@quantform/core 0.5.15 → 0.6.4

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

@@ -1,8 +1,17 @@
 "use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.BacktesterStreamer = void 0;
-const store_1 = require("../../store");
 const backtester_cursor_1 = require("./backtester-cursor");
+const error_1 = require("./error");
 class BacktesterStreamer {
     constructor(store, feed, period, listener) {
         this.store = store;
@@ -14,7 +23,7 @@ class BacktesterStreamer {
         this.stopAcquire = 1;
         this.sequence = 0;
         if (period.from == undefined || period.to == undefined) {
-            throw new Error('invalid backtest options, please provide from and to period.');
+            throw (0, error_1.missingPeriodParametersError)();
         }
         this.timestamp = period.from;
     }
@@ -31,10 +40,17 @@ class BacktesterStreamer {
         const cursor = new backtester_cursor_1.BacktesterCursor(instrument, this.feed);
         this.cursor[instrument.id] = cursor;
     }
+    /**
+     * Increments stop counter.
+     */
     stop() {
         this.stopAcquire++;
     }
+    /**
+     * Decreases stop counter and continues execution if no more stops requested.
+     */
     tryContinue() {
+        var _a;
         if (this.stopAcquire == 0) {
             return;
         }
@@ -43,14 +59,15 @@ class BacktesterStreamer {
             return;
         }
         if (this.sequence == 0) {
-            if (this.listener.onBacktestStarted) {
+            if ((_a = this.listener) === null || _a === void 0 ? void 0 : _a.onBacktestStarted) {
                 this.listener.onBacktestStarted(this);
             }
         }
-        const next = async () => {
-            if (await this.processNext()) {
+        const next = () => __awaiter(this, void 0, void 0, function* () {
+            var _b, _c;
+            if (yield this.processNext()) {
                 if (this.sequence % this.sequenceUpdateBatch == 0) {
-                    if (this.listener.onBacktestUpdated) {
+                    if ((_b = this.listener) === null || _b === void 0 ? void 0 : _b.onBacktestUpdated) {
                         this.listener.onBacktestUpdated(this);
                     }
                 }
@@ -59,47 +76,44 @@ class BacktesterStreamer {
                 }
             }
             else {
-                if (this.listener.onBacktestCompleted) {
+                if ((_c = this.listener) === null || _c === void 0 ? void 0 : _c.onBacktestCompleted) {
                     this.listener.onBacktestCompleted(this);
                 }
             }
-        };
+        });
         next();
     }
-    async processNext() {
-        var _a;
-        const cursor = await this.current(this.timestamp, this.period.to);
-        if (!cursor) {
-            return false;
-        }
-        const candle = cursor.peek();
-        const instrument = cursor.instrument;
-        const volume = (_a = candle.volume) !== null && _a !== void 0 ? _a : 0;
-        this.timestamp = candle.timestamp;
-        this.sequence++;
-        this.dispatch(candle.timestamp, instrument, candle.open, volume);
-        this.dispatch(candle.timestamp, instrument, candle.high, volume);
-        this.dispatch(candle.timestamp, instrument, candle.low, volume);
-        this.dispatch(candle.timestamp, instrument, candle.close, volume);
-        if (cursor.dequeue().timestamp != candle.timestamp) {
-            throw new Error('invalid event to consume');
-        }
-        return true;
-    }
-    dispatch(timestamp, instrument, rate, volume) {
-        this.store.dispatch(new store_1.TradePatchEvent(instrument, rate, volume, timestamp), new store_1.OrderbookPatchEvent(instrument, rate, volume, rate, volume, timestamp));
+    processNext() {
+        return __awaiter(this, void 0, void 0, function* () {
+            const cursor = yield this.current(this.timestamp, this.period.to);
+            if (!cursor) {
+                return false;
+            }
+            const event = cursor.peek();
+            if (!event) {
+                return false;
+            }
+            this.timestamp = event.timestamp;
+            this.sequence++;
+            this.store.dispatch(event);
+            if (cursor.dequeue().timestamp != event.timestamp) {
+                throw (0, error_1.invalidEventSequenceError)();
+            }
+            return true;
+        });
     }
-    async current(from, to) {
-        for (const cursor of Object.values(this.cursor)) {
-            if (cursor.size == 0 && !cursor.completed) {
-                await cursor.fetchNextPage(from, to);
+    current(from, to) {
+        return __awaiter(this, void 0, void 0, function* () {
+            for (const cursor of Object.values(this.cursor)) {
+                if (cursor.size == 0 && !cursor.completed) {
+                    yield cursor.fetchNextPage(from, to);
+                }
             }
-        }
-        return Object.values(this.cursor)
-            .filter(it => it.peek() != undefined)
-            .sort((lhs, rhs) => lhs.peek().timestamp - rhs.peek().timestamp)
-            .find(() => true);
+            return Object.values(this.cursor)
+                .filter(it => it !== undefined)
+                .sort((lhs, rhs) => { var _a, _b, _c, _d; return ((_b = (_a = lhs === null || lhs === void 0 ? void 0 : lhs.peek()) === null || _a === void 0 ? void 0 : _a.timestamp) !== null && _b !== void 0 ? _b : 0) - ((_d = (_c = rhs === null || rhs === void 0 ? void 0 : rhs.peek()) === null || _c === void 0 ? void 0 : _c.timestamp) !== null && _d !== void 0 ? _d : 0); })
+                .find(() => true);
+        });
     }
 }
 exports.BacktesterStreamer = BacktesterStreamer;
-//# sourceMappingURL=backtester-streamer.js.map

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

@@ -0,0 +1,3 @@
+export declare function missingPeriodParametersError(): Error;
+export declare function invalidEventSequenceError(): Error;
+//# sourceMappingURL=error.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"error.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/error.ts"],"names":[],"mappings":"AAAA,wBAAgB,4BAA4B,UAE3C;AAED,wBAAgB,yBAAyB,UAExC"}

package/dist/adapter/backtester/error.js

@@ -0,0 +1,11 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.invalidEventSequenceError = exports.missingPeriodParametersError = void 0;
+function missingPeriodParametersError() {
+    return new Error('invalid backtest options, please provide from and to period.');
+}
+exports.missingPeriodParametersError = missingPeriodParametersError;
+function invalidEventSequenceError() {
+    return new Error('invalid event to consume');
+}
+exports.invalidEventSequenceError = invalidEventSequenceError;

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

@@ -1,2 +1,3 @@
 export * from './backtester-adapter';
 export * from './backtester-streamer';
+//# sourceMappingURL=index.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/index.ts"],"names":[],"mappings":"AAAA,cAAc,sBAAsB,CAAC;AACrC,cAAc,uBAAuB,CAAC"}

package/dist/adapter/backtester/index.js

@@ -16,4 +16,3 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
 Object.defineProperty(exports, "__esModule", { value: true });
 __exportStar(require("./backtester-adapter"), exports);
 __exportStar(require("./backtester-streamer"), exports);
-//# sourceMappingURL=index.js.map

package/dist/adapter/error.d.ts

@@ -1,2 +1,4 @@
 export declare function adapterNotFoundError(adapterName: string): Error;
+export declare function noPaperEngineProvidedError(): Error;
 export declare function backtestPageNotEmpty(): Error;
+//# sourceMappingURL=error.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"error.d.ts","sourceRoot":"","sources":["../../src/adapter/error.ts"],"names":[],"mappings":"AAAA,wBAAgB,oBAAoB,CAAC,WAAW,EAAE,MAAM,SAIvD;AAED,wBAAgB,0BAA0B,UAEzC;AAED,wBAAgB,oBAAoB,UAEnC"}

package/dist/adapter/error.js

@@ -1,12 +1,15 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.backtestPageNotEmpty = exports.adapterNotFoundError = void 0;
+exports.backtestPageNotEmpty = exports.noPaperEngineProvidedError = exports.adapterNotFoundError = void 0;
 function adapterNotFoundError(adapterName) {
     return new Error(`Unknown adapter: ${adapterName}. You should provide adapter in session descriptor.`);
 }
 exports.adapterNotFoundError = adapterNotFoundError;
+function noPaperEngineProvidedError() {
+    return new Error('No paper engine provided.');
+}
+exports.noPaperEngineProvidedError = noPaperEngineProvidedError;
 function backtestPageNotEmpty() {
     return new Error('Backtest page is not empty');
 }
 exports.backtestPageNotEmpty = backtestPageNotEmpty;
-//# sourceMappingURL=error.js.map

package/dist/adapter/index.d.ts

@@ -2,3 +2,4 @@ export * from './adapter';
 export * from './adapter-aggregate';
 export * from './backtester';
 export * from './paper';
+//# sourceMappingURL=index.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/adapter/index.ts"],"names":[],"mappings":"AAAA,cAAc,WAAW,CAAC;AAC1B,cAAc,qBAAqB,CAAC;AACpC,cAAc,cAAc,CAAC;AAC7B,cAAc,SAAS,CAAC"}

package/dist/adapter/index.js

@@ -18,4 +18,3 @@ __exportStar(require("./adapter"), exports);
 __exportStar(require("./adapter-aggregate"), exports);
 __exportStar(require("./backtester"), exports);
 __exportStar(require("./paper"), exports);
-//# sourceMappingURL=index.js.map

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

@@ -9,3 +9,4 @@ export declare class PaperEngine {
     private onTrade;
     private completeOrder;
 }
+//# sourceMappingURL=paper-engine.d.ts.map

package/dist/adapter/paper/engine/paper-engine.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"paper-engine.d.ts","sourceRoot":"","sources":["../../../../src/adapter/paper/engine/paper-engine.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,KAAK,EAAoB,MAAM,iBAAiB,CAAC;AAE1D,OAAO,EAUL,KAAK,EACN,MAAM,gBAAgB,CAAC;AAGxB,qBAAa,WAAW;IACV,OAAO,CAAC,QAAQ,CAAC,KAAK;gBAAL,KAAK,EAAE,KAAK;IAclC,IAAI,CAAC,KAAK,EAAE,KAAK;IAkBjB,MAAM,CAAC,KAAK,EAAE,KAAK;IAW1B,OAAO,CAAC,WAAW;IA2BnB,OAAO,CAAC,OAAO;IAuBf,OAAO,CAAC,aAAa;CAsCtB"}

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

@@ -3,7 +3,9 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.PaperEngine = void 0;
 const rxjs_1 = require("rxjs");
 const domain_1 = require("../../../domain");
+const shared_1 = require("../../../shared");
 const store_1 = require("../../../store");
+const error_1 = require("../../../store/error");
 class PaperEngine {
     constructor(store) {
         this.store = store;
@@ -34,48 +36,50 @@ class PaperEngine {
         this.store.dispatch(new store_1.BalanceUnlockOrderEvent(order.id, order.instrument, timestamp), new store_1.OrderCanceledEvent(order.id, order.instrument, timestamp));
     }
     onOrderbook(orderbook) {
-        this.store.snapshot.order
-            .get(orderbook.instrument.id)
-            .asReadonlyArray()
-            .forEach(it => {
+        const orders = this.store.snapshot.order.get(orderbook.instrument.id);
+        if (!orders) {
+            return;
+        }
+        orders.asReadonlyArray().forEach(it => {
             if (it.state != 'PENDING') {
                 return;
             }
-            if (it.type == 'LIMIT') {
-                if (it.quantity > 0 && it.rate > orderbook.bestAskRate) {
-                    this.completeOrder(it, orderbook.bestAskRate);
+            if (it.rate) {
+                if (it.quantity.greaterThan(0) && it.rate.greaterThan(orderbook.asks.rate)) {
+                    this.completeOrder(it, orderbook.asks.rate);
                 }
-                else if (it.quantity < 0 && it.rate < orderbook.bestBidRate) {
-                    this.completeOrder(it, orderbook.bestBidRate);
+                else if (it.quantity.lessThan(0) && it.rate.lessThan(orderbook.bids.rate)) {
+                    this.completeOrder(it, orderbook.bids.rate);
                 }
             }
-            else if (it.type == 'MARKET') {
-                if (it.quantity > 0) {
-                    this.completeOrder(it, orderbook.bestAskRate);
+            else {
+                if (it.quantity.greaterThan(0)) {
+                    this.completeOrder(it, orderbook.asks.rate);
                 }
-                else if (it.quantity < 0) {
-                    this.completeOrder(it, orderbook.bestBidRate);
+                else if (it.quantity.lessThan(0)) {
+                    this.completeOrder(it, orderbook.bids.rate);
                 }
             }
         });
     }
     onTrade(trade) {
-        this.store.snapshot.order
-            .get(trade.instrument.id)
-            .asReadonlyArray()
-            .forEach(it => {
+        const orders = this.store.snapshot.order.get(trade.instrument.id);
+        if (!orders) {
+            return;
+        }
+        orders.asReadonlyArray().forEach(it => {
             if (it.state != 'PENDING') {
                 return;
             }
-            if (it.type == 'LIMIT') {
-                if (it.quantity > 0 && it.rate > trade.rate) {
+            if (it.rate) {
+                if (it.quantity.greaterThan(0) && it.rate.greaterThan(trade.rate)) {
                     this.completeOrder(it, trade.rate);
                 }
-                else if (it.quantity < 0 && it.rate < trade.rate) {
+                else if (it.quantity.lessThan(0) && it.rate.lessThan(trade.rate)) {
                     this.completeOrder(it, trade.rate);
                 }
             }
-            else if (it.type == 'MARKET') {
+            else {
                 this.completeOrder(it, trade.rate);
             }
         });
@@ -83,21 +87,23 @@ class PaperEngine {
     completeOrder(order, averageExecutionRate) {
         const { timestamp } = this.store.snapshot;
         const instrument = this.store.snapshot.universe.instrument.get(order.instrument.id);
+        if (!instrument) {
+            throw (0, error_1.instrumentNotSupportedError)(order.instrument);
+        }
         const transacted = {
-            base: 0,
-            quote: 0
+            base: shared_1.d.Zero,
+            quote: shared_1.d.Zero
         };
-        const qty = Math.abs(order.quantity);
-        if (order.quantity > 0) {
-            transacted.base += instrument.base.floor(instrument.commission.applyMakerFee(qty));
-            transacted.quote -= instrument.quote.floor(averageExecutionRate * qty);
+        const qty = order.quantity.abs();
+        if (order.quantity.greaterThan(0)) {
+            transacted.base = transacted.base.plus(instrument.base.floor(instrument.commission.applyMakerFee(qty)));
+            transacted.quote = transacted.quote.minus(instrument.quote.floor(averageExecutionRate.mul(qty)));
         }
-        else if (order.quantity < 0) {
-            transacted.base -= instrument.base.floor(qty);
-            transacted.quote += instrument.quote.floor(instrument.commission.applyMakerFee(averageExecutionRate * qty));
+        else if (order.quantity.lessThan(0)) {
+            transacted.base = transacted.base.minus(instrument.base.floor(qty));
+            transacted.quote = transacted.quote.plus(instrument.quote.floor(instrument.commission.applyMakerFee(averageExecutionRate.mul(qty))));
         }
         this.store.dispatch(new store_1.BalanceUnlockOrderEvent(order.id, order.instrument, timestamp), new store_1.OrderFilledEvent(order.id, order.instrument, averageExecutionRate, timestamp), new store_1.BalanceTransactEvent(instrument.base, transacted.base, timestamp), new store_1.BalanceTransactEvent(instrument.quote, transacted.quote, timestamp));
     }
 }
 exports.PaperEngine = PaperEngine;
-//# sourceMappingURL=paper-engine.js.map

package/dist/adapter/paper/index.d.ts

@@ -1,2 +1,3 @@
 export * from './paper-adapter';
 export * from './engine/paper-engine';
+//# sourceMappingURL=index.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/adapter/paper/index.ts"],"names":[],"mappings":"AAAA,cAAc,iBAAiB,CAAC;AAChC,cAAc,uBAAuB,CAAC"}

package/dist/adapter/paper/index.js

@@ -16,4 +16,3 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
 Object.defineProperty(exports, "__esModule", { value: true });
 __exportStar(require("./paper-adapter"), exports);
 __exportStar(require("./engine/paper-engine"), exports);
-//# sourceMappingURL=index.js.map

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

@@ -1,11 +1,12 @@
 import { Candle, InstrumentSelector, Order } from '../../domain';
+import { decimal, timestamp } from '../../shared';
 import { Store } from '../../store';
 import { Adapter } from '..';
-import { AdapterFactory, FeedQuery, HistoryQuery } from '../adapter';
+import { AdapterFactory, FeedAsyncCallback } from '../adapter';
 import { PaperEngine } from './engine/paper-engine';
 export interface PaperOptions {
     balance: {
-        [key: string]: number;
+        [key: string]: decimal;
     };
 }
 export declare function createPaperAdapterFactory(decoratedAdapterFactory: AdapterFactory, options: PaperOptions): AdapterFactory;
@@ -14,7 +15,7 @@ export declare class PaperAdapter extends Adapter {
     readonly store: Store;
     readonly options: PaperOptions;
     readonly name: string;
-    private engine;
+    private engine?;
     constructor(decoratedAdapter: Adapter, store: Store, options: PaperOptions);
     awake(): Promise<void>;
     dispose(): Promise<void>;
@@ -22,7 +23,8 @@ export declare class PaperAdapter extends Adapter {
     account(): Promise<void>;
     open(order: Order): Promise<void>;
     cancel(order: Order): Promise<void>;
-    history(query: HistoryQuery): Promise<Candle[]>;
-    feed(query: FeedQuery): Promise<void>;
+    history(instrument: InstrumentSelector, timeframe: number, length: number): Promise<Candle[]>;
+    feed(instrument: InstrumentSelector, from: timestamp, to: timestamp, callback: FeedAsyncCallback): Promise<void>;
     createPaperEngine(adapter: PaperAdapter): PaperEngine;
 }
+//# sourceMappingURL=paper-adapter.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"paper-adapter.d.ts","sourceRoot":"","sources":["../../../src/adapter/paper/paper-adapter.ts"],"names":[],"mappings":"AAAA,OAAO,EAAW,MAAM,EAAE,kBAAkB,EAAE,KAAK,EAAE,MAAM,cAAc,CAAC;AAC1E,OAAO,EAAK,OAAO,EAAE,SAAS,EAAE,MAAM,cAAc,CAAC;AACrD,OAAO,EAAqB,KAAK,EAAE,MAAM,aAAa,CAAC;AACvD,OAAO,EAAE,OAAO,EAAE,MAAM,IAAI,CAAC;AAC7B,OAAO,EAAE,cAAc,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAC;AAE/D,OAAO,EAAE,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAEpD,MAAM,WAAW,YAAY;IAC3B,OAAO,EAAE;QAAE,CAAC,GAAG,EAAE,MAAM,GAAG,OAAO,CAAA;KAAE,CAAC;CACrC;AAED,wBAAgB,yBAAyB,CACvC,uBAAuB,EAAE,cAAc,EACvC,OAAO,EAAE,YAAY,GACpB,cAAc,CAGhB;AAED,qBAAa,YAAa,SAAQ,OAAO;IAKrC,QAAQ,CAAC,gBAAgB,EAAE,OAAO;IAClC,QAAQ,CAAC,KAAK,EAAE,KAAK;IACrB,QAAQ,CAAC,OAAO,EAAE,YAAY;IANhC,QAAQ,CAAC,IAAI,SAA8B;IAC3C,OAAO,CAAC,MAAM,CAAC,CAAc;gBAGlB,gBAAgB,EAAE,OAAO,EACzB,KAAK,EAAE,KAAK,EACZ,OAAO,EAAE,YAAY;IAO1B,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC;IAM5B,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAIxB,SAAS,CAAC,WAAW,EAAE,kBAAkB,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAIrD,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IA0BxB,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAQjC,MAAM,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAQzC,OAAO,CACL,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,MAAM,EACjB,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,MAAM,EAAE,CAAC;IAIpB,IAAI,CACF,UAAU,EAAE,kBAAkB,EAC9B,IAAI,EAAE,SAAS,EACf,EAAE,EAAE,SAAS,EACb,QAAQ,EAAE,iBAAiB,GAC1B,OAAO,CAAC,IAAI,CAAC;IAIhB,iBAAiB,CAAC,OAAO,EAAE,YAAY,GAAG,WAAW;CAGtD"}

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

@@ -1,9 +1,20 @@
 "use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.PaperAdapter = exports.createPaperAdapterFactory = void 0;
 const domain_1 = require("../../domain");
+const shared_1 = require("../../shared");
 const store_1 = require("../../store");
 const __1 = require("..");
+const error_1 = require("../error");
 function createPaperAdapterFactory(decoratedAdapterFactory, options) {
     return (timeProvider, store, cache) => new PaperAdapter(decoratedAdapterFactory(timeProvider, store, cache), store, options);
 }
@@ -18,9 +29,11 @@ class PaperAdapter extends __1.Adapter {
         this.options = options;
         this.name = this.decoratedAdapter.name;
     }
-    async awake() {
-        this.engine = this.createPaperEngine(this);
-        await this.decoratedAdapter.awake();
+    awake() {
+        return __awaiter(this, void 0, void 0, function* () {
+            this.engine = this.createPaperEngine(this);
+            yield this.decoratedAdapter.awake();
+        });
     }
     dispose() {
         return this.decoratedAdapter.dispose();
@@ -28,36 +41,47 @@ class PaperAdapter extends __1.Adapter {
     subscribe(instruments) {
         return this.decoratedAdapter.subscribe(instruments);
     }
-    async account() {
-        let subscribed = Object.values(this.store.snapshot.subscription.asset).filter(it => it.adapterName == this.name);
-        for (const balance in this.options.balance) {
-            const asset = (0, domain_1.assetOf)(balance);
-            if (asset.adapterName != this.name) {
-                continue;
+    account() {
+        return __awaiter(this, void 0, void 0, function* () {
+            let subscribed = Object.values(this.store.snapshot.subscription.asset).filter(it => it.adapterName == this.name);
+            for (const balance in this.options.balance) {
+                const asset = (0, domain_1.assetOf)(balance);
+                if (asset.adapterName != this.name) {
+                    continue;
+                }
+                const free = this.options.balance[balance];
+                subscribed = subscribed.filter(it => it.id != asset.id);
+                this.store.dispatch(new store_1.BalancePatchEvent(asset, free, shared_1.d.Zero, this.timestamp()));
+            }
+            for (const missingAsset of subscribed) {
+                this.store.dispatch(new store_1.BalancePatchEvent(missingAsset, shared_1.d.Zero, shared_1.d.Zero, this.timestamp()));
             }
-            const free = this.options.balance[balance];
-            subscribed = subscribed.filter(it => it.id != asset.id);
-            this.store.dispatch(new store_1.BalancePatchEvent(asset, free, 0, this.timestamp()));
-        }
-        for (const missingAsset of subscribed) {
-            this.store.dispatch(new store_1.BalancePatchEvent(missingAsset, 0, 0, this.timestamp()));
-        }
+        });
     }
-    async open(order) {
-        this.engine.open(order);
+    open(order) {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (!this.engine) {
+                throw (0, error_1.noPaperEngineProvidedError)();
+            }
+            this.engine.open(order);
+        });
     }
-    async cancel(order) {
-        this.engine.cancel(order);
+    cancel(order) {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (!this.engine) {
+                throw (0, error_1.noPaperEngineProvidedError)();
+            }
+            this.engine.cancel(order);
+        });
     }
-    history(query) {
-        return this.decoratedAdapter.history(query);
+    history(instrument, timeframe, length) {
+        return this.decoratedAdapter.history(instrument, timeframe, length);
     }
-    feed(query) {
-        return this.decoratedAdapter.feed(query);
+    feed(instrument, from, to, callback) {
+        return this.decoratedAdapter.feed(instrument, from, to, callback);
     }
     createPaperEngine(adapter) {
         return this.decoratedAdapter.createPaperEngine(adapter);
     }
 }
 exports.PaperAdapter = PaperAdapter;
-//# sourceMappingURL=paper-adapter.js.map

package/dist/cli/build.d.ts

@@ -1 +1,2 @@
 export default function (): Promise<number>;
+//# sourceMappingURL=build.d.ts.map

package/dist/cli/build.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"build.d.ts","sourceRoot":"","sources":["../../src/cli/build.ts"],"names":[],"mappings":"AAIA,4BAAkC,OAAO,CAAC,MAAM,CAAC,CAUhD"}

package/dist/cli/build.js

@@ -1,16 +1,26 @@
 "use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
 Object.defineProperty(exports, "__esModule", { value: true });
 const child_process_1 = require("child_process");
 const workspace_1 = require("./internal/workspace");
-async function default_1() {
-    return new Promise((resolve, reject) => {
-        const process = (0, child_process_1.spawn)('swc', ['./src', '--out-dir', (0, workspace_1.buildDirectory)()], {
-            stdio: 'inherit',
-            shell: false
+function default_1() {
+    return __awaiter(this, void 0, void 0, function* () {
+        return new Promise((resolve, reject) => {
+            const process = (0, child_process_1.spawn)('swc', ['./src', '--out-dir', (0, workspace_1.buildDirectory)()], {
+                stdio: 'inherit',
+                shell: true
+            });
+            process.once('exit', resolve);
+            process.once('error', reject);
         });
-        process.once('exit', resolve);
-        process.once('error', reject);
     });
 }
 exports.default = default_1;
-//# sourceMappingURL=build.js.map

package/dist/cli/dev.d.ts

@@ -1 +1,2 @@
 export default function (name: string, options: any): Promise<void>;
+//# sourceMappingURL=dev.d.ts.map

package/dist/cli/dev.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"dev.d.ts","sourceRoot":"","sources":["../../src/cli/dev.ts"],"names":[],"mappings":"AAQA,yBAA+B,IAAI,EAAE,MAAM,EAAE,OAAO,EAAE,GAAG,iBAiBxD"}

package/dist/cli/dev.js

@@ -1,17 +1,57 @@
 "use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
+    Object.defineProperty(o, "default", { enumerable: true, value: v });
+}) : function(o, v) {
+    o["default"] = v;
+});
+var __importStar = (this && this.__importStar) || function (mod) {
+    if (mod && mod.__esModule) return mod;
+    var result = {};
+    if (mod != null) for (var k in mod) if (k !== "default" && Object.prototype.hasOwnProperty.call(mod, k)) __createBinding(result, mod, k);
+    __setModuleDefault(result, mod);
+    return result;
+};
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
 Object.defineProperty(exports, "__esModule", { value: true });
-const bootstrap_1 = require("../bootstrap");
-const build_1 = require("./build");
+const path_1 = require("path");
+const session_builder_1 = require("../domain/session-builder");
+const shared_1 = require("../shared");
+const strategy_1 = require("../strategy");
+const build_1 = __importDefault(require("./build"));
 const workspace_1 = require("./internal/workspace");
-async function default_1(name, options) {
-    if (await (0, build_1.default)()) {
-        return;
-    }
-    const id = options.id ? Number(options.id) : undefined;
-    const module = await (0, workspace_1.getModule)(name);
-    const bootstrap = new bootstrap_1.Bootstrap(module.descriptor);
-    const session = bootstrap.useSessionId(id).paper();
-    await session.awake(module.default);
+function default_1(name, options) {
+    return __awaiter(this, void 0, void 0, function* () {
+        if (yield (0, build_1.default)()) {
+            return;
+        }
+        yield Promise.resolve().then(() => __importStar(require((0, path_1.join)((0, workspace_1.buildDirectory)(), 'index'))));
+        const builder = new session_builder_1.SessionBuilder().useSessionId(options.id ? Number(options.id) : (0, shared_1.now)());
+        const rules = yield (0, strategy_1.prepare)(name, builder);
+        const session = builder.paper();
+        yield session.awake();
+        rules(session).subscribe();
+    });
 }
 exports.default = default_1;
-//# sourceMappingURL=dev.js.map