@quantform/core 0.5.14 → 0.5.15

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (408) hide show
  1. package/dist/adapter/adapter-aggregate.d.ts +4 -2
  2. package/dist/adapter/adapter-aggregate.js +16 -18
  3. package/dist/adapter/adapter-aggregate.js.map +1 -1
  4. package/dist/adapter/adapter.d.ts +20 -21
  5. package/dist/adapter/adapter.js +8 -43
  6. package/dist/adapter/adapter.js.map +1 -1
  7. package/dist/adapter/backtester/backtester-adapter.d.ts +9 -7
  8. package/dist/adapter/backtester/backtester-adapter.js +13 -12
  9. package/dist/adapter/backtester/backtester-adapter.js.map +1 -1
  10. package/dist/{tests → adapter/backtester}/backtester-adapter.spec.d.ts +0 -0
  11. package/dist/adapter/backtester/backtester-adapter.spec.js +82 -0
  12. package/dist/adapter/backtester/backtester-adapter.spec.js.map +1 -0
  13. package/dist/adapter/backtester/backtester-cursor.d.ts +3 -4
  14. package/dist/adapter/backtester/backtester-cursor.js +2 -1
  15. package/dist/adapter/backtester/backtester-cursor.js.map +1 -1
  16. package/dist/adapter/backtester/backtester-cursor.spec.js +17 -18
  17. package/dist/adapter/backtester/backtester-cursor.spec.js.map +1 -1
  18. package/dist/adapter/backtester/backtester-streamer.d.ts +4 -1
  19. package/dist/adapter/backtester/backtester-streamer.js +39 -18
  20. package/dist/adapter/backtester/backtester-streamer.js.map +1 -1
  21. package/dist/adapter/backtester/backtester-streamer.spec.js +13 -13
  22. package/dist/adapter/backtester/backtester-streamer.spec.js.map +1 -1
  23. package/dist/adapter/error.d.ts +2 -0
  24. package/dist/adapter/error.js +12 -0
  25. package/dist/adapter/error.js.map +1 -0
  26. package/dist/adapter/paper/engine/paper-engine.d.ts +11 -0
  27. package/dist/adapter/paper/engine/paper-engine.js +103 -0
  28. package/dist/adapter/paper/engine/paper-engine.js.map +1 -0
  29. package/dist/adapter/paper/{simulator/paper-spot-simulator.spec.d.ts → engine/paper-engine.spec.d.ts} +0 -0
  30. package/dist/adapter/paper/engine/paper-engine.spec.js +54 -0
  31. package/dist/adapter/paper/engine/paper-engine.spec.js.map +1 -0
  32. package/dist/adapter/paper/index.d.ts +1 -2
  33. package/dist/adapter/paper/index.js +1 -2
  34. package/dist/adapter/paper/index.js.map +1 -1
  35. package/dist/adapter/paper/paper-adapter.d.ts +7 -7
  36. package/dist/adapter/paper/paper-adapter.js +20 -18
  37. package/dist/adapter/paper/paper-adapter.js.map +1 -1
  38. package/dist/adapter/paper/paper-adapter.spec.js +35 -17
  39. package/dist/adapter/paper/paper-adapter.spec.js.map +1 -1
  40. package/dist/bootstrap.js +11 -10
  41. package/dist/bootstrap.js.map +1 -1
  42. package/dist/cli/pull.js +3 -1
  43. package/dist/cli/pull.js.map +1 -1
  44. package/dist/cli/test.js +5 -1
  45. package/dist/cli/test.js.map +1 -1
  46. package/dist/domain/asset.d.ts +6 -5
  47. package/dist/domain/asset.js +22 -16
  48. package/dist/domain/asset.js.map +1 -1
  49. package/dist/domain/asset.spec.js +32 -32
  50. package/dist/domain/asset.spec.js.map +1 -1
  51. package/dist/domain/balance.d.ts +7 -7
  52. package/dist/domain/balance.js +26 -21
  53. package/dist/domain/balance.js.map +1 -1
  54. package/dist/domain/balance.operator.d.ts +6 -0
  55. package/dist/domain/balance.operator.js +10 -0
  56. package/dist/domain/balance.operator.js.map +1 -0
  57. package/dist/{shared/policy.spec.d.ts → domain/balance.operator.spec.d.ts} +0 -0
  58. package/dist/domain/balance.operator.spec.js +23 -0
  59. package/dist/domain/balance.operator.spec.js.map +1 -0
  60. package/dist/domain/balance.spec.js +67 -7
  61. package/dist/domain/balance.spec.js.map +1 -1
  62. package/dist/domain/candle.d.ts +2 -17
  63. package/dist/domain/candle.js +3 -70
  64. package/dist/domain/candle.js.map +1 -1
  65. package/dist/domain/candle.operator.d.ts +9 -0
  66. package/dist/domain/candle.operator.js +64 -0
  67. package/dist/domain/candle.operator.js.map +1 -0
  68. package/dist/{shared/topic.spec.d.ts → domain/candle.operator.spec.d.ts} +0 -0
  69. package/dist/domain/candle.operator.spec.js +111 -0
  70. package/dist/domain/candle.operator.spec.js.map +1 -0
  71. package/dist/domain/candle.spec.js +11 -53
  72. package/dist/domain/candle.spec.js.map +1 -1
  73. package/dist/domain/commission.d.ts +4 -1
  74. package/dist/domain/commission.js +2 -2
  75. package/dist/domain/commission.js.map +1 -1
  76. package/dist/{store/event/store-balance.event.spec.d.ts → domain/commission.spec.d.ts} +0 -0
  77. package/dist/domain/commission.spec.js +30 -0
  78. package/dist/domain/commission.spec.js.map +1 -0
  79. package/dist/domain/component.d.ts +1 -0
  80. package/dist/domain/error.d.ts +5 -0
  81. package/dist/domain/error.js +24 -0
  82. package/dist/domain/error.js.map +1 -0
  83. package/dist/domain/index.d.ts +8 -1
  84. package/dist/domain/index.js +8 -1
  85. package/dist/domain/index.js.map +1 -1
  86. package/dist/domain/instrument.d.ts +3 -2
  87. package/dist/domain/instrument.js +17 -9
  88. package/dist/domain/instrument.js.map +1 -1
  89. package/dist/domain/instrument.operator.d.ts +6 -0
  90. package/dist/domain/instrument.operator.js +14 -0
  91. package/dist/domain/instrument.operator.js.map +1 -0
  92. package/dist/{store/event/store-candle.event.spec.d.ts → domain/instrument.operator.spec.d.ts} +0 -0
  93. package/dist/domain/instrument.operator.spec.js +24 -0
  94. package/dist/domain/instrument.operator.spec.js.map +1 -0
  95. package/dist/domain/instrument.spec.js +22 -30
  96. package/dist/domain/instrument.spec.js.map +1 -1
  97. package/dist/domain/order.d.ts +12 -14
  98. package/dist/domain/order.js +37 -26
  99. package/dist/domain/order.js.map +1 -1
  100. package/dist/domain/order.operator.d.ts +7 -0
  101. package/dist/domain/order.operator.js +14 -0
  102. package/dist/domain/order.operator.js.map +1 -0
  103. package/dist/{store/event/store-instrument.event.spec.d.ts → domain/order.operator.spec.d.ts} +0 -0
  104. package/dist/domain/order.operator.spec.js +64 -0
  105. package/dist/domain/order.operator.spec.js.map +1 -0
  106. package/dist/{store/event/store-order.event.spec.d.ts → domain/order.spec.d.ts} +0 -0
  107. package/dist/domain/order.spec.js +33 -0
  108. package/dist/domain/order.spec.js.map +1 -0
  109. package/dist/domain/orderbook.d.ts +1 -0
  110. package/dist/domain/orderbook.js +1 -0
  111. package/dist/domain/orderbook.js.map +1 -1
  112. package/dist/domain/orderbook.operator.d.ts +6 -0
  113. package/dist/domain/orderbook.operator.js +10 -0
  114. package/dist/domain/orderbook.operator.js.map +1 -0
  115. package/dist/{store/event/store-trade.event.spec.d.ts → domain/orderbook.operator.spec.d.ts} +0 -0
  116. package/dist/domain/orderbook.operator.spec.js +22 -0
  117. package/dist/domain/orderbook.operator.spec.js.map +1 -0
  118. package/dist/domain/orderbook.spec.d.ts +1 -0
  119. package/dist/domain/orderbook.spec.js +13 -0
  120. package/dist/domain/orderbook.spec.js.map +1 -0
  121. package/dist/domain/position.d.ts +6 -11
  122. package/dist/domain/position.js +9 -31
  123. package/dist/domain/position.js.map +1 -1
  124. package/dist/domain/position.operator.d.ts +10 -0
  125. package/dist/domain/position.operator.js +38 -0
  126. package/dist/domain/position.operator.js.map +1 -0
  127. package/dist/domain/position.operator.spec.d.ts +1 -0
  128. package/dist/domain/position.operator.spec.js +48 -0
  129. package/dist/domain/position.operator.spec.js.map +1 -0
  130. package/dist/domain/position.spec.js +21 -17
  131. package/dist/domain/position.spec.js.map +1 -1
  132. package/dist/domain/session.d.ts +15 -18
  133. package/dist/domain/session.js +21 -31
  134. package/dist/domain/session.js.map +1 -1
  135. package/dist/domain/session.spec.js +1 -1
  136. package/dist/domain/session.spec.js.map +1 -1
  137. package/dist/domain/trade.d.ts +1 -0
  138. package/dist/domain/trade.js +1 -0
  139. package/dist/domain/trade.js.map +1 -1
  140. package/dist/domain/trade.operator.d.ts +6 -0
  141. package/dist/domain/trade.operator.js +10 -0
  142. package/dist/domain/trade.operator.js.map +1 -0
  143. package/dist/domain/trade.operator.spec.d.ts +1 -0
  144. package/dist/domain/trade.operator.spec.js +24 -0
  145. package/dist/domain/trade.operator.spec.js.map +1 -0
  146. package/dist/domain/trade.spec.d.ts +1 -0
  147. package/dist/domain/trade.spec.js +13 -0
  148. package/dist/domain/trade.spec.js.map +1 -0
  149. package/dist/indicator/cross.spec.js +2 -2
  150. package/dist/indicator/cross.spec.js.map +1 -1
  151. package/dist/indicator/ema.spec.js +1 -1
  152. package/dist/indicator/ema.spec.js.map +1 -1
  153. package/dist/indicator/sma.spec.js +1 -1
  154. package/dist/indicator/sma.spec.js.map +1 -1
  155. package/dist/indicator/tma.spec.js +1 -1
  156. package/dist/indicator/tma.spec.js.map +1 -1
  157. package/dist/indicator/trailing.spec.js +2 -2
  158. package/dist/indicator/trailing.spec.js.map +1 -1
  159. package/dist/indicator/truerange.spec.js +1 -1
  160. package/dist/indicator/truerange.spec.js.map +1 -1
  161. package/dist/indicator/wma.spec.js +1 -1
  162. package/dist/indicator/wma.spec.js.map +1 -1
  163. package/dist/shared/collections.d.ts +10 -0
  164. package/dist/shared/collections.js +33 -0
  165. package/dist/shared/collections.js.map +1 -0
  166. package/dist/shared/datetime.d.ts +0 -1
  167. package/dist/shared/datetime.js +1 -12
  168. package/dist/shared/datetime.js.map +1 -1
  169. package/dist/shared/decimals.d.ts +1 -1
  170. package/dist/shared/decimals.js +4 -5
  171. package/dist/shared/decimals.js.map +1 -1
  172. package/dist/shared/decimals.spec.js +2 -1
  173. package/dist/shared/decimals.spec.js.map +1 -1
  174. package/dist/shared/index.d.ts +1 -1
  175. package/dist/shared/index.js +1 -1
  176. package/dist/shared/index.js.map +1 -1
  177. package/dist/shared/io.js.map +1 -1
  178. package/dist/shared/policy.d.ts +0 -1
  179. package/dist/shared/policy.js +1 -11
  180. package/dist/shared/policy.js.map +1 -1
  181. package/dist/storage/cache.js +1 -1
  182. package/dist/storage/cache.js.map +1 -1
  183. package/dist/storage/cache.spec.d.ts +1 -0
  184. package/dist/storage/cache.spec.js +18 -0
  185. package/dist/storage/cache.spec.js.map +1 -0
  186. package/dist/storage/feed.d.ts +3 -4
  187. package/dist/storage/feed.js +16 -6
  188. package/dist/storage/feed.js.map +1 -1
  189. package/dist/storage/storage.d.ts +2 -7
  190. package/dist/storage/storage.js +6 -11
  191. package/dist/storage/storage.js.map +1 -1
  192. package/dist/store/index.d.ts +8 -2
  193. package/dist/store/index.js +8 -2
  194. package/dist/store/index.js.map +1 -1
  195. package/dist/store/store-balance.event.d.ts +33 -0
  196. package/dist/store/store-balance.event.js +90 -0
  197. package/dist/store/store-balance.event.js.map +1 -0
  198. package/dist/store/store-balance.event.spec.d.ts +1 -0
  199. package/dist/store/{event/store-balance.event.spec.js → store-balance.event.spec.js} +7 -7
  200. package/dist/store/store-balance.event.spec.js.map +1 -0
  201. package/dist/store/{event/store-instrument.event.d.ts → store-instrument.event.d.ts} +5 -8
  202. package/dist/store/store-instrument.event.js +52 -0
  203. package/dist/store/store-instrument.event.js.map +1 -0
  204. package/dist/store/store-instrument.event.spec.d.ts +1 -0
  205. package/dist/store/store-instrument.event.spec.js +22 -0
  206. package/dist/store/store-instrument.event.spec.js.map +1 -0
  207. package/dist/store/store-order.event.d.ts +59 -0
  208. package/dist/store/store-order.event.js +181 -0
  209. package/dist/store/store-order.event.js.map +1 -0
  210. package/dist/store/store-order.event.spec.d.ts +1 -0
  211. package/dist/store/{event/store-order.event.spec.js → store-order.event.spec.js} +8 -8
  212. package/dist/store/store-order.event.spec.js.map +1 -0
  213. package/dist/store/{event/store-orderbook.event.d.ts → store-orderbook.event.d.ts} +4 -5
  214. package/dist/store/store-orderbook.event.js +42 -0
  215. package/dist/store/store-orderbook.event.js.map +1 -0
  216. package/dist/store/{event/store-position.event.d.ts → store-position.event.d.ts} +5 -7
  217. package/dist/store/store-position.event.js +77 -0
  218. package/dist/store/store-position.event.js.map +1 -0
  219. package/dist/store/store-state.d.ts +27 -0
  220. package/dist/store/store-state.js +29 -0
  221. package/dist/store/store-state.js.map +1 -0
  222. package/dist/store/{event/store-trade.event.d.ts → store-trade.event.d.ts} +4 -5
  223. package/dist/store/store-trade.event.js +25 -0
  224. package/dist/store/store-trade.event.js.map +1 -0
  225. package/dist/store/store-trade.event.spec.d.ts +1 -0
  226. package/dist/store/{event/store-trade.event.spec.js → store-trade.event.spec.js} +13 -13
  227. package/dist/store/store-trade.event.spec.js.map +1 -0
  228. package/dist/store/store.d.ts +4 -25
  229. package/dist/store/store.event.d.ts +6 -0
  230. package/dist/store/{event/store.event.js → store.event.js} +0 -0
  231. package/dist/store/store.event.js.map +1 -0
  232. package/dist/store/store.js +7 -195
  233. package/dist/store/store.js.map +1 -1
  234. package/dist/store/store.spec.d.ts +1 -0
  235. package/dist/store/store.spec.js +119 -0
  236. package/dist/store/store.spec.js.map +1 -0
  237. package/dist/tsconfig.tsbuildinfo +1 -1
  238. package/{jestconfig.unit.json → jestconfig.json} +1 -2
  239. package/package.json +2 -6
  240. package/src/adapter/adapter-aggregate.ts +27 -35
  241. package/src/adapter/adapter.ts +25 -54
  242. package/src/adapter/backtester/backtester-adapter.spec.ts +124 -0
  243. package/src/adapter/backtester/backtester-adapter.ts +28 -17
  244. package/src/adapter/backtester/backtester-cursor.spec.ts +18 -19
  245. package/src/adapter/backtester/backtester-cursor.ts +7 -7
  246. package/src/adapter/backtester/backtester-streamer.spec.ts +19 -19
  247. package/src/adapter/backtester/backtester-streamer.ts +50 -20
  248. package/src/adapter/error.ts +9 -0
  249. package/src/adapter/paper/engine/paper-engine.spec.ts +92 -0
  250. package/src/adapter/paper/engine/paper-engine.ts +135 -0
  251. package/src/adapter/paper/index.ts +1 -2
  252. package/src/adapter/paper/paper-adapter.spec.ts +55 -19
  253. package/src/adapter/paper/paper-adapter.ts +27 -24
  254. package/src/bootstrap.ts +26 -19
  255. package/src/cli/pull.ts +5 -1
  256. package/src/cli/test.ts +5 -2
  257. package/src/domain/asset.spec.ts +33 -29
  258. package/src/domain/asset.ts +27 -21
  259. package/src/domain/balance.operator.spec.ts +25 -0
  260. package/src/domain/balance.operator.ts +15 -0
  261. package/src/domain/balance.spec.ts +95 -7
  262. package/src/domain/balance.ts +35 -29
  263. package/src/domain/candle.operator.spec.ts +125 -0
  264. package/src/domain/candle.operator.ts +106 -0
  265. package/src/domain/candle.spec.ts +12 -68
  266. package/src/domain/candle.ts +2 -114
  267. package/src/domain/commission.spec.ts +33 -0
  268. package/src/domain/commission.ts +2 -2
  269. package/src/domain/component.ts +1 -0
  270. package/src/domain/error.ts +25 -0
  271. package/src/domain/index.ts +8 -1
  272. package/src/domain/instrument.operator.spec.ts +28 -0
  273. package/src/domain/instrument.operator.ts +25 -0
  274. package/src/domain/instrument.spec.ts +22 -30
  275. package/src/domain/instrument.ts +20 -11
  276. package/src/domain/order.operator.spec.ts +81 -0
  277. package/src/domain/order.operator.ts +23 -0
  278. package/src/domain/order.spec.ts +43 -0
  279. package/src/domain/order.ts +43 -46
  280. package/src/domain/orderbook.operator.spec.ts +28 -0
  281. package/src/domain/orderbook.operator.ts +15 -0
  282. package/src/domain/orderbook.spec.ts +17 -0
  283. package/src/domain/orderbook.ts +4 -1
  284. package/src/domain/position.operator.spec.ts +58 -0
  285. package/src/domain/position.operator.ts +61 -0
  286. package/src/domain/position.spec.ts +28 -24
  287. package/src/domain/position.ts +16 -48
  288. package/src/domain/session.spec.ts +1 -1
  289. package/src/domain/session.ts +41 -131
  290. package/src/domain/trade.operator.spec.ts +31 -0
  291. package/src/domain/trade.operator.ts +15 -0
  292. package/src/domain/trade.spec.ts +17 -0
  293. package/src/domain/trade.ts +4 -1
  294. package/src/indicator/cross.spec.ts +2 -2
  295. package/src/indicator/ema.spec.ts +1 -1
  296. package/src/indicator/sma.spec.ts +1 -1
  297. package/src/indicator/tma.spec.ts +1 -1
  298. package/src/indicator/trailing.spec.ts +2 -2
  299. package/src/indicator/truerange.spec.ts +1 -1
  300. package/src/indicator/wma.spec.ts +1 -1
  301. package/src/shared/collections.ts +35 -0
  302. package/src/shared/datetime.ts +0 -12
  303. package/src/shared/decimals.spec.ts +2 -1
  304. package/src/shared/decimals.ts +6 -6
  305. package/src/shared/index.ts +1 -1
  306. package/src/shared/io.ts +0 -2
  307. package/src/shared/policy.ts +0 -13
  308. package/src/storage/cache.spec.ts +18 -0
  309. package/src/storage/cache.ts +1 -1
  310. package/src/storage/feed.ts +26 -16
  311. package/src/storage/storage.ts +9 -13
  312. package/src/store/index.ts +8 -2
  313. package/src/store/{event/store-balance.event.spec.ts → store-balance.event.spec.ts} +6 -6
  314. package/src/store/store-balance.event.ts +124 -0
  315. package/src/store/store-instrument.event.spec.ts +25 -0
  316. package/src/store/store-instrument.event.ts +72 -0
  317. package/src/store/store-order.event.spec.ts +28 -0
  318. package/src/store/store-order.event.ts +214 -0
  319. package/src/store/store-orderbook.event.ts +54 -0
  320. package/src/store/store-position.event.ts +102 -0
  321. package/src/store/store-state.ts +48 -0
  322. package/src/store/{event/store-trade.event.spec.ts → store-trade.event.spec.ts} +14 -14
  323. package/src/store/store-trade.event.ts +36 -0
  324. package/src/store/store.event.ts +8 -0
  325. package/src/store/store.spec.ts +180 -0
  326. package/src/store/store.ts +10 -208
  327. package/dist/adapter/paper/simulator/paper-margin-simulator.d.ts +0 -10
  328. package/dist/adapter/paper/simulator/paper-margin-simulator.js +0 -69
  329. package/dist/adapter/paper/simulator/paper-margin-simulator.js.map +0 -1
  330. package/dist/adapter/paper/simulator/paper-simulator.d.ts +0 -16
  331. package/dist/adapter/paper/simulator/paper-simulator.js +0 -93
  332. package/dist/adapter/paper/simulator/paper-simulator.js.map +0 -1
  333. package/dist/adapter/paper/simulator/paper-spot-simulator.d.ts +0 -13
  334. package/dist/adapter/paper/simulator/paper-spot-simulator.js +0 -81
  335. package/dist/adapter/paper/simulator/paper-spot-simulator.js.map +0 -1
  336. package/dist/adapter/paper/simulator/paper-spot-simulator.spec.js +0 -49
  337. package/dist/adapter/paper/simulator/paper-spot-simulator.spec.js.map +0 -1
  338. package/dist/domain/statement.d.ts +0 -4
  339. package/dist/domain/statement.js +0 -87
  340. package/dist/domain/statement.js.map +0 -1
  341. package/dist/shared/policy.spec.js +0 -22
  342. package/dist/shared/policy.spec.js.map +0 -1
  343. package/dist/shared/topic.d.ts +0 -14
  344. package/dist/shared/topic.js +0 -40
  345. package/dist/shared/topic.js.map +0 -1
  346. package/dist/shared/topic.spec.js +0 -43
  347. package/dist/shared/topic.spec.js.map +0 -1
  348. package/dist/store/event/index.d.ts +0 -8
  349. package/dist/store/event/index.js +0 -25
  350. package/dist/store/event/index.js.map +0 -1
  351. package/dist/store/event/store-balance.event.d.ts +0 -37
  352. package/dist/store/event/store-balance.event.js +0 -119
  353. package/dist/store/event/store-balance.event.js.map +0 -1
  354. package/dist/store/event/store-balance.event.spec.js.map +0 -1
  355. package/dist/store/event/store-candle.event.d.ts +0 -18
  356. package/dist/store/event/store-candle.event.js +0 -63
  357. package/dist/store/event/store-candle.event.js.map +0 -1
  358. package/dist/store/event/store-candle.event.spec.js +0 -23
  359. package/dist/store/event/store-candle.event.spec.js.map +0 -1
  360. package/dist/store/event/store-instrument.event.js +0 -78
  361. package/dist/store/event/store-instrument.event.js.map +0 -1
  362. package/dist/store/event/store-instrument.event.spec.js +0 -21
  363. package/dist/store/event/store-instrument.event.spec.js.map +0 -1
  364. package/dist/store/event/store-order.event.d.ts +0 -61
  365. package/dist/store/event/store-order.event.js +0 -205
  366. package/dist/store/event/store-order.event.js.map +0 -1
  367. package/dist/store/event/store-order.event.spec.js.map +0 -1
  368. package/dist/store/event/store-orderbook.event.js +0 -65
  369. package/dist/store/event/store-orderbook.event.js.map +0 -1
  370. package/dist/store/event/store-position.event.js +0 -97
  371. package/dist/store/event/store-position.event.js.map +0 -1
  372. package/dist/store/event/store-trade.event.js +0 -47
  373. package/dist/store/event/store-trade.event.js.map +0 -1
  374. package/dist/store/event/store-trade.event.spec.js.map +0 -1
  375. package/dist/store/event/store.event.d.ts +0 -5
  376. package/dist/store/event/store.event.js.map +0 -1
  377. package/dist/store/store.state.d.ts +0 -21
  378. package/dist/store/store.state.js +0 -21
  379. package/dist/store/store.state.js.map +0 -1
  380. package/dist/tests/backtester-adapter.spec.js +0 -61
  381. package/dist/tests/backtester-adapter.spec.js.map +0 -1
  382. package/dist/tests/session.spec.d.ts +0 -0
  383. package/dist/tests/session.spec.js +0 -1
  384. package/dist/tests/session.spec.js.map +0 -1
  385. package/jestconfig.integration.json +0 -12
  386. package/src/adapter/paper/simulator/paper-margin-simulator.ts +0 -108
  387. package/src/adapter/paper/simulator/paper-simulator.ts +0 -121
  388. package/src/adapter/paper/simulator/paper-spot-simulator.spec.ts +0 -87
  389. package/src/adapter/paper/simulator/paper-spot-simulator.ts +0 -134
  390. package/src/domain/statement.ts +0 -119
  391. package/src/shared/policy.spec.ts +0 -25
  392. package/src/shared/topic.spec.ts +0 -34
  393. package/src/shared/topic.ts +0 -43
  394. package/src/store/event/index.ts +0 -8
  395. package/src/store/event/store-balance.event.ts +0 -161
  396. package/src/store/event/store-candle.event.spec.ts +0 -30
  397. package/src/store/event/store-candle.event.ts +0 -71
  398. package/src/store/event/store-instrument.event.spec.ts +0 -25
  399. package/src/store/event/store-instrument.event.ts +0 -84
  400. package/src/store/event/store-order.event.spec.ts +0 -28
  401. package/src/store/event/store-order.event.ts +0 -218
  402. package/src/store/event/store-orderbook.event.ts +0 -70
  403. package/src/store/event/store-position.event.ts +0 -109
  404. package/src/store/event/store-trade.event.ts +0 -52
  405. package/src/store/event/store.event.ts +0 -6
  406. package/src/store/store.state.ts +0 -43
  407. package/src/tests/backtester-adapter.spec.ts +0 -88
  408. package/src/tests/session.spec.ts +0 -121
@@ -1 +0,0 @@
1
- {"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/store/event/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,wDAAsC;AACtC,uDAAqC;AACrC,2DAAyC;AACzC,sDAAoC;AACpC,0DAAwC;AACxC,yDAAuC;AACvC,sDAAoC;AACpC,gDAA8B"}
@@ -1,37 +0,0 @@
1
- import { AssetSelector } from '../../domain/asset';
2
- import { timestamp } from '../../shared';
3
- import { State, StateChangeTracker } from '../store.state';
4
- import { StoreEvent } from './store.event';
5
- export declare class BalancePatchEvent implements StoreEvent {
6
- readonly asset: AssetSelector;
7
- readonly free: number;
8
- readonly freezed: number;
9
- readonly timestamp: timestamp;
10
- type: string;
11
- constructor(asset: AssetSelector, free: number, freezed: number, timestamp: timestamp);
12
- }
13
- export declare function BalancePatchEventHandler(event: BalancePatchEvent, state: State, changes: StateChangeTracker): void;
14
- export declare class BalanceTransactEvent implements StoreEvent {
15
- readonly asset: AssetSelector;
16
- readonly amount: number;
17
- readonly timestamp: timestamp;
18
- type: string;
19
- constructor(asset: AssetSelector, amount: number, timestamp: timestamp);
20
- }
21
- export declare function BalanceTransactEventHandler(event: BalanceTransactEvent, state: State, changes: StateChangeTracker): void;
22
- export declare class BalanceFreezEvent implements StoreEvent {
23
- readonly asset: AssetSelector;
24
- readonly amount: number;
25
- readonly timestamp: timestamp;
26
- type: string;
27
- constructor(asset: AssetSelector, amount: number, timestamp: timestamp);
28
- }
29
- export declare function BalanceFreezEventHandler(event: BalanceFreezEvent, state: State, changes: StateChangeTracker): void;
30
- export declare class BalanceUnfreezEvent implements StoreEvent {
31
- readonly asset: AssetSelector;
32
- readonly amount: number;
33
- readonly timestamp: timestamp;
34
- type: string;
35
- constructor(asset: AssetSelector, amount: number, timestamp: timestamp);
36
- }
37
- export declare function BalanceUnfreezEventHandler(event: BalanceUnfreezEvent, state: State, changes: StateChangeTracker): void;
@@ -1,119 +0,0 @@
1
- "use strict";
2
- var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
3
- var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
4
- if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
5
- 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;
6
- return c > 3 && r && Object.defineProperty(target, key, r), r;
7
- };
8
- var __metadata = (this && this.__metadata) || function (k, v) {
9
- if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
10
- };
11
- Object.defineProperty(exports, "__esModule", { value: true });
12
- exports.BalanceUnfreezEventHandler = exports.BalanceUnfreezEvent = exports.BalanceFreezEventHandler = exports.BalanceFreezEvent = exports.BalanceTransactEventHandler = exports.BalanceTransactEvent = exports.BalancePatchEventHandler = exports.BalancePatchEvent = void 0;
13
- const asset_1 = require("../../domain/asset");
14
- const balance_1 = require("../../domain/balance");
15
- const topic_1 = require("../../shared/topic");
16
- let BalancePatchEvent = class BalancePatchEvent {
17
- constructor(asset, free, freezed, timestamp) {
18
- this.asset = asset;
19
- this.free = free;
20
- this.freezed = freezed;
21
- this.timestamp = timestamp;
22
- this.type = 'balance-patch';
23
- }
24
- };
25
- BalancePatchEvent = __decorate([
26
- topic_1.event,
27
- __metadata("design:paramtypes", [asset_1.AssetSelector, Number, Number, Number])
28
- ], BalancePatchEvent);
29
- exports.BalancePatchEvent = BalancePatchEvent;
30
- function BalancePatchEventHandler(event, state, changes) {
31
- let balance = state.balance[event.asset.toString()];
32
- if (!balance) {
33
- const asset = state.universe.asset[event.asset.toString()];
34
- if (!asset) {
35
- return;
36
- }
37
- balance = state.balance[asset.toString()] = new balance_1.Balance(asset);
38
- }
39
- balance.timestamp = event.timestamp;
40
- balance.set(event.free, event.freezed);
41
- state.timestamp = event.timestamp;
42
- changes.commit(balance);
43
- }
44
- exports.BalancePatchEventHandler = BalancePatchEventHandler;
45
- let BalanceTransactEvent = class BalanceTransactEvent {
46
- constructor(asset, amount, timestamp) {
47
- this.asset = asset;
48
- this.amount = amount;
49
- this.timestamp = timestamp;
50
- this.type = 'balance-transact';
51
- }
52
- };
53
- BalanceTransactEvent = __decorate([
54
- topic_1.event,
55
- __metadata("design:paramtypes", [asset_1.AssetSelector, Number, Number])
56
- ], BalanceTransactEvent);
57
- exports.BalanceTransactEvent = BalanceTransactEvent;
58
- function BalanceTransactEventHandler(event, state, changes) {
59
- let balance = state.balance[event.asset.toString()];
60
- if (!balance) {
61
- const asset = state.universe.asset[event.asset.toString()];
62
- balance = new balance_1.Balance(asset);
63
- state.balance[asset.toString()] = balance;
64
- }
65
- balance.timestamp = event.timestamp;
66
- balance.transact(event.amount);
67
- state.timestamp = event.timestamp;
68
- changes.commit(balance);
69
- }
70
- exports.BalanceTransactEventHandler = BalanceTransactEventHandler;
71
- let BalanceFreezEvent = class BalanceFreezEvent {
72
- constructor(asset, amount, timestamp) {
73
- this.asset = asset;
74
- this.amount = amount;
75
- this.timestamp = timestamp;
76
- this.type = 'balance-freez';
77
- }
78
- };
79
- BalanceFreezEvent = __decorate([
80
- topic_1.event,
81
- __metadata("design:paramtypes", [asset_1.AssetSelector, Number, Number])
82
- ], BalanceFreezEvent);
83
- exports.BalanceFreezEvent = BalanceFreezEvent;
84
- function BalanceFreezEventHandler(event, state, changes) {
85
- const balance = state.balance[event.asset.toString()];
86
- if (!balance) {
87
- throw new Error('invalid balance');
88
- }
89
- balance.timestamp = event.timestamp;
90
- balance.freez(event.amount);
91
- state.timestamp = event.timestamp;
92
- changes.commit(balance);
93
- }
94
- exports.BalanceFreezEventHandler = BalanceFreezEventHandler;
95
- let BalanceUnfreezEvent = class BalanceUnfreezEvent {
96
- constructor(asset, amount, timestamp) {
97
- this.asset = asset;
98
- this.amount = amount;
99
- this.timestamp = timestamp;
100
- this.type = 'balance-unfreez';
101
- }
102
- };
103
- BalanceUnfreezEvent = __decorate([
104
- topic_1.event,
105
- __metadata("design:paramtypes", [asset_1.AssetSelector, Number, Number])
106
- ], BalanceUnfreezEvent);
107
- exports.BalanceUnfreezEvent = BalanceUnfreezEvent;
108
- function BalanceUnfreezEventHandler(event, state, changes) {
109
- const balance = state.balance[event.asset.toString()];
110
- if (!balance) {
111
- throw new Error('invalid balance');
112
- }
113
- balance.timestamp = event.timestamp;
114
- balance.unfreez(event.amount);
115
- state.timestamp = event.timestamp;
116
- changes.commit(balance);
117
- }
118
- exports.BalanceUnfreezEventHandler = BalanceUnfreezEventHandler;
119
- //# sourceMappingURL=store-balance.event.js.map
@@ -1 +0,0 @@
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@@ -1,18 +0,0 @@
1
- import { InstrumentSelector } from '../../domain';
2
- import { timestamp } from '../../shared/datetime';
3
- import { StateChangeTracker } from '..';
4
- import { State } from '../store.state';
5
- import { StoreEvent } from './store.event';
6
- export declare class CandleEvent implements StoreEvent {
7
- readonly instrument: InstrumentSelector;
8
- readonly timeframe: number;
9
- readonly open: number;
10
- readonly high: number;
11
- readonly low: number;
12
- readonly close: number;
13
- readonly volume: number;
14
- readonly timestamp: timestamp;
15
- type: string;
16
- constructor(instrument: InstrumentSelector, timeframe: number, open: number, high: number, low: number, close: number, volume: number, timestamp: timestamp);
17
- }
18
- export declare function CandleEventHandler(event: CandleEvent, state: State, changes: StateChangeTracker): void;
@@ -1,63 +0,0 @@
1
- "use strict";
2
- var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
3
- var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
4
- if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
5
- 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;
6
- return c > 3 && r && Object.defineProperty(target, key, r), r;
7
- };
8
- var __metadata = (this && this.__metadata) || function (k, v) {
9
- if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
10
- };
11
- Object.defineProperty(exports, "__esModule", { value: true });
12
- exports.CandleEventHandler = exports.CandleEvent = void 0;
13
- const domain_1 = require("../../domain");
14
- const topic_1 = require("../../shared/topic");
15
- const store_orderbook_event_1 = require("./store-orderbook.event");
16
- const store_trade_event_1 = require("./store-trade.event");
17
- let CandleEvent = class CandleEvent {
18
- constructor(instrument, timeframe, open, high, low, close, volume, timestamp) {
19
- this.instrument = instrument;
20
- this.timeframe = timeframe;
21
- this.open = open;
22
- this.high = high;
23
- this.low = low;
24
- this.close = close;
25
- this.volume = volume;
26
- this.timestamp = timestamp;
27
- this.type = 'candle';
28
- }
29
- };
30
- CandleEvent = __decorate([
31
- topic_1.event,
32
- __metadata("design:paramtypes", [domain_1.InstrumentSelector, Number, Number, Number, Number, Number, Number, Number])
33
- ], CandleEvent);
34
- exports.CandleEvent = CandleEvent;
35
- function CandleEventHandler(event, state, changes) {
36
- const instrument = state.universe.instrument[event.instrument.toString()];
37
- const patch = (timestamp, rate) => {
38
- (0, store_trade_event_1.TradePatchEventHandler)({
39
- type: 'trade-patch',
40
- instrument: event.instrument,
41
- quantity: event.volume,
42
- rate,
43
- timestamp
44
- }, state, changes);
45
- (0, store_orderbook_event_1.OrderbookPatchEventHandler)({
46
- type: 'orderbook-patch',
47
- instrument: event.instrument,
48
- bestAskQuantity: instrument.base.fixed(event.volume * 0.5),
49
- bestAskRate: rate,
50
- bestBidQuantity: instrument.base.fixed(event.volume * 0.5),
51
- bestBidRate: rate,
52
- timestamp
53
- }, state, changes);
54
- state.timestamp = event.timestamp;
55
- changes.commitPendingChanges();
56
- };
57
- patch(event.timestamp, instrument.quote.fixed(event.open));
58
- patch(event.timestamp, instrument.quote.fixed(event.high));
59
- patch(event.timestamp, instrument.quote.fixed(event.low));
60
- patch(event.timestamp, instrument.quote.fixed(event.close));
61
- }
62
- exports.CandleEventHandler = CandleEventHandler;
63
- //# sourceMappingURL=store-candle.event.js.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"store-candle.event.js","sourceRoot":"","sources":["../../../src/store/event/store-candle.event.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,yCAAkD;AAElD,8CAA2C;AAI3C,mEAAqE;AACrE,2DAA6D;AAG7D,IAAa,WAAW,GAAxB,MAAa,WAAW;IAGtB,YACW,UAA8B,EAC9B,SAAiB,EACjB,IAAY,EACZ,IAAY,EACZ,GAAW,EACX,KAAa,EACb,MAAc,EACd,SAAoB;QAPpB,eAAU,GAAV,UAAU,CAAoB;QAC9B,cAAS,GAAT,SAAS,CAAQ;QACjB,SAAI,GAAJ,IAAI,CAAQ;QACZ,SAAI,GAAJ,IAAI,CAAQ;QACZ,QAAG,GAAH,GAAG,CAAQ;QACX,UAAK,GAAL,KAAK,CAAQ;QACb,WAAM,GAAN,MAAM,CAAQ;QACd,cAAS,GAAT,SAAS,CAAW;QAV/B,SAAI,GAAG,QAAQ,CAAC;IAWb,CAAC;CACL,CAAA;AAbY,WAAW;IADvB,aAAK;qCAKmB,2BAAkB;GAJ9B,WAAW,CAavB;AAbY,kCAAW;AAexB,SAAgB,kBAAkB,CAChC,KAAkB,EAClB,KAAY,EACZ,OAA2B;IAE3B,MAAM,UAAU,GAAG,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;IAE1E,MAAM,KAAK,GAAG,CAAC,SAAiB,EAAE,IAAY,EAAE,EAAE;QAEhD,IAAA,0CAAsB,EACpB;YACE,IAAI,EAAE,aAAa;YACnB,UAAU,EAAE,KAAK,CAAC,UAAU;YAC5B,QAAQ,EAAE,KAAK,CAAC,MAAM;YACtB,IAAI;YACJ,SAAS;SACV,EACD,KAAK,EACL,OAAO,CACR,CAAC;QAGF,IAAA,kDAA0B,EACxB;YACE,IAAI,EAAE,iBAAiB;YACvB,UAAU,EAAE,KAAK,CAAC,UAAU;YAC5B,eAAe,EAAE,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,MAAM,GAAG,GAAG,CAAC;YAC1D,WAAW,EAAE,IAAI;YACjB,eAAe,EAAE,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,MAAM,GAAG,GAAG,CAAC;YAC1D,WAAW,EAAE,IAAI;YACjB,SAAS;SACV,EACD,KAAK,EACL,OAAO,CACR,CAAC;QAEF,KAAK,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;QAElC,OAAO,CAAC,oBAAoB,EAAE,CAAC;IACjC,CAAC,CAAC;IAEF,KAAK,CAAC,KAAK,CAAC,SAAS,EAAE,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC;IAC3D,KAAK,CAAC,KAAK,CAAC,SAAS,EAAE,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC;IAC3D,KAAK,CAAC,KAAK,CAAC,SAAS,EAAE,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC;IAC1D,KAAK,CAAC,KAAK,CAAC,SAAS,EAAE,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,CAAC;AAC9D,CAAC;AA7CD,gDA6CC"}
@@ -1,23 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- const domain_1 = require("../../domain");
4
- const shared_1 = require("../../shared");
5
- const store_1 = require("../store");
6
- const _1 = require(".");
7
- const instrument = new domain_1.Instrument(new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt');
8
- describe('candle patch event tests', () => {
9
- test('should patch trade object', () => {
10
- const timestamp = (0, shared_1.now)();
11
- const store = new store_1.Store();
12
- store.snapshot.universe.instrument[instrument.toString()] = instrument;
13
- store.snapshot.subscription.instrument[instrument.toString()] = instrument;
14
- store.dispatch(new _1.CandleEvent(instrument, 1, 1, 1, 1, 1, 1, timestamp));
15
- const trade = store.snapshot.trade[instrument.toString()];
16
- expect(trade.timestamp).toEqual(timestamp);
17
- expect(trade.instrument.toString()).toEqual(instrument.toString());
18
- expect(trade.rate).toEqual(1);
19
- expect(trade.quantity).toEqual(1);
20
- expect(store.snapshot.timestamp).toEqual(timestamp);
21
- });
22
- });
23
- //# sourceMappingURL=store-candle.event.spec.js.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"store-candle.event.spec.js","sourceRoot":"","sources":["../../../src/store/event/store-candle.event.spec.ts"],"names":[],"mappings":";;AAAA,yCAAiD;AACjD,yCAAmC;AACnC,oCAAiC;AACjC,wBAAgC;AAEhC,MAAM,UAAU,GAAG,IAAI,mBAAU,CAC/B,IAAI,cAAK,CAAC,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC,EAC9B,IAAI,cAAK,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,EAC/B,kBAAkB,CACnB,CAAC;AAEF,QAAQ,CAAC,0BAA0B,EAAE,GAAG,EAAE;IACxC,IAAI,CAAC,2BAA2B,EAAE,GAAG,EAAE;QACrC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QACxB,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAE1B,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC;QACvE,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,UAAU,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC;QAE3E,KAAK,CAAC,QAAQ,CAAC,IAAI,cAAW,CAAC,UAAU,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,SAAS,CAAC,CAAC,CAAC;QAEzE,MAAM,KAAK,GAAG,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;QAE1D,MAAM,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAC3C,MAAM,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;QACnE,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC9B,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAClC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACtD,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -1,78 +0,0 @@
1
- "use strict";
2
- var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
3
- var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
4
- if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
5
- 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;
6
- return c > 3 && r && Object.defineProperty(target, key, r), r;
7
- };
8
- var __metadata = (this && this.__metadata) || function (k, v) {
9
- if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
10
- };
11
- Object.defineProperty(exports, "__esModule", { value: true });
12
- exports.InstrumentSubscriptionEventHandler = exports.InstrumentSubscriptionEvent = exports.InstrumentPatchEventHandler = exports.InstrumentPatchEvent = void 0;
13
- const domain_1 = require("../../domain");
14
- const instrument_1 = require("../../domain/instrument");
15
- const topic_1 = require("../../shared/topic");
16
- let InstrumentPatchEvent = class InstrumentPatchEvent {
17
- constructor(timestamp, base, quote, commission, raw, leverage) {
18
- this.timestamp = timestamp;
19
- this.base = base;
20
- this.quote = quote;
21
- this.commission = commission;
22
- this.raw = raw;
23
- this.leverage = leverage;
24
- this.type = 'instrument-patch';
25
- }
26
- };
27
- InstrumentPatchEvent = __decorate([
28
- topic_1.event,
29
- __metadata("design:paramtypes", [Number, domain_1.Asset,
30
- domain_1.Asset,
31
- domain_1.Commission, String, Number])
32
- ], InstrumentPatchEvent);
33
- exports.InstrumentPatchEvent = InstrumentPatchEvent;
34
- function InstrumentPatchEventHandler(event, state, changes) {
35
- const selector = new instrument_1.InstrumentSelector(event.base.name, event.quote.name, event.base.adapter);
36
- let instrument = state.universe.instrument[selector.toString()];
37
- if (!instrument) {
38
- instrument = new instrument_1.Instrument(event.base, event.quote, event.raw);
39
- state.universe.asset[event.base.toString()] = event.base;
40
- state.universe.asset[event.quote.toString()] = event.quote;
41
- state.universe.instrument[selector.toString()] = instrument;
42
- }
43
- instrument.timestamp = event.timestamp;
44
- instrument.commission = event.commission;
45
- if (event.leverage) {
46
- instrument.leverage = event.leverage;
47
- }
48
- changes.commit(instrument);
49
- }
50
- exports.InstrumentPatchEventHandler = InstrumentPatchEventHandler;
51
- let InstrumentSubscriptionEvent = class InstrumentSubscriptionEvent {
52
- constructor(timestamp, instrument, subscribed) {
53
- this.timestamp = timestamp;
54
- this.instrument = instrument;
55
- this.subscribed = subscribed;
56
- this.type = 'instrument-subscription';
57
- }
58
- };
59
- InstrumentSubscriptionEvent = __decorate([
60
- topic_1.event,
61
- __metadata("design:paramtypes", [Number, instrument_1.InstrumentSelector, Boolean])
62
- ], InstrumentSubscriptionEvent);
63
- exports.InstrumentSubscriptionEvent = InstrumentSubscriptionEvent;
64
- function InstrumentSubscriptionEventHandler(event, state, changes) {
65
- const instrumentKey = event.instrument.toString();
66
- if (!(instrumentKey in state.universe.instrument)) {
67
- throw new Error(`Trying to patch not existing instrument: ${instrumentKey}`);
68
- }
69
- const instrument = state.universe.instrument[instrumentKey];
70
- if (event.subscribed) {
71
- state.subscription.instrument[instrument.toString()] = instrument;
72
- state.subscription.asset[instrument.base.toString()] = instrument.base;
73
- state.subscription.asset[instrument.quote.toString()] = instrument.quote;
74
- }
75
- changes.commit(instrument);
76
- }
77
- exports.InstrumentSubscriptionEventHandler = InstrumentSubscriptionEventHandler;
78
- //# sourceMappingURL=store-instrument.event.js.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"store-instrument.event.js","sourceRoot":"","sources":["../../../src/store/event/store-instrument.event.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,yCAAiD;AACjD,wDAAyE;AAEzE,8CAA2C;AAK3C,IAAa,oBAAoB,GAAjC,MAAa,oBAAoB;IAG/B,YACW,SAAoB,EACpB,IAAW,EACX,KAAY,EACZ,UAAsB,EACtB,GAAW,EACX,QAAiB;QALjB,cAAS,GAAT,SAAS,CAAW;QACpB,SAAI,GAAJ,IAAI,CAAO;QACX,UAAK,GAAL,KAAK,CAAO;QACZ,eAAU,GAAV,UAAU,CAAY;QACtB,QAAG,GAAH,GAAG,CAAQ;QACX,aAAQ,GAAR,QAAQ,CAAS;QAR5B,SAAI,GAAG,kBAAkB,CAAC;IASvB,CAAC;CACL,CAAA;AAXY,oBAAoB;IADhC,aAAK;6CAMa,cAAK;QACJ,cAAK;QACA,mBAAU;GAPtB,oBAAoB,CAWhC;AAXY,oDAAoB;AAajC,SAAgB,2BAA2B,CACzC,KAA2B,EAC3B,KAAY,EACZ,OAA2B;IAE3B,MAAM,QAAQ,GAAG,IAAI,+BAAkB,CACrC,KAAK,CAAC,IAAI,CAAC,IAAI,EACf,KAAK,CAAC,KAAK,CAAC,IAAI,EAChB,KAAK,CAAC,IAAI,CAAC,OAAO,CACnB,CAAC;IAEF,IAAI,UAAU,GAAG,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,QAAQ,CAAC,QAAQ,EAAE,CAAC,CAAC;IAChE,IAAI,CAAC,UAAU,EAAE;QACf,UAAU,GAAG,IAAI,uBAAU,CAAC,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,KAAK,EAAE,KAAK,CAAC,GAAG,CAAC,CAAC;QAGhE,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC,GAAG,KAAK,CAAC,IAAI,CAAC;QACzD,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,GAAG,KAAK,CAAC,KAAK,CAAC;QAC3D,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,QAAQ,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC;KAC7D;IAED,UAAU,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IACvC,UAAU,CAAC,UAAU,GAAG,KAAK,CAAC,UAAU,CAAC;IAEzC,IAAI,KAAK,CAAC,QAAQ,EAAE;QAClB,UAAU,CAAC,QAAQ,GAAG,KAAK,CAAC,QAAQ,CAAC;KACtC;IAED,OAAO,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;AAC7B,CAAC;AA7BD,kEA6BC;AAGD,IAAa,2BAA2B,GAAxC,MAAa,2BAA2B;IAGtC,YACW,SAAoB,EACpB,UAA8B,EAC9B,UAAmB;QAFnB,cAAS,GAAT,SAAS,CAAW;QACpB,eAAU,GAAV,UAAU,CAAoB;QAC9B,eAAU,GAAV,UAAU,CAAS;QAL9B,SAAI,GAAG,yBAAyB,CAAC;IAM9B,CAAC;CACL,CAAA;AARY,2BAA2B;IADvC,aAAK;6CAMmB,+BAAkB;GAL9B,2BAA2B,CAQvC;AARY,kEAA2B;AAUxC,SAAgB,kCAAkC,CAChD,KAAkC,EAClC,KAAY,EACZ,OAA2B;IAE3B,MAAM,aAAa,GAAG,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IAElD,IAAI,CAAC,CAAC,aAAa,IAAI,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,EAAE;QACjD,MAAM,IAAI,KAAK,CAAC,4CAA4C,aAAa,EAAE,CAAC,CAAC;KAC9E;IAED,MAAM,UAAU,GAAG,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,aAAa,CAAC,CAAC;IAE5D,IAAI,KAAK,CAAC,UAAU,EAAE;QACpB,KAAK,CAAC,YAAY,CAAC,UAAU,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC;QAClE,KAAK,CAAC,YAAY,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC,IAAI,CAAC;QACvE,KAAK,CAAC,YAAY,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,GAAG,UAAU,CAAC,KAAK,CAAC;KAC1E;IAED,OAAO,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;AAC7B,CAAC;AApBD,gFAoBC"}
@@ -1,21 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- const domain_1 = require("../../domain");
4
- const shared_1 = require("../../shared");
5
- const __1 = require("..");
6
- const store_instrument_event_1 = require("./store-instrument.event");
7
- describe('instrument patch event tests', () => {
8
- test('should patch a store', () => {
9
- const timestamp = (0, shared_1.now)();
10
- const store = new __1.Store();
11
- const base = new domain_1.Asset('de30', 'cex', 2);
12
- const quote = new domain_1.Asset('usd', 'cex', 2);
13
- store.dispatch(new store_instrument_event_1.InstrumentPatchEvent(timestamp, base, quote, new domain_1.Commission(0, 0), ''));
14
- expect(store.snapshot.universe.instrument['cex:de30-usd'].base).toEqual(base);
15
- expect(store.snapshot.universe.instrument['cex:de30-usd'].quote).toEqual(quote);
16
- expect(store.snapshot.universe.instrument['cex:de30-usd'].timestamp).toEqual(timestamp);
17
- expect(Object.keys(store.snapshot.universe.instrument).length).toEqual(1);
18
- expect(Object.keys(store.snapshot.universe.asset).length).toEqual(2);
19
- });
20
- });
21
- //# sourceMappingURL=store-instrument.event.spec.js.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"store-instrument.event.spec.js","sourceRoot":"","sources":["../../../src/store/event/store-instrument.event.spec.ts"],"names":[],"mappings":";;AAAA,yCAAiD;AACjD,yCAAmC;AACnC,0BAA2B;AAC3B,qEAAgE;AAEhE,QAAQ,CAAC,8BAA8B,EAAE,GAAG,EAAE;IAC5C,IAAI,CAAC,sBAAsB,EAAE,GAAG,EAAE;QAChC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QACxB,MAAM,KAAK,GAAG,IAAI,SAAK,EAAE,CAAC;QAC1B,MAAM,IAAI,GAAG,IAAI,cAAK,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QACzC,MAAM,KAAK,GAAG,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QAEzC,KAAK,CAAC,QAAQ,CACZ,IAAI,6CAAoB,CAAC,SAAS,EAAE,IAAI,EAAE,KAAK,EAAE,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,CAC3E,CAAC;QAEF,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,cAAc,CAAC,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QAC9E,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,cAAc,CAAC,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAChF,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,cAAc,CAAC,CAAC,SAAS,CAAC,CAAC,OAAO,CAC1E,SAAS,CACV,CAAC;QACF,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1E,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IACvE,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -1,61 +0,0 @@
1
- import { Order } from '../../domain';
2
- import { timestamp } from '../../shared';
3
- import { State, StateChangeTracker } from '../store.state';
4
- import { StoreEvent } from './store.event';
5
- export declare class OrderLoadEvent implements StoreEvent {
6
- readonly order: Order;
7
- readonly timestamp: timestamp;
8
- type: string;
9
- constructor(order: Order, timestamp: timestamp);
10
- }
11
- export declare function OrderLoadEventHandler(event: OrderLoadEvent, state: State, changes: StateChangeTracker): void;
12
- export declare class OrderNewEvent implements StoreEvent {
13
- readonly order: Order;
14
- readonly timestamp: timestamp;
15
- type: string;
16
- constructor(order: Order, timestamp: timestamp);
17
- }
18
- export declare function OrderNewEventHandler(event: OrderNewEvent, state: State, changes: StateChangeTracker): void;
19
- export declare class OrderPendingEvent implements StoreEvent {
20
- readonly id: string;
21
- readonly timestamp: timestamp;
22
- type: string;
23
- constructor(id: string, timestamp: timestamp);
24
- }
25
- export declare function OrderPendingEventHandler(event: OrderPendingEvent, state: State, changes: StateChangeTracker): void;
26
- export declare class OrderFilledEvent implements StoreEvent {
27
- readonly id: string;
28
- readonly averageExecutionRate: number;
29
- readonly timestamp: timestamp;
30
- type: string;
31
- constructor(id: string, averageExecutionRate: number, timestamp: timestamp);
32
- }
33
- export declare function OrderFilledEventHandler(event: OrderFilledEvent, state: State, changes: StateChangeTracker): void;
34
- export declare class OrderCancelingEvent implements StoreEvent {
35
- readonly id: string;
36
- readonly timestamp: timestamp;
37
- type: string;
38
- constructor(id: string, timestamp: timestamp);
39
- }
40
- export declare function OrderCancelingEventHandler(event: OrderCancelingEvent, state: State, changes: StateChangeTracker): void;
41
- export declare class OrderCanceledEvent implements StoreEvent {
42
- readonly id: string;
43
- readonly timestamp: timestamp;
44
- type: string;
45
- constructor(id: string, timestamp: timestamp);
46
- }
47
- export declare function OrderCanceledEventHandler(event: OrderCanceledEvent, state: State, changes: StateChangeTracker): void;
48
- export declare class OrderCancelFailedEvent implements StoreEvent {
49
- readonly id: string;
50
- readonly timestamp: timestamp;
51
- type: string;
52
- constructor(id: string, timestamp: timestamp);
53
- }
54
- export declare function OrderCancelFailedEventHandler(event: OrderCancelFailedEvent, state: State, changes: StateChangeTracker): void;
55
- export declare class OrderRejectedEvent implements StoreEvent {
56
- readonly id: string;
57
- readonly timestamp: timestamp;
58
- type: string;
59
- constructor(id: string, timestamp: timestamp);
60
- }
61
- export declare function OrderRejectedEventHandler(event: OrderRejectedEvent, state: State, changes: StateChangeTracker): void;