqB,OAAqB;QAArB,YAAO,GAAP,OAAO,CAAc;QAFzB,YAAO,GAA+B,EAAE,CAAC;QAGxD,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAI,CAAC,SAAS,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS,EAAE,CAAC;IAC9E,CAAC;IAYO,SAAS,CAAC,SAAoB;QACpC,IAAI,SAAS,YAAY,kBAAS,EAAE;YAClC,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE,CAChD,IAAI,CAAC,wBAAwB,CAAC,EAAE,EAAE,SAAS,CAAC,CAC7C,CAAC;SACH;aAAM,IAAI,SAAS,YAAY,cAAK,EAAE;YACrC,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE,CAChD,IAAI,CAAC,oBAAoB,CAAC,EAAE,EAAE,SAAS,CAAC,CACzC,CAAC;SACH;IACH,CAAC;IAEO,wBAAwB,CAAC,KAAY,EAAE,SAAoB;QACjE,IAAI,SAAS,CAAC,SAAS,IAAI,KAAK,CAAC,SAAS,EAAE;YAC1C,OAAO;SACR;QAED,IAAI,KAAK,CAAC,IAAI,IAAI,QAAQ,EAAE;YAC1B,IAAI,KAAK,CAAC,IAAI,IAAI,KAAK,IAAI,SAAS,CAAC,WAAW,EAAE;gBAChD,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;gBAC/C,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,SAAS,CAAC,WAAW,EAAE,SAAS,CAAC,SAAS,CAAC,CAAC;aAC1E;iBAAM,IAAI,KAAK,CAAC,IAAI,IAAI,MAAM,IAAI,SAAS,CAAC,WAAW,EAAE;gBACxD,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;gBAC/C,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,SAAS,CAAC,WAAW,EAAE,SAAS,CAAC,SAAS,CAAC,CAAC;aAC1E;YAED,OAAO;SACR;QAED,IAAI,KAAK,CAAC,IAAI,IAAI,OAAO,EAAE;YACzB,IAAI,KAAK,CAAC,IAAI,IAAI,KAAK,IAAI,KAAK,CAAC,IAAI,IAAI,SAAS,CAAC,WAAW,EAAE;gBAC9D,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;gBAC/C,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,SAAS,CAAC,WAAW,EAAE,SAAS,CAAC,SAAS,CAAC,CAAC;aAC1E;iBAAM,IAAI,KAAK,CAAC,IAAI,IAAI,MAAM,IAAI,KAAK,CAAC,IAAI,IAAI,SAAS,CAAC,WAAW,EAAE;gBACtE,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;gBAC/C,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,SAAS,CAAC,WAAW,EAAE,SAAS,CAAC,SAAS,CAAC,CAAC;aAC1E;YAED,OAAO;SACR;IACH,CAAC;IAEO,oBAAoB,CAAC,KAAY,EAAE,KAAY;QACrD,IAAI,KAAK,CAAC,SAAS,IAAI,KAAK,CAAC,SAAS,EAAE;YACtC,OAAO;SACR;QAED,IAAI,KAAK,CAAC,IAAI,IAAI,QAAQ,EAAE;YAC1B,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;YAC/C,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,SAAS,CAAC,CAAC;YAE1D,OAAO;SACR;QAED,IAAI,KAAK,CAAC,IAAI,IAAI,OAAO,EAAE;YACzB,IAAI,KAAK,CAAC,IAAI,IAAI,KAAK,IAAI,KAAK,CAAC,IAAI,GAAG,KAAK,CAAC,IAAI,EAAE;gBAClD,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;gBAC/C,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,SAAS,CAAC,CAAC;aAC3D;iBAAM,IAAI,KAAK,CAAC,IAAI,IAAI,MAAM,IAAI,KAAK,CAAC,IAAI,GAAG,KAAK,CAAC,IAAI,EAAE;gBAC1D,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;gBAC/C,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,SAAS,CAAC,CAAC;aAC3D;YAED,OAAO;SACR;IACH,CAAC;IAEO,SAAS,CAAC,UAA8B;QAC9C,IAAI,OAAO,GAAG,IAAI,CAAC,OAAO,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;QAClD,IAAI,CAAC,OAAO,EAAE;YACZ,OAAO,GAAG,IAAI,4BAAG,EAAS,CAAC;YAE3B,IAAI,CAAC,OAAO,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,GAAG,OAAO,CAAC;SAC/C;QAED,OAAO,OAAO,CAAC;IACjB,CAAC;IAED,IAAI,CAAC,KAAY;QACf,MAAM,OAAO,GAAG,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;QAEjD,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE;YACvB,MAAM,IAAI,KAAK,CAAC,eAAe,CAAC,CAAC;SAClC;QAED,IAAI,CAAC,aAAa,CAAC,KAAK,CAAC,CAAC;IAC5B,CAAC;IAED,MAAM,CAAC,KAAY;QACjB,MAAM,OAAO,GAAG,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC;QAEjD,IAAI,CAAC,OAAO,CAAC,MAAM,CAAC,KAAK,CAAC,EAAE;YAC1B,MAAM,IAAI,KAAK,CAAC,eAAe,CAAC,CAAC;SAClC;QAED,IAAI,CAAC,eAAe,CAAC,KAAK,CAAC,CAAC;IAC9B,CAAC;CACF;AAlHD,wCAkHC"}

package/dist/adapter/paper/simulator/paper-spot-simulator.d.ts

@@ -1,13 +0,0 @@
-import { Order } from '../../../domain';
-import { timestamp } from '../../../shared';
-import { PaperAdapter } from '..';
-import { PaperSimulator } from './paper-simulator';
-export declare class PaperSpotSimulator extends PaperSimulator {
-    readonly adapter: PaperAdapter;
-    constructor(adapter: PaperAdapter);
-    onOrderOpened(order: Order): void;
-    onOrderCompleted(order: Order, averageExecutionRate: number, timestamp: timestamp): void;
-    onOrderCanceled(order: Order): void;
-    private caluclateFreezAllocation;
-    private caluclateUnfreezAllocation;
-}

package/dist/adapter/paper/simulator/paper-spot-simulator.js

@@ -1,81 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.PaperSpotSimulator = void 0;
-const store_1 = require("../../../store");
-const paper_simulator_1 = require("./paper-simulator");
-class PaperSpotSimulator extends paper_simulator_1.PaperSimulator {
-    constructor(adapter) {
-        super(adapter);
-        this.adapter = adapter;
-    }
-    onOrderOpened(order) {
-        const timestamp = this.adapter.timestamp();
-        this.adapter.store.dispatch(...this.caluclateFreezAllocation(order, timestamp), new store_1.OrderNewEvent(order, timestamp));
-        this.adapter.store.dispatch(new store_1.OrderPendingEvent(order.id, timestamp));
-    }
-    onOrderCompleted(order, averageExecutionRate, timestamp) {
-        const instrument = this.adapter.store.snapshot.universe.instrument[order.instrument.toString()];
-        const transacted = {
-            base: 0,
-            quote: 0
-        };
-        switch (order.side) {
-            case 'BUY':
-                transacted.base += instrument.base.floor(instrument.commission.applyMakerFee(order.quantity));
-                transacted.quote -= instrument.quote.floor(averageExecutionRate * order.quantity);
-                break;
-            case 'SELL':
-                transacted.base -= instrument.base.floor(order.quantity);
-                transacted.quote += instrument.quote.floor(instrument.commission.applyMakerFee(averageExecutionRate * order.quantity));
-                break;
-        }
-        this.adapter.store.dispatch(...this.caluclateUnfreezAllocation(order, timestamp), new store_1.OrderFilledEvent(order.id, averageExecutionRate, timestamp), new store_1.BalanceTransactEvent(instrument.base, transacted.base, timestamp), new store_1.BalanceTransactEvent(instrument.quote, transacted.quote, timestamp));
-    }
-    onOrderCanceled(order) {
-        const timestamp = this.adapter.timestamp();
-        this.adapter.store.dispatch(new store_1.OrderCancelingEvent(order.id, timestamp));
-        this.adapter.store.dispatch(...this.caluclateUnfreezAllocation(order, timestamp), new store_1.OrderCanceledEvent(order.id, timestamp));
-    }
-    caluclateFreezAllocation(order, timestamp) {
-        const snapshot = this.adapter.store.snapshot;
-        const quote = snapshot.balance[order.instrument.quote.toString()];
-        switch (order.side) {
-            case 'BUY':
-                switch (order.type) {
-                    case 'MARKET':
-                        return [new store_1.BalanceFreezEvent(order.instrument.quote, quote.free, timestamp)];
-                    case 'LIMIT':
-                        return [
-                            new store_1.BalanceFreezEvent(order.instrument.quote, quote.asset.ceil(order.rate * order.quantity), timestamp)
-                        ];
-                }
-                break;
-            case 'SELL':
-                return [new store_1.BalanceFreezEvent(order.instrument.base, order.quantity, timestamp)];
-        }
-    }
-    caluclateUnfreezAllocation(order, timestamp) {
-        const snapshot = this.adapter.store.snapshot;
-        const quote = snapshot.balance[order.instrument.quote.toString()];
-        switch (order.side) {
-            case 'BUY':
-                switch (order.type) {
-                    case 'MARKET':
-                        return [
-                            new store_1.BalanceUnfreezEvent(order.instrument.quote, quote.locked, timestamp)
-                        ];
-                    case 'LIMIT':
-                        return [
-                            new store_1.BalanceUnfreezEvent(order.instrument.quote, quote.asset.ceil(order.rate * order.quantity), timestamp)
-                        ];
-                }
-                break;
-            case 'SELL':
-                return [
-                    new store_1.BalanceUnfreezEvent(order.instrument.base, order.quantity, timestamp)
-                ];
-        }
-    }
-}
-exports.PaperSpotSimulator = PaperSpotSimulator;
-//# sourceMappingURL=paper-spot-simulator.js.map

package/dist/adapter/paper/simulator/paper-spot-simulator.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"paper-spot-simulator.js","sourceRoot":"","sources":["../../../../src/adapter/paper/simulator/paper-spot-simulator.ts"],"names":[],"mappings":";;;AAEA,0CASwB;AAExB,uDAAmD;AAEnD,MAAa,kBAAmB,SAAQ,gCAAc;IACpD,YAAqB,OAAqB;QACxC,KAAK,CAAC,OAAO,CAAC,CAAC;QADI,YAAO,GAAP,OAAO,CAAc;IAE1C,CAAC;IAED,aAAa,CAAC,KAAY;QACxB,MAAM,SAAS,GAAG,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,CAAC;QAE3C,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CACzB,GAAG,IAAI,CAAC,wBAAwB,CAAC,KAAK,EAAE,SAAS,CAAC,EAClD,IAAI,qBAAa,CAAC,KAAK,EAAE,SAAS,CAAC,CACpC,CAAC;QACF,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,yBAAiB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC,CAAC;IAC1E,CAAC;IAED,gBAAgB,CAAC,KAAY,EAAE,oBAA4B,EAAE,SAAoB;QAC/E,MAAM,UAAU,GACd,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;QAC/E,MAAM,UAAU,GAAG;YACjB,IAAI,EAAE,CAAC;YACP,KAAK,EAAE,CAAC;SACT,CAAC;QAEF,QAAQ,KAAK,CAAC,IAAI,EAAE;YAClB,KAAK,KAAK;gBACR,UAAU,CAAC,IAAI,IAAI,UAAU,CAAC,IAAI,CAAC,KAAK,CACtC,UAAU,CAAC,UAAU,CAAC,aAAa,CAAC,KAAK,CAAC,QAAQ,CAAC,CACpD,CAAC;gBACF,UAAU,CAAC,KAAK,IAAI,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,oBAAoB,GAAG,KAAK,CAAC,QAAQ,CAAC,CAAC;gBAClF,MAAM;YAER,KAAK,MAAM;gBACT,UAAU,CAAC,IAAI,IAAI,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;gBACzD,UAAU,CAAC,KAAK,IAAI,UAAU,CAAC,KAAK,CAAC,KAAK,CACxC,UAAU,CAAC,UAAU,CAAC,aAAa,CAAC,oBAAoB,GAAG,KAAK,CAAC,QAAQ,CAAC,CAC3E,CAAC;gBACF,MAAM;SACT;QAED,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CACzB,GAAG,IAAI,CAAC,0BAA0B,CAAC,KAAK,EAAE,SAAS,CAAC,EACpD,IAAI,wBAAgB,CAAC,KAAK,CAAC,EAAE,EAAE,oBAAoB,EAAE,SAAS,CAAC,EAC/D,IAAI,4BAAoB,CAAC,UAAU,CAAC,IAAI,EAAE,UAAU,CAAC,IAAI,EAAE,SAAS,CAAC,EACrE,IAAI,4BAAoB,CAAC,UAAU,CAAC,KAAK,EAAE,UAAU,CAAC,KAAK,EAAE,SAAS,CAAC,CACxE,CAAC;IACJ,CAAC;IAED,eAAe,CAAC,KAAY;QAC1B,MAAM,SAAS,GAAG,IAAI,CAAC,OAAO,CAAC,SAAS,EAAE,CAAC;QAE3C,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,2BAAmB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC,CAAC;QAC1E,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CACzB,GAAG,IAAI,CAAC,0BAA0B,CAAC,KAAK,EAAE,SAAS,CAAC,EACpD,IAAI,0BAAkB,CAAC,KAAK,CAAC,EAAE,EAAE,SAAS,CAAC,CAC5C,CAAC;IACJ,CAAC;IAEO,wBAAwB,CAC9B,KAAY,EACZ,SAAoB;QAEpB,MAAM,QAAQ,GAAG,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC;QAC7C,MAAM,KAAK,GAAG,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;QAElE,QAAQ,KAAK,CAAC,IAAI,EAAE;YAClB,KAAK,KAAK;gBACR,QAAQ,KAAK,CAAC,IAAI,EAAE;oBAClB,KAAK,QAAQ;wBACX,OAAO,CAAC,IAAI,yBAAiB,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,EAAE,KAAK,CAAC,IAAI,EAAE,SAAS,CAAC,CAAC,CAAC;oBAEhF,KAAK,OAAO;wBACV,OAAO;4BACL,IAAI,yBAAiB,CACnB,KAAK,CAAC,UAAU,CAAC,KAAK,EACtB,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,GAAG,KAAK,CAAC,QAAQ,CAAC,EAC7C,SAAS,CACV;yBACF,CAAC;iBACL;gBACD,MAAM;YAER,KAAK,MAAM;gBACT,OAAO,CAAC,IAAI,yBAAiB,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,EAAE,KAAK,CAAC,QAAQ,EAAE,SAAS,CAAC,CAAC,CAAC;SACpF;IACH,CAAC;IAEO,0BAA0B,CAChC,KAAY,EACZ,SAAoB;QAEpB,MAAM,QAAQ,GAAG,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC;QAC7C,MAAM,KAAK,GAAG,QAAQ,CAAC,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;QAElE,QAAQ,KAAK,CAAC,IAAI,EAAE;YAClB,KAAK,KAAK;gBACR,QAAQ,KAAK,CAAC,IAAI,EAAE;oBAClB,KAAK,QAAQ;wBACX,OAAO;4BACL,IAAI,2BAAmB,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,EAAE,KAAK,CAAC,MAAM,EAAE,SAAS,CAAC;yBACzE,CAAC;oBAEJ,KAAK,OAAO;wBACV,OAAO;4BACL,IAAI,2BAAmB,CACrB,KAAK,CAAC,UAAU,CAAC,KAAK,EACtB,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,GAAG,KAAK,CAAC,QAAQ,CAAC,EAC7C,SAAS,CACV;yBACF,CAAC;iBACL;gBACD,MAAM;YAER,KAAK,MAAM;gBACT,OAAO;oBACL,IAAI,2BAAmB,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,EAAE,KAAK,CAAC,QAAQ,EAAE,SAAS,CAAC;iBAC1E,CAAC;SACL;IACH,CAAC;CACF;AAtHD,gDAsHC"}

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

@@ -1,49 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const paper_adapter_1 = require("../paper-adapter");
-const domain_1 = require("./../../../domain");
-const store_1 = require("./../../../store");
-const adapter_1 = require("./../../adapter");
-const paper_spot_simulator_1 = require("./paper-spot-simulator");
-class DefaultAdapter extends adapter_1.Adapter {
-    constructor() {
-        super(...arguments);
-        this.name = 'default';
-    }
-    timestamp() {
-        return 0;
-    }
-    async awake(context) {
-        await super.awake(context);
-        context.dispatch(new store_1.InstrumentPatchEvent(context.timestamp, new domain_1.Asset('a', this.name, 8), new domain_1.Asset('b', this.name, 4), new domain_1.Commission(0.1, 0.1), 'a-b'));
-    }
-    createPaperSimulator(adapter) {
-        return new paper_spot_simulator_1.PaperSpotSimulator(adapter);
-    }
-}
-describe('paper spot simulator tests', () => {
-    const options = {
-        balance: {
-            ['default:a']: 1000,
-            ['default:b']: 200
-        }
-    };
-    test('should open an market order', async () => {
-        const store = new store_1.Store();
-        const adapter = new DefaultAdapter();
-        const order = domain_1.Order.buyMarket((0, domain_1.instrumentOf)('default:a-b'), 1);
-        store.dispatch(new store_1.InstrumentPatchEvent(0, new domain_1.Asset('a', 'default', 8), new domain_1.Asset('b', 'default', 4), (0, domain_1.commissionPercentOf)(0.1, 0.1), 'a-b'), new store_1.BalancePatchEvent((0, domain_1.assetOf)('default:a'), 1000, 0, 1));
-        store.dispatch(new store_1.BalancePatchEvent((0, domain_1.assetOf)('default:b'), 1000, 0, 1));
-        store.dispatch(new store_1.InstrumentSubscriptionEvent(1, (0, domain_1.instrumentOf)('default:a-b'), true));
-        const sut = new paper_spot_simulator_1.PaperSpotSimulator(new paper_adapter_1.PaperAdapter(adapter, store, options));
-        await sut.open(order);
-        expect(store.snapshot.order[order.id].state).toBe('PENDING');
-        store.dispatch(new store_1.TradePatchEvent((0, domain_1.instrumentOf)('default:a-b'), 5, 1, 2));
-        expect(store.snapshot.order[order.id].quantity).toBe(1);
-        expect(store.snapshot.order[order.id].averageExecutionRate).toBe(5);
-        expect(store.snapshot.order[order.id].state).toBe('FILLED');
-        expect(store.snapshot.balance['default:b'].free).toBe(995);
-        expect(store.snapshot.balance['default:a'].free).toBe(1000.999);
-    });
-});
-//# sourceMappingURL=paper-spot-simulator.spec.js.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"paper-spot-simulator.spec.js","sourceRoot":"","sources":["../../../../src/adapter/paper/simulator/paper-spot-simulator.spec.ts"],"names":[],"mappings":";;AAAA,oDAAgD;AAChD,8CAO2B;AAC3B,4CAM0B;AAC1B,6CAA0D;AAE1D,iEAA4D;AAE5D,MAAM,cAAe,SAAQ,iBAAO;IAApC;;QACE,SAAI,GAAG,SAAS,CAAC;IAuBnB,CAAC;IArBC,SAAS;QACP,OAAO,CAAC,CAAC;IACX,CAAC;IAED,KAAK,CAAC,KAAK,CAAC,OAAuB;QACjC,MAAM,KAAK,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;QAE3B,OAAO,CAAC,QAAQ,CACd,IAAI,4BAAoB,CACtB,OAAO,CAAC,SAAS,EACjB,IAAI,cAAK,CAAC,GAAG,EAAE,IAAI,CAAC,IAAI,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,GAAG,EAAE,IAAI,CAAC,IAAI,EAAE,CAAC,CAAC,EAC5B,IAAI,mBAAU,CAAC,GAAG,EAAE,GAAG,CAAC,EACxB,KAAK,CACN,CACF,CAAC;IACJ,CAAC;IAED,oBAAoB,CAAC,OAAqB;QACxC,OAAO,IAAI,yCAAkB,CAAC,OAAO,CAAC,CAAC;IACzC,CAAC;CACF;AAED,QAAQ,CAAC,4BAA4B,EAAE,GAAG,EAAE;IAC1C,MAAM,OAAO,GAAG;QACd,OAAO,EAAE;YACP,CAAC,WAAW,CAAC,EAAE,IAAI;YACnB,CAAC,WAAW,CAAC,EAAE,GAAG;SACnB;KACF,CAAC;IAEF,IAAI,CAAC,6BAA6B,EAAE,KAAK,IAAI,EAAE;QAC7C,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,OAAO,GAAG,IAAI,cAAc,EAAE,CAAC;QACrC,MAAM,KAAK,GAAG,cAAK,CAAC,SAAS,CAAC,IAAA,qBAAY,EAAC,aAAa,CAAC,EAAE,CAAC,CAAC,CAAC;QAE9D,KAAK,CAAC,QAAQ,CACZ,IAAI,4BAAoB,CACtB,CAAC,EACD,IAAI,cAAK,CAAC,GAAG,EAAE,SAAS,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,GAAG,EAAE,SAAS,EAAE,CAAC,CAAC,EAC5B,IAAA,4BAAmB,EAAC,GAAG,EAAE,GAAG,CAAC,EAC7B,KAAK,CACN,EACD,IAAI,yBAAiB,CAAC,IAAA,gBAAO,EAAC,WAAW,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CACxD,CAAC;QACF,KAAK,CAAC,QAAQ,CAAC,IAAI,yBAAiB,CAAC,IAAA,gBAAO,EAAC,WAAW,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACxE,KAAK,CAAC,QAAQ,CAAC,IAAI,mCAA2B,CAAC,CAAC,EAAE,IAAA,qBAAY,EAAC,aAAa,CAAC,EAAE,IAAI,CAAC,CAAC,CAAC;QAEtF,MAAM,GAAG,GAAG,IAAI,yCAAkB,CAAC,IAAI,4BAAY,CAAC,OAAO,EAAE,KAAK,EAAE,OAAO,CAAC,CAAC,CAAC;QAE9E,MAAM,GAAG,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QAEtB,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;QAE7D,KAAK,CAAC,QAAQ,CAAC,IAAI,uBAAe,CAAC,IAAA,qBAAY,EAAC,aAAa,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QAE1E,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QACxD,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,oBAAoB,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QACpE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;QAC5D,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;QAC3D,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;IAClE,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/statement.d.ts

@@ -1,4 +0,0 @@
-import { InstrumentSelector, Session } from '.';
-export declare function period(): (session: Session) => import("rxjs").Observable<import("./component").Component>;
-export declare function benchmark(instrument: InstrumentSelector): (session: Session) => import("rxjs").Observable<void>;
-export declare function equity(instrument: InstrumentSelector): (session: Session) => import("rxjs").Observable<number>;

package/dist/domain/statement.js

@@ -1,87 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.equity = exports.benchmark = exports.period = void 0;
-const rxjs_1 = require("rxjs");
-const indicator_1 = require("../indicator");
-const shared_1 = require("../shared");
-function period() {
-    return (session) => {
-        const period = session.useStatement('period');
-        return session.store.changes$.pipe((0, rxjs_1.finalize)(() => (period.to = new Date(session.timestamp).toISOString())), (0, rxjs_1.take)(1), (0, rxjs_1.tap)(it => (period.from = new Date(it.timestamp).toISOString())));
-    };
-}
-exports.period = period;
-function benchmark(instrument) {
-    return (session) => {
-        const statement = session.useStatement('benchmark');
-        let balance, entry, exit;
-        let dd = 0;
-        return (0, rxjs_1.combineLatest)([
-            session.orderbook(instrument),
-            session.balance(instrument.quote),
-            session.orderbook(instrument).pipe((0, indicator_1.drawdown)(it => it.midRate), (0, rxjs_1.tap)(it => (dd = it)))
-        ]).pipe((0, rxjs_1.map)(([orderbook, quote]) => {
-            const price = orderbook.midRate;
-            if (!balance) {
-                balance = quote.total;
-            }
-            if (!entry) {
-                entry = price;
-            }
-            exit = price;
-        }), (0, rxjs_1.finalize)(() => {
-            const pnl = exit / entry - 1;
-            statement.benchmark_entry = entry;
-            statement.benchmark_exit = exit;
-            statement.benchmark_pnl = (0, shared_1.floor)(balance * pnl, (0, shared_1.precision)(entry));
-            statement.benchmark_pnl_pp = (0, shared_1.floor)(pnl * 100, 2);
-            statement.benchmark_drawdown_pp = (0, shared_1.floor)(dd * 100, 2);
-        }));
-    };
-}
-exports.benchmark = benchmark;
-function equity(instrument) {
-    return (session) => {
-        const statement = session.useStatement('benchmark');
-        let balance, min, max;
-        let dd = 0;
-        let equity = 0;
-        return (0, rxjs_1.combineLatest)([
-            session.orderbook(instrument),
-            session.balance(instrument.base),
-            session.balance(instrument.quote),
-            session.positions(instrument)
-        ]).pipe((0, rxjs_1.tap)(([, , quote]) => {
-            if (!balance) {
-                balance = quote.total;
-            }
-        }), (0, rxjs_1.map)(([orderbook, base, quote, positions]) => orderbook.instrument.quote.fixed(quote.total +
-            base.total * orderbook.bestBidRate +
-            positions.reduce((agg, position) => agg + position.calculatePnL(orderbook.bestBidRate), 0))), (0, rxjs_1.tap)(it => {
-            if (!min) {
-                min = it;
-            }
-            else {
-                min = Math.min(min, it);
-            }
-            if (!max) {
-                max = it;
-            }
-            else {
-                max = Math.max(max, it);
-            }
-            equity = it;
-        }), (0, indicator_1.drawdown)(it => it), (0, rxjs_1.tap)(it => (dd = it)), (0, rxjs_1.finalize)(() => {
-            const pnl = equity / balance - 1;
-            const scale = (0, shared_1.precision)(equity);
-            statement.equity = equity;
-            statement.equity_min = min;
-            statement.equity_max = max;
-            statement.equity_pnl = (0, shared_1.floor)(balance * pnl, scale);
-            statement.equity_pnl_pp = (0, shared_1.floor)(pnl * 100, 2);
-            statement.equity_drawdown_pp = (0, shared_1.floor)(dd * 100, 2);
-        }));
-    };
-}
-exports.equity = equity;
-//# sourceMappingURL=statement.js.map

package/dist/domain/statement.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"statement.js","sourceRoot":"","sources":["../../src/domain/statement.ts"],"names":[],"mappings":";;;AAAA,+BAA+D;AAE/D,4CAAwC;AACxC,sCAA6C;AAG7C,SAAgB,MAAM;IACpB,OAAO,CAAC,OAAgB,EAAE,EAAE;QAC1B,MAAM,MAAM,GAAG,OAAO,CAAC,YAAY,CAAC,QAAQ,CAAC,CAAC;QAE9C,OAAO,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAChC,IAAA,eAAQ,EAAC,GAAG,EAAE,CAAC,CAAC,MAAM,CAAC,EAAE,GAAG,IAAI,IAAI,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,WAAW,EAAE,CAAC,CAAC,EACvE,IAAA,WAAI,EAAC,CAAC,CAAC,EACP,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,CAAC,MAAM,CAAC,IAAI,GAAG,IAAI,IAAI,CAAC,EAAE,CAAC,SAAS,CAAC,CAAC,WAAW,EAAE,CAAC,CAAC,CAChE,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAVD,wBAUC;AAED,SAAgB,SAAS,CAAC,UAA8B;IACtD,OAAO,CAAC,OAAgB,EAAE,EAAE;QAC1B,MAAM,SAAS,GAAG,OAAO,CAAC,YAAY,CAAC,WAAW,CAAC,CAAC;QAEpD,IAAI,OAAe,EAAE,KAAa,EAAE,IAAY,CAAC;QACjD,IAAI,EAAE,GAAG,CAAC,CAAC;QAEX,OAAO,IAAA,oBAAa,EAAC;YACnB,OAAO,CAAC,SAAS,CAAC,UAAU,CAAC;YAC7B,OAAO,CAAC,OAAO,CAAC,UAAU,CAAC,KAAK,CAAC;YACjC,OAAO,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC,IAAI,CAChC,IAAA,oBAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,OAAO,CAAC,EAC1B,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,CAAC,EAAE,GAAG,EAAE,CAAC,CAAC,CACrB;SACF,CAAC,CAAC,IAAI,CACL,IAAA,UAAG,EAAC,CAAC,CAAC,SAAS,EAAE,KAAK,CAAC,EAAE,EAAE;YACzB,MAAM,KAAK,GAAG,SAAS,CAAC,OAAO,CAAC;YAEhC,IAAI,CAAC,OAAO,EAAE;gBACZ,OAAO,GAAG,KAAK,CAAC,KAAK,CAAC;aACvB;YAED,IAAI,CAAC,KAAK,EAAE;gBACV,KAAK,GAAG,KAAK,CAAC;aACf;YAED,IAAI,GAAG,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,eAAQ,EAAC,GAAG,EAAE;YACZ,MAAM,GAAG,GAAG,IAAI,GAAG,KAAK,GAAG,CAAC,CAAC;YAE7B,SAAS,CAAC,eAAe,GAAG,KAAK,CAAC;YAClC,SAAS,CAAC,cAAc,GAAG,IAAI,CAAC;YAChC,SAAS,CAAC,aAAa,GAAG,IAAA,cAAK,EAAC,OAAO,GAAG,GAAG,EAAE,IAAA,kBAAS,EAAC,KAAK,CAAC,CAAC,CAAC;YACjE,SAAS,CAAC,gBAAgB,GAAG,IAAA,cAAK,EAAC,GAAG,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;YACjD,SAAS,CAAC,qBAAqB,GAAG,IAAA,cAAK,EAAC,EAAE,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;QACvD,CAAC,CAAC,CACH,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAvCD,8BAuCC;AAED,SAAgB,MAAM,CAAC,UAA8B;IACnD,OAAO,CAAC,OAAgB,EAAE,EAAE;QAC1B,MAAM,SAAS,GAAG,OAAO,CAAC,YAAY,CAAC,WAAW,CAAC,CAAC;QAEpD,IAAI,OAAe,EAAE,GAAW,EAAE,GAAW,CAAC;QAC9C,IAAI,EAAE,GAAG,CAAC,CAAC;QACX,IAAI,MAAM,GAAG,CAAC,CAAC;QAEf,OAAO,IAAA,oBAAa,EAAC;YACnB,OAAO,CAAC,SAAS,CAAC,UAAU,CAAC;YAC7B,OAAO,CAAC,OAAO,CAAC,UAAU,CAAC,IAAI,CAAC;YAChC,OAAO,CAAC,OAAO,CAAC,UAAU,CAAC,KAAK,CAAC;YACjC,OAAO,CAAC,SAAS,CAAC,UAAU,CAAC;SAC9B,CAAC,CAAC,IAAI,CACL,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,AAAD,EAAG,KAAK,CAAC,EAAE,EAAE;YAClB,IAAI,CAAC,OAAO,EAAE;gBACZ,OAAO,GAAG,KAAK,CAAC,KAAK,CAAC;aACvB;QACH,CAAC,CAAC,EACF,IAAA,UAAG,EAAC,CAAC,CAAC,SAAS,EAAE,IAAI,EAAE,KAAK,EAAE,SAAS,CAAC,EAAE,EAAE,CAC1C,SAAS,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAC9B,KAAK,CAAC,KAAK;YACT,IAAI,CAAC,KAAK,GAAG,SAAS,CAAC,WAAW;YAClC,SAAS,CAAC,MAAM,CACd,CAAC,GAAG,EAAE,QAAQ,EAAE,EAAE,CAAC,GAAG,GAAG,QAAQ,CAAC,YAAY,CAAC,SAAS,CAAC,WAAW,CAAC,EACrE,CAAC,CACF,CACJ,CACF,EACD,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;YACP,IAAI,CAAC,GAAG,EAAE;gBACR,GAAG,GAAG,EAAE,CAAC;aACV;iBAAM;gBACL,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC;aACzB;YAED,IAAI,CAAC,GAAG,EAAE;gBACR,GAAG,GAAG,EAAE,CAAC;aACV;iBAAM;gBACL,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC;aACzB;YAED,MAAM,GAAG,EAAE,CAAC;QACd,CAAC,CAAC,EACF,IAAA,oBAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAClB,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,CAAC,EAAE,GAAG,EAAE,CAAC,CAAC,EACpB,IAAA,eAAQ,EAAC,GAAG,EAAE;YACZ,MAAM,GAAG,GAAG,MAAM,GAAG,OAAO,GAAG,CAAC,CAAC;YACjC,MAAM,KAAK,GAAG,IAAA,kBAAS,EAAC,MAAM,CAAC,CAAC;YAEhC,SAAS,CAAC,MAAM,GAAG,MAAM,CAAC;YAC1B,SAAS,CAAC,UAAU,GAAG,GAAG,CAAC;YAC3B,SAAS,CAAC,UAAU,GAAG,GAAG,CAAC;YAC3B,SAAS,CAAC,UAAU,GAAG,IAAA,cAAK,EAAC,OAAO,GAAG,GAAG,EAAE,KAAK,CAAC,CAAC;YACnD,SAAS,CAAC,aAAa,GAAG,IAAA,cAAK,EAAC,GAAG,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;YAC9C,SAAS,CAAC,kBAAkB,GAAG,IAAA,cAAK,EAAC,EAAE,GAAG,GAAG,EAAE,CAAC,CAAC,CAAC;QACpD,CAAC,CAAC,CACH,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA3DD,wBA2DC"}

package/dist/shared/policy.spec.js

@@ -1,22 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const policy_1 = require("./policy");
-describe('cache policy tests', () => {
-    test('string as key cache', async () => {
-        let counter = 0;
-        const request = async () => ++counter;
-        expect(await (0, policy_1.cache)('abc', request)).toBe(1);
-        expect(await (0, policy_1.cache)('abc', request)).toBe(1);
-        expect(await (0, policy_1.cache)('abc', () => request())).toBe(1);
-        expect(await (0, policy_1.cache)('abc', () => request())).toBe(1);
-    });
-    test('object as key cache', async () => {
-        let counter = 0;
-        const request = async () => ++counter;
-        expect(await (0, policy_1.cache)({ from: 1, to: 2, content: 'abc' }, request)).toBe(1);
-        expect(await (0, policy_1.cache)({ from: 1, to: 2, content: 'abc' }, request)).toBe(1);
-        expect(await (0, policy_1.cache)({ from: 1, to: 2, content: 'abc' }, () => request())).toBe(1);
-        expect(await (0, policy_1.cache)({ from: 1, to: 2, content: 'abc' }, () => request())).toBe(1);
-    });
-});
-//# sourceMappingURL=policy.spec.js.map

package/dist/shared/policy.spec.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"policy.spec.js","sourceRoot":"","sources":["../../src/shared/policy.spec.ts"],"names":[],"mappings":";;AAAA,qCAAiC;AAEjC,QAAQ,CAAC,oBAAoB,EAAE,GAAG,EAAE;IAClC,IAAI,CAAC,qBAAqB,EAAE,KAAK,IAAI,EAAE;QACrC,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,MAAM,OAAO,GAAG,KAAK,IAAI,EAAE,CAAC,EAAE,OAAO,CAAC;QAEtC,MAAM,CAAC,MAAM,IAAA,cAAK,EAAC,KAAK,EAAE,OAAO,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QAC5C,MAAM,CAAC,MAAM,IAAA,cAAK,EAAC,KAAK,EAAE,OAAO,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QAC5C,MAAM,CAAC,MAAM,IAAA,cAAK,EAAC,KAAK,EAAE,GAAG,EAAE,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QACpD,MAAM,CAAC,MAAM,IAAA,cAAK,EAAC,KAAK,EAAE,GAAG,EAAE,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IACtD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qBAAqB,EAAE,KAAK,IAAI,EAAE;QACrC,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,MAAM,OAAO,GAAG,KAAK,IAAI,EAAE,CAAC,EAAE,OAAO,CAAC;QAEtC,MAAM,CAAC,MAAM,IAAA,cAAK,EAAC,EAAE,IAAI,EAAE,CAAC,EAAE,EAAE,EAAE,CAAC,EAAE,OAAO,EAAE,KAAK,EAAE,EAAE,OAAO,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QACzE,MAAM,CAAC,MAAM,IAAA,cAAK,EAAC,EAAE,IAAI,EAAE,CAAC,EAAE,EAAE,EAAE,CAAC,EAAE,OAAO,EAAE,KAAK,EAAE,EAAE,OAAO,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QACzE,MAAM,CAAC,MAAM,IAAA,cAAK,EAAC,EAAE,IAAI,EAAE,CAAC,EAAE,EAAE,EAAE,CAAC,EAAE,OAAO,EAAE,KAAK,EAAE,EAAE,GAAG,EAAE,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QACjF,MAAM,CAAC,MAAM,IAAA,cAAK,EAAC,EAAE,IAAI,EAAE,CAAC,EAAE,EAAE,EAAE,CAAC,EAAE,OAAO,EAAE,KAAK,EAAE,EAAE,GAAG,EAAE,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IACnF,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/shared/topic.d.ts

@@ -1,14 +0,0 @@
-import 'reflect-metadata';
-export declare class Topic<T extends {
-    type: string;
-} = {
-    type: string;
-}, C = any> {
-    private readonly handler;
-    constructor();
-    register(target: any): void;
-    dispatch(event: T, context: C): any;
-    onUnknownEvent(event: T, context: C): void;
-}
-export declare function handler(event: any): (target: any, key: string) => void;
-export declare const event: (target: any) => void;

package/dist/shared/topic.js

@@ -1,40 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.event = exports.handler = exports.Topic = void 0;
-require("reflect-metadata");
-class Topic {
-    constructor() {
-        this.handler = {};
-        this.register(this);
-    }
-    register(target) {
-        for (const key of Reflect.getMetadataKeys(target.constructor.prototype)) {
-            if (!key.startsWith('event:')) {
-                continue;
-            }
-            this.handler[key] = Reflect.getMetadata(key, target.constructor.prototype);
-        }
-    }
-    dispatch(event, context) {
-        const handler = this.handler['event:' + event.type];
-        return handler
-            ? handler.call(this, event, context)
-            : this.onUnknownEvent(event, context);
-    }
-    onUnknownEvent(event, context) {
-        throw new Error(`No handler for event ${event.type}`);
-    }
-}
-exports.Topic = Topic;
-function handler(event) {
-    return function (target, key) {
-        const type = Reflect.getMetadata('event:type', event.prototype);
-        Reflect.defineMetadata('event:' + type, target[key], target);
-    };
-}
-exports.handler = handler;
-const event = (target) => {
-    Reflect.defineMetadata('event:type', new target().type, target.prototype);
-};
-exports.event = event;
-//# sourceMappingURL=topic.js.map

package/dist/shared/topic.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"topic.js","sourceRoot":"","sources":["../../src/shared/topic.ts"],"names":[],"mappings":";;;AAAA,4BAA0B;AAE1B,MAAa,KAAK;IAGhB;QAFiB,YAAO,GAA6B,EAAE,CAAC;QAGtD,IAAI,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC;IACtB,CAAC;IAED,QAAQ,CAAC,MAAW;QAClB,KAAK,MAAM,GAAG,IAAI,OAAO,CAAC,eAAe,CAAC,MAAM,CAAC,WAAW,CAAC,SAAS,CAAC,EAAE;YACvE,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,QAAQ,CAAC,EAAE;gBAC7B,SAAS;aACV;YAED,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,GAAG,OAAO,CAAC,WAAW,CAAC,GAAG,EAAE,MAAM,CAAC,WAAW,CAAC,SAAS,CAAC,CAAC;SAC5E;IACH,CAAC;IAED,QAAQ,CAAC,KAAQ,EAAE,OAAU;QAC3B,MAAM,OAAO,GAAG,IAAI,CAAC,OAAO,CAAC,QAAQ,GAAG,KAAK,CAAC,IAAI,CAAC,CAAC;QAEpD,OAAO,OAAO;YACZ,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,EAAE,KAAK,EAAE,OAAO,CAAC;YACpC,CAAC,CAAC,IAAI,CAAC,cAAc,CAAC,KAAK,EAAE,OAAO,CAAC,CAAC;IAC1C,CAAC;IAED,cAAc,CAAC,KAAQ,EAAE,OAAU;QACjC,MAAM,IAAI,KAAK,CAAC,wBAAwB,KAAK,CAAC,IAAI,EAAE,CAAC,CAAC;IACxD,CAAC;CACF;AA5BD,sBA4BC;AAED,SAAgB,OAAO,CAAC,KAAU;IAChC,OAAO,UAAU,MAAW,EAAE,GAAW;QACvC,MAAM,IAAI,GAAG,OAAO,CAAC,WAAW,CAAC,YAAY,EAAE,KAAK,CAAC,SAAS,CAAC,CAAC;QAEhE,OAAO,CAAC,cAAc,CAAC,QAAQ,GAAG,IAAI,EAAE,MAAM,CAAC,GAAG,CAAC,EAAE,MAAM,CAAC,CAAC;IAC/D,CAAC,CAAC;AACJ,CAAC;AAND,0BAMC;AAEM,MAAM,KAAK,GAAG,CAAC,MAAW,EAAE,EAAE;IACnC,OAAO,CAAC,cAAc,CAAC,YAAY,EAAE,IAAI,MAAM,EAAE,CAAC,IAAI,EAAE,MAAM,CAAC,SAAS,CAAC,CAAC;AAC5E,CAAC,CAAC;AAFW,QAAA,KAAK,SAEhB"}

package/dist/shared/topic.spec.js

@@ -1,43 +0,0 @@
-"use strict";
-var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
-    var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
-    if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
-    else for (var i = decorators.length - 1; i >= 0; i--) if (d = decorators[i]) r = (c < 3 ? d(r) : c > 3 ? d(target, key, r) : d(target, key)) || r;
-    return c > 3 && r && Object.defineProperty(target, key, r), r;
-};
-var __metadata = (this && this.__metadata) || function (k, v) {
-    if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-const topic_1 = require("./topic");
-describe('topic tests', () => {
-    test('string as key cache', () => {
-        const context = {
-            counter: 1
-        };
-        let IncrementEvent = class IncrementEvent {
-            constructor() {
-                this.type = 'increment';
-            }
-        };
-        IncrementEvent = __decorate([
-            topic_1.event
-        ], IncrementEvent);
-        class MathematicBaseTopic extends topic_1.Topic {
-        }
-        class MathematicTopic extends MathematicBaseTopic {
-            increment(event, context) {
-                context.counter++;
-            }
-        }
-        __decorate([
-            (0, topic_1.handler)(IncrementEvent),
-            __metadata("design:type", Function),
-            __metadata("design:paramtypes", [IncrementEvent, Object]),
-            __metadata("design:returntype", void 0)
-        ], MathematicTopic.prototype, "increment", null);
-        new MathematicTopic().dispatch(new IncrementEvent(), context);
-        expect(context.counter).toBe(2);
-    });
-});
-//# sourceMappingURL=topic.spec.js.map

package/dist/shared/topic.spec.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"topic.spec.js","sourceRoot":"","sources":["../../src/shared/topic.spec.ts"],"names":[],"mappings":";;;;;;;;;;;AAAA,mCAAgD;AAEhD,QAAQ,CAAC,aAAa,EAAE,GAAG,EAAE;IAC3B,IAAI,CAAC,qBAAqB,EAAE,GAAG,EAAE;QAS/B,MAAM,OAAO,GAAY;YACvB,OAAO,EAAE,CAAC;SACX,CAAC;QAGF,IAAM,cAAc,GAApB,MAAM,cAAc;YAApB;gBACE,SAAI,GAAG,WAAW,CAAC;YACrB,CAAC;SAAA,CAAA;QAFK,cAAc;YADnB,aAAK;WACA,cAAc,CAEnB;QAED,MAAM,mBAAoB,SAAQ,aAAqB;SAAG;QAC1D,MAAM,eAAgB,SAAQ,mBAAmB;YAE/C,SAAS,CAAC,KAAqB,EAAE,OAAgB;gBAC/C,OAAO,CAAC,OAAO,EAAE,CAAC;YACpB,CAAC;SACF;QAHC;YADC,IAAA,eAAO,EAAC,cAAc,CAAC;;6CACP,cAAc;;wDAE9B;QAGH,IAAI,eAAe,EAAE,CAAC,QAAQ,CAAC,IAAI,cAAc,EAAE,EAAE,OAAO,CAAC,CAAC;QAE9D,MAAM,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IAClC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

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

@@ -1,8 +0,0 @@
-export * from './store-balance.event';
-export * from './store-candle.event';
-export * from './store-instrument.event';
-export * from './store-order.event';
-export * from './store-orderbook.event';
-export * from './store-position.event';
-export * from './store-trade.event';
-export * from './store.event';

package/dist/store/event/index.js

@@ -1,25 +0,0 @@
-"use strict";
-var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    var desc = Object.getOwnPropertyDescriptor(m, k);
-    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
-      desc = { enumerable: true, get: function() { return m[k]; } };
-    }
-    Object.defineProperty(o, k2, desc);
-}) : (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    o[k2] = m[k];
-}));
-var __exportStar = (this && this.__exportStar) || function(m, exports) {
-    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-__exportStar(require("./store-balance.event"), exports);
-__exportStar(require("./store-candle.event"), exports);
-__exportStar(require("./store-instrument.event"), exports);
-__exportStar(require("./store-order.event"), exports);
-__exportStar(require("./store-orderbook.event"), exports);
-__exportStar(require("./store-position.event"), exports);
-__exportStar(require("./store-trade.event"), exports);
-__exportStar(require("./store.event"), exports);
-//# sourceMappingURL=index.js.map