@quantform/core 0.5.15 → 0.5.23

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

@@ -7,48 +7,48 @@ const paper_engine_1 = require("./paper-engine");
 describe('PaperEngine', () => {
     const instrument = new domain_1.Instrument(new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt');
     const commission = (0, domain_1.commissionPercentOf)({
-        maker: 0.1,
-        taker: 0.1
+        maker: (0, shared_1.d)(0.1),
+        taker: (0, shared_1.d)(0.1)
     });
     test('should open a new buy market order', () => {
         const store = new store_1.Store();
         const engine = new paper_engine_1.PaperEngine(store);
-        const order = domain_1.Order.market(instrument, 1.0);
-        store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), instrument.base, instrument.quote, commission, ''), new store_1.BalancePatchEvent(instrument.base, 1, 0, (0, shared_1.now)()), new store_1.BalancePatchEvent(instrument.quote, 1000, 0, (0, shared_1.now)()));
+        const order = domain_1.Order.market(instrument, (0, shared_1.d)(1.0));
+        store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), instrument.base, instrument.quote, commission, ''), new store_1.BalancePatchEvent(instrument.base, (0, shared_1.d)(1), shared_1.d.Zero, (0, shared_1.now)()), new store_1.BalancePatchEvent(instrument.quote, (0, shared_1.d)(1000), shared_1.d.Zero, (0, shared_1.now)()));
         engine.open(order);
         expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
         expect(store.snapshot.order.get(instrument.id).get(order.id)).toEqual(order);
-        expect(store.snapshot.balance.get(instrument.quote.id).free).toEqual(0);
-        expect(store.snapshot.balance.get(instrument.quote.id).locked).toEqual(1000);
+        expect(store.snapshot.balance.get(instrument.quote.id).free).toEqual(shared_1.d.Zero);
+        expect(store.snapshot.balance.get(instrument.quote.id).locked).toEqual((0, shared_1.d)(1000));
     });
     test('should open a new sell market order', () => {
         const store = new store_1.Store();
         const engine = new paper_engine_1.PaperEngine(store);
-        const order = domain_1.Order.market(instrument, -0.6);
-        store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), instrument.base, instrument.quote, commission, ''), new store_1.BalancePatchEvent(instrument.base, 1, 0, (0, shared_1.now)()), new store_1.BalancePatchEvent(instrument.quote, 1000, 0, (0, shared_1.now)()));
+        const order = domain_1.Order.market(instrument, (0, shared_1.d)(-0.6));
+        store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), instrument.base, instrument.quote, commission, ''), new store_1.BalancePatchEvent(instrument.base, (0, shared_1.d)(1), shared_1.d.Zero, (0, shared_1.now)()), new store_1.BalancePatchEvent(instrument.quote, (0, shared_1.d)(1000), shared_1.d.Zero, (0, shared_1.now)()));
         engine.open(order);
         expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
         expect(store.snapshot.order.get(instrument.id).get(order.id)).toEqual(order);
-        expect(store.snapshot.balance.get(instrument.base.id).free).toEqual(0.4);
-        expect(store.snapshot.balance.get(instrument.base.id).locked).toEqual(0.6);
+        expect(store.snapshot.balance.get(instrument.base.id).free).toEqual((0, shared_1.d)(0.4));
+        expect(store.snapshot.balance.get(instrument.base.id).locked).toEqual((0, shared_1.d)(0.6));
     });
     test('should open and fill a new sell limit order', () => {
         const store = new store_1.Store();
         const engine = new paper_engine_1.PaperEngine(store);
-        const order = domain_1.Order.limit(instrument, -0.6, 100);
-        store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), instrument.base, instrument.quote, commission, ''), new store_1.BalancePatchEvent(instrument.base, 1, 0, (0, shared_1.now)()), new store_1.BalancePatchEvent(instrument.quote, 1000, 0, (0, shared_1.now)()), new store_1.InstrumentSubscriptionEvent((0, shared_1.now)(), instrument, true));
+        const order = domain_1.Order.limit(instrument, (0, shared_1.d)(-0.6), (0, shared_1.d)(100));
+        store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), instrument.base, instrument.quote, commission, ''), new store_1.BalancePatchEvent(instrument.base, (0, shared_1.d)(1), shared_1.d.Zero, (0, shared_1.now)()), new store_1.BalancePatchEvent(instrument.quote, (0, shared_1.d)(1000), shared_1.d.Zero, (0, shared_1.now)()), new store_1.InstrumentSubscriptionEvent((0, shared_1.now)(), instrument, true));
         engine.open(order);
         expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
         expect(store.snapshot.order.get(instrument.id).get(order.id).state).toEqual('PENDING');
-        expect(store.snapshot.balance.get(instrument.base.id).free).toEqual(0.4);
-        expect(store.snapshot.balance.get(instrument.base.id).locked).toEqual(0.6);
-        store.dispatch(new store_1.OrderbookPatchEvent(instrument, 102, 1, 101, 1, (0, shared_1.now)()));
+        expect(store.snapshot.balance.get(instrument.base.id).free).toEqual((0, shared_1.d)(0.4));
+        expect(store.snapshot.balance.get(instrument.base.id).locked).toEqual((0, shared_1.d)(0.6));
+        store.dispatch(new store_1.OrderbookPatchEvent(instrument, { rate: (0, shared_1.d)(102), quantity: (0, shared_1.d)(1), next: undefined }, { rate: (0, shared_1.d)(101), quantity: (0, shared_1.d)(1), next: undefined }, (0, shared_1.now)()));
         expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
         expect(store.snapshot.order.get(instrument.id).get(order.id).state).toEqual('FILLED');
-        expect(store.snapshot.balance.get(instrument.base.id).free).toEqual(0.4);
-        expect(store.snapshot.balance.get(instrument.base.id).locked).toEqual(0);
-        expect(store.snapshot.balance.get(instrument.quote.id).free).toEqual(1060.53);
-        expect(store.snapshot.balance.get(instrument.quote.id).locked).toEqual(0);
+        expect(store.snapshot.balance.get(instrument.base.id).free).toEqual((0, shared_1.d)(0.4));
+        expect(store.snapshot.balance.get(instrument.base.id).locked).toEqual(shared_1.d.Zero);
+        expect(store.snapshot.balance.get(instrument.quote.id).free).toEqual((0, shared_1.d)(1060.53));
+        expect(store.snapshot.balance.get(instrument.quote.id).locked).toEqual(shared_1.d.Zero);
     });
 });
 //# sourceMappingURL=paper-engine.spec.js.map

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

@@ -1 +1 @@
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+{"version":3,"file":"paper-engine.spec.js","sourceRoot":"","sources":["../../../../src/adapter/paper/engine/paper-engine.spec.ts"],"names":[],"mappings":";;AAAA,4CAAgF;AAChF,4CAAyC;AACzC,0CAMwB;AACxB,iDAA6C;AAE7C,QAAQ,CAAC,aAAa,EAAE,GAAG,EAAE;IAC3B,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,MAAM,UAAU,GAAG,IAAA,4BAAmB,EAAC;QACrC,KAAK,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC;QACb,KAAK,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC;KACd,CAAC,CAAC;IAEH,IAAI,CAAC,oCAAoC,EAAE,GAAG,EAAE;QAC9C,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,MAAM,GAAG,IAAI,0BAAW,CAAC,KAAK,CAAC,CAAC;QACtC,MAAM,KAAK,GAAG,cAAK,CAAC,MAAM,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QAE/C,KAAK,CAAC,QAAQ,CACZ,IAAI,4BAAoB,CAAC,IAAA,YAAG,GAAE,EAAE,UAAU,CAAC,IAAI,EAAE,UAAU,CAAC,KAAK,EAAE,UAAU,EAAE,EAAE,CAAC,EAClF,IAAI,yBAAiB,CAAC,UAAU,CAAC,IAAI,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,UAAC,CAAC,IAAI,EAAE,IAAA,YAAG,GAAE,CAAC,EAC3D,IAAI,yBAAiB,CAAC,UAAU,CAAC,KAAK,EAAE,IAAA,UAAC,EAAC,IAAI,CAAC,EAAE,UAAC,CAAC,IAAI,EAAE,IAAA,YAAG,GAAE,CAAC,CAChE,CAAC;QAEF,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QAEnB,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,eAAe,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACjE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAC7E,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,UAAC,CAAC,IAAI,CAAC,CAAC;QAC7E,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC;IAClF,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qCAAqC,EAAE,GAAG,EAAE;QAC/C,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,MAAM,GAAG,IAAI,0BAAW,CAAC,KAAK,CAAC,CAAC;QACtC,MAAM,KAAK,GAAG,cAAK,CAAC,MAAM,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,GAAG,CAAC,CAAC,CAAC;QAEhD,KAAK,CAAC,QAAQ,CACZ,IAAI,4BAAoB,CAAC,IAAA,YAAG,GAAE,EAAE,UAAU,CAAC,IAAI,EAAE,UAAU,CAAC,KAAK,EAAE,UAAU,EAAE,EAAE,CAAC,EAClF,IAAI,yBAAiB,CAAC,UAAU,CAAC,IAAI,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,UAAC,CAAC,IAAI,EAAE,IAAA,YAAG,GAAE,CAAC,EAC3D,IAAI,yBAAiB,CAAC,UAAU,CAAC,KAAK,EAAE,IAAA,UAAC,EAAC,IAAI,CAAC,EAAE,UAAC,CAAC,IAAI,EAAE,IAAA,YAAG,GAAE,CAAC,CAChE,CAAC;QAEF,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QAEnB,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,eAAe,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACjE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAC7E,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QAC5E,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;IAChF,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,6CAA6C,EAAE,GAAG,EAAE;QACvD,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,MAAM,GAAG,IAAI,0BAAW,CAAC,KAAK,CAAC,CAAC;QACtC,MAAM,KAAK,GAAG,cAAK,CAAC,KAAK,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,GAAG,CAAC,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QAEvD,KAAK,CAAC,QAAQ,CACZ,IAAI,4BAAoB,CAAC,IAAA,YAAG,GAAE,EAAE,UAAU,CAAC,IAAI,EAAE,UAAU,CAAC,KAAK,EAAE,UAAU,EAAE,EAAE,CAAC,EAClF,IAAI,yBAAiB,CAAC,UAAU,CAAC,IAAI,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,UAAC,CAAC,IAAI,EAAE,IAAA,YAAG,GAAE,CAAC,EAC3D,IAAI,yBAAiB,CAAC,UAAU,CAAC,KAAK,EAAE,IAAA,UAAC,EAAC,IAAI,CAAC,EAAE,UAAC,CAAC,IAAI,EAAE,IAAA,YAAG,GAAE,CAAC,EAC/D,IAAI,mCAA2B,CAAC,IAAA,YAAG,GAAE,EAAE,UAAU,EAAE,IAAI,CAAC,CACzD,CAAC;QAEF,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QAEnB,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,eAAe,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACjE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,OAAO,CACzE,SAAS,CACV,CAAC;QACF,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QAC5E,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QAE9E,KAAK,CAAC,QAAQ,CACZ,IAAI,2BAAmB,CACrB,UAAU,EACV,EAAE,IAAI,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,EAAE,QAAQ,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAI,EAAE,SAAS,EAAE,EACjD,EAAE,IAAI,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,EAAE,QAAQ,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAI,EAAE,SAAS,EAAE,EACjD,IAAA,YAAG,GAAE,CACN,CACF,CAAC;QAEF,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,eAAe,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACjE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC;QACtF,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QAC5E,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,MAAM,CAAC,CAAC,OAAO,C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package/dist/adapter/paper/paper-adapter.d.ts

@@ -1,7 +1,8 @@
 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 { PaperEngine } from './engine/paper-engine';
 export interface PaperOptions {
     balance: {
@@ -22,7 +23,7 @@ export declare class PaperAdapter 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/paper/paper-adapter.js

@@ -2,6 +2,7 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.PaperAdapter = exports.createPaperAdapterFactory = void 0;
 const domain_1 = require("../../domain");
+const shared_1 = require("../../shared");
 const store_1 = require("../../store");
 const __1 = require("..");
 function createPaperAdapterFactory(decoratedAdapterFactory, options) {
@@ -35,12 +36,12 @@ class PaperAdapter extends __1.Adapter {
             if (asset.adapterName != this.name) {
                 continue;
             }
-            const free = this.options.balance[balance];
+            const free = (0, shared_1.d)(this.options.balance[balance]);
             subscribed = subscribed.filter(it => it.id != asset.id);
-            this.store.dispatch(new store_1.BalancePatchEvent(asset, free, 0, this.timestamp()));
+            this.store.dispatch(new store_1.BalancePatchEvent(asset, free, shared_1.d.Zero, this.timestamp()));
         }
         for (const missingAsset of subscribed) {
-            this.store.dispatch(new store_1.BalancePatchEvent(missingAsset, 0, 0, this.timestamp()));
+            this.store.dispatch(new store_1.BalancePatchEvent(missingAsset, shared_1.d.Zero, shared_1.d.Zero, this.timestamp()));
         }
     }
     async open(order) {
@@ -49,11 +50,11 @@ class PaperAdapter extends __1.Adapter {
     async cancel(order) {
         this.engine.cancel(order);
     }
-    history(query) {
-        return this.decoratedAdapter.history(query);
+    history(instrument, timeframe, length) {
+        return this.decoratedAdapter.history(instrument, timeframe, length);
     }
-    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/paper/paper-adapter.js.map

@@ -1 +1 @@
-{"version":3,"file":"paper-adapter.js","sourceRoot":"","sources":["../../../src/adapter/paper/paper-adapter.ts"],"names":[],"mappings":";;;AAAA,yCAA0E;AAC1E,uCAAuD;AACvD,0BAA6B;AAQ7B,SAAgB,yBAAyB,CACvC,uBAAuC,EACvC,OAAqB;IAErB,OAAO,CAAC,YAAY,EAAE,KAAK,EAAE,KAAK,EAAE,EAAE,CACpC,IAAI,YAAY,CAAC,uBAAuB,CAAC,YAAY,EAAE,KAAK,EAAE,KAAK,CAAC,EAAE,KAAK,EAAE,OAAO,CAAC,CAAC;AAC1F,CAAC;AAND,8DAMC;AAED,MAAa,YAAa,SAAQ,WAAO;IAIvC,YACW,gBAAyB,EACzB,KAAY,EACZ,OAAqB;QAE9B,KAAK,CAAC;YACJ,SAAS,EAAE,GAAG,EAAE,CAAC,IAAI,CAAC,gBAAgB,CAAC,SAAS,EAAE;SACnD,CAAC,CAAC;QANM,qBAAgB,GAAhB,gBAAgB,CAAS;QACzB,UAAK,GAAL,KAAK,CAAO;QACZ,YAAO,GAAP,OAAO,CAAc;QANvB,SAAI,GAAG,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC;IAW3C,CAAC;IAED,KAAK,CAAC,KAAK;QACT,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC;QAE3C,MAAM,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,CAAC;IACtC,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,gBAAgB,CAAC,OAAO,EAAE,CAAC;IACzC,CAAC;IAED,SAAS,CAAC,WAAiC;QACzC,OAAO,IAAI,CAAC,gBAAgB,CAAC,SAAS,CAAC,WAAW,CAAC,CAAC;IACtD,CAAC;IAED,KAAK,CAAC,OAAO;QACX,IAAI,UAAU,GAAG,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,KAAK,CAAC,CAAC,MAAM,CAC3E,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,WAAW,IAAI,IAAI,CAAC,IAAI,CAClC,CAAC;QAEF,KAAK,MAAM,OAAO,IAAI,IAAI,CAAC,OAAO,CAAC,OAAO,EAAE;YAC1C,MAAM,KAAK,GAAG,IAAA,gBAAO,EAAC,OAAO,CAAC,CAAC;YAE/B,IAAI,KAAK,CAAC,WAAW,IAAI,IAAI,CAAC,IAAI,EAAE;gBAClC,SAAS;aACV;YAED,MAAM,IAAI,GAAG,IAAI,CAAC,OAAO,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;YAE3C,UAAU,GAAG,UAAU,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,KAAK,CAAC,EAAE,CAAC,CAAC;YAExD,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,yBAAiB,CAAC,KAAK,EAAE,IAAI,EAAE,CAAC,EAAE,IAAI,CAAC,SAAS,EAAE,CAAC,CAAC,CAAC;SAC9E;QAED,KAAK,MAAM,YAAY,IAAI,UAAU,EAAE;YACrC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,yBAAiB,CAAC,YAAY,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,CAAC,SAAS,EAAE,CAAC,CAAC,CAAC;SAClF;IACH,CAAC;IAED,KAAK,CAAC,IAAI,CAAC,KAAY;QACrB,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IAC1B,CAAC;IAED,KAAK,CAAC,MAAM,CAAC,KAAY;QACvB,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IAC5B,CAAC;IAED,OAAO,CAAC,KAAmB;QACzB,OAAO,IAAI,CAAC,gBAAgB,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IAC9C,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;AAvED,oCAuEC"}
+{"version":3,"file":"paper-adapter.js","sourceRoot":"","sources":["../../../src/adapter/paper/paper-adapter.ts"],"names":[],"mappings":";;;AAAA,yCAA0E;AAC1E,yCAA4C;AAC5C,uCAAuD;AACvD,0BAA6B;AAQ7B,SAAgB,yBAAyB,CACvC,uBAAuC,EACvC,OAAqB;IAErB,OAAO,CAAC,YAAY,EAAE,KAAK,EAAE,KAAK,EAAE,EAAE,CACpC,IAAI,YAAY,CAAC,uBAAuB,CAAC,YAAY,EAAE,KAAK,EAAE,KAAK,CAAC,EAAE,KAAK,EAAE,OAAO,CAAC,CAAC;AAC1F,CAAC;AAND,8DAMC;AAED,MAAa,YAAa,SAAQ,WAAO;IAIvC,YACW,gBAAyB,EACzB,KAAY,EACZ,OAAqB;QAE9B,KAAK,CAAC;YACJ,SAAS,EAAE,GAAG,EAAE,CAAC,IAAI,CAAC,gBAAgB,CAAC,SAAS,EAAE;SACnD,CAAC,CAAC;QANM,qBAAgB,GAAhB,gBAAgB,CAAS;QACzB,UAAK,GAAL,KAAK,CAAO;QACZ,YAAO,GAAP,OAAO,CAAc;QANvB,SAAI,GAAG,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC;IAW3C,CAAC;IAED,KAAK,CAAC,KAAK;QACT,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC;QAE3C,MAAM,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,CAAC;IACtC,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,gBAAgB,CAAC,OAAO,EAAE,CAAC;IACzC,CAAC;IAED,SAAS,CAAC,WAAiC;QACzC,OAAO,IAAI,CAAC,gBAAgB,CAAC,SAAS,CAAC,WAAW,CAAC,CAAC;IACtD,CAAC;IAED,KAAK,CAAC,OAAO;QACX,IAAI,UAAU,GAAG,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,KAAK,CAAC,CAAC,MAAM,CAC3E,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,WAAW,IAAI,IAAI,CAAC,IAAI,CAClC,CAAC;QAEF,KAAK,MAAM,OAAO,IAAI,IAAI,CAAC,OAAO,CAAC,OAAO,EAAE;YAC1C,MAAM,KAAK,GAAG,IAAA,gBAAO,EAAC,OAAO,CAAC,CAAC;YAE/B,IAAI,KAAK,CAAC,WAAW,IAAI,IAAI,CAAC,IAAI,EAAE;gBAClC,SAAS;aACV;YAED,MAAM,IAAI,GAAG,IAAA,UAAC,EAAC,IAAI,CAAC,OAAO,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC;YAE9C,UAAU,GAAG,UAAU,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,KAAK,CAAC,EAAE,CAAC,CAAC;YAExD,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,yBAAiB,CAAC,KAAK,EAAE,IAAI,EAAE,UAAC,CAAC,IAAI,EAAE,IAAI,CAAC,SAAS,EAAE,CAAC,CAAC,CAAC;SACnF;QAED,KAAK,MAAM,YAAY,IAAI,UAAU,EAAE;YACrC,IAAI,CAAC,KAAK,CAAC,QAAQ,CACjB,IAAI,yBAAiB,CAAC,YAAY,EAAE,UAAC,CAAC,IAAI,EAAE,UAAC,CAAC,IAAI,EAAE,IAAI,CAAC,SAAS,EAAE,CAAC,CACtE,CAAC;SACH;IACH,CAAC;IAED,KAAK,CAAC,IAAI,CAAC,KAAY;QACrB,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IAC1B,CAAC;IAED,KAAK,CAAC,MAAM,CAAC,KAAY;QACvB,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IAC5B,CAAC;IAED,OAAO,CACL,UAA8B,EAC9B,SAAiB,EACjB,MAAc;QAEd,OAAO,IAAI,CAAC,gBAAgB,CAAC,OAAO,CAAC,UAAU,EAAE,SAAS,EAAE,MAAM,CAAC,CAAC;IACtE,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;AAlFD,oCAkFC"}

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

@@ -1,5 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
+const shared_1 = require("../../shared");
 const store_1 = require("../../store");
 const adapter_1 = require("../adapter");
 const domain_1 = require("./../../domain");
@@ -26,17 +27,17 @@ 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() {
         return 123;
     }
     async awake() {
-        this.store.dispatch(new store_1.InstrumentPatchEvent(this.timestamp(), new domain_1.Asset('a', this.name, 8), new domain_1.Asset('b', this.name, 4), new domain_1.Commission(0.1, 0.1), 'a-b'));
+        this.store.dispatch(new store_1.InstrumentPatchEvent(this.timestamp(), new domain_1.Asset('a', this.name, 8), new domain_1.Asset('b', this.name, 4), new domain_1.Commission((0, shared_1.d)(0.1), (0, shared_1.d)(0.1)), 'a-b'));
     }
     createPaperEngine(adapter) {
         return new paper_engine_1.PaperEngine(adapter.store);
@@ -61,7 +62,7 @@ describe('PaperAdapter', () => {
         const sut = new paper_adapter_1.PaperAdapter(adapter, store, options);
         await sut.awake();
         await sut.account();
-        const order = domain_1.Order.market((0, domain_1.instrumentOf)('default:a-b'), 1.0);
+        const order = domain_1.Order.market((0, domain_1.instrumentOf)('default:a-b'), (0, shared_1.d)(1.0));
         await sut.open(order);
         expect(store.snapshot.order.get(order.instrument.id).get(order.id)).toEqual(order);
     });

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

@@ -1 +1 @@
-{"version":3,"file":"paper-adapter.spec.js","sourceRoot":"","sources":["../../../src/adapter/paper/paper-adapter.spec.ts"],"names":[],"mappings":";;AAAA,uCAA0D;AAC1D,wCAMoB;AACpB,2CAOwB;AACxB,wDAAoD;AACpD,mDAA+C;AAE/C,MAAM,cAAe,SAAQ,iBAAO;IA4BlC,YAAY,YAAiC,EAAmB,KAAY;QAC1E,KAAK,CAAC,YAAY,CAAC,CAAC;QAD0C,UAAK,GAAL,KAAK,CAAO;QAN5E,SAAI,GAAG,SAAS,CAAC;IAQjB,CAAC;IA7BD,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;IAGD,SAAS;QACP,OAAO,GAAG,CAAC;IACb,CAAC;IAMD,KAAK,CAAC,KAAK;QACT,IAAI,CAAC,KAAK,CAAC,QAAQ,CACjB,IAAI,4BAAoB,CACtB,IAAI,CAAC,SAAS,EAAE,EAChB,IAAI,cAAK,CAAC,GAAG,EAAE,IAAI,CAAC,IAAI,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,GAAG,EAAE,IAAI,CAAC,IAAI,EAAE,CAAC,CAAC,EAC5B,IAAI,mBAAU,CAAC,GAAG,EAAE,GAAG,CAAC,EACxB,KAAK,CACN,CACF,CAAC;IACJ,CAAC;IAED,iBAAiB,CAAC,OAAqB;QACrC,OAAO,IAAI,0BAAW,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IACxC,CAAC;CACF;AAED,QAAQ,CAAC,cAAc,EAAE,GAAG,EAAE;IAC5B,MAAM,OAAO,GAAG;QACd,OAAO,EAAE;YACP,CAAC,WAAW,CAAC,EAAE,IAAI;YACnB,CAAC,WAAW,CAAC,EAAE,GAAG;SACnB;KACF,CAAC;IAEF,IAAI,CAAC,kDAAkD,EAAE,GAAG,EAAE;QAC5D,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAE1B,MAAM,GAAG,GAAG,IAAI,4BAAY,CAC1B,IAAI,cAAc,CAAC,6BAAmB,EAAE,KAAK,CAAC,EAC9C,KAAK,EACL,OAAO,CACR,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,GAAG,CAAC,CAAC;IACvC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,EAAE,EAAE,KAAK,IAAI,EAAE;QAClB,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,OAAO,GAAG,IAAI,cAAc,CAAC,6BAAmB,EAAE,KAAK,CAAC,CAAC;QAE/D,MAAM,GAAG,GAAG,IAAI,4BAAY,CAAC,OAAO,EAAE,KAAK,EAAE,OAAO,CAAC,CAAC;QAEtD,MAAM,GAAG,CAAC,KAAK,EAAE,CAAC;QAClB,MAAM,GAAG,CAAC,OAAO,EAAE,CAAC;QAEpB,MAAM,KAAK,GAAG,cAAK,CAAC,MAAM,CAAC,IAAA,qBAAY,EAAC,aAAa,CAAC,EAAE,GAAG,CAAC,CAAC;QAE7D,MAAM,GAAG,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QAEtB,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IACrF,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
+{"version":3,"file":"paper-adapter.spec.js","sourceRoot":"","sources":["../../../src/adapter/paper/paper-adapter.spec.ts"],"names":[],"mappings":";;AAAA,yCAA4C;AAC5C,uCAA0D;AAC1D,wCAKoB;AACpB,2CAOwB;AACxB,wDAAoD;AACpD,mDAA+C;AAE/C,MAAM,cAAe,SAAQ,iBAAO;IAqClC,YAAY,YAAiC,EAAmB,KAAY;QAC1E,KAAK,CAAC,YAAY,CAAC,CAAC;QAD0C,UAAK,GAAL,KAAK,CAAO;QAN5E,SAAI,GAAG,SAAS,CAAC;IAQjB,CAAC;IAtCD,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;IAGD,SAAS;QACP,OAAO,GAAG,CAAC;IACb,CAAC;IAMD,KAAK,CAAC,KAAK;QACT,IAAI,CAAC,KAAK,CAAC,QAAQ,CACjB,IAAI,4BAAoB,CACtB,IAAI,CAAC,SAAS,EAAE,EAChB,IAAI,cAAK,CAAC,GAAG,EAAE,IAAI,CAAC,IAAI,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,GAAG,EAAE,IAAI,CAAC,IAAI,EAAE,CAAC,CAAC,EAC5B,IAAI,mBAAU,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,EAC9B,KAAK,CACN,CACF,CAAC;IACJ,CAAC;IAED,iBAAiB,CAAC,OAAqB;QACrC,OAAO,IAAI,0BAAW,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IACxC,CAAC;CACF;AAED,QAAQ,CAAC,cAAc,EAAE,GAAG,EAAE;IAC5B,MAAM,OAAO,GAAG;QACd,OAAO,EAAE;YACP,CAAC,WAAW,CAAC,EAAE,IAAI;YACnB,CAAC,WAAW,CAAC,EAAE,GAAG;SACnB;KACF,CAAC;IAEF,IAAI,CAAC,kDAAkD,EAAE,GAAG,EAAE;QAC5D,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAE1B,MAAM,GAAG,GAAG,IAAI,4BAAY,CAC1B,IAAI,cAAc,CAAC,6BAAmB,EAAE,KAAK,CAAC,EAC9C,KAAK,EACL,OAAO,CACR,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,GAAG,CAAC,CAAC;IACvC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,EAAE,EAAE,KAAK,IAAI,EAAE;QAClB,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,OAAO,GAAG,IAAI,cAAc,CAAC,6BAAmB,EAAE,KAAK,CAAC,CAAC;QAE/D,MAAM,GAAG,GAAG,IAAI,4BAAY,CAAC,OAAO,EAAE,KAAK,EAAE,OAAO,CAAC,CAAC;QAEtD,MAAM,GAAG,CAAC,KAAK,EAAE,CAAC;QAClB,MAAM,GAAG,CAAC,OAAO,EAAE,CAAC;QAEpB,MAAM,KAAK,GAAG,cAAK,CAAC,MAAM,CAAC,IAAA,qBAAY,EAAC,aAAa,CAAC,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QAEhE,MAAM,GAAG,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QAEtB,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IACrF,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/cli/pull.js

@@ -32,16 +32,11 @@ async function default_1(name, instrument, options) {
     const bar = new cli_progress_1.SingleBar({}, cli_progress_1.Presets.shades_classic);
     const feed = new storage_1.Feed(module.descriptor.storage('feed'));
     bar.start(100, 0);
-    await session.aggregate.feed({
-        instrument: (0, domain_1.instrumentOf)(instrument),
-        from,
-        to,
-        destination: feed,
-        callback: timestamp => {
-            const duration = to - from;
-            const completed = timestamp - from;
-            bar.update(Math.floor((completed / duration) * 100));
-        }
+    await session.aggregate.feed((0, domain_1.instrumentOf)(instrument), from, to, async (timestamp, events) => {
+        const duration = to - from;
+        const completed = timestamp - from;
+        await feed.save(events);
+        bar.update(Math.floor((completed / duration) * 100));
     });
     bar.update(100);
     bar.stop();

package/dist/cli/pull.js.map

@@ -1 +1 @@
-{"version":3,"file":"pull.js","sourceRoot":"","sources":["../../src/cli/pull.ts"],"names":[],"mappings":";;AAAA,+CAAkD;AAElD,4CAAyC;AACzC,sCAAyC;AACzC,wCAAkC;AAClC,mCAA4B;AAC5B,oDAAiD;AAElC,KAAK,oBAAW,IAAY,EAAE,UAAkB,EAAE,OAAY;IAC3E,IAAI,MAAM,IAAA,eAAK,GAAE,EAAE;QACjB,OAAO;KACR;IAED,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC;IAEvD,MAAM,MAAM,GAAG,MAAM,IAAA,qBAAS,EAAC,IAAI,CAAC,CAAC;IAErC,MAAM,SAAS,GAAG,IAAI,qBAAS,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IACnD,MAAM,OAAO,GAAG,SAAS,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,KAAK,EAAE,CAAC;IAEnD,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,OAAO,EAAE;QAC9B,MAAM,IAAI,KAAK,CAAC,4DAA4D,CAAC,CAAC;KAC/E;IAED,MAAM,IAAI,GAAG,OAAO,CAAC,IAAI;QACvB,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC;QAC1B,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,IAAI,CAAC;IAEtC,IAAI,CAAC,IAAI,EAAE;QACT,MAAM,IAAI,KAAK,CACb,kFAAkF,CACnF,CAAC;KACH;IAED,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,EAAE,CAAC;IAEjF,IAAI,CAAC,EAAE,EAAE;QACP,MAAM,IAAI,KAAK,CACb,gFAAgF,CACjF,CAAC;KACH;IAED,OAAO,CAAC,IAAI,CAAC,sBAAsB,CAAC,CAAC;IAErC,MAAM,OAAO,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC;IAE/B,MAAM,GAAG,GAAG,IAAI,wBAAS,CAAC,EAAE,EAAE,sBAAO,CAAC,cAAc,CAAC,CAAC;IACtD,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,MAAM,CAAC,UAAU,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC;IAEzD,GAAG,CAAC,KAAK,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC;IAElB,MAAM,OAAO,CAAC,SAAS,CAAC,IAAI,CAAC;QAC3B,UAAU,EAAE,IAAA,qBAAY,EAAC,UAAU,CAAC;QACpC,IAAI;QACJ,EAAE;QACF,WAAW,EAAE,IAAI;QACjB,QAAQ,EAAE,SAAS,CAAC,EAAE;YACpB,MAAM,QAAQ,GAAG,EAAE,GAAG,IAAI,CAAC;YAC3B,MAAM,SAAS,GAAG,SAAS,GAAG,IAAI,CAAC;YAEnC,GAAG,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,SAAS,GAAG,QAAQ,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC;QACvD,CAAC;KACF,CAAC,CAAC;IAEH,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IAChB,GAAG,CAAC,IAAI,EAAE,CAAC;IAEX,MAAM,OAAO,CAAC,OAAO,EAAE,CAAC;IAExB,OAAO,CAAC,OAAO,CAAC,sBAAsB,CAAC,CAAC;AAC1C,CAAC;AA9DD,4BA8DC"}
+{"version":3,"file":"pull.js","sourceRoot":"","sources":["../../src/cli/pull.ts"],"names":[],"mappings":";;AAAA,+CAAkD;AAElD,4CAAyC;AACzC,sCAAyC;AACzC,wCAAkC;AAClC,mCAA4B;AAC5B,oDAAiD;AAElC,KAAK,oBAAW,IAAY,EAAE,UAAkB,EAAE,OAAY;IAC3E,IAAI,MAAM,IAAA,eAAK,GAAE,EAAE;QACjB,OAAO;KACR;IAED,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC;IAEvD,MAAM,MAAM,GAAG,MAAM,IAAA,qBAAS,EAAC,IAAI,CAAC,CAAC;IAErC,MAAM,SAAS,GAAG,IAAI,qBAAS,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IACnD,MAAM,OAAO,GAAG,SAAS,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,KAAK,EAAE,CAAC;IAEnD,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,OAAO,EAAE;QAC9B,MAAM,IAAI,KAAK,CAAC,4DAA4D,CAAC,CAAC;KAC/E;IAED,MAAM,IAAI,GAAG,OAAO,CAAC,IAAI;QACvB,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC;QAC1B,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,IAAI,CAAC;IAEtC,IAAI,CAAC,IAAI,EAAE;QACT,MAAM,IAAI,KAAK,CACb,kFAAkF,CACnF,CAAC;KACH;IAED,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,EAAE,CAAC;IAEjF,IAAI,CAAC,EAAE,EAAE;QACP,MAAM,IAAI,KAAK,CACb,gFAAgF,CACjF,CAAC;KACH;IAED,OAAO,CAAC,IAAI,CAAC,sBAAsB,CAAC,CAAC;IAErC,MAAM,OAAO,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC;IAE/B,MAAM,GAAG,GAAG,IAAI,wBAAS,CAAC,EAAE,EAAE,sBAAO,CAAC,cAAc,CAAC,CAAC;IACtD,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,MAAM,CAAC,UAAU,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC;IAEzD,GAAG,CAAC,KAAK,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC;IAElB,MAAM,OAAO,CAAC,SAAS,CAAC,IAAI,CAC1B,IAAA,qBAAY,EAAC,UAAU,CAAC,EACxB,IAAI,EACJ,EAAE,EACF,KAAK,EAAE,SAAS,EAAE,MAAM,EAAE,EAAE;QAC1B,MAAM,QAAQ,GAAG,EAAE,GAAG,IAAI,CAAC;QAC3B,MAAM,SAAS,GAAG,SAAS,GAAG,IAAI,CAAC;QAEnC,MAAM,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;QAExB,GAAG,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,SAAS,GAAG,QAAQ,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC;IACvD,CAAC,CACF,CAAC;IAEF,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IAChB,GAAG,CAAC,IAAI,EAAE,CAAC;IAEX,MAAM,OAAO,CAAC,OAAO,EAAE,CAAC;IAExB,OAAO,CAAC,OAAO,CAAC,sBAAsB,CAAC,CAAC;AAC1C,CAAC;AA/DD,4BA+DC"}

package/dist/domain/asset.d.ts

@@ -1,3 +1,4 @@
+import { decimal } from './../shared/decimals';
 export declare const AssetSelectorSeparator = ":";
 export declare class AssetSelector {
     readonly id: string;
@@ -9,9 +10,8 @@ export declare class AssetSelector {
 export declare function assetOf(selector: string): AssetSelector;
 export declare class Asset extends AssetSelector {
     readonly scale: number;
-    readonly tickSize: number;
+    readonly tickSize: decimal;
     constructor(name: string, adapterName: string, scale: number);
-    fixed(number: number): number;
-    floor(number: number): number;
-    ceil(number: number): number;
+    floor(number: decimal): decimal;
+    ceil(number: decimal): decimal;
 }

package/dist/domain/asset.js

@@ -1,7 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Asset = exports.assetOf = exports.AssetSelector = exports.AssetSelectorSeparator = void 0;
-const decimals_1 = require("../shared/decimals");
+const decimals_1 = require("./../shared/decimals");
 const error_1 = require("./error");
 exports.AssetSelectorSeparator = ':';
 class AssetSelector {
@@ -36,16 +36,13 @@ class Asset extends AssetSelector {
         if (scale && (scale < 0 || Number.isNaN(scale))) {
             throw (0, error_1.invalidArgumentError)(scale);
         }
-        this.tickSize = 1.0 / Math.pow(10, this.scale);
-    }
-    fixed(number) {
-        return (0, decimals_1.fixed)(number, this.scale);
+        this.tickSize = (0, decimals_1.d)(1.0).div(Math.pow(10, this.scale));
     }
     floor(number) {
-        return (0, decimals_1.floor)(number, this.scale);
+        return number.toFloor(this.scale);
     }
     ceil(number) {
-        return (0, decimals_1.ceil)(number, this.scale);
+        return number.toCeil(this.scale);
     }
 }
 exports.Asset = Asset;

package/dist/domain/asset.js.map

@@ -1 +1 @@
-{"version":3,"file":"asset.js","sourceRoot":"","sources":["../../src/domain/asset.ts"],"names":[],"mappings":";;;AAAA,iDAAwD;AACxD,mCAA0E;AAE7D,QAAA,sBAAsB,GAAG,GAAG,CAAC;AAK1C,MAAa,aAAa;IAKxB,YAAY,IAAY,EAAE,WAAmB;QAC3C,IAAI,CAAC,CAAA,IAAI,aAAJ,IAAI,uBAAJ,IAAI,CAAE,MAAM,CAAA,EAAE;YACjB,MAAM,IAAA,4BAAoB,EAAC,IAAI,CAAC,CAAC;SAClC;QAED,IAAI,CAAC,CAAA,WAAW,aAAX,WAAW,uBAAX,WAAW,CAAE,MAAM,CAAA,EAAE;YACxB,MAAM,IAAA,4BAAoB,EAAC,WAAW,CAAC,CAAC;SACzC;QAED,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC,WAAW,EAAE,CAAC;QAC/B,IAAI,CAAC,WAAW,GAAG,WAAW,CAAC,WAAW,EAAE,CAAC;QAC7C,IAAI,CAAC,EAAE,GAAG,GAAG,IAAI,CAAC,WAAW,GAAG,8BAAsB,GAAG,IAAI,CAAC,IAAI,EAAE,CAAC;IACvE,CAAC;IAKD,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;CACF;AAzBD,sCAyBC;AAKD,SAAgB,OAAO,CAAC,QAAgB;IACtC,MAAM,CAAC,WAAW,EAAE,IAAI,EAAE,GAAG,IAAI,CAAC,GAAG,QAAQ,CAAC,KAAK,CAAC,8BAAsB,CAAC,CAAC;IAE5E,IAAI,CAAC,WAAW,IAAI,CAAC,IAAI,IAAI,IAAI,CAAC,MAAM,EAAE;QACxC,MAAM,IAAA,iCAAyB,EAAC,QAAQ,CAAC,CAAC;KAC3C;IAED,OAAO,IAAI,aAAa,CAAC,IAAI,EAAE,WAAW,CAAC,CAAC;AAC9C,CAAC;AARD,0BAQC;AAMD,MAAa,KAAM,SAAQ,aAAa;IAGtC,YAAY,IAAY,EAAE,WAAmB,EAAkB,KAAa;QAC1E,KAAK,CAAC,IAAI,EAAE,WAAW,CAAC,CAAC;QADoC,UAAK,GAAL,KAAK,CAAQ;QAG1E,IAAI,KAAK,IAAI,CAAC,KAAK,GAAG,CAAC,IAAI,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,EAAE;YAC/C,MAAM,IAAA,4BAAoB,EAAC,KAAK,CAAC,CAAC;SACnC;QAED,IAAI,CAAC,QAAQ,GAAG,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC;IACjD,CAAC;IAKD,KAAK,CAAC,MAAc;QAClB,OAAO,IAAA,gBAAK,EAAC,MAAM,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC;IACnC,CAAC;IAKD,KAAK,CAAC,MAAc;QAClB,OAAO,IAAA,gBAAK,EAAC,MAAM,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC;IACnC,CAAC;IAKD,IAAI,CAAC,MAAc;QACjB,OAAO,IAAA,eAAI,EAAC,MAAM,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC;IAClC,CAAC;CACF;AAjCD,sBAiCC"}
+{"version":3,"file":"asset.js","sourceRoot":"","sources":["../../src/domain/asset.ts"],"names":[],"mappings":";;;AAAA,mDAAkD;AAClD,mCAA0E;AAE7D,QAAA,sBAAsB,GAAG,GAAG,CAAC;AAK1C,MAAa,aAAa;IAKxB,YAAY,IAAY,EAAE,WAAmB;QAC3C,IAAI,CAAC,CAAA,IAAI,aAAJ,IAAI,uBAAJ,IAAI,CAAE,MAAM,CAAA,EAAE;YACjB,MAAM,IAAA,4BAAoB,EAAC,IAAI,CAAC,CAAC;SAClC;QAED,IAAI,CAAC,CAAA,WAAW,aAAX,WAAW,uBAAX,WAAW,CAAE,MAAM,CAAA,EAAE;YACxB,MAAM,IAAA,4BAAoB,EAAC,WAAW,CAAC,CAAC;SACzC;QAED,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC,WAAW,EAAE,CAAC;QAC/B,IAAI,CAAC,WAAW,GAAG,WAAW,CAAC,WAAW,EAAE,CAAC;QAC7C,IAAI,CAAC,EAAE,GAAG,GAAG,IAAI,CAAC,WAAW,GAAG,8BAAsB,GAAG,IAAI,CAAC,IAAI,EAAE,CAAC;IACvE,CAAC;IAKD,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;CACF;AAzBD,sCAyBC;AAKD,SAAgB,OAAO,CAAC,QAAgB;IACtC,MAAM,CAAC,WAAW,EAAE,IAAI,EAAE,GAAG,IAAI,CAAC,GAAG,QAAQ,CAAC,KAAK,CAAC,8BAAsB,CAAC,CAAC;IAE5E,IAAI,CAAC,WAAW,IAAI,CAAC,IAAI,IAAI,IAAI,CAAC,MAAM,EAAE;QACxC,MAAM,IAAA,iCAAyB,EAAC,QAAQ,CAAC,CAAC;KAC3C;IAED,OAAO,IAAI,aAAa,CAAC,IAAI,EAAE,WAAW,CAAC,CAAC;AAC9C,CAAC;AARD,0BAQC;AAMD,MAAa,KAAM,SAAQ,aAAa;IAGtC,YAAY,IAAY,EAAE,WAAmB,EAAkB,KAAa;QAC1E,KAAK,CAAC,IAAI,EAAE,WAAW,CAAC,CAAC;QADoC,UAAK,GAAL,KAAK,CAAQ;QAG1E,IAAI,KAAK,IAAI,CAAC,KAAK,GAAG,CAAC,IAAI,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,EAAE;YAC/C,MAAM,IAAA,4BAAoB,EAAC,KAAK,CAAC,CAAC;SACnC;QAED,IAAI,CAAC,QAAQ,GAAG,IAAA,YAAC,EAAC,GAAG,CAAC,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC;IACvD,CAAC;IAKD,KAAK,CAAC,MAAe;QACnB,OAAO,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IACpC,CAAC;IAKD,IAAI,CAAC,MAAe;QAClB,OAAO,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IACnC,CAAC;CACF;AA1BD,sBA0BC"}

package/dist/domain/asset.spec.js

@@ -1,5 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
+const shared_1 = require("../shared");
 const asset_1 = require("./asset");
 describe('Asset', () => {
     test('should construct a new asset', () => {
@@ -7,10 +8,9 @@ describe('Asset', () => {
         expect(sut.name).toEqual('abc');
         expect(sut.adapterName).toEqual('xyz');
         expect(sut.scale).toEqual(4);
-        expect(sut.tickSize).toEqual(0.0001);
-        expect(sut.fixed(1.1234567)).toEqual(1.1234);
-        expect(sut.floor(1.1234567)).toEqual(1.1234);
-        expect(sut.ceil(1.1234567)).toEqual(1.1235);
+        expect(sut.tickSize).toEqual((0, shared_1.d)(0.0001));
+        expect(sut.floor((0, shared_1.d)(1.1234567))).toEqual((0, shared_1.d)(1.1234));
+        expect(sut.ceil((0, shared_1.d)(1.1234567))).toEqual((0, shared_1.d)(1.1235));
         expect(sut.id).toEqual('xyz:abc');
     });
     test('should throw for missing asset name', () => {

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

@@ -1 +1 @@
-{"version":3,"file":"asset.spec.js","sourceRoot":"","sources":["../../src/domain/asset.spec.ts"],"names":[],"mappings":";;AAAA,mCAAyC;AAEzC,QAAQ,CAAC,OAAO,EAAE,GAAG,EAAE;IACrB,IAAI,CAAC,8BAA8B,EAAE,GAAG,EAAE;QACxC,MAAM,GAAG,GAAG,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QAEvC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACvC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC7B,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;QACrC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;QAC7C,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;QAC7C,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;QAC5C,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qCAAqC,EAAE,GAAG,EAAE;QAC/C,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAI,aAAK,CAAC,KAAK,EAAE,EAAE,EAAE,CAAC,CAAC,CAAC;QAEzC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,uCAAuC,EAAE,GAAG,EAAE;QACjD,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAI,aAAK,CAAC,EAAE,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QAEzC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,eAAe,EAAE,GAAG,EAAE;IAC7B,IAAI,CAAC,2DAA2D,EAAE,GAAG,EAAE;QACrE,MAAM,GAAG,GAAG,IAAA,eAAO,EAAC,SAAS,CAAC,CAAC;QAE/B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACvC,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,uDAAuD,EAAE,GAAG,EAAE;QACjE,MAAM,GAAG,GAAG,IAAA,eAAO,EAAC,SAAS,CAAC,CAAC;QAE/B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACvC,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,2DAA2D,EAAE,GAAG,EAAE;QACrE,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAA,eAAO,EAAC,QAAQ,CAAC,CAAC;QAEnC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,sCAAsC,EAAE,GAAG,EAAE;QAChD,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAA,eAAO,EAAC,UAAU,CAAC,CAAC;QAErC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qCAAqC,EAAE,GAAG,EAAE;QAC/C,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAA,eAAO,EAAC,MAAM,CAAC,CAAC;QAEjC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,uCAAuC,EAAE,GAAG,EAAE;QACjD,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAA,eAAO,EAAC,MAAM,CAAC,CAAC;QAEjC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
+{"version":3,"file":"asset.spec.js","sourceRoot":"","sources":["../../src/domain/asset.spec.ts"],"names":[],"mappings":";;AAAA,sCAA8B;AAC9B,mCAAyC;AAEzC,QAAQ,CAAC,OAAO,EAAE,GAAG,EAAE;IACrB,IAAI,CAAC,8BAA8B,EAAE,GAAG,EAAE;QACxC,MAAM,GAAG,GAAG,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QAEvC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACvC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC7B,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,MAAM,CAAC,CAAC,CAAC;QACxC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,IAAA,UAAC,EAAC,SAAS,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,MAAM,CAAC,CAAC,CAAC;QACnD,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,IAAA,UAAC,EAAC,SAAS,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,MAAM,CAAC,CAAC,CAAC;QAClD,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qCAAqC,EAAE,GAAG,EAAE;QAC/C,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAI,aAAK,CAAC,KAAK,EAAE,EAAE,EAAE,CAAC,CAAC,CAAC;QAEzC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,uCAAuC,EAAE,GAAG,EAAE;QACjD,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAI,aAAK,CAAC,EAAE,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QAEzC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,eAAe,EAAE,GAAG,EAAE;IAC7B,IAAI,CAAC,2DAA2D,EAAE,GAAG,EAAE;QACrE,MAAM,GAAG,GAAG,IAAA,eAAO,EAAC,SAAS,CAAC,CAAC;QAE/B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACvC,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,uDAAuD,EAAE,GAAG,EAAE;QACjE,MAAM,GAAG,GAAG,IAAA,eAAO,EAAC,SAAS,CAAC,CAAC;QAE/B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACvC,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,2DAA2D,EAAE,GAAG,EAAE;QACrE,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAA,eAAO,EAAC,QAAQ,CAAC,CAAC;QAEnC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,sCAAsC,EAAE,GAAG,EAAE;QAChD,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAA,eAAO,EAAC,UAAU,CAAC,CAAC;QAErC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qCAAqC,EAAE,GAAG,EAAE;QAC/C,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAA,eAAO,EAAC,MAAM,CAAC,CAAC;QAEjC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,uCAAuC,EAAE,GAAG,EAAE;QACjD,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAA,eAAO,EAAC,MAAM,CAAC,CAAC;QAEjC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/balance.d.ts

@@ -1,4 +1,4 @@
-import { timestamp } from '../shared';
+import { decimal, timestamp } from '../shared';
 import { Asset } from './';
 import { Component } from './component';
 import { Position, PositionMode } from './position';
@@ -10,16 +10,16 @@ export declare class Balance implements Component {
     private locker;
     private available;
     private unavailable;
-    get free(): number;
-    get locked(): number;
-    get total(): number;
+    get free(): decimal;
+    get locked(): decimal;
+    get total(): decimal;
     readonly position: Record<string, Position>;
     constructor(asset: Asset);
-    account(amount: number): void;
-    set(free: number, locked: number): void;
-    lock(id: string, amount: number): void;
+    account(amount: decimal): void;
+    set(free: decimal, locked: decimal): void;
+    lock(id: string, amount: decimal): void;
     tryUnlock(id: string): boolean;
-    getEstimatedUnrealizedPnL(mode?: PositionMode): number;
-    getEstimatedMargin(mode?: PositionMode): number;
+    getEstimatedUnrealizedPnL(mode?: PositionMode): decimal;
+    getEstimatedMargin(mode?: PositionMode): decimal;
     toString(): string;
 }

package/dist/domain/balance.js

@@ -1,32 +1,34 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Balance = void 0;
+const shared_1 = require("../shared");
 const error_1 = require("./error");
 class Balance {
     constructor(asset) {
         this.asset = asset;
         this.kind = 'balance';
         this.locker = {};
-        this.available = 0;
-        this.unavailable = 0;
+        this.available = shared_1.d.Zero;
+        this.unavailable = shared_1.d.Zero;
         this.position = {};
         this.id = asset.id;
     }
     get free() {
-        return this.asset.fixed(this.available) + this.getEstimatedUnrealizedPnL('CROSS');
+        return this.asset.floor(this.available).add(this.getEstimatedUnrealizedPnL('CROSS'));
     }
     get locked() {
         return this.unavailable;
     }
     get total() {
-        return (this.asset.fixed(this.available + this.unavailable) +
-            this.getEstimatedUnrealizedPnL());
+        return this.asset
+            .floor(this.available.add(this.unavailable))
+            .add(this.getEstimatedUnrealizedPnL());
     }
     account(amount) {
-        if (this.available + amount < 0) {
+        if (this.available.add(amount).lessThan(0)) {
             throw (0, error_1.insufficientFundsError)(this.id, amount, this.available);
         }
-        this.available += amount;
+        this.available = this.available.add(amount);
     }
     set(free, locked) {
         this.available = free;
@@ -34,15 +36,15 @@ class Balance {
         this.locker = {};
     }
     lock(id, amount) {
-        if (this.available < amount) {
+        if (this.available.lessThan(amount)) {
             throw (0, error_1.insufficientFundsError)(this.id, amount, this.available);
         }
         if (this.locker[id]) {
             throw (0, error_1.invalidArgumentError)(id);
         }
         this.locker[id] = amount;
-        this.available -= amount;
-        this.unavailable += amount;
+        this.available = this.available.minus(amount);
+        this.unavailable = this.unavailable.plus(amount);
     }
     tryUnlock(id) {
         if (!this.locker[id]) {
@@ -53,16 +55,15 @@ class Balance {
         if (this.unavailable < amount) {
             throw (0, error_1.insufficientFundsError)(this.id, amount, this.unavailable);
         }
-        this.available += amount;
-        this.unavailable -= amount;
+        this.available = this.available.add(amount);
+        this.unavailable = this.unavailable.minus(amount);
         return true;
     }
     getEstimatedUnrealizedPnL(mode) {
-        return Object.values(this.position).reduce((aggregate, position) => (aggregate +=
-            mode && mode != position.mode ? 0 : position.estimatedUnrealizedPnL), 0);
+        return Object.values(this.position).reduce((aggregate, position) => (aggregate = aggregate.add(mode && mode != position.mode ? 0 : position.estimatedUnrealizedPnL)), shared_1.d.Zero);
     }
     getEstimatedMargin(mode) {
-        return Object.values(this.position).reduce((aggregate, position) => (aggregate += mode && mode != position.mode ? 0 : position.margin), 0);
+        return Object.values(this.position).reduce((aggregate, position) => (aggregate = aggregate.add(mode && mode != position.mode ? 0 : position.margin)), shared_1.d.Zero);
     }
     toString() {
         return this.asset.toString();

package/dist/domain/balance.js.map

@@ -1 +1 @@
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+{"version":3,"file":"balance.js","sourceRoot":"","sources":["../../src/domain/balance.ts"],"names":[],"mappings":";;;AAAA,sCAAkD;AAGlD,mCAAuE;AAMvE,MAAa,OAAO;IAsClB,YAA4B,KAAY;QAAZ,UAAK,GAAL,KAAK,CAAO;QApCxC,SAAI,GAAG,SAAS,CAAC;QAGT,WAAM,GAA4B,EAAE,CAAC;QACrC,cAAS,GAAG,UAAC,CAAC,IAAI,CAAC;QACnB,gBAAW,GAAG,UAAC,CAAC,IAAI,CAAC;QA6BpB,aAAQ,GAA6B,EAAE,CAAC;QAG/C,IAAI,CAAC,EAAE,GAAG,KAAK,CAAC,EAAE,CAAC;IACrB,CAAC;IA5BD,IAAI,IAAI;QACN,OAAO,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC,GAAG,CAAC,IAAI,CAAC,yBAAyB,CAAC,OAAO,CAAC,CAAC,CAAC;IACvF,CAAC;IAKD,IAAI,MAAM;QACR,OAAO,IAAI,CAAC,WAAW,CAAC;IAC1B,CAAC;IAMD,IAAI,KAAK;QACP,OAAO,IAAI,CAAC,KAAK;aACd,KAAK,CAAC,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC;aAC3C,GAAG,CAAC,IAAI,CAAC,yBAAyB,EAAE,CAAC,CAAC;IAC3C,CAAC;IAWD,OAAO,CAAC,MAAe;QACrB,IAAI,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,EAAE;YAC1C,MAAM,IAAA,8BAAsB,EAAC,IAAI,CAAC,EAAE,EAAE,MAAM,EAAE,IAAI,CAAC,SAAS,CAAC,CAAC;SAC/D;QAED,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;IAC9C,CAAC;IAED,GAAG,CAAC,IAAa,EAAE,MAAe;QAChC,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC;QACtB,IAAI,CAAC,WAAW,GAAG,MAAM,CAAC;QAC1B,IAAI,CAAC,MAAM,GAAG,EAAE,CAAC;IACnB,CAAC;IAMD,IAAI,CAAC,EAAU,EAAE,MAAe;QAC9B,IAAI,IAAI,CAAC,SAAS,CAAC,QAAQ,CAAC,MAAM,CAAC,EAAE;YACnC,MAAM,IAAA,8BAAsB,EAAC,IAAI,CAAC,EAAE,EAAE,MAAM,EAAE,IAAI,CAAC,SAAS,CAAC,CAAC;SAC/D;QAED,IAAI,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE;YACnB,MAAM,IAAA,4BAAoB,EAAC,EAAE,CAAC,CAAC;SAChC;QAED,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC,GAAG,MAAM,CAAC;QACzB,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;QAC9C,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,WAAW,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;IACnD,CAAC;IAED,SAAS,CAAC,EAAU;QAClB,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE;YACpB,OAAO,KAAK,CAAC;SACd;QAED,MAAM,MAAM,GAAG,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC;QAE/B,OAAO,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC;QAEvB,IAAI,IAAI,CAAC,WAAW,GAAG,MAAM,EAAE;YAC7B,MAAM,IAAA,8BAAsB,EAAC,IAAI,CAAC,EAAE,EAAE,MAAM,EAAE,IAAI,CAAC,WAAW,CAAC,CAAC;SACjE;QAED,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;QAC5C,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,WAAW,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;QAElD,OAAO,IAAI,CAAC;IACd,CAAC;IAKD,yBAAyB,CAAC,IAAmB;QAC3C,OAAO,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC,MAAM,CACxC,CAAC,SAAS,EAAE,QAAQ,EAAE,EAAE,CACtB,CAAC,SAAS,GAAG,SAAS,CAAC,GAAG,CACxB,IAAI,IAAI,IAAI,IAAI,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,sBAAsB,CACpE,CAAC,EACJ,UAAC,CAAC,IAAI,CACP,CAAC;IACJ,CAAC;IAED,kBAAkB,CAAC,IAAmB;QACpC,OAAO,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC,MAAM,CACxC,CAAC,SAAS,EAAE,QAAQ,EAAE,EAAE,CACtB,CAAC,SAAS,GAAG,SAAS,CAAC,GAAG,CAAC,IAAI,IAAI,IAAI,IAAI,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,EAClF,UAAC,CAAC,IAAI,CACP,CAAC;IACJ,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC;IAC/B,CAAC;CACF;AArHD,0BAqHC"}

package/dist/domain/balance.spec.js

@@ -1,5 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
+const shared_1 = require("../shared");
 const asset_1 = require("./asset");
 const balance_1 = require("./balance");
 const instrument_1 = require("./instrument");
@@ -10,73 +11,73 @@ describe('Balance', () => {
     test('should construct empty balance', () => {
         const sut = new balance_1.Balance(asset);
         expect(sut.asset.id).toEqual('xyz:abc');
-        expect(sut.free).toEqual(0);
-        expect(sut.locked).toEqual(0);
+        expect(sut.free).toEqual(shared_1.d.Zero);
+        expect(sut.locked).toEqual(shared_1.d.Zero);
         expect(Object.keys(sut.position).length).toEqual(0);
     });
     test('should construct balance', () => {
         const sut = new balance_1.Balance(asset);
-        sut.set(100, 50);
+        sut.set((0, shared_1.d)(100), (0, shared_1.d)(50));
         expect(sut.asset.id).toEqual('xyz:abc');
-        expect(sut.free).toEqual(100);
-        expect(sut.locked).toEqual(50);
-        expect(sut.total).toEqual(150);
+        expect(sut.free).toEqual((0, shared_1.d)(100));
+        expect(sut.locked).toEqual((0, shared_1.d)(50));
+        expect(sut.total).toEqual((0, shared_1.d)(150));
         expect(Object.keys(sut.position).length).toEqual(0);
     });
     test('should account positive amount', () => {
         const sut = new balance_1.Balance(asset);
-        sut.set(100, 0);
-        sut.account(10);
-        expect(sut.free).toEqual(110);
-        expect(sut.locked).toEqual(0);
-        expect(sut.total).toEqual(110);
+        sut.set((0, shared_1.d)(100), shared_1.d.Zero);
+        sut.account((0, shared_1.d)(10));
+        expect(sut.free).toEqual((0, shared_1.d)(110));
+        expect(sut.locked).toEqual(shared_1.d.Zero);
+        expect(sut.total).toEqual((0, shared_1.d)(110));
     });
     test('should account negative amount', () => {
         const sut = new balance_1.Balance(asset);
-        sut.set(100, 0);
-        sut.account(-10);
-        expect(sut.free).toEqual(90);
-        expect(sut.locked).toEqual(0);
-        expect(sut.total).toEqual(90);
+        sut.set((0, shared_1.d)(100), shared_1.d.Zero);
+        sut.account((0, shared_1.d)(-10));
+        expect(sut.free).toEqual((0, shared_1.d)(90));
+        expect(sut.locked).toEqual(shared_1.d.Zero);
+        expect(sut.total).toEqual((0, shared_1.d)(90));
     });
     test('should throw for insufficient balance account amount', () => {
         const sut = new balance_1.Balance(asset);
-        sut.set(100, 0);
-        const fn = () => sut.account(-120);
+        sut.set((0, shared_1.d)(100), shared_1.d.Zero);
+        const fn = () => sut.account((0, shared_1.d)(-120));
         expect(fn).toThrowError();
     });
     test('should lock specific amount of available balance', () => {
         const sut = new balance_1.Balance(asset);
-        sut.set(100, 0);
-        sut.lock('key', 10);
-        expect(sut.free).toEqual(90);
-        expect(sut.locked).toEqual(10);
-        expect(sut.total).toEqual(100);
+        sut.set((0, shared_1.d)(100), shared_1.d.Zero);
+        sut.lock('key', (0, shared_1.d)(10));
+        expect(sut.free).toEqual((0, shared_1.d)(90));
+        expect(sut.locked).toEqual((0, shared_1.d)(10));
+        expect(sut.total).toEqual((0, shared_1.d)(100));
     });
     test('should throw for lock insufficient amount of available balance', () => {
         const sut = new balance_1.Balance(asset);
-        sut.set(30, 50);
-        const fn = () => sut.lock('key', 100);
+        sut.set((0, shared_1.d)(30), (0, shared_1.d)(50));
+        const fn = () => sut.lock('key', (0, shared_1.d)(100));
         expect(fn).toThrowError();
     });
     test('should lock an unlock specific amount of available balance', () => {
         const sut = new balance_1.Balance(asset);
-        sut.set(100, 0);
-        sut.lock('key', 40);
+        sut.set((0, shared_1.d)(100), shared_1.d.Zero);
+        sut.lock('key', (0, shared_1.d)(40));
         sut.tryUnlock('key');
-        expect(sut.free).toEqual(100);
-        expect(sut.locked).toEqual(0);
-        expect(sut.total).toEqual(100);
+        expect(sut.free).toEqual((0, shared_1.d)(100));
+        expect(sut.locked).toEqual(shared_1.d.Zero);
+        expect(sut.total).toEqual((0, shared_1.d)(100));
     });
     test('should return correct estimated unrealized pnl', () => {
-        const position = new position_1.Position('1', instrument, 'CROSS', 2511.81, 10.31, 20);
-        position.calculateEstimatedUnrealizedPnL(2576.44);
+        const position = new position_1.Position('1', instrument, 'CROSS', (0, shared_1.d)(2511.81), (0, shared_1.d)(10.31), 20);
+        position.calculateEstimatedUnrealizedPnL((0, shared_1.d)(2576.44));
         const sut = new balance_1.Balance(asset);
-        sut.set(100, 0);
+        sut.set((0, shared_1.d)(100), shared_1.d.Zero);
         sut.position['1'] = position;
-        expect(sut.getEstimatedUnrealizedPnL()).toEqual(0.2652);
-        expect(sut.free).toEqual(100 + 0.2652);
-        expect(sut.total).toEqual(100 + 0.2652);
+        expect(sut.getEstimatedUnrealizedPnL()).toEqual((0, shared_1.d)(0.2652));
+        expect(sut.free).toEqual((0, shared_1.d)(100).add((0, shared_1.d)(0.2652)));
+        expect(sut.total).toEqual((0, shared_1.d)(100).add((0, shared_1.d)(0.2652)));
     });
 });
 //# sourceMappingURL=balance.spec.js.map