@quantform/core 0.5.15 → 0.6.4

package/LICENSE.md

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2022 Mateusz Majchrzak
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

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

@@ -1,8 +1,13 @@
 import { Candle, InstrumentSelector, Order } from '../domain';
+import { timestamp } from '../shared';
 import { Cache } from '../storage';
 import { Store } from '../store';
-import { Adapter, FeedQuery, HistoryQuery } from '.';
-import { AdapterFactory, AdapterTimeProvider } from './adapter';
+import { Adapter } from '.';
+import { AdapterFactory, AdapterTimeProvider, FeedAsyncCallback } from './adapter';
+/**
+ * Manages instances of all adapters provided in session descriptor.
+ * Awakes and disposes adapters, routes and executes commands.
+ */
 export declare class AdapterAggregate {
     private readonly factories;
     private readonly timeProvider;
@@ -10,12 +15,43 @@ export declare class AdapterAggregate {
     private readonly cache;
     private readonly adapter;
     constructor(factories: AdapterFactory[], timeProvider: AdapterTimeProvider, store: Store, cache: Cache);
+    /**
+     * Returns adapter by name.
+     * @param adapterName adapter name.
+     * @returns
+     */
     get(adapterName: string): Adapter;
+    /**
+     * Sets up all adapters.
+     */
     awake(): Promise<void>;
-    dispose(): Promise<any>;
+    /**
+     * Disposes all adapters.
+     */
+    dispose(): Promise<void>;
+    /**
+     * Subscribe to collection of instruments.
+     * @param selectors
+     */
     subscribe(selectors: InstrumentSelector[]): Promise<void>;
+    /**
+     * Opens new order.
+     * @param order an order to open.
+     */
     open(order: Order): Promise<void>;
+    /**
+     * Cancels specific order.
+     */
     cancel(order: Order): Promise<void>;
-    history(query: HistoryQuery): Promise<Candle[]>;
-    feed(query: FeedQuery): Promise<void>;
+    /**
+     *
+     * @returns
+     */
+    history(instrument: InstrumentSelector, timeframe: number, length: number): Promise<Candle[]>;
+    /**
+     * Feeds a storage with historical instrument data.
+     * @returns
+     */
+    feed(instrument: InstrumentSelector, from: timestamp, to: timestamp, callback: FeedAsyncCallback): Promise<void>;
 }
+//# sourceMappingURL=adapter-aggregate.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"adapter-aggregate.d.ts","sourceRoot":"","sources":["../../src/adapter/adapter-aggregate.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,kBAAkB,EAAE,KAAK,EAAE,MAAM,WAAW,CAAC;AAC9D,OAAO,EAAU,SAAS,EAAE,MAAM,WAAW,CAAC;AAC9C,OAAO,EAAE,KAAK,EAAE,MAAM,YAAY,CAAC;AACnC,OAAO,EAAE,KAAK,EAAE,MAAM,UAAU,CAAC;AACjC,OAAO,EAAE,OAAO,EAAE,MAAM,GAAG,CAAC;AAC5B,OAAO,EAAE,cAAc,EAAE,mBAAmB,EAAE,iBAAiB,EAAE,MAAM,WAAW,CAAC;AAGnF;;;GAGG;AACH,qBAAa,gBAAgB;IAIzB,OAAO,CAAC,QAAQ,CAAC,SAAS;IAC1B,OAAO,CAAC,QAAQ,CAAC,YAAY;IAC7B,OAAO,CAAC,QAAQ,CAAC,KAAK;IACtB,OAAO,CAAC,QAAQ,CAAC,KAAK;IANxB,OAAO,CAAC,QAAQ,CAAC,OAAO,CAA+B;gBAGpC,SAAS,EAAE,cAAc,EAAE,EAC3B,YAAY,EAAE,mBAAmB,EACjC,KAAK,EAAE,KAAK,EACZ,KAAK,EAAE,KAAK;IAG/B;;;;OAIG;IACH,GAAG,CAAC,WAAW,EAAE,MAAM,GAAG,OAAO;IAUjC;;OAEG;IACG,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC;IAe5B;;OAEG;IACG,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAU9B;;;OAGG;IACG,SAAS,CAAC,SAAS,EAAE,kBAAkB,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IA0B/D;;;OAGG;IACG,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAiBvC;;OAEG;IACH,MAAM,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAcnC;;;OAGG;IACH,OAAO,CACL,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,MAAM,EACjB,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,MAAM,EAAE,CAAC;IAUpB;;;OAGG;IACH,IAAI,CACF,UAAU,EAAE,kBAAkB,EAC9B,IAAI,EAAE,SAAS,EACf,EAAE,EAAE,SAAS,EACb,QAAQ,EAAE,iBAAiB,GAC1B,OAAO,CAAC,IAAI,CAAC;CASjB"}

package/dist/adapter/adapter-aggregate.js

@@ -1,8 +1,21 @@
 "use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.AdapterAggregate = void 0;
 const shared_1 = require("../shared");
 const error_1 = require("./error");
+/**
+ * Manages instances of all adapters provided in session descriptor.
+ * Awakes and disposes adapters, routes and executes commands.
+ */
 class AdapterAggregate {
     constructor(factories, timeProvider, store, cache) {
         this.factories = factories;
@@ -11,6 +24,11 @@ class AdapterAggregate {
         this.cache = cache;
         this.adapter = {};
     }
+    /**
+     * Returns adapter by name.
+     * @param adapterName adapter name.
+     * @returns
+     */
     get(adapterName) {
         const adapter = this.adapter[adapterName];
         if (!adapter) {
@@ -18,81 +36,123 @@ class AdapterAggregate {
         }
         return adapter;
     }
-    async awake() {
-        for (const factory of this.factories) {
-            const adapter = factory(this.timeProvider, this.store, this.cache);
-            try {
-                await adapter.awake();
-                await adapter.account();
-            }
-            catch (e) {
-                shared_1.Logger.error(e);
+    /**
+     * Sets up all adapters.
+     */
+    awake() {
+        return __awaiter(this, void 0, void 0, function* () {
+            for (const factory of this.factories) {
+                const adapter = factory(this.timeProvider, this.store, this.cache);
+                try {
+                    yield adapter.awake();
+                    yield adapter.account();
+                }
+                catch (error) {
+                    shared_1.Logger.error(adapter.name, error);
+                }
+                this.adapter[adapter.name] = adapter;
             }
-            this.adapter[adapter.name] = adapter;
-        }
+        });
     }
-    async dispose() {
-        for (const adapter of Object.values(this.adapter)) {
-            try {
-                await adapter.dispose();
+    /**
+     * Disposes all adapters.
+     */
+    dispose() {
+        return __awaiter(this, void 0, void 0, function* () {
+            for (const adapter of Object.values(this.adapter)) {
+                try {
+                    yield adapter.dispose();
+                }
+                catch (error) {
+                    shared_1.Logger.error(adapter.name, error);
+                }
             }
-            catch (e) {
-                shared_1.Logger.error(e);
-            }
-        }
+        });
     }
-    async subscribe(selectors) {
-        const grouped = selectors.reduce((aggregate, it) => {
-            const adapter = it.base.adapterName;
-            if (aggregate[adapter]) {
-                aggregate[adapter].push(it);
-            }
-            else {
-                aggregate[adapter] = [it];
+    /**
+     * Subscribe to collection of instruments.
+     * @param selectors
+     */
+    subscribe(selectors) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const grouped = selectors.reduce((aggregate, it) => {
+                const adapter = it.base.adapterName;
+                if (aggregate[adapter]) {
+                    aggregate[adapter].push(it);
+                }
+                else {
+                    aggregate[adapter] = [it];
+                }
+                return aggregate;
+            }, {});
+            for (const adapterName in grouped) {
+                shared_1.Logger.debug(adapterName, `subscribing for ${grouped[adapterName].join(', ')}`);
+                try {
+                    yield this.get(adapterName).subscribe(grouped[adapterName]);
+                }
+                catch (error) {
+                    shared_1.Logger.error(adapterName, error);
+                    throw error;
+                }
             }
-            return aggregate;
-        }, {});
-        for (const adapterName in grouped) {
+        });
+    }
+    /**
+     * Opens new order.
+     * @param order an order to open.
+     */
+    open(order) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const { adapterName } = order.instrument.base;
+            shared_1.Logger.debug(adapterName, `opening a new order on ${order.instrument.toString()} as ${order.id}`);
             try {
-                await this.get(adapterName).subscribe(grouped[adapterName]);
+                yield this.get(adapterName).open(order);
             }
-            catch (e) {
-                shared_1.Logger.error(e);
+            catch (error) {
+                shared_1.Logger.error(adapterName, error);
+                throw error;
             }
-        }
-    }
-    async open(order) {
-        try {
-            await this.get(order.instrument.base.adapterName).open(order);
-        }
-        catch (e) {
-            shared_1.Logger.error(e);
-        }
+        });
     }
+    /**
+     * Cancels specific order.
+     */
     cancel(order) {
+        const { adapterName } = order.instrument.base;
+        shared_1.Logger.debug(adapterName, `canceling a ${order.id} order`);
         try {
-            return this.get(order.instrument.base.adapterName).cancel(order);
+            return this.get(adapterName).cancel(order);
         }
-        catch (e) {
-            shared_1.Logger.error(e);
+        catch (error) {
+            shared_1.Logger.error(adapterName, error);
+            throw error;
         }
     }
-    history(query) {
+    /**
+     *
+     * @returns
+     */
+    history(instrument, timeframe, length) {
         try {
-            return this.get(query.instrument.base.adapterName).history(query);
+            return this.get(instrument.base.adapterName).history(instrument, timeframe, length);
         }
-        catch (e) {
-            shared_1.Logger.error(e);
+        catch (error) {
+            shared_1.Logger.error(instrument.base.adapterName, error);
+            throw error;
         }
     }
-    feed(query) {
+    /**
+     * Feeds a storage with historical instrument data.
+     * @returns
+     */
+    feed(instrument, from, to, callback) {
         try {
-            return this.get(query.instrument.base.adapterName).feed(query);
+            return this.get(instrument.base.adapterName).feed(instrument, from, to, callback);
         }
-        catch (e) {
-            shared_1.Logger.error(e);
+        catch (error) {
+            shared_1.Logger.error(instrument.base.adapterName, error);
+            throw error;
         }
     }
 }
 exports.AdapterAggregate = AdapterAggregate;
-//# sourceMappingURL=adapter-aggregate.js.map

package/dist/adapter/adapter.d.ts

@@ -1,6 +1,6 @@
 import { Candle, InstrumentSelector, Order } from '../domain';
 import { timestamp } from '../shared';
-import { Cache, Feed } from '../storage';
+import { Cache, StorageEvent } from '../storage';
 import { Store } from '../store';
 import { PaperAdapter } from './paper';
 import { PaperEngine } from './paper/engine/paper-engine';
@@ -10,31 +10,45 @@ export declare type AdapterTimeProvider = {
 export declare const DefaultTimeProvider: {
     timestamp: () => number;
 };
+export declare type FeedAsyncCallback = (timestamp: number, chunk: StorageEvent[]) => void;
 export declare type AdapterFactory = (timeProvider: AdapterTimeProvider, store: Store, cache: Cache) => Adapter;
-export declare type HistoryQuery = {
-    instrument: InstrumentSelector;
-    timeframe: number;
-    length: number;
-};
-export declare type FeedQuery = {
-    instrument: InstrumentSelector;
-    from: timestamp;
-    to: timestamp;
-    destination: Feed;
-    callback: (timestamp: number) => void;
-};
+/**
+ * Base adapter class, you should derive your own adapter from this class.
+ * @abstract
+ */
 export declare abstract class Adapter {
     private readonly timeProvider;
     abstract name: string;
     timestamp(): timestamp;
     constructor(timeProvider: AdapterTimeProvider);
+    /**
+     * Setup an adapter.
+     */
     abstract awake(): Promise<void>;
+    /**
+     * Dispose an adapter.
+     */
     abstract dispose(): Promise<void>;
+    /**
+     * Subscribe to collection of instruments.
+     * @param instruments
+     */
     abstract subscribe(instruments: InstrumentSelector[]): Promise<void>;
+    /**
+     *
+     */
     abstract account(): Promise<void>;
+    /**
+     * Opens new order.
+     * @param order an order to open.
+     */
     abstract open(order: Order): Promise<void>;
+    /**
+     * Cancels specific order.
+     */
     abstract cancel(order: Order): Promise<void>;
-    abstract history(query: HistoryQuery): Promise<Candle[]>;
-    abstract feed(query: FeedQuery): Promise<void>;
+    abstract history(instrument: InstrumentSelector, timeframe: number, length: number): Promise<Candle[]>;
+    abstract feed(instrument: InstrumentSelector, from: timestamp, to: timestamp, callback: FeedAsyncCallback): Promise<void>;
     abstract createPaperEngine(adapter: PaperAdapter): PaperEngine;
 }
+//# sourceMappingURL=adapter.d.ts.map

package/dist/adapter/adapter.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"adapter.d.ts","sourceRoot":"","sources":["../../src/adapter/adapter.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,kBAAkB,EAAE,KAAK,EAAE,MAAM,WAAW,CAAC;AAC9D,OAAO,EAAO,SAAS,EAAE,MAAM,WAAW,CAAC;AAC3C,OAAO,EAAE,KAAK,EAAE,YAAY,EAAE,MAAM,YAAY,CAAC;AACjD,OAAO,EAAE,KAAK,EAAE,MAAM,UAAU,CAAC;AACjC,OAAO,EAAE,YAAY,EAAE,MAAM,SAAS,CAAC;AACvC,OAAO,EAAE,WAAW,EAAE,MAAM,6BAA6B,CAAC;AAE1D,oBAAY,mBAAmB,GAAG;IAChC,SAAS,EAAE,MAAM,MAAM,CAAC;CACzB,CAAC;AAEF,eAAO,MAAM,mBAAmB;;CAE/B,CAAC;AAEF,oBAAY,iBAAiB,GAAG,CAAC,SAAS,EAAE,MAAM,EAAE,KAAK,EAAE,YAAY,EAAE,KAAK,IAAI,CAAC;AAEnF,oBAAY,cAAc,GAAG,CAC3B,YAAY,EAAE,mBAAmB,EACjC,KAAK,EAAE,KAAK,EACZ,KAAK,EAAE,KAAK,KACT,OAAO,CAAC;AAEb;;;GAGG;AACH,8BAAsB,OAAO;IAOf,OAAO,CAAC,QAAQ,CAAC,YAAY;IANzC,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IAEtB,SAAS,IAAI,SAAS;gBAIO,YAAY,EAAE,mBAAmB;IAE9D;;OAEG;IACH,QAAQ,CAAC,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC;IAE/B;;OAEG;IACH,QAAQ,CAAC,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAEjC;;;OAGG;IACH,QAAQ,CAAC,SAAS,CAAC,WAAW,EAAE,kBAAkB,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAEpE;;OAEG;IACH,QAAQ,CAAC,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAEjC;;;OAGG;IACH,QAAQ,CAAC,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAE1C;;OAEG;IACH,QAAQ,CAAC,MAAM,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAE5C,QAAQ,CAAC,OAAO,CACd,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,MAAM,EACjB,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,MAAM,EAAE,CAAC;IAEpB,QAAQ,CAAC,IAAI,CACX,UAAU,EAAE,kBAAkB,EAC9B,IAAI,EAAE,SAAS,EACf,EAAE,EAAE,SAAS,EACb,QAAQ,EAAE,iBAAiB,GAC1B,OAAO,CAAC,IAAI,CAAC;IAEhB,QAAQ,CAAC,iBAAiB,CAAC,OAAO,EAAE,YAAY,GAAG,WAAW;CAC/D"}

package/dist/adapter/adapter.js

@@ -5,6 +5,10 @@ const shared_1 = require("../shared");
 exports.DefaultTimeProvider = {
     timestamp: () => (0, shared_1.now)()
 };
+/**
+ * Base adapter class, you should derive your own adapter from this class.
+ * @abstract
+ */
 class Adapter {
     constructor(timeProvider) {
         this.timeProvider = timeProvider;
@@ -14,4 +18,3 @@ class Adapter {
     }
 }
 exports.Adapter = Adapter;
-//# sourceMappingURL=adapter.js.map

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

@@ -2,7 +2,7 @@ import { Candle, InstrumentSelector, Order } from '../../domain';
 import { timestamp } from '../../shared';
 import { Store } from '../../store';
 import { Adapter } from '..';
-import { AdapterFactory, FeedQuery, HistoryQuery } from '../adapter';
+import { AdapterFactory, FeedAsyncCallback } from '../adapter';
 import { PaperAdapter, PaperOptions } from '../paper';
 import { PaperEngine } from '../paper/engine/paper-engine';
 import { BacktesterStreamer } from './backtester-streamer';
@@ -23,7 +23,8 @@ export declare class BacktesterAdapter extends Adapter {
     account(): Promise<void>;
     open(order: Order): Promise<void>;
     cancel(order: Order): Promise<void>;
-    history(query: HistoryQuery): Promise<Candle[]>;
-    feed(query: FeedQuery): Promise<void>;
+    history(instrument: InstrumentSelector, timeframe: number, length: number): Promise<Candle[]>;
+    feed(instrument: InstrumentSelector, from: timestamp, to: timestamp, callback: FeedAsyncCallback): Promise<void>;
     createPaperEngine(adapter: PaperAdapter): PaperEngine;
 }
+//# sourceMappingURL=backtester-adapter.d.ts.map

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

@@ -0,0 +1 @@
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package/dist/adapter/backtester/backtester-adapter.js

@@ -1,4 +1,13 @@
 "use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.BacktesterAdapter = exports.createBacktesterAdapterFactory = void 0;
 const store_1 = require("../../store");
@@ -15,18 +24,21 @@ class BacktesterAdapter extends __1.Adapter {
         this.store = store;
         this.name = this.decoratedAdapter.name;
     }
-    async awake() {
-        await this.decoratedAdapter.awake();
+    awake() {
+        return __awaiter(this, void 0, void 0, function* () {
+            yield this.decoratedAdapter.awake();
+        });
     }
     dispose() {
         return this.decoratedAdapter.dispose();
     }
-    async subscribe(instruments) {
-        instruments.forEach(it => {
-            this.streamer.subscribe(it);
+    subscribe(instruments) {
+        return __awaiter(this, void 0, void 0, function* () {
+            instruments.forEach(it => {
+                this.streamer.subscribe(it);
+            });
+            this.store.dispatch(...instruments.map(it => new store_1.InstrumentSubscriptionEvent(this.timestamp(), it, true)));
         });
-        this.store.dispatch(...instruments.map(it => new store_1.InstrumentSubscriptionEvent(this.timestamp(), it, true)));
-        this.streamer.tryContinue();
     }
     account() {
         return this.decoratedAdapter.account();
@@ -37,18 +49,19 @@ class BacktesterAdapter extends __1.Adapter {
     cancel(order) {
         return this.decoratedAdapter.cancel(order);
     }
-    async history(query) {
-        this.streamer.stop();
-        const response = await this.decoratedAdapter.history(query);
-        this.streamer.tryContinue();
-        return response;
+    history(instrument, timeframe, length) {
+        return __awaiter(this, void 0, void 0, function* () {
+            this.streamer.stop();
+            const response = yield this.decoratedAdapter.history(instrument, timeframe, length);
+            this.streamer.tryContinue();
+            return response;
+        });
     }
-    feed(query) {
-        return this.decoratedAdapter.feed(query);
+    feed(instrument, from, to, callback) {
+        return this.decoratedAdapter.feed(instrument, from, to, callback);
     }
     createPaperEngine(adapter) {
         return this.decoratedAdapter.createPaperEngine(adapter);
     }
 }
 exports.BacktesterAdapter = BacktesterAdapter;
-//# sourceMappingURL=backtester-adapter.js.map

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

@@ -1,6 +1,6 @@
-import { Candle, InstrumentSelector } from '../../domain';
+import { InstrumentSelector } from '../../domain';
 import { timestamp } from '../../shared';
-import { Feed } from '../../storage';
+import { Feed, StorageEvent } from '../../storage';
 export declare class BacktesterCursor {
     readonly instrument: InstrumentSelector;
     private readonly feed;
@@ -9,7 +9,8 @@ export declare class BacktesterCursor {
     completed: boolean;
     get size(): number;
     constructor(instrument: InstrumentSelector, feed: Feed);
-    peek(): Candle;
-    dequeue(): Candle;
+    peek(): StorageEvent | undefined;
+    dequeue(): StorageEvent;
     fetchNextPage(from: timestamp, to: number): Promise<void>;
 }
+//# sourceMappingURL=backtester-cursor.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"backtester-cursor.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,MAAM,cAAc,CAAC;AAClD,OAAO,EAAE,SAAS,EAAE,MAAM,cAAc,CAAC;AACzC,OAAO,EAAE,IAAI,EAAE,YAAY,EAAE,MAAM,eAAe,CAAC;AAGnD,qBAAa,gBAAgB;IASf,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IAAE,OAAO,CAAC,QAAQ,CAAC,IAAI;IAR1E,OAAO,CAAC,IAAI,CAA6B;IACzC,OAAO,CAAC,SAAS,CAAK;IACtB,SAAS,UAAS;IAElB,IAAI,IAAI,IAAI,MAAM,CAEjB;gBAEoB,UAAU,EAAE,kBAAkB,EAAmB,IAAI,EAAE,IAAI;IAEhF,IAAI,IAAI,YAAY,GAAG,SAAS;IAQhC,OAAO,IAAI,YAAY;IAIjB,aAAa,CAAC,IAAI,EAAE,SAAS,EAAE,EAAE,EAAE,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC;CAkBhE"}

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

@@ -1,4 +1,13 @@
 "use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.BacktesterCursor = void 0;
 const error_1 = require("../error");
@@ -22,21 +31,22 @@ class BacktesterCursor {
     dequeue() {
         return this.page[this.pageIndex++];
     }
-    async fetchNextPage(from, to) {
-        if (this.completed) {
-            return;
-        }
-        if (this.size > 0) {
-            throw (0, error_1.backtestPageNotEmpty)();
-        }
-        this.pageIndex = 0;
-        this.page = await this.feed.query(this.instrument, {
-            from,
-            to,
-            count: 10000
+    fetchNextPage(from, to) {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (this.completed) {
+                return;
+            }
+            if (this.size > 0) {
+                throw (0, error_1.backtestPageNotEmpty)();
+            }
+            this.pageIndex = 0;
+            this.page = yield this.feed.query(this.instrument, {
+                from,
+                to,
+                count: 10000
+            });
+            this.completed = this.page.length == 0;
         });
-        this.completed = this.page.length == 0;
     }
 }
 exports.BacktesterCursor = BacktesterCursor;
-//# sourceMappingURL=backtester-cursor.js.map

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

@@ -3,9 +3,21 @@ import { timestamp } from '../../shared';
 import { Feed } from '../../storage';
 import { Store } from '../../store';
 import { AdapterTimeProvider } from '../adapter';
+/**
+ * Listen to backtest session events.
+ */
 export interface BacktesterListener {
+    /**
+     * Called once when backtest started.
+     */
     onBacktestStarted?(streamer: BacktesterStreamer): void;
+    /**
+     * Called every time when backtest progress updated.
+     */
     onBacktestUpdated?(streamer: BacktesterStreamer): void;
+    /**
+     * Called once when backtest completed.
+     */
     onBacktestCompleted?(streamer: BacktesterStreamer): void;
 }
 export declare class BacktesterStreamer {
@@ -21,12 +33,18 @@ export declare class BacktesterStreamer {
     constructor(store: Store, feed: Feed, period: {
         from: number;
         to: number;
-    }, listener?: BacktesterListener);
+    }, listener?: BacktesterListener | undefined);
     getTimeProvider(): AdapterTimeProvider;
     subscribe(instrument: InstrumentSelector): void;
+    /**
+     * Increments stop counter.
+     */
     stop(): void;
+    /**
+     * Decreases stop counter and continues execution if no more stops requested.
+     */
     tryContinue(): void;
     private processNext;
-    private dispatch;
     private current;
 }
+//# sourceMappingURL=backtester-streamer.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"backtester-streamer.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-streamer.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,MAAM,cAAc,CAAC;AAClD,OAAO,EAAE,SAAS,EAAE,MAAM,cAAc,CAAC;AACzC,OAAO,EAAE,IAAI,EAAE,MAAM,eAAe,CAAC;AACrC,OAAO,EAAE,KAAK,EAAE,MAAM,aAAa,CAAC;AACpC,OAAO,EAAE,mBAAmB,EAAE,MAAM,YAAY,CAAC;AAIjD;;GAEG;AACH,MAAM,WAAW,kBAAkB;IACjC;;OAEG;IACH,iBAAiB,CAAC,CAAC,QAAQ,EAAE,kBAAkB,GAAG,IAAI,CAAC;IAEvD;;OAEG;IACH,iBAAiB,CAAC,CAAC,QAAQ,EAAE,kBAAkB,GAAG,IAAI,CAAC;IAEvD;;OAEG;IACH,mBAAmB,CAAC,CAAC,QAAQ,EAAE,kBAAkB,GAAG,IAAI,CAAC;CAC1D;AAED,qBAAa,kBAAkB;IAS3B,OAAO,CAAC,QAAQ,CAAC,KAAK;IACtB,OAAO,CAAC,QAAQ,CAAC,IAAI;IACrB,OAAO,CAAC,QAAQ,CAAC,MAAM;IACvB,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAC;IAX5B,OAAO,CAAC,mBAAmB,CAAS;IACpC,OAAO,CAAC,MAAM,CAAwC;IACtD,OAAO,CAAC,WAAW,CAAK;IAExB,SAAS,EAAE,SAAS,CAAC;IACrB,QAAQ,SAAK;gBAGM,KAAK,EAAE,KAAK,EACZ,IAAI,EAAE,IAAI,EACV,MAAM,EAAE;QAAE,IAAI,EAAE,MAAM,CAAC;QAAC,EAAE,EAAE,MAAM,CAAA;KAAE,EACpC,QAAQ,CAAC,gCAAoB;IAShD,eAAe,IAAI,mBAAmB;IAQtC,SAAS,CAAC,UAAU,EAAE,kBAAkB;IAUxC;;OAEG;IACH,IAAI;IAIJ;;OAEG;IACH,WAAW;YAsCG,WAAW;YAwBX,OAAO;CAetB"}