@quantform/core 0.5.14 → 0.5.15

package/dist/store/event/store-order.event.js

@@ -1,205 +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 });
-exports.OrderRejectedEventHandler = exports.OrderRejectedEvent = exports.OrderCancelFailedEventHandler = exports.OrderCancelFailedEvent = exports.OrderCanceledEventHandler = exports.OrderCanceledEvent = exports.OrderCancelingEventHandler = exports.OrderCancelingEvent = exports.OrderFilledEventHandler = exports.OrderFilledEvent = exports.OrderPendingEventHandler = exports.OrderPendingEvent = exports.OrderNewEventHandler = exports.OrderNewEvent = exports.OrderLoadEventHandler = exports.OrderLoadEvent = void 0;
-const domain_1 = require("../../domain");
-const topic_1 = require("../../shared/topic");
-let OrderLoadEvent = class OrderLoadEvent {
-    constructor(order, timestamp) {
-        this.order = order;
-        this.timestamp = timestamp;
-        this.type = 'order-load';
-    }
-};
-OrderLoadEvent = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [domain_1.Order, Number])
-], OrderLoadEvent);
-exports.OrderLoadEvent = OrderLoadEvent;
-function OrderLoadEventHandler(event, state, changes) {
-    event.order.timestamp = event.timestamp;
-    state.order[event.order.id] = event.order;
-    changes.commit(event.order);
-}
-exports.OrderLoadEventHandler = OrderLoadEventHandler;
-let OrderNewEvent = class OrderNewEvent {
-    constructor(order, timestamp) {
-        this.order = order;
-        this.timestamp = timestamp;
-        this.type = 'order-new';
-    }
-};
-OrderNewEvent = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [domain_1.Order, Number])
-], OrderNewEvent);
-exports.OrderNewEvent = OrderNewEvent;
-function OrderNewEventHandler(event, state, changes) {
-    if (event.order.state != 'NEW') {
-        throw new Error(`Order is not new`);
-    }
-    event.order.createdAt = event.timestamp;
-    event.order.timestamp = event.timestamp;
-    state.order[event.order.id] = event.order;
-    changes.commit(event.order);
-}
-exports.OrderNewEventHandler = OrderNewEventHandler;
-let OrderPendingEvent = class OrderPendingEvent {
-    constructor(id, timestamp) {
-        this.id = id;
-        this.timestamp = timestamp;
-        this.type = 'order-pending';
-    }
-};
-OrderPendingEvent = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [String, Number])
-], OrderPendingEvent);
-exports.OrderPendingEvent = OrderPendingEvent;
-function OrderPendingEventHandler(event, state, changes) {
-    if (!(event.id in state.order)) {
-        throw new Error(`Trying to patch unknown order: ${event.id}`);
-    }
-    const order = state.order[event.id];
-    if (order.state != 'NEW') {
-        throw new Error(`Order is not NEW: ${order.state}`);
-    }
-    order.state = 'PENDING';
-    order.timestamp = event.timestamp;
-    changes.commit(order);
-}
-exports.OrderPendingEventHandler = OrderPendingEventHandler;
-let OrderFilledEvent = class OrderFilledEvent {
-    constructor(id, averageExecutionRate, timestamp) {
-        this.id = id;
-        this.averageExecutionRate = averageExecutionRate;
-        this.timestamp = timestamp;
-        this.type = 'order-filled';
-    }
-};
-OrderFilledEvent = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [String, Number, Number])
-], OrderFilledEvent);
-exports.OrderFilledEvent = OrderFilledEvent;
-function OrderFilledEventHandler(event, state, changes) {
-    if (!(event.id in state.order)) {
-        throw new Error(`Trying to patch unknown order: ${event.id}`);
-    }
-    const order = state.order[event.id];
-    if (order.state != 'PENDING' && order.state != 'CANCELING') {
-        throw new Error(`Order is not PENDING or CANCELING: ${order.state}`);
-    }
-    order.state = 'FILLED';
-    order.timestamp = event.timestamp;
-    order.quantityExecuted = order.quantity;
-    order.averageExecutionRate = event.averageExecutionRate;
-    changes.commit(order);
-}
-exports.OrderFilledEventHandler = OrderFilledEventHandler;
-let OrderCancelingEvent = class OrderCancelingEvent {
-    constructor(id, timestamp) {
-        this.id = id;
-        this.timestamp = timestamp;
-        this.type = 'order-canceling';
-    }
-};
-OrderCancelingEvent = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [String, Number])
-], OrderCancelingEvent);
-exports.OrderCancelingEvent = OrderCancelingEvent;
-function OrderCancelingEventHandler(event, state, changes) {
-    if (!(event.id in state.order)) {
-        throw new Error(`Trying to patch unknown order: ${event.id}`);
-    }
-    const order = state.order[event.id];
-    if (order.state == 'CANCELING' || order.state == 'CANCELED') {
-        return;
-    }
-    if (order.state != 'PENDING') {
-        throw new Error(`Order is not PENDING: ${order.state}`);
-    }
-    order.state = 'CANCELING';
-    order.timestamp = event.timestamp;
-    changes.commit(order);
-}
-exports.OrderCancelingEventHandler = OrderCancelingEventHandler;
-let OrderCanceledEvent = class OrderCanceledEvent {
-    constructor(id, timestamp) {
-        this.id = id;
-        this.timestamp = timestamp;
-        this.type = 'order-canceled';
-    }
-};
-OrderCanceledEvent = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [String, Number])
-], OrderCanceledEvent);
-exports.OrderCanceledEvent = OrderCanceledEvent;
-function OrderCanceledEventHandler(event, state, changes) {
-    const order = state.order[event.id];
-    if (order.state == 'CANCELED') {
-        return;
-    }
-    if (order.state != 'CANCELING') {
-        throw new Error(`Order is not CANCELING: ${order.state}`);
-    }
-    order.state = 'CANCELED';
-    order.timestamp = event.timestamp;
-    changes.commit(order);
-}
-exports.OrderCanceledEventHandler = OrderCanceledEventHandler;
-let OrderCancelFailedEvent = class OrderCancelFailedEvent {
-    constructor(id, timestamp) {
-        this.id = id;
-        this.timestamp = timestamp;
-        this.type = 'order-cancel-failed';
-    }
-};
-OrderCancelFailedEvent = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [String, Number])
-], OrderCancelFailedEvent);
-exports.OrderCancelFailedEvent = OrderCancelFailedEvent;
-function OrderCancelFailedEventHandler(event, state, changes) {
-    const order = state.order[event.id];
-    if (order.state != 'CANCELING') {
-        return;
-    }
-    order.state = 'PENDING';
-    order.timestamp = event.timestamp;
-    changes.commit(order);
-}
-exports.OrderCancelFailedEventHandler = OrderCancelFailedEventHandler;
-let OrderRejectedEvent = class OrderRejectedEvent {
-    constructor(id, timestamp) {
-        this.id = id;
-        this.timestamp = timestamp;
-        this.type = 'order-canceled';
-    }
-};
-OrderRejectedEvent = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [String, Number])
-], OrderRejectedEvent);
-exports.OrderRejectedEvent = OrderRejectedEvent;
-function OrderRejectedEventHandler(event, state, changes) {
-    const order = state.order[event.id];
-    if (order.state != 'NEW') {
-        throw new Error(`Order is not NEW: ${order.state}`);
-    }
-    order.state = 'REJECTED';
-    order.timestamp = event.timestamp;
-    changes.commit(order);
-}
-exports.OrderRejectedEventHandler = OrderRejectedEventHandler;
-//# sourceMappingURL=store-order.event.js.map

package/dist/store/event/store-order.event.js.map

@@ -1 +0,0 @@
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package/dist/store/event/store-order.event.spec.js.map

@@ -1 +0,0 @@
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package/dist/store/event/store-orderbook.event.js

@@ -1,65 +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 });
-exports.OrderbookPatchEventHandler = exports.OrderbookPatchEvent = void 0;
-const instrument_1 = require("../../domain/instrument");
-const orderbook_1 = require("../../domain/orderbook");
-const topic_1 = require("../../shared/topic");
-let OrderbookPatchEvent = class OrderbookPatchEvent {
-    constructor(instrument, bestAskRate, bestAskQuantity, bestBidRate, bestBidQuantity, timestamp) {
-        this.instrument = instrument;
-        this.bestAskRate = bestAskRate;
-        this.bestAskQuantity = bestAskQuantity;
-        this.bestBidRate = bestBidRate;
-        this.bestBidQuantity = bestBidQuantity;
-        this.timestamp = timestamp;
-        this.type = 'orderbook-patch';
-    }
-};
-OrderbookPatchEvent = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [instrument_1.InstrumentSelector, Number, Number, Number, Number, Number])
-], OrderbookPatchEvent);
-exports.OrderbookPatchEvent = OrderbookPatchEvent;
-function OrderbookPatchEventHandler(event, state, changes) {
-    const instrumentKey = event.instrument.toString();
-    if (!(instrumentKey in state.subscription.instrument)) {
-        throw new Error(`Trying to patch unsubscribed instrument: ${instrumentKey}`);
-    }
-    let orderbook = state.orderbook[instrumentKey];
-    if (!orderbook) {
-        const instrument = state.universe.instrument[instrumentKey];
-        orderbook = new orderbook_1.Orderbook(instrument);
-        state.orderbook[instrumentKey] = orderbook;
-    }
-    state.timestamp = event.timestamp;
-    orderbook.timestamp = event.timestamp;
-    orderbook.bestAskRate = orderbook.instrument.quote.fixed(event.bestAskRate);
-    orderbook.bestAskQuantity = orderbook.instrument.base.fixed(event.bestAskQuantity);
-    orderbook.bestBidRate = orderbook.instrument.quote.fixed(event.bestBidRate);
-    orderbook.bestBidQuantity = orderbook.instrument.base.fixed(event.bestBidQuantity);
-    const quote = state.balance[orderbook.instrument.quote.toString()];
-    if (quote) {
-        for (const position of Object.values(quote.position)) {
-            if (position.instrument.toString() != orderbook.toString()) {
-                continue;
-            }
-            const rate = position.size >= 0 ? orderbook.bestBidRate : orderbook.bestAskRate;
-            position.calculatePnL(rate);
-        }
-        if (quote.total < 0) {
-            throw new Error('liquidated');
-        }
-    }
-    changes.commit(orderbook);
-}
-exports.OrderbookPatchEventHandler = OrderbookPatchEventHandler;
-//# sourceMappingURL=store-orderbook.event.js.map

package/dist/store/event/store-orderbook.event.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"store-orderbook.event.js","sourceRoot":"","sources":["../../../src/store/event/store-orderbook.event.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,wDAA6D;AAC7D,sDAAmD;AAEnD,8CAA2C;AAK3C,IAAa,mBAAmB,GAAhC,MAAa,mBAAmB;IAG9B,YACW,UAA8B,EAC9B,WAAmB,EACnB,eAAuB,EACvB,WAAmB,EACnB,eAAuB,EACvB,SAAoB;QALpB,eAAU,GAAV,UAAU,CAAoB;QAC9B,gBAAW,GAAX,WAAW,CAAQ;QACnB,oBAAe,GAAf,eAAe,CAAQ;QACvB,gBAAW,GAAX,WAAW,CAAQ;QACnB,oBAAe,GAAf,eAAe,CAAQ;QACvB,cAAS,GAAT,SAAS,CAAW;QAR/B,SAAI,GAAG,iBAAiB,CAAC;IAStB,CAAC;CACL,CAAA;AAXY,mBAAmB;IAD/B,aAAK;qCAKmB,+BAAkB;GAJ9B,mBAAmB,CAW/B;AAXY,kDAAmB;AAahC,SAAgB,0BAA0B,CACxC,KAA0B,EAC1B,KAAY,EACZ,OAA2B;IAE3B,MAAM,aAAa,GAAG,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IAElD,IAAI,CAAC,CAAC,aAAa,IAAI,KAAK,CAAC,YAAY,CAAC,UAAU,CAAC,EAAE;QACrD,MAAM,IAAI,KAAK,CAAC,4CAA4C,aAAa,EAAE,CAAC,CAAC;KAC9E;IAED,IAAI,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC,aAAa,CAAC,CAAC;IAE/C,IAAI,CAAC,SAAS,EAAE;QACd,MAAM,UAAU,GAAG,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,aAAa,CAAC,CAAC;QAE5D,SAAS,GAAG,IAAI,qBAAS,CAAC,UAAU,CAAC,CAAC;QAEtC,KAAK,CAAC,SAAS,CAAC,aAAa,CAAC,GAAG,SAAS,CAAC;KAC5C;IAED,KAAK,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IAElC,SAAS,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IACtC,SAAS,CAAC,WAAW,GAAG,SAAS,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC;IAC5E,SAAS,CAAC,eAAe,GAAG,SAAS,CAAC,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC;IACnF,SAAS,CAAC,WAAW,GAAG,SAAS,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC;IAC5E,SAAS,CAAC,eAAe,GAAG,SAAS,CAAC,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC;IAEnF,MAAM,KAAK,GAAG,KAAK,CAAC,OAAO,CAAC,SAAS,CAAC,UAAU,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;IAEnE,IAAI,KAAK,EAAE;QACT,KAAK,MAAM,QAAQ,IAAI,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,EAAE;YACpD,IAAI,QAAQ,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,SAAS,CAAC,QAAQ,EAAE,EAAE;gBAC1D,SAAS;aACV;YAED,MAAM,IAAI,GAAG,QAAQ,CAAC,IAAI,IAAI,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,WAAW,CAAC,CAAC,CAAC,SAAS,CAAC,WAAW,CAAC;YAEhF,QAAQ,CAAC,YAAY,CAAC,IAAI,CAAC,CAAC;SAC7B;QAED,IAAI,KAAK,CAAC,KAAK,GAAG,CAAC,EAAE;YACnB,MAAM,IAAI,KAAK,CAAC,YAAY,CAAC,CAAC;SAC/B;KACF;IAED,OAAO,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC;AAC5B,CAAC;AAhDD,gEAgDC"}

package/dist/store/event/store-position.event.js

@@ -1,97 +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 });
-exports.PositionPatchEventHandler = exports.PositionPatchEvent = exports.PositionLoadEventHandler = exports.PositionLoadEvent = void 0;
-const domain_1 = require("../../domain");
-const topic_1 = require("../../shared/topic");
-let PositionLoadEvent = class PositionLoadEvent {
-    constructor(position, timestamp) {
-        this.position = position;
-        this.timestamp = timestamp;
-        this.type = 'position-load';
-    }
-};
-PositionLoadEvent = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [domain_1.Position, Number])
-], PositionLoadEvent);
-exports.PositionLoadEvent = PositionLoadEvent;
-function PositionLoadEventHandler(event, state, changes) {
-    if (event.position.instrument.toString() in state.subscription.instrument ||
-        event.position.size == 0) {
-        return;
-    }
-    event.position.timestamp = event.timestamp;
-    const balance = state.balance[event.position.instrument.quote.toString()];
-    const orderbook = state.orderbook[event.position.instrument.toString()];
-    balance.position[event.position.toString()] = event.position;
-    if (orderbook) {
-        const rate = event.position.size >= 0 ? orderbook.bestBidRate : orderbook.bestAskRate;
-        event.position.calculatePnL(rate);
-    }
-    return event.position;
-}
-exports.PositionLoadEventHandler = PositionLoadEventHandler;
-let PositionPatchEvent = class PositionPatchEvent {
-    constructor(id, instrument, rate, size, leverage, mode, timestamp) {
-        this.id = id;
-        this.instrument = instrument;
-        this.rate = rate;
-        this.size = size;
-        this.leverage = leverage;
-        this.mode = mode;
-        this.timestamp = timestamp;
-        this.type = 'position-patch';
-    }
-};
-PositionPatchEvent = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [String, domain_1.Instrument, Number, Number, Number, String, Number])
-], PositionPatchEvent);
-exports.PositionPatchEvent = PositionPatchEvent;
-function PositionPatchEventHandler(event, state, changes) {
-    if (!(event.instrument.toString() in state.subscription.instrument)) {
-        return;
-    }
-    const balance = state.balance[event.instrument.quote.toString()];
-    const orderbook = state.orderbook[event.instrument.toString()];
-    let position = balance.position[event.id];
-    if (event.size == 0) {
-        if (position) {
-            position.averageExecutionRate = event.instrument.quote.fixed(event.rate);
-            position.size = event.instrument.base.fixed(event.size);
-            position.leverage = event.leverage;
-            delete balance.position[event.id];
-            if (orderbook) {
-                const rate = position.size >= 0 ? orderbook.bestBidRate : orderbook.bestAskRate;
-                position.calculatePnL(rate);
-            }
-            changes.commit(position);
-            changes.commit(balance);
-        }
-    }
-    if (!position) {
-        position = new domain_1.Position(event.id, event.instrument);
-        balance.position[event.id] = position;
-    }
-    position.averageExecutionRate = event.instrument.quote.fixed(event.rate);
-    position.size = event.instrument.base.fixed(event.size);
-    position.leverage = event.leverage;
-    position.mode = event.mode;
-    if (orderbook) {
-        const rate = position.size >= 0 ? orderbook.bestBidRate : orderbook.bestAskRate;
-        position.calculatePnL(rate);
-    }
-    changes.commit(position);
-    changes.commit(balance);
-}
-exports.PositionPatchEventHandler = PositionPatchEventHandler;
-//# sourceMappingURL=store-position.event.js.map

package/dist/store/event/store-position.event.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"store-position.event.js","sourceRoot":"","sources":["../../../src/store/event/store-position.event.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,yCAAkE;AAElE,8CAA2C;AAK3C,IAAa,iBAAiB,GAA9B,MAAa,iBAAiB;IAG5B,YAAqB,QAAkB,EAAW,SAAoB;QAAjD,aAAQ,GAAR,QAAQ,CAAU;QAAW,cAAS,GAAT,SAAS,CAAW;QAFtE,SAAI,GAAG,eAAe,CAAC;IAEkD,CAAC;CAC3E,CAAA;AAJY,iBAAiB;IAD7B,aAAK;qCAI2B,iBAAQ;GAH5B,iBAAiB,CAI7B;AAJY,8CAAiB;AAM9B,SAAgB,wBAAwB,CACtC,KAAwB,EACxB,KAAY,EACZ,OAA2B;IAE3B,IACE,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,QAAQ,EAAG,IAAI,KAAK,CAAC,YAAY,CAAC,UAAU;QACtE,KAAK,CAAC,QAAQ,CAAC,IAAI,IAAI,CAAC,EACxB;QACA,OAAO;KACR;IAED,KAAK,CAAC,QAAQ,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;IAE3C,MAAM,OAAO,GAAG,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;IAC1E,MAAM,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;IAExE,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,EAAE,CAAC,GAAG,KAAK,CAAC,QAAQ,CAAC;IAE7D,IAAI,SAAS,EAAE;QACb,MAAM,IAAI,GAAG,KAAK,CAAC,QAAQ,CAAC,IAAI,IAAI,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,WAAW,CAAC,CAAC,CAAC,SAAS,CAAC,WAAW,CAAC;QAEtF,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,IAAI,CAAC,CAAC;KACnC;IAED,OAAO,KAAK,CAAC,QAAQ,CAAC;AACxB,CAAC;AA1BD,4DA0BC;AAGD,IAAa,kBAAkB,GAA/B,MAAa,kBAAkB;IAG7B,YACW,EAAU,EACV,UAAsB,EACtB,IAAY,EACZ,IAAY,EACZ,QAAgB,EAChB,IAAkB,EAClB,SAAoB;QANpB,OAAE,GAAF,EAAE,CAAQ;QACV,eAAU,GAAV,UAAU,CAAY;QACtB,SAAI,GAAJ,IAAI,CAAQ;QACZ,SAAI,GAAJ,IAAI,CAAQ;QACZ,aAAQ,GAAR,QAAQ,CAAQ;QAChB,SAAI,GAAJ,IAAI,CAAc;QAClB,cAAS,GAAT,SAAS,CAAW;QAT/B,SAAI,GAAG,gBAAgB,CAAC;IAUrB,CAAC;CACL,CAAA;AAZY,kBAAkB;IAD9B,aAAK;6CAMmB,mBAAU;GALtB,kBAAkB,CAY9B;AAZY,gDAAkB;AAc/B,SAAgB,yBAAyB,CACvC,KAAyB,EACzB,KAAY,EACZ,OAA2B;IAE3B,IAAI,CAAC,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,KAAK,CAAC,YAAY,CAAC,UAAU,CAAC,EAAE;QACnE,OAAO;KACR;IAED,MAAM,OAAO,GAAG,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC;IACjE,MAAM,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC,KAAK,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC,CAAC;IAE/D,IAAI,QAAQ,GAAG,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;IAE1C,IAAI,KAAK,CAAC,IAAI,IAAI,CAAC,EAAE;QACnB,IAAI,QAAQ,EAAE;YACZ,QAAQ,CAAC,oBAAoB,GAAG,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC;YACzE,QAAQ,CAAC,IAAI,GAAG,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC;YACxD,QAAQ,CAAC,QAAQ,GAAG,KAAK,CAAC,QAAQ,CAAC;YAEnC,OAAO,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;YAElC,IAAI,SAAS,EAAE;gBACb,MAAM,IAAI,GAAG,QAAQ,CAAC,IAAI,IAAI,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,WAAW,CAAC,CAAC,CAAC,SAAS,CAAC,WAAW,CAAC;gBAEhF,QAAQ,CAAC,YAAY,CAAC,IAAI,CAAC,CAAC;aAC7B;YAED,OAAO,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC;YACzB,OAAO,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;SACzB;KACF;IAED,IAAI,CAAC,QAAQ,EAAE;QACb,QAAQ,GAAG,IAAI,iBAAQ,CAAC,KAAK,CAAC,EAAE,EAAE,KAAK,CAAC,UAAU,CAAC,CAAC;QAEpD,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE,CAAC,GAAG,QAAQ,CAAC;KACvC;IAED,QAAQ,CAAC,oBAAoB,GAAG,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC;IACzE,QAAQ,CAAC,IAAI,GAAG,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC;IACxD,QAAQ,CAAC,QAAQ,GAAG,KAAK,CAAC,QAAQ,CAAC;IACnC,QAAQ,CAAC,IAAI,GAAG,KAAK,CAAC,IAAI,CAAC;IAE3B,IAAI,SAAS,EAAE;QACb,MAAM,IAAI,GAAG,QAAQ,CAAC,IAAI,IAAI,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,WAAW,CAAC,CAAC,CAAC,SAAS,CAAC,WAAW,CAAC;QAEhF,QAAQ,CAAC,YAAY,CAAC,IAAI,CAAC,CAAC;KAC7B;IAED,OAAO,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC;IACzB,OAAO,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;AAC1B,CAAC;AApDD,8DAoDC"}

package/dist/store/event/store-trade.event.js

@@ -1,47 +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 });
-exports.TradePatchEventHandler = exports.TradePatchEvent = void 0;
-const domain_1 = require("../../domain");
-const instrument_1 = require("../../domain/instrument");
-const topic_1 = require("../../shared/topic");
-let TradePatchEvent = class TradePatchEvent {
-    constructor(instrument, rate, quantity, timestamp) {
-        this.instrument = instrument;
-        this.rate = rate;
-        this.quantity = quantity;
-        this.timestamp = timestamp;
-        this.type = 'trade-patch';
-    }
-};
-TradePatchEvent = __decorate([
-    topic_1.event,
-    __metadata("design:paramtypes", [instrument_1.InstrumentSelector, Number, Number, Number])
-], TradePatchEvent);
-exports.TradePatchEvent = TradePatchEvent;
-function TradePatchEventHandler(event, state, changes) {
-    const instrumentKey = event.instrument.toString();
-    if (!(instrumentKey in state.subscription.instrument)) {
-        throw new Error(`Trying to patch unsubscribed instrument: ${instrumentKey}`);
-    }
-    let trade = state.trade[instrumentKey];
-    if (!trade) {
-        trade = new domain_1.Trade(state.universe.instrument[instrumentKey]);
-        state.trade[instrumentKey] = trade;
-    }
-    state.timestamp = event.timestamp;
-    trade.timestamp = event.timestamp;
-    trade.rate = trade.instrument.quote.fixed(event.rate);
-    trade.quantity = trade.instrument.base.fixed(event.quantity);
-    changes.commit(trade);
-}
-exports.TradePatchEventHandler = TradePatchEventHandler;
-//# sourceMappingURL=store-trade.event.js.map

package/dist/store/event/store-trade.event.js.map

@@ -1 +0,0 @@
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package/dist/store/event/store-trade.event.spec.js.map

@@ -1 +0,0 @@
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package/dist/store/event/store.event.d.ts

@@ -1,5 +0,0 @@
-import { timestamp } from '../../shared';
-export interface StoreEvent {
-    type: string;
-    timestamp: timestamp;
-}

package/dist/store/event/store.event.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"store.event.js","sourceRoot":"","sources":["../../../src/store/event/store.event.ts"],"names":[],"mappings":""}

package/dist/store/store.state.d.ts

@@ -1,21 +0,0 @@
-import { Asset, AssetSelector, Balance, Component, Instrument, InstrumentSelector, Order, Orderbook, Trade } from '../domain';
-import { timestamp } from '../shared';
-export interface StateChangeTracker {
-    commit(component: Component): any;
-    commitPendingChanges(): any;
-}
-export declare class State {
-    timestamp: timestamp;
-    universe: {
-        asset: Record<string, Asset>;
-        instrument: Record<string, Instrument>;
-    };
-    subscription: {
-        asset: Record<string, AssetSelector>;
-        instrument: Record<string, InstrumentSelector>;
-    };
-    trade: Record<string, Trade>;
-    orderbook: Record<string, Orderbook>;
-    balance: Record<string, Balance>;
-    order: Record<string, Order>;
-}

package/dist/store/store.state.js

@@ -1,21 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.State = void 0;
-class State {
-    constructor() {
-        this.universe = {
-            asset: {},
-            instrument: {}
-        };
-        this.subscription = {
-            asset: {},
-            instrument: {}
-        };
-        this.trade = {};
-        this.orderbook = {};
-        this.balance = {};
-        this.order = {};
-    }
-}
-exports.State = State;
-//# sourceMappingURL=store.state.js.map

package/dist/store/store.state.js.map

@@ -1 +0,0 @@
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package/dist/tests/backtester-adapter.spec.js

@@ -1,61 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const adapter_1 = require("../adapter/adapter");
-const backtester_adapter_1 = require("../adapter/backtester/backtester-adapter");
-const backtester_streamer_1 = require("../adapter/backtester/backtester-streamer");
-const paper_1 = require("../adapter/paper");
-const domain_1 = require("../domain");
-const storage_1 = require("../storage");
-const store_1 = require("../store");
-const base = new domain_1.Asset('btc', 'binance', 8);
-const quote = new domain_1.Asset('usdt', 'binance', 4);
-class DefaultAdapter extends adapter_1.Adapter {
-    constructor() {
-        super(...arguments);
-        this.name = 'default';
-    }
-    timestamp() {
-        return 123;
-    }
-    createPaperSimulator(adapter) {
-        return new paper_1.PaperSpotSimulator(adapter);
-    }
-    async awake(context) {
-        await super.awake(context);
-        context.dispatch(new store_1.InstrumentPatchEvent(context.timestamp, base, quote, new domain_1.Commission(0.1, 0.1), 'btc-usdt'));
-    }
-}
-const instrument = (0, domain_1.instrumentOf)('binance:btc-usdt');
-const adapter = new DefaultAdapter();
-const store = new store_1.Store();
-const feed = new storage_1.Feed(new storage_1.InMemoryStorage());
-const cache = new storage_1.Cache(new storage_1.InMemoryStorage());
-describe('backtester adapter tests', () => {
-    test('should return proper adapter name and timestamp', () => {
-        const sut = new backtester_adapter_1.BacktesterAdapter(adapter, new backtester_streamer_1.BacktesterStreamer(store, feed, {
-            from: 1,
-            to: 100
-        }));
-        expect(sut.name).toEqual('default');
-        expect(sut.timestamp()).toEqual(1);
-    });
-    test('should stream data from input array', done => {
-        const streamer = new backtester_streamer_1.BacktesterStreamer(store, feed, {
-            from: 0,
-            to: 100
-        }, {
-            onBacktestCompleted: () => {
-                expect(store.snapshot.timestamp).toEqual(1);
-                expect(store.snapshot.trade[instrument.toString()].rate).toEqual(100);
-                expect(store.snapshot.trade[instrument.toString()].quantity).toEqual(10);
-                done();
-            }
-        });
-        feed.save(instrument, [new store_1.TradePatchEvent(instrument, 100, 10, 1)]);
-        const sut = new backtester_adapter_1.BacktesterAdapter(adapter, streamer);
-        sut.awake(new adapter_1.AdapterContext(sut, store, cache));
-        sut.subscribe([instrument]);
-        expect(sut.name).toEqual('default');
-    });
-});
-//# sourceMappingURL=backtester-adapter.spec.js.map

package/dist/tests/backtester-adapter.spec.js.map

@@ -1 +0,0 @@
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package/dist/tests/session.spec.js

@@ -1 +0,0 @@
-//# sourceMappingURL=session.spec.js.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"session.spec.js","sourceRoot":"","sources":["../../src/tests/session.spec.ts"],"names":[],"mappings":""}

package/jestconfig.integration.json

@@ -1,12 +0,0 @@
-{
-  "moduleFileExtensions": ["js", "json", "ts"],
-  "verbose": true,
-  "rootDir": "src/tests",
-  "testRegex": ".spec.ts$",
-  "transform": {
-    "^.+\\.(t|j)s$": "ts-jest"
-  },
-  "coverageDirectory": "../coverage",
-  "testEnvironment": "node",
-  "testTimeout": 300000
-}