@quantform/core 0.5.15 → 0.5.23

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (282) hide show
  1. package/dist/adapter/adapter-aggregate.d.ts +5 -4
  2. package/dist/adapter/adapter-aggregate.js +4 -4
  3. package/dist/adapter/adapter-aggregate.js.map +1 -1
  4. package/dist/adapter/adapter.d.ts +4 -15
  5. package/dist/adapter/adapter.js.map +1 -1
  6. package/dist/adapter/backtester/backtester-adapter.d.ts +3 -3
  7. package/dist/adapter/backtester/backtester-adapter.js +4 -4
  8. package/dist/adapter/backtester/backtester-adapter.js.map +1 -1
  9. package/dist/adapter/backtester/backtester-adapter.spec.js +7 -6
  10. package/dist/adapter/backtester/backtester-adapter.spec.js.map +1 -1
  11. package/dist/adapter/backtester/backtester-cursor.d.ts +4 -4
  12. package/dist/adapter/backtester/backtester-cursor.js.map +1 -1
  13. package/dist/adapter/backtester/backtester-cursor.spec.js +19 -17
  14. package/dist/adapter/backtester/backtester-cursor.spec.js.map +1 -1
  15. package/dist/adapter/backtester/backtester-streamer.d.ts +0 -1
  16. package/dist/adapter/backtester/backtester-streamer.js +4 -14
  17. package/dist/adapter/backtester/backtester-streamer.js.map +1 -1
  18. package/dist/adapter/backtester/backtester-streamer.spec.js +12 -11
  19. package/dist/adapter/backtester/backtester-streamer.spec.js.map +1 -1
  20. package/dist/adapter/paper/engine/paper-engine.js +20 -19
  21. package/dist/adapter/paper/engine/paper-engine.js.map +1 -1
  22. package/dist/adapter/paper/engine/paper-engine.spec.js +19 -19
  23. package/dist/adapter/paper/engine/paper-engine.spec.js.map +1 -1
  24. package/dist/adapter/paper/paper-adapter.d.ts +4 -3
  25. package/dist/adapter/paper/paper-adapter.js +8 -7
  26. package/dist/adapter/paper/paper-adapter.js.map +1 -1
  27. package/dist/adapter/paper/paper-adapter.spec.js +5 -4
  28. package/dist/adapter/paper/paper-adapter.spec.js.map +1 -1
  29. package/dist/cli/pull.js +5 -10
  30. package/dist/cli/pull.js.map +1 -1
  31. package/dist/domain/asset.d.ts +4 -4
  32. package/dist/domain/asset.js +4 -7
  33. package/dist/domain/asset.js.map +1 -1
  34. package/dist/domain/asset.spec.js +4 -4
  35. package/dist/domain/asset.spec.js.map +1 -1
  36. package/dist/domain/balance.d.ts +9 -9
  37. package/dist/domain/balance.js +16 -15
  38. package/dist/domain/balance.js.map +1 -1
  39. package/dist/domain/balance.spec.js +37 -36
  40. package/dist/domain/balance.spec.js.map +1 -1
  41. package/dist/domain/candle.d.ts +8 -8
  42. package/dist/domain/candle.js +3 -2
  43. package/dist/domain/candle.js.map +1 -1
  44. package/dist/domain/candle.operator.d.ts +3 -2
  45. package/dist/domain/candle.operator.js.map +1 -1
  46. package/dist/domain/candle.operator.spec.js +43 -42
  47. package/dist/domain/candle.operator.spec.js.map +1 -1
  48. package/dist/domain/candle.spec.js +11 -11
  49. package/dist/domain/candle.spec.js.map +1 -1
  50. package/dist/domain/commission.d.ts +10 -9
  51. package/dist/domain/commission.js +5 -5
  52. package/dist/domain/commission.js.map +1 -1
  53. package/dist/domain/commission.spec.js +13 -12
  54. package/dist/domain/commission.spec.js.map +1 -1
  55. package/dist/domain/error.d.ts +2 -1
  56. package/dist/domain/error.js +1 -1
  57. package/dist/domain/error.js.map +1 -1
  58. package/dist/domain/order.d.ts +13 -13
  59. package/dist/domain/order.js +10 -9
  60. package/dist/domain/order.js.map +1 -1
  61. package/dist/domain/order.operator.spec.js +6 -5
  62. package/dist/domain/order.operator.spec.js.map +1 -1
  63. package/dist/domain/order.spec.js +11 -10
  64. package/dist/domain/order.spec.js.map +1 -1
  65. package/dist/domain/orderbook.d.ts +18 -6
  66. package/dist/domain/orderbook.js +5 -4
  67. package/dist/domain/orderbook.js.map +1 -1
  68. package/dist/domain/position.d.ts +7 -7
  69. package/dist/domain/position.js +2 -2
  70. package/dist/domain/position.js.map +1 -1
  71. package/dist/domain/position.operator.d.ts +3 -2
  72. package/dist/domain/position.operator.js +3 -3
  73. package/dist/domain/position.operator.js.map +1 -1
  74. package/dist/domain/position.operator.spec.js +4 -3
  75. package/dist/domain/position.operator.spec.js.map +1 -1
  76. package/dist/domain/position.spec.js +10 -9
  77. package/dist/domain/position.spec.js.map +1 -1
  78. package/dist/domain/session.js +1 -1
  79. package/dist/domain/session.js.map +1 -1
  80. package/dist/domain/session.spec.js +1 -1
  81. package/dist/domain/session.spec.js.map +1 -1
  82. package/dist/domain/trade.d.ts +3 -3
  83. package/dist/indicator/atr.d.ts +2 -1
  84. package/dist/indicator/atr.js +3 -3
  85. package/dist/indicator/atr.js.map +1 -1
  86. package/dist/indicator/cross.d.ts +3 -2
  87. package/dist/indicator/cross.js +13 -13
  88. package/dist/indicator/cross.js.map +1 -1
  89. package/dist/indicator/cross.spec.js +22 -21
  90. package/dist/indicator/cross.spec.js.map +1 -1
  91. package/dist/indicator/donchian.d.ts +3 -2
  92. package/dist/indicator/donchian.js.map +1 -1
  93. package/dist/indicator/drawdown.d.ts +2 -1
  94. package/dist/indicator/drawdown.js +3 -2
  95. package/dist/indicator/drawdown.js.map +1 -1
  96. package/dist/indicator/ema.d.ts +2 -1
  97. package/dist/indicator/ema.js +3 -2
  98. package/dist/indicator/ema.js.map +1 -1
  99. package/dist/indicator/ema.spec.js +3 -2
  100. package/dist/indicator/ema.spec.js.map +1 -1
  101. package/dist/indicator/envelope.d.ts +4 -3
  102. package/dist/indicator/envelope.js +4 -4
  103. package/dist/indicator/envelope.js.map +1 -1
  104. package/dist/indicator/index.d.ts +1 -1
  105. package/dist/indicator/index.js +1 -1
  106. package/dist/indicator/index.js.map +1 -1
  107. package/dist/indicator/macd.d.ts +2 -1
  108. package/dist/indicator/macd.js +1 -1
  109. package/dist/indicator/macd.js.map +1 -1
  110. package/dist/indicator/min-max.d.ts +4 -3
  111. package/dist/indicator/min-max.js +5 -4
  112. package/dist/indicator/min-max.js.map +1 -1
  113. package/dist/indicator/rma.d.ts +2 -1
  114. package/dist/indicator/rma.js +3 -2
  115. package/dist/indicator/rma.js.map +1 -1
  116. package/dist/indicator/sma.d.ts +2 -1
  117. package/dist/indicator/sma.js +4 -6
  118. package/dist/indicator/sma.js.map +1 -1
  119. package/dist/indicator/sma.spec.js +3 -2
  120. package/dist/indicator/sma.spec.js.map +1 -1
  121. package/dist/indicator/swma.d.ts +2 -1
  122. package/dist/indicator/swma.js +5 -1
  123. package/dist/indicator/swma.js.map +1 -1
  124. package/dist/indicator/tma.d.ts +2 -1
  125. package/dist/indicator/tma.js.map +1 -1
  126. package/dist/indicator/tma.spec.js +3 -2
  127. package/dist/indicator/tma.spec.js.map +1 -1
  128. package/dist/indicator/trailing.d.ts +8 -7
  129. package/dist/indicator/trailing.js +12 -11
  130. package/dist/indicator/trailing.js.map +1 -1
  131. package/dist/indicator/trailing.spec.js +15 -14
  132. package/dist/indicator/trailing.spec.js.map +1 -1
  133. package/dist/indicator/true-range.d.ts +4 -0
  134. package/dist/indicator/true-range.js +20 -0
  135. package/dist/indicator/true-range.js.map +1 -0
  136. package/dist/indicator/{truerange.spec.d.ts → true-range.spec.d.ts} +0 -0
  137. package/dist/indicator/true-range.spec.js +28 -0
  138. package/dist/indicator/true-range.spec.js.map +1 -0
  139. package/dist/indicator/window.d.ts +1 -1
  140. package/dist/indicator/window.js +1 -1
  141. package/dist/indicator/window.js.map +1 -1
  142. package/dist/indicator/wma.d.ts +2 -1
  143. package/dist/indicator/wma.js +6 -5
  144. package/dist/indicator/wma.js.map +1 -1
  145. package/dist/indicator/wma.spec.js +3 -2
  146. package/dist/indicator/wma.spec.js.map +1 -1
  147. package/dist/shared/collections.d.ts +16 -0
  148. package/dist/shared/collections.js +83 -1
  149. package/dist/shared/collections.js.map +1 -1
  150. package/dist/shared/collections.spec.d.ts +1 -0
  151. package/dist/shared/collections.spec.js +28 -0
  152. package/dist/shared/collections.spec.js.map +1 -0
  153. package/dist/shared/decimals.d.ts +15 -6
  154. package/dist/shared/decimals.js +21 -34
  155. package/dist/shared/decimals.js.map +1 -1
  156. package/dist/shared/decimals.spec.js +17 -22
  157. package/dist/shared/decimals.spec.js.map +1 -1
  158. package/dist/shared/index.d.ts +1 -0
  159. package/dist/shared/index.js +1 -0
  160. package/dist/shared/index.js.map +1 -1
  161. package/dist/shared/pipe.d.ts +4 -0
  162. package/dist/shared/pipe.js +9 -0
  163. package/dist/shared/pipe.js.map +1 -0
  164. package/dist/storage/feed.d.ts +8 -4
  165. package/dist/storage/feed.js +55 -18
  166. package/dist/storage/feed.js.map +1 -1
  167. package/dist/store/store-balance.event.d.ts +6 -6
  168. package/dist/store/store-balance.event.js +2 -2
  169. package/dist/store/store-balance.event.js.map +1 -1
  170. package/dist/store/store-balance.event.spec.js +4 -4
  171. package/dist/store/store-balance.event.spec.js.map +1 -1
  172. package/dist/store/store-instrument.event.js.map +1 -1
  173. package/dist/store/store-instrument.event.spec.js +1 -1
  174. package/dist/store/store-instrument.event.spec.js.map +1 -1
  175. package/dist/store/store-order.event.d.ts +3 -3
  176. package/dist/store/store-order.event.js.map +1 -1
  177. package/dist/store/store-order.event.spec.js +1 -1
  178. package/dist/store/store-order.event.spec.js.map +1 -1
  179. package/dist/store/store-orderbook.event.d.ts +4 -6
  180. package/dist/store/store-orderbook.event.js +13 -13
  181. package/dist/store/store-orderbook.event.js.map +1 -1
  182. package/dist/store/store-orderbook.event.spec.d.ts +1 -0
  183. package/dist/store/store-orderbook.event.spec.js +28 -0
  184. package/dist/store/store-orderbook.event.spec.js.map +1 -0
  185. package/dist/store/store-position.event.d.ts +4 -4
  186. package/dist/store/store-position.event.js +23 -11
  187. package/dist/store/store-position.event.js.map +1 -1
  188. package/dist/store/store-trade.event.d.ts +4 -4
  189. package/dist/store/store-trade.event.js +2 -2
  190. package/dist/store/store-trade.event.js.map +1 -1
  191. package/dist/store/store-trade.event.spec.js +8 -8
  192. package/dist/store/store-trade.event.spec.js.map +1 -1
  193. package/dist/store/store.spec.js +15 -15
  194. package/dist/store/store.spec.js.map +1 -1
  195. package/dist/tsconfig.tsbuildinfo +1 -1
  196. package/jestconfig.json +1 -0
  197. package/package.json +3 -1
  198. package/src/adapter/adapter-aggregate.ts +16 -7
  199. package/src/adapter/adapter.ts +15 -18
  200. package/src/adapter/backtester/backtester-adapter.spec.ts +18 -9
  201. package/src/adapter/backtester/backtester-adapter.ts +14 -5
  202. package/src/adapter/backtester/backtester-cursor.spec.ts +20 -18
  203. package/src/adapter/backtester/backtester-cursor.ts +5 -5
  204. package/src/adapter/backtester/backtester-streamer.spec.ts +14 -13
  205. package/src/adapter/backtester/backtester-streamer.ts +5 -22
  206. package/src/adapter/paper/engine/paper-engine.spec.ts +30 -23
  207. package/src/adapter/paper/engine/paper-engine.ts +28 -21
  208. package/src/adapter/paper/paper-adapter.spec.ts +15 -6
  209. package/src/adapter/paper/paper-adapter.ts +20 -8
  210. package/src/cli/pull.ts +6 -5
  211. package/src/domain/asset.spec.ts +4 -4
  212. package/src/domain/asset.ts +7 -14
  213. package/src/domain/balance.spec.ts +37 -36
  214. package/src/domain/balance.ts +29 -29
  215. package/src/domain/candle.operator.spec.ts +43 -42
  216. package/src/domain/candle.operator.ts +4 -3
  217. package/src/domain/candle.spec.ts +13 -12
  218. package/src/domain/candle.ts +9 -9
  219. package/src/domain/commission.spec.ts +13 -12
  220. package/src/domain/commission.ts +13 -11
  221. package/src/domain/error.ts +5 -3
  222. package/src/domain/order.operator.spec.ts +6 -5
  223. package/src/domain/order.spec.ts +11 -10
  224. package/src/domain/order.ts +25 -22
  225. package/src/domain/orderbook.ts +14 -8
  226. package/src/domain/position.operator.spec.ts +5 -4
  227. package/src/domain/position.operator.ts +8 -5
  228. package/src/domain/position.spec.ts +10 -9
  229. package/src/domain/position.ts +8 -8
  230. package/src/domain/session.spec.ts +3 -3
  231. package/src/domain/session.ts +1 -3
  232. package/src/domain/trade.ts +3 -3
  233. package/src/indicator/atr.ts +6 -5
  234. package/src/indicator/cross.spec.ts +32 -47
  235. package/src/indicator/cross.ts +18 -10
  236. package/src/indicator/donchian.ts +5 -4
  237. package/src/indicator/drawdown.ts +7 -5
  238. package/src/indicator/ema.spec.ts +4 -3
  239. package/src/indicator/ema.ts +7 -6
  240. package/src/indicator/envelope.ts +11 -6
  241. package/src/indicator/index.ts +1 -1
  242. package/src/indicator/macd.ts +5 -4
  243. package/src/indicator/min-max.ts +10 -7
  244. package/src/indicator/rma.ts +7 -6
  245. package/src/indicator/sma.spec.ts +4 -3
  246. package/src/indicator/sma.ts +9 -8
  247. package/src/indicator/swma.ts +8 -4
  248. package/src/indicator/tma.spec.ts +4 -3
  249. package/src/indicator/tma.ts +4 -3
  250. package/src/indicator/trailing.spec.ts +29 -16
  251. package/src/indicator/trailing.ts +22 -16
  252. package/src/indicator/true-range.spec.ts +32 -0
  253. package/src/indicator/true-range.ts +32 -0
  254. package/src/indicator/window.ts +3 -3
  255. package/src/indicator/wma.spec.ts +4 -3
  256. package/src/indicator/wma.ts +8 -7
  257. package/src/shared/collections.spec.ts +30 -0
  258. package/src/shared/collections.ts +106 -0
  259. package/src/shared/decimals.spec.ts +18 -24
  260. package/src/shared/decimals.ts +22 -55
  261. package/src/shared/index.ts +1 -0
  262. package/src/shared/pipe.ts +12 -0
  263. package/src/storage/feed.ts +89 -34
  264. package/src/store/store-balance.event.spec.ts +5 -5
  265. package/src/store/store-balance.event.ts +6 -6
  266. package/src/store/store-instrument.event.spec.ts +2 -2
  267. package/src/store/store-instrument.event.ts +2 -2
  268. package/src/store/store-order.event.spec.ts +2 -2
  269. package/src/store/store-order.event.ts +2 -2
  270. package/src/store/store-orderbook.event.spec.ts +37 -0
  271. package/src/store/store-orderbook.event.ts +13 -13
  272. package/src/store/store-position.event.ts +27 -15
  273. package/src/store/store-trade.event.spec.ts +9 -9
  274. package/src/store/store-trade.event.ts +5 -5
  275. package/src/store/store.spec.ts +16 -16
  276. package/dist/indicator/truerange.d.ts +0 -3
  277. package/dist/indicator/truerange.js +0 -19
  278. package/dist/indicator/truerange.js.map +0 -1
  279. package/dist/indicator/truerange.spec.js +0 -28
  280. package/dist/indicator/truerange.spec.js.map +0 -1
  281. package/src/indicator/truerange.spec.ts +0 -32
  282. package/src/indicator/truerange.ts +0 -31
@@ -1 +1 @@
1
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+ 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@@ -1,11 +1,11 @@
1
- import { timestamp } from '../shared';
1
+ import { decimal, timestamp } from '../shared';
2
2
  export declare class Candle {
3
3
  timestamp: timestamp;
4
- open: number;
5
- high: number;
6
- low: number;
7
- close: number;
8
- volume?: number;
9
- constructor(timestamp: timestamp, open: number, high: number, low: number, close: number, volume?: number);
10
- apply(value: number): void;
4
+ open: decimal;
5
+ high: decimal;
6
+ low: decimal;
7
+ close: decimal;
8
+ volume?: decimal;
9
+ constructor(timestamp: timestamp, open: decimal, high: decimal, low: decimal, close: decimal, volume?: decimal);
10
+ apply(value: decimal): void;
11
11
  }
@@ -1,6 +1,7 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.Candle = void 0;
4
+ const shared_1 = require("../shared");
4
5
  class Candle {
5
6
  constructor(timestamp, open, high, low, close, volume) {
6
7
  this.timestamp = timestamp;
@@ -11,8 +12,8 @@ class Candle {
11
12
  this.volume = volume;
12
13
  }
13
14
  apply(value) {
14
- this.high = Math.max(this.high, value);
15
- this.low = Math.min(this.low, value);
15
+ this.high = shared_1.decimal.max(this.high, value);
16
+ this.low = shared_1.decimal.min(this.low, value);
16
17
  this.close = value;
17
18
  }
18
19
  }
@@ -1 +1 @@
1
- {"version":3,"file":"candle.js","sourceRoot":"","sources":["../../src/domain/candle.ts"],"names":[],"mappings":";;;AAEA,MAAa,MAAM;IACjB,YACS,SAAoB,EACpB,IAAY,EACZ,IAAY,EACZ,GAAW,EACX,KAAa,EACb,MAAe;QALf,cAAS,GAAT,SAAS,CAAW;QACpB,SAAI,GAAJ,IAAI,CAAQ;QACZ,SAAI,GAAJ,IAAI,CAAQ;QACZ,QAAG,GAAH,GAAG,CAAQ;QACX,UAAK,GAAL,KAAK,CAAQ;QACb,WAAM,GAAN,MAAM,CAAS;IACrB,CAAC;IAEJ,KAAK,CAAC,KAAa;QACjB,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,EAAE,KAAK,CAAC,CAAC;QACvC,IAAI,CAAC,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,EAAE,KAAK,CAAC,CAAC;QACrC,IAAI,CAAC,KAAK,GAAG,KAAK,CAAC;IACrB,CAAC;CACF;AAfD,wBAeC"}
1
+ {"version":3,"file":"candle.js","sourceRoot":"","sources":["../../src/domain/candle.ts"],"names":[],"mappings":";;;AAAA,sCAA+C;AAE/C,MAAa,MAAM;IACjB,YACS,SAAoB,EACpB,IAAa,EACb,IAAa,EACb,GAAY,EACZ,KAAc,EACd,MAAgB;QALhB,cAAS,GAAT,SAAS,CAAW;QACpB,SAAI,GAAJ,IAAI,CAAS;QACb,SAAI,GAAJ,IAAI,CAAS;QACb,QAAG,GAAH,GAAG,CAAS;QACZ,UAAK,GAAL,KAAK,CAAS;QACd,WAAM,GAAN,MAAM,CAAU;IACtB,CAAC;IAEJ,KAAK,CAAC,KAAc;QAClB,IAAI,CAAC,IAAI,GAAG,gBAAO,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,EAAE,KAAK,CAAC,CAAC;QAC1C,IAAI,CAAC,GAAG,GAAG,gBAAO,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,EAAE,KAAK,CAAC,CAAC;QACxC,IAAI,CAAC,KAAK,GAAG,KAAK,CAAC;IACrB,CAAC;CACF;AAfD,wBAeC"}
@@ -1,9 +1,10 @@
1
1
  import { Observable } from 'rxjs';
2
+ import { decimal } from '../shared';
2
3
  import { Candle } from './candle';
3
4
  export declare function candle<T extends {
4
5
  timestamp: number;
5
- }>(timeframe: number, fn: (x: T) => number, candleToStartWith?: Candle): (source: Observable<T>) => Observable<Candle>;
6
+ }>(timeframe: number, fn: (x: T) => decimal, candleToStartWith?: Candle): (source: Observable<T>) => Observable<Candle>;
6
7
  export declare function mergeCandle<T extends {
7
8
  timestamp: number;
8
- }>(timeframe: number, fn: (x: T) => number, history$: Observable<Candle>): (source$: Observable<T>) => Observable<Candle>;
9
+ }>(timeframe: number, fn: (x: T) => decimal, history$: Observable<Candle>): (source$: Observable<T>) => Observable<Candle>;
9
10
  export declare function candleCompleted(): (source: Observable<Candle>) => Observable<Candle>;
@@ -1 +1 @@
1
- {"version":3,"file":"candle.operator.js","sourceRoot":"","sources":["../../src/domain/candle.operator.ts"],"names":[],"mappings":";;;AAAA,+BAUc;AAEd,qCAAkC;AAClC,2CAAiC;AAEjC,SAAS,SAAS,CAAC,MAAc,EAAE,SAAiB,EAAE,KAAa,EAAE,SAAiB;IACpF,MAAM,KAAK,GAAG,IAAA,cAAE,EAAC,SAAS,EAAE,SAAS,CAAC,CAAC;IAEvC,IAAI,CAAC,MAAM,EAAE;QACX,OAAO,IAAI,eAAM,CAAC,KAAK,EAAE,KAAK,EAAE,KAAK,EAAE,KAAK,EAAE,KAAK,CAAC,CAAC;KACtD;IAED,IAAI,MAAM,CAAC,SAAS,KAAK,KAAK,EAAE;QAC9B,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC;KACrB;SAAM;QACL,OAAO,IAAI,eAAM,CAAC,KAAK,EAAE,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,KAAK,EAAE,KAAK,CAAC,CAAC;KAC7D;AACH,CAAC;AAED,SAAgB,MAAM,CACpB,SAAiB,EACjB,EAAoB,EACpB,oBAA4B,SAAS;IAErC,OAAO,UAAU,MAAqB;QACpC,IAAI,MAAM,GAAG,iBAAiB,CAAC;QAE/B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;YACP,MAAM,SAAS,GAAG,SAAS,CAAC,MAAM,EAAE,SAAS,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,SAAS,CAAC,CAAC;YACrE,IAAI,SAAS,EAAE;gBACb,MAAM,UAAU,GAAG,MAAM,CAAC;gBAC1B,MAAM,GAAG,SAAS,CAAC;gBAEnB,IAAI,iBAAiB,IAAI,iBAAiB,CAAC,SAAS,GAAG,SAAS,CAAC,SAAS,EAAE;oBAC1E,iBAAiB,GAAG,SAAS,CAAC;oBAC9B,OAAO,CAAC,UAAU,EAAE,MAAM,CAAC,CAAC;iBAC7B;aACF;YAED,IAAI,iBAAiB,EAAE;gBACrB,iBAAiB,GAAG,SAAS,CAAC;aAC/B;YAED,OAAO,CAAC,MAAM,CAAC,CAAC;QAClB,CAAC,CAAC,EACF,IAAA,eAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAClB,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA/BD,wBA+BC;AAED,SAAgB,WAAW,CACzB,SAAiB,EACjB,EAAoB,EACpB,QAA4B;IAE5B,OAAO,UAAU,OAAsB;QACrC,OAAO,IAAA,aAAM,EACX,QAAQ,CAAC,IAAI,CAAC,IAAA,eAAQ,EAAC,CAAC,CAAC,CAAC,EAC1B,QAAQ,CAAC,IAAI,CACX,IAAA,WAAI,GAAE,EACN,IAAA,gBAAS,EAAC,oBAAoB,CAAC,EAAE,CAC/B,OAAO,CAAC,IAAI,CAAC,MAAM,CAAC,SAAS,EAAE,EAAE,EAAE,oBAAoB,CAAC,CAAC,CAC1D,EACD,IAAA,YAAK,GAAE,CACR,CACF,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAjBD,kCAiBC;AAED,SAAgB,eAAe;IAC7B,IAAI,UAAkB,CAAC;IAEvB,OAAO,CAAC,MAA0B,EAAE,EAAE,CACpC,MAAM,CAAC,IAAI,CACT,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;QACP,IAAI,CAAC,UAAU,EAAE;YACf,UAAU,GAAG,EAAE,CAAC;YAEhB,OAAO,SAAS,CAAC;SAClB;aAAM;YACL,IAAI,UAAU,CAAC,SAAS,KAAK,EAAE,CAAC,SAAS,EAAE;gBACzC,MAAM,UAAU,GAAG,UAAU,CAAC;gBAC9B,UAAU,GAAG,EAAE,CAAC;gBAEhB,OAAO,UAAU,CAAC;aACnB;YAED,OAAO,SAAS,CAAC;SAClB;IACH,CAAC,CAAC,EACF,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC,EAClB,IAAA,YAAK,GAAE,CACR,CAAC;AACN,CAAC;AAxBD,0CAwBC"}
1
+ {"version":3,"file":"candle.operator.js","sourceRoot":"","sources":["../../src/domain/candle.operator.ts"],"names":[],"mappings":";;;AAAA,+BAUc;AAGd,qCAAkC;AAClC,2CAAiC;AAEjC,SAAS,SAAS,CAAC,MAAc,EAAE,SAAiB,EAAE,KAAc,EAAE,SAAiB;IACrF,MAAM,KAAK,GAAG,IAAA,cAAE,EAAC,SAAS,EAAE,SAAS,CAAC,CAAC;IAEvC,IAAI,CAAC,MAAM,EAAE;QACX,OAAO,IAAI,eAAM,CAAC,KAAK,EAAE,KAAK,EAAE,KAAK,EAAE,KAAK,EAAE,KAAK,CAAC,CAAC;KACtD;IAED,IAAI,MAAM,CAAC,SAAS,KAAK,KAAK,EAAE;QAC9B,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC;KACrB;SAAM;QACL,OAAO,IAAI,eAAM,CAAC,KAAK,EAAE,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,KAAK,EAAE,KAAK,CAAC,CAAC;KAC7D;AACH,CAAC;AAED,SAAgB,MAAM,CACpB,SAAiB,EACjB,EAAqB,EACrB,oBAA4B,SAAS;IAErC,OAAO,UAAU,MAAqB;QACpC,IAAI,MAAM,GAAG,iBAAiB,CAAC;QAE/B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;YACP,MAAM,SAAS,GAAG,SAAS,CAAC,MAAM,EAAE,SAAS,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,SAAS,CAAC,CAAC;YACrE,IAAI,SAAS,EAAE;gBACb,MAAM,UAAU,GAAG,MAAM,CAAC;gBAC1B,MAAM,GAAG,SAAS,CAAC;gBAEnB,IAAI,iBAAiB,IAAI,iBAAiB,CAAC,SAAS,GAAG,SAAS,CAAC,SAAS,EAAE;oBAC1E,iBAAiB,GAAG,SAAS,CAAC;oBAC9B,OAAO,CAAC,UAAU,EAAE,MAAM,CAAC,CAAC;iBAC7B;aACF;YAED,IAAI,iBAAiB,EAAE;gBACrB,iBAAiB,GAAG,SAAS,CAAC;aAC/B;YAED,OAAO,CAAC,MAAM,CAAC,CAAC;QAClB,CAAC,CAAC,EACF,IAAA,eAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAClB,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA/BD,wBA+BC;AAED,SAAgB,WAAW,CACzB,SAAiB,EACjB,EAAqB,EACrB,QAA4B;IAE5B,OAAO,UAAU,OAAsB;QACrC,OAAO,IAAA,aAAM,EACX,QAAQ,CAAC,IAAI,CAAC,IAAA,eAAQ,EAAC,CAAC,CAAC,CAAC,EAC1B,QAAQ,CAAC,IAAI,CACX,IAAA,WAAI,GAAE,EACN,IAAA,gBAAS,EAAC,oBAAoB,CAAC,EAAE,CAC/B,OAAO,CAAC,IAAI,CAAC,MAAM,CAAC,SAAS,EAAE,EAAE,EAAE,oBAAoB,CAAC,CAAC,CAC1D,EACD,IAAA,YAAK,GAAE,CACR,CACF,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAjBD,kCAiBC;AAED,SAAgB,eAAe;IAC7B,IAAI,UAAkB,CAAC;IAEvB,OAAO,CAAC,MAA0B,EAAE,EAAE,CACpC,MAAM,CAAC,IAAI,CACT,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;QACP,IAAI,CAAC,UAAU,EAAE;YACf,UAAU,GAAG,EAAE,CAAC;YAEhB,OAAO,SAAS,CAAC;SAClB;aAAM;YACL,IAAI,UAAU,CAAC,SAAS,KAAK,EAAE,CAAC,SAAS,EAAE;gBACzC,MAAM,UAAU,GAAG,UAAU,CAAC;gBAC9B,UAAU,GAAG,EAAE,CAAC;gBAEhB,OAAO,UAAU,CAAC;aACnB;YAED,OAAO,SAAS,CAAC;SAClB;IACH,CAAC,CAAC,EACF,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC,EAClB,IAAA,YAAK,GAAE,CACR,CAAC;AACN,CAAC;AAxBD,0CAwBC"}
@@ -1,25 +1,26 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  const rxjs_1 = require("rxjs");
4
+ const shared_1 = require("../shared");
4
5
  const candle_1 = require("./candle");
5
6
  const candle_operator_1 = require("./candle.operator");
6
7
  describe('candle', () => {
7
8
  test('should aggregate and pipe candle updates', done => {
8
9
  const input$ = (0, rxjs_1.from)([
9
- { timestamp: 1, rate: 1 },
10
- { timestamp: 2, rate: 2 },
11
- { timestamp: 3, rate: 3 },
12
- { timestamp: 4, rate: 0 },
13
- { timestamp: 5, rate: 7 },
14
- { timestamp: 6, rate: 8 }
10
+ { timestamp: 1, rate: (0, shared_1.d)(1) },
11
+ { timestamp: 2, rate: (0, shared_1.d)(2) },
12
+ { timestamp: 3, rate: (0, shared_1.d)(3) },
13
+ { timestamp: 4, rate: shared_1.d.Zero },
14
+ { timestamp: 5, rate: (0, shared_1.d)(7) },
15
+ { timestamp: 6, rate: (0, shared_1.d)(8) }
15
16
  ]);
16
17
  const output = [
17
- { timestamp: 0, open: 1, high: 1, low: 1, close: 1 },
18
- { timestamp: 0, open: 1, high: 2, low: 1, close: 2 },
19
- { timestamp: 0, open: 1, high: 3, low: 1, close: 3 },
20
- { timestamp: 0, open: 1, high: 3, low: 0, close: 0 },
21
- { timestamp: 5, open: 0, high: 7, low: 7, close: 7 },
22
- { timestamp: 5, open: 0, high: 8, low: 7, close: 8 }
18
+ new candle_1.Candle(0, (0, shared_1.d)(1), (0, shared_1.d)(1), (0, shared_1.d)(1), (0, shared_1.d)(1)),
19
+ new candle_1.Candle(0, (0, shared_1.d)(1), (0, shared_1.d)(2), (0, shared_1.d)(1), (0, shared_1.d)(2)),
20
+ new candle_1.Candle(0, (0, shared_1.d)(1), (0, shared_1.d)(3), (0, shared_1.d)(1), (0, shared_1.d)(3)),
21
+ new candle_1.Candle(0, (0, shared_1.d)(1), (0, shared_1.d)(3), shared_1.d.Zero, shared_1.d.Zero),
22
+ new candle_1.Candle(5, shared_1.d.Zero, (0, shared_1.d)(7), (0, shared_1.d)(7), (0, shared_1.d)(7)),
23
+ new candle_1.Candle(5, shared_1.d.Zero, (0, shared_1.d)(8), (0, shared_1.d)(7), (0, shared_1.d)(8))
23
24
  ].reverse();
24
25
  input$.pipe((0, candle_operator_1.candle)(5, it => it.rate)).subscribe({
25
26
  next: it => {
@@ -34,18 +35,18 @@ describe('candle', () => {
34
35
  describe('candleCompleted', () => {
35
36
  test('should aggregate and pipe distinct completed candles', done => {
36
37
  const input$ = (0, rxjs_1.from)([
37
- { timestamp: 1, rate: 1 },
38
- { timestamp: 2, rate: 2 },
39
- { timestamp: 3, rate: 3 },
40
- { timestamp: 4, rate: 0 },
41
- { timestamp: 5, rate: 7 },
42
- { timestamp: 6, rate: 8 }
38
+ { timestamp: 1, rate: (0, shared_1.d)(1) },
39
+ { timestamp: 2, rate: (0, shared_1.d)(2) },
40
+ { timestamp: 3, rate: (0, shared_1.d)(3) },
41
+ { timestamp: 4, rate: shared_1.d.Zero },
42
+ { timestamp: 5, rate: (0, shared_1.d)(7) },
43
+ { timestamp: 6, rate: (0, shared_1.d)(8) }
43
44
  ]);
44
45
  input$
45
46
  .pipe((0, candle_operator_1.candle)(5, it => it.rate), (0, candle_operator_1.candleCompleted)())
46
47
  .subscribe({
47
48
  next: it => {
48
- expect(it).toEqual({ timestamp: 0, open: 1, high: 3, low: 0, close: 0 });
49
+ expect(it).toEqual(new candle_1.Candle(0, (0, shared_1.d)(1), (0, shared_1.d)(3), shared_1.d.Zero, shared_1.d.Zero));
49
50
  done();
50
51
  }
51
52
  });
@@ -54,21 +55,21 @@ describe('candleCompleted', () => {
54
55
  describe('mergeCandle', () => {
55
56
  test('should pipe and merge candle from history', done => {
56
57
  const history$ = (0, rxjs_1.from)([
57
- new candle_1.Candle(1, 1, 1.5, 0.5, 2),
58
- new candle_1.Candle(2, 2, 2.5, 1.5, 3),
59
- new candle_1.Candle(3, 3, 3.5, 2.5, 4)
58
+ new candle_1.Candle(1, (0, shared_1.d)(1), (0, shared_1.d)(1.5), (0, shared_1.d)(0.5), (0, shared_1.d)(2)),
59
+ new candle_1.Candle(2, (0, shared_1.d)(2), (0, shared_1.d)(2.5), (0, shared_1.d)(1.5), (0, shared_1.d)(3)),
60
+ new candle_1.Candle(3, (0, shared_1.d)(3), (0, shared_1.d)(3.5), (0, shared_1.d)(2.5), (0, shared_1.d)(4))
60
61
  ]);
61
62
  const input$ = (0, rxjs_1.from)([
62
- { timestamp: 3, rate: 5 },
63
- { timestamp: 4, rate: 3 },
64
- { timestamp: 5, rate: 4 }
63
+ { timestamp: 3, rate: (0, shared_1.d)(5) },
64
+ { timestamp: 4, rate: (0, shared_1.d)(3) },
65
+ { timestamp: 5, rate: (0, shared_1.d)(4) }
65
66
  ]);
66
67
  const output = [
67
- { timestamp: 1, open: 1, high: 1.5, low: 0.5, close: 2 },
68
- { timestamp: 2, open: 2, high: 2.5, low: 1.5, close: 3 },
69
- { timestamp: 3, open: 3, high: 5, low: 2.5, close: 5 },
70
- { timestamp: 4, open: 5, high: 3, low: 3, close: 3 },
71
- { timestamp: 5, open: 3, high: 4, low: 4, close: 4 }
68
+ new candle_1.Candle(1, (0, shared_1.d)(1), (0, shared_1.d)(1.5), (0, shared_1.d)(0.5), (0, shared_1.d)(2)),
69
+ new candle_1.Candle(2, (0, shared_1.d)(2), (0, shared_1.d)(2.5), (0, shared_1.d)(1.5), (0, shared_1.d)(3)),
70
+ new candle_1.Candle(3, (0, shared_1.d)(3), (0, shared_1.d)(5), (0, shared_1.d)(2.5), (0, shared_1.d)(5)),
71
+ new candle_1.Candle(4, (0, shared_1.d)(5), (0, shared_1.d)(3), (0, shared_1.d)(3), (0, shared_1.d)(3)),
72
+ new candle_1.Candle(5, (0, shared_1.d)(3), (0, shared_1.d)(4), (0, shared_1.d)(4), (0, shared_1.d)(4))
72
73
  ].reverse();
73
74
  input$.pipe((0, candle_operator_1.mergeCandle)(1, it => it.rate, history$)).subscribe({
74
75
  next: it => {
@@ -81,22 +82,22 @@ describe('mergeCandle', () => {
81
82
  });
82
83
  test('should pipe and not merge candle from history', done => {
83
84
  const history$ = (0, rxjs_1.from)([
84
- new candle_1.Candle(1, 1, 1.5, 0.5, 2),
85
- new candle_1.Candle(2, 2, 2.5, 1.5, 3),
86
- new candle_1.Candle(3, 3, 3.5, 2.5, 4)
85
+ new candle_1.Candle(1, (0, shared_1.d)(1), (0, shared_1.d)(1.5), (0, shared_1.d)(0.5), (0, shared_1.d)(2)),
86
+ new candle_1.Candle(2, (0, shared_1.d)(2), (0, shared_1.d)(2.5), (0, shared_1.d)(1.5), (0, shared_1.d)(3)),
87
+ new candle_1.Candle(3, (0, shared_1.d)(3), (0, shared_1.d)(3.5), (0, shared_1.d)(2.5), (0, shared_1.d)(4))
87
88
  ]);
88
89
  const input$ = (0, rxjs_1.from)([
89
- { timestamp: 4, rate: 5 },
90
- { timestamp: 5, rate: 3 },
91
- { timestamp: 6, rate: 4 }
90
+ { timestamp: 4, rate: (0, shared_1.d)(5) },
91
+ { timestamp: 5, rate: (0, shared_1.d)(3) },
92
+ { timestamp: 6, rate: (0, shared_1.d)(4) }
92
93
  ]);
93
94
  const output = [
94
- { timestamp: 1, open: 1, high: 1.5, low: 0.5, close: 2 },
95
- { timestamp: 2, open: 2, high: 2.5, low: 1.5, close: 3 },
96
- { timestamp: 3, open: 3, high: 3.5, low: 2.5, close: 4 },
97
- { timestamp: 4, open: 4, high: 5, low: 5, close: 5 },
98
- { timestamp: 5, open: 5, high: 3, low: 3, close: 3 },
99
- { timestamp: 6, open: 3, high: 4, low: 4, close: 4 }
95
+ new candle_1.Candle(1, (0, shared_1.d)(1), (0, shared_1.d)(1.5), (0, shared_1.d)(0.5), (0, shared_1.d)(2)),
96
+ new candle_1.Candle(2, (0, shared_1.d)(2), (0, shared_1.d)(2.5), (0, shared_1.d)(1.5), (0, shared_1.d)(3)),
97
+ new candle_1.Candle(3, (0, shared_1.d)(3), (0, shared_1.d)(3.5), (0, shared_1.d)(2.5), (0, shared_1.d)(4)),
98
+ new candle_1.Candle(4, (0, shared_1.d)(4), (0, shared_1.d)(5), (0, shared_1.d)(5), (0, shared_1.d)(5)),
99
+ new candle_1.Candle(5, (0, shared_1.d)(5), (0, shared_1.d)(3), (0, shared_1.d)(3), (0, shared_1.d)(3)),
100
+ new candle_1.Candle(6, (0, shared_1.d)(3), (0, shared_1.d)(4), (0, shared_1.d)(4), (0, shared_1.d)(4))
100
101
  ].reverse();
101
102
  input$.pipe((0, candle_operator_1.mergeCandle)(1, it => it.rate, history$)).subscribe({
102
103
  next: it => {
@@ -1 +1 @@
1
- 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@@ -5,22 +5,22 @@ const candle_1 = require("./candle");
5
5
  describe('Candle', () => {
6
6
  test('should construct a candle', () => {
7
7
  const timestamp = (0, shared_1.now)();
8
- const sut = new candle_1.Candle(timestamp, 2, 4, 1, 3);
8
+ const sut = new candle_1.Candle(timestamp, (0, shared_1.d)(2), (0, shared_1.d)(4), (0, shared_1.d)(1), (0, shared_1.d)(3));
9
9
  expect(sut.timestamp).toEqual(timestamp);
10
- expect(sut.open).toEqual(2);
11
- expect(sut.high).toEqual(4);
12
- expect(sut.low).toEqual(1);
13
- expect(sut.close).toEqual(3);
10
+ expect(sut.open).toEqual((0, shared_1.d)(2));
11
+ expect(sut.high).toEqual((0, shared_1.d)(4));
12
+ expect(sut.low).toEqual((0, shared_1.d)(1));
13
+ expect(sut.close).toEqual((0, shared_1.d)(3));
14
14
  });
15
15
  test('should modify a candle', () => {
16
16
  const timestamp = (0, shared_1.now)();
17
- const sut = new candle_1.Candle(timestamp, 2, 4, 1, 3);
18
- sut.apply(10);
17
+ const sut = new candle_1.Candle(timestamp, (0, shared_1.d)(2), (0, shared_1.d)(4), (0, shared_1.d)(1), (0, shared_1.d)(3));
18
+ sut.apply((0, shared_1.d)(10));
19
19
  expect(sut.timestamp).toEqual(timestamp);
20
- expect(sut.open).toEqual(2);
21
- expect(sut.high).toEqual(10);
22
- expect(sut.low).toEqual(1);
23
- expect(sut.close).toEqual(10);
20
+ expect(sut.open).toEqual((0, shared_1.d)(2));
21
+ expect(sut.high).toEqual((0, shared_1.d)(10));
22
+ expect(sut.low).toEqual((0, shared_1.d)(1));
23
+ expect(sut.close).toEqual((0, shared_1.d)(10));
24
24
  });
25
25
  });
26
26
  //# sourceMappingURL=candle.spec.js.map
@@ -1 +1 @@
1
- {"version":3,"file":"candle.spec.js","sourceRoot":"","sources":["../../src/domain/candle.spec.ts"],"names":[],"mappings":";;AAAA,sCAAgC;AAChC,qCAAkC;AAElC,QAAQ,CAAC,QAAQ,EAAE,GAAG,EAAE;IACtB,IAAI,CAAC,2BAA2B,EAAE,GAAG,EAAE;QACrC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QAExB,MAAM,GAAG,GAAG,IAAI,eAAM,CAAC,SAAS,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;QAE9C,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACzC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC3B,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IAC/B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,wBAAwB,EAAE,GAAG,EAAE;QAClC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QAExB,MAAM,GAAG,GAAG,IAAI,eAAM,CAAC,SAAS,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;QAC9C,GAAG,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;QAEd,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACzC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;QAC7B,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC3B,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;IAChC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
1
+ {"version":3,"file":"candle.spec.js","sourceRoot":"","sources":["../../src/domain/candle.spec.ts"],"names":[],"mappings":";;AAAA,sCAAmC;AACnC,qCAAkC;AAElC,QAAQ,CAAC,QAAQ,EAAE,GAAG,EAAE;IACtB,IAAI,CAAC,2BAA2B,EAAE,GAAG,EAAE;QACrC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QAExB,MAAM,GAAG,GAAG,IAAI,eAAM,CAAC,SAAS,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;QAE1D,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACzC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;QAC/B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;QAC/B,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;QAC9B,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;IAClC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,wBAAwB,EAAE,GAAG,EAAE;QAClC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QAExB,MAAM,GAAG,GAAG,IAAI,eAAM,CAAC,SAAS,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;QAE1D,GAAG,CAAC,KAAK,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,CAAC;QAEjB,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACzC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;QAC/B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;QAC9B,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,CAAC;IACnC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -1,13 +1,14 @@
1
+ import { decimal } from '../shared';
1
2
  export declare class Commission {
2
- readonly makerRate: number;
3
- readonly takerRate: number;
4
- constructor(makerRate: number, takerRate: number);
5
- calculateMakerFee(value: number): number;
6
- calculateTakerFee(value: number): number;
7
- applyMakerFee(value: number): number;
8
- applyTakerFee(value: number): number;
3
+ readonly makerRate: decimal;
4
+ readonly takerRate: decimal;
5
+ constructor(makerRate: decimal, takerRate: decimal);
6
+ calculateMakerFee(value: decimal): import("decimal.js").default;
7
+ calculateTakerFee(value: decimal): import("decimal.js").default;
8
+ applyMakerFee(value: decimal): decimal;
9
+ applyTakerFee(value: decimal): decimal;
9
10
  }
10
11
  export declare function commissionPercentOf(fees: {
11
- maker: number;
12
- taker: number;
12
+ maker: decimal;
13
+ taker: decimal;
13
14
  }): Commission;
@@ -7,21 +7,21 @@ class Commission {
7
7
  this.takerRate = takerRate;
8
8
  }
9
9
  calculateMakerFee(value) {
10
- return value * this.makerRate;
10
+ return value.mul(this.makerRate);
11
11
  }
12
12
  calculateTakerFee(value) {
13
- return value * this.takerRate;
13
+ return value.mul(this.takerRate);
14
14
  }
15
15
  applyMakerFee(value) {
16
- return value - this.calculateMakerFee(value);
16
+ return value.minus(this.calculateMakerFee(value));
17
17
  }
18
18
  applyTakerFee(value) {
19
- return value - this.calculateTakerFee(value);
19
+ return value.minus(this.calculateTakerFee(value));
20
20
  }
21
21
  }
22
22
  exports.Commission = Commission;
23
23
  function commissionPercentOf(fees) {
24
- return new Commission(fees.maker / 100.0, fees.taker / 100.0);
24
+ return new Commission(fees.maker.div(100.0), fees.taker.div(100.0));
25
25
  }
26
26
  exports.commissionPercentOf = commissionPercentOf;
27
27
  //# sourceMappingURL=commission.js.map
@@ -1 +1 @@
1
- {"version":3,"file":"commission.js","sourceRoot":"","sources":["../../src/domain/commission.ts"],"names":[],"mappings":";;;AAAA,MAAa,UAAU;IACrB,YAAqB,SAAiB,EAAW,SAAiB;QAA7C,cAAS,GAAT,SAAS,CAAQ;QAAW,cAAS,GAAT,SAAS,CAAQ;IAAG,CAAC;IAEtE,iBAAiB,CAAC,KAAa;QAC7B,OAAO,KAAK,GAAG,IAAI,CAAC,SAAS,CAAC;IAChC,CAAC;IAED,iBAAiB,CAAC,KAAa;QAC7B,OAAO,KAAK,GAAG,IAAI,CAAC,SAAS,CAAC;IAChC,CAAC;IAED,aAAa,CAAC,KAAa;QACzB,OAAO,KAAK,GAAG,IAAI,CAAC,iBAAiB,CAAC,KAAK,CAAC,CAAC;IAC/C,CAAC;IAED,aAAa,CAAC,KAAa;QACzB,OAAO,KAAK,GAAG,IAAI,CAAC,iBAAiB,CAAC,KAAK,CAAC,CAAC;IAC/C,CAAC;CACF;AAlBD,gCAkBC;AAED,SAAgB,mBAAmB,CAAC,IAAsC;IACxE,OAAO,IAAI,UAAU,CAAC,IAAI,CAAC,KAAK,GAAG,KAAK,EAAE,IAAI,CAAC,KAAK,GAAG,KAAK,CAAC,CAAC;AAChE,CAAC;AAFD,kDAEC"}
1
+ {"version":3,"file":"commission.js","sourceRoot":"","sources":["../../src/domain/commission.ts"],"names":[],"mappings":";;;AAEA,MAAa,UAAU;IACrB,YAAqB,SAAkB,EAAW,SAAkB;QAA/C,cAAS,GAAT,SAAS,CAAS;QAAW,cAAS,GAAT,SAAS,CAAS;IAAG,CAAC;IAExE,iBAAiB,CAAC,KAAc;QAC9B,OAAO,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IACnC,CAAC;IAED,iBAAiB,CAAC,KAAc;QAC9B,OAAO,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IACnC,CAAC;IAED,aAAa,CAAC,KAAc;QAC1B,OAAO,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,iBAAiB,CAAC,KAAK,CAAC,CAAC,CAAC;IACpD,CAAC;IAED,aAAa,CAAC,KAAc;QAC1B,OAAO,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,iBAAiB,CAAC,KAAK,CAAC,CAAC,CAAC;IACpD,CAAC;CACF;AAlBD,gCAkBC;AAED,SAAgB,mBAAmB,CAAC,IAAwC;IAC1E,OAAO,IAAI,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC;AACtE,CAAC;AAFD,kDAEC"}
@@ -1,30 +1,31 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
+ const shared_1 = require("../shared");
3
4
  const commission_1 = require("./commission");
4
5
  describe('Commission', () => {
5
6
  test('should construct a Commission', () => {
6
7
  const sut = (0, commission_1.commissionPercentOf)({
7
- maker: 0.1,
8
- taker: 0.2
8
+ maker: (0, shared_1.d)(0.1),
9
+ taker: (0, shared_1.d)(0.2)
9
10
  });
10
- expect(sut.makerRate).toEqual(0.001);
11
- expect(sut.takerRate).toEqual(0.002);
11
+ expect(sut.makerRate).toEqual((0, shared_1.d)(0.001));
12
+ expect(sut.takerRate).toEqual((0, shared_1.d)(0.002));
12
13
  });
13
14
  test('should calculate a maker fee', () => {
14
15
  const sut = (0, commission_1.commissionPercentOf)({
15
- maker: 0.1,
16
- taker: 0.2
16
+ maker: (0, shared_1.d)(0.1),
17
+ taker: (0, shared_1.d)(0.2)
17
18
  });
18
- expect(sut.calculateMakerFee(2000)).toEqual(2);
19
- expect(sut.applyMakerFee(2000)).toEqual(1998);
19
+ expect(sut.calculateMakerFee((0, shared_1.d)(2000))).toEqual((0, shared_1.d)(2));
20
+ expect(sut.applyMakerFee((0, shared_1.d)(2000))).toEqual((0, shared_1.d)(1998));
20
21
  });
21
22
  test('should calculate a taker fee', () => {
22
23
  const sut = (0, commission_1.commissionPercentOf)({
23
- maker: 0.1,
24
- taker: 0.2
24
+ maker: (0, shared_1.d)(0.1),
25
+ taker: (0, shared_1.d)(0.2)
25
26
  });
26
- expect(sut.calculateTakerFee(2000)).toEqual(4);
27
- expect(sut.applyTakerFee(2000)).toEqual(1996);
27
+ expect(sut.calculateTakerFee((0, shared_1.d)(2000))).toEqual((0, shared_1.d)(4));
28
+ expect(sut.applyTakerFee((0, shared_1.d)(2000))).toEqual((0, shared_1.d)(1996));
28
29
  });
29
30
  });
30
31
  //# sourceMappingURL=commission.spec.js.map
@@ -1 +1 @@
1
- {"version":3,"file":"commission.spec.js","sourceRoot":"","sources":["../../src/domain/commission.spec.ts"],"names":[],"mappings":";;AAAA,6CAAmD;AAEnD,QAAQ,CAAC,YAAY,EAAE,GAAG,EAAE;IAC1B,IAAI,CAAC,+BAA+B,EAAE,GAAG,EAAE;QACzC,MAAM,GAAG,GAAG,IAAA,gCAAmB,EAAC;YAC9B,KAAK,EAAE,GAAG;YACV,KAAK,EAAE,GAAG;SACX,CAAC,CAAC;QAEH,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACrC,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IACvC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,8BAA8B,EAAE,GAAG,EAAE;QACxC,MAAM,GAAG,GAAG,IAAA,gCAAmB,EAAC;YAC9B,KAAK,EAAE,GAAG;YACV,KAAK,EAAE,GAAG;SACX,CAAC,CAAC;QAEH,MAAM,CAAC,GAAG,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC/C,MAAM,CAAC,GAAG,CAAC,aAAa,CAAC,IAAI,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;IAChD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,8BAA8B,EAAE,GAAG,EAAE;QACxC,MAAM,GAAG,GAAG,IAAA,gCAAmB,EAAC;YAC9B,KAAK,EAAE,GAAG;YACV,KAAK,EAAE,GAAG;SACX,CAAC,CAAC;QAEH,MAAM,CAAC,GAAG,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC/C,MAAM,CAAC,GAAG,CAAC,aAAa,CAAC,IAAI,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;IAChD,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
1
+ {"version":3,"file":"commission.spec.js","sourceRoot":"","sources":["../../src/domain/commission.spec.ts"],"names":[],"mappings":";;AAAA,sCAA8B;AAC9B,6CAAmD;AAEnD,QAAQ,CAAC,YAAY,EAAE,GAAG,EAAE;IAC1B,IAAI,CAAC,+BAA+B,EAAE,GAAG,EAAE;QACzC,MAAM,GAAG,GAAG,IAAA,gCAAmB,EAAC;YAC9B,KAAK,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC;YACb,KAAK,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC;SACd,CAAC,CAAC;QAEH,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,KAAK,CAAC,CAAC,CAAC;QACxC,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,KAAK,CAAC,CAAC,CAAC;IAC1C,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,8BAA8B,EAAE,GAAG,EAAE;QACxC,MAAM,GAAG,GAAG,IAAA,gCAAmB,EAAC;YAC9B,KAAK,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC;YACb,KAAK,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC;SACd,CAAC,CAAC;QAEH,MAAM,CAAC,GAAG,CAAC,iBAAiB,CAAC,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;QACrD,MAAM,CAAC,GAAG,CAAC,aAAa,CAAC,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC;IACtD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,8BAA8B,EAAE,GAAG,EAAE;QACxC,MAAM,GAAG,GAAG,IAAA,gCAAmB,EAAC;YAC9B,KAAK,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC;YACb,KAAK,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC;SACd,CAAC,CAAC;QAEH,MAAM,CAAC,GAAG,CAAC,iBAAiB,CAAC,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;QACrD,MAAM,CAAC,GAAG,CAAC,aAAa,CAAC,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC;IACtD,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -1,4 +1,5 @@
1
- export declare function insufficientFundsError(assetName: string, requiredAmount: number, availableAmount: number): Error;
1
+ import { decimal } from '../shared';
2
+ export declare function insufficientFundsError(assetName: string, requiredAmount: decimal, availableAmount: decimal): Error;
2
3
  export declare function invalidArgumentError(value: any): void;
3
4
  export declare function invalidAssetSelectorError(selector: string): void;
4
5
  export declare function invalidInstrumentSelectorError(selector: string): void;
@@ -2,7 +2,7 @@
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.adapterMismatchError = exports.invalidInstrumentSelectorError = exports.invalidAssetSelectorError = exports.invalidArgumentError = exports.insufficientFundsError = void 0;
4
4
  function insufficientFundsError(assetName, requiredAmount, availableAmount) {
5
- return new Error(`insufficient funds of ${assetName} has: ${availableAmount} requires: ${requiredAmount}`);
5
+ return new Error(`insufficient funds of ${assetName} has: ${availableAmount.toString()} requires: ${requiredAmount.toString()}`);
6
6
  }
7
7
  exports.insufficientFundsError = insufficientFundsError;
8
8
  function invalidArgumentError(value) {
@@ -1 +1 @@
1
- {"version":3,"file":"error.js","sourceRoot":"","sources":["../../src/domain/error.ts"],"names":[],"mappings":";;;AAAA,SAAgB,sBAAsB,CACpC,SAAiB,EACjB,cAAsB,EACtB,eAAuB;IAEvB,OAAO,IAAI,KAAK,CACd,yBAAyB,SAAS,SAAS,eAAe,cAAc,cAAc,EAAE,CACzF,CAAC;AACJ,CAAC;AARD,wDAQC;AAED,SAAgB,oBAAoB,CAAC,KAAU;IAC7C,MAAM,IAAI,KAAK,CAAC,qBAAqB,KAAK,EAAE,CAAC,CAAC;AAChD,CAAC;AAFD,oDAEC;AAED,SAAgB,yBAAyB,CAAC,QAAgB;IACxD,MAAM,IAAI,KAAK,CAAC,2BAA2B,QAAQ,EAAE,CAAC,CAAC;AACzD,CAAC;AAFD,8DAEC;AAED,SAAgB,8BAA8B,CAAC,QAAgB;IAC7D,MAAM,IAAI,KAAK,CAAC,gCAAgC,QAAQ,EAAE,CAAC,CAAC;AAC9D,CAAC;AAFD,wEAEC;AAED,SAAgB,oBAAoB;IAClC,OAAO,IAAI,KAAK,CAAC,2BAA2B,CAAC,CAAC;AAChD,CAAC;AAFD,oDAEC"}
1
+ {"version":3,"file":"error.js","sourceRoot":"","sources":["../../src/domain/error.ts"],"names":[],"mappings":";;;AAEA,SAAgB,sBAAsB,CACpC,SAAiB,EACjB,cAAuB,EACvB,eAAwB;IAExB,OAAO,IAAI,KAAK,CACd,yBAAyB,SAAS,SAAS,eAAe,CAAC,QAAQ,EAAE,cAAc,cAAc,CAAC,QAAQ,EAAE,EAAE,CAC/G,CAAC;AACJ,CAAC;AARD,wDAQC;AAED,SAAgB,oBAAoB,CAAC,KAAU;IAC7C,MAAM,IAAI,KAAK,CAAC,qBAAqB,KAAK,EAAE,CAAC,CAAC;AAChD,CAAC;AAFD,oDAEC;AAED,SAAgB,yBAAyB,CAAC,QAAgB;IACxD,MAAM,IAAI,KAAK,CAAC,2BAA2B,QAAQ,EAAE,CAAC,CAAC;AACzD,CAAC;AAFD,8DAEC;AAED,SAAgB,8BAA8B,CAAC,QAAgB;IAC7D,MAAM,IAAI,KAAK,CAAC,gCAAgC,QAAQ,EAAE,CAAC,CAAC;AAC9D,CAAC;AAFD,wEAEC;AAED,SAAgB,oBAAoB;IAClC,OAAO,IAAI,KAAK,CAAC,2BAA2B,CAAC,CAAC;AAChD,CAAC;AAFD,oDAEC"}
@@ -1,4 +1,4 @@
1
- import { timestamp } from '../shared';
1
+ import { decimal, timestamp } from '../shared';
2
2
  import { Balance } from './balance';
3
3
  import { Component } from './component';
4
4
  import { InstrumentSelector } from './instrument';
@@ -7,25 +7,25 @@ export declare type OrderState = 'NEW' | 'PENDING' | 'FILLED' | 'CANCELING' | 'C
7
7
  export declare class Order implements Component {
8
8
  readonly instrument: InstrumentSelector;
9
9
  readonly type: OrderType;
10
- readonly quantity: number;
11
- readonly rate?: number;
12
- readonly stopRate?: number;
10
+ readonly quantity: decimal;
11
+ readonly rate?: decimal;
12
+ readonly stopRate?: decimal;
13
13
  kind: string;
14
14
  timestamp: timestamp;
15
15
  id: string;
16
16
  externalId: string;
17
17
  state: OrderState;
18
- quantityExecuted: number;
19
- averageExecutionRate: number;
18
+ quantityExecuted: decimal;
19
+ averageExecutionRate: decimal;
20
20
  createdAt: timestamp;
21
- static market(instrument: InstrumentSelector, quantity: number): Order;
22
- static limit(instrument: InstrumentSelector, quantity: number, rate: number): Order;
23
- static stopMarket(instrument: InstrumentSelector, quantity: number, stopRate: number): Order;
24
- static stopLimit(instrument: InstrumentSelector, quantity: number, rate: number, stopRate: number): Order;
25
- constructor(instrument: InstrumentSelector, type: OrderType, quantity: number, rate?: number, stopRate?: number);
21
+ static market(instrument: InstrumentSelector, quantity: decimal): Order;
22
+ static limit(instrument: InstrumentSelector, quantity: decimal, rate: decimal): Order;
23
+ static stopMarket(instrument: InstrumentSelector, quantity: decimal, stopRate: decimal): Order;
24
+ static stopLimit(instrument: InstrumentSelector, quantity: decimal, rate: decimal, stopRate: decimal): Order;
25
+ constructor(instrument: InstrumentSelector, type: OrderType, quantity: decimal, rate?: decimal, stopRate?: decimal);
26
26
  toString(): string;
27
27
  calculateBalanceToLock(base: Balance, quote: Balance): {
28
- base: number;
29
- quote: number;
28
+ base: decimal;
29
+ quote: decimal;
30
30
  };
31
31
  }
@@ -2,6 +2,7 @@
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.Order = void 0;
4
4
  const uuid_1 = require("uuid");
5
+ const shared_1 = require("../shared");
5
6
  const error_1 = require("./error");
6
7
  class Order {
7
8
  constructor(instrument, type, quantity, rate, stopRate) {
@@ -13,11 +14,11 @@ class Order {
13
14
  this.kind = 'order';
14
15
  this.id = (0, uuid_1.v4)();
15
16
  this.state = 'NEW';
16
- this.quantityExecuted = 0;
17
+ this.quantityExecuted = shared_1.d.Zero;
17
18
  if (!quantity || Number.isNaN(quantity)) {
18
19
  throw (0, error_1.invalidArgumentError)(quantity);
19
20
  }
20
- if (rate && (Number.isNaN(rate) || rate <= 0)) {
21
+ if (rate && rate.lessThanOrEqualTo(0)) {
21
22
  throw (0, error_1.invalidArgumentError)(rate);
22
23
  }
23
24
  }
@@ -37,25 +38,25 @@ class Order {
37
38
  return this.id;
38
39
  }
39
40
  calculateBalanceToLock(base, quote) {
40
- const qty = Math.abs(this.quantity);
41
- if (this.quantity > 0) {
41
+ const qty = this.quantity.abs();
42
+ if (this.quantity.greaterThan(0)) {
42
43
  switch (this.type) {
43
44
  case 'MARKET':
44
45
  return {
45
- base: 0,
46
+ base: shared_1.d.Zero,
46
47
  quote: quote.free
47
48
  };
48
49
  case 'LIMIT':
49
50
  return {
50
- base: 0,
51
- quote: quote.asset.ceil(this.rate * qty)
51
+ base: shared_1.d.Zero,
52
+ quote: quote.asset.ceil(this.rate.mul(qty))
52
53
  };
53
54
  }
54
55
  }
55
- if (this.quantity < 0) {
56
+ if (this.quantity.lessThan(0)) {
56
57
  return {
57
58
  base: qty,
58
- quote: 0
59
+ quote: shared_1.d.Zero
59
60
  };
60
61
  }
61
62
  }
@@ -1 +1 @@
1
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