@quantform/core 0.5.15 → 0.5.23

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

@@ -1,6 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 const rxjs_1 = require("rxjs");
+const shared_1 = require("../shared");
 const store_1 = require("../store");
 const asset_1 = require("./asset");
 const instrument_1 = require("./instrument");
@@ -9,12 +10,12 @@ const order_operator_1 = require("./order.operator");
 const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
 describe('order', () => {
     test('should pipe an order', done => {
-        new rxjs_1.BehaviorSubject(order_1.Order.market(instrument, -100))
+        new rxjs_1.BehaviorSubject(order_1.Order.market(instrument, (0, shared_1.d)(-100)))
             .pipe((0, order_operator_1.order)(instrument))
             .subscribe({
             next: it => {
                 expect(it.instrument).toEqual(instrument);
-                expect(it.quantity).toEqual(-100);
+                expect(it.quantity).toEqual((0, shared_1.d)(-100));
                 done();
             }
         });
@@ -31,9 +32,9 @@ describe('positions', () => {
     let order1, order2, order3;
     beforeEach(() => {
         state = new store_1.State();
-        order1 = order_1.Order.market(instrument, -100);
-        order2 = order_1.Order.limit(instrument, 100, 10);
-        order3 = order_1.Order.market(instrument, 100);
+        order1 = order_1.Order.market(instrument, (0, shared_1.d)(-100));
+        order2 = order_1.Order.limit(instrument, (0, shared_1.d)(100), (0, shared_1.d)(10));
+        order3 = order_1.Order.market(instrument, (0, shared_1.d)(100));
         state.order.upsert(new store_1.InnerSet(instrument.id, [order1, order2, order3]));
     });
     test('should pipe all orders on subscription start', done => {

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

@@ -1 +1 @@
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+{"version":3,"file":"order.operator.spec.js","sourceRoot":"","sources":["../../src/domain/order.operator.spec.ts"],"names":[],"mappings":";;AAAA,+BAAqD;AAErD,sCAA8B;AAC9B,oCAA2C;AAC3C,mCAAgC;AAEhC,6CAA0C;AAC1C,mCAAgC;AAChC,qDAAiD;AAEjD,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;AAEF,QAAQ,CAAC,OAAO,EAAE,GAAG,EAAE;IACrB,IAAI,CAAC,sBAAsB,EAAE,IAAI,CAAC,EAAE;QAClC,IAAI,sBAAe,CAAY,aAAK,CAAC,MAAM,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,GAAG,CAAC,CAAC,CAAC;aAC9D,IAAI,CAAC,IAAA,sBAAK,EAAC,UAAU,CAAC,CAAC;aACvB,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,UAAU,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC;gBAC1C,MAAM,CAAC,EAAE,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,GAAG,CAAC,CAAC,CAAC;gBACrC,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,oBAAoB,EAAE,IAAI,CAAC,EAAE;QAChC,IAAI,sBAAe,CAAY,UAAU,CAAC,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,UAAU,CAAC,CAAC,CAAC,SAAS,CAAC;YAC3E,IAAI,EAAE,GAAG,EAAE,CAAC,IAAI,EAAE;YAClB,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,IAAI,KAAY,CAAC;IACjB,IAAI,MAAa,EAAE,MAAa,EAAE,MAAa,CAAC;IAEhD,UAAU,CAAC,GAAG,EAAE;QACd,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAEpB,MAAM,GAAG,aAAK,CAAC,MAAM,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,GAAG,CAAC,CAAC,CAAC;QAC3C,MAAM,GAAG,aAAK,CAAC,KAAK,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,EAAE,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,CAAC;QAChD,MAAM,GAAG,aAAK,CAAC,MAAM,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QAE1C,KAAK,CAAC,KAAK,CAAC,MAAM,CAAC,IAAI,gBAAQ,CAAQ,UAAU,CAAC,EAAE,EAAE,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC;IACnF,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,8CAA8C,EAAE,IAAI,CAAC,EAAE;QAC1D,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC;QACrB,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC;QACrB,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC;QAErB,IAAI,cAAO,EAAa,CAAC,IAAI,CAAC,IAAA,uBAAM,EAAC,UAAU,EAAE,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;YACjE,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC7B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,kDAAkD,EAAE,IAAI,CAAC,EAAE;QAC9D,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC;QACrB,MAAM,CAAC,KAAK,GAAG,SAAS,CAAC;QACzB,MAAM,CAAC,KAAK,GAAG,SAAS,CAAC;QAEzB,IAAI,cAAO,EAAa;aACrB,IAAI,CACH,IAAA,uBAAM,EAAC,UAAU,EAAE,KAAK,CAAC,EACzB,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,MAAM,CAAC,KAAK,CAAC,EAAE,CAAC,KAAK,CAAC,KAAK,KAAK,SAAS,CAAC,CAAC,CACzD;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC7B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/order.spec.js

@@ -1,32 +1,33 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
+const shared_1 = require("../shared");
 const asset_1 = require("./asset");
 const instrument_1 = require("./instrument");
 const order_1 = require("./order");
 describe('Order', () => {
     const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
     test('should construct a market buy order', () => {
-        const sut = order_1.Order.market(instrument, 100);
-        expect(sut.quantity).toEqual(100);
+        const sut = order_1.Order.market(instrument, (0, shared_1.d)(100));
+        expect(sut.quantity).toEqual((0, shared_1.d)(100));
         expect(sut.rate).toEqual(undefined);
         expect(sut.type).toEqual('MARKET');
     });
     test('should construct a market sell order', () => {
-        const sut = order_1.Order.market(instrument, -100);
-        expect(sut.quantity).toEqual(-100);
+        const sut = order_1.Order.market(instrument, (0, shared_1.d)(-100));
+        expect(sut.quantity).toEqual((0, shared_1.d)(-100));
         expect(sut.rate).toEqual(undefined);
         expect(sut.type).toEqual('MARKET');
     });
     test('should construct a limit buy order', () => {
-        const sut = order_1.Order.limit(instrument, 100, 2000);
-        expect(sut.quantity).toEqual(100);
-        expect(sut.rate).toEqual(2000);
+        const sut = order_1.Order.limit(instrument, (0, shared_1.d)(100), (0, shared_1.d)(2000));
+        expect(sut.quantity).toEqual((0, shared_1.d)(100));
+        expect(sut.rate).toEqual((0, shared_1.d)(2000));
         expect(sut.type).toEqual('LIMIT');
     });
     test('should construct a limit sell order', () => {
-        const sut = order_1.Order.limit(instrument, -100, 2000);
-        expect(sut.quantity).toEqual(-100);
-        expect(sut.rate).toEqual(2000);
+        const sut = order_1.Order.limit(instrument, (0, shared_1.d)(-100), (0, shared_1.d)(2000));
+        expect(sut.quantity).toEqual((0, shared_1.d)(-100));
+        expect(sut.rate).toEqual((0, shared_1.d)(2000));
         expect(sut.type).toEqual('LIMIT');
     });
 });

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

@@ -1 +1 @@
-{"version":3,"file":"order.spec.js","sourceRoot":"","sources":["../../src/domain/order.spec.ts"],"names":[],"mappings":";;AAAA,mCAAgC;AAChC,6CAA0C;AAC1C,mCAAgC;AAEhC,QAAQ,CAAC,OAAO,EAAE,GAAG,EAAE;IACrB,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;IAEF,IAAI,CAAC,qCAAqC,EAAE,GAAG,EAAE;QAC/C,MAAM,GAAG,GAAG,aAAK,CAAC,MAAM,CAAC,UAAU,EAAE,GAAG,CAAC,CAAC;QAE1C,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;QAClC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACpC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC;IACrC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,sCAAsC,EAAE,GAAG,EAAE;QAChD,MAAM,GAAG,GAAG,aAAK,CAAC,MAAM,CAAC,UAAU,EAAE,CAAC,GAAG,CAAC,CAAC;QAE3C,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,CAAC,GAAG,CAAC,CAAC;QACnC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACpC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC;IACrC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,oCAAoC,EAAE,GAAG,EAAE;QAC9C,MAAM,GAAG,GAAG,aAAK,CAAC,KAAK,CAAC,UAAU,EAAE,GAAG,EAAE,IAAI,CAAC,CAAC;QAE/C,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;QAClC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QAC/B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qCAAqC,EAAE,GAAG,EAAE;QAC/C,MAAM,GAAG,GAAG,aAAK,CAAC,KAAK,CAAC,UAAU,EAAE,CAAC,GAAG,EAAE,IAAI,CAAC,CAAC;QAEhD,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,CAAC,GAAG,CAAC,CAAC;QACnC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QAC/B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
+{"version":3,"file":"order.spec.js","sourceRoot":"","sources":["../../src/domain/order.spec.ts"],"names":[],"mappings":";;AAAA,sCAA8B;AAC9B,mCAAgC;AAChC,6CAA0C;AAC1C,mCAAgC;AAEhC,QAAQ,CAAC,OAAO,EAAE,GAAG,EAAE;IACrB,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;IAEF,IAAI,CAAC,qCAAqC,EAAE,GAAG,EAAE;QAC/C,MAAM,GAAG,GAAG,aAAK,CAAC,MAAM,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QAE7C,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QACrC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACpC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC;IACrC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,sCAAsC,EAAE,GAAG,EAAE;QAChD,MAAM,GAAG,GAAG,aAAK,CAAC,MAAM,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,GAAG,CAAC,CAAC,CAAC;QAE9C,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,GAAG,CAAC,CAAC,CAAC;QACtC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACpC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC;IACrC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,oCAAoC,EAAE,GAAG,EAAE;QAC9C,MAAM,GAAG,GAAG,aAAK,CAAC,KAAK,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,EAAE,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC;QAErD,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QACrC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC;QAClC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qCAAqC,EAAE,GAAG,EAAE;QAC/C,MAAM,GAAG,GAAG,aAAK,CAAC,KAAK,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,GAAG,CAAC,EAAE,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC;QAEtD,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,GAAG,CAAC,CAAC,CAAC;QACtC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC;QAClC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/orderbook.d.ts

@@ -1,16 +1,28 @@
 import { Instrument } from '../domain';
-import { timestamp } from '../shared';
+import { decimal, timestamp } from '../shared';
 import { Component } from './component';
+export interface Liquidity {
+    rate: decimal;
+    quantity: decimal;
+    next: this;
+}
+export declare const LiquidityAskComparer: (lhs: {
+    rate: decimal;
+}, rhs: {
+    rate: decimal;
+}) => number;
+export declare const LiquidityBidComparer: (lhs: {
+    rate: decimal;
+}, rhs: {
+    rate: decimal;
+}) => number;
 export declare class Orderbook implements Component {
     readonly instrument: Instrument;
     id: string;
     kind: string;
     timestamp: timestamp;
-    bestAskRate: number;
-    bestAskQuantity: number;
-    bestBidRate: number;
-    bestBidQuantity: number;
-    get midRate(): number;
+    asks: Liquidity;
+    bids: Liquidity;
     constructor(instrument: Instrument);
     toString(): string;
 }

package/dist/domain/orderbook.js

@@ -1,15 +1,16 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.Orderbook = void 0;
+exports.Orderbook = exports.LiquidityBidComparer = exports.LiquidityAskComparer = void 0;
+const LiquidityAskComparer = (lhs, rhs) => lhs.rate.comparedTo(rhs.rate);
+exports.LiquidityAskComparer = LiquidityAskComparer;
+const LiquidityBidComparer = (lhs, rhs) => rhs.rate.comparedTo(lhs.rate);
+exports.LiquidityBidComparer = LiquidityBidComparer;
 class Orderbook {
     constructor(instrument) {
         this.instrument = instrument;
         this.kind = 'orderbook';
         this.id = instrument.id;
     }
-    get midRate() {
-        return this.instrument.quote.fixed((this.bestAskRate + this.bestBidRate) / 2);
-    }
     toString() {
         return this.instrument.toString();
     }

package/dist/domain/orderbook.js.map

@@ -1 +1 @@
-{"version":3,"file":"orderbook.js","sourceRoot":"","sources":["../../src/domain/orderbook.ts"],"names":[],"mappings":";;;AAOA,MAAa,SAAS;IAapB,YAA4B,UAAsB;QAAtB,eAAU,GAAV,UAAU,CAAY;QAXlD,SAAI,GAAG,WAAW,CAAC;QAYjB,IAAI,CAAC,EAAE,GAAG,UAAU,CAAC,EAAE,CAAC;IAC1B,CAAC;IAND,IAAI,OAAO;QACT,OAAO,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,WAAW,CAAC,GAAG,CAAC,CAAC,CAAC;IAChF,CAAC;IAMD,QAAQ;QACN,OAAO,IAAI,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IACpC,CAAC;CACF;AApBD,8BAoBC"}
+{"version":3,"file":"orderbook.js","sourceRoot":"","sources":["../../src/domain/orderbook.ts"],"names":[],"mappings":";;;AAUO,MAAM,oBAAoB,GAAG,CAAC,GAAsB,EAAE,GAAsB,EAAE,EAAE,CACrF,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;AADnB,QAAA,oBAAoB,wBACD;AACzB,MAAM,oBAAoB,GAAG,CAAC,GAAsB,EAAE,GAAsB,EAAE,EAAE,CACrF,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;AADnB,QAAA,oBAAoB,wBACD;AAKhC,MAAa,SAAS;IAQpB,YAA4B,UAAsB;QAAtB,eAAU,GAAV,UAAU,CAAY;QANlD,SAAI,GAAG,WAAW,CAAC;QAOjB,IAAI,CAAC,EAAE,GAAG,UAAU,CAAC,EAAE,CAAC;IAC1B,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IACpC,CAAC;CACF;AAfD,8BAeC"}

package/dist/domain/position.d.ts

@@ -1,19 +1,19 @@
 import { Instrument } from '../domain';
-import { timestamp } from '../shared';
+import { decimal, timestamp } from '../shared';
 import { Component } from './component';
 export declare type PositionMode = 'CROSS' | 'ISOLATED';
 export declare class Position implements Component {
     readonly id: string;
     readonly instrument: Instrument;
     readonly mode: PositionMode;
-    averageExecutionRate: number;
-    size: number;
+    averageExecutionRate: decimal;
+    size: decimal;
     leverage: number;
     kind: string;
     timestamp: timestamp;
-    estimatedUnrealizedPnL?: number;
-    get margin(): number;
-    constructor(id: string, instrument: Instrument, mode: PositionMode, averageExecutionRate: number, size: number, leverage: number);
-    calculateEstimatedUnrealizedPnL(rate: number): number;
+    estimatedUnrealizedPnL?: decimal;
+    get margin(): decimal;
+    constructor(id: string, instrument: Instrument, mode: PositionMode, averageExecutionRate: decimal, size: decimal, leverage: number);
+    calculateEstimatedUnrealizedPnL(rate: decimal): decimal;
     toString(): string;
 }

package/dist/domain/position.js

@@ -13,10 +13,10 @@ class Position {
         this.kind = 'position';
     }
     get margin() {
-        return this.instrument.quote.fixed(Math.abs(this.size) / this.leverage);
+        return this.instrument.quote.floor(this.size.abs().div(this.leverage));
     }
     calculateEstimatedUnrealizedPnL(rate) {
-        this.estimatedUnrealizedPnL = this.instrument.quote.fixed((0, shared_1.pnl)(this.averageExecutionRate, rate, this.size));
+        this.estimatedUnrealizedPnL = this.instrument.quote.floor((0, shared_1.pnl)(this.averageExecutionRate, rate, this.size));
         return this.estimatedUnrealizedPnL;
     }
     toString() {

package/dist/domain/position.js.map

@@ -1 +1 @@
-{"version":3,"file":"position.js","sourceRoot":"","sources":["../../src/domain/position.ts"],"names":[],"mappings":";;;AACA,sCAA2C;AAK3C,MAAa,QAAQ;IASnB,YACW,EAAU,EACV,UAAsB,EACtB,IAAkB,EACpB,oBAA4B,EAC5B,IAAY,EACZ,QAAgB;QALd,OAAE,GAAF,EAAE,CAAQ;QACV,eAAU,GAAV,UAAU,CAAY;QACtB,SAAI,GAAJ,IAAI,CAAc;QACpB,yBAAoB,GAApB,oBAAoB,CAAQ;QAC5B,SAAI,GAAJ,IAAI,CAAQ;QACZ,aAAQ,GAAR,QAAQ,CAAQ;QAdzB,SAAI,GAAG,UAAU,CAAC;IAef,CAAC;IAXJ,IAAI,MAAM;QACR,OAAO,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,IAAI,CAAC,QAAQ,CAAC,CAAC;IAC1E,CAAC;IAWD,+BAA+B,CAAC,IAAY;QAC1C,IAAI,CAAC,sBAAsB,GAAG,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CACvD,IAAA,YAAG,EAAC,IAAI,CAAC,oBAAoB,EAAE,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC,CAChD,CAAC;QAEF,OAAO,IAAI,CAAC,sBAAsB,CAAC;IACrC,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;CACF;AA7BD,4BA6BC"}
+{"version":3,"file":"position.js","sourceRoot":"","sources":["../../src/domain/position.ts"],"names":[],"mappings":";;;AACA,sCAAoD;AAKpD,MAAa,QAAQ;IASnB,YACW,EAAU,EACV,UAAsB,EACtB,IAAkB,EACpB,oBAA6B,EAC7B,IAAa,EACb,QAAgB;QALd,OAAE,GAAF,EAAE,CAAQ;QACV,eAAU,GAAV,UAAU,CAAY;QACtB,SAAI,GAAJ,IAAI,CAAc;QACpB,yBAAoB,GAApB,oBAAoB,CAAS;QAC7B,SAAI,GAAJ,IAAI,CAAS;QACb,aAAQ,GAAR,QAAQ,CAAQ;QAdzB,SAAI,GAAG,UAAU,CAAC;IAef,CAAC;IAXJ,IAAI,MAAM;QACR,OAAO,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,GAAG,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC,CAAC;IACzE,CAAC;IAWD,+BAA+B,CAAC,IAAa;QAC3C,IAAI,CAAC,sBAAsB,GAAG,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CACvD,IAAA,YAAG,EAAC,IAAI,CAAC,oBAAoB,EAAE,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC,CAChD,CAAC;QAEF,OAAO,IAAI,CAAC,sBAAsB,CAAC;IACrC,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;CACF;AA7BD,4BA6BC"}

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

@@ -1,10 +1,11 @@
 import { Observable } from 'rxjs';
+import { decimal } from '../shared';
 import { State } from '../store';
 import { InstrumentSelector } from './instrument';
 import { Position } from './position';
 export declare function position(selector: InstrumentSelector): (source: Observable<Position>) => Observable<Readonly<Position>>;
 export declare function positions(selector: InstrumentSelector, state: State): (source: Observable<Position>) => Observable<Position[]>;
 export declare function flatten(): (source: Observable<Position[]>) => Observable<{
-    size: number;
-    rate: number;
+    size: decimal;
+    rate: decimal;
 }>;

package/dist/domain/position.operator.js

@@ -17,7 +17,7 @@ function flatten() {
         return source.pipe((0, rxjs_1.map)(it => {
             if (it.length > 1) {
                 return {
-                    size: it.reduce((aggregate, position) => aggregate + position.size, 0),
+                    size: it.reduce((aggregate, position) => aggregate.add(position.size), shared_1.d.Zero),
                     rate: (0, shared_1.weightedMean)(it.map(x => x.averageExecutionRate), it.map(x => x.size))
                 };
             }
@@ -28,8 +28,8 @@ function flatten() {
                 };
             }
             return {
-                size: 0,
-                rate: 0
+                size: shared_1.d.Zero,
+                rate: shared_1.d.Zero
             };
         }), (0, rxjs_1.share)());
     };

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

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

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

@@ -1,6 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 const rxjs_1 = require("rxjs");
+const shared_1 = require("../shared");
 const store_1 = require("../store");
 const asset_1 = require("./asset");
 const balance_1 = require("./balance");
@@ -10,7 +11,7 @@ const position_operator_1 = require("./position.operator");
 const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
 describe('position', () => {
     test('should pipe a position', done => {
-        new rxjs_1.BehaviorSubject(new position_1.Position('1', instrument, 'CROSS', 10, 2, 3))
+        new rxjs_1.BehaviorSubject(new position_1.Position('1', instrument, 'CROSS', (0, shared_1.d)(10), (0, shared_1.d)(2), 3))
             .pipe((0, position_operator_1.position)(instrument))
             .subscribe({
             next: it => {
@@ -29,8 +30,8 @@ describe('position', () => {
 describe('positions', () => {
     const state = new store_1.State();
     const balance = new balance_1.Balance(instrument.quote);
-    const position1 = new position_1.Position('1', instrument, 'CROSS', 10, 2, 3);
-    const position2 = new position_1.Position('2', instrument, 'CROSS', 20, 2, 3);
+    const position1 = new position_1.Position('1', instrument, 'CROSS', (0, shared_1.d)(10), (0, shared_1.d)(2), 3);
+    const position2 = new position_1.Position('2', instrument, 'CROSS', (0, shared_1.d)(20), (0, shared_1.d)(2), 3);
     beforeEach(() => {
         state.balance.upsert(balance);
         balance.position['1'] = position1;

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

@@ -1 +1 @@
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+{"version":3,"file":"position.operator.spec.js","sourceRoot":"","sources":["../../src/domain/position.operator.spec.ts"],"names":[],"mappings":";;AAAA,+BAAgD;AAEhD,sCAA8B;AAC9B,oCAAiC;AACjC,mCAAgC;AAChC,uCAAoC;AAEpC,6CAA0C;AAC1C,yCAAsC;AACtC,2DAA0D;AAE1D,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;AAEF,QAAQ,CAAC,UAAU,EAAE,GAAG,EAAE;IACxB,IAAI,CAAC,wBAAwB,EAAE,IAAI,CAAC,EAAE;QACpC,IAAI,sBAAe,CAAY,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,IAAA,UAAC,EAAC,EAAE,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;aACnF,IAAI,CAAC,IAAA,4BAAQ,EAAC,UAAU,CAAC,CAAC;aAC1B,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;gBAC3B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,oBAAoB,EAAE,IAAI,CAAC,EAAE;QAChC,IAAI,sBAAe,CAAY,UAAU,CAAC,CAAC,IAAI,CAAC,IAAA,4BAAQ,EAAC,UAAU,CAAC,CAAC,CAAC,SAAS,CAAC;YAC9E,IAAI,EAAE,GAAG,EAAE,CAAC,IAAI,EAAE;YAClB,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAC1B,MAAM,OAAO,GAAG,IAAI,iBAAO,CAAC,UAAU,CAAC,KAAK,CAAC,CAAC;IAC9C,MAAM,SAAS,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,IAAA,UAAC,EAAC,EAAE,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;IACzE,MAAM,SAAS,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,IAAA,UAAC,EAAC,EAAE,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;IAEzE,UAAU,CAAC,GAAG,EAAE;QACd,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;QAE9B,OAAO,CAAC,QAAQ,CAAC,GAAG,CAAC,GAAG,SAAS,CAAC;QAClC,OAAO,CAAC,QAAQ,CAAC,GAAG,CAAC,GAAG,SAAS,CAAC;IACpC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yDAAyD,EAAE,IAAI,CAAC,EAAE;QACrE,IAAI,cAAO,EAAa,CAAC,IAAI,CAAC,IAAA,6BAAS,EAAC,UAAU,EAAE,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;YACpE,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC7B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/position.spec.js

@@ -1,30 +1,31 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
+const shared_1 = require("../shared");
 const asset_1 = require("./asset");
 const instrument_1 = require("./instrument");
 const position_1 = require("./position");
 describe('Position', () => {
     const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
     test('should construct a position', () => {
-        const sut = new position_1.Position('1', instrument, 'CROSS', 10, 2, 3);
+        const sut = new position_1.Position('1', instrument, 'CROSS', (0, shared_1.d)(10), (0, shared_1.d)(2), 3);
         expect(sut.id).toEqual('1');
         expect(sut.mode).toEqual('CROSS');
-        expect(sut.averageExecutionRate).toEqual(10);
-        expect(sut.size).toEqual(2);
+        expect(sut.averageExecutionRate).toEqual((0, shared_1.d)(10));
+        expect(sut.size).toEqual((0, shared_1.d)(2));
         expect(sut.leverage).toEqual(3);
         expect(sut.estimatedUnrealizedPnL).toEqual(undefined);
         expect(sut.id).toEqual('1');
     });
     test('should calculate correct margin', () => {
-        const sut = new position_1.Position('1', instrument, 'CROSS', 2511.81, 10.31, 20);
-        expect(sut.margin).toEqual(0.5155);
+        const sut = new position_1.Position('1', instrument, 'CROSS', (0, shared_1.d)(2511.81), (0, shared_1.d)(10.31), 20);
+        expect(sut.margin).toEqual((0, shared_1.d)(0.5155));
         expect(sut.estimatedUnrealizedPnL).toEqual(undefined);
     });
     test('should calculate correct unrealized pnl', () => {
-        const sut = new position_1.Position('1', instrument, 'CROSS', 2511.81, 10.31, 20);
-        const pnl = sut.calculateEstimatedUnrealizedPnL(2576.44);
-        expect(pnl).toEqual(0.2652);
-        expect(sut.estimatedUnrealizedPnL).toEqual(0.2652);
+        const sut = new position_1.Position('1', instrument, 'CROSS', (0, shared_1.d)(2511.81), (0, shared_1.d)(10.31), 20);
+        const pnl = sut.calculateEstimatedUnrealizedPnL((0, shared_1.d)(2576.44));
+        expect(pnl).toEqual((0, shared_1.d)(0.2652));
+        expect(sut.estimatedUnrealizedPnL).toEqual((0, shared_1.d)(0.2652));
     });
 });
 //# sourceMappingURL=position.spec.js.map

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

@@ -1 +1 @@
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+{"version":3,"file":"position.spec.js","sourceRoot":"","sources":["../../src/domain/position.spec.ts"],"names":[],"mappings":";;AAAA,sCAA8B;AAC9B,mCAAgC;AAChC,6CAA0C;AAC1C,yCAAsC;AAEtC,QAAQ,CAAC,UAAU,EAAE,GAAG,EAAE;IACxB,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;IAEF,IAAI,CAAC,6BAA6B,EAAE,GAAG,EAAE;QACvC,MAAM,GAAG,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,IAAA,UAAC,EAAC,EAAE,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;QAEnE,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;QAClC,MAAM,CAAC,GAAG,CAAC,oBAAoB,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,CAAC;QAChD,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;QAC/B,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,sBAAsB,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACtD,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;IAC9B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,iCAAiC,EAAE,GAAG,EAAE;QAC3C,MAAM,GAAG,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,IAAA,UAAC,EAAC,OAAO,CAAC,EAAE,IAAA,UAAC,EAAC,KAAK,CAAC,EAAE,EAAE,CAAC,CAAC;QAE7E,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,MAAM,CAAC,CAAC,CAAC;QACtC,MAAM,CAAC,GAAG,CAAC,sBAAsB,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACxD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yCAAyC,EAAE,GAAG,EAAE;QACnD,MAAM,GAAG,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,IAAA,UAAC,EAAC,OAAO,CAAC,EAAE,IAAA,UAAC,EAAC,KAAK,CAAC,EAAE,EAAE,CAAC,CAAC;QAE7E,MAAM,GAAG,GAAG,GAAG,CAAC,+BAA+B,CAAC,IAAA,UAAC,EAAC,OAAO,CAAC,CAAC,CAAC;QAE5D,MAAM,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,MAAM,CAAC,CAAC,CAAC;QAC/B,MAAM,CAAC,GAAG,CAAC,sBAAsB,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,MAAM,CAAC,CAAC,CAAC;IACxD,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/session.js

@@ -91,7 +91,7 @@ class Session {
         return this.store.changes$.pipe((0, order_operator_1.orders)(selector, this.store.snapshot));
     }
     history(selector, timeframe, length) {
-        return this.store.changes$.pipe((0, rxjs_1.startWith)(this.store.snapshot.universe.instrument.get(selector.id)), (0, rxjs_1.filter)(it => it instanceof domain_1.Instrument && it.id == selector.id), (0, rxjs_1.switchMap)(() => (0, rxjs_1.from)(this.aggregate.history({ instrument: selector, timeframe, length }))), (0, rxjs_1.take)(1), (0, rxjs_1.shareReplay)(), (0, rxjs_1.mergeMap)(it => it));
+        return this.store.changes$.pipe((0, rxjs_1.startWith)(this.store.snapshot.universe.instrument.get(selector.id)), (0, rxjs_1.filter)(it => it instanceof domain_1.Instrument && it.id == selector.id), (0, rxjs_1.switchMap)(() => (0, rxjs_1.from)(this.aggregate.history(selector, timeframe, length))), (0, rxjs_1.take)(1), (0, rxjs_1.shareReplay)(), (0, rxjs_1.mergeMap)(it => it));
     }
 }
 exports.Session = Session;

package/dist/domain/session.js.map

@@ -1 +1 @@
-{"version":3,"file":"session.js","sourceRoot":"","sources":["../../src/domain/session.ts"],"names":[],"mappings":";;;AAAA,+BAac;AAId,sCAUmB;AACnB,sCAAgC;AAGhC,yDAA6C;AAC7C,+DAAgE;AAChE,qDAAiD;AACjD,6DAAiD;AACjD,2DAA0D;AAC1D,qDAAyC;AAgCzC,MAAa,OAAO;IAQlB,YACW,KAAY,EACZ,SAA2B,EAC3B,UAA8B;QAF9B,UAAK,GAAL,KAAK,CAAO;QACZ,cAAS,GAAT,SAAS,CAAkB;QAC3B,eAAU,GAAV,UAAU,CAAoB;QAVjC,gBAAW,GAAG,KAAK,CAAC;QAa1B,IAAI,UAAU,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE;YAChC,UAAU,CAAC,EAAE,GAAG,IAAA,YAAG,GAAE,CAAC;SACvB;IACH,CAAC;IAbD,IAAI,SAAS;QACX,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC;IACvC,CAAC;IAaD,KAAK,CAAC,KAAK,CAAC,QAA+C;QACzD,IAAI,IAAI,CAAC,WAAW,EAAE;YACpB,OAAO;SACR;QAED,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC;QAGxB,MAAM,IAAI,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC;QAE7B,IAAI,QAAQ,EAAE;YACZ,IAAI,CAAC,YAAY,GAAG,QAAQ,CAAC,IAAI,CAAC;iBAC/B,IAAI,CAAC,IAAA,eAAQ,EAAC,GAAG,EAAE,CAAC,IAAI,CAAC,OAAO,EAAE,CAAC,CAAC;iBACpC,SAAS,EAAE,CAAC;SAChB;IACH,CAAC;IAED,KAAK,CAAC,OAAO;QACX,IAAI,CAAC,IAAI,CAAC,WAAW,EAAE;YACrB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,YAAY,EAAE;YACrB,IAAI,CAAC,YAAY,CAAC,WAAW,EAAE,CAAC;YAChC,IAAI,CAAC,YAAY,GAAG,SAAS,CAAC;SAC/B;QAED,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,CAAC;QAErB,MAAM,IAAI,CAAC,SAAS,CAAC,OAAO,EAAE,CAAC;QAE/B,IAAI,CAAC,WAAW,GAAG,KAAK,CAAC;IAC3B,CAAC;IAMD,SAAS,CAAC,UAAqC;QAC7C,OAAO,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;IAC9C,CAAC;IAOD,IAAI,CAAC,KAAY;QACf,OAAO,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,IAAI,CAC1C,IAAA,gBAAS,EAAC,GAAG,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,CACpF,CAAC;IACJ,CAAC;IAKD,MAAM,CAAC,KAAY;QACjB,OAAO,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CACzD,IAAA,gBAAS,EAAC,GAAG,EAAE,CACb,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,cAAK,IAAI,KAAK,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CACjF,EACD,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;IACJ,CAAC;IAMD,UAAU,CAAC,QAA4B;QACrC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,gCAAU,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC7E,CAAC;IAMD,WAAW;QACT,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,iCAAW,EAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACpE,CAAC;IAKD,OAAO,CAAC,QAAuB;QAC7B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,0BAAO,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC1E,CAAC;IAKD,KAAK,CAAC,QAA4B;QAChC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACxE,CAAC;IAMD,SAAS,CAAC,QAA4B;QACpC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,8BAAS,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC5E,CAAC;IAKD,QAAQ,CAAC,QAA4B;QACnC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,4BAAQ,EAAC,QAAQ,CAAC,CAAC,CAAC;IACtD,CAAC;IAKD,SAAS,CAAC,QAA4B;QACpC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,6BAAS,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC5E,CAAC;IAED,KAAK,CAAC,QAA4B;QAChC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,QAAQ,CAAC,CAAC,CAAC;IACnD,CAAC;IAED,MAAM,CAAC,QAA4B;QACjC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,uBAAM,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACzE,CAAC;IAED,OAAO,CACL,QAA4B,EAC5B,SAAiB,EACjB,MAAc;QAEd,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,gBAAS,EAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,EACnE,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,mBAAU,IAAI,EAAE,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,EAC9D,IAAA,gBAAS,EAAC,GAAG,EAAE,CACb,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,EAAE,UAAU,EAAE,QAAQ,EAAE,SAAS,EAAE,MAAM,EAAE,CAAC,CAAC,CAC1E,EACD,IAAA,WAAI,EAAC,CAAC,CAAC,EACP,IAAA,kBAAW,GAAE,EACb,IAAA,eAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CACnB,CAAC;IACJ,CAAC;CACF;AA9KD,0BA8KC"}
+{"version":3,"file":"session.js","sourceRoot":"","sources":["../../src/domain/session.ts"],"names":[],"mappings":";;;AAAA,+BAac;AAId,sCAUmB;AACnB,sCAAgC;AAGhC,yDAA6C;AAC7C,+DAAgE;AAChE,qDAAiD;AACjD,6DAAiD;AACjD,2DAA0D;AAC1D,qDAAyC;AAgCzC,MAAa,OAAO;IAQlB,YACW,KAAY,EACZ,SAA2B,EAC3B,UAA8B;QAF9B,UAAK,GAAL,KAAK,CAAO;QACZ,cAAS,GAAT,SAAS,CAAkB;QAC3B,eAAU,GAAV,UAAU,CAAoB;QAVjC,gBAAW,GAAG,KAAK,CAAC;QAa1B,IAAI,UAAU,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE;YAChC,UAAU,CAAC,EAAE,GAAG,IAAA,YAAG,GAAE,CAAC;SACvB;IACH,CAAC;IAbD,IAAI,SAAS;QACX,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC;IACvC,CAAC;IAaD,KAAK,CAAC,KAAK,CAAC,QAA+C;QACzD,IAAI,IAAI,CAAC,WAAW,EAAE;YACpB,OAAO;SACR;QAED,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC;QAGxB,MAAM,IAAI,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC;QAE7B,IAAI,QAAQ,EAAE;YACZ,IAAI,CAAC,YAAY,GAAG,QAAQ,CAAC,IAAI,CAAC;iBAC/B,IAAI,CAAC,IAAA,eAAQ,EAAC,GAAG,EAAE,CAAC,IAAI,CAAC,OAAO,EAAE,CAAC,CAAC;iBACpC,SAAS,EAAE,CAAC;SAChB;IACH,CAAC;IAED,KAAK,CAAC,OAAO;QACX,IAAI,CAAC,IAAI,CAAC,WAAW,EAAE;YACrB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,YAAY,EAAE;YACrB,IAAI,CAAC,YAAY,CAAC,WAAW,EAAE,CAAC;YAChC,IAAI,CAAC,YAAY,GAAG,SAAS,CAAC;SAC/B;QAED,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,CAAC;QAErB,MAAM,IAAI,CAAC,SAAS,CAAC,OAAO,EAAE,CAAC;QAE/B,IAAI,CAAC,WAAW,GAAG,KAAK,CAAC;IAC3B,CAAC;IAMD,SAAS,CAAC,UAAqC;QAC7C,OAAO,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;IAC9C,CAAC;IAOD,IAAI,CAAC,KAAY;QACf,OAAO,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,IAAI,CAC1C,IAAA,gBAAS,EAAC,GAAG,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,CACpF,CAAC;IACJ,CAAC;IAKD,MAAM,CAAC,KAAY;QACjB,OAAO,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CACzD,IAAA,gBAAS,EAAC,GAAG,EAAE,CACb,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,cAAK,IAAI,KAAK,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CACjF,EACD,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;IACJ,CAAC;IAMD,UAAU,CAAC,QAA4B;QACrC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,gCAAU,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC7E,CAAC;IAMD,WAAW;QACT,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,iCAAW,EAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACpE,CAAC;IAKD,OAAO,CAAC,QAAuB;QAC7B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,0BAAO,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC1E,CAAC;IAKD,KAAK,CAAC,QAA4B;QAChC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACxE,CAAC;IAMD,SAAS,CAAC,QAA4B;QACpC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,8BAAS,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC5E,CAAC;IAKD,QAAQ,CAAC,QAA4B;QACnC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,4BAAQ,EAAC,QAAQ,CAAC,CAAC,CAAC;IACtD,CAAC;IAKD,SAAS,CAAC,QAA4B;QACpC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,6BAAS,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC5E,CAAC;IAED,KAAK,CAAC,QAA4B;QAChC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,QAAQ,CAAC,CAAC,CAAC;IACnD,CAAC;IAED,MAAM,CAAC,QAA4B;QACjC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,uBAAM,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACzE,CAAC;IAED,OAAO,CACL,QAA4B,EAC5B,SAAiB,EACjB,MAAc;QAEd,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,gBAAS,EAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,EACnE,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,mBAAU,IAAI,EAAE,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,EAC9D,IAAA,gBAAS,EAAC,GAAG,EAAE,CAAC,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,QAAQ,EAAE,SAAS,EAAE,MAAM,CAAC,CAAC,CAAC,EAC1E,IAAA,WAAI,EAAC,CAAC,CAAC,EACP,IAAA,kBAAW,GAAE,EACb,IAAA,eAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CACnB,CAAC;IACJ,CAAC;CACF;AA5KD,0BA4KC"}

package/dist/domain/session.spec.js

@@ -17,7 +17,7 @@ describe('Session', () => {
             },
             complete: done()
         });
-        session.store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), new domain_1.Asset('de30', 'cex', 2), new domain_1.Asset('usd', 'cex', 2), new domain_1.Commission(0, 0), ''), new store_1.InstrumentPatchEvent((0, shared_1.now)(), new domain_1.Asset('wig20', 'cex', 2), new domain_1.Asset('pln', 'cex', 2), new domain_1.Commission(0, 0), ''));
+        session.store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), new domain_1.Asset('de30', 'cex', 2), new domain_1.Asset('usd', 'cex', 2), new domain_1.Commission(shared_1.d.Zero, shared_1.d.Zero), ''), new store_1.InstrumentPatchEvent((0, shared_1.now)(), new domain_1.Asset('wig20', 'cex', 2), new domain_1.Asset('pln', 'cex', 2), new domain_1.Commission(shared_1.d.Zero, shared_1.d.Zero), ''));
     });
 });
 //# sourceMappingURL=session.spec.js.map

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

@@ -1 +1 @@
-{"version":3,"file":"session.spec.js","sourceRoot":"","sources":["../../src/domain/session.spec.ts"],"names":[],"mappings":";;AAAA,4CAAyC;AACzC,sCAA8C;AAC9C,sCAAgC;AAChC,oCAAgD;AAGhD,QAAQ,CAAC,SAAS,EAAE,GAAG,EAAE;IACvB,MAAM,UAAU,GAAsB;QACpC,EAAE,EAAE,IAAA,YAAG,GAAE;QACT,OAAO,EAAE,EAAE;KACZ,CAAC;IAEF,IAAI,CAAC,qBAAqB,EAAE,IAAI,CAAC,EAAE;QACjC,MAAM,OAAO,GAAG,IAAI,qBAAS,CAAC,UAAU,CAAC,CAAC,KAAK,EAAE,CAAC;QAElD,OAAO,CAAC,WAAW,EAAE,CAAC,SAAS,CAAC;YAC9B,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;YAC/B,CAAC;YACD,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;QAEH,OAAO,CAAC,KAAK,CAAC,QAAQ,CACpB,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,EAC3B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EACpB,EAAE,CACH,EACD,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,OAAO,EAAE,KAAK,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EACpB,EAAE,CACH,CACF,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
+{"version":3,"file":"session.spec.js","sourceRoot":"","sources":["../../src/domain/session.spec.ts"],"names":[],"mappings":";;AAAA,4CAAyC;AACzC,sCAA8C;AAC9C,sCAAmC;AACnC,oCAAgD;AAGhD,QAAQ,CAAC,SAAS,EAAE,GAAG,EAAE;IACvB,MAAM,UAAU,GAAsB;QACpC,EAAE,EAAE,IAAA,YAAG,GAAE;QACT,OAAO,EAAE,EAAE;KACZ,CAAC;IAEF,IAAI,CAAC,qBAAqB,EAAE,IAAI,CAAC,EAAE;QACjC,MAAM,OAAO,GAAG,IAAI,qBAAS,CAAC,UAAU,CAAC,CAAC,KAAK,EAAE,CAAC;QAElD,OAAO,CAAC,WAAW,EAAE,CAAC,SAAS,CAAC;YAC9B,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;YAC/B,CAAC;YACD,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;QAEH,OAAO,CAAC,KAAK,CAAC,QAAQ,CACpB,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,EAC3B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,UAAC,CAAC,IAAI,EAAE,UAAC,CAAC,IAAI,CAAC,EAC9B,EAAE,CACH,EACD,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,OAAO,EAAE,KAAK,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,UAAC,CAAC,IAAI,EAAE,UAAC,CAAC,IAAI,CAAC,EAC9B,EAAE,CACH,CACF,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/trade.d.ts

@@ -1,4 +1,4 @@
-import { timestamp } from '../shared';
+import { decimal, timestamp } from '../shared';
 import { Instrument } from '.';
 import { Component } from './component';
 export declare class Trade implements Component {
@@ -6,8 +6,8 @@ export declare class Trade implements Component {
     id: string;
     kind: string;
     timestamp: timestamp;
-    rate: number;
-    quantity: number;
+    rate: decimal;
+    quantity: decimal;
     constructor(instrument: Instrument);
     toString(): string;
 }

package/dist/indicator/atr.d.ts

@@ -1,3 +1,4 @@
 import { Observable } from 'rxjs';
 import { Candle } from '../domain';
-export declare function atr<T>(length: number, fn: (it: T) => Candle): (source: Observable<T>) => Observable<[T, number]>;
+import { decimal } from '../shared';
+export declare function atr<T>(length: number, fn: (it: T) => Candle): (source: Observable<T>) => Observable<[T, decimal]>;

package/dist/indicator/atr.js

@@ -3,11 +3,11 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.atr = void 0;
 const rxjs_1 = require("rxjs");
 const rma_1 = require("./rma");
-const truerange_1 = require("./truerange");
+const true_range_1 = require("./true-range");
 function atr(length, fn) {
     return function (source) {
-        return source.pipe((0, truerange_1.truerange)(fn), (0, rma_1.rma)(length, ([, tr]) => tr), (0, rxjs_1.map)(([[it], truerange]) => {
-            const tuple = [it, truerange];
+        return source.pipe((0, true_range_1.trueRange)(fn), (0, rma_1.rma)(length, ([, tr]) => tr), (0, rxjs_1.map)(([[it], tr]) => {
+            const tuple = [it, tr];
             return tuple;
         }), (0, rxjs_1.share)());
     };

package/dist/indicator/atr.js.map

@@ -1 +1 @@
-{"version":3,"file":"atr.js","sourceRoot":"","sources":["../../src/indicator/atr.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAG9C,+BAA4B;AAC5B,2CAAwC;AAExC,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAqB;IAC1D,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,qBAAS,EAAC,EAAE,CAAC,EACb,IAAA,SAAG,EAAC,MAAM,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAC3B,IAAA,UAAG,EAAC,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,SAAS,CAAC,EAAE,EAAE;YACxB,MAAM,KAAK,GAAgB,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC;YAE3C,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAbD,kBAaC"}
+{"version":3,"file":"atr.js","sourceRoot":"","sources":["../../src/indicator/atr.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAI9C,+BAA4B;AAC5B,6CAAyC;AAEzC,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAqB;IAC1D,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,sBAAS,EAAC,EAAE,CAAC,EACb,IAAA,SAAG,EAAC,MAAM,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAC3B,IAAA,UAAG,EAAC,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE;YACjB,MAAM,KAAK,GAAiB,CAAC,EAAE,EAAE,EAAE,CAAC,CAAC;YAErC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAbD,kBAaC"}

package/dist/indicator/cross.d.ts

@@ -1,3 +1,4 @@
 import { Observable } from 'rxjs';
-export declare function crossunder<T>(limitFn: (it: T) => number, currentFn: (it: T) => number): (source: Observable<T>) => Observable<T>;
-export declare function crossover<T>(limitFn: (it: T) => number, currentFn: (it: T) => number): (source: Observable<T>) => Observable<T>;
+import { decimal } from '../shared';
+export declare function crossUnder<T>(trigger: decimal | ((it: T) => decimal), value: (it: T) => decimal): (source: Observable<T>) => Observable<T>;
+export declare function crossOver<T>(trigger: decimal | ((it: T) => decimal), value: (it: T) => decimal): (source: Observable<T>) => Observable<T>;

package/dist/indicator/cross.js

@@ -1,17 +1,17 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.crossover = exports.crossunder = void 0;
+exports.crossOver = exports.crossUnder = void 0;
 const rxjs_1 = require("rxjs");
-function crossunder(limitFn, currentFn) {
+function crossUnder(trigger, value) {
     return function (source) {
         let triggered = false;
         return source.pipe((0, rxjs_1.filter)(it => {
-            const limit = limitFn(it);
-            const current = currentFn(it);
-            if (current < limit) {
+            const limit = typeof trigger == 'function' ? trigger(it) : trigger;
+            const current = value(it);
+            if (current.lessThan(limit)) {
                 triggered = true;
             }
-            if (triggered && current > limit) {
+            if (triggered && current.greaterThan(limit)) {
                 triggered = false;
                 return true;
             }
@@ -19,17 +19,17 @@ function crossunder(limitFn, currentFn) {
         }));
     };
 }
-exports.crossunder = crossunder;
-function crossover(limitFn, currentFn) {
+exports.crossUnder = crossUnder;
+function crossOver(trigger, value) {
     return function (source) {
         let triggered = false;
         return source.pipe((0, rxjs_1.filter)(it => {
-            const limit = limitFn(it);
-            const current = currentFn(it);
-            if (current > limit) {
+            const limit = typeof trigger == 'function' ? trigger(it) : trigger;
+            const current = value(it);
+            if (current.greaterThan(limit)) {
                 triggered = true;
             }
-            if (triggered && current < limit) {
+            if (triggered && current.lessThan(limit)) {
                 triggered = false;
                 return true;
             }
@@ -37,5 +37,5 @@ function crossover(limitFn, currentFn) {
         }));
     };
 }
-exports.crossover = crossover;
+exports.crossOver = crossOver;
 //# sourceMappingURL=cross.js.map

package/dist/indicator/cross.js.map

@@ -1 +1 @@
-{"version":3,"file":"cross.js","sourceRoot":"","sources":["../../src/indicator/cross.ts"],"names":[],"mappings":";;;AAAA,+BAA0C;AAE1C,SAAgB,UAAU,CAAI,OAA0B,EAAE,SAA4B;IACpF,OAAO,UAAU,MAAqB;QACpC,IAAI,SAAS,GAAG,KAAK,CAAC;QAEtB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE;YACV,MAAM,KAAK,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC;YAC1B,MAAM,OAAO,GAAG,SAAS,CAAC,EAAE,CAAC,CAAC;YAE9B,IAAI,OAAO,GAAG,KAAK,EAAE;gBACnB,SAAS,GAAG,IAAI,CAAC;aAClB;YAED,IAAI,SAAS,IAAI,OAAO,GAAG,KAAK,EAAE;gBAChC,SAAS,GAAG,KAAK,CAAC;gBAElB,OAAO,IAAI,CAAC;aACb;YAED,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,CACH,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAvBD,gCAuBC;AAED,SAAgB,SAAS,CAAI,OAA0B,EAAE,SAA4B;IACnF,OAAO,UAAU,MAAqB;QACpC,IAAI,SAAS,GAAG,KAAK,CAAC;QAEtB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE;YACV,MAAM,KAAK,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC;YAC1B,MAAM,OAAO,GAAG,SAAS,CAAC,EAAE,CAAC,CAAC;YAE9B,IAAI,OAAO,GAAG,KAAK,EAAE;gBACnB,SAAS,GAAG,IAAI,CAAC;aAClB;YAED,IAAI,SAAS,IAAI,OAAO,GAAG,KAAK,EAAE;gBAChC,SAAS,GAAG,KAAK,CAAC;gBAElB,OAAO,IAAI,CAAC;aACb;YAED,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,CACH,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAvBD,8BAuBC"}
+{"version":3,"file":"cross.js","sourceRoot":"","sources":["../../src/indicator/cross.ts"],"names":[],"mappings":";;;AAAA,+BAA0C;AAI1C,SAAgB,UAAU,CACxB,OAAuC,EACvC,KAAyB;IAEzB,OAAO,UAAU,MAAqB;QACpC,IAAI,SAAS,GAAG,KAAK,CAAC;QAEtB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE;YACV,MAAM,KAAK,GAAG,OAAO,OAAO,IAAI,UAAU,CAAC,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC;YACnE,MAAM,OAAO,GAAG,KAAK,CAAC,EAAE,CAAC,CAAC;YAE1B,IAAI,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE;gBAC3B,SAAS,GAAG,IAAI,CAAC;aAClB;YAED,IAAI,SAAS,IAAI,OAAO,CAAC,WAAW,CAAC,KAAK,CAAC,EAAE;gBAC3C,SAAS,GAAG,KAAK,CAAC;gBAElB,OAAO,IAAI,CAAC;aACb;YAED,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,CACH,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA1BD,gCA0BC;AAED,SAAgB,SAAS,CACvB,OAAuC,EACvC,KAAyB;IAEzB,OAAO,UAAU,MAAqB;QACpC,IAAI,SAAS,GAAG,KAAK,CAAC;QAEtB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE;YACV,MAAM,KAAK,GAAG,OAAO,OAAO,IAAI,UAAU,CAAC,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC;YACnE,MAAM,OAAO,GAAG,KAAK,CAAC,EAAE,CAAC,CAAC;YAE1B,IAAI,OAAO,CAAC,WAAW,CAAC,KAAK,CAAC,EAAE;gBAC9B,SAAS,GAAG,IAAI,CAAC;aAClB;YAED,IAAI,SAAS,IAAI,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE;gBACxC,SAAS,GAAG,KAAK,CAAC;gBAElB,OAAO,IAAI,CAAC;aACb;YAED,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,CACH,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA1BD,8BA0BC"}