@quantform/core 0.5.14 → 0.5.15

package/dist/domain/balance.spec.js

@@ -2,21 +2,81 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 const asset_1 = require("./asset");
 const balance_1 = require("./balance");
-describe('balance tests', () => {
-    test('should instantiate empty balance', () => {
-        const sut = new balance_1.Balance(new asset_1.Asset('abc', 'xyz', 4));
-        expect(sut.asset.toString()).toEqual('xyz:abc');
+const instrument_1 = require("./instrument");
+const position_1 = require("./position");
+describe('Balance', () => {
+    const asset = new asset_1.Asset('abc', 'xyz', 4);
+    const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
+    test('should construct empty balance', () => {
+        const sut = new balance_1.Balance(asset);
+        expect(sut.asset.id).toEqual('xyz:abc');
         expect(sut.free).toEqual(0);
         expect(sut.locked).toEqual(0);
         expect(Object.keys(sut.position).length).toEqual(0);
     });
-    test('should instantiate balance', () => {
-        const sut = new balance_1.Balance(new asset_1.Asset('abc', 'xyz', 4));
+    test('should construct balance', () => {
+        const sut = new balance_1.Balance(asset);
         sut.set(100, 50);
-        expect(sut.asset.toString()).toEqual('xyz:abc');
+        expect(sut.asset.id).toEqual('xyz:abc');
         expect(sut.free).toEqual(100);
         expect(sut.locked).toEqual(50);
+        expect(sut.total).toEqual(150);
         expect(Object.keys(sut.position).length).toEqual(0);
     });
+    test('should account positive amount', () => {
+        const sut = new balance_1.Balance(asset);
+        sut.set(100, 0);
+        sut.account(10);
+        expect(sut.free).toEqual(110);
+        expect(sut.locked).toEqual(0);
+        expect(sut.total).toEqual(110);
+    });
+    test('should account negative amount', () => {
+        const sut = new balance_1.Balance(asset);
+        sut.set(100, 0);
+        sut.account(-10);
+        expect(sut.free).toEqual(90);
+        expect(sut.locked).toEqual(0);
+        expect(sut.total).toEqual(90);
+    });
+    test('should throw for insufficient balance account amount', () => {
+        const sut = new balance_1.Balance(asset);
+        sut.set(100, 0);
+        const fn = () => sut.account(-120);
+        expect(fn).toThrowError();
+    });
+    test('should lock specific amount of available balance', () => {
+        const sut = new balance_1.Balance(asset);
+        sut.set(100, 0);
+        sut.lock('key', 10);
+        expect(sut.free).toEqual(90);
+        expect(sut.locked).toEqual(10);
+        expect(sut.total).toEqual(100);
+    });
+    test('should throw for lock insufficient amount of available balance', () => {
+        const sut = new balance_1.Balance(asset);
+        sut.set(30, 50);
+        const fn = () => sut.lock('key', 100);
+        expect(fn).toThrowError();
+    });
+    test('should lock an unlock specific amount of available balance', () => {
+        const sut = new balance_1.Balance(asset);
+        sut.set(100, 0);
+        sut.lock('key', 40);
+        sut.tryUnlock('key');
+        expect(sut.free).toEqual(100);
+        expect(sut.locked).toEqual(0);
+        expect(sut.total).toEqual(100);
+    });
+    test('should return correct estimated unrealized pnl', () => {
+        const position = new position_1.Position('1', instrument, 'CROSS', 2511.81, 10.31, 20);
+        position.calculateEstimatedUnrealizedPnL(2576.44);
+        const sut = new balance_1.Balance(asset);
+        sut.set(100, 0);
+        sut.position['1'] = position;
+        expect(sut.getEstimatedUnrealizedPnL()).toEqual(0.2652);
+        expect(sut.free).toEqual(100 + 0.2652);
+        expect(sut.total).toEqual(100 + 0.2652);
+    });
 });
 //# sourceMappingURL=balance.spec.js.map

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

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

@@ -1,4 +1,3 @@
-import { Observable } from 'rxjs';
 import { timestamp } from '../shared';
 export declare class Candle {
     timestamp: timestamp;
@@ -6,21 +5,7 @@ export declare class Candle {
     high: number;
     low: number;
     close: number;
-    constructor(timestamp: timestamp, open: number, high: number, low: number, close: number);
+    volume?: number;
+    constructor(timestamp: timestamp, open: number, high: number, low: number, close: number, volume?: number);
     apply(value: number): void;
 }
-export declare class CandleBuilder {
-    readonly timeframe: number;
-    private current;
-    get candle(): Candle;
-    constructor(timeframe: number);
-    append(value: number, timestamp: timestamp): Candle;
-}
-export declare function candle<T extends {
-    timestamp: number;
-}>(timeframe: number, fn: (x: T) => number, options?: {
-    passThru: boolean;
-}): (source: Observable<T>) => Observable<Candle>;
-export declare function mergeCandle<T extends {
-    timestamp: number;
-}>(timeframe: number, fn: (x: T) => number, history$: Observable<Candle>): (source$: Observable<T>) => Observable<Candle>;

package/dist/domain/candle.js

@@ -1,15 +1,14 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.mergeCandle = exports.candle = exports.CandleBuilder = exports.Candle = void 0;
-const rxjs_1 = require("rxjs");
-const timeframe_1 = require("./timeframe");
+exports.Candle = void 0;
 class Candle {
-    constructor(timestamp, open, high, low, close) {
+    constructor(timestamp, open, high, low, close, volume) {
         this.timestamp = timestamp;
         this.open = open;
         this.high = high;
         this.low = low;
         this.close = close;
+        this.volume = volume;
     }
     apply(value) {
         this.high = Math.max(this.high, value);
@@ -18,70 +17,4 @@ class Candle {
     }
 }
 exports.Candle = Candle;
-class CandleBuilder {
-    constructor(timeframe) {
-        this.timeframe = timeframe;
-    }
-    get candle() {
-        return this.current;
-    }
-    append(value, timestamp) {
-        const frame = (0, timeframe_1.tf)(timestamp, this.timeframe);
-        if (!this.current) {
-            this.current = new Candle(frame, value, value, value, value);
-            return null;
-        }
-        if (this.candle.timestamp == frame) {
-            this.candle.apply(value);
-            return null;
-        }
-        const previous = this.current;
-        this.current = new Candle(frame, value, value, value, value);
-        return previous;
-    }
-}
-exports.CandleBuilder = CandleBuilder;
-function candle(timeframe, fn, options = { passThru: false }) {
-    return function (source) {
-        const builder = new CandleBuilder(timeframe);
-        let candle;
-        if (options.passThru) {
-            return source.pipe((0, rxjs_1.map)(it => {
-                builder.append(fn(it), it.timestamp);
-                return builder.candle;
-            }), (0, rxjs_1.share)());
-        }
-        return source.pipe((0, rxjs_1.filter)(it => (candle = builder.append(fn(it), it.timestamp)) != null), (0, rxjs_1.map)(_ => candle), (0, rxjs_1.share)());
-    };
-}
-exports.candle = candle;
-function mergeCandle(timeframe, fn, history$) {
-    return function (source$) {
-        const builder = new CandleBuilder(timeframe);
-        let hasMergedHistory = false;
-        return (0, rxjs_1.concat)(history$.pipe((0, rxjs_1.skipLast)(1)), source$.pipe((0, rxjs_1.withLatestFrom)(history$.pipe((0, rxjs_1.last)())), (0, rxjs_1.mergeMap)(([it, history]) => {
-            const completed = builder.append(fn(it), it.timestamp);
-            if (completed) {
-                if (completed.timestamp == history.timestamp) {
-                    completed.open = history.open;
-                    completed.high = Math.max(completed.high, history.high);
-                    completed.low = Math.min(completed.low, history.low);
-                    hasMergedHistory = true;
-                }
-                else if (completed.timestamp > history.timestamp) {
-                    if (!hasMergedHistory) {
-                        hasMergedHistory = true;
-                        return [history, completed];
-                    }
-                }
-                else if (completed.timestamp < history.timestamp) {
-                    throw new Error('invalid candle sequence, input data is to old.');
-                }
-                return [completed];
-            }
-            return [];
-        })));
-    };
-}
-exports.mergeCandle = mergeCandle;
 //# sourceMappingURL=candle.js.map

package/dist/domain/candle.js.map

@@ -1 +1 @@
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+{"version":3,"file":"candle.js","sourceRoot":"","sources":["../../src/domain/candle.ts"],"names":[],"mappings":";;;AAEA,MAAa,MAAM;IACjB,YACS,SAAoB,EACpB,IAAY,EACZ,IAAY,EACZ,GAAW,EACX,KAAa,EACb,MAAe;QALf,cAAS,GAAT,SAAS,CAAW;QACpB,SAAI,GAAJ,IAAI,CAAQ;QACZ,SAAI,GAAJ,IAAI,CAAQ;QACZ,QAAG,GAAH,GAAG,CAAQ;QACX,UAAK,GAAL,KAAK,CAAQ;QACb,WAAM,GAAN,MAAM,CAAS;IACrB,CAAC;IAEJ,KAAK,CAAC,KAAa;QACjB,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,EAAE,KAAK,CAAC,CAAC;QACvC,IAAI,CAAC,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,EAAE,KAAK,CAAC,CAAC;QACrC,IAAI,CAAC,KAAK,GAAG,KAAK,CAAC;IACrB,CAAC;CACF;AAfD,wBAeC"}

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

@@ -0,0 +1,9 @@
+import { Observable } from 'rxjs';
+import { Candle } from './candle';
+export declare function candle<T extends {
+    timestamp: number;
+}>(timeframe: number, fn: (x: T) => number, candleToStartWith?: Candle): (source: Observable<T>) => Observable<Candle>;
+export declare function mergeCandle<T extends {
+    timestamp: number;
+}>(timeframe: number, fn: (x: T) => number, history$: Observable<Candle>): (source$: Observable<T>) => Observable<Candle>;
+export declare function candleCompleted(): (source: Observable<Candle>) => Observable<Candle>;

package/dist/domain/candle.operator.js

@@ -0,0 +1,64 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.candleCompleted = exports.mergeCandle = exports.candle = void 0;
+const rxjs_1 = require("rxjs");
+const candle_1 = require("./candle");
+const timeframe_1 = require("./timeframe");
+function aggregate(candle, timeframe, value, timestamp) {
+    const frame = (0, timeframe_1.tf)(timestamp, timeframe);
+    if (!candle) {
+        return new candle_1.Candle(frame, value, value, value, value);
+    }
+    if (candle.timestamp === frame) {
+        candle.apply(value);
+    }
+    else {
+        return new candle_1.Candle(frame, candle.close, value, value, value);
+    }
+}
+function candle(timeframe, fn, candleToStartWith = undefined) {
+    return function (source) {
+        let candle = candleToStartWith;
+        return source.pipe((0, rxjs_1.map)(it => {
+            const newCandle = aggregate(candle, timeframe, fn(it), it.timestamp);
+            if (newCandle) {
+                const prevCandle = candle;
+                candle = newCandle;
+                if (candleToStartWith && candleToStartWith.timestamp < newCandle.timestamp) {
+                    candleToStartWith = undefined;
+                    return [prevCandle, candle];
+                }
+            }
+            if (candleToStartWith) {
+                candleToStartWith = undefined;
+            }
+            return [candle];
+        }), (0, rxjs_1.mergeMap)(it => it), (0, rxjs_1.share)());
+    };
+}
+exports.candle = candle;
+function mergeCandle(timeframe, fn, history$) {
+    return function (source$) {
+        return (0, rxjs_1.concat)(history$.pipe((0, rxjs_1.skipLast)(1)), history$.pipe((0, rxjs_1.last)(), (0, rxjs_1.switchMap)(lastHistoricalCandle => source$.pipe(candle(timeframe, fn, lastHistoricalCandle))), (0, rxjs_1.share)()));
+    };
+}
+exports.mergeCandle = mergeCandle;
+function candleCompleted() {
+    let currCandle;
+    return (source) => source.pipe((0, rxjs_1.map)(it => {
+        if (!currCandle) {
+            currCandle = it;
+            return undefined;
+        }
+        else {
+            if (currCandle.timestamp !== it.timestamp) {
+                const prevCandle = currCandle;
+                currCandle = it;
+                return prevCandle;
+            }
+            return undefined;
+        }
+    }), (0, rxjs_1.filter)(it => !!it), (0, rxjs_1.share)());
+}
+exports.candleCompleted = candleCompleted;
+//# sourceMappingURL=candle.operator.js.map

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

@@ -0,0 +1 @@
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package/dist/domain/candle.operator.spec.js

@@ -0,0 +1,111 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const rxjs_1 = require("rxjs");
+const candle_1 = require("./candle");
+const candle_operator_1 = require("./candle.operator");
+describe('candle', () => {
+    test('should aggregate and pipe candle updates', done => {
+        const input$ = (0, rxjs_1.from)([
+            { timestamp: 1, rate: 1 },
+            { timestamp: 2, rate: 2 },
+            { timestamp: 3, rate: 3 },
+            { timestamp: 4, rate: 0 },
+            { timestamp: 5, rate: 7 },
+            { timestamp: 6, rate: 8 }
+        ]);
+        const output = [
+            { timestamp: 0, open: 1, high: 1, low: 1, close: 1 },
+            { timestamp: 0, open: 1, high: 2, low: 1, close: 2 },
+            { timestamp: 0, open: 1, high: 3, low: 1, close: 3 },
+            { timestamp: 0, open: 1, high: 3, low: 0, close: 0 },
+            { timestamp: 5, open: 0, high: 7, low: 7, close: 7 },
+            { timestamp: 5, open: 0, high: 8, low: 7, close: 8 }
+        ].reverse();
+        input$.pipe((0, candle_operator_1.candle)(5, it => it.rate)).subscribe({
+            next: it => {
+                expect(it).toEqual(output.pop());
+                if (output.length === 0) {
+                    done();
+                }
+            }
+        });
+    });
+});
+describe('candleCompleted', () => {
+    test('should aggregate and pipe distinct completed candles', done => {
+        const input$ = (0, rxjs_1.from)([
+            { timestamp: 1, rate: 1 },
+            { timestamp: 2, rate: 2 },
+            { timestamp: 3, rate: 3 },
+            { timestamp: 4, rate: 0 },
+            { timestamp: 5, rate: 7 },
+            { timestamp: 6, rate: 8 }
+        ]);
+        input$
+            .pipe((0, candle_operator_1.candle)(5, it => it.rate), (0, candle_operator_1.candleCompleted)())
+            .subscribe({
+            next: it => {
+                expect(it).toEqual({ timestamp: 0, open: 1, high: 3, low: 0, close: 0 });
+                done();
+            }
+        });
+    });
+});
+describe('mergeCandle', () => {
+    test('should pipe and merge candle from history', done => {
+        const history$ = (0, rxjs_1.from)([
+            new candle_1.Candle(1, 1, 1.5, 0.5, 2),
+            new candle_1.Candle(2, 2, 2.5, 1.5, 3),
+            new candle_1.Candle(3, 3, 3.5, 2.5, 4)
+        ]);
+        const input$ = (0, rxjs_1.from)([
+            { timestamp: 3, rate: 5 },
+            { timestamp: 4, rate: 3 },
+            { timestamp: 5, rate: 4 }
+        ]);
+        const output = [
+            { timestamp: 1, open: 1, high: 1.5, low: 0.5, close: 2 },
+            { timestamp: 2, open: 2, high: 2.5, low: 1.5, close: 3 },
+            { timestamp: 3, open: 3, high: 5, low: 2.5, close: 5 },
+            { timestamp: 4, open: 5, high: 3, low: 3, close: 3 },
+            { timestamp: 5, open: 3, high: 4, low: 4, close: 4 }
+        ].reverse();
+        input$.pipe((0, candle_operator_1.mergeCandle)(1, it => it.rate, history$)).subscribe({
+            next: it => {
+                expect(it).toEqual(output.pop());
+                if (output.length === 0) {
+                    done();
+                }
+            }
+        });
+    });
+    test('should pipe and not merge candle from history', done => {
+        const history$ = (0, rxjs_1.from)([
+            new candle_1.Candle(1, 1, 1.5, 0.5, 2),
+            new candle_1.Candle(2, 2, 2.5, 1.5, 3),
+            new candle_1.Candle(3, 3, 3.5, 2.5, 4)
+        ]);
+        const input$ = (0, rxjs_1.from)([
+            { timestamp: 4, rate: 5 },
+            { timestamp: 5, rate: 3 },
+            { timestamp: 6, rate: 4 }
+        ]);
+        const output = [
+            { timestamp: 1, open: 1, high: 1.5, low: 0.5, close: 2 },
+            { timestamp: 2, open: 2, high: 2.5, low: 1.5, close: 3 },
+            { timestamp: 3, open: 3, high: 3.5, low: 2.5, close: 4 },
+            { timestamp: 4, open: 4, high: 5, low: 5, close: 5 },
+            { timestamp: 5, open: 5, high: 3, low: 3, close: 3 },
+            { timestamp: 6, open: 3, high: 4, low: 4, close: 4 }
+        ].reverse();
+        input$.pipe((0, candle_operator_1.mergeCandle)(1, it => it.rate, history$)).subscribe({
+            next: it => {
+                expect(it).toEqual(output.pop());
+                if (output.length === 0) {
+                    done();
+                }
+            }
+        });
+    });
+});
+//# sourceMappingURL=candle.operator.spec.js.map

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

@@ -0,0 +1 @@
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package/dist/domain/candle.spec.js

@@ -1,13 +1,9 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
 const shared_1 = require("../shared");
-const store_1 = require("../store");
 const candle_1 = require("./candle");
-const instrument_1 = require("./instrument");
-const timeframe_1 = require("./timeframe");
-describe('candle tests', () => {
-    test('should instantiate valid candle', () => {
+describe('Candle', () => {
+    test('should construct a candle', () => {
         const timestamp = (0, shared_1.now)();
         const sut = new candle_1.Candle(timestamp, 2, 4, 1, 3);
         expect(sut.timestamp).toEqual(timestamp);
@@ -16,53 +12,15 @@ describe('candle tests', () => {
         expect(sut.low).toEqual(1);
         expect(sut.close).toEqual(3);
     });
-    test('should pipe and merge candle from history', done => {
-        const timestamp = 0;
-        const instrument = (0, instrument_1.instrumentOf)('binance:btc-usdt');
-        const history$ = (0, rxjs_1.from)([
-            new candle_1.Candle(timestamp + timeframe_1.Timeframe.D1 * 1, 1, 1.5, 0.5, 2),
-            new candle_1.Candle(timestamp + timeframe_1.Timeframe.D1 * 2, 2, 2.5, 1.5, 3),
-            new candle_1.Candle(timestamp + timeframe_1.Timeframe.D1 * 3, 3, 3.5, 2.5, 4)
-        ]);
-        const input$ = (0, rxjs_1.from)([
-            new store_1.TradePatchEvent(instrument, 5, 1, timestamp + timeframe_1.Timeframe.D1 * 3),
-            new store_1.TradePatchEvent(instrument, 3, 1, timestamp + timeframe_1.Timeframe.D1 * 4),
-            new store_1.TradePatchEvent(instrument, 4, 1, timestamp + timeframe_1.Timeframe.D1 * 5)
-        ]);
-        const high = [1.5, 2.5, 5, 3];
-        input$
-            .pipe((0, candle_1.mergeCandle)(timeframe_1.Timeframe.D1, it => it.rate, history$))
-            .pipe((0, rxjs_1.map)(it => {
-            expect(it.high).toBe(high.shift());
-            if (!high.length) {
-                done();
-            }
-        }))
-            .subscribe();
-    });
-    test('should pipe and not merge candle from history', done => {
-        const timestamp = 0;
-        const instrument = (0, instrument_1.instrumentOf)('binance:btc-usdt');
-        const history$ = (0, rxjs_1.from)([
-            new candle_1.Candle(timestamp + timeframe_1.Timeframe.D1 * 1, 1, 1.5, 0.5, 2),
-            new candle_1.Candle(timestamp + timeframe_1.Timeframe.D1 * 2, 2, 2.5, 1.5, 3),
-            new candle_1.Candle(timestamp + timeframe_1.Timeframe.D1 * 3, 3, 3.5, 2.5, 4)
-        ]);
-        const input$ = (0, rxjs_1.from)([
-            new store_1.TradePatchEvent(instrument, 5, 1, timestamp + timeframe_1.Timeframe.D1 * 4),
-            new store_1.TradePatchEvent(instrument, 3, 1, timestamp + timeframe_1.Timeframe.D1 * 5),
-            new store_1.TradePatchEvent(instrument, 4, 1, timestamp + timeframe_1.Timeframe.D1 * 6)
-        ]);
-        const high = [1.5, 2.5, 3.5, 5, 3];
-        input$
-            .pipe((0, candle_1.mergeCandle)(timeframe_1.Timeframe.D1, it => it.rate, history$))
-            .pipe((0, rxjs_1.map)(it => {
-            expect(it.high).toBe(high.shift());
-            if (!high.length) {
-                done();
-            }
-        }))
-            .subscribe();
+    test('should modify a candle', () => {
+        const timestamp = (0, shared_1.now)();
+        const sut = new candle_1.Candle(timestamp, 2, 4, 1, 3);
+        sut.apply(10);
+        expect(sut.timestamp).toEqual(timestamp);
+        expect(sut.open).toEqual(2);
+        expect(sut.high).toEqual(10);
+        expect(sut.low).toEqual(1);
+        expect(sut.close).toEqual(10);
     });
 });
 //# sourceMappingURL=candle.spec.js.map

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

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+{"version":3,"file":"candle.spec.js","sourceRoot":"","sources":["../../src/domain/candle.spec.ts"],"names":[],"mappings":";;AAAA,sCAAgC;AAChC,qCAAkC;AAElC,QAAQ,CAAC,QAAQ,EAAE,GAAG,EAAE;IACtB,IAAI,CAAC,2BAA2B,EAAE,GAAG,EAAE;QACrC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QAExB,MAAM,GAAG,GAAG,IAAI,eAAM,CAAC,SAAS,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;QAE9C,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACzC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC3B,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IAC/B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,wBAAwB,EAAE,GAAG,EAAE;QAClC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QAExB,MAAM,GAAG,GAAG,IAAI,eAAM,CAAC,SAAS,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;QAC9C,GAAG,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;QAEd,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACzC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;QAC7B,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC3B,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;IAChC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/commission.d.ts

@@ -7,4 +7,7 @@ export declare class Commission {
     applyMakerFee(value: number): number;
     applyTakerFee(value: number): number;
 }
-export declare function commissionPercentOf(maker: number, taker: number): Commission;
+export declare function commissionPercentOf(fees: {
+    maker: number;
+    taker: number;
+}): Commission;

package/dist/domain/commission.js

@@ -20,8 +20,8 @@ class Commission {
     }
 }
 exports.Commission = Commission;
-function commissionPercentOf(maker, taker) {
-    return new Commission(maker / 100.0, taker / 100.0);
+function commissionPercentOf(fees) {
+    return new Commission(fees.maker / 100.0, fees.taker / 100.0);
 }
 exports.commissionPercentOf = commissionPercentOf;
 //# sourceMappingURL=commission.js.map

package/dist/domain/commission.js.map

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

package/dist/domain/commission.spec.js

@@ -0,0 +1,30 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const commission_1 = require("./commission");
+describe('Commission', () => {
+    test('should construct a Commission', () => {
+        const sut = (0, commission_1.commissionPercentOf)({
+            maker: 0.1,
+            taker: 0.2
+        });
+        expect(sut.makerRate).toEqual(0.001);
+        expect(sut.takerRate).toEqual(0.002);
+    });
+    test('should calculate a maker fee', () => {
+        const sut = (0, commission_1.commissionPercentOf)({
+            maker: 0.1,
+            taker: 0.2
+        });
+        expect(sut.calculateMakerFee(2000)).toEqual(2);
+        expect(sut.applyMakerFee(2000)).toEqual(1998);
+    });
+    test('should calculate a taker fee', () => {
+        const sut = (0, commission_1.commissionPercentOf)({
+            maker: 0.1,
+            taker: 0.2
+        });
+        expect(sut.calculateTakerFee(2000)).toEqual(4);
+        expect(sut.applyTakerFee(2000)).toEqual(1996);
+    });
+});
+//# sourceMappingURL=commission.spec.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"commission.spec.js","sourceRoot":"","sources":["../../src/domain/commission.spec.ts"],"names":[],"mappings":";;AAAA,6CAAmD;AAEnD,QAAQ,CAAC,YAAY,EAAE,GAAG,EAAE;IAC1B,IAAI,CAAC,+BAA+B,EAAE,GAAG,EAAE;QACzC,MAAM,GAAG,GAAG,IAAA,gCAAmB,EAAC;YAC9B,KAAK,EAAE,GAAG;YACV,KAAK,EAAE,GAAG;SACX,CAAC,CAAC;QAEH,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACrC,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IACvC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,8BAA8B,EAAE,GAAG,EAAE;QACxC,MAAM,GAAG,GAAG,IAAA,gCAAmB,EAAC;YAC9B,KAAK,EAAE,GAAG;YACV,KAAK,EAAE,GAAG;SACX,CAAC,CAAC;QAEH,MAAM,CAAC,GAAG,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC/C,MAAM,CAAC,GAAG,CAAC,aAAa,CAAC,IAAI,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;IAChD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,8BAA8B,EAAE,GAAG,EAAE;QACxC,MAAM,GAAG,GAAG,IAAA,gCAAmB,EAAC;YAC9B,KAAK,EAAE,GAAG;YACV,KAAK,EAAE,GAAG;SACX,CAAC,CAAC;QAEH,MAAM,CAAC,GAAG,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC/C,MAAM,CAAC,GAAG,CAAC,aAAa,CAAC,IAAI,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;IAChD,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/component.d.ts

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

package/dist/domain/error.d.ts

@@ -0,0 +1,5 @@
+export declare function insufficientFundsError(assetName: string, requiredAmount: number, availableAmount: number): Error;
+export declare function invalidArgumentError(value: any): void;
+export declare function invalidAssetSelectorError(selector: string): void;
+export declare function invalidInstrumentSelectorError(selector: string): void;
+export declare function adapterMismatchError(): Error;