@quantform/core 0.5.15 → 0.6.4

package/dist/cli/error.d.ts

@@ -0,0 +1,2 @@
+export declare function missingDescriptorParameterError(parameterName: string): Error;
+//# sourceMappingURL=error.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"error.d.ts","sourceRoot":"","sources":["../../src/cli/error.ts"],"names":[],"mappings":"AAAA,wBAAgB,+BAA+B,CAAC,aAAa,EAAE,MAAM,SAIpE"}

package/dist/cli/error.js

@@ -0,0 +1,7 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.missingDescriptorParameterError = void 0;
+function missingDescriptorParameterError(parameterName) {
+    return new Error(`please set a "${parameterName}" date in session descriptor or provide the date as parameter.`);
+}
+exports.missingDescriptorParameterError = missingDescriptorParameterError;

package/dist/cli/index.d.ts

@@ -1,2 +1,3 @@
 #!/usr/bin/env node
 export {};
+//# sourceMappingURL=index.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/cli/index.ts"],"names":[],"mappings":""}

package/dist/cli/index.js

@@ -1,20 +1,32 @@
 #!/usr/bin/env node
 "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());
+    });
+};
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
 Object.defineProperty(exports, "__esModule", { value: true });
 const child_process_1 = require("child_process");
 const commander_1 = require("commander");
-const node_watch_1 = require("node-watch");
-const build_1 = require("./build");
-const dev_1 = require("./dev");
-const pull_1 = require("./pull");
-const run_1 = require("./run");
-const test_1 = require("./test");
+const node_watch_1 = __importDefault(require("node-watch"));
+const build_1 = __importDefault(require("./build"));
+const dev_1 = __importDefault(require("./dev"));
+const pull_1 = __importDefault(require("./pull"));
+const run_1 = __importDefault(require("./run"));
+const test_1 = __importDefault(require("./test"));
 commander_1.program
     .command('build')
     .description('builds a production version of the app')
-    .action(async () => {
-    await (0, build_1.default)();
-});
+    .action(() => __awaiter(void 0, void 0, void 0, function* () {
+    yield (0, build_1.default)();
+}));
 commander_1.program
     .command('run')
     .argument('<name>', 'strategy to execute')
@@ -69,4 +81,3 @@ else {
         (0, node_watch_1.default)(process.cwd() + '/src', { recursive: true }, () => spawnChildProcess());
     }
 }
-//# sourceMappingURL=index.js.map

package/dist/cli/internal/workspace.d.ts

@@ -1,8 +1,2 @@
-import { Observable } from 'rxjs';
-import { Session, SessionDescriptor } from './../../domain';
-export declare type StrategyModule = {
-    descriptor: SessionDescriptor;
-    default: (session: Session) => Observable<any>;
-};
 export declare function buildDirectory(): string;
-export declare function getModule(name: string): Promise<StrategyModule>;
+//# sourceMappingURL=workspace.d.ts.map

package/dist/cli/internal/workspace.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"workspace.d.ts","sourceRoot":"","sources":["../../../src/cli/internal/workspace.ts"],"names":[],"mappings":"AAIA,wBAAgB,cAAc,WAE7B"}

package/dist/cli/internal/workspace.js

@@ -1,14 +1,9 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getModule = exports.buildDirectory = void 0;
+exports.buildDirectory = void 0;
 const path_1 = require("path");
 const shared_1 = require("./../../shared");
 function buildDirectory() {
     return (0, path_1.join)(process.cwd(), (0, shared_1.workingDirectory)(), 'build');
 }
 exports.buildDirectory = buildDirectory;
-async function getModule(name) {
-    return await Promise.resolve().then(() => require((0, path_1.join)(buildDirectory(), name)));
-}
-exports.getModule = getModule;
-//# sourceMappingURL=workspace.js.map

package/dist/cli/pull.d.ts

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

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

@@ -0,0 +1 @@
+{"version":3,"file":"pull.d.ts","sourceRoot":"","sources":["../../src/cli/pull.ts"],"names":[],"mappings":"AAWA,yBAA+B,IAAI,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,EAAE,OAAO,EAAE,GAAG,iBAmD5E"}

package/dist/cli/pull.js

@@ -1,52 +1,77 @@
 "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 cli_progress_1 = require("cli-progress");
-const bootstrap_1 = require("../bootstrap");
+const path_1 = require("path");
 const domain_1 = require("../domain");
+const session_builder_1 = require("../domain/session-builder");
+const shared_1 = require("../shared");
 const storage_1 = require("../storage");
-const build_1 = require("./build");
+const strategy_1 = require("../strategy");
+const build_1 = __importDefault(require("./build"));
 const workspace_1 = require("./internal/workspace");
-async function default_1(name, instrument, 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();
-    if (!module.descriptor.storage) {
-        throw new Error('Please provide a "storage" property in session descriptor.');
-    }
-    const from = options.from
-        ? Date.parse(options.from)
-        : module.descriptor.simulation.from;
-    if (!from) {
-        throw new Error('Please set a "from" date in session descriptor or provide the date as parameter.');
-    }
-    const to = options.to ? Date.parse(options.to) : module.descriptor.simulation.to;
-    if (!to) {
-        throw new Error('Please set a "to" date in session descriptor or provide the date as parameter.');
-    }
-    console.time('Pulling completed in');
-    await session.awake(undefined);
-    const bar = new cli_progress_1.SingleBar({}, cli_progress_1.Presets.shades_classic);
-    const feed = new storage_1.Feed(module.descriptor.storage('feed'));
-    bar.start(100, 0);
-    await session.aggregate.feed({
-        instrument: (0, domain_1.instrumentOf)(instrument),
-        from,
-        to,
-        destination: feed,
-        callback: timestamp => {
+function default_1(name, instrument, 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)());
+        yield (0, strategy_1.prepare)(name, builder);
+        const session = builder.paper();
+        console.time('Pulling completed in');
+        yield session.awake();
+        const bar = new cli_progress_1.SingleBar({
+            format: `Pulling ${instrument} [{bar}] {percentage}% | ETA: {eta}s | {value}/{total}`
+        }, cli_progress_1.Presets.rect);
+        const feed = new storage_1.Feed(builder.storage('feed'));
+        const from = options.from ? Date.parse(options.from) : builder.period.from;
+        const to = options.to ? Date.parse(options.to) : builder.period.to;
+        bar.start(100, 0);
+        yield session.aggregate.feed((0, domain_1.instrumentOf)(instrument), from, to, (timestamp, events) => __awaiter(this, void 0, void 0, function* () {
             const duration = to - from;
             const completed = timestamp - from;
+            yield feed.save(events);
             bar.update(Math.floor((completed / duration) * 100));
-        }
+        }));
+        bar.update(100);
+        bar.stop();
+        yield session.dispose();
+        console.timeLog('Pulling completed in');
     });
-    bar.update(100);
-    bar.stop();
-    await session.dispose();
-    console.timeLog('Pulling completed in');
 }
 exports.default = default_1;
-//# sourceMappingURL=pull.js.map

package/dist/cli/run.d.ts

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

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

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

package/dist/cli/run.js

@@ -1,19 +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 dotenv = require("dotenv");
-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;
-    }
-    dotenv.config();
-    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).live();
-    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.live();
+        yield session.awake();
+        rules(session).subscribe();
+    });
 }
 exports.default = default_1;
-//# sourceMappingURL=run.js.map

package/dist/cli/test.d.ts

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

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

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

package/dist/cli/test.js

@@ -1,41 +1,66 @@
 "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 module = await (0, workspace_1.getModule)(name);
-    const bootstrap = new bootstrap_1.Bootstrap(module.descriptor);
-    if (!module.descriptor.storage) {
-        throw new Error('Please provide a "storage" property in session descriptor.');
-    }
-    const from = options.from
-        ? Date.parse(options.from)
-        : module.descriptor.simulation.from;
-    if (!from) {
-        throw new Error('Please set a "from" date in session descriptor or provide the date as parameter.');
-    }
-    const to = options.to ? Date.parse(options.to) : module.descriptor.simulation.to;
-    if (!to) {
-        throw new Error('Please set a "to" date in session descriptor or provide the date as parameter.');
-    }
-    await new Promise(async (resolve) => {
-        const [session] = bootstrap.useBacktestPeriod(from, to).backtest({
-            onBacktestStarted: () => {
-                console.log('backtest started');
-                console.time('backtest completed');
-            },
-            onBacktestCompleted: async () => {
-                await session.dispose();
-                console.timeEnd('backtest completed');
-                resolve();
-            }
+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 startTime = performance.now();
+        const [session, backtester] = builder.backtest({
+            onBacktestStarted: () => shared_1.Logger.info('backtest', `new session ${session.id} started`),
+            onBacktestCompleted: () => __awaiter(this, void 0, void 0, function* () {
+                yield session.dispose();
+                const seconds = ((performance.now() - startTime) / 1000).toFixed(3);
+                shared_1.Logger.info('backtest', `session ${session.id} completed in ${seconds}s`);
+            })
         });
-        await session.awake(module.default);
+        yield session.awake();
+        rules(session).subscribe();
+        backtester.tryContinue();
     });
 }
 exports.default = default_1;
-//# sourceMappingURL=test.js.map

package/dist/domain/asset.d.ts

@@ -1,17 +1,37 @@
+import { decimal } from './../shared/decimals';
 export declare const AssetSelectorSeparator = ":";
+/**
+ * Supposed to query specific @see Asset based on string notation.
+ */
 export declare class AssetSelector {
     readonly id: string;
     readonly name: string;
     readonly adapterName: string;
     constructor(name: string, adapterName: string);
+    /**
+     * Returns unified notation of the asset.
+     */
     toString(): string;
 }
+/**
+ * Creates @see AssetSelector based on unified string notation.
+ */
 export declare function assetOf(selector: string): AssetSelector;
+/**
+ * Represents a security that you can trade or hold in your wallet.
+ * For example, you can combine two trading assets to create a trading instrument.
+ */
 export declare class Asset extends AssetSelector {
     readonly scale: number;
-    readonly tickSize: number;
+    readonly tickSize: decimal;
     constructor(name: string, adapterName: string, scale: number);
-    fixed(number: number): number;
-    floor(number: number): number;
-    ceil(number: number): number;
+    /**
+     * Rounds down a number to the asset precision.
+     */
+    floor(number: decimal): decimal;
+    /**
+     * Rounds up a number to the asset precision.
+     */
+    ceil(number: decimal): decimal;
 }
+//# sourceMappingURL=asset.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"asset.d.ts","sourceRoot":"","sources":["../../src/domain/asset.ts"],"names":[],"mappings":"AAAA,OAAO,EAAK,OAAO,EAAE,MAAM,sBAAsB,CAAC;AAGlD,eAAO,MAAM,sBAAsB,MAAM,CAAC;AAE1C;;GAEG;AACH,qBAAa,aAAa;IACxB,QAAQ,CAAC,EAAE,EAAE,MAAM,CAAC;IACpB,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IACtB,QAAQ,CAAC,WAAW,EAAE,MAAM,CAAC;gBAEjB,IAAI,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM;IAc7C;;OAEG;IACH,QAAQ,IAAI,MAAM;CAGnB;AAED;;GAEG;AACH,wBAAgB,OAAO,CAAC,QAAQ,EAAE,MAAM,GAAG,aAAa,CAQvD;AAED;;;GAGG;AACH,qBAAa,KAAM,SAAQ,aAAa;aAGyB,KAAK,EAAE,MAAM;IAF5E,QAAQ,CAAC,QAAQ,EAAE,OAAO,CAAC;gBAEf,IAAI,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,EAAkB,KAAK,EAAE,MAAM;IAU5E;;OAEG;IACH,KAAK,CAAC,MAAM,EAAE,OAAO,GAAG,OAAO;IAI/B;;OAEG;IACH,IAAI,CAAC,MAAM,EAAE,OAAO,GAAG,OAAO;CAG/B"}

package/dist/domain/asset.js

@@ -1,9 +1,12 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Asset = exports.assetOf = exports.AssetSelector = exports.AssetSelectorSeparator = void 0;
-const decimals_1 = require("../shared/decimals");
+const decimals_1 = require("./../shared/decimals");
 const error_1 = require("./error");
 exports.AssetSelectorSeparator = ':';
+/**
+ * Supposed to query specific @see Asset based on string notation.
+ */
 class AssetSelector {
     constructor(name, adapterName) {
         if (!(name === null || name === void 0 ? void 0 : name.length)) {
@@ -16,11 +19,17 @@ class AssetSelector {
         this.adapterName = adapterName.toLowerCase();
         this.id = `${this.adapterName}${exports.AssetSelectorSeparator}${this.name}`;
     }
+    /**
+     * Returns unified notation of the asset.
+     */
     toString() {
         return this.id;
     }
 }
 exports.AssetSelector = AssetSelector;
+/**
+ * Creates @see AssetSelector based on unified string notation.
+ */
 function assetOf(selector) {
     const [adapterName, name, ...rest] = selector.split(exports.AssetSelectorSeparator);
     if (!adapterName || !name || rest.length) {
@@ -29,6 +38,10 @@ function assetOf(selector) {
     return new AssetSelector(name, adapterName);
 }
 exports.assetOf = assetOf;
+/**
+ * Represents a security that you can trade or hold in your wallet.
+ * For example, you can combine two trading assets to create a trading instrument.
+ */
 class Asset extends AssetSelector {
     constructor(name, adapterName, scale) {
         super(name, adapterName);
@@ -36,17 +49,19 @@ class Asset extends AssetSelector {
         if (scale && (scale < 0 || Number.isNaN(scale))) {
             throw (0, error_1.invalidArgumentError)(scale);
         }
-        this.tickSize = 1.0 / Math.pow(10, this.scale);
-    }
-    fixed(number) {
-        return (0, decimals_1.fixed)(number, this.scale);
+        this.tickSize = (0, decimals_1.d)(1.0).div(Math.pow(10, this.scale));
     }
+    /**
+     * Rounds down a number to the asset precision.
+     */
     floor(number) {
-        return (0, decimals_1.floor)(number, this.scale);
+        return number.toFloor(this.scale);
     }
+    /**
+     * Rounds up a number to the asset precision.
+     */
     ceil(number) {
-        return (0, decimals_1.ceil)(number, this.scale);
+        return number.toCeil(this.scale);
     }
 }
 exports.Asset = Asset;
-//# sourceMappingURL=asset.js.map

package/dist/domain/{balance.operator.d.ts → balance-operator.d.ts}

@@ -4,3 +4,4 @@ import { AssetSelector } from './asset';
 import { Balance } from './balance';
 import { Component } from './component';
 export declare function balance(selector: AssetSelector, state: State): (source$: Observable<Component>) => Observable<Balance>;
+//# sourceMappingURL=balance-operator.d.ts.map

package/dist/domain/balance-operator.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"balance-operator.d.ts","sourceRoot":"","sources":["../../src/domain/balance-operator.ts"],"names":[],"mappings":"AAAA,OAAO,EAAe,UAAU,EAAa,MAAM,MAAM,CAAC;AAE1D,OAAO,EAAE,KAAK,EAAE,MAAM,UAAU,CAAC;AACjC,OAAO,EAAE,aAAa,EAAE,MAAM,SAAS,CAAC;AACxC,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AACpC,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AAExC,wBAAgB,OAAO,CAAC,QAAQ,EAAE,aAAa,EAAE,KAAK,EAAE,KAAK,aAC1C,WAAW,SAAS,CAAC,yBAMvC"}

package/dist/domain/{balance.operator.js → balance-operator.js}

@@ -7,4 +7,3 @@ function balance(selector, state) {
     return (source$) => source$.pipe((0, rxjs_1.startWith)(state.balance.get(selector.id)), (0, rxjs_1.filter)(it => it instanceof balance_1.Balance && (!selector || it.asset.id == selector.id)), (0, rxjs_1.map)(it => it));
 }
 exports.balance = balance;
-//# sourceMappingURL=balance.operator.js.map

package/dist/domain/balance.d.ts

@@ -1,25 +1,49 @@
-import { timestamp } from '../shared';
+import { decimal } from '../shared';
 import { Asset } from './';
 import { Component } from './component';
 import { Position, PositionMode } from './position';
+/**
+ * Represents single asset balance in your wallet.
+ */
 export declare class Balance implements Component {
+    timestamp: number;
     readonly asset: Asset;
     id: string;
     kind: string;
-    timestamp: timestamp;
     private locker;
     private available;
     private unavailable;
-    get free(): number;
-    get locked(): number;
-    get total(): number;
+    /**
+     * Returns available amount to trade.
+     */
+    get free(): decimal;
+    /**
+     * Return locked amount for order.
+     */
+    get locked(): decimal;
+    /**
+     * Return total amount of asset in wallet.
+     * Represents a sum of free, locked and opened positions.
+     */
+    get total(): decimal;
+    /**
+     * Collection of opened positions backed by this balance.
+     */
     readonly position: Record<string, Position>;
-    constructor(asset: Asset);
-    account(amount: number): void;
-    set(free: number, locked: number): void;
-    lock(id: string, amount: number): void;
+    constructor(timestamp: number, asset: Asset);
+    account(amount: decimal): void;
+    set(free: decimal, locked: decimal): void;
+    /**
+     * Lock specific amount of asset.
+     * If you place new pending order, you will lock your balance to fund order.
+     */
+    lock(id: string, amount: decimal): void;
     tryUnlock(id: string): boolean;
-    getEstimatedUnrealizedPnL(mode?: PositionMode): number;
-    getEstimatedMargin(mode?: PositionMode): number;
+    /**
+     * Returns unrealized profit and loss for all positions backed by this balance.
+     */
+    getEstimatedUnrealizedPnL(mode?: PositionMode): decimal;
+    getEstimatedMargin(mode?: PositionMode): decimal;
     toString(): string;
 }
+//# sourceMappingURL=balance.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"balance.d.ts","sourceRoot":"","sources":["../../src/domain/balance.ts"],"names":[],"mappings":"AAAA,OAAO,EAAK,OAAO,EAAE,MAAM,WAAW,CAAC;AACvC,OAAO,EAAE,KAAK,EAAE,MAAM,IAAI,CAAC;AAC3B,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AAExC,OAAO,EAAE,QAAQ,EAAE,YAAY,EAAE,MAAM,YAAY,CAAC;AAEpD;;GAEG;AACH,qBAAa,OAAQ,YAAW,SAAS;IAqCpB,SAAS,EAAE,MAAM;aAAkB,KAAK,EAAE,KAAK;IApClE,EAAE,EAAE,MAAM,CAAC;IACX,IAAI,SAAa;IAEjB,OAAO,CAAC,MAAM,CAA+B;IAC7C,OAAO,CAAC,SAAS,CAAU;IAC3B,OAAO,CAAC,WAAW,CAAU;IAE7B;;OAEG;IACH,IAAI,IAAI,IAAI,OAAO,CAElB;IAED;;OAEG;IACH,IAAI,MAAM,IAAI,OAAO,CAEpB;IAED;;;OAGG;IACH,IAAI,KAAK,IAAI,OAAO,CAInB;IAED;;OAEG;IACH,QAAQ,CAAC,QAAQ,EAAE,MAAM,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAM;gBAE9B,SAAS,EAAE,MAAM,EAAkB,KAAK,EAAE,KAAK;IAIlE,OAAO,CAAC,MAAM,EAAE,OAAO;IAQvB,GAAG,CAAC,IAAI,EAAE,OAAO,EAAE,MAAM,EAAE,OAAO;IAMlC;;;OAGG;IACH,IAAI,CAAC,EAAE,EAAE,MAAM,EAAE,MAAM,EAAE,OAAO;IAchC,SAAS,CAAC,EAAE,EAAE,MAAM,GAAG,OAAO;IAmB9B;;OAEG;IACH,yBAAyB,CAAC,IAAI,CAAC,EAAE,YAAY,GAAG,OAAO;IAYvD,kBAAkB,CAAC,IAAI,CAAC,EAAE,YAAY,GAAG,OAAO;IAQhD,QAAQ;CAGT"}