@quantform/core 0.5.15 → 0.5.23

package/dist/adapter/adapter-aggregate.d.ts

@@ -1,8 +1,9 @@
 import { Candle, InstrumentSelector, Order } from '../domain';
+import { timestamp } from '../shared';
 import { Cache } from '../storage';
 import { Store } from '../store';
-import { Adapter, FeedQuery, HistoryQuery } from '.';
-import { AdapterFactory, AdapterTimeProvider } from './adapter';
+import { Adapter } from '.';
+import { AdapterFactory, AdapterTimeProvider, FeedAsyncCallback } from './adapter';
 export declare class AdapterAggregate {
     private readonly factories;
     private readonly timeProvider;
@@ -16,6 +17,6 @@ export declare class AdapterAggregate {
     subscribe(selectors: InstrumentSelector[]): Promise<void>;
     open(order: Order): Promise<void>;
     cancel(order: Order): Promise<void>;
-    history(query: HistoryQuery): Promise<Candle[]>;
-    feed(query: FeedQuery): Promise<void>;
+    history(instrument: InstrumentSelector, timeframe: number, length: number): Promise<Candle[]>;
+    feed(instrument: InstrumentSelector, from: timestamp, to: timestamp, callback: FeedAsyncCallback): Promise<void>;
 }

package/dist/adapter/adapter-aggregate.js

@@ -77,17 +77,17 @@ class AdapterAggregate {
             shared_1.Logger.error(e);
         }
     }
-    history(query) {
+    history(instrument, timeframe, length) {
         try {
-            return this.get(query.instrument.base.adapterName).history(query);
+            return this.get(instrument.base.adapterName).history(instrument, timeframe, length);
         }
         catch (e) {
             shared_1.Logger.error(e);
         }
     }
-    feed(query) {
+    feed(instrument, from, to, callback) {
         try {
-            return this.get(query.instrument.base.adapterName).feed(query);
+            return this.get(instrument.base.adapterName).feed(instrument, from, to, callback);
         }
         catch (e) {
             shared_1.Logger.error(e);

package/dist/adapter/adapter-aggregate.js.map

@@ -1 +1 @@
-{"version":3,"file":"adapter-aggregate.js","sourceRoot":"","sources":["../../src/adapter/adapter-aggregate.ts"],"names":[],"mappings":";;;AACA,sCAAmC;AAKnC,mCAA+C;AAM/C,MAAa,gBAAgB;IAG3B,YACmB,SAA2B,EAC3B,YAAiC,EACjC,KAAY,EACZ,KAAY;QAHZ,cAAS,GAAT,SAAS,CAAkB;QAC3B,iBAAY,GAAZ,YAAY,CAAqB;QACjC,UAAK,GAAL,KAAK,CAAO;QACZ,UAAK,GAAL,KAAK,CAAO;QANd,YAAO,GAA4B,EAAE,CAAC;IAOpD,CAAC;IAOJ,GAAG,CAAC,WAAmB;QACrB,MAAM,OAAO,GAAG,IAAI,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC;QAE1C,IAAI,CAAC,OAAO,EAAE;YACZ,MAAM,IAAA,4BAAoB,EAAC,WAAW,CAAC,CAAC;SACzC;QAED,OAAO,OAAO,CAAC;IACjB,CAAC;IAKD,KAAK,CAAC,KAAK;QACT,KAAK,MAAM,OAAO,IAAI,IAAI,CAAC,SAAS,EAAE;YACpC,MAAM,OAAO,GAAG,OAAO,CAAC,IAAI,CAAC,YAAY,EAAE,IAAI,CAAC,KAAK,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC;YAEnE,IAAI;gBACF,MAAM,OAAO,CAAC,KAAK,EAAE,CAAC;gBACtB,MAAM,OAAO,CAAC,OAAO,EAAE,CAAC;aACzB;YAAC,OAAO,CAAC,EAAE;gBACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;aACjB;YAED,IAAI,CAAC,OAAO,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,OAAO,CAAC;SACtC;IACH,CAAC;IAKD,KAAK,CAAC,OAAO;QACX,KAAK,MAAM,OAAO,IAAI,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,OAAO,CAAC,EAAE;YACjD,IAAI;gBACF,MAAM,OAAO,CAAC,OAAO,EAAE,CAAC;aACzB;YAAC,OAAO,CAAC,EAAE;gBACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;aACjB;SACF;IACH,CAAC;IAMD,KAAK,CAAC,SAAS,CAAC,SAA+B;QAC7C,MAAM,OAAO,GAAG,SAAS,CAAC,MAAM,CAAC,CAAC,SAAS,EAAE,EAAE,EAAE,EAAE;YACjD,MAAM,OAAO,GAAG,EAAE,CAAC,IAAI,CAAC,WAAW,CAAC;YAEpC,IAAI,SAAS,CAAC,OAAO,CAAC,EAAE;gBACtB,SAAS,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;aAC7B;iBAAM;gBACL,SAAS,CAAC,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC;aAC3B;YAED,OAAO,SAAS,CAAC;QACnB,CAAC,EAAE,EAAE,CAAC,CAAC;QAEP,KAAK,MAAM,WAAW,IAAI,OAAO,EAAE;YACjC,IAAI;gBACF,MAAM,IAAI,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,SAAS,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC,CAAC;aAC7D;YAAC,OAAO,CAAC,EAAE;gBACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;aACjB;SACF;IACH,CAAC;IAMD,KAAK,CAAC,IAAI,CAAC,KAAY;QACrB,IAAI;YACF,MAAM,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;SAC/D;QAAC,OAAO,CAAC,EAAE;YACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;SACjB;IACH,CAAC;IAKD,MAAM,CAAC,KAAY;QACjB,IAAI;YACF,OAAO,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;SAClE;QAAC,OAAO,CAAC,EAAE;YACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;SACjB;IACH,CAAC;IAMD,OAAO,CAAC,KAAmB;QACzB,IAAI;YACF,OAAO,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;SACnE;QAAC,OAAO,CAAC,EAAE;YACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;SACjB;IACH,CAAC;IAMD,IAAI,CAAC,KAAgB;QACnB,IAAI;YACF,OAAO,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;SAChE;QAAC,OAAO,CAAC,EAAE;YACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;SACjB;IACH,CAAC;CACF;AAhID,4CAgIC"}
+{"version":3,"file":"adapter-aggregate.js","sourceRoot":"","sources":["../../src/adapter/adapter-aggregate.ts"],"names":[],"mappings":";;;AACA,sCAA8C;AAK9C,mCAA+C;AAM/C,MAAa,gBAAgB;IAG3B,YACmB,SAA2B,EAC3B,YAAiC,EACjC,KAAY,EACZ,KAAY;QAHZ,cAAS,GAAT,SAAS,CAAkB;QAC3B,iBAAY,GAAZ,YAAY,CAAqB;QACjC,UAAK,GAAL,KAAK,CAAO;QACZ,UAAK,GAAL,KAAK,CAAO;QANd,YAAO,GAA4B,EAAE,CAAC;IAOpD,CAAC;IAOJ,GAAG,CAAC,WAAmB;QACrB,MAAM,OAAO,GAAG,IAAI,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC;QAE1C,IAAI,CAAC,OAAO,EAAE;YACZ,MAAM,IAAA,4BAAoB,EAAC,WAAW,CAAC,CAAC;SACzC;QAED,OAAO,OAAO,CAAC;IACjB,CAAC;IAKD,KAAK,CAAC,KAAK;QACT,KAAK,MAAM,OAAO,IAAI,IAAI,CAAC,SAAS,EAAE;YACpC,MAAM,OAAO,GAAG,OAAO,CAAC,IAAI,CAAC,YAAY,EAAE,IAAI,CAAC,KAAK,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC;YAEnE,IAAI;gBACF,MAAM,OAAO,CAAC,KAAK,EAAE,CAAC;gBACtB,MAAM,OAAO,CAAC,OAAO,EAAE,CAAC;aACzB;YAAC,OAAO,CAAC,EAAE;gBACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;aACjB;YAED,IAAI,CAAC,OAAO,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,OAAO,CAAC;SACtC;IACH,CAAC;IAKD,KAAK,CAAC,OAAO;QACX,KAAK,MAAM,OAAO,IAAI,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,OAAO,CAAC,EAAE;YACjD,IAAI;gBACF,MAAM,OAAO,CAAC,OAAO,EAAE,CAAC;aACzB;YAAC,OAAO,CAAC,EAAE;gBACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;aACjB;SACF;IACH,CAAC;IAMD,KAAK,CAAC,SAAS,CAAC,SAA+B;QAC7C,MAAM,OAAO,GAAG,SAAS,CAAC,MAAM,CAAC,CAAC,SAAS,EAAE,EAAE,EAAE,EAAE;YACjD,MAAM,OAAO,GAAG,EAAE,CAAC,IAAI,CAAC,WAAW,CAAC;YAEpC,IAAI,SAAS,CAAC,OAAO,CAAC,EAAE;gBACtB,SAAS,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;aAC7B;iBAAM;gBACL,SAAS,CAAC,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC;aAC3B;YAED,OAAO,SAAS,CAAC;QACnB,CAAC,EAAE,EAAE,CAAC,CAAC;QAEP,KAAK,MAAM,WAAW,IAAI,OAAO,EAAE;YACjC,IAAI;gBACF,MAAM,IAAI,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,SAAS,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC,CAAC;aAC7D;YAAC,OAAO,CAAC,EAAE;gBACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;aACjB;SACF;IACH,CAAC;IAMD,KAAK,CAAC,IAAI,CAAC,KAAY;QACrB,IAAI;YACF,MAAM,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;SAC/D;QAAC,OAAO,CAAC,EAAE;YACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;SACjB;IACH,CAAC;IAKD,MAAM,CAAC,KAAY;QACjB,IAAI;YACF,OAAO,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;SAClE;QAAC,OAAO,CAAC,EAAE;YACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;SACjB;IACH,CAAC;IAMD,OAAO,CACL,UAA8B,EAC9B,SAAiB,EACjB,MAAc;QAEd,IAAI;YACF,OAAO,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,UAAU,EAAE,SAAS,EAAE,MAAM,CAAC,CAAC;SACrF;QAAC,OAAO,CAAC,EAAE;YACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;SACjB;IACH,CAAC;IAMD,IAAI,CACF,UAA8B,EAC9B,IAAe,EACf,EAAa,EACb,QAA2B;QAE3B,IAAI;YACF,OAAO,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC,IAAI,CAAC,UAAU,EAAE,IAAI,EAAE,EAAE,EAAE,QAAQ,CAAC,CAAC;SACnF;QAAC,OAAO,CAAC,EAAE;YACV,eAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;SACjB;IACH,CAAC;CACF;AAzID,4CAyIC"}

package/dist/adapter/adapter.d.ts

@@ -1,6 +1,6 @@
 import { Candle, InstrumentSelector, Order } from '../domain';
 import { timestamp } from '../shared';
-import { Cache, Feed } from '../storage';
+import { Cache, StorageEvent } from '../storage';
 import { Store } from '../store';
 import { PaperAdapter } from './paper';
 import { PaperEngine } from './paper/engine/paper-engine';
@@ -10,19 +10,8 @@ export declare type AdapterTimeProvider = {
 export declare const DefaultTimeProvider: {
     timestamp: () => number;
 };
+export declare type FeedAsyncCallback = (timestamp: number, chunk: StorageEvent[]) => void;
 export declare type AdapterFactory = (timeProvider: AdapterTimeProvider, store: Store, cache: Cache) => Adapter;
-export declare type HistoryQuery = {
-    instrument: InstrumentSelector;
-    timeframe: number;
-    length: number;
-};
-export declare type FeedQuery = {
-    instrument: InstrumentSelector;
-    from: timestamp;
-    to: timestamp;
-    destination: Feed;
-    callback: (timestamp: number) => void;
-};
 export declare abstract class Adapter {
     private readonly timeProvider;
     abstract name: string;
@@ -34,7 +23,7 @@ export declare abstract class Adapter {
     abstract account(): Promise<void>;
     abstract open(order: Order): Promise<void>;
     abstract cancel(order: Order): Promise<void>;
-    abstract history(query: HistoryQuery): Promise<Candle[]>;
-    abstract feed(query: FeedQuery): Promise<void>;
+    abstract history(instrument: InstrumentSelector, timeframe: number, length: number): Promise<Candle[]>;
+    abstract feed(instrument: InstrumentSelector, from: timestamp, to: timestamp, callback: FeedAsyncCallback): Promise<void>;
     abstract createPaperEngine(adapter: PaperAdapter): PaperEngine;
 }

package/dist/adapter/adapter.js.map

@@ -1 +1 @@
-{"version":3,"file":"adapter.js","sourceRoot":"","sources":["../../src/adapter/adapter.ts"],"names":[],"mappings":";;;AACA,sCAA2C;AAU9B,QAAA,mBAAmB,GAAG;IACjC,SAAS,EAAE,GAAG,EAAE,CAAC,IAAA,YAAG,GAAE;CACvB,CAAC;AA0BF,MAAsB,OAAO;IAO3B,YAA6B,YAAiC;QAAjC,iBAAY,GAAZ,YAAY,CAAqB;IAAG,CAAC;IAJlE,SAAS;QACP,OAAO,IAAI,CAAC,YAAY,CAAC,SAAS,EAAE,CAAC;IACvC,CAAC;CAyCF;AA9CD,0BA8CC"}
+{"version":3,"file":"adapter.js","sourceRoot":"","sources":["../../src/adapter/adapter.ts"],"names":[],"mappings":";;;AACA,sCAA2C;AAU9B,QAAA,mBAAmB,GAAG;IACjC,SAAS,EAAE,GAAG,EAAE,CAAC,IAAA,YAAG,GAAE;CACvB,CAAC;AAcF,MAAsB,OAAO;IAO3B,YAA6B,YAAiC;QAAjC,iBAAY,GAAZ,YAAY,CAAqB;IAAG,CAAC;IAJlE,SAAS;QACP,OAAO,IAAI,CAAC,YAAY,CAAC,SAAS,EAAE,CAAC;IACvC,CAAC;CAkDF;AAvDD,0BAuDC"}

package/dist/adapter/backtester/backtester-adapter.d.ts

@@ -2,7 +2,7 @@ import { Candle, InstrumentSelector, Order } from '../../domain';
 import { timestamp } from '../../shared';
 import { Store } from '../../store';
 import { Adapter } from '..';
-import { AdapterFactory, FeedQuery, HistoryQuery } from '../adapter';
+import { AdapterFactory, FeedAsyncCallback } from '../adapter';
 import { PaperAdapter, PaperOptions } from '../paper';
 import { PaperEngine } from '../paper/engine/paper-engine';
 import { BacktesterStreamer } from './backtester-streamer';
@@ -23,7 +23,7 @@ export declare class BacktesterAdapter extends Adapter {
     account(): Promise<void>;
     open(order: Order): Promise<void>;
     cancel(order: Order): Promise<void>;
-    history(query: HistoryQuery): Promise<Candle[]>;
-    feed(query: FeedQuery): Promise<void>;
+    history(instrument: InstrumentSelector, timeframe: number, length: number): Promise<Candle[]>;
+    feed(instrument: InstrumentSelector, from: timestamp, to: timestamp, callback: FeedAsyncCallback): Promise<void>;
     createPaperEngine(adapter: PaperAdapter): PaperEngine;
 }

package/dist/adapter/backtester/backtester-adapter.js

@@ -37,14 +37,14 @@ class BacktesterAdapter extends __1.Adapter {
     cancel(order) {
         return this.decoratedAdapter.cancel(order);
     }
-    async history(query) {
+    async history(instrument, timeframe, length) {
         this.streamer.stop();
-        const response = await this.decoratedAdapter.history(query);
+        const response = await this.decoratedAdapter.history(instrument, timeframe, length);
         this.streamer.tryContinue();
         return response;
     }
-    feed(query) {
-        return this.decoratedAdapter.feed(query);
+    feed(instrument, from, to, callback) {
+        return this.decoratedAdapter.feed(instrument, from, to, callback);
     }
     createPaperEngine(adapter) {
         return this.decoratedAdapter.createPaperEngine(adapter);

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

@@ -1 +1 @@
-{"version":3,"file":"backtester-adapter.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-adapter.ts"],"names":[],"mappings":";;;AAEA,uCAAiE;AACjE,0BAA6B;AAW7B,SAAgB,8BAA8B,CAC5C,uBAAuC,EACvC,QAA4B;IAE5B,OAAO,CAAC,YAAY,EAAE,KAAK,EAAE,KAAK,EAAE,EAAE,CACpC,IAAI,iBAAiB,CACnB,uBAAuB,CAAC,YAAY,EAAE,KAAK,EAAE,KAAK,CAAC,EACnD,QAAQ,EACR,KAAK,CACN,CAAC;AACN,CAAC;AAVD,wEAUC;AAED,MAAa,iBAAkB,SAAQ,WAAO;IAG5C,YACW,gBAAyB,EACzB,QAA4B,EAC5B,KAAY;QAErB,KAAK,CAAC,QAAQ,CAAC,eAAe,EAAE,CAAC,CAAC;QAJzB,qBAAgB,GAAhB,gBAAgB,CAAS;QACzB,aAAQ,GAAR,QAAQ,CAAoB;QAC5B,UAAK,GAAL,KAAK,CAAO;QALd,SAAI,GAAG,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC;IAQ3C,CAAC;IAED,KAAK,CAAC,KAAK;QACT,MAAM,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,CAAC;IACtC,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,gBAAgB,CAAC,OAAO,EAAE,CAAC;IACzC,CAAC;IAED,KAAK,CAAC,SAAS,CAAC,WAAiC;QAC/C,WAAW,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE;YACvB,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE,CAAC,CAAC;QAC9B,CAAC,CAAC,CAAC;QAEH,IAAI,CAAC,KAAK,CAAC,QAAQ,CACjB,GAAG,WAAW,CAAC,GAAG,CAChB,EAAE,CAAC,EAAE,CAAC,IAAI,mCAA2B,CAAC,IAAI,CAAC,SAAS,EAAE,EAAE,EAAE,EAAE,IAAI,CAAC,CAClE,CACF,CAAC;QAEF,IAAI,CAAC,QAAQ,CAAC,WAAW,EAAE,CAAC;IAC9B,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,gBAAgB,CAAC,OAAO,EAAE,CAAC;IACzC,CAAC;IAED,IAAI,CAAC,KAAY;QACf,OAAO,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IAC3C,CAAC;IAED,MAAM,CAAC,KAAY;QACjB,OAAO,IAAI,CAAC,gBAAgB,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IAC7C,CAAC;IAED,KAAK,CAAC,OAAO,CAAC,KAAmB;QAC/B,IAAI,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC;QAErB,MAAM,QAAQ,GAAG,MAAM,IAAI,CAAC,gBAAgB,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAE5D,IAAI,CAAC,QAAQ,CAAC,WAAW,EAAE,CAAC;QAE5B,OAAO,QAAQ,CAAC;IAClB,CAAC;IAED,IAAI,CAAC,KAAgB;QACnB,OAAO,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IAC3C,CAAC;IAED,iBAAiB,CAAC,OAAqB;QACrC,OAAO,IAAI,CAAC,gBAAgB,CAAC,iBAAiB,CAAC,OAAO,CAAC,CAAC;IAC1D,CAAC;CACF;AA9DD,8CA8DC"}
+{"version":3,"file":"backtester-adapter.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-adapter.ts"],"names":[],"mappings":";;;AAEA,uCAAiE;AACjE,0BAA6B;AAW7B,SAAgB,8BAA8B,CAC5C,uBAAuC,EACvC,QAA4B;IAE5B,OAAO,CAAC,YAAY,EAAE,KAAK,EAAE,KAAK,EAAE,EAAE,CACpC,IAAI,iBAAiB,CACnB,uBAAuB,CAAC,YAAY,EAAE,KAAK,EAAE,KAAK,CAAC,EACnD,QAAQ,EACR,KAAK,CACN,CAAC;AACN,CAAC;AAVD,wEAUC;AAED,MAAa,iBAAkB,SAAQ,WAAO;IAG5C,YACW,gBAAyB,EACzB,QAA4B,EAC5B,KAAY;QAErB,KAAK,CAAC,QAAQ,CAAC,eAAe,EAAE,CAAC,CAAC;QAJzB,qBAAgB,GAAhB,gBAAgB,CAAS;QACzB,aAAQ,GAAR,QAAQ,CAAoB;QAC5B,UAAK,GAAL,KAAK,CAAO;QALd,SAAI,GAAG,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC;IAQ3C,CAAC;IAED,KAAK,CAAC,KAAK;QACT,MAAM,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,CAAC;IACtC,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,gBAAgB,CAAC,OAAO,EAAE,CAAC;IACzC,CAAC;IAED,KAAK,CAAC,SAAS,CAAC,WAAiC;QAC/C,WAAW,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE;YACvB,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE,CAAC,CAAC;QAC9B,CAAC,CAAC,CAAC;QAEH,IAAI,CAAC,KAAK,CAAC,QAAQ,CACjB,GAAG,WAAW,CAAC,GAAG,CAChB,EAAE,CAAC,EAAE,CAAC,IAAI,mCAA2B,CAAC,IAAI,CAAC,SAAS,EAAE,EAAE,EAAE,EAAE,IAAI,CAAC,CAClE,CACF,CAAC;QAEF,IAAI,CAAC,QAAQ,CAAC,WAAW,EAAE,CAAC;IAC9B,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,gBAAgB,CAAC,OAAO,EAAE,CAAC;IACzC,CAAC;IAED,IAAI,CAAC,KAAY;QACf,OAAO,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IAC3C,CAAC;IAED,MAAM,CAAC,KAAY;QACjB,OAAO,IAAI,CAAC,gBAAgB,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IAC7C,CAAC;IAED,KAAK,CAAC,OAAO,CACX,UAA8B,EAC9B,SAAiB,EACjB,MAAc;QAEd,IAAI,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC;QAErB,MAAM,QAAQ,GAAG,MAAM,IAAI,CAAC,gBAAgB,CAAC,OAAO,CAAC,UAAU,EAAE,SAAS,EAAE,MAAM,CAAC,CAAC;QAEpF,IAAI,CAAC,QAAQ,CAAC,WAAW,EAAE,CAAC;QAE5B,OAAO,QAAQ,CAAC;IAClB,CAAC;IAED,IAAI,CACF,UAA8B,EAC9B,IAAe,EACf,EAAa,EACb,QAA2B;QAE3B,OAAO,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC,UAAU,EAAE,IAAI,EAAE,EAAE,EAAE,QAAQ,CAAC,CAAC;IACpE,CAAC;IAED,iBAAiB,CAAC,OAAqB;QACrC,OAAO,IAAI,CAAC,gBAAgB,CAAC,iBAAiB,CAAC,OAAO,CAAC,CAAC;IAC1D,CAAC;CACF;AAvED,8CAuEC"}

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

@@ -1,6 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 const domain_1 = require("../../domain");
+const shared_1 = require("../../shared");
 const storage_1 = require("../../storage");
 const store_1 = require("../../store");
 const adapter_1 = require("../adapter");
@@ -30,10 +31,10 @@ class DefaultAdapter extends adapter_1.Adapter {
     cancel(order) {
         throw new Error('Method not implemented.');
     }
-    history(query) {
+    history(instrument, timeframe, length) {
         throw new Error('Method not implemented.');
     }
-    feed(query) {
+    feed(instrument, from, to, callback) {
         throw new Error('Method not implemented.');
     }
     timestamp() {
@@ -43,7 +44,7 @@ class DefaultAdapter extends adapter_1.Adapter {
         return new paper_engine_1.PaperEngine(adapter.store);
     }
     async awake() {
-        this.store.dispatch(new store_1.InstrumentPatchEvent(this.timestamp(), base, quote, new domain_1.Commission(0.1, 0.1), 'btc-usdt'));
+        this.store.dispatch(new store_1.InstrumentPatchEvent(this.timestamp(), base, quote, new domain_1.Commission((0, shared_1.d)(0.1), (0, shared_1.d)(0.1)), 'btc-usdt'));
     }
 }
 const instrument = (0, domain_1.instrumentOf)('binance:btc-usdt');
@@ -67,12 +68,12 @@ describe('BacktesterAdapter', () => {
         }, {
             onBacktestCompleted: () => {
                 expect(store.snapshot.timestamp).toEqual(1);
-                expect(store.snapshot.trade.get(instrument.id).rate).toEqual(100);
-                expect(store.snapshot.trade.get(instrument.id).quantity).toEqual(10);
+                expect(store.snapshot.trade.get(instrument.id).rate).toEqual((0, shared_1.d)(100));
+                expect(store.snapshot.trade.get(instrument.id).quantity).toEqual((0, shared_1.d)(10));
                 done();
             }
         });
-        feed.save(instrument, [new domain_1.Candle(1, 100, 100, 100, 100, 10)]);
+        feed.save([new store_1.TradePatchEvent(instrument, (0, shared_1.d)(100), (0, shared_1.d)(10), 1)]);
         const sut = new backtester_adapter_1.BacktesterAdapter(adapter, streamer, store);
         sut.awake();
         sut.subscribe([instrument]);

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

@@ -1 +1 @@
-{"version":3,"file":"backtester-adapter.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-adapter.spec.ts"],"names":[],"mappings":";;AAAA,yCAOsB;AACtB,2CAA6D;AAC7D,uCAA0D;AAC1D,wCAMoB;AACpB,+DAA2D;AAE3D,6DAAyD;AACzD,+DAA2D;AAE3D,MAAM,IAAI,GAAG,IAAI,cAAK,CAAC,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC,CAAC;AAC5C,MAAM,KAAK,GAAG,IAAI,cAAK,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,CAAC;AAE9C,MAAM,cAAe,SAAQ,iBAAO;IAwBlC,YAAY,YAAiC,EAAmB,KAAY;QAC1E,KAAK,CAAC,YAAY,CAAC,CAAC;QAD0C,UAAK,GAAL,KAAK,CAAO;QAF5E,SAAI,GAAG,SAAS,CAAC;IAIjB,CAAC;IAzBD,OAAO;QACL,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,SAAS,CAAC,WAAiC;QACzC,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,OAAO;QACL,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,IAAI,CAAC,KAAY;QACf,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,MAAM,CAAC,KAAY;QACjB,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,OAAO,CAAC,KAAmB;QACzB,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,IAAI,CAAC,KAAgB;QACnB,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IAOD,SAAS;QACP,OAAO,GAAG,CAAC;IACb,CAAC;IAED,iBAAiB,CAAC,OAAqB;QACrC,OAAO,IAAI,0BAAW,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IACxC,CAAC;IAED,KAAK,CAAC,KAAK;QACT,IAAI,CAAC,KAAK,CAAC,QAAQ,CACjB,IAAI,4BAAoB,CACtB,IAAI,CAAC,SAAS,EAAE,EAChB,IAAI,EACJ,KAAK,EACL,IAAI,mBAAU,CAAC,GAAG,EAAE,GAAG,CAAC,EACxB,UAAU,CACX,CACF,CAAC;IACJ,CAAC;CACF;AAED,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;AACpD,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;AAC1B,MAAM,OAAO,GAAG,IAAI,cAAc,CAAC,6BAAmB,EAAE,KAAK,CAAC,CAAC;AAC/D,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;AAC7C,MAAM,KAAK,GAAG,IAAI,eAAK,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;AAE/C,QAAQ,CAAC,mBAAmB,EAAE,GAAG,EAAE;IACjC,IAAI,CAAC,iDAAiD,EAAE,GAAG,EAAE;QAC3D,MAAM,GAAG,GAAG,IAAI,sCAAiB,CAC/B,OAAO,EACP,IAAI,wCAAkB,CAAC,KAAK,EAAE,IAAI,EAAE;YAClC,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,GAAG;SACR,CAAC,EACF,KAAK,CACN,CAAC;QAEF,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACpC,MAAM,CAAC,GAAG,CAAC,SAAS,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IACrC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qCAAqC,EAAE,IAAI,CAAC,EAAE;QACjD,MAAM,QAAQ,GAAG,IAAI,wCAAkB,CACrC,KAAK,EACL,IAAI,EACJ;YACE,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,GAAG;SACR,EACD;YACE,mBAAmB,EAAE,GAAG,EAAE;gBACxB,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC5C,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;gBAClE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;gBAErE,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CACF,CAAC;QAEF,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE,CAAC,IAAI,eAAM,CAAC,CAAC,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC;QAE/D,MAAM,GAAG,GAAG,IAAI,sCAAiB,CAAC,OAAO,EAAE,QAAQ,EAAE,KAAK,CAAC,CAAC;QAE5D,GAAG,CAAC,KAAK,EAAE,CAAC;QACZ,GAAG,CAAC,SAAS,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC;QAE5B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACtC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
+{"version":3,"file":"backtester-adapter.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-adapter.spec.ts"],"names":[],"mappings":";;AAAA,yCAOsB;AACtB,yCAA4C;AAC5C,2CAA6D;AAC7D,uCAA2E;AAC3E,wCAKoB;AACpB,+DAA2D;AAE3D,6DAAyD;AACzD,+DAA2D;AAE3D,MAAM,IAAI,GAAG,IAAI,cAAK,CAAC,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC,CAAC;AAC5C,MAAM,KAAK,GAAG,IAAI,cAAK,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,CAAC;AAE9C,MAAM,cAAe,SAAQ,iBAAO;IAiClC,YAAY,YAAiC,EAAmB,KAAY;QAC1E,KAAK,CAAC,YAAY,CAAC,CAAC;QAD0C,UAAK,GAAL,KAAK,CAAO;QAF5E,SAAI,GAAG,SAAS,CAAC;IAIjB,CAAC;IAlCD,OAAO;QACL,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,SAAS,CAAC,WAAiC;QACzC,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,OAAO;QACL,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,IAAI,CAAC,KAAY;QACf,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,MAAM,CAAC,KAAY;QACjB,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,OAAO,CACL,UAA8B,EAC9B,SAAiB,EACjB,MAAc;QAEd,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,IAAI,CACF,UAA8B,EAC9B,IAAe,EACf,EAAa,EACb,QAA2B;QAE3B,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IAOD,SAAS;QACP,OAAO,GAAG,CAAC;IACb,CAAC;IAED,iBAAiB,CAAC,OAAqB;QACrC,OAAO,IAAI,0BAAW,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IACxC,CAAC;IAED,KAAK,CAAC,KAAK;QACT,IAAI,CAAC,KAAK,CAAC,QAAQ,CACjB,IAAI,4BAAoB,CACtB,IAAI,CAAC,SAAS,EAAE,EAChB,IAAI,EACJ,KAAK,EACL,IAAI,mBAAU,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,EAC9B,UAAU,CACX,CACF,CAAC;IACJ,CAAC;CACF;AAED,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;AACpD,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;AAC1B,MAAM,OAAO,GAAG,IAAI,cAAc,CAAC,6BAAmB,EAAE,KAAK,CAAC,CAAC;AAC/D,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;AAC7C,MAAM,KAAK,GAAG,IAAI,eAAK,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;AAE/C,QAAQ,CAAC,mBAAmB,EAAE,GAAG,EAAE;IACjC,IAAI,CAAC,iDAAiD,EAAE,GAAG,EAAE;QAC3D,MAAM,GAAG,GAAG,IAAI,sCAAiB,CAC/B,OAAO,EACP,IAAI,wCAAkB,CAAC,KAAK,EAAE,IAAI,EAAE;YAClC,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,GAAG;SACR,CAAC,EACF,KAAK,CACN,CAAC;QAEF,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACpC,MAAM,CAAC,GAAG,CAAC,SAAS,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IACrC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qCAAqC,EAAE,IAAI,CAAC,EAAE;QACjD,MAAM,QAAQ,GAAG,IAAI,wCAAkB,CACrC,KAAK,EACL,IAAI,EACJ;YACE,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,GAAG;SACR,EACD;YACE,mBAAmB,EAAE,GAAG,EAAE;gBACxB,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC5C,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;gBACrE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,CAAC;gBAExE,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CACF,CAAC;QAEF,IAAI,CAAC,IAAI,CAAC,CAAC,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,EAAE,IAAA,UAAC,EAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;QAE/D,MAAM,GAAG,GAAG,IAAI,sCAAiB,CAAC,OAAO,EAAE,QAAQ,EAAE,KAAK,CAAC,CAAC;QAE5D,GAAG,CAAC,KAAK,EAAE,CAAC;QACZ,GAAG,CAAC,SAAS,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC;QAE5B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACtC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/adapter/backtester/backtester-cursor.d.ts

@@ -1,6 +1,6 @@
-import { Candle, InstrumentSelector } from '../../domain';
+import { InstrumentSelector } from '../../domain';
 import { timestamp } from '../../shared';
-import { Feed } from '../../storage';
+import { Feed, StorageEvent } from '../../storage';
 export declare class BacktesterCursor {
     readonly instrument: InstrumentSelector;
     private readonly feed;
@@ -9,7 +9,7 @@ export declare class BacktesterCursor {
     completed: boolean;
     get size(): number;
     constructor(instrument: InstrumentSelector, feed: Feed);
-    peek(): Candle;
-    dequeue(): Candle;
+    peek(): StorageEvent;
+    dequeue(): StorageEvent;
     fetchNextPage(from: timestamp, to: number): Promise<void>;
 }

package/dist/adapter/backtester/backtester-cursor.js.map

@@ -1 +1 @@
-{"version":3,"file":"backtester-cursor.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.ts"],"names":[],"mappings":";;;AAGA,oCAAgD;AAEhD,MAAa,gBAAgB;IAS3B,YAAqB,UAA8B,EAAmB,IAAU;QAA3D,eAAU,GAAV,UAAU,CAAoB;QAAmB,SAAI,GAAJ,IAAI,CAAM;QARxE,SAAI,GAAG,IAAI,KAAK,EAAU,CAAC;QAC3B,cAAS,GAAG,CAAC,CAAC;QACtB,cAAS,GAAG,KAAK,CAAC;IAMiE,CAAC;IAJpF,IAAI,IAAI;QACN,OAAO,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,SAAS,CAAC;IAC3C,CAAC;IAID,IAAI;QACF,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE;YACd,OAAO,SAAS,CAAC;SAClB;QAED,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IACnC,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,EAAE,CAAC,CAAC;IACrC,CAAC;IAED,KAAK,CAAC,aAAa,CAAC,IAAe,EAAE,EAAU;QAC7C,IAAI,IAAI,CAAC,SAAS,EAAE;YAClB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,IAAI,GAAG,CAAC,EAAE;YACjB,MAAM,IAAA,4BAAoB,GAAE,CAAC;SAC9B;QAED,IAAI,CAAC,SAAS,GAAG,CAAC,CAAC;QACnB,IAAI,CAAC,IAAI,GAAG,MAAM,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,UAAU,EAAE;YACjD,IAAI;YACJ,EAAE;YACF,KAAK,EAAE,KAAK;SACb,CAAC,CAAC;QAEH,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,IAAI,CAAC,MAAM,IAAI,CAAC,CAAC;IACzC,CAAC;CACF;AAzCD,4CAyCC"}
+{"version":3,"file":"backtester-cursor.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.ts"],"names":[],"mappings":";;;AAGA,oCAAgD;AAEhD,MAAa,gBAAgB;IAS3B,YAAqB,UAA8B,EAAmB,IAAU;QAA3D,eAAU,GAAV,UAAU,CAAoB;QAAmB,SAAI,GAAJ,IAAI,CAAM;QARxE,SAAI,GAAG,IAAI,KAAK,EAAgB,CAAC;QACjC,cAAS,GAAG,CAAC,CAAC;QACtB,cAAS,GAAG,KAAK,CAAC;IAMiE,CAAC;IAJpF,IAAI,IAAI;QACN,OAAO,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,SAAS,CAAC;IAC3C,CAAC;IAID,IAAI;QACF,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE;YACd,OAAO,SAAS,CAAC;SAClB;QAED,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IACnC,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,EAAE,CAAC,CAAC;IACrC,CAAC;IAED,KAAK,CAAC,aAAa,CAAC,IAAe,EAAE,EAAU;QAC7C,IAAI,IAAI,CAAC,SAAS,EAAE;YAClB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,IAAI,GAAG,CAAC,EAAE;YACjB,MAAM,IAAA,4BAAoB,GAAE,CAAC;SAC9B;QAED,IAAI,CAAC,SAAS,GAAG,CAAC,CAAC;QACnB,IAAI,CAAC,IAAI,GAAG,MAAM,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,UAAU,EAAE;YACjD,IAAI;YACJ,EAAE;YACF,KAAK,EAAE,KAAK;SACb,CAAC,CAAC;QAEH,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,IAAI,CAAC,MAAM,IAAI,CAAC,CAAC;IACzC,CAAC;CACF;AAzCD,4CAyCC"}

package/dist/adapter/backtester/backtester-cursor.spec.js

@@ -1,36 +1,38 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 const domain_1 = require("../../domain");
+const shared_1 = require("../../shared");
 const storage_1 = require("../../storage");
+const store_1 = require("../../store");
 const backtester_cursor_1 = require("./backtester-cursor");
 describe('BacktesterCursor', () => {
     test('should repeat specific events', async () => {
         const instrument = (0, domain_1.instrumentOf)('binance:btc-usdt');
         const feed = new storage_1.Feed(new storage_1.InMemoryStorage());
         const cursor = new backtester_cursor_1.BacktesterCursor(instrument, feed);
-        feed.save(instrument, [
-            new domain_1.Candle(1, 1, 1, 1, 1),
-            new domain_1.Candle(2, 2, 2, 2, 2),
-            new domain_1.Candle(3, 3, 3, 3, 3),
-            new domain_1.Candle(4, 4, 4, 4, 4),
-            new domain_1.Candle(5, 5, 5, 5, 5),
-            new domain_1.Candle(6, 6, 6, 6, 6),
-            new domain_1.Candle(7, 7, 7, 7, 7),
-            new domain_1.Candle(8, 8, 8, 8, 8)
+        feed.save([
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(1), (0, shared_1.d)(1), 1),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(2), (0, shared_1.d)(2), 2),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(3), (0, shared_1.d)(3), 3),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(4), (0, shared_1.d)(4), 4),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(5), (0, shared_1.d)(5), 5),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(6), (0, shared_1.d)(6), 6),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(7), (0, shared_1.d)(7), 7),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(8), (0, shared_1.d)(8), 8)
         ]);
         await cursor.fetchNextPage(0, 4);
-        expect(cursor.dequeue().open).toEqual(1);
-        expect(cursor.dequeue().open).toEqual(2);
-        expect(cursor.dequeue().open).toEqual(3);
+        expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(1), (0, shared_1.d)(1), 1));
+        expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(2), (0, shared_1.d)(2), 2));
+        expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(3), (0, shared_1.d)(3), 3));
         expect(cursor.peek()).toEqual(undefined);
         await cursor.fetchNextPage(3, 7);
-        expect(cursor.dequeue().open).toEqual(4);
-        expect(cursor.dequeue().open).toEqual(5);
-        expect(cursor.dequeue().open).toEqual(6);
+        expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(4), (0, shared_1.d)(4), 4));
+        expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(5), (0, shared_1.d)(5), 5));
+        expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(6), (0, shared_1.d)(6), 6));
         expect(cursor.peek()).toEqual(undefined);
         await cursor.fetchNextPage(6, 10);
-        expect(cursor.dequeue().open).toEqual(7);
-        expect(cursor.dequeue().open).toEqual(8);
+        expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(7), (0, shared_1.d)(7), 7));
+        expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(8), (0, shared_1.d)(8), 8));
         expect(cursor.peek()).toEqual(undefined);
     });
 });

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

@@ -1 +1 @@
-{"version":3,"file":"backtester-cursor.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.spec.ts"],"names":[],"mappings":";;AAAA,yCAAoD;AACpD,2CAAsD;AACtD,2DAAuD;AAEvD,QAAQ,CAAC,kBAAkB,EAAE,GAAG,EAAE;IAChC,IAAI,CAAC,+BAA+B,EAAE,KAAK,IAAI,EAAE;QAC/C,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;QACpD,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;QAC7C,MAAM,MAAM,GAAG,IAAI,oCAAgB,CAAC,UAAU,EAAE,IAAI,CAAC,CAAC;QAEtD,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE;YACpB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACzB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACzB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACzB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACzB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACzB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACzB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACzB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;SAC1B,CAAC,CAAC;QAEH,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;QAElC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACzC,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IAC3C,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
+{"version":3,"file":"backtester-cursor.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.spec.ts"],"names":[],"mappings":";;AAAA,yCAA4C;AAC5C,yCAAiC;AACjC,2CAAsD;AACtD,uCAA8C;AAC9C,2DAAuD;AAEvD,QAAQ,CAAC,kBAAkB,EAAE,GAAG,EAAE;IAChC,IAAI,CAAC,+BAA+B,EAAE,KAAK,IAAI,EAAE;QAC/C,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,kBAAkB,CAAC,CAAC;QACpD,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;QAC7C,MAAM,MAAM,GAAG,IAAI,oCAAgB,CAAC,UAAU,EAAE,IAAI,CAAC,CAAC;QAEtD,IAAI,CAAC,IAAI,CAAC;YACR,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;SAC/C,CAAC,CAAC;QAEH,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,CAAC,OAAO,CAAC,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACjF,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,CAAC,OAAO,CAAC,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACjF,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,CAAC,OAAO,CAAC,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACjF,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEjC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,CAAC,OAAO,CAAC,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACjF,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,CAAC,OAAO,CAAC,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACjF,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,CAAC,OAAO,CAAC,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACjF,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAEzC,MAAM,MAAM,CAAC,aAAa,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;QAElC,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,CAAC,OAAO,CAAC,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACjF,MAAM,CAAC,MAAM,CAAC,OAAO,EAAE,CAAC,CAAC,OAAO,CAAC,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACjF,MAAM,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IAC3C,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/adapter/backtester/backtester-streamer.d.ts

@@ -27,6 +27,5 @@ export declare class BacktesterStreamer {
     stop(): void;
     tryContinue(): void;
     private processNext;
-    private dispatch;
     private current;
 }

package/dist/adapter/backtester/backtester-streamer.js

@@ -1,7 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.BacktesterStreamer = void 0;
-const store_1 = require("../../store");
 const backtester_cursor_1 = require("./backtester-cursor");
 class BacktesterStreamer {
     constructor(store, feed, period, listener) {
@@ -67,28 +66,19 @@ class BacktesterStreamer {
         next();
     }
     async processNext() {
-        var _a;
         const cursor = await this.current(this.timestamp, this.period.to);
         if (!cursor) {
             return false;
         }
-        const candle = cursor.peek();
-        const instrument = cursor.instrument;
-        const volume = (_a = candle.volume) !== null && _a !== void 0 ? _a : 0;
-        this.timestamp = candle.timestamp;
+        const event = cursor.peek();
+        this.timestamp = event.timestamp;
         this.sequence++;
-        this.dispatch(candle.timestamp, instrument, candle.open, volume);
-        this.dispatch(candle.timestamp, instrument, candle.high, volume);
-        this.dispatch(candle.timestamp, instrument, candle.low, volume);
-        this.dispatch(candle.timestamp, instrument, candle.close, volume);
-        if (cursor.dequeue().timestamp != candle.timestamp) {
+        this.store.dispatch(event);
+        if (cursor.dequeue().timestamp != event.timestamp) {
             throw new Error('invalid event to consume');
         }
         return true;
     }
-    dispatch(timestamp, instrument, rate, volume) {
-        this.store.dispatch(new store_1.TradePatchEvent(instrument, rate, volume, timestamp), new store_1.OrderbookPatchEvent(instrument, rate, volume, rate, volume, timestamp));
-    }
     async current(from, to) {
         for (const cursor of Object.values(this.cursor)) {
             if (cursor.size == 0 && !cursor.completed) {

package/dist/adapter/backtester/backtester-streamer.js.map

@@ -1 +1 @@
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+{"version":3,"file":"backtester-streamer.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-streamer.ts"],"names":[],"mappings":";;;AAKA,2DAAuD;AAsBvD,MAAa,kBAAkB;IAQ7B,YACmB,KAAY,EACZ,IAAU,EACV,MAAoC,EACpC,QAA6B;QAH7B,UAAK,GAAL,KAAK,CAAO;QACZ,SAAI,GAAJ,IAAI,CAAM;QACV,WAAM,GAAN,MAAM,CAA8B;QACpC,aAAQ,GAAR,QAAQ,CAAqB;QAXxC,wBAAmB,GAAG,KAAK,CAAC;QAC5B,WAAM,GAAqC,EAAE,CAAC;QAC9C,gBAAW,GAAG,CAAC,CAAC;QAGxB,aAAQ,GAAG,CAAC,CAAC;QAQX,IAAI,MAAM,CAAC,IAAI,IAAI,SAAS,IAAI,MAAM,CAAC,EAAE,IAAI,SAAS,EAAE;YACtD,MAAM,IAAI,KAAK,CAAC,8DAA8D,CAAC,CAAC;SACjF;QAED,IAAI,CAAC,SAAS,GAAG,MAAM,CAAC,IAAI,CAAC;IAC/B,CAAC;IAED,eAAe;QACb,MAAM,QAAQ,GAAG;YACf,SAAS,EAAE,GAAG,EAAE,CAAC,IAAI,CAAC,SAAS;SAChC,CAAC;QAEF,OAAO,QAAQ,CAAC;IAClB,CAAC;IAED,SAAS,CAAC,UAA8B;QACtC,IAAI,UAAU,CAAC,EAAE,IAAI,IAAI,CAAC,MAAM,EAAE;YAChC,OAAO;SACR;QAED,MAAM,MAAM,GAAG,IAAI,oCAAgB,CAAC,UAAU,EAAE,IAAI,CAAC,IAAI,CAAC,CAAC;QAE3D,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,EAAE,CAAC,GAAG,MAAM,CAAC;IACtC,CAAC;IAKD,IAAI;QACF,IAAI,CAAC,WAAW,EAAE,CAAC;IACrB,CAAC;IAKD,WAAW;QACT,IAAI,IAAI,CAAC,WAAW,IAAI,CAAC,EAAE;YACzB,OAAO;SACR;QAED,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,WAAW,GAAG,CAAC,CAAC,CAAC;QAErD,IAAI,IAAI,CAAC,WAAW,IAAI,CAAC,EAAE;YACzB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,QAAQ,IAAI,CAAC,EAAE;YACtB,IAAI,IAAI,CAAC,QAAQ,CAAC,iBAAiB,EAAE;gBACnC,IAAI,CAAC,QAAQ,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC;aACvC;SACF;QAED,MAAM,IAAI,GAAG,KAAK,IAAI,EAAE;YACtB,IAAI,MAAM,IAAI,CAAC,WAAW,EAAE,EAAE;gBAC5B,IAAI,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC,mBAAmB,IAAI,CAAC,EAAE;oBACjD,IAAI,IAAI,CAAC,QAAQ,CAAC,iBAAiB,EAAE;wBACnC,IAAI,CAAC,QAAQ,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC;qBACvC;iBACF;gBAED,IAAI,IAAI,CAAC,WAAW,KAAK,CAAC,EAAE;oBAC1B,YAAY,CAAC,IAAI,CAAC,CAAC;iBACpB;aACF;iBAAM;gBACL,IAAI,IAAI,CAAC,QAAQ,CAAC,mBAAmB,EAAE;oBACrC,IAAI,CAAC,QAAQ,CAAC,mBAAmB,CAAC,IAAI,CAAC,CAAC;iBACzC;aACF;QACH,CAAC,CAAC;QAEF,IAAI,EAAE,CAAC;IACT,CAAC;IAEO,KAAK,CAAC,WAAW;QACvB,MAAM,MAAM,GAAG,MAAM,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,SAAS,EAAE,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC;QAClE,IAAI,CAAC,MAAM,EAAE;YACX,OAAO,KAAK,CAAC;SACd;QAED,MAAM,KAAK,GAAG,MAAM,CAAC,IAAI,EAAE,CAAC;QAE5B,IAAI,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;QACjC,IAAI,CAAC,QAAQ,EAAE,CAAC;QAEhB,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC;QAE3B,IAAI,MAAM,CAAC,OAAO,EAAE,CAAC,SAAS,IAAI,KAAK,CAAC,SAAS,EAAE;YACjD,MAAM,IAAI,KAAK,CAAC,0BAA0B,CAAC,CAAC;SAC7C;QAED,OAAO,IAAI,CAAC;IACd,CAAC;IAEO,KAAK,CAAC,OAAO,CAAC,IAAe,EAAE,EAAa;QAClD,KAAK,MAAM,MAAM,IAAI,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE;YAC/C,IAAI,MAAM,CAAC,IAAI,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,SAAS,EAAE;gBACzC,MAAM,MAAM,CAAC,aAAa,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC;aACtC;SACF;QAED,OAAO,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC;aAC9B,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,EAAE,IAAI,SAAS,CAAC;aACpC,IAAI,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,IAAI,EAAE,CAAC,SAAS,GAAG,GAAG,CAAC,IAAI,EAAE,CAAC,SAAS,CAAC;aAC/D,IAAI,CAAC,GAAG,EAAE,CAAC,IAAI,CAAC,CAAC;IACtB,CAAC;CACF;AAvHD,gDAuHC"}

package/dist/adapter/backtester/backtester-streamer.spec.js

@@ -1,6 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 const domain_1 = require("../../domain");
+const shared_1 = require("../../shared");
 const storage_1 = require("../../storage");
 const store_1 = require("../../store");
 const backtester_streamer_1 = require("./backtester-streamer");
@@ -18,22 +19,22 @@ describe('BacktesterStreamer', () => {
             onBacktestCompleted: () => {
                 const trade = store.snapshot.trade.get(instrument.id);
                 expect(trade.timestamp).toEqual(8);
-                expect(trade.rate).toEqual(8);
-                expect(trade.quantity).toEqual(8);
+                expect(trade.rate).toEqual((0, shared_1.d)(8));
+                expect(trade.quantity).toEqual((0, shared_1.d)(8));
                 expect(store.snapshot.timestamp).toEqual(8);
                 done();
             }
         });
         feed
-            .save(instrument, [
-            new domain_1.Candle(1, 1, 1, 1, 1, 1),
-            new domain_1.Candle(2, 2, 2, 2, 2, 2),
-            new domain_1.Candle(3, 3, 3, 3, 3, 3),
-            new domain_1.Candle(4, 4, 4, 4, 4, 4),
-            new domain_1.Candle(5, 5, 5, 5, 5, 5),
-            new domain_1.Candle(6, 6, 6, 6, 6, 6),
-            new domain_1.Candle(7, 7, 7, 7, 7, 7),
-            new domain_1.Candle(8, 8, 8, 8, 8, 8)
+            .save([
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(1), (0, shared_1.d)(1), 1),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(2), (0, shared_1.d)(2), 2),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(3), (0, shared_1.d)(3), 3),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(4), (0, shared_1.d)(4), 4),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(5), (0, shared_1.d)(5), 5),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(6), (0, shared_1.d)(6), 6),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(7), (0, shared_1.d)(7), 7),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(8), (0, shared_1.d)(8), 8)
         ])
             .then(() => {
             streamer.subscribe(instrument);

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

@@ -1 +1 @@
-{"version":3,"file":"backtester-streamer.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-streamer.spec.ts"],"names":[],"mappings":";;AAAA,yCAAyD;AACzD,2CAAsD;AACtD,uCAAoC;AACpC,+DAA2D;AAE3D,QAAQ,CAAC,oBAAoB,EAAE,GAAG,EAAE;IAClC,MAAM,UAAU,GAAG,IAAI,mBAAU,CAC/B,IAAI,cAAK,CAAC,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC,EAC9B,IAAI,cAAK,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,EAC/B,kBAAkB,CACnB,CAAC;IAEF,IAAI,CAAC,+BAA+B,EAAE,IAAI,CAAC,EAAE;QAC3C,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;QAC7C,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAE1B,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;QACtD,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,UAAU,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;QAE1D,MAAM,QAAQ,GAAG,IAAI,wCAAkB,CACrC,KAAK,EACL,IAAI,EACJ;YACE,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,EAAE;SACP,EACD;YACE,mBAAmB,EAAE,GAAG,EAAE;gBACxB,MAAM,KAAK,GAAG,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;gBAEtD,MAAM,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBACnC,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC9B,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAClC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAE5C,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CACF,CAAC;QAEF,IAAI;aACD,IAAI,CAAC,UAAU,EAAE;YAChB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC5B,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC5B,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC5B,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC5B,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC5B,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC5B,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YAC5B,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;SAC7B,CAAC;aACD,IAAI,CAAC,GAAG,EAAE;YACT,QAAQ,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;YAC/B,QAAQ,CAAC,WAAW,EAAE,CAAC;QACzB,CAAC,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
+{"version":3,"file":"backtester-streamer.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-streamer.spec.ts"],"names":[],"mappings":";;AAAA,yCAAiD;AACjD,yCAAiC;AACjC,2CAAsD;AACtD,uCAAqD;AACrD,+DAA2D;AAE3D,QAAQ,CAAC,oBAAoB,EAAE,GAAG,EAAE;IAClC,MAAM,UAAU,GAAG,IAAI,mBAAU,CAC/B,IAAI,cAAK,CAAC,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC,EAC9B,IAAI,cAAK,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,EAC/B,kBAAkB,CACnB,CAAC;IAEF,IAAI,CAAC,+BAA+B,EAAE,IAAI,CAAC,EAAE;QAC3C,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;QAC7C,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAE1B,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;QACtD,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,UAAU,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;QAE1D,MAAM,QAAQ,GAAG,IAAI,wCAAkB,CACrC,KAAK,EACL,IAAI,EACJ;YACE,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,EAAE;SACP,EACD;YACE,mBAAmB,EAAE,GAAG,EAAE;gBACxB,MAAM,KAAK,GAAG,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;gBAEtD,MAAM,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBACnC,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;gBACjC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;gBACrC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAE5C,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CACF,CAAC;QAEF,IAAI;aACD,IAAI,CAAC;YACJ,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;SAC/C,CAAC;aACD,IAAI,CAAC,GAAG,EAAE;YACT,QAAQ,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;YAC/B,QAAQ,CAAC,WAAW,EAAE,CAAC;QACzB,CAAC,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

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

@@ -3,6 +3,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.PaperEngine = void 0;
 const rxjs_1 = require("rxjs");
 const domain_1 = require("../../../domain");
+const shared_1 = require("../../../shared");
 const store_1 = require("../../../store");
 class PaperEngine {
     constructor(store) {
@@ -42,19 +43,19 @@ class PaperEngine {
                 return;
             }
             if (it.type == 'LIMIT') {
-                if (it.quantity > 0 && it.rate > orderbook.bestAskRate) {
-                    this.completeOrder(it, orderbook.bestAskRate);
+                if (it.quantity.greaterThan(0) && it.rate.greaterThan(orderbook.asks.rate)) {
+                    this.completeOrder(it, orderbook.asks.rate);
                 }
-                else if (it.quantity < 0 && it.rate < orderbook.bestBidRate) {
-                    this.completeOrder(it, orderbook.bestBidRate);
+                else if (it.quantity.lessThan(0) && it.rate.lessThan(orderbook.bids.rate)) {
+                    this.completeOrder(it, orderbook.bids.rate);
                 }
             }
             else if (it.type == 'MARKET') {
-                if (it.quantity > 0) {
-                    this.completeOrder(it, orderbook.bestAskRate);
+                if (it.quantity.greaterThan(0)) {
+                    this.completeOrder(it, orderbook.asks.rate);
                 }
-                else if (it.quantity < 0) {
-                    this.completeOrder(it, orderbook.bestBidRate);
+                else if (it.quantity.lessThan(0)) {
+                    this.completeOrder(it, orderbook.bids.rate);
                 }
             }
         });
@@ -68,10 +69,10 @@ class PaperEngine {
                 return;
             }
             if (it.type == 'LIMIT') {
-                if (it.quantity > 0 && it.rate > trade.rate) {
+                if (it.quantity.greaterThan(0) && it.rate.greaterThan(trade.rate)) {
                     this.completeOrder(it, trade.rate);
                 }
-                else if (it.quantity < 0 && it.rate < trade.rate) {
+                else if (it.quantity.lessThan(0) && it.rate.lessThan(trade.rate)) {
                     this.completeOrder(it, trade.rate);
                 }
             }
@@ -84,17 +85,17 @@ class PaperEngine {
         const { timestamp } = this.store.snapshot;
         const instrument = this.store.snapshot.universe.instrument.get(order.instrument.id);
         const transacted = {
-            base: 0,
-            quote: 0
+            base: shared_1.d.Zero,
+            quote: shared_1.d.Zero
         };
-        const qty = Math.abs(order.quantity);
-        if (order.quantity > 0) {
-            transacted.base += instrument.base.floor(instrument.commission.applyMakerFee(qty));
-            transacted.quote -= instrument.quote.floor(averageExecutionRate * qty);
+        const qty = order.quantity.abs();
+        if (order.quantity.greaterThan(0)) {
+            transacted.base = transacted.base.plus(instrument.base.floor(instrument.commission.applyMakerFee(qty)));
+            transacted.quote = transacted.quote.minus(instrument.quote.floor(averageExecutionRate.mul(qty)));
         }
-        else if (order.quantity < 0) {
-            transacted.base -= instrument.base.floor(qty);
-            transacted.quote += instrument.quote.floor(instrument.commission.applyMakerFee(averageExecutionRate * qty));
+        else if (order.quantity.lessThan(0)) {
+            transacted.base = transacted.base.minus(instrument.base.floor(qty));
+            transacted.quote = transacted.quote.plus(instrument.quote.floor(instrument.commission.applyMakerFee(averageExecutionRate.mul(qty))));
         }
         this.store.dispatch(new store_1.BalanceUnlockOrderEvent(order.id, order.instrument, timestamp), new store_1.OrderFilledEvent(order.id, order.instrument, averageExecutionRate, timestamp), new store_1.BalanceTransactEvent(instrument.base, transacted.base, timestamp), new store_1.BalanceTransactEvent(instrument.quote, transacted.quote, timestamp));
     }

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

@@ -1 +1 @@
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