@quantform/core 0.5.14 → 0.5.15

package/dist/domain/orderbook.d.ts

@@ -3,6 +3,7 @@ import { timestamp } from '../shared';
 import { Component } from './component';
 export declare class Orderbook implements Component {
     readonly instrument: Instrument;
+    id: string;
     kind: string;
     timestamp: timestamp;
     bestAskRate: number;

package/dist/domain/orderbook.js

@@ -5,6 +5,7 @@ class Orderbook {
     constructor(instrument) {
         this.instrument = instrument;
         this.kind = 'orderbook';
+        this.id = instrument.id;
     }
     get midRate() {
         return this.instrument.quote.fixed((this.bestAskRate + this.bestBidRate) / 2);

package/dist/domain/orderbook.js.map

@@ -1 +1 @@
-{"version":3,"file":"orderbook.js","sourceRoot":"","sources":["../../src/domain/orderbook.ts"],"names":[],"mappings":";;;AAOA,MAAa,SAAS;IAYpB,YAA4B,UAAsB;QAAtB,eAAU,GAAV,UAAU,CAAY;QAXlD,SAAI,GAAG,WAAW,CAAC;IAWkC,CAAC;IAJtD,IAAI,OAAO;QACT,OAAO,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,WAAW,CAAC,GAAG,CAAC,CAAC,CAAC;IAChF,CAAC;IAID,QAAQ;QACN,OAAO,IAAI,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IACpC,CAAC;CACF;AAjBD,8BAiBC"}
+{"version":3,"file":"orderbook.js","sourceRoot":"","sources":["../../src/domain/orderbook.ts"],"names":[],"mappings":";;;AAOA,MAAa,SAAS;IAapB,YAA4B,UAAsB;QAAtB,eAAU,GAAV,UAAU,CAAY;QAXlD,SAAI,GAAG,WAAW,CAAC;QAYjB,IAAI,CAAC,EAAE,GAAG,UAAU,CAAC,EAAE,CAAC;IAC1B,CAAC;IAND,IAAI,OAAO;QACT,OAAO,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,WAAW,CAAC,GAAG,CAAC,CAAC,CAAC;IAChF,CAAC;IAMD,QAAQ;QACN,OAAO,IAAI,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IACpC,CAAC;CACF;AApBD,8BAoBC"}

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

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

package/dist/domain/orderbook.operator.js

@@ -0,0 +1,10 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.orderbook = void 0;
+const rxjs_1 = require("rxjs");
+const orderbook_1 = require("./orderbook");
+function orderbook(selector, state) {
+    return (source$) => source$.pipe((0, rxjs_1.startWith)(state.orderbook.get(selector.id)), (0, rxjs_1.filter)(it => it instanceof orderbook_1.Orderbook && it.instrument.id == selector.id), (0, rxjs_1.map)(it => it));
+}
+exports.orderbook = orderbook;
+//# sourceMappingURL=orderbook.operator.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"orderbook.operator.js","sourceRoot":"","sources":["../../src/domain/orderbook.operator.ts"],"names":[],"mappings":";;;AAAA,+BAA0D;AAK1D,2CAAwC;AAExC,SAAgB,SAAS,CAAC,QAA4B,EAAE,KAAY;IAClE,OAAO,CAAC,OAA8B,EAAE,EAAE,CACxC,OAAO,CAAC,IAAI,CACV,IAAA,gBAAS,EAAC,KAAK,CAAC,SAAS,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,EAC3C,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,qBAAS,IAAI,EAAE,CAAC,UAAU,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,EACxE,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAe,CAAC,CAC3B,CAAC;AACN,CAAC;AAPD,8BAOC"}

package/dist/domain/orderbook.operator.spec.js

@@ -0,0 +1,22 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const rxjs_1 = require("rxjs");
+const store_1 = require("../store");
+const asset_1 = require("./asset");
+const instrument_1 = require("./instrument");
+const orderbook_1 = require("./orderbook");
+const orderbook_operator_1 = require("./orderbook.operator");
+describe('orderbook', () => {
+    const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
+    test('should pipe an orderbook on subscription', done => {
+        const state = new store_1.State();
+        state.orderbook.upsert(new orderbook_1.Orderbook(instrument));
+        new rxjs_1.Subject().pipe((0, orderbook_operator_1.orderbook)(instrument, state)).subscribe({
+            next: it => {
+                expect(it.id).toEqual(instrument.id);
+                done();
+            }
+        });
+    });
+});
+//# sourceMappingURL=orderbook.operator.spec.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"orderbook.operator.spec.js","sourceRoot":"","sources":["../../src/domain/orderbook.operator.spec.ts"],"names":[],"mappings":";;AAAA,+BAA+B;AAE/B,oCAAiC;AACjC,mCAAgC;AAEhC,6CAA0C;AAC1C,2CAAwC;AACxC,6DAAiD;AAEjD,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;IAEF,IAAI,CAAC,0CAA0C,EAAE,IAAI,CAAC,EAAE;QACtD,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,KAAK,CAAC,SAAS,CAAC,MAAM,CAAC,IAAI,qBAAS,CAAC,UAAU,CAAC,CAAC,CAAC;QAElD,IAAI,cAAO,EAAa,CAAC,IAAI,CAAC,IAAA,8BAAS,EAAC,UAAU,EAAE,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;YACpE,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;gBACrC,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

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

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

package/dist/domain/orderbook.spec.js

@@ -0,0 +1,13 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const asset_1 = require("./asset");
+const instrument_1 = require("./instrument");
+const orderbook_1 = require("./orderbook");
+describe('Orderbook', () => {
+    const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
+    test('should construct an empty orderbook', () => {
+        const sut = new orderbook_1.Orderbook(instrument);
+        expect(sut.id).toEqual(instrument.id);
+    });
+});
+//# sourceMappingURL=orderbook.spec.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"orderbook.spec.js","sourceRoot":"","sources":["../../src/domain/orderbook.spec.ts"],"names":[],"mappings":";;AAAA,mCAAgC;AAChC,6CAA0C;AAC1C,2CAAwC;AAExC,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;IAEF,IAAI,CAAC,qCAAqC,EAAE,GAAG,EAAE;QAC/C,MAAM,GAAG,GAAG,IAAI,qBAAS,CAAC,UAAU,CAAC,CAAC;QAEtC,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;IACxC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/position.d.ts

@@ -1,4 +1,3 @@
-import { Observable } from 'rxjs';
 import { Instrument } from '../domain';
 import { timestamp } from '../shared';
 import { Component } from './component';
@@ -6,19 +5,15 @@ export declare type PositionMode = 'CROSS' | 'ISOLATED';
 export declare class Position implements Component {
     readonly id: string;
     readonly instrument: Instrument;
-    kind: string;
-    timestamp: timestamp;
+    readonly mode: PositionMode;
     averageExecutionRate: number;
     size: number;
     leverage: number;
-    mode: PositionMode;
-    estimatedUnrealizedPnL: number;
+    kind: string;
+    timestamp: timestamp;
+    estimatedUnrealizedPnL?: number;
     get margin(): number;
-    constructor(id: string, instrument: Instrument);
-    calculatePnL(rate: number): number;
+    constructor(id: string, instrument: Instrument, mode: PositionMode, averageExecutionRate: number, size: number, leverage: number);
+    calculateEstimatedUnrealizedPnL(rate: number): number;
     toString(): string;
 }
-export declare function positionsFlat(): (source: Observable<Position[]>) => Observable<{
-    size: number;
-    rate: number;
-}>;

package/dist/domain/position.js

@@ -1,21 +1,22 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.positionsFlat = exports.Position = void 0;
-const rxjs_1 = require("rxjs");
+exports.Position = void 0;
 const shared_1 = require("../shared");
 class Position {
-    constructor(id, instrument) {
+    constructor(id, instrument, mode, averageExecutionRate, size, leverage) {
         this.id = id;
         this.instrument = instrument;
+        this.mode = mode;
+        this.averageExecutionRate = averageExecutionRate;
+        this.size = size;
+        this.leverage = leverage;
         this.kind = 'position';
-        this.mode = 'CROSS';
-        this.estimatedUnrealizedPnL = 0;
     }
     get margin() {
-        return this.instrument.quote.ceil((Math.abs(this.size) * this.averageExecutionRate) / this.leverage);
+        return this.instrument.quote.fixed(Math.abs(this.size) / this.leverage);
     }
-    calculatePnL(rate) {
-        this.estimatedUnrealizedPnL = (0, shared_1.pnl)(this.averageExecutionRate, rate, this.size);
+    calculateEstimatedUnrealizedPnL(rate) {
+        this.estimatedUnrealizedPnL = this.instrument.quote.fixed((0, shared_1.pnl)(this.averageExecutionRate, rate, this.size));
         return this.estimatedUnrealizedPnL;
     }
     toString() {
@@ -23,27 +24,4 @@ class Position {
     }
 }
 exports.Position = Position;
-function positionsFlat() {
-    return function (source) {
-        return source.pipe((0, rxjs_1.map)(it => {
-            if (it.length > 1) {
-                return {
-                    size: it.reduce((aggregate, position) => aggregate + position.size, 0),
-                    rate: (0, shared_1.weightedMean)(it.map(x => x.averageExecutionRate), it.map(x => x.size))
-                };
-            }
-            if (it.length == 1) {
-                return {
-                    size: it[0].size,
-                    rate: it[0].averageExecutionRate
-                };
-            }
-            return {
-                size: 0,
-                rate: 0
-            };
-        }), (0, rxjs_1.share)());
-    };
-}
-exports.positionsFlat = positionsFlat;
 //# sourceMappingURL=position.js.map

package/dist/domain/position.js.map

@@ -1 +1 @@
-{"version":3,"file":"position.js","sourceRoot":"","sources":["../../src/domain/position.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAG9C,sCAAyD;AAKzD,MAAa,QAAQ;IAenB,YAAqB,EAAU,EAAW,UAAsB;QAA3C,OAAE,GAAF,EAAE,CAAQ;QAAW,eAAU,GAAV,UAAU,CAAY;QAdhE,SAAI,GAAG,UAAU,CAAC;QAKlB,SAAI,GAAiB,OAAO,CAAC;QAC7B,2BAAsB,GAAG,CAAC,CAAC;IAQwC,CAAC;IANpE,IAAI,MAAM;QACR,OAAO,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,IAAI,CAC/B,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,IAAI,CAAC,oBAAoB,CAAC,GAAG,IAAI,CAAC,QAAQ,CAClE,CAAC;IACJ,CAAC;IAID,YAAY,CAAC,IAAY;QACvB,IAAI,CAAC,sBAAsB,GAAG,IAAA,YAAG,EAAC,IAAI,CAAC,oBAAoB,EAAE,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC,CAAC;QAE9E,OAAO,IAAI,CAAC,sBAAsB,CAAC;IACrC,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;CACF;AA1BD,4BA0BC;AAED,SAAgB,aAAa;IAC3B,OAAO,UACL,MAA8B;QAE9B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;YACP,IAAI,EAAE,CAAC,MAAM,GAAG,CAAC,EAAE;gBACjB,OAAO;oBACL,IAAI,EAAE,EAAE,CAAC,MAAM,CAAC,CAAC,SAAS,EAAE,QAAQ,EAAE,EAAE,CAAC,SAAS,GAAG,QAAQ,CAAC,IAAI,EAAE,CAAC,CAAC;oBACtE,IAAI,EAAE,IAAA,qBAAY,EAChB,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,oBAAoB,CAAC,EACnC,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,CACpB;iBACF,CAAC;aACH;YAED,IAAI,EAAE,CAAC,MAAM,IAAI,CAAC,EAAE;gBAClB,OAAO;oBACL,IAAI,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,IAAI;oBAChB,IAAI,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,oBAAoB;iBACjC,CAAC;aACH;YAED,OAAO;gBACL,IAAI,EAAE,CAAC;gBACP,IAAI,EAAE,CAAC;aACR,CAAC;QACJ,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA/BD,sCA+BC"}
+{"version":3,"file":"position.js","sourceRoot":"","sources":["../../src/domain/position.ts"],"names":[],"mappings":";;;AACA,sCAA2C;AAK3C,MAAa,QAAQ;IASnB,YACW,EAAU,EACV,UAAsB,EACtB,IAAkB,EACpB,oBAA4B,EAC5B,IAAY,EACZ,QAAgB;QALd,OAAE,GAAF,EAAE,CAAQ;QACV,eAAU,GAAV,UAAU,CAAY;QACtB,SAAI,GAAJ,IAAI,CAAc;QACpB,yBAAoB,GAApB,oBAAoB,CAAQ;QAC5B,SAAI,GAAJ,IAAI,CAAQ;QACZ,aAAQ,GAAR,QAAQ,CAAQ;QAdzB,SAAI,GAAG,UAAU,CAAC;IAef,CAAC;IAXJ,IAAI,MAAM;QACR,OAAO,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,IAAI,CAAC,QAAQ,CAAC,CAAC;IAC1E,CAAC;IAWD,+BAA+B,CAAC,IAAY;QAC1C,IAAI,CAAC,sBAAsB,GAAG,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CACvD,IAAA,YAAG,EAAC,IAAI,CAAC,oBAAoB,EAAE,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC,CAChD,CAAC;QAEF,OAAO,IAAI,CAAC,sBAAsB,CAAC;IACrC,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;CACF;AA7BD,4BA6BC"}

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

@@ -0,0 +1,10 @@
+import { Observable } from 'rxjs';
+import { State } from '../store';
+import { InstrumentSelector } from './instrument';
+import { Position } from './position';
+export declare function position(selector: InstrumentSelector): (source: Observable<Position>) => Observable<Readonly<Position>>;
+export declare function positions(selector: InstrumentSelector, state: State): (source: Observable<Position>) => Observable<Position[]>;
+export declare function flatten(): (source: Observable<Position[]>) => Observable<{
+    size: number;
+    rate: number;
+}>;

package/dist/domain/position.operator.js

@@ -0,0 +1,38 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.flatten = exports.positions = exports.position = void 0;
+const rxjs_1 = require("rxjs");
+const shared_1 = require("../shared");
+function position(selector) {
+    return (source) => source.pipe((0, rxjs_1.filter)(it => it.kind == 'position' && it.instrument.id == selector.id), (0, rxjs_1.map)(it => it));
+}
+exports.position = position;
+function positions(selector, state) {
+    const getter = () => Object.values(state.balance.get(selector.quote.id).position).filter(it => it.instrument.id == selector.id);
+    return (source) => source.pipe(position(selector), (0, rxjs_1.map)(() => getter()), (0, rxjs_1.startWith)(getter()));
+}
+exports.positions = positions;
+function flatten() {
+    return function (source) {
+        return source.pipe((0, rxjs_1.map)(it => {
+            if (it.length > 1) {
+                return {
+                    size: it.reduce((aggregate, position) => aggregate + position.size, 0),
+                    rate: (0, shared_1.weightedMean)(it.map(x => x.averageExecutionRate), it.map(x => x.size))
+                };
+            }
+            if (it.length == 1) {
+                return {
+                    size: it[0].size,
+                    rate: it[0].averageExecutionRate
+                };
+            }
+            return {
+                size: 0,
+                rate: 0
+            };
+        }), (0, rxjs_1.share)());
+    };
+}
+exports.flatten = flatten;
+//# sourceMappingURL=position.operator.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"position.operator.js","sourceRoot":"","sources":["../../src/domain/position.operator.ts"],"names":[],"mappings":";;;AAAA,+BAAiE;AAEjE,sCAAyC;AAKzC,SAAgB,QAAQ,CAAC,QAA4B;IACnD,OAAO,CAAC,MAA4B,EAAE,EAAE,CACtC,MAAM,CAAC,IAAI,CACT,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,IAAI,UAAU,IAAI,EAAE,CAAC,UAAU,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,EACtE,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAwB,CAAC,CACpC,CAAC;AACN,CAAC;AAND,4BAMC;AAED,SAAgB,SAAS,CAAC,QAA4B,EAAE,KAAY;IAClE,MAAM,MAAM,GAAG,GAAG,EAAE,CAClB,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,MAAM,CACjE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,UAAU,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CACtC,CAAC;IAEJ,OAAO,CAAC,MAA4B,EAAE,EAAE,CACtC,MAAM,CAAC,IAAI,CACT,QAAQ,CAAC,QAAQ,CAAC,EAClB,IAAA,UAAG,EAAC,GAAG,EAAE,CAAC,MAAM,EAAE,CAAC,EACnB,IAAA,gBAAS,EAAC,MAAM,EAAE,CAAC,CACpB,CAAC;AACN,CAAC;AAZD,8BAYC;AAED,SAAgB,OAAO;IACrB,OAAO,UACL,MAA8B;QAE9B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;YACP,IAAI,EAAE,CAAC,MAAM,GAAG,CAAC,EAAE;gBACjB,OAAO;oBACL,IAAI,EAAE,EAAE,CAAC,MAAM,CAAC,CAAC,SAAS,EAAE,QAAQ,EAAE,EAAE,CAAC,SAAS,GAAG,QAAQ,CAAC,IAAI,EAAE,CAAC,CAAC;oBACtE,IAAI,EAAE,IAAA,qBAAY,EAChB,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,oBAAoB,CAAC,EACnC,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,CACpB;iBACF,CAAC;aACH;YAED,IAAI,EAAE,CAAC,MAAM,IAAI,CAAC,EAAE;gBAClB,OAAO;oBACL,IAAI,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,IAAI;oBAChB,IAAI,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,oBAAoB;iBACjC,CAAC;aACH;YAED,OAAO;gBACL,IAAI,EAAE,CAAC;gBACP,IAAI,EAAE,CAAC;aACR,CAAC;QACJ,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA/BD,0BA+BC"}

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

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

package/dist/domain/position.operator.spec.js

@@ -0,0 +1,48 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const rxjs_1 = require("rxjs");
+const store_1 = require("../store");
+const asset_1 = require("./asset");
+const balance_1 = require("./balance");
+const instrument_1 = require("./instrument");
+const position_1 = require("./position");
+const position_operator_1 = require("./position.operator");
+const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
+describe('position', () => {
+    test('should pipe a position', done => {
+        new rxjs_1.BehaviorSubject(new position_1.Position('1', instrument, 'CROSS', 10, 2, 3))
+            .pipe((0, position_operator_1.position)(instrument))
+            .subscribe({
+            next: it => {
+                expect(it.id).toEqual('1');
+                done();
+            }
+        });
+    });
+    test('should skip a pipe', done => {
+        new rxjs_1.BehaviorSubject(instrument).pipe((0, position_operator_1.position)(instrument)).subscribe({
+            next: () => fail(),
+            complete: done()
+        });
+    });
+});
+describe('positions', () => {
+    const state = new store_1.State();
+    const balance = new balance_1.Balance(instrument.quote);
+    const position1 = new position_1.Position('1', instrument, 'CROSS', 10, 2, 3);
+    const position2 = new position_1.Position('2', instrument, 'CROSS', 20, 2, 3);
+    beforeEach(() => {
+        state.balance.upsert(balance);
+        balance.position['1'] = position1;
+        balance.position['2'] = position2;
+    });
+    test('should pipe an array of positions on subscription start', done => {
+        new rxjs_1.Subject().pipe((0, position_operator_1.positions)(instrument, state)).subscribe({
+            next: it => {
+                expect(it.length).toEqual(2);
+                done();
+            }
+        });
+    });
+});
+//# sourceMappingURL=position.operator.spec.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"position.operator.spec.js","sourceRoot":"","sources":["../../src/domain/position.operator.spec.ts"],"names":[],"mappings":";;AAAA,+BAAqD;AAErD,oCAAiC;AACjC,mCAAgC;AAChC,uCAAoC;AAEpC,6CAA0C;AAC1C,yCAAsC;AACtC,2DAA0D;AAE1D,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;AAEF,QAAQ,CAAC,UAAU,EAAE,GAAG,EAAE;IACxB,IAAI,CAAC,wBAAwB,EAAE,IAAI,CAAC,EAAE;QACpC,IAAI,sBAAe,CAAY,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAC7E,IAAI,CAAC,IAAA,4BAAQ,EAAC,UAAU,CAAC,CAAC;aAC1B,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;gBAC3B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,oBAAoB,EAAE,IAAI,CAAC,EAAE;QAChC,IAAI,sBAAe,CAAY,UAAU,CAAC,CAAC,IAAI,CAAC,IAAA,4BAAQ,EAAC,UAAU,CAAC,CAAC,CAAC,SAAS,CAAC;YAC9E,IAAI,EAAE,GAAG,EAAE,CAAC,IAAI,EAAE;YAClB,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAC1B,MAAM,OAAO,GAAG,IAAI,iBAAO,CAAC,UAAU,CAAC,KAAK,CAAC,CAAC;IAC9C,MAAM,SAAS,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;IACnE,MAAM,SAAS,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;IAEnE,UAAU,CAAC,GAAG,EAAE;QACd,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;QAE9B,OAAO,CAAC,QAAQ,CAAC,GAAG,CAAC,GAAG,SAAS,CAAC;QAClC,OAAO,CAAC,QAAQ,CAAC,GAAG,CAAC,GAAG,SAAS,CAAC;IACpC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yDAAyD,EAAE,IAAI,CAAC,EAAE;QACrE,IAAI,cAAO,EAAa,CAAC,IAAI,CAAC,IAAA,6BAAS,EAAC,UAAU,EAAE,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;YACpE,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC7B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/position.spec.js

@@ -3,24 +3,28 @@ Object.defineProperty(exports, "__esModule", { value: true });
 const asset_1 = require("./asset");
 const instrument_1 = require("./instrument");
 const position_1 = require("./position");
-const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
-describe('position tests', () => {
-    test('should instantiate proper position', () => {
-        const sut = new position_1.Position('123', instrument);
-        sut.size = 5;
-        sut.averageExecutionRate = 20;
-        sut.leverage = 20;
-        expect(sut.margin).toEqual(5);
-        expect(sut.estimatedUnrealizedPnL).toEqual(0);
+describe('Position', () => {
+    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 a position', () => {
+        const sut = new position_1.Position('1', instrument, 'CROSS', 10, 2, 3);
+        expect(sut.id).toEqual('1');
+        expect(sut.mode).toEqual('CROSS');
+        expect(sut.averageExecutionRate).toEqual(10);
+        expect(sut.size).toEqual(2);
+        expect(sut.leverage).toEqual(3);
+        expect(sut.estimatedUnrealizedPnL).toEqual(undefined);
+        expect(sut.id).toEqual('1');
     });
-    test('should calculate unrealized pnl', () => {
-        const sut = new position_1.Position('123', instrument);
-        sut.size = -5;
-        sut.averageExecutionRate = 20;
-        sut.leverage = 20;
-        sut.calculatePnL(10);
-        expect(sut.margin).toEqual(5);
-        expect(sut.estimatedUnrealizedPnL).toEqual(50);
+    test('should calculate correct margin', () => {
+        const sut = new position_1.Position('1', instrument, 'CROSS', 2511.81, 10.31, 20);
+        expect(sut.margin).toEqual(0.5155);
+        expect(sut.estimatedUnrealizedPnL).toEqual(undefined);
+    });
+    test('should calculate correct unrealized pnl', () => {
+        const sut = new position_1.Position('1', instrument, 'CROSS', 2511.81, 10.31, 20);
+        const pnl = sut.calculateEstimatedUnrealizedPnL(2576.44);
+        expect(pnl).toEqual(0.2652);
+        expect(sut.estimatedUnrealizedPnL).toEqual(0.2652);
     });
 });
 //# sourceMappingURL=position.spec.js.map

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

@@ -1 +1 @@
-{"version":3,"file":"position.spec.js","sourceRoot":"","sources":["../../src/domain/position.spec.ts"],"names":[],"mappings":";;AAAA,mCAAgC;AAChC,6CAA0C;AAC1C,yCAAsC;AAEtC,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;AAEF,QAAQ,CAAC,gBAAgB,EAAE,GAAG,EAAE;IAC9B,IAAI,CAAC,oCAAoC,EAAE,GAAG,EAAE;QAC9C,MAAM,GAAG,GAAG,IAAI,mBAAQ,CAAC,KAAK,EAAE,UAAU,CAAC,CAAC;QAE5C,GAAG,CAAC,IAAI,GAAG,CAAC,CAAC;QACb,GAAG,CAAC,oBAAoB,GAAG,EAAE,CAAC;QAC9B,GAAG,CAAC,QAAQ,GAAG,EAAE,CAAC;QAElB,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC9B,MAAM,CAAC,GAAG,CAAC,sBAAsB,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IAChD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,iCAAiC,EAAE,GAAG,EAAE;QAC3C,MAAM,GAAG,GAAG,IAAI,mBAAQ,CAAC,KAAK,EAAE,UAAU,CAAC,CAAC;QAE5C,GAAG,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC;QACd,GAAG,CAAC,oBAAoB,GAAG,EAAE,CAAC;QAC9B,GAAG,CAAC,QAAQ,GAAG,EAAE,CAAC;QAElB,GAAG,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC;QAErB,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC9B,MAAM,CAAC,GAAG,CAAC,sBAAsB,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;IACjD,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
+{"version":3,"file":"position.spec.js","sourceRoot":"","sources":["../../src/domain/position.spec.ts"],"names":[],"mappings":";;AAAA,mCAAgC;AAChC,6CAA0C;AAC1C,yCAAsC;AAEtC,QAAQ,CAAC,UAAU,EAAE,GAAG,EAAE;IACxB,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;IAEF,IAAI,CAAC,6BAA6B,EAAE,GAAG,EAAE;QACvC,MAAM,GAAG,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;QAE7D,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;QAClC,MAAM,CAAC,GAAG,CAAC,oBAAoB,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;QAC7C,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,sBAAsB,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACtD,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;IAC9B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,iCAAiC,EAAE,GAAG,EAAE;QAC3C,MAAM,GAAG,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,OAAO,EAAE,KAAK,EAAE,EAAE,CAAC,CAAC;QAEvE,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;QACnC,MAAM,CAAC,GAAG,CAAC,sBAAsB,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACxD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yCAAyC,EAAE,GAAG,EAAE;QACnD,MAAM,GAAG,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,OAAO,EAAE,KAAK,EAAE,EAAE,CAAC,CAAC;QAEvE,MAAM,GAAG,GAAG,GAAG,CAAC,+BAA+B,CAAC,OAAO,CAAC,CAAC;QAEzD,MAAM,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,sBAAsB,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;IACrD,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/session.d.ts

@@ -1,12 +1,12 @@
 import { Observable } from 'rxjs';
-import { Adapter, BacktesterOptions, PaperOptions } from '../adapter';
+import { AdapterFactory, BacktesterOptions, PaperOptions } from '../adapter';
 import { AdapterAggregate } from '../adapter/adapter-aggregate';
-import { AssetSelector, Balance, Candle, Instrument, InstrumentSelector, Order, Orderbook, OrderState, Position, Trade } from '../domain';
+import { AssetSelector, Balance, Candle, Instrument, InstrumentSelector, Order, Orderbook, Position, Trade } from '../domain';
 import { StorageFactory } from '../storage';
 import { Store } from '../store';
 export interface SessionDescriptor {
     id?: number;
-    adapter: Adapter[];
+    adapter: AdapterFactory[];
     storage?: StorageFactory;
     simulation?: PaperOptions & BacktesterOptions;
 }
@@ -17,23 +17,20 @@ export declare class Session {
     private initialized;
     private subscription;
     get timestamp(): number;
-    readonly statement: Record<string, Record<string, any>>;
     constructor(store: Store, aggregate: AdapterAggregate, descriptor?: SessionDescriptor);
     awake(describe: (session: Session) => Observable<any>): Promise<void>;
     dispose(): Promise<void>;
-    useStatement(section: string): Record<string, any>;
-    useOptimizer(path: string): any;
     subscribe(instrument: Array<InstrumentSelector>): Promise<void>;
-    open(order: Order): Observable<Order>;
-    cancel(order: Order): Observable<Order>;
-    instrument(selector: InstrumentSelector): Observable<Instrument>;
-    instruments(): Observable<Instrument[]>;
-    trade(selector: InstrumentSelector): Observable<Trade>;
-    orderbook(selector: InstrumentSelector): Observable<Orderbook>;
-    position(selector: InstrumentSelector): Observable<Position>;
-    positions(selector: InstrumentSelector): Observable<Position[]>;
-    order(selector: InstrumentSelector): Observable<Order>;
-    orders(selector: InstrumentSelector, states?: OrderState[]): Observable<Order[]>;
-    balance(selector: AssetSelector): Observable<Balance>;
-    history(selector: InstrumentSelector, timeframe: number, length: number): Observable<Candle>;
+    open(order: Order): Observable<Readonly<Order>>;
+    cancel(order: Order): Observable<Readonly<Order>>;
+    instrument(selector: InstrumentSelector): Observable<Readonly<Instrument>>;
+    instruments(): Observable<Readonly<Instrument[]>>;
+    balance(selector: AssetSelector): Observable<Readonly<Balance>>;
+    trade(selector: InstrumentSelector): Observable<Readonly<Trade>>;
+    orderbook(selector: InstrumentSelector): Observable<Readonly<Orderbook>>;
+    position(selector: InstrumentSelector): Observable<Readonly<Position>>;
+    positions(selector: InstrumentSelector): Observable<Readonly<Position[]>>;
+    order(selector: InstrumentSelector): Observable<Readonly<Order>>;
+    orders(selector: InstrumentSelector): Observable<Readonly<Order[]>>;
+    history(selector: InstrumentSelector, timeframe: number, length: number): Observable<Readonly<Candle>>;
 }

package/dist/domain/session.js

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

package/dist/domain/session.js.map

@@ -1 +1 @@
-{"version":3,"file":"session.js","sourceRoot":"","sources":["../../src/domain/session.ts"],"names":[],"mappings":";;;AAAA,+BAgBc;AAId,sCAWmB;AACnB,sCAAgC;AA4ChC,MAAa,OAAO;IAUlB,YACW,KAAY,EACZ,SAA2B,EAC3B,UAA8B;QAF9B,UAAK,GAAL,KAAK,CAAO;QACZ,cAAS,GAAT,SAAS,CAAkB;QAC3B,eAAU,GAAV,UAAU,CAAoB;QAZjC,gBAAW,GAAG,KAAK,CAAC;QAOnB,cAAS,GAAwC,EAAE,CAAC;QAQ3D,IAAI,UAAU,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE;YAChC,UAAU,CAAC,EAAE,GAAG,IAAA,YAAG,GAAE,CAAC;SACvB;IACH,CAAC;IAfD,IAAI,SAAS;QACX,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC;IACvC,CAAC;IAeD,KAAK,CAAC,KAAK,CAAC,QAA+C;QACzD,IAAI,IAAI,CAAC,WAAW,EAAE;YACpB,OAAO;SACR;QAED,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC;QAGxB,MAAM,IAAI,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC;QAE7B,IAAI,QAAQ,EAAE;YACZ,IAAI,CAAC,YAAY,GAAG,QAAQ,CAAC,IAAI,CAAC;iBAC/B,IAAI,CAAC,IAAA,eAAQ,EAAC,GAAG,EAAE,CAAC,IAAI,CAAC,OAAO,EAAE,CAAC,CAAC;iBACpC,SAAS,EAAE,CAAC;SAChB;IACH,CAAC;IAED,KAAK,CAAC,OAAO;QACX,IAAI,CAAC,IAAI,CAAC,WAAW,EAAE;YACrB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,YAAY,EAAE;YACrB,IAAI,CAAC,YAAY,CAAC,WAAW,EAAE,CAAC;YAChC,IAAI,CAAC,YAAY,GAAG,SAAS,CAAC;SAC/B;QAED,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,CAAC;QAErB,MAAM,IAAI,CAAC,SAAS,CAAC,OAAO,EAAE,CAAC;QAE/B,IAAI,CAAC,WAAW,GAAG,KAAK,CAAC;IAC3B,CAAC;IAED,YAAY,CAAC,OAAe;;QAC1B,OAAO,MAAA,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,mCAAI,CAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,GAAG,EAAE,CAAC,CAAC;IACnE,CAAC;IAOD,YAAY,CAAC,IAAY;QACvB,OAAO,SAAS,CAAC;IACnB,CAAC;IAMD,SAAS,CAAC,UAAqC;QAC7C,OAAO,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;IAC9C,CAAC;IAOD,IAAI,CAAC,KAAY;QACf,MAAM,OAAO,GAAG,IAAI,cAAO,EAAS,CAAC;QAErC,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAEhD,OAAO,IAAA,YAAK,EACV,OAAO,CAAC,YAAY,EAAE,EACtB,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,KAAK,CAAC,EAAE,CAAC,CAAC,CACnE,CAAC;IACJ,CAAC;IAKD,MAAM,CAAC,KAAY;QACjB,OAAO,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CACzD,IAAA,gBAAS,EAAC,EAAE,CAAC,EAAE,CACb,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,cAAK,IAAI,KAAK,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CACjF,EACD,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;IACJ,CAAC;IAMD,UAAU,CAAC,QAA4B;QACrC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,mBAAU,IAAI,EAAE,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAAC,EAC9E,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAgB,CAAC,CAC5B,CAAC;IACJ,CAAC;IAMD,WAAW;QACT,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,mBAAU,CAAC,EACtC,IAAA,UAAG,EAAC,GAAG,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,CAAC,EACjE,IAAA,gBAAS,EAAC,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,CAAC,EACjE,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,MAAM,GAAG,CAAC,CAAC,EAC3B,IAAA,2BAAoB,EAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,MAAM,IAAI,GAAG,CAAC,MAAM,CAAC,CAC7D,CAAC;IACJ,CAAC;IAKD,KAAK,CAAC,QAA4B;QAChC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,aAAM,EACJ,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,cAAK,IAAI,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAC7E,EACD,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;IACJ,CAAC;IAMD,SAAS,CAAC,QAA4B;QACpC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,aAAM,EACJ,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,kBAAS,IAAI,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CACjF,EACD,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAe,CAAC,CAC3B,CAAC;IACJ,CAAC;IAKD,QAAQ,CAAC,QAA4B;QACnC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,aAAM,EACJ,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,iBAAQ,IAAI,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAChF,EACD,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAc,CAAC,CAC1B,CAAC;IACJ,CAAC;IAKD,SAAS,CAAC,QAA4B;QACpC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,aAAM,EACJ,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,iBAAQ,IAAI,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAChF,EACD,IAAA,UAAG,EAAC,GAAG,EAAE,CACP,MAAM,CAAC,MAAM,CACX,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC,QAAQ,CAChE,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAAC,CAChE,EACD,IAAA,gBAAS,EAAC,EAAE,CAAC,CACd,CAAC;IACJ,CAAC;IAED,KAAK,CAAC,QAA4B;QAChC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,aAAM,EACJ,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,cAAK,IAAI,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAC7E,EACD,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;IACJ,CAAC;IAED,MAAM,CAAC,QAA4B,EAAE,MAAqB;QACxD,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,aAAM,EACJ,EAAE,CAAC,EAAE,CACH,EAAE,YAAY,cAAK;YACnB,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE;YAC/C,CAAC,CAAC,MAAM,IAAI,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC,KAAK,CAAC,CAAC,CACzC,EACD,IAAA,UAAG,EAAC,GAAG,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,EACpC,IAAA,gBAAS,EAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,EACpC,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CACP,MAAM,CAAC,MAAM,CAAC,EAAE,CAAC;aACd,MAAM,CACL,EAAE,CAAC,EAAE,CACH,EAAE,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE;YAC/C,CAAC,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAC9C;aACA,IAAI,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,SAAS,GAAG,GAAG,CAAC,SAAS,CAAC,CACrD,CACF,CAAC;IACJ,CAAC;IAED,OAAO,CAAC,QAAuB;QAC7B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,gBAAS,EAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,QAAQ,CAAC,QAAQ,EAAE,CAAC,CAAC,EAC3D,IAAA,aAAM,EACJ,EAAE,CAAC,EAAE,CACH,EAAE,YAAY,gBAAO;YACrB,CAAC,CAAC,QAAQ,IAAI,EAAE,CAAC,KAAK,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAAC,CAC5D,EACD,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAa,CAAC,CACzB,CAAC;IACJ,CAAC;IAED,OAAO,CACL,QAA4B,EAC5B,SAAiB,EACjB,MAAc;QAEd,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,gBAAS,EAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,QAAQ,CAAC,QAAQ,EAAE,CAAC,CAAC,EACvE,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,mBAAU,IAAI,EAAE,CAAC,QAAQ,EAAE,IAAI,QAAQ,CAAC,QAAQ,EAAE,CAAC,EAC9E,IAAA,gBAAS,EAAC,GAAG,EAAE,CACb,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,EAAE,UAAU,EAAE,QAAQ,EAAE,SAAS,EAAE,MAAM,EAAE,CAAC,CAAC,CAC1E,EACD,IAAA,WAAI,EAAC,CAAC,CAAC,EACP,IAAA,kBAAW,GAAE,EACb,IAAA,eAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CACnB,CAAC;IACJ,CAAC;CACF;AAhQD,0BAgQC"}
+{"version":3,"file":"session.js","sourceRoot":"","sources":["../../src/domain/session.ts"],"names":[],"mappings":";;;AAAA,+BAac;AAId,sCAUmB;AACnB,sCAAgC;AAGhC,yDAA6C;AAC7C,+DAAgE;AAChE,qDAAiD;AACjD,6DAAiD;AACjD,2DAA0D;AAC1D,qDAAyC;AAgCzC,MAAa,OAAO;IAQlB,YACW,KAAY,EACZ,SAA2B,EAC3B,UAA8B;QAF9B,UAAK,GAAL,KAAK,CAAO;QACZ,cAAS,GAAT,SAAS,CAAkB;QAC3B,eAAU,GAAV,UAAU,CAAoB;QAVjC,gBAAW,GAAG,KAAK,CAAC;QAa1B,IAAI,UAAU,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE;YAChC,UAAU,CAAC,EAAE,GAAG,IAAA,YAAG,GAAE,CAAC;SACvB;IACH,CAAC;IAbD,IAAI,SAAS;QACX,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC;IACvC,CAAC;IAaD,KAAK,CAAC,KAAK,CAAC,QAA+C;QACzD,IAAI,IAAI,CAAC,WAAW,EAAE;YACpB,OAAO;SACR;QAED,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC;QAGxB,MAAM,IAAI,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC;QAE7B,IAAI,QAAQ,EAAE;YACZ,IAAI,CAAC,YAAY,GAAG,QAAQ,CAAC,IAAI,CAAC;iBAC/B,IAAI,CAAC,IAAA,eAAQ,EAAC,GAAG,EAAE,CAAC,IAAI,CAAC,OAAO,EAAE,CAAC,CAAC;iBACpC,SAAS,EAAE,CAAC;SAChB;IACH,CAAC;IAED,KAAK,CAAC,OAAO;QACX,IAAI,CAAC,IAAI,CAAC,WAAW,EAAE;YACrB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,YAAY,EAAE;YACrB,IAAI,CAAC,YAAY,CAAC,WAAW,EAAE,CAAC;YAChC,IAAI,CAAC,YAAY,GAAG,SAAS,CAAC;SAC/B;QAED,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,CAAC;QAErB,MAAM,IAAI,CAAC,SAAS,CAAC,OAAO,EAAE,CAAC;QAE/B,IAAI,CAAC,WAAW,GAAG,KAAK,CAAC;IAC3B,CAAC;IAMD,SAAS,CAAC,UAAqC;QAC7C,OAAO,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;IAC9C,CAAC;IAOD,IAAI,CAAC,KAAY;QACf,OAAO,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,IAAI,CAC1C,IAAA,gBAAS,EAAC,GAAG,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,CACpF,CAAC;IACJ,CAAC;IAKD,MAAM,CAAC,KAAY;QACjB,OAAO,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CACzD,IAAA,gBAAS,EAAC,GAAG,EAAE,CACb,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,cAAK,IAAI,KAAK,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CACjF,EACD,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;IACJ,CAAC;IAMD,UAAU,CAAC,QAA4B;QACrC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,gCAAU,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC7E,CAAC;IAMD,WAAW;QACT,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,iCAAW,EAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACpE,CAAC;IAKD,OAAO,CAAC,QAAuB;QAC7B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,0BAAO,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC1E,CAAC;IAKD,KAAK,CAAC,QAA4B;QAChC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACxE,CAAC;IAMD,SAAS,CAAC,QAA4B;QACpC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,8BAAS,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC5E,CAAC;IAKD,QAAQ,CAAC,QAA4B;QACnC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,4BAAQ,EAAC,QAAQ,CAAC,CAAC,CAAC;IACtD,CAAC;IAKD,SAAS,CAAC,QAA4B;QACpC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,6BAAS,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC5E,CAAC;IAED,KAAK,CAAC,QAA4B;QAChC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,QAAQ,CAAC,CAAC,CAAC;IACnD,CAAC;IAED,MAAM,CAAC,QAA4B;QACjC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,uBAAM,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACzE,CAAC;IAED,OAAO,CACL,QAA4B,EAC5B,SAAiB,EACjB,MAAc;QAEd,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,gBAAS,EAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,EACnE,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,mBAAU,IAAI,EAAE,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,EAC9D,IAAA,gBAAS,EAAC,GAAG,EAAE,CACb,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,EAAE,UAAU,EAAE,QAAQ,EAAE,SAAS,EAAE,MAAM,EAAE,CAAC,CAAC,CAC1E,EACD,IAAA,WAAI,EAAC,CAAC,CAAC,EACP,IAAA,kBAAW,GAAE,EACb,IAAA,eAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CACnB,CAAC;IACJ,CAAC;CACF;AA9KD,0BA8KC"}

package/dist/domain/session.spec.js

@@ -4,7 +4,7 @@ const bootstrap_1 = require("../bootstrap");
 const domain_1 = require("../domain");
 const shared_1 = require("../shared");
 const store_1 = require("../store");
-describe('session tests', () => {
+describe('Session', () => {
     const descriptor = {
         id: (0, shared_1.now)(),
         adapter: []

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

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

package/dist/domain/trade.d.ts

@@ -3,6 +3,7 @@ import { Instrument } from '.';
 import { Component } from './component';
 export declare class Trade implements Component {
     readonly instrument: Instrument;
+    id: string;
     kind: string;
     timestamp: timestamp;
     rate: number;

package/dist/domain/trade.js

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

package/dist/domain/trade.js.map

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