@quantform/core 0.5.15 → 0.6.4

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

@@ -1,54 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const domain_1 = require("../../../domain");
-const shared_1 = require("../../../shared");
-const store_1 = require("../../../store");
-const paper_engine_1 = require("./paper-engine");
-describe('PaperEngine', () => {
-    const instrument = new domain_1.Instrument(new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt');
-    const commission = (0, domain_1.commissionPercentOf)({
-        maker: 0.1,
-        taker: 0.1
-    });
-    test('should open a new buy market order', () => {
-        const store = new store_1.Store();
-        const engine = new paper_engine_1.PaperEngine(store);
-        const order = domain_1.Order.market(instrument, 1.0);
-        store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), instrument.base, instrument.quote, commission, ''), new store_1.BalancePatchEvent(instrument.base, 1, 0, (0, shared_1.now)()), new store_1.BalancePatchEvent(instrument.quote, 1000, 0, (0, shared_1.now)()));
-        engine.open(order);
-        expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
-        expect(store.snapshot.order.get(instrument.id).get(order.id)).toEqual(order);
-        expect(store.snapshot.balance.get(instrument.quote.id).free).toEqual(0);
-        expect(store.snapshot.balance.get(instrument.quote.id).locked).toEqual(1000);
-    });
-    test('should open a new sell market order', () => {
-        const store = new store_1.Store();
-        const engine = new paper_engine_1.PaperEngine(store);
-        const order = domain_1.Order.market(instrument, -0.6);
-        store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), instrument.base, instrument.quote, commission, ''), new store_1.BalancePatchEvent(instrument.base, 1, 0, (0, shared_1.now)()), new store_1.BalancePatchEvent(instrument.quote, 1000, 0, (0, shared_1.now)()));
-        engine.open(order);
-        expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
-        expect(store.snapshot.order.get(instrument.id).get(order.id)).toEqual(order);
-        expect(store.snapshot.balance.get(instrument.base.id).free).toEqual(0.4);
-        expect(store.snapshot.balance.get(instrument.base.id).locked).toEqual(0.6);
-    });
-    test('should open and fill a new sell limit order', () => {
-        const store = new store_1.Store();
-        const engine = new paper_engine_1.PaperEngine(store);
-        const order = domain_1.Order.limit(instrument, -0.6, 100);
-        store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), instrument.base, instrument.quote, commission, ''), new store_1.BalancePatchEvent(instrument.base, 1, 0, (0, shared_1.now)()), new store_1.BalancePatchEvent(instrument.quote, 1000, 0, (0, shared_1.now)()), new store_1.InstrumentSubscriptionEvent((0, shared_1.now)(), instrument, true));
-        engine.open(order);
-        expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
-        expect(store.snapshot.order.get(instrument.id).get(order.id).state).toEqual('PENDING');
-        expect(store.snapshot.balance.get(instrument.base.id).free).toEqual(0.4);
-        expect(store.snapshot.balance.get(instrument.base.id).locked).toEqual(0.6);
-        store.dispatch(new store_1.OrderbookPatchEvent(instrument, 102, 1, 101, 1, (0, shared_1.now)()));
-        expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
-        expect(store.snapshot.order.get(instrument.id).get(order.id).state).toEqual('FILLED');
-        expect(store.snapshot.balance.get(instrument.base.id).free).toEqual(0.4);
-        expect(store.snapshot.balance.get(instrument.base.id).locked).toEqual(0);
-        expect(store.snapshot.balance.get(instrument.quote.id).free).toEqual(1060.53);
-        expect(store.snapshot.balance.get(instrument.quote.id).locked).toEqual(0);
-    });
-});
-//# sourceMappingURL=paper-engine.spec.js.map

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

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package/dist/adapter/paper/index.js.map

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

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package/dist/adapter/paper/paper-adapter.spec.d.ts

@@ -1 +0,0 @@
-export {};

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

@@ -1,69 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const store_1 = require("../../store");
-const adapter_1 = require("../adapter");
-const domain_1 = require("./../../domain");
-const paper_engine_1 = require("./engine/paper-engine");
-const paper_adapter_1 = require("./paper-adapter");
-class DefaultAdapter extends adapter_1.Adapter {
-    constructor(timeProvider, store) {
-        super(timeProvider);
-        this.store = store;
-        this.name = 'default';
-    }
-    dispose() {
-        throw new Error('Method not implemented.');
-    }
-    subscribe(instruments) {
-        throw new Error('Method not implemented.');
-    }
-    account() {
-        throw new Error('Method not implemented.');
-    }
-    open(order) {
-        throw new Error('Method not implemented.');
-    }
-    cancel(order) {
-        throw new Error('Method not implemented.');
-    }
-    history(query) {
-        throw new Error('Method not implemented.');
-    }
-    feed(query) {
-        throw new Error('Method not implemented.');
-    }
-    timestamp() {
-        return 123;
-    }
-    async awake() {
-        this.store.dispatch(new store_1.InstrumentPatchEvent(this.timestamp(), new domain_1.Asset('a', this.name, 8), new domain_1.Asset('b', this.name, 4), new domain_1.Commission(0.1, 0.1), 'a-b'));
-    }
-    createPaperEngine(adapter) {
-        return new paper_engine_1.PaperEngine(adapter.store);
-    }
-}
-describe('PaperAdapter', () => {
-    const options = {
-        balance: {
-            ['default:a']: 1000,
-            ['default:b']: 200
-        }
-    };
-    test('should return wrapped adapter name and timestamp', () => {
-        const store = new store_1.Store();
-        const sut = new paper_adapter_1.PaperAdapter(new DefaultAdapter(adapter_1.DefaultTimeProvider, store), store, options);
-        expect(sut.name).toEqual('default');
-        expect(sut.timestamp()).toEqual(123);
-    });
-    test('', async () => {
-        const store = new store_1.Store();
-        const adapter = new DefaultAdapter(adapter_1.DefaultTimeProvider, store);
-        const sut = new paper_adapter_1.PaperAdapter(adapter, store, options);
-        await sut.awake();
-        await sut.account();
-        const order = domain_1.Order.market((0, domain_1.instrumentOf)('default:a-b'), 1.0);
-        await sut.open(order);
-        expect(store.snapshot.order.get(order.instrument.id).get(order.id)).toEqual(order);
-    });
-});
-//# sourceMappingURL=paper-adapter.spec.js.map

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

@@ -1 +0,0 @@
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package/dist/bootstrap.d.ts

@@ -1,11 +0,0 @@
-import { BacktesterListener, BacktesterStreamer } from './adapter';
-import { Session, SessionDescriptor } from './domain';
-export declare class Bootstrap {
-    readonly descriptor: SessionDescriptor;
-    constructor(descriptor: SessionDescriptor);
-    useSessionId(id?: number): Bootstrap;
-    useBacktestPeriod(from?: number, to?: number): Bootstrap;
-    backtest(listener?: BacktesterListener): [Session, BacktesterStreamer];
-    paper(): Session;
-    live(): Session;
-}

package/dist/bootstrap.js

@@ -1,73 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.Bootstrap = void 0;
-const adapter_1 = require("./adapter");
-const domain_1 = require("./domain");
-const storage_1 = require("./storage");
-const store_1 = require("./store");
-class Bootstrap {
-    constructor(descriptor) {
-        this.descriptor = descriptor;
-    }
-    useSessionId(id) {
-        if (id) {
-            this.descriptor.id = id;
-        }
-        return this;
-    }
-    useBacktestPeriod(from, to) {
-        if (!this.descriptor.simulation) {
-            this.descriptor.simulation = {
-                balance: {},
-                from: undefined,
-                to: undefined
-            };
-        }
-        if (from) {
-            this.descriptor.simulation.from = from;
-        }
-        if (to) {
-            this.descriptor.simulation.to = to;
-        }
-        return this;
-    }
-    backtest(listener) {
-        var _a;
-        const store = new store_1.Store();
-        const storage = (_a = this.descriptor.storage) !== null && _a !== void 0 ? _a : (0, storage_1.inMemoryStorageFactory)();
-        const feed = new storage_1.Feed(storage('feed'));
-        const cache = new storage_1.Cache(storage('cache'));
-        const streamer = new adapter_1.BacktesterStreamer(store, feed, this.descriptor.simulation, listener);
-        const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter.map(it => (0, adapter_1.createBacktesterAdapterFactory)((0, adapter_1.createPaperAdapterFactory)(it, this.descriptor.simulation), streamer)), streamer.getTimeProvider(), store, cache);
-        const session = new domain_1.Session(store, aggregate, this.descriptor);
-        return [session, streamer];
-    }
-    paper() {
-        var _a;
-        if (!this.descriptor.simulation) {
-            this.descriptor.simulation = {
-                balance: {},
-                from: undefined,
-                to: undefined
-            };
-        }
-        if (!this.descriptor.simulation.balance) {
-            this.descriptor.simulation.balance = {};
-        }
-        const store = new store_1.Store();
-        const storage = (_a = this.descriptor.storage) !== null && _a !== void 0 ? _a : (0, storage_1.inMemoryStorageFactory)();
-        const cache = new storage_1.Cache(storage('cache'));
-        const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter.map(it => (0, adapter_1.createPaperAdapterFactory)(it, this.descriptor.simulation)), adapter_1.DefaultTimeProvider, store, cache);
-        return new domain_1.Session(store, aggregate, this.descriptor);
-    }
-    live() {
-        var _a;
-        const store = new store_1.Store();
-        const storage = (_a = this.descriptor.storage) !== null && _a !== void 0 ? _a : (0, storage_1.inMemoryStorageFactory)();
-        const cache = new storage_1.Cache(storage('cache'));
-        const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter, adapter_1.DefaultTimeProvider, store, cache);
-        return new domain_1.Session(store, aggregate, this.descriptor);
-    }
-}
-exports.Bootstrap = Bootstrap;
-//# sourceMappingURL=bootstrap.js.map

package/dist/bootstrap.js.map

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package/dist/cli/build.js.map

@@ -1 +0,0 @@
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package/dist/cli/dev.js.map

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package/dist/cli/index.js.map

@@ -1 +0,0 @@
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package/dist/cli/internal/workspace.js.map

@@ -1 +0,0 @@
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package/dist/cli/pull.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"pull.js","sourceRoot":"","sources":["../../src/cli/pull.ts"],"names":[],"mappings":";;AAAA,+CAAkD;AAElD,4CAAyC;AACzC,sCAAyC;AACzC,wCAAkC;AAClC,mCAA4B;AAC5B,oDAAiD;AAElC,KAAK,oBAAW,IAAY,EAAE,UAAkB,EAAE,OAAY;IAC3E,IAAI,MAAM,IAAA,eAAK,GAAE,EAAE;QACjB,OAAO;KACR;IAED,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC;IAEvD,MAAM,MAAM,GAAG,MAAM,IAAA,qBAAS,EAAC,IAAI,CAAC,CAAC;IAErC,MAAM,SAAS,GAAG,IAAI,qBAAS,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IACnD,MAAM,OAAO,GAAG,SAAS,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,KAAK,EAAE,CAAC;IAEnD,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,OAAO,EAAE;QAC9B,MAAM,IAAI,KAAK,CAAC,4DAA4D,CAAC,CAAC;KAC/E;IAED,MAAM,IAAI,GAAG,OAAO,CAAC,IAAI;QACvB,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC;QAC1B,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,IAAI,CAAC;IAEtC,IAAI,CAAC,IAAI,EAAE;QACT,MAAM,IAAI,KAAK,CACb,kFAAkF,CACnF,CAAC;KACH;IAED,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,EAAE,CAAC;IAEjF,IAAI,CAAC,EAAE,EAAE;QACP,MAAM,IAAI,KAAK,CACb,gFAAgF,CACjF,CAAC;KACH;IAED,OAAO,CAAC,IAAI,CAAC,sBAAsB,CAAC,CAAC;IAErC,MAAM,OAAO,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC;IAE/B,MAAM,GAAG,GAAG,IAAI,wBAAS,CAAC,EAAE,EAAE,sBAAO,CAAC,cAAc,CAAC,CAAC;IACtD,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,MAAM,CAAC,UAAU,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC;IAEzD,GAAG,CAAC,KAAK,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC;IAElB,MAAM,OAAO,CAAC,SAAS,CAAC,IAAI,CAAC;QAC3B,UAAU,EAAE,IAAA,qBAAY,EAAC,UAAU,CAAC;QACpC,IAAI;QACJ,EAAE;QACF,WAAW,EAAE,IAAI;QACjB,QAAQ,EAAE,SAAS,CAAC,EAAE;YACpB,MAAM,QAAQ,GAAG,EAAE,GAAG,IAAI,CAAC;YAC3B,MAAM,SAAS,GAAG,SAAS,GAAG,IAAI,CAAC;YAEnC,GAAG,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,SAAS,GAAG,QAAQ,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC;QACvD,CAAC;KACF,CAAC,CAAC;IAEH,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IAChB,GAAG,CAAC,IAAI,EAAE,CAAC;IAEX,MAAM,OAAO,CAAC,OAAO,EAAE,CAAC;IAExB,OAAO,CAAC,OAAO,CAAC,sBAAsB,CAAC,CAAC;AAC1C,CAAC;AA9DD,4BA8DC"}

package/dist/cli/run.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"run.js","sourceRoot":"","sources":["../../src/cli/run.ts"],"names":[],"mappings":";;AAAA,iCAAiC;AAEjC,4CAAyC;AACzC,mCAA4B;AAC5B,oDAAiD;AAElC,KAAK,oBAAW,IAAI,EAAE,OAAY;IAC/C,IAAI,MAAM,IAAA,eAAK,GAAE,EAAE;QACjB,OAAO;KACR;IAED,MAAM,CAAC,MAAM,EAAE,CAAC;IAEhB,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC;IAEvD,MAAM,MAAM,GAAG,MAAM,IAAA,qBAAS,EAAC,IAAI,CAAC,CAAC;IAErC,MAAM,SAAS,GAAG,IAAI,qBAAS,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IACnD,MAAM,OAAO,GAAG,SAAS,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,IAAI,EAAE,CAAC;IAElD,MAAM,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;AACtC,CAAC;AAfD,4BAeC"}

package/dist/cli/test.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"test.js","sourceRoot":"","sources":["../../src/cli/test.ts"],"names":[],"mappings":";;AAAA,4CAAyC;AACzC,mCAA4B;AAC5B,oDAAiD;AAElC,KAAK,oBAAW,IAAI,EAAE,OAAY;IAC/C,IAAI,MAAM,IAAA,eAAK,GAAE,EAAE;QACjB,OAAO;KACR;IAED,MAAM,MAAM,GAAG,MAAM,IAAA,qBAAS,EAAC,IAAI,CAAC,CAAC;IAErC,MAAM,SAAS,GAAG,IAAI,qBAAS,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IAEnD,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,OAAO,EAAE;QAC9B,MAAM,IAAI,KAAK,CAAC,4DAA4D,CAAC,CAAC;KAC/E;IAED,MAAM,IAAI,GAAG,OAAO,CAAC,IAAI;QACvB,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC;QAC1B,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,IAAI,CAAC;IAEtC,IAAI,CAAC,IAAI,EAAE;QACT,MAAM,IAAI,KAAK,CACb,kFAAkF,CACnF,CAAC;KACH;IAED,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,EAAE,CAAC;IAEjF,IAAI,CAAC,EAAE,EAAE;QACP,MAAM,IAAI,KAAK,CACb,gFAAgF,CACjF,CAAC;KACH;IAED,MAAM,IAAI,OAAO,CAAO,KAAK,EAAC,OAAO,EAAC,EAAE;QACtC,MAAM,CAAC,OAAO,CAAC,GAAG,SAAS,CAAC,iBAAiB,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC,QAAQ,CAAC;YAC/D,iBAAiB,EAAE,GAAG,EAAE;gBACtB,OAAO,CAAC,GAAG,CAAC,kBAAkB,CAAC,CAAC;gBAChC,OAAO,CAAC,IAAI,CAAC,oBAAoB,CAAC,CAAC;YACrC,CAAC;YACD,mBAAmB,EAAE,KAAK,IAAI,EAAE;gBAC9B,MAAM,OAAO,CAAC,OAAO,EAAE,CAAC;gBAExB,OAAO,CAAC,OAAO,CAAC,oBAAoB,CAAC,CAAC;gBAEtC,OAAO,EAAE,CAAC;YACZ,CAAC;SACF,CAAC,CAAC;QAEH,MAAM,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;IACtC,CAAC,CAAC,CAAC;AACL,CAAC;AAhDD,4BAgDC"}

package/dist/domain/asset.js.map

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

package/dist/domain/asset.spec.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/domain/asset.spec.js

@@ -1,55 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const asset_1 = require("./asset");
-describe('Asset', () => {
-    test('should construct a new asset', () => {
-        const sut = new asset_1.Asset('abc', 'xyz', 4);
-        expect(sut.name).toEqual('abc');
-        expect(sut.adapterName).toEqual('xyz');
-        expect(sut.scale).toEqual(4);
-        expect(sut.tickSize).toEqual(0.0001);
-        expect(sut.fixed(1.1234567)).toEqual(1.1234);
-        expect(sut.floor(1.1234567)).toEqual(1.1234);
-        expect(sut.ceil(1.1234567)).toEqual(1.1235);
-        expect(sut.id).toEqual('xyz:abc');
-    });
-    test('should throw for missing asset name', () => {
-        const fn = () => new asset_1.Asset('xyz', '', 5);
-        expect(fn).toThrowError();
-    });
-    test('should throw for missing adapter name', () => {
-        const fn = () => new asset_1.Asset('', 'xyz', 5);
-        expect(fn).toThrowError();
-    });
-});
-describe('AssetSelector', () => {
-    test('should construct a new asset selector from unified string', () => {
-        const sut = (0, asset_1.assetOf)('xyz:abc');
-        expect(sut.name).toEqual('abc');
-        expect(sut.adapterName).toEqual('xyz');
-        expect(sut.id).toEqual('xyz:abc');
-    });
-    test('should instantiate proper asset selector capital case', () => {
-        const sut = (0, asset_1.assetOf)('XYZ:ABC');
-        expect(sut.name).toEqual('abc');
-        expect(sut.adapterName).toEqual('xyz');
-        expect(sut.id).toEqual('xyz:abc');
-    });
-    test('should throw invalid format message for missing separator', () => {
-        const fn = () => (0, asset_1.assetOf)('xyzabc');
-        expect(fn).toThrowError();
-    });
-    test('should throw for multiple separators', () => {
-        const fn = () => (0, asset_1.assetOf)('xyz:abc:');
-        expect(fn).toThrowError();
-    });
-    test('should throw for missing asset name', () => {
-        const fn = () => (0, asset_1.assetOf)('xyz:');
-        expect(fn).toThrowError();
-    });
-    test('should throw for missing adapter name', () => {
-        const fn = () => (0, asset_1.assetOf)(':abc');
-        expect(fn).toThrowError();
-    });
-});
-//# sourceMappingURL=asset.spec.js.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"asset.spec.js","sourceRoot":"","sources":["../../src/domain/asset.spec.ts"],"names":[],"mappings":";;AAAA,mCAAyC;AAEzC,QAAQ,CAAC,OAAO,EAAE,GAAG,EAAE;IACrB,IAAI,CAAC,8BAA8B,EAAE,GAAG,EAAE;QACxC,MAAM,GAAG,GAAG,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QAEvC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACvC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC7B,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;QACrC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;QAC7C,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;QAC7C,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;QAC5C,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qCAAqC,EAAE,GAAG,EAAE;QAC/C,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAI,aAAK,CAAC,KAAK,EAAE,EAAE,EAAE,CAAC,CAAC,CAAC;QAEzC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,uCAAuC,EAAE,GAAG,EAAE;QACjD,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAI,aAAK,CAAC,EAAE,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QAEzC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,eAAe,EAAE,GAAG,EAAE;IAC7B,IAAI,CAAC,2DAA2D,EAAE,GAAG,EAAE;QACrE,MAAM,GAAG,GAAG,IAAA,eAAO,EAAC,SAAS,CAAC,CAAC;QAE/B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACvC,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,uDAAuD,EAAE,GAAG,EAAE;QACjE,MAAM,GAAG,GAAG,IAAA,eAAO,EAAC,SAAS,CAAC,CAAC;QAE/B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACvC,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,2DAA2D,EAAE,GAAG,EAAE;QACrE,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAA,eAAO,EAAC,QAAQ,CAAC,CAAC;QAEnC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,sCAAsC,EAAE,GAAG,EAAE;QAChD,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAA,eAAO,EAAC,UAAU,CAAC,CAAC;QAErC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qCAAqC,EAAE,GAAG,EAAE;QAC/C,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAA,eAAO,EAAC,MAAM,CAAC,CAAC;QAEjC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,uCAAuC,EAAE,GAAG,EAAE;QACjD,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAA,eAAO,EAAC,MAAM,CAAC,CAAC;QAEjC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/balance.js.map

@@ -1 +0,0 @@
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package/dist/domain/balance.operator.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"balance.operator.js","sourceRoot":"","sources":["../../src/domain/balance.operator.ts"],"names":[],"mappings":";;;AAAA,+BAA0D;AAI1D,uCAAoC;AAGpC,SAAgB,OAAO,CAAC,QAAuB,EAAE,KAAY;IAC3D,OAAO,CAAC,OAA8B,EAAE,EAAE,CACxC,OAAO,CAAC,IAAI,CACV,IAAA,gBAAS,EAAC,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,EACzC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,iBAAO,IAAI,CAAC,CAAC,QAAQ,IAAI,EAAE,CAAC,KAAK,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,CAAC,EAChF,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAa,CAAC,CACzB,CAAC;AACN,CAAC;AAPD,0BAOC"}

package/dist/domain/balance.operator.spec.d.ts

@@ -1 +0,0 @@
-export {};

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

@@ -1,23 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const store_1 = require("../store");
-const asset_1 = require("./asset");
-const balance_1 = require("./balance");
-const balance_operator_1 = require("./balance.operator");
-describe('balance', () => {
-    const asset = new asset_1.Asset('abc', 'xyz', 4);
-    const state = new store_1.State();
-    beforeEach(() => {
-        state.balance.upsert(new balance_1.Balance(asset));
-    });
-    test('should pipe a balance on subscription', done => {
-        new rxjs_1.Subject().pipe((0, balance_operator_1.balance)(asset, state)).subscribe({
-            next: it => {
-                expect(it.asset).toEqual(asset);
-                done();
-            }
-        });
-    });
-});
-//# sourceMappingURL=balance.operator.spec.js.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"balance.operator.spec.js","sourceRoot":"","sources":["../../src/domain/balance.operator.spec.ts"],"names":[],"mappings":";;AAAA,+BAA+B;AAE/B,oCAAiC;AACjC,mCAAgC;AAChC,uCAAoC;AACpC,yDAA6C;AAG7C,QAAQ,CAAC,SAAS,EAAE,GAAG,EAAE;IACvB,MAAM,KAAK,GAAG,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;IACzC,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAE1B,UAAU,CAAC,GAAG,EAAE;QACd,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC,IAAI,iBAAO,CAAC,KAAK,CAAC,CAAC,CAAC;IAC3C,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,uCAAuC,EAAE,IAAI,CAAC,EAAE;QACnD,IAAI,cAAO,EAAa,CAAC,IAAI,CAAC,IAAA,0BAAO,EAAC,KAAK,EAAE,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;YAC7D,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;gBAChC,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/balance.spec.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/domain/balance.spec.js

@@ -1,82 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const asset_1 = require("./asset");
-const balance_1 = require("./balance");
-const instrument_1 = require("./instrument");
-const position_1 = require("./position");
-describe('Balance', () => {
-    const asset = new asset_1.Asset('abc', 'xyz', 4);
-    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 empty balance', () => {
-        const sut = new balance_1.Balance(asset);
-        expect(sut.asset.id).toEqual('xyz:abc');
-        expect(sut.free).toEqual(0);
-        expect(sut.locked).toEqual(0);
-        expect(Object.keys(sut.position).length).toEqual(0);
-    });
-    test('should construct balance', () => {
-        const sut = new balance_1.Balance(asset);
-        sut.set(100, 50);
-        expect(sut.asset.id).toEqual('xyz:abc');
-        expect(sut.free).toEqual(100);
-        expect(sut.locked).toEqual(50);
-        expect(sut.total).toEqual(150);
-        expect(Object.keys(sut.position).length).toEqual(0);
-    });
-    test('should account positive amount', () => {
-        const sut = new balance_1.Balance(asset);
-        sut.set(100, 0);
-        sut.account(10);
-        expect(sut.free).toEqual(110);
-        expect(sut.locked).toEqual(0);
-        expect(sut.total).toEqual(110);
-    });
-    test('should account negative amount', () => {
-        const sut = new balance_1.Balance(asset);
-        sut.set(100, 0);
-        sut.account(-10);
-        expect(sut.free).toEqual(90);
-        expect(sut.locked).toEqual(0);
-        expect(sut.total).toEqual(90);
-    });
-    test('should throw for insufficient balance account amount', () => {
-        const sut = new balance_1.Balance(asset);
-        sut.set(100, 0);
-        const fn = () => sut.account(-120);
-        expect(fn).toThrowError();
-    });
-    test('should lock specific amount of available balance', () => {
-        const sut = new balance_1.Balance(asset);
-        sut.set(100, 0);
-        sut.lock('key', 10);
-        expect(sut.free).toEqual(90);
-        expect(sut.locked).toEqual(10);
-        expect(sut.total).toEqual(100);
-    });
-    test('should throw for lock insufficient amount of available balance', () => {
-        const sut = new balance_1.Balance(asset);
-        sut.set(30, 50);
-        const fn = () => sut.lock('key', 100);
-        expect(fn).toThrowError();
-    });
-    test('should lock an unlock specific amount of available balance', () => {
-        const sut = new balance_1.Balance(asset);
-        sut.set(100, 0);
-        sut.lock('key', 40);
-        sut.tryUnlock('key');
-        expect(sut.free).toEqual(100);
-        expect(sut.locked).toEqual(0);
-        expect(sut.total).toEqual(100);
-    });
-    test('should return correct estimated unrealized pnl', () => {
-        const position = new position_1.Position('1', instrument, 'CROSS', 2511.81, 10.31, 20);
-        position.calculateEstimatedUnrealizedPnL(2576.44);
-        const sut = new balance_1.Balance(asset);
-        sut.set(100, 0);
-        sut.position['1'] = position;
-        expect(sut.getEstimatedUnrealizedPnL()).toEqual(0.2652);
-        expect(sut.free).toEqual(100 + 0.2652);
-        expect(sut.total).toEqual(100 + 0.2652);
-    });
-});
-//# sourceMappingURL=balance.spec.js.map

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

@@ -1 +0,0 @@
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package/dist/domain/candle.js.map

@@ -1 +0,0 @@
-{"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"}

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

@@ -1,9 +0,0 @@
-import { Observable } from 'rxjs';
-import { Candle } from './candle';
-export declare function candle<T extends {
-    timestamp: number;
-}>(timeframe: number, fn: (x: T) => number, candleToStartWith?: Candle): (source: Observable<T>) => Observable<Candle>;
-export declare function mergeCandle<T extends {
-    timestamp: number;
-}>(timeframe: number, fn: (x: T) => number, history$: Observable<Candle>): (source$: Observable<T>) => Observable<Candle>;
-export declare function candleCompleted(): (source: Observable<Candle>) => Observable<Candle>;

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

@@ -1 +0,0 @@
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package/dist/domain/candle.operator.spec.d.ts

@@ -1 +0,0 @@
-export {};