@quantform/core 0.5.15 → 0.6.4
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/LICENSE.md +21 -0
- package/dist/adapter/adapter-aggregate.d.ts +41 -5
- package/dist/adapter/adapter-aggregate.d.ts.map +1 -0
- package/dist/adapter/adapter-aggregate.js +114 -54
- package/dist/adapter/adapter.d.ts +29 -15
- package/dist/adapter/adapter.d.ts.map +1 -0
- package/dist/adapter/adapter.js +4 -1
- package/dist/adapter/backtester/backtester-adapter.d.ts +4 -3
- package/dist/adapter/backtester/backtester-adapter.d.ts.map +1 -0
- package/dist/adapter/backtester/backtester-adapter.js +28 -15
- package/dist/adapter/backtester/backtester-cursor.d.ts +5 -4
- package/dist/adapter/backtester/backtester-cursor.d.ts.map +1 -0
- package/dist/adapter/backtester/backtester-cursor.js +24 -14
- package/dist/adapter/backtester/backtester-streamer.d.ts +20 -2
- package/dist/adapter/backtester/backtester-streamer.d.ts.map +1 -0
- package/dist/adapter/backtester/backtester-streamer.js +54 -40
- package/dist/adapter/backtester/error.d.ts +3 -0
- package/dist/adapter/backtester/error.d.ts.map +1 -0
- package/dist/adapter/backtester/error.js +11 -0
- package/dist/adapter/backtester/index.d.ts +1 -0
- package/dist/adapter/backtester/index.d.ts.map +1 -0
- package/dist/adapter/backtester/index.js +0 -1
- package/dist/adapter/error.d.ts +2 -0
- package/dist/adapter/error.d.ts.map +1 -0
- package/dist/adapter/error.js +5 -2
- package/dist/adapter/index.d.ts +1 -0
- package/dist/adapter/index.d.ts.map +1 -0
- package/dist/adapter/index.js +0 -1
- package/dist/adapter/paper/engine/paper-engine.d.ts +1 -0
- package/dist/adapter/paper/engine/paper-engine.d.ts.map +1 -0
- package/dist/adapter/paper/engine/paper-engine.js +38 -32
- package/dist/adapter/paper/index.d.ts +1 -0
- package/dist/adapter/paper/index.d.ts.map +1 -0
- package/dist/adapter/paper/index.js +0 -1
- package/dist/adapter/paper/paper-adapter.d.ts +7 -5
- package/dist/adapter/paper/paper-adapter.d.ts.map +1 -0
- package/dist/adapter/paper/paper-adapter.js +49 -25
- package/dist/cli/build.d.ts +1 -0
- package/dist/cli/build.d.ts.map +1 -0
- package/dist/cli/build.js +18 -8
- package/dist/cli/dev.d.ts +1 -0
- package/dist/cli/dev.d.ts.map +1 -0
- package/dist/cli/dev.js +52 -12
- package/dist/cli/error.d.ts +2 -0
- package/dist/cli/error.d.ts.map +1 -0
- package/dist/cli/error.js +7 -0
- package/dist/cli/index.d.ts +1 -0
- package/dist/cli/index.d.ts.map +1 -0
- package/dist/cli/index.js +21 -10
- package/dist/cli/internal/workspace.d.ts +1 -7
- package/dist/cli/internal/workspace.d.ts.map +1 -0
- package/dist/cli/internal/workspace.js +1 -6
- package/dist/cli/pull.d.ts +1 -0
- package/dist/cli/pull.d.ts.map +1 -0
- package/dist/cli/pull.js +65 -40
- package/dist/cli/run.d.ts +2 -1
- package/dist/cli/run.d.ts.map +1 -0
- package/dist/cli/run.js +52 -14
- package/dist/cli/test.d.ts +2 -1
- package/dist/cli/test.d.ts.map +1 -0
- package/dist/cli/test.js +59 -34
- package/dist/domain/asset.d.ts +24 -4
- package/dist/domain/asset.d.ts.map +1 -0
- package/dist/domain/asset.js +23 -8
- package/dist/domain/{balance.operator.d.ts → balance-operator.d.ts} +1 -0
- package/dist/domain/balance-operator.d.ts.map +1 -0
- package/dist/domain/{balance.operator.js → balance-operator.js} +0 -1
- package/dist/domain/balance.d.ts +35 -11
- package/dist/domain/balance.d.ts.map +1 -0
- package/dist/domain/balance.js +46 -17
- package/dist/domain/candle-operator.d.ts +11 -0
- package/dist/domain/candle-operator.d.ts.map +1 -0
- package/dist/domain/{candle.operator.js → candle-operator.js} +11 -5
- package/dist/domain/candle.d.ts +9 -8
- package/dist/domain/candle.d.ts.map +1 -0
- package/dist/domain/candle.js +3 -3
- package/dist/domain/commission.d.ts +12 -9
- package/dist/domain/commission.d.ts.map +1 -0
- package/dist/domain/commission.js +7 -6
- package/dist/domain/component.d.ts +1 -0
- package/dist/domain/component.d.ts.map +1 -0
- package/dist/domain/component.js +0 -1
- package/dist/domain/error.d.ts +6 -4
- package/dist/domain/error.d.ts.map +1 -0
- package/dist/domain/error.js +4 -5
- package/dist/domain/index.d.ts +9 -7
- package/dist/domain/index.d.ts.map +1 -0
- package/dist/domain/index.js +8 -8
- package/dist/domain/{instrument.operator.d.ts → instrument-operator.d.ts} +1 -0
- package/dist/domain/instrument-operator.d.ts.map +1 -0
- package/dist/domain/{instrument.operator.js → instrument-operator.js} +0 -1
- package/dist/domain/instrument.d.ts +9 -6
- package/dist/domain/instrument.d.ts.map +1 -0
- package/dist/domain/instrument.js +7 -3
- package/dist/domain/{order.operator.d.ts → order-operator.d.ts} +1 -0
- package/dist/domain/order-operator.d.ts.map +1 -0
- package/dist/domain/order-operator.js +16 -0
- package/dist/domain/order.d.ts +17 -22
- package/dist/domain/order.d.ts.map +1 -0
- package/dist/domain/order.js +23 -34
- package/dist/domain/{orderbook.operator.d.ts → orderbook-operator.d.ts} +1 -0
- package/dist/domain/orderbook-operator.d.ts.map +1 -0
- package/dist/domain/{orderbook.operator.js → orderbook-operator.js} +0 -1
- package/dist/domain/orderbook.d.ts +26 -10
- package/dist/domain/orderbook.d.ts.map +1 -0
- package/dist/domain/orderbook.js +12 -6
- package/dist/domain/{position.operator.d.ts → position-operator.d.ts} +7 -4
- package/dist/domain/position-operator.d.ts.map +1 -0
- package/dist/domain/{position.operator.js → position-operator.js} +13 -6
- package/dist/domain/position.d.ts +10 -9
- package/dist/domain/position.d.ts.map +1 -0
- package/dist/domain/position.js +4 -4
- package/dist/domain/session-builder.d.ts +54 -0
- package/dist/domain/session-builder.d.ts.map +1 -0
- package/dist/domain/session-builder.js +105 -0
- package/dist/domain/session.d.ts +54 -13
- package/dist/domain/session.d.ts.map +1 -0
- package/dist/domain/session.js +104 -40
- package/dist/domain/timeframe.d.ts +1 -0
- package/dist/domain/timeframe.d.ts.map +1 -0
- package/dist/domain/timeframe.js +0 -1
- package/dist/domain/{trade.operator.d.ts → trade-operator.d.ts} +1 -0
- package/dist/domain/trade-operator.d.ts.map +1 -0
- package/dist/domain/{trade.operator.js → trade-operator.js} +0 -1
- package/dist/domain/trade.d.ts +12 -7
- package/dist/domain/trade.d.ts.map +1 -0
- package/dist/domain/trade.js +8 -2
- package/dist/index.d.ts +2 -2
- package/dist/index.d.ts.map +1 -0
- package/dist/index.js +1 -3
- package/dist/shared/collections.d.ts +20 -1
- package/dist/shared/collections.d.ts.map +1 -0
- package/dist/shared/collections.js +98 -8
- package/dist/shared/datetime.d.ts +1 -0
- package/dist/shared/datetime.d.ts.map +1 -0
- package/dist/shared/datetime.js +0 -1
- package/dist/shared/decimals.d.ts +28 -6
- package/dist/shared/decimals.d.ts.map +1 -0
- package/dist/shared/decimals.js +33 -35
- package/dist/shared/environment.d.ts +3 -0
- package/dist/shared/environment.d.ts.map +1 -0
- package/dist/shared/environment.js +15 -0
- package/dist/shared/index.d.ts +3 -1
- package/dist/shared/index.d.ts.map +1 -0
- package/dist/shared/index.js +2 -2
- package/dist/shared/logger.d.ts +5 -7
- package/dist/shared/logger.d.ts.map +1 -0
- package/dist/shared/logger.js +24 -8
- package/dist/shared/pipe.d.ts +5 -0
- package/dist/shared/pipe.d.ts.map +1 -0
- package/dist/shared/pipe.js +8 -0
- package/dist/shared/policy.d.ts +1 -0
- package/dist/shared/policy.d.ts.map +1 -0
- package/dist/shared/policy.js +0 -1
- package/dist/storage/cache.d.ts +1 -0
- package/dist/storage/cache.d.ts.map +1 -0
- package/dist/storage/cache.js +30 -19
- package/dist/storage/feed.d.ts +33 -4
- package/dist/storage/feed.d.ts.map +1 -0
- package/dist/storage/feed.js +93 -19
- package/dist/storage/index.d.ts +1 -0
- package/dist/storage/index.d.ts.map +1 -0
- package/dist/storage/index.js +0 -1
- package/dist/storage/measurement.d.ts +20 -0
- package/dist/storage/measurement.d.ts.map +1 -0
- package/dist/storage/measurement.js +41 -10
- package/dist/storage/storage.d.ts +41 -0
- package/dist/storage/storage.d.ts.map +1 -0
- package/dist/storage/storage.js +69 -33
- package/dist/store/error.d.ts +9 -0
- package/dist/store/error.d.ts.map +1 -0
- package/dist/store/error.js +31 -0
- package/dist/store/index.d.ts +8 -7
- package/dist/store/index.d.ts.map +1 -0
- package/dist/store/index.js +7 -8
- package/dist/store/{store-balance.event.d.ts → store-balance-event.d.ts} +20 -7
- package/dist/store/store-balance-event.d.ts.map +1 -0
- package/dist/store/{store-balance.event.js → store-balance-event.js} +54 -10
- package/dist/store/{store.event.d.ts → store-event.d.ts} +1 -0
- package/dist/store/store-event.d.ts.map +1 -0
- package/dist/store/{store.event.js → store-event.js} +0 -1
- package/dist/store/{store-instrument.event.d.ts → store-instrument-event.d.ts} +5 -4
- package/dist/store/store-instrument-event.d.ts.map +1 -0
- package/dist/store/{store-instrument.event.js → store-instrument-event.js} +13 -5
- package/dist/store/{store-order.event.d.ts → store-order-event.d.ts} +10 -5
- package/dist/store/store-order-event.d.ts.map +1 -0
- package/dist/store/{store-order.event.js → store-order-event.js} +24 -20
- package/dist/store/store-orderbook-event.d.ts +13 -0
- package/dist/store/store-orderbook-event.d.ts.map +1 -0
- package/dist/store/store-orderbook-event.js +43 -0
- package/dist/store/{store-position.event.d.ts → store-position-event.d.ts} +7 -6
- package/dist/store/store-position-event.d.ts.map +1 -0
- package/dist/store/{store-position.event.js → store-position-event.js} +36 -17
- package/dist/store/store-state.d.ts +3 -2
- package/dist/store/store-state.d.ts.map +1 -0
- package/dist/store/store-state.js +1 -1
- package/dist/store/store-trade-event.d.ts +17 -0
- package/dist/store/store-trade-event.d.ts.map +1 -0
- package/dist/store/{store-trade.event.js → store-trade-event.js} +14 -5
- package/dist/store/store.d.ts +2 -1
- package/dist/store/store.d.ts.map +1 -0
- package/dist/store/store.js +0 -1
- package/dist/strategy.d.ts +8 -0
- package/dist/strategy.d.ts.map +1 -0
- package/dist/strategy.js +44 -0
- package/jest.config.ts +13 -0
- package/package.json +19 -30
- package/src/adapter/adapter-aggregate.ts +57 -25
- package/src/adapter/adapter.ts +15 -18
- package/src/adapter/backtester/backtester-adapter.ts +14 -7
- package/src/adapter/backtester/backtester-cursor.spec.ts +20 -18
- package/src/adapter/backtester/backtester-cursor.ts +6 -6
- package/src/adapter/backtester/backtester-streamer.spec.ts +18 -15
- package/src/adapter/backtester/backtester-streamer.ts +21 -30
- package/src/adapter/backtester/error.ts +7 -0
- package/src/adapter/error.ts +4 -0
- package/src/adapter/paper/engine/paper-engine.spec.ts +54 -30
- package/src/adapter/paper/engine/paper-engine.ts +62 -46
- package/src/adapter/paper/paper-adapter.ts +30 -9
- package/src/cli/build.ts +1 -1
- package/src/cli/dev.ts +15 -7
- package/src/cli/error.ts +5 -0
- package/src/cli/internal/workspace.ts +0 -11
- package/src/cli/pull.ts +28 -36
- package/src/cli/run.ts +14 -11
- package/src/cli/test.ts +24 -37
- package/src/domain/asset.spec.ts +4 -4
- package/src/domain/asset.ts +8 -15
- package/src/domain/{balance.operator.spec.ts → balance-operator.spec.ts} +4 -3
- package/src/domain/{balance.operator.ts → balance-operator.ts} +0 -0
- package/src/domain/balance.spec.ts +51 -47
- package/src/domain/balance.ts +32 -31
- package/src/domain/candle-operator.spec.ts +126 -0
- package/src/domain/{candle.operator.ts → candle-operator.ts} +24 -7
- package/src/domain/candle.spec.ts +13 -12
- package/src/domain/candle.ts +9 -9
- package/src/domain/commission.spec.ts +13 -12
- package/src/domain/commission.ts +15 -11
- package/src/domain/error.ts +8 -6
- package/src/domain/index.ts +8 -7
- package/src/domain/{instrument.operator.spec.ts → instrument-operator.spec.ts} +9 -2
- package/src/domain/{instrument.operator.ts → instrument-operator.ts} +0 -0
- package/src/domain/instrument.spec.ts +8 -1
- package/src/domain/instrument.ts +11 -8
- package/src/domain/{order.operator.spec.ts → order-operator.spec.ts} +11 -7
- package/src/domain/{order.operator.ts → order-operator.ts} +2 -2
- package/src/domain/order.spec.ts +15 -15
- package/src/domain/order.ts +34 -61
- package/src/domain/{orderbook.operator.spec.ts → orderbook-operator.spec.ts} +15 -3
- package/src/domain/{orderbook.operator.ts → orderbook-operator.ts} +0 -0
- package/src/domain/orderbook.spec.ts +11 -2
- package/src/domain/orderbook.ts +20 -13
- package/src/domain/{position.operator.spec.ts → position-operator.spec.ts} +13 -7
- package/src/domain/{position.operator.ts → position-operator.ts} +21 -11
- package/src/domain/position.spec.ts +14 -10
- package/src/domain/position.ts +10 -10
- package/src/domain/session-builder.ts +158 -0
- package/src/domain/session.spec.ts +5 -12
- package/src/domain/session.ts +85 -72
- package/src/domain/{trade.operator.spec.ts → trade-operator.spec.ts} +7 -3
- package/src/domain/{trade.operator.ts → trade-operator.ts} +0 -0
- package/src/domain/trade.spec.ts +6 -2
- package/src/domain/trade.ts +9 -7
- package/src/index.ts +1 -2
- package/src/shared/collections.spec.ts +34 -0
- package/src/shared/collections.ts +125 -6
- package/src/shared/decimals.spec.ts +18 -24
- package/src/shared/decimals.ts +22 -55
- package/src/shared/environment.ts +13 -0
- package/src/shared/index.ts +2 -1
- package/src/shared/logger.ts +35 -7
- package/src/shared/pipe.ts +12 -0
- package/src/storage/cache.ts +3 -1
- package/src/storage/feed.ts +91 -34
- package/src/storage/storage.ts +10 -8
- package/src/store/error.ts +36 -0
- package/src/store/index.ts +7 -7
- package/src/store/{store-balance.event.spec.ts → store-balance-event.spec.ts} +8 -8
- package/src/store/{store-balance.event.ts → store-balance-event.ts} +58 -15
- package/src/store/{store.event.ts → store-event.ts} +0 -0
- package/src/store/{store-instrument.event.spec.ts → store-instrument-event.spec.ts} +8 -7
- package/src/store/{store-instrument.event.ts → store-instrument-event.ts} +18 -7
- package/src/store/store-order-event.spec.ts +32 -0
- package/src/store/{store-order.event.ts → store-order-event.ts} +27 -22
- package/src/store/store-orderbook-event.spec.ts +39 -0
- package/src/store/store-orderbook-event.ts +56 -0
- package/src/store/{store-position.event.ts → store-position-event.ts} +41 -22
- package/src/store/store-state.ts +3 -3
- package/src/store/{store-trade.event.spec.ts → store-trade-event.spec.ts} +16 -14
- package/src/store/{store-trade.event.ts → store-trade-event.ts} +14 -8
- package/src/store/store.spec.ts +22 -20
- package/src/store/store.ts +1 -1
- package/src/strategy.ts +47 -0
- package/tsconfig.json +12 -5
- package/dist/adapter/adapter-aggregate.js.map +0 -1
- package/dist/adapter/adapter.js.map +0 -1
- package/dist/adapter/backtester/backtester-adapter.js.map +0 -1
- package/dist/adapter/backtester/backtester-adapter.spec.d.ts +0 -1
- package/dist/adapter/backtester/backtester-adapter.spec.js +0 -82
- package/dist/adapter/backtester/backtester-adapter.spec.js.map +0 -1
- package/dist/adapter/backtester/backtester-cursor.js.map +0 -1
- package/dist/adapter/backtester/backtester-cursor.spec.d.ts +0 -1
- package/dist/adapter/backtester/backtester-cursor.spec.js +0 -37
- package/dist/adapter/backtester/backtester-cursor.spec.js.map +0 -1
- package/dist/adapter/backtester/backtester-streamer.js.map +0 -1
- package/dist/adapter/backtester/backtester-streamer.spec.d.ts +0 -1
- package/dist/adapter/backtester/backtester-streamer.spec.js +0 -44
- package/dist/adapter/backtester/backtester-streamer.spec.js.map +0 -1
- package/dist/adapter/backtester/index.js.map +0 -1
- package/dist/adapter/error.js.map +0 -1
- package/dist/adapter/index.js.map +0 -1
- package/dist/adapter/paper/engine/paper-engine.js.map +0 -1
- package/dist/adapter/paper/engine/paper-engine.spec.d.ts +0 -1
- package/dist/adapter/paper/engine/paper-engine.spec.js +0 -54
- package/dist/adapter/paper/engine/paper-engine.spec.js.map +0 -1
- package/dist/adapter/paper/index.js.map +0 -1
- package/dist/adapter/paper/paper-adapter.js.map +0 -1
- package/dist/adapter/paper/paper-adapter.spec.d.ts +0 -1
- package/dist/adapter/paper/paper-adapter.spec.js +0 -69
- package/dist/adapter/paper/paper-adapter.spec.js.map +0 -1
- package/dist/bootstrap.d.ts +0 -11
- package/dist/bootstrap.js +0 -73
- package/dist/bootstrap.js.map +0 -1
- package/dist/cli/build.js.map +0 -1
- package/dist/cli/dev.js.map +0 -1
- package/dist/cli/index.js.map +0 -1
- package/dist/cli/internal/workspace.js.map +0 -1
- package/dist/cli/pull.js.map +0 -1
- package/dist/cli/run.js.map +0 -1
- package/dist/cli/test.js.map +0 -1
- package/dist/domain/asset.js.map +0 -1
- package/dist/domain/asset.spec.d.ts +0 -1
- package/dist/domain/asset.spec.js +0 -55
- package/dist/domain/asset.spec.js.map +0 -1
- package/dist/domain/balance.js.map +0 -1
- package/dist/domain/balance.operator.js.map +0 -1
- package/dist/domain/balance.operator.spec.d.ts +0 -1
- package/dist/domain/balance.operator.spec.js +0 -23
- package/dist/domain/balance.operator.spec.js.map +0 -1
- package/dist/domain/balance.spec.d.ts +0 -1
- package/dist/domain/balance.spec.js +0 -82
- package/dist/domain/balance.spec.js.map +0 -1
- package/dist/domain/candle.js.map +0 -1
- package/dist/domain/candle.operator.d.ts +0 -9
- package/dist/domain/candle.operator.js.map +0 -1
- package/dist/domain/candle.operator.spec.d.ts +0 -1
- package/dist/domain/candle.operator.spec.js +0 -111
- package/dist/domain/candle.operator.spec.js.map +0 -1
- package/dist/domain/candle.spec.d.ts +0 -1
- package/dist/domain/candle.spec.js +0 -26
- package/dist/domain/candle.spec.js.map +0 -1
- package/dist/domain/commission.js.map +0 -1
- package/dist/domain/commission.spec.d.ts +0 -1
- package/dist/domain/commission.spec.js +0 -30
- package/dist/domain/commission.spec.js.map +0 -1
- package/dist/domain/component.js.map +0 -1
- package/dist/domain/error.js.map +0 -1
- package/dist/domain/index.js.map +0 -1
- package/dist/domain/instrument.js.map +0 -1
- package/dist/domain/instrument.operator.js.map +0 -1
- package/dist/domain/instrument.operator.spec.d.ts +0 -1
- package/dist/domain/instrument.operator.spec.js +0 -24
- package/dist/domain/instrument.operator.spec.js.map +0 -1
- package/dist/domain/instrument.spec.d.ts +0 -1
- package/dist/domain/instrument.spec.js +0 -49
- package/dist/domain/instrument.spec.js.map +0 -1
- package/dist/domain/order.js.map +0 -1
- package/dist/domain/order.operator.js +0 -14
- package/dist/domain/order.operator.js.map +0 -1
- package/dist/domain/order.operator.spec.d.ts +0 -1
- package/dist/domain/order.operator.spec.js +0 -64
- package/dist/domain/order.operator.spec.js.map +0 -1
- package/dist/domain/order.spec.d.ts +0 -1
- package/dist/domain/order.spec.js +0 -33
- package/dist/domain/order.spec.js.map +0 -1
- package/dist/domain/orderbook.js.map +0 -1
- package/dist/domain/orderbook.operator.js.map +0 -1
- package/dist/domain/orderbook.operator.spec.d.ts +0 -1
- package/dist/domain/orderbook.operator.spec.js +0 -22
- package/dist/domain/orderbook.operator.spec.js.map +0 -1
- package/dist/domain/orderbook.spec.d.ts +0 -1
- package/dist/domain/orderbook.spec.js +0 -13
- package/dist/domain/orderbook.spec.js.map +0 -1
- package/dist/domain/position.js.map +0 -1
- package/dist/domain/position.operator.js.map +0 -1
- package/dist/domain/position.operator.spec.d.ts +0 -1
- package/dist/domain/position.operator.spec.js +0 -48
- package/dist/domain/position.operator.spec.js.map +0 -1
- package/dist/domain/position.spec.d.ts +0 -1
- package/dist/domain/position.spec.js +0 -30
- package/dist/domain/position.spec.js.map +0 -1
- package/dist/domain/session.js.map +0 -1
- package/dist/domain/session.spec.d.ts +0 -1
- package/dist/domain/session.spec.js +0 -23
- package/dist/domain/session.spec.js.map +0 -1
- package/dist/domain/timeframe.js.map +0 -1
- package/dist/domain/trade.js.map +0 -1
- package/dist/domain/trade.operator.js.map +0 -1
- package/dist/domain/trade.operator.spec.d.ts +0 -1
- package/dist/domain/trade.operator.spec.js +0 -24
- package/dist/domain/trade.operator.spec.js.map +0 -1
- package/dist/domain/trade.spec.d.ts +0 -1
- package/dist/domain/trade.spec.js +0 -13
- package/dist/domain/trade.spec.js.map +0 -1
- package/dist/index.js.map +0 -1
- package/dist/indicator/atr.d.ts +0 -3
- package/dist/indicator/atr.js +0 -16
- package/dist/indicator/atr.js.map +0 -1
- package/dist/indicator/cross.d.ts +0 -3
- package/dist/indicator/cross.js +0 -41
- package/dist/indicator/cross.js.map +0 -1
- package/dist/indicator/cross.spec.d.ts +0 -1
- package/dist/indicator/cross.spec.js +0 -101
- package/dist/indicator/cross.spec.js.map +0 -1
- package/dist/indicator/donchian.d.ts +0 -9
- package/dist/indicator/donchian.js +0 -16
- package/dist/indicator/donchian.js.map +0 -1
- package/dist/indicator/drawdown.d.ts +0 -2
- package/dist/indicator/drawdown.js +0 -27
- package/dist/indicator/drawdown.js.map +0 -1
- package/dist/indicator/ema.d.ts +0 -2
- package/dist/indicator/ema.js +0 -23
- package/dist/indicator/ema.js.map +0 -1
- package/dist/indicator/ema.spec.d.ts +0 -1
- package/dist/indicator/ema.spec.js +0 -23
- package/dist/indicator/ema.spec.js.map +0 -1
- package/dist/indicator/envelope.d.ts +0 -5
- package/dist/indicator/envelope.js +0 -18
- package/dist/indicator/envelope.js.map +0 -1
- package/dist/indicator/index.d.ts +0 -17
- package/dist/indicator/index.js +0 -34
- package/dist/indicator/index.js.map +0 -1
- package/dist/indicator/macd.d.ts +0 -2
- package/dist/indicator/macd.js +0 -13
- package/dist/indicator/macd.js.map +0 -1
- package/dist/indicator/min-max.d.ts +0 -5
- package/dist/indicator/min-max.js +0 -21
- package/dist/indicator/min-max.js.map +0 -1
- package/dist/indicator/ring-buffer.d.ts +0 -16
- package/dist/indicator/ring-buffer.js +0 -56
- package/dist/indicator/ring-buffer.js.map +0 -1
- package/dist/indicator/rma.d.ts +0 -2
- package/dist/indicator/rma.js +0 -23
- package/dist/indicator/rma.js.map +0 -1
- package/dist/indicator/sma.d.ts +0 -2
- package/dist/indicator/sma.js +0 -19
- package/dist/indicator/sma.js.map +0 -1
- package/dist/indicator/sma.spec.d.ts +0 -1
- package/dist/indicator/sma.spec.js +0 -19
- package/dist/indicator/sma.spec.js.map +0 -1
- package/dist/indicator/swma.d.ts +0 -2
- package/dist/indicator/swma.js +0 -20
- package/dist/indicator/swma.js.map +0 -1
- package/dist/indicator/tma.d.ts +0 -2
- package/dist/indicator/tma.js +0 -16
- package/dist/indicator/tma.js.map +0 -1
- package/dist/indicator/tma.spec.d.ts +0 -1
- package/dist/indicator/tma.spec.js +0 -19
- package/dist/indicator/tma.spec.js.map +0 -1
- package/dist/indicator/trailing.d.ts +0 -13
- package/dist/indicator/trailing.js +0 -67
- package/dist/indicator/trailing.js.map +0 -1
- package/dist/indicator/trailing.spec.d.ts +0 -1
- package/dist/indicator/trailing.spec.js +0 -69
- package/dist/indicator/trailing.spec.js.map +0 -1
- package/dist/indicator/truerange.d.ts +0 -3
- package/dist/indicator/truerange.js +0 -19
- package/dist/indicator/truerange.js.map +0 -1
- package/dist/indicator/truerange.spec.d.ts +0 -1
- package/dist/indicator/truerange.spec.js +0 -28
- package/dist/indicator/truerange.spec.js.map +0 -1
- package/dist/indicator/window.d.ts +0 -3
- package/dist/indicator/window.js +0 -22
- package/dist/indicator/window.js.map +0 -1
- package/dist/indicator/wma.d.ts +0 -2
- package/dist/indicator/wma.js +0 -22
- package/dist/indicator/wma.js.map +0 -1
- package/dist/indicator/wma.spec.d.ts +0 -1
- package/dist/indicator/wma.spec.js +0 -19
- package/dist/indicator/wma.spec.js.map +0 -1
- package/dist/shared/collections.js.map +0 -1
- package/dist/shared/datetime.js.map +0 -1
- package/dist/shared/decimals.js.map +0 -1
- package/dist/shared/decimals.spec.d.ts +0 -1
- package/dist/shared/decimals.spec.js +0 -34
- package/dist/shared/decimals.spec.js.map +0 -1
- package/dist/shared/index.js.map +0 -1
- package/dist/shared/io.d.ts +0 -1
- package/dist/shared/io.js +0 -8
- package/dist/shared/io.js.map +0 -1
- package/dist/shared/logger.js.map +0 -1
- package/dist/shared/policy.js.map +0 -1
- package/dist/storage/cache.js.map +0 -1
- package/dist/storage/cache.spec.d.ts +0 -1
- package/dist/storage/cache.spec.js +0 -18
- package/dist/storage/cache.spec.js.map +0 -1
- package/dist/storage/feed.js.map +0 -1
- package/dist/storage/index.js.map +0 -1
- package/dist/storage/measurement.js.map +0 -1
- package/dist/storage/storage.js.map +0 -1
- package/dist/store/index.js.map +0 -1
- package/dist/store/store-balance.event.js.map +0 -1
- package/dist/store/store-balance.event.spec.d.ts +0 -1
- package/dist/store/store-balance.event.spec.js +0 -26
- package/dist/store/store-balance.event.spec.js.map +0 -1
- package/dist/store/store-instrument.event.js.map +0 -1
- package/dist/store/store-instrument.event.spec.d.ts +0 -1
- package/dist/store/store-instrument.event.spec.js +0 -22
- package/dist/store/store-instrument.event.spec.js.map +0 -1
- package/dist/store/store-order.event.js.map +0 -1
- package/dist/store/store-order.event.spec.d.ts +0 -1
- package/dist/store/store-order.event.spec.js +0 -21
- package/dist/store/store-order.event.spec.js.map +0 -1
- package/dist/store/store-orderbook.event.d.ts +0 -14
- package/dist/store/store-orderbook.event.js +0 -42
- package/dist/store/store-orderbook.event.js.map +0 -1
- package/dist/store/store-position.event.js.map +0 -1
- package/dist/store/store-state.js.map +0 -1
- package/dist/store/store-trade.event.d.ts +0 -12
- package/dist/store/store-trade.event.js.map +0 -1
- package/dist/store/store-trade.event.spec.d.ts +0 -1
- package/dist/store/store-trade.event.spec.js +0 -44
- package/dist/store/store-trade.event.spec.js.map +0 -1
- package/dist/store/store.event.js.map +0 -1
- package/dist/store/store.js.map +0 -1
- package/dist/store/store.spec.d.ts +0 -1
- package/dist/store/store.spec.js +0 -119
- package/dist/store/store.spec.js.map +0 -1
- package/dist/tsconfig.tsbuildinfo +0 -1
- package/jestconfig.json +0 -12
- package/src/adapter/backtester/backtester-adapter.spec.ts +0 -124
- package/src/adapter/paper/paper-adapter.spec.ts +0 -105
- package/src/bootstrap.ts +0 -139
- package/src/domain/candle.operator.spec.ts +0 -125
- package/src/indicator/atr.ts +0 -20
- package/src/indicator/cross.spec.ts +0 -151
- package/src/indicator/cross.ts +0 -51
- package/src/indicator/donchian.ts +0 -37
- package/src/indicator/drawdown.ts +0 -27
- package/src/indicator/ema.spec.ts +0 -38
- package/src/indicator/ema.ts +0 -26
- package/src/indicator/envelope.ts +0 -20
- package/src/indicator/index.ts +0 -17
- package/src/indicator/macd.ts +0 -21
- package/src/indicator/min-max.ts +0 -25
- package/src/indicator/ring-buffer.ts +0 -63
- package/src/indicator/rma.ts +0 -25
- package/src/indicator/sma.spec.ts +0 -20
- package/src/indicator/sma.ts +0 -24
- package/src/indicator/swma.ts +0 -24
- package/src/indicator/tma.spec.ts +0 -20
- package/src/indicator/tma.ts +0 -19
- package/src/indicator/trailing.spec.ts +0 -75
- package/src/indicator/trailing.ts +0 -75
- package/src/indicator/truerange.spec.ts +0 -32
- package/src/indicator/truerange.ts +0 -31
- package/src/indicator/window.ts +0 -28
- package/src/indicator/wma.spec.ts +0 -19
- package/src/indicator/wma.ts +0 -28
- package/src/shared/io.ts +0 -3
- package/src/store/store-order.event.spec.ts +0 -28
- package/src/store/store-orderbook.event.ts +0 -54
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describe('candle', () => {
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test('should aggregate and pipe candle updates', done => {
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{ timestamp: 0, open: 1, high: 2, low: 1, close: 2 },
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{ timestamp: 0, open: 1, high: 3, low: 1, close: 3 },
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{ timestamp: 0, open: 1, high: 3, low: 0, close: 0 },
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{ timestamp: 5, open: 0, high: 7, low: 7, close: 7 },
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describe('candleCompleted', () => {
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test('should aggregate and pipe distinct completed candles', done => {
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{ timestamp: 2, rate: 2 },
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{ timestamp: 3, rate: 3 },
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{ timestamp: 4, rate: 0 },
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{ timestamp: 5, rate: 7 },
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input$
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describe('mergeCandle', () => {
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new candle_1.Candle(2, 2, 2.5, 1.5, 3),
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new candle_1.Candle(3, 3, 3.5, 2.5, 4)
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{ timestamp: 1, open: 1, high: 1.5, low: 0.5, close: 2 },
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{ timestamp: 2, open: 2, high: 2.5, low: 1.5, close: 3 },
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{ timestamp: 3, open: 3, high: 5, low: 2.5, close: 5 },
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{"version":3,"file":"candle.operator.spec.js","sourceRoot":"","sources":["../../src/domain/candle.operator.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,qCAAkC;AAClC,uDAAyE;AAEzE,QAAQ,CAAC,QAAQ,EAAE,GAAG,EAAE;IACtB,IAAI,CAAC,0CAA0C,EAAE,IAAI,CAAC,EAAE;QACtD,MAAM,MAAM,GAAG,IAAA,WAAI,EAAC;YAClB,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE;YACzB,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE;YACzB,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE;YACzB,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE;YACzB,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE;YACzB,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE;SAC1B,CAAC,CAAC;QAEH,MAAM,MAAM,GAAG;YACb,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,KAAK,EAAE,CAAC,EAAE;YACpD,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,KAAK,EAAE,CAAC,EAAE;YACpD,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,KAAK,EAAE,CAAC,EAAE;YACpD,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,KAAK,EAAE,CAAC,EAAE;YACpD,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,KAAK,EAAE,CAAC,EAAE;YACpD,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,KAAK,EAAE,CAAC,EAAE;SACrD,CAAC,OAAO,EAAE,CAAC;QAEZ,MAAM,CAAC,IAAI,CAAC,IAAA,wBAAM,EAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,CAAC,CAAC,CAAC,SAAS,CAAC;YAC9C,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,GAAG,EAAE,CAAC,CAAC;gBACjC,IAAI,MAAM,CAAC,MAAM,KAAK,CAAC,EAAE;oBACvB,IAAI,EAAE,CAAC;iBACR;YACH,CAAC;SACF,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,iBAAiB,EAAE,GAAG,EAAE;IAC/B,IAAI,CAAC,sDAAsD,EAAE,IAAI,CAAC,EAAE;QAClE,MAAM,MAAM,GAAG,IAAA,WAAI,EAAC;YAClB,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE;YACzB,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE;YACzB,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE;YACzB,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE;YACzB,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE;YACzB,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE;SAC1B,CAAC,CAAC;QAEH,MAAM;aACH,IAAI,CACH,IAAA,wBAAM,EAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,CAAC,EACxB,IAAA,iCAAe,GAAE,CAClB;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,KAAK,EAAE,CAAC,EAAE,CAAC,CAAC;gBACzE,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,aAAa,EAAE,GAAG,EAAE;IAC3B,IAAI,CAAC,2CAA2C,EAAE,IAAI,CAAC,EAAE;QACvD,MAAM,QAAQ,GAAG,IAAA,WAAI,EAAC;YACpB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,CAAC;YAC7B,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,CAAC;YAC7B,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,CAAC;SAC9B,CAAC,CAAC;QAEH,MAAM,MAAM,GAAG,IAAA,WAAI,EAAC;YAClB,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE;YACzB,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE;YACzB,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE;SAC1B,CAAC,CAAC;QAEH,MAAM,MAAM,GAAG;YACb,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,IAAI,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,KAAK,EAAE,CAAC,EAAE;YACxD,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,IAAI,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,KAAK,EAAE,CAAC,EAAE;YACxD,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,GAAG,EAAE,GAAG,EAAE,KAAK,EAAE,CAAC,EAAE;YACtD,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,KAAK,EAAE,CAAC,EAAE;YACpD,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,KAAK,EAAE,CAAC,EAAE;SACrD,CAAC,OAAO,EAAE,CAAC;QAEZ,MAAM,CAAC,IAAI,CAAC,IAAA,6BAAW,EAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,EAAE,QAAQ,CAAC,CAAC,CAAC,SAAS,CAAC;YAC7D,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,GAAG,EAAE,CAAC,CAAC;gBACjC,IAAI,MAAM,CAAC,MAAM,KAAK,CAAC,EAAE;oBACvB,IAAI,EAAE,CAAC;iBACR;YACH,CAAC;SACF,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,+CAA+C,EAAE,IAAI,CAAC,EAAE;QAC3D,MAAM,QAAQ,GAAG,IAAA,WAAI,EAAC;YACpB,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,CAAC;YAC7B,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,CAAC;YAC7B,IAAI,eAAM,CAAC,CAAC,EAAE,CAAC,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,CAAC;SAC9B,CAAC,CAAC;QAEH,MAAM,MAAM,GAAG,IAAA,WAAI,EAAC;YAClB,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE;YACzB,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE;YACzB,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE;SAC1B,CAAC,CAAC;QAEH,MAAM,MAAM,GAAG;YACb,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,IAAI,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,KAAK,EAAE,CAAC,EAAE;YACxD,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,IAAI,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,KAAK,EAAE,CAAC,EAAE;YACxD,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,IAAI,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,KAAK,EAAE,CAAC,EAAE;YACxD,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,KAAK,EAAE,CAAC,EAAE;YACpD,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,KAAK,EAAE,CAAC,EAAE;YACpD,EAAE,SAAS,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,KAAK,EAAE,CAAC,EAAE;SACrD,CAAC,OAAO,EAAE,CAAC;QAEZ,MAAM,CAAC,IAAI,CAAC,IAAA,6BAAW,EAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,EAAE,QAAQ,CAAC,CAAC,CAAC,SAAS,CAAC;YAC7D,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,GAAG,EAAE,CAAC,CAAC;gBACjC,IAAI,MAAM,CAAC,MAAM,KAAK,CAAC,EAAE;oBACvB,IAAI,EAAE,CAAC;iBACR;YACH,CAAC;SACF,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
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@@ -1 +0,0 @@
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|
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1
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-
export {};
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@@ -1,26 +0,0 @@
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1
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-
"use strict";
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2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
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3
|
-
const shared_1 = require("../shared");
|
|
4
|
-
const candle_1 = require("./candle");
|
|
5
|
-
describe('Candle', () => {
|
|
6
|
-
test('should construct a candle', () => {
|
|
7
|
-
const timestamp = (0, shared_1.now)();
|
|
8
|
-
const sut = new candle_1.Candle(timestamp, 2, 4, 1, 3);
|
|
9
|
-
expect(sut.timestamp).toEqual(timestamp);
|
|
10
|
-
expect(sut.open).toEqual(2);
|
|
11
|
-
expect(sut.high).toEqual(4);
|
|
12
|
-
expect(sut.low).toEqual(1);
|
|
13
|
-
expect(sut.close).toEqual(3);
|
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14
|
-
});
|
|
15
|
-
test('should modify a candle', () => {
|
|
16
|
-
const timestamp = (0, shared_1.now)();
|
|
17
|
-
const sut = new candle_1.Candle(timestamp, 2, 4, 1, 3);
|
|
18
|
-
sut.apply(10);
|
|
19
|
-
expect(sut.timestamp).toEqual(timestamp);
|
|
20
|
-
expect(sut.open).toEqual(2);
|
|
21
|
-
expect(sut.high).toEqual(10);
|
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22
|
-
expect(sut.low).toEqual(1);
|
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23
|
-
expect(sut.close).toEqual(10);
|
|
24
|
-
});
|
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25
|
-
});
|
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//# sourceMappingURL=candle.spec.js.map
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@@ -1 +0,0 @@
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1
|
-
{"version":3,"file":"candle.spec.js","sourceRoot":"","sources":["../../src/domain/candle.spec.ts"],"names":[],"mappings":";;AAAA,sCAAgC;AAChC,qCAAkC;AAElC,QAAQ,CAAC,QAAQ,EAAE,GAAG,EAAE;IACtB,IAAI,CAAC,2BAA2B,EAAE,GAAG,EAAE;QACrC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QAExB,MAAM,GAAG,GAAG,IAAI,eAAM,CAAC,SAAS,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;QAE9C,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACzC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC3B,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IAC/B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,wBAAwB,EAAE,GAAG,EAAE;QAClC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QAExB,MAAM,GAAG,GAAG,IAAI,eAAM,CAAC,SAAS,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;QAC9C,GAAG,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;QAEd,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACzC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;QAC7B,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC3B,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;IAChC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"commission.js","sourceRoot":"","sources":["../../src/domain/commission.ts"],"names":[],"mappings":";;;AAAA,MAAa,UAAU;IACrB,YAAqB,SAAiB,EAAW,SAAiB;QAA7C,cAAS,GAAT,SAAS,CAAQ;QAAW,cAAS,GAAT,SAAS,CAAQ;IAAG,CAAC;IAEtE,iBAAiB,CAAC,KAAa;QAC7B,OAAO,KAAK,GAAG,IAAI,CAAC,SAAS,CAAC;IAChC,CAAC;IAED,iBAAiB,CAAC,KAAa;QAC7B,OAAO,KAAK,GAAG,IAAI,CAAC,SAAS,CAAC;IAChC,CAAC;IAED,aAAa,CAAC,KAAa;QACzB,OAAO,KAAK,GAAG,IAAI,CAAC,iBAAiB,CAAC,KAAK,CAAC,CAAC;IAC/C,CAAC;IAED,aAAa,CAAC,KAAa;QACzB,OAAO,KAAK,GAAG,IAAI,CAAC,iBAAiB,CAAC,KAAK,CAAC,CAAC;IAC/C,CAAC;CACF;AAlBD,gCAkBC;AAED,SAAgB,mBAAmB,CAAC,IAAsC;IACxE,OAAO,IAAI,UAAU,CAAC,IAAI,CAAC,KAAK,GAAG,KAAK,EAAE,IAAI,CAAC,KAAK,GAAG,KAAK,CAAC,CAAC;AAChE,CAAC;AAFD,kDAEC"}
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
export {};
|
|
@@ -1,30 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
const commission_1 = require("./commission");
|
|
4
|
-
describe('Commission', () => {
|
|
5
|
-
test('should construct a Commission', () => {
|
|
6
|
-
const sut = (0, commission_1.commissionPercentOf)({
|
|
7
|
-
maker: 0.1,
|
|
8
|
-
taker: 0.2
|
|
9
|
-
});
|
|
10
|
-
expect(sut.makerRate).toEqual(0.001);
|
|
11
|
-
expect(sut.takerRate).toEqual(0.002);
|
|
12
|
-
});
|
|
13
|
-
test('should calculate a maker fee', () => {
|
|
14
|
-
const sut = (0, commission_1.commissionPercentOf)({
|
|
15
|
-
maker: 0.1,
|
|
16
|
-
taker: 0.2
|
|
17
|
-
});
|
|
18
|
-
expect(sut.calculateMakerFee(2000)).toEqual(2);
|
|
19
|
-
expect(sut.applyMakerFee(2000)).toEqual(1998);
|
|
20
|
-
});
|
|
21
|
-
test('should calculate a taker fee', () => {
|
|
22
|
-
const sut = (0, commission_1.commissionPercentOf)({
|
|
23
|
-
maker: 0.1,
|
|
24
|
-
taker: 0.2
|
|
25
|
-
});
|
|
26
|
-
expect(sut.calculateTakerFee(2000)).toEqual(4);
|
|
27
|
-
expect(sut.applyTakerFee(2000)).toEqual(1996);
|
|
28
|
-
});
|
|
29
|
-
});
|
|
30
|
-
//# sourceMappingURL=commission.spec.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"commission.spec.js","sourceRoot":"","sources":["../../src/domain/commission.spec.ts"],"names":[],"mappings":";;AAAA,6CAAmD;AAEnD,QAAQ,CAAC,YAAY,EAAE,GAAG,EAAE;IAC1B,IAAI,CAAC,+BAA+B,EAAE,GAAG,EAAE;QACzC,MAAM,GAAG,GAAG,IAAA,gCAAmB,EAAC;YAC9B,KAAK,EAAE,GAAG;YACV,KAAK,EAAE,GAAG;SACX,CAAC,CAAC;QAEH,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACrC,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IACvC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,8BAA8B,EAAE,GAAG,EAAE;QACxC,MAAM,GAAG,GAAG,IAAA,gCAAmB,EAAC;YAC9B,KAAK,EAAE,GAAG;YACV,KAAK,EAAE,GAAG;SACX,CAAC,CAAC;QAEH,MAAM,CAAC,GAAG,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC/C,MAAM,CAAC,GAAG,CAAC,aAAa,CAAC,IAAI,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;IAChD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,8BAA8B,EAAE,GAAG,EAAE;QACxC,MAAM,GAAG,GAAG,IAAA,gCAAmB,EAAC;YAC9B,KAAK,EAAE,GAAG;YACV,KAAK,EAAE,GAAG;SACX,CAAC,CAAC;QAEH,MAAM,CAAC,GAAG,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC/C,MAAM,CAAC,GAAG,CAAC,aAAa,CAAC,IAAI,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;IAChD,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"component.js","sourceRoot":"","sources":["../../src/domain/component.ts"],"names":[],"mappings":""}
|
package/dist/domain/error.js.map
DELETED
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"error.js","sourceRoot":"","sources":["../../src/domain/error.ts"],"names":[],"mappings":";;;AAAA,SAAgB,sBAAsB,CACpC,SAAiB,EACjB,cAAsB,EACtB,eAAuB;IAEvB,OAAO,IAAI,KAAK,CACd,yBAAyB,SAAS,SAAS,eAAe,cAAc,cAAc,EAAE,CACzF,CAAC;AACJ,CAAC;AARD,wDAQC;AAED,SAAgB,oBAAoB,CAAC,KAAU;IAC7C,MAAM,IAAI,KAAK,CAAC,qBAAqB,KAAK,EAAE,CAAC,CAAC;AAChD,CAAC;AAFD,oDAEC;AAED,SAAgB,yBAAyB,CAAC,QAAgB;IACxD,MAAM,IAAI,KAAK,CAAC,2BAA2B,QAAQ,EAAE,CAAC,CAAC;AACzD,CAAC;AAFD,8DAEC;AAED,SAAgB,8BAA8B,CAAC,QAAgB;IAC7D,MAAM,IAAI,KAAK,CAAC,gCAAgC,QAAQ,EAAE,CAAC,CAAC;AAC9D,CAAC;AAFD,wEAEC;AAED,SAAgB,oBAAoB;IAClC,OAAO,IAAI,KAAK,CAAC,2BAA2B,CAAC,CAAC;AAChD,CAAC;AAFD,oDAEC"}
|
package/dist/domain/index.js.map
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{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/domain/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,0CAAwB;AACxB,4CAA0B;AAC1B,qDAAmC;AACnC,0CAAwB;AACxB,2CAAyB;AACzB,oDAAkC;AAClC,+CAA6B;AAC7B,8CAA4B;AAC5B,+CAA6B;AAC7B,wDAAsC;AACtC,0CAAwB;AACxB,mDAAiC;AACjC,8CAA4B;AAC5B,uDAAqC;AACrC,6CAA2B;AAC3B,sDAAoC;AACpC,4CAA0B;AAC1B,8CAA4B;AAC5B,0CAAwB;AACxB,mDAAiC"}
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{"version":3,"file":"instrument.js","sourceRoot":"","sources":["../../src/domain/instrument.ts"],"names":[],"mappings":";;;AACA,mCAAuE;AAGvE,mCAA+E;AAElE,QAAA,2BAA2B,GAAG,GAAG,CAAC;AAE/C,MAAa,kBAAkB;IAK7B,YAAY,IAAY,EAAE,KAAa,EAAE,OAAe;QACtD,IAAI,CAAC,IAAI,GAAG,IAAI,qBAAa,CAAC,IAAI,CAAC,WAAW,EAAE,EAAE,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC;QACzE,IAAI,CAAC,KAAK,GAAG,IAAI,qBAAa,CAAC,KAAK,CAAC,WAAW,EAAE,EAAE,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC;QAE3E,IAAI,CAAC,EAAE,GAAG,GAAG,IAAI,CAAC,IAAI,CAAC,EAAE,GAAG,mCAA2B,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,EAAE,CAAC;IAC9E,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;CACF;AAfD,gDAeC;AAKD,MAAa,UAAW,SAAQ,kBAAkB;IAOhD,YAAqB,IAAW,EAAW,KAAY,EAAW,GAAW;QAC3E,KAAK,CAAC,IAAI,CAAC,IAAI,EAAE,KAAK,CAAC,IAAI,EAAE,IAAI,CAAC,WAAW,CAAC,CAAC;QAD5B,SAAI,GAAJ,IAAI,CAAO;QAAW,UAAK,GAAL,KAAK,CAAO;QAAW,QAAG,GAAH,GAAG,CAAQ;QAN7E,SAAI,GAAG,YAAY,CAAC;QAIpB,aAAQ,GAAY,IAAI,CAAC;QAKvB,IAAI,IAAI,CAAC,WAAW,IAAI,KAAK,CAAC,WAAW,EAAE;YACzC,MAAM,IAAA,4BAAoB,GAAE,CAAC;SAC9B;IACH,CAAC;CACF;AAdD,gCAcC;AAED,SAAgB,YAAY,CAAC,QAAgB;IAC3C,MAAM,CAAC,WAAW,EAAE,KAAK,EAAE,GAAG,IAAI,CAAC,GAAG,QAAQ,CAAC,KAAK,CAAC,8BAAsB,CAAC,CAAC;IAC7E,IAAI,CAAC,WAAW,IAAI,CAAC,KAAK,IAAI,IAAI,CAAC,MAAM,EAAE;QACzC,MAAM,IAAA,sCAA8B,EAAC,QAAQ,CAAC,CAAC;KAChD;IAED,MAAM,CAAC,aAAa,EAAE,cAAc,CAAC,GAAG,KAAK,CAAC,KAAK,CAAC,mCAA2B,CAAC,CAAC;IACjF,IAAI,CAAC,aAAa,IAAI,CAAC,cAAc,EAAE;QACrC,MAAM,IAAA,sCAA8B,EAAC,QAAQ,CAAC,CAAC;KAChD;IAED,OAAO,IAAI,kBAAkB,CAAC,aAAa,EAAE,cAAc,EAAE,WAAW,CAAC,CAAC;AAC5E,CAAC;AAZD,oCAYC"}
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{"version":3,"file":"instrument.operator.js","sourceRoot":"","sources":["../../src/domain/instrument.operator.ts"],"names":[],"mappings":";;;AAAA,+BAAgF;AAIhF,6CAA8D;AAE9D,SAAgB,UAAU,CAAC,QAA4B,EAAE,KAAY;IACnE,OAAO,CAAC,OAA8B,EAAE,EAAE,CACxC,OAAO,CAAC,IAAI,CACV,IAAA,gBAAS,EAAC,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,EACrD,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,uBAAU,IAAI,EAAE,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,EAC9D,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAgB,CAAC,CAC5B,CAAC;AACN,CAAC;AAPD,gCAOC;AAED,SAAgB,WAAW,CAAC,KAAY;IACtC,OAAO,CAAC,OAA8B,EAAE,EAAE,CACxC,OAAO,CAAC,IAAI,CACV,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,uBAAU,CAAC,EACtC,IAAA,UAAG,EAAC,GAAG,EAAE,CAAC,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,eAAe,EAAE,CAAC,EACtD,IAAA,gBAAS,EAAC,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,eAAe,EAAE,CAAC,EACtD,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,MAAM,GAAG,CAAC,CAAC,EAC3B,IAAA,2BAAoB,EAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,MAAM,IAAI,GAAG,CAAC,MAAM,CAAC,CAC7D,CAAC;AACN,CAAC;AATD,kCASC"}
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export {};
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"use strict";
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-
Object.defineProperty(exports, "__esModule", { value: true });
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3
|
-
const rxjs_1 = require("rxjs");
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4
|
-
const store_1 = require("../store");
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5
|
-
const asset_1 = require("./asset");
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6
|
-
const instrument_1 = require("./instrument");
|
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7
|
-
const instrument_operator_1 = require("./instrument.operator");
|
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8
|
-
describe('instrument', () => {
|
|
9
|
-
const state = new store_1.State();
|
|
10
|
-
beforeEach(() => {
|
|
11
|
-
state.universe.instrument.upsert(new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def'));
|
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12
|
-
});
|
|
13
|
-
test('should pipe an instrument on subscription', done => {
|
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14
|
-
new rxjs_1.Subject()
|
|
15
|
-
.pipe((0, instrument_operator_1.instrument)((0, instrument_1.instrumentOf)('xyz:abc-def'), state))
|
|
16
|
-
.subscribe({
|
|
17
|
-
next: it => {
|
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18
|
-
expect(it.id).toEqual('xyz:abc-def');
|
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19
|
-
done();
|
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20
|
-
}
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21
|
-
});
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});
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|
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});
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//# sourceMappingURL=instrument.operator.spec.js.map
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|
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{"version":3,"file":"instrument.operator.spec.js","sourceRoot":"","sources":["../../src/domain/instrument.operator.spec.ts"],"names":[],"mappings":";;AAAA,+BAA+B;AAE/B,oCAAiC;AACjC,mCAAgC;AAEhC,6CAAwD;AACxD,+DAAmD;AAEnD,QAAQ,CAAC,YAAY,EAAE,GAAG,EAAE;IAC1B,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAE1B,UAAU,CAAC,GAAG,EAAE;QACd,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,MAAM,CAC9B,IAAI,uBAAU,CAAC,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAAE,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAAE,SAAS,CAAC,CAClF,CAAC;IACJ,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,2CAA2C,EAAE,IAAI,CAAC,EAAE;QACvD,IAAI,cAAO,EAAa;aACrB,IAAI,CAAC,IAAA,gCAAU,EAAC,IAAA,yBAAY,EAAC,aAAa,CAAC,EAAE,KAAK,CAAC,CAAC;aACpD,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,aAAa,CAAC,CAAC;gBACrC,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
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@@ -1 +0,0 @@
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|
-
export {};
|
|
@@ -1,49 +0,0 @@
|
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|
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|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
const asset_1 = require("./asset");
|
|
4
|
-
const instrument_1 = require("./instrument");
|
|
5
|
-
describe('Instrument', () => {
|
|
6
|
-
test('should construct a instrument', () => {
|
|
7
|
-
const sut = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
|
|
8
|
-
expect(sut.base.name).toEqual('abc');
|
|
9
|
-
expect(sut.base.adapterName).toEqual('xyz');
|
|
10
|
-
expect(sut.quote.name).toEqual('def');
|
|
11
|
-
expect(sut.quote.adapterName).toEqual('xyz');
|
|
12
|
-
expect(sut.id).toEqual('xyz:abc-def');
|
|
13
|
-
});
|
|
14
|
-
});
|
|
15
|
-
describe('InstrumentSelector', () => {
|
|
16
|
-
test('should construct a instrument selector', () => {
|
|
17
|
-
const sut = (0, instrument_1.instrumentOf)('xyz:abc-def');
|
|
18
|
-
expect(sut.base.name).toEqual('abc');
|
|
19
|
-
expect(sut.base.adapterName).toEqual('xyz');
|
|
20
|
-
expect(sut.quote.name).toEqual('def');
|
|
21
|
-
expect(sut.quote.adapterName).toEqual('xyz');
|
|
22
|
-
expect(sut.id).toEqual('xyz:abc-def');
|
|
23
|
-
});
|
|
24
|
-
test('should construct a instrument selector capital case', () => {
|
|
25
|
-
const sut = (0, instrument_1.instrumentOf)('XYZ:ABC-DEF');
|
|
26
|
-
expect(sut.base.name).toEqual('abc');
|
|
27
|
-
expect(sut.base.adapterName).toEqual('xyz');
|
|
28
|
-
expect(sut.quote.name).toEqual('def');
|
|
29
|
-
expect(sut.quote.adapterName).toEqual('xyz');
|
|
30
|
-
expect(sut.id).toEqual('xyz:abc-def');
|
|
31
|
-
});
|
|
32
|
-
test('should throw invalid format message for missing separator', () => {
|
|
33
|
-
const fn = () => (0, instrument_1.instrumentOf)('xyzabc-def');
|
|
34
|
-
expect(fn).toThrowError();
|
|
35
|
-
});
|
|
36
|
-
test('should throw invalid format message for multiple separators', () => {
|
|
37
|
-
const fn = () => (0, instrument_1.instrumentOf)('xyz:abc:-def');
|
|
38
|
-
expect(fn).toThrowError();
|
|
39
|
-
});
|
|
40
|
-
test('should throw invalid format message for missing pair name', () => {
|
|
41
|
-
const fn = () => (0, instrument_1.instrumentOf)('xyz:');
|
|
42
|
-
expect(fn).toThrowError();
|
|
43
|
-
});
|
|
44
|
-
test('should throw invalid format message for missing adapter name', () => {
|
|
45
|
-
const fn = () => (0, asset_1.assetOf)(':abc-def');
|
|
46
|
-
expect(fn).toThrowError();
|
|
47
|
-
});
|
|
48
|
-
});
|
|
49
|
-
//# sourceMappingURL=instrument.spec.js.map
|
|
@@ -1 +0,0 @@
|
|
|
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|
-
{"version":3,"file":"instrument.spec.js","sourceRoot":"","sources":["../../src/domain/instrument.spec.ts"],"names":[],"mappings":";;AAAA,mCAAyC;AACzC,6CAAwD;AAExD,QAAQ,CAAC,YAAY,EAAE,GAAG,EAAE;IAC1B,IAAI,CAAC,+BAA+B,EAAE,GAAG,EAAE;QACzC,MAAM,GAAG,GAAG,IAAI,uBAAU,CACxB,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;QAEF,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACrC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAC5C,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACtC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAC7C,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,aAAa,CAAC,CAAC;IACxC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,oBAAoB,EAAE,GAAG,EAAE;IAClC,IAAI,CAAC,wCAAwC,EAAE,GAAG,EAAE;QAClD,MAAM,GAAG,GAAG,IAAA,yBAAY,EAAC,aAAa,CAAC,CAAC;QAExC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACrC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAC5C,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACtC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAC7C,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,aAAa,CAAC,CAAC;IACxC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qDAAqD,EAAE,GAAG,EAAE;QAC/D,MAAM,GAAG,GAAG,IAAA,yBAAY,EAAC,aAAa,CAAC,CAAC;QAExC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACrC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAC5C,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACtC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAC7C,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,aAAa,CAAC,CAAC;IACxC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,2DAA2D,EAAE,GAAG,EAAE;QACrE,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAA,yBAAY,EAAC,YAAY,CAAC,CAAC;QAE5C,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,6DAA6D,EAAE,GAAG,EAAE;QACvE,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAA,yBAAY,EAAC,cAAc,CAAC,CAAC;QAE9C,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,2DAA2D,EAAE,GAAG,EAAE;QACrE,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAA,yBAAY,EAAC,MAAM,CAAC,CAAC;QAEtC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,8DAA8D,EAAE,GAAG,EAAE;QACxE,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;AACL,CAAC,CAAC,CAAC"}
|
package/dist/domain/order.js.map
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|
|
|
1
|
-
{"version":3,"file":"order.js","sourceRoot":"","sources":["../../src/domain/order.ts"],"names":[],"mappings":";;;AAAA,+BAA0B;AAK1B,mCAA+C;AAY/C,MAAa,KAAK;IAoChB,YACW,UAA8B,EAC9B,IAAe,EACf,QAAgB,EAChB,IAAa,EACb,QAAiB;QAJjB,eAAU,GAAV,UAAU,CAAoB;QAC9B,SAAI,GAAJ,IAAI,CAAW;QACf,aAAQ,GAAR,QAAQ,CAAQ;QAChB,SAAI,GAAJ,IAAI,CAAS;QACb,aAAQ,GAAR,QAAQ,CAAS;QAxC5B,SAAI,GAAG,OAAO,CAAC;QAEf,OAAE,GAAG,IAAA,SAAE,GAAE,CAAC;QAEV,UAAK,GAAe,KAAK,CAAC;QAE1B,qBAAgB,GAAG,CAAC,CAAC;QAoCnB,IAAI,CAAC,QAAQ,IAAI,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,EAAE;YACvC,MAAM,IAAA,4BAAoB,EAAC,QAAQ,CAAC,CAAC;SACtC;QAED,IAAI,IAAI,IAAI,CAAC,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC,IAAI,IAAI,IAAI,CAAC,CAAC,EAAE;YAC7C,MAAM,IAAA,4BAAoB,EAAC,IAAI,CAAC,CAAC;SAClC;IACH,CAAC;IAvCD,MAAM,CAAC,MAAM,CAAC,UAA8B,EAAE,QAAgB;QAC5D,OAAO,IAAI,KAAK,CAAC,UAAU,EAAE,QAAQ,EAAE,QAAQ,CAAC,CAAC;IACnD,CAAC;IAED,MAAM,CAAC,KAAK,CAAC,UAA8B,EAAE,QAAgB,EAAE,IAAY;QACzE,OAAO,IAAI,KAAK,CAAC,UAAU,EAAE,OAAO,EAAE,QAAQ,EAAE,IAAI,CAAC,CAAC;IACxD,CAAC;IAED,MAAM,CAAC,UAAU,CACf,UAA8B,EAC9B,QAAgB,EAChB,QAAgB;QAEhB,OAAO,IAAI,KAAK,CAAC,UAAU,EAAE,aAAa,EAAE,QAAQ,EAAE,SAAS,EAAE,QAAQ,CAAC,CAAC;IAC7E,CAAC;IAED,MAAM,CAAC,SAAS,CACd,UAA8B,EAC9B,QAAgB,EAChB,IAAY,EACZ,QAAgB;QAEhB,OAAO,IAAI,KAAK,CAAC,UAAU,EAAE,YAAY,EAAE,QAAQ,EAAE,IAAI,EAAE,QAAQ,CAAC,CAAC;IACvE,CAAC;IAkBD,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;IAED,sBAAsB,CAAC,IAAa,EAAE,KAAc;QAClD,MAAM,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;QAEpC,IAAI,IAAI,CAAC,QAAQ,GAAG,CAAC,EAAE;YACrB,QAAQ,IAAI,CAAC,IAAI,EAAE;gBACjB,KAAK,QAAQ;oBACX,OAAO;wBACL,IAAI,EAAE,CAAC;wBACP,KAAK,EAAE,KAAK,CAAC,IAAI;qBAClB,CAAC;gBAEJ,KAAK,OAAO;oBACV,OAAO;wBACL,IAAI,EAAE,CAAC;wBACP,KAAK,EAAE,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,GAAG,GAAG,CAAC;qBACzC,CAAC;aACL;SACF;QAED,IAAI,IAAI,CAAC,QAAQ,GAAG,CAAC,EAAE;YACrB,OAAO;gBACL,IAAI,EAAE,GAAG;gBACT,KAAK,EAAE,CAAC;aACT,CAAC;SACH;IACH,CAAC;CACF;AAlFD,sBAkFC"}
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.orders = exports.order = void 0;
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const rxjs_1 = require("rxjs");
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const order_1 = require("./order");
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function order(selector) {
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return (source$) => source$.pipe((0, rxjs_1.filter)(it => it instanceof order_1.Order && it.instrument.id == selector.id), (0, rxjs_1.map)(it => it));
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exports.order = order;
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function orders(selector, state) {
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return (source$) => source$.pipe((0, rxjs_1.filter)(it => it instanceof order_1.Order && it.instrument.id == selector.id), (0, rxjs_1.map)(() => state.order.get(selector.id).asReadonlyArray()), (0, rxjs_1.startWith)(state.order.get(selector.id).asReadonlyArray()));
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}
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exports.orders = orders;
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//# sourceMappingURL=order.operator.js.map
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{"version":3,"file":"order.operator.js","sourceRoot":"","sources":["../../src/domain/order.operator.ts"],"names":[],"mappings":";;;AAAA,+BAA0D;AAK1D,mCAAgC;AAEhC,SAAgB,KAAK,CAAC,QAA4B;IAChD,OAAO,CAAC,OAA8B,EAAE,EAAE,CACxC,OAAO,CAAC,IAAI,CACV,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,aAAK,IAAI,EAAE,CAAC,UAAU,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,EACpE,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;AACN,CAAC;AAND,sBAMC;AAED,SAAgB,MAAM,CAAC,QAA4B,EAAE,KAAY;IAC/D,OAAO,CAAC,OAA8B,EAAE,EAAE,CACxC,OAAO,CAAC,IAAI,CACV,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,aAAK,IAAI,EAAE,CAAC,UAAU,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,EACpE,IAAA,UAAG,EAAC,GAAG,EAAE,CAAC,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,eAAe,EAAE,CAAC,EACzD,IAAA,gBAAS,EAAC,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,eAAe,EAAE,CAAC,CAC1D,CAAC;AACN,CAAC;AAPD,wBAOC"}
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export {};
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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const rxjs_1 = require("rxjs");
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const store_1 = require("../store");
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const asset_1 = require("./asset");
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const instrument_1 = require("./instrument");
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const order_1 = require("./order");
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const order_operator_1 = require("./order.operator");
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const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
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describe('order', () => {
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test('should pipe an order', done => {
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new rxjs_1.BehaviorSubject(order_1.Order.market(instrument, -100))
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.pipe((0, order_operator_1.order)(instrument))
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.subscribe({
|
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|
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next: it => {
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expect(it.instrument).toEqual(instrument);
|
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expect(it.quantity).toEqual(-100);
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done();
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}
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});
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});
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|
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test('should skip a pipe', done => {
|
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new rxjs_1.BehaviorSubject(instrument).pipe((0, order_operator_1.order)(instrument)).subscribe({
|
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next: () => fail(),
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complete: done()
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});
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});
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});
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describe('positions', () => {
|
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30
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let state;
|
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31
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let order1, order2, order3;
|
|
32
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beforeEach(() => {
|
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|
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state = new store_1.State();
|
|
34
|
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order1 = order_1.Order.market(instrument, -100);
|
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35
|
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order2 = order_1.Order.limit(instrument, 100, 10);
|
|
36
|
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order3 = order_1.Order.market(instrument, 100);
|
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37
|
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state.order.upsert(new store_1.InnerSet(instrument.id, [order1, order2, order3]));
|
|
38
|
-
});
|
|
39
|
-
test('should pipe all orders on subscription start', done => {
|
|
40
|
-
order1.state = 'NEW';
|
|
41
|
-
order2.state = 'NEW';
|
|
42
|
-
order3.state = 'NEW';
|
|
43
|
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new rxjs_1.Subject().pipe((0, order_operator_1.orders)(instrument, state)).subscribe({
|
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44
|
-
next: it => {
|
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45
|
-
expect(it.length).toEqual(3);
|
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46
|
-
done();
|
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47
|
-
}
|
|
48
|
-
});
|
|
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|
-
});
|
|
50
|
-
test('should pipe pending orders on subscription start', done => {
|
|
51
|
-
order1.state = 'NEW';
|
|
52
|
-
order2.state = 'PENDING';
|
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53
|
-
order3.state = 'PENDING';
|
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54
|
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new rxjs_1.Subject()
|
|
55
|
-
.pipe((0, order_operator_1.orders)(instrument, state), (0, rxjs_1.map)(it => it.filter(order => order.state === 'PENDING')))
|
|
56
|
-
.subscribe({
|
|
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|
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next: it => {
|
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|
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expect(it.length).toEqual(2);
|
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|
-
done();
|
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60
|
-
}
|
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61
|
-
});
|
|
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|
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});
|
|
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|
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});
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//# sourceMappingURL=order.operator.spec.js.map
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@@ -1 +0,0 @@
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|
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{"version":3,"file":"order.operator.spec.js","sourceRoot":"","sources":["../../src/domain/order.operator.spec.ts"],"names":[],"mappings":";;AAAA,+BAAqD;AAErD,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,CAAC,GAAG,CAAC,CAAC;aAC3D,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,CAAC,GAAG,CAAC,CAAC;gBAClC,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,CAAC,GAAG,CAAC,CAAC;QACxC,MAAM,GAAG,aAAK,CAAC,KAAK,CAAC,UAAU,EAAE,GAAG,EAAE,EAAE,CAAC,CAAC;QAC1C,MAAM,GAAG,aAAK,CAAC,MAAM,CAAC,UAAU,EAAE,GAAG,CAAC,CAAC;QAEvC,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"}
|
|
@@ -1 +0,0 @@
|
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|
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|
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export {};
|
|
@@ -1,33 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
const asset_1 = require("./asset");
|
|
4
|
-
const instrument_1 = require("./instrument");
|
|
5
|
-
const order_1 = require("./order");
|
|
6
|
-
describe('Order', () => {
|
|
7
|
-
const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
|
|
8
|
-
test('should construct a market buy order', () => {
|
|
9
|
-
const sut = order_1.Order.market(instrument, 100);
|
|
10
|
-
expect(sut.quantity).toEqual(100);
|
|
11
|
-
expect(sut.rate).toEqual(undefined);
|
|
12
|
-
expect(sut.type).toEqual('MARKET');
|
|
13
|
-
});
|
|
14
|
-
test('should construct a market sell order', () => {
|
|
15
|
-
const sut = order_1.Order.market(instrument, -100);
|
|
16
|
-
expect(sut.quantity).toEqual(-100);
|
|
17
|
-
expect(sut.rate).toEqual(undefined);
|
|
18
|
-
expect(sut.type).toEqual('MARKET');
|
|
19
|
-
});
|
|
20
|
-
test('should construct a limit buy order', () => {
|
|
21
|
-
const sut = order_1.Order.limit(instrument, 100, 2000);
|
|
22
|
-
expect(sut.quantity).toEqual(100);
|
|
23
|
-
expect(sut.rate).toEqual(2000);
|
|
24
|
-
expect(sut.type).toEqual('LIMIT');
|
|
25
|
-
});
|
|
26
|
-
test('should construct a limit sell order', () => {
|
|
27
|
-
const sut = order_1.Order.limit(instrument, -100, 2000);
|
|
28
|
-
expect(sut.quantity).toEqual(-100);
|
|
29
|
-
expect(sut.rate).toEqual(2000);
|
|
30
|
-
expect(sut.type).toEqual('LIMIT');
|
|
31
|
-
});
|
|
32
|
-
});
|
|
33
|
-
//# sourceMappingURL=order.spec.js.map
|
|
@@ -1 +0,0 @@
|
|
|
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"}
|
|
@@ -1 +0,0 @@
|
|
|
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"}
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{"version":3,"file":"orderbook.operator.js","sourceRoot":"","sources":["../../src/domain/orderbook.operator.ts"],"names":[],"mappings":";;;AAAA,+BAA0D;AAK1D,2CAAwC;AAExC,SAAgB,SAAS,CAAC,QAA4B,EAAE,KAAY;IAClE,OAAO,CAAC,OAA8B,EAAE,EAAE,CACxC,OAAO,CAAC,IAAI,CACV,IAAA,gBAAS,EAAC,KAAK,CAAC,SAAS,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,EAC3C,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,qBAAS,IAAI,EAAE,CAAC,UAAU,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,EACxE,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAe,CAAC,CAC3B,CAAC;AACN,CAAC;AAPD,8BAOC"}
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export {};
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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const rxjs_1 = require("rxjs");
|
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const store_1 = require("../store");
|
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const asset_1 = require("./asset");
|
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const instrument_1 = require("./instrument");
|
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const orderbook_1 = require("./orderbook");
|
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const orderbook_operator_1 = require("./orderbook.operator");
|
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describe('orderbook', () => {
|
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|
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const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
|
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test('should pipe an orderbook on subscription', done => {
|
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const state = new store_1.State();
|
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state.orderbook.upsert(new orderbook_1.Orderbook(instrument));
|
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new rxjs_1.Subject().pipe((0, orderbook_operator_1.orderbook)(instrument, state)).subscribe({
|
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next: it => {
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expect(it.id).toEqual(instrument.id);
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done();
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}
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});
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});
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});
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//# sourceMappingURL=orderbook.operator.spec.js.map
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{"version":3,"file":"orderbook.operator.spec.js","sourceRoot":"","sources":["../../src/domain/orderbook.operator.spec.ts"],"names":[],"mappings":";;AAAA,+BAA+B;AAE/B,oCAAiC;AACjC,mCAAgC;AAEhC,6CAA0C;AAC1C,2CAAwC;AACxC,6DAAiD;AAEjD,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,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,0CAA0C,EAAE,IAAI,CAAC,EAAE;QACtD,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,KAAK,CAAC,SAAS,CAAC,MAAM,CAAC,IAAI,qBAAS,CAAC,UAAU,CAAC,CAAC,CAAC;QAElD,IAAI,cAAO,EAAa,CAAC,IAAI,CAAC,IAAA,8BAAS,EAAC,UAAU,EAAE,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;YACpE,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;gBACrC,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
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@@ -1 +0,0 @@
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export {};
|
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@@ -1,13 +0,0 @@
|
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1
|
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"use strict";
|
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2
|
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Object.defineProperty(exports, "__esModule", { value: true });
|
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3
|
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const asset_1 = require("./asset");
|
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|
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const instrument_1 = require("./instrument");
|
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5
|
-
const orderbook_1 = require("./orderbook");
|
|
6
|
-
describe('Orderbook', () => {
|
|
7
|
-
const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
|
|
8
|
-
test('should construct an empty orderbook', () => {
|
|
9
|
-
const sut = new orderbook_1.Orderbook(instrument);
|
|
10
|
-
expect(sut.id).toEqual(instrument.id);
|
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11
|
-
});
|
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|
-
});
|
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//# sourceMappingURL=orderbook.spec.js.map
|
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|
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|
-
{"version":3,"file":"orderbook.spec.js","sourceRoot":"","sources":["../../src/domain/orderbook.spec.ts"],"names":[],"mappings":";;AAAA,mCAAgC;AAChC,6CAA0C;AAC1C,2CAAwC;AAExC,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,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,IAAI,qBAAS,CAAC,UAAU,CAAC,CAAC;QAEtC,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;IACxC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
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@@ -1 +0,0 @@
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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"}
|
|
@@ -1 +0,0 @@
|
|
|
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"}
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
export {};
|
|
@@ -1,48 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
const rxjs_1 = require("rxjs");
|
|
4
|
-
const store_1 = require("../store");
|
|
5
|
-
const asset_1 = require("./asset");
|
|
6
|
-
const balance_1 = require("./balance");
|
|
7
|
-
const instrument_1 = require("./instrument");
|
|
8
|
-
const position_1 = require("./position");
|
|
9
|
-
const position_operator_1 = require("./position.operator");
|
|
10
|
-
const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
|
|
11
|
-
describe('position', () => {
|
|
12
|
-
test('should pipe a position', done => {
|
|
13
|
-
new rxjs_1.BehaviorSubject(new position_1.Position('1', instrument, 'CROSS', 10, 2, 3))
|
|
14
|
-
.pipe((0, position_operator_1.position)(instrument))
|
|
15
|
-
.subscribe({
|
|
16
|
-
next: it => {
|
|
17
|
-
expect(it.id).toEqual('1');
|
|
18
|
-
done();
|
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19
|
-
}
|
|
20
|
-
});
|
|
21
|
-
});
|
|
22
|
-
test('should skip a pipe', done => {
|
|
23
|
-
new rxjs_1.BehaviorSubject(instrument).pipe((0, position_operator_1.position)(instrument)).subscribe({
|
|
24
|
-
next: () => fail(),
|
|
25
|
-
complete: done()
|
|
26
|
-
});
|
|
27
|
-
});
|
|
28
|
-
});
|
|
29
|
-
describe('positions', () => {
|
|
30
|
-
const state = new store_1.State();
|
|
31
|
-
const balance = new balance_1.Balance(instrument.quote);
|
|
32
|
-
const position1 = new position_1.Position('1', instrument, 'CROSS', 10, 2, 3);
|
|
33
|
-
const position2 = new position_1.Position('2', instrument, 'CROSS', 20, 2, 3);
|
|
34
|
-
beforeEach(() => {
|
|
35
|
-
state.balance.upsert(balance);
|
|
36
|
-
balance.position['1'] = position1;
|
|
37
|
-
balance.position['2'] = position2;
|
|
38
|
-
});
|
|
39
|
-
test('should pipe an array of positions on subscription start', done => {
|
|
40
|
-
new rxjs_1.Subject().pipe((0, position_operator_1.positions)(instrument, state)).subscribe({
|
|
41
|
-
next: it => {
|
|
42
|
-
expect(it.length).toEqual(2);
|
|
43
|
-
done();
|
|
44
|
-
}
|
|
45
|
-
});
|
|
46
|
-
});
|
|
47
|
-
});
|
|
48
|
-
//# sourceMappingURL=position.operator.spec.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"position.operator.spec.js","sourceRoot":"","sources":["../../src/domain/position.operator.spec.ts"],"names":[],"mappings":";;AAAA,+BAAqD;AAErD,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,EAAE,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAC7E,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,EAAE,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;IACnE,MAAM,SAAS,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;IAEnE,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"}
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
export {};
|