@quantform/core 0.5.15 → 0.6.4

package/dist/domain/balance.js

@@ -1,48 +1,71 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Balance = void 0;
+const shared_1 = require("../shared");
 const error_1 = require("./error");
+/**
+ * Represents single asset balance in your wallet.
+ */
 class Balance {
-    constructor(asset) {
+    constructor(timestamp, asset) {
+        this.timestamp = timestamp;
         this.asset = asset;
         this.kind = 'balance';
         this.locker = {};
-        this.available = 0;
-        this.unavailable = 0;
+        this.available = shared_1.d.Zero;
+        this.unavailable = shared_1.d.Zero;
+        /**
+         * Collection of opened positions backed by this balance.
+         */
         this.position = {};
         this.id = asset.id;
     }
+    /**
+     * Returns available amount to trade.
+     */
     get free() {
-        return this.asset.fixed(this.available) + this.getEstimatedUnrealizedPnL('CROSS');
+        return this.asset.floor(this.available).add(this.getEstimatedUnrealizedPnL('CROSS'));
     }
+    /**
+     * Return locked amount for order.
+     */
     get locked() {
         return this.unavailable;
     }
+    /**
+     * Return total amount of asset in wallet.
+     * Represents a sum of free, locked and opened positions.
+     */
     get total() {
-        return (this.asset.fixed(this.available + this.unavailable) +
-            this.getEstimatedUnrealizedPnL());
+        return this.asset
+            .floor(this.available.add(this.unavailable))
+            .add(this.getEstimatedUnrealizedPnL());
     }
     account(amount) {
-        if (this.available + amount < 0) {
+        if (this.available.add(amount).lessThan(0)) {
             throw (0, error_1.insufficientFundsError)(this.id, amount, this.available);
         }
-        this.available += amount;
+        this.available = this.available.add(amount);
     }
     set(free, locked) {
         this.available = free;
         this.unavailable = locked;
         this.locker = {};
     }
+    /**
+     * Lock specific amount of asset.
+     * If you place new pending order, you will lock your balance to fund order.
+     */
     lock(id, amount) {
-        if (this.available < amount) {
+        if (this.available.lessThan(amount)) {
             throw (0, error_1.insufficientFundsError)(this.id, amount, this.available);
         }
         if (this.locker[id]) {
             throw (0, error_1.invalidArgumentError)(id);
         }
         this.locker[id] = amount;
-        this.available -= amount;
-        this.unavailable += amount;
+        this.available = this.available.minus(amount);
+        this.unavailable = this.unavailable.plus(amount);
     }
     tryUnlock(id) {
         if (!this.locker[id]) {
@@ -53,20 +76,26 @@ class Balance {
         if (this.unavailable < amount) {
             throw (0, error_1.insufficientFundsError)(this.id, amount, this.unavailable);
         }
-        this.available += amount;
-        this.unavailable -= amount;
+        this.available = this.available.add(amount);
+        this.unavailable = this.unavailable.minus(amount);
         return true;
     }
+    /**
+     * Returns unrealized profit and loss for all positions backed by this balance.
+     */
     getEstimatedUnrealizedPnL(mode) {
-        return Object.values(this.position).reduce((aggregate, position) => (aggregate +=
-            mode && mode != position.mode ? 0 : position.estimatedUnrealizedPnL), 0);
+        return Object.values(this.position).reduce((aggregate, position) => {
+            var _a;
+            return aggregate.add(mode && mode != position.mode
+                ? shared_1.d.Zero
+                : (_a = position.estimatedUnrealizedPnL) !== null && _a !== void 0 ? _a : shared_1.d.Zero);
+        }, shared_1.d.Zero);
     }
     getEstimatedMargin(mode) {
-        return Object.values(this.position).reduce((aggregate, position) => (aggregate += mode && mode != position.mode ? 0 : position.margin), 0);
+        return Object.values(this.position).reduce((aggregate, position) => (aggregate = aggregate.add(mode && mode != position.mode ? 0 : position.margin)), shared_1.d.Zero);
     }
     toString() {
         return this.asset.toString();
     }
 }
 exports.Balance = Balance;
-//# sourceMappingURL=balance.js.map

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

@@ -0,0 +1,11 @@
+import { Observable } from 'rxjs';
+import { decimal } from '../shared';
+import { Candle } from './candle';
+export declare function candle<T extends {
+    timestamp: number;
+}>(timeframe: number, fn: (x: T) => decimal, candleToStartWith?: Candle): (source: Observable<T>) => Observable<Candle>;
+export declare function mergeCandle<T extends {
+    timestamp: number;
+}>(timeframe: number, fn: (x: T) => decimal, history$: Observable<Candle>): (source$: Observable<T>) => Observable<Candle>;
+export declare function candleCompleted(): (source: Observable<Candle>) => Observable<Candle>;
+//# sourceMappingURL=candle-operator.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"candle-operator.d.ts","sourceRoot":"","sources":["../../src/domain/candle-operator.ts"],"names":[],"mappings":"AAAA,OAAO,EAML,UAAU,EAKX,MAAM,MAAM,CAAC;AAEd,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AACpC,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAC;AAuBlC,wBAAgB,MAAM,CAAC,CAAC,SAAS;IAAE,SAAS,EAAE,MAAM,CAAA;CAAE,EACpD,SAAS,EAAE,MAAM,EACjB,EAAE,EAAE,CAAC,CAAC,EAAE,CAAC,KAAK,OAAO,EACrB,iBAAiB,CAAC,EAAE,MAAM,YAED,WAAW,CAAC,CAAC,KAAG,WAAW,MAAM,CAAC,CAmC5D;AAED,wBAAgB,WAAW,CAAC,CAAC,SAAS;IAAE,SAAS,EAAE,MAAM,CAAA;CAAE,EACzD,SAAS,EAAE,MAAM,EACjB,EAAE,EAAE,CAAC,CAAC,EAAE,CAAC,KAAK,OAAO,EACrB,QAAQ,EAAE,UAAU,CAAC,MAAM,CAAC,aAEF,WAAW,CAAC,CAAC,KAAG,WAAW,MAAM,CAAC,CAY7D;AAED,wBAAgB,eAAe,IAAI,CAAC,MAAM,EAAE,UAAU,CAAC,MAAM,CAAC,KAAK,UAAU,CAAC,MAAM,CAAC,CAwBpF"}

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

@@ -11,12 +11,13 @@ function aggregate(candle, timeframe, value, timestamp) {
     }
     if (candle.timestamp === frame) {
         candle.apply(value);
+        return undefined;
     }
     else {
         return new candle_1.Candle(frame, candle.close, value, value, value);
     }
 }
-function candle(timeframe, fn, candleToStartWith = undefined) {
+function candle(timeframe, fn, candleToStartWith) {
     return function (source) {
         let candle = candleToStartWith;
         return source.pipe((0, rxjs_1.map)(it => {
@@ -26,13 +27,19 @@ function candle(timeframe, fn, candleToStartWith = undefined) {
                 candle = newCandle;
                 if (candleToStartWith && candleToStartWith.timestamp < newCandle.timestamp) {
                     candleToStartWith = undefined;
-                    return [prevCandle, candle];
+                    if (prevCandle) {
+                        return [prevCandle, candle];
+                    }
+                    return [candle];
                 }
             }
             if (candleToStartWith) {
                 candleToStartWith = undefined;
             }
-            return [candle];
+            if (candle) {
+                return [candle];
+            }
+            return [];
         }), (0, rxjs_1.mergeMap)(it => it), (0, rxjs_1.share)());
     };
 }
@@ -58,7 +65,6 @@ function candleCompleted() {
             }
             return undefined;
         }
-    }), (0, rxjs_1.filter)(it => !!it), (0, rxjs_1.share)());
+    }), (0, rxjs_1.filter)(it => it !== undefined), (0, rxjs_1.share)());
 }
 exports.candleCompleted = candleCompleted;
-//# sourceMappingURL=candle.operator.js.map

package/dist/domain/candle.d.ts

@@ -1,11 +1,12 @@
-import { timestamp } from '../shared';
+import { decimal, timestamp } from '../shared';
 export declare class Candle {
     timestamp: timestamp;
-    open: number;
-    high: number;
-    low: number;
-    close: number;
-    volume?: number;
-    constructor(timestamp: timestamp, open: number, high: number, low: number, close: number, volume?: number);
-    apply(value: number): void;
+    open: decimal;
+    high: decimal;
+    low: decimal;
+    close: decimal;
+    volume?: decimal | undefined;
+    constructor(timestamp: timestamp, open: decimal, high: decimal, low: decimal, close: decimal, volume?: decimal | undefined);
+    apply(value: decimal): void;
 }
+//# sourceMappingURL=candle.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"candle.d.ts","sourceRoot":"","sources":["../../src/domain/candle.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AAE/C,qBAAa,MAAM;IAER,SAAS,EAAE,SAAS;IACpB,IAAI,EAAE,OAAO;IACb,IAAI,EAAE,OAAO;IACb,GAAG,EAAE,OAAO;IACZ,KAAK,EAAE,OAAO;IACd,MAAM,CAAC;gBALP,SAAS,EAAE,SAAS,EACpB,IAAI,EAAE,OAAO,EACb,IAAI,EAAE,OAAO,EACb,GAAG,EAAE,OAAO,EACZ,KAAK,EAAE,OAAO,EACd,MAAM,CAAC,qBAAS;IAGzB,KAAK,CAAC,KAAK,EAAE,OAAO;CAKrB"}

package/dist/domain/candle.js

@@ -1,6 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Candle = void 0;
+const shared_1 = require("../shared");
 class Candle {
     constructor(timestamp, open, high, low, close, volume) {
         this.timestamp = timestamp;
@@ -11,10 +12,9 @@ class Candle {
         this.volume = volume;
     }
     apply(value) {
-        this.high = Math.max(this.high, value);
-        this.low = Math.min(this.low, value);
+        this.high = shared_1.decimal.max(this.high, value);
+        this.low = shared_1.decimal.min(this.low, value);
         this.close = value;
     }
 }
 exports.Candle = Candle;
-//# sourceMappingURL=candle.js.map

package/dist/domain/commission.d.ts

@@ -1,13 +1,16 @@
+import { decimal } from '../shared';
 export declare class Commission {
-    readonly makerRate: number;
-    readonly takerRate: number;
-    constructor(makerRate: number, takerRate: number);
-    calculateMakerFee(value: number): number;
-    calculateTakerFee(value: number): number;
-    applyMakerFee(value: number): number;
-    applyTakerFee(value: number): number;
+    readonly makerRate: decimal;
+    readonly takerRate: decimal;
+    static readonly Zero: Commission;
+    constructor(makerRate: decimal, takerRate: decimal);
+    calculateMakerFee(value: decimal): import("decimal.js").default;
+    calculateTakerFee(value: decimal): import("decimal.js").default;
+    applyMakerFee(value: decimal): decimal;
+    applyTakerFee(value: decimal): decimal;
 }
 export declare function commissionPercentOf(fees: {
-    maker: number;
-    taker: number;
+    maker: decimal;
+    taker: decimal;
 }): Commission;
+//# sourceMappingURL=commission.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"commission.d.ts","sourceRoot":"","sources":["../../src/domain/commission.ts"],"names":[],"mappings":"AAAA,OAAO,EAAK,OAAO,EAAE,MAAM,WAAW,CAAC;AAEvC,qBAAa,UAAU;IAGT,QAAQ,CAAC,SAAS,EAAE,OAAO;IAAE,QAAQ,CAAC,SAAS,EAAE,OAAO;IAFpE,MAAM,CAAC,QAAQ,CAAC,IAAI,aAAyD;gBAExD,SAAS,EAAE,OAAO,EAAW,SAAS,EAAE,OAAO;IAEpE,iBAAiB,CAAC,KAAK,EAAE,OAAO;IAIhC,iBAAiB,CAAC,KAAK,EAAE,OAAO;IAIhC,aAAa,CAAC,KAAK,EAAE,OAAO,GAAG,OAAO;IAItC,aAAa,CAAC,KAAK,EAAE,OAAO,GAAG,OAAO;CAGvC;AAED,wBAAgB,mBAAmB,CAAC,IAAI,EAAE;IAAE,KAAK,EAAE,OAAO,CAAC;IAAC,KAAK,EAAE,OAAO,CAAA;CAAE,cAE3E"}

package/dist/domain/commission.js

@@ -1,27 +1,28 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.commissionPercentOf = exports.Commission = void 0;
+const shared_1 = require("../shared");
 class Commission {
     constructor(makerRate, takerRate) {
         this.makerRate = makerRate;
         this.takerRate = takerRate;
     }
     calculateMakerFee(value) {
-        return value * this.makerRate;
+        return value.mul(this.makerRate);
     }
     calculateTakerFee(value) {
-        return value * this.takerRate;
+        return value.mul(this.takerRate);
     }
     applyMakerFee(value) {
-        return value - this.calculateMakerFee(value);
+        return value.minus(this.calculateMakerFee(value));
     }
     applyTakerFee(value) {
-        return value - this.calculateTakerFee(value);
+        return value.minus(this.calculateTakerFee(value));
     }
 }
 exports.Commission = Commission;
+Commission.Zero = commissionPercentOf({ maker: shared_1.d.Zero, taker: shared_1.d.Zero });
 function commissionPercentOf(fees) {
-    return new Commission(fees.maker / 100.0, fees.taker / 100.0);
+    return new Commission(fees.maker.div(100.0), fees.taker.div(100.0));
 }
 exports.commissionPercentOf = commissionPercentOf;
-//# sourceMappingURL=commission.js.map

package/dist/domain/component.d.ts

@@ -4,3 +4,4 @@ export interface Component {
     kind: string;
     timestamp: timestamp;
 }
+//# sourceMappingURL=component.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"component.d.ts","sourceRoot":"","sources":["../../src/domain/component.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AAEtC,MAAM,WAAW,SAAS;IACxB,EAAE,EAAE,MAAM,CAAC;IACX,IAAI,EAAE,MAAM,CAAC;IACb,SAAS,EAAE,SAAS,CAAC;CACtB"}

package/dist/domain/component.js

@@ -1,3 +1,2 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-//# sourceMappingURL=component.js.map

package/dist/domain/error.d.ts

@@ -1,5 +1,7 @@
-export declare function insufficientFundsError(assetName: string, requiredAmount: number, availableAmount: number): Error;
-export declare function invalidArgumentError(value: any): void;
-export declare function invalidAssetSelectorError(selector: string): void;
-export declare function invalidInstrumentSelectorError(selector: string): void;
+import { decimal } from '../shared';
+export declare function insufficientFundsError(assetName: string, requiredAmount: decimal, availableAmount: decimal): Error;
+export declare function invalidArgumentError(value: any): Error;
+export declare function invalidAssetSelectorError(selector: string): Error;
+export declare function invalidInstrumentSelectorError(selector: string): Error;
 export declare function adapterMismatchError(): Error;
+//# sourceMappingURL=error.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"error.d.ts","sourceRoot":"","sources":["../../src/domain/error.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AAEpC,wBAAgB,sBAAsB,CACpC,SAAS,EAAE,MAAM,EACjB,cAAc,EAAE,OAAO,EACvB,eAAe,EAAE,OAAO,SAKzB;AAED,wBAAgB,oBAAoB,CAAC,KAAK,EAAE,GAAG,SAE9C;AAED,wBAAgB,yBAAyB,CAAC,QAAQ,EAAE,MAAM,SAEzD;AAED,wBAAgB,8BAA8B,CAAC,QAAQ,EAAE,MAAM,SAE9D;AAED,wBAAgB,oBAAoB,UAEnC"}

package/dist/domain/error.js

@@ -2,23 +2,22 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.adapterMismatchError = exports.invalidInstrumentSelectorError = exports.invalidAssetSelectorError = exports.invalidArgumentError = exports.insufficientFundsError = void 0;
 function insufficientFundsError(assetName, requiredAmount, availableAmount) {
-    return new Error(`insufficient funds of ${assetName} has: ${availableAmount} requires: ${requiredAmount}`);
+    return new Error(`insufficient funds of ${assetName} has: ${availableAmount.toString()} requires: ${requiredAmount.toString()}`);
 }
 exports.insufficientFundsError = insufficientFundsError;
 function invalidArgumentError(value) {
-    throw new Error(`invalid argument: ${value}`);
+    return new Error(`invalid argument: ${value}`);
 }
 exports.invalidArgumentError = invalidArgumentError;
 function invalidAssetSelectorError(selector) {
-    throw new Error(`invalid asset selector: ${selector}`);
+    return new Error(`invalid asset selector: ${selector}`);
 }
 exports.invalidAssetSelectorError = invalidAssetSelectorError;
 function invalidInstrumentSelectorError(selector) {
-    throw new Error(`invalid instrument selector: ${selector}`);
+    return new Error(`invalid instrument selector: ${selector}`);
 }
 exports.invalidInstrumentSelectorError = invalidInstrumentSelectorError;
 function adapterMismatchError() {
     return new Error('adapters must be the same');
 }
 exports.adapterMismatchError = adapterMismatchError;
-//# sourceMappingURL=error.js.map

package/dist/domain/index.d.ts

@@ -1,20 +1,22 @@
 export * from './asset';
 export * from './balance';
-export * from './balance.operator';
+export * from './balance-operator';
 export * from './error';
 export * from './candle';
-export * from './candle.operator';
+export * from './candle-operator';
 export * from './commission';
 export * from './component';
 export * from './instrument';
-export * from './instrument.operator';
+export * from './instrument-operator';
 export * from './order';
-export * from './order.operator';
+export * from './order-operator';
 export * from './orderbook';
-export * from './orderbook.operator';
+export * from './orderbook-operator';
 export * from './position';
-export * from './position.operator';
+export * from './position-operator';
 export * from './session';
+export * from './session-builder';
 export * from './timeframe';
 export * from './trade';
-export * from './trade.operator';
+export * from './trade-operator';
+//# sourceMappingURL=index.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/domain/index.ts"],"names":[],"mappings":"AAAA,cAAc,SAAS,CAAC;AACxB,cAAc,WAAW,CAAC;AAC1B,cAAc,oBAAoB,CAAC;AACnC,cAAc,SAAS,CAAC;AACxB,cAAc,UAAU,CAAC;AACzB,cAAc,mBAAmB,CAAC;AAClC,cAAc,cAAc,CAAC;AAC7B,cAAc,aAAa,CAAC;AAC5B,cAAc,cAAc,CAAC;AAC7B,cAAc,uBAAuB,CAAC;AACtC,cAAc,SAAS,CAAC;AACxB,cAAc,kBAAkB,CAAC;AACjC,cAAc,aAAa,CAAC;AAC5B,cAAc,sBAAsB,CAAC;AACrC,cAAc,YAAY,CAAC;AAC3B,cAAc,qBAAqB,CAAC;AACpC,cAAc,WAAW,CAAC;AAC1B,cAAc,mBAAmB,CAAC;AAClC,cAAc,aAAa,CAAC;AAC5B,cAAc,SAAS,CAAC;AACxB,cAAc,kBAAkB,CAAC"}

package/dist/domain/index.js

@@ -16,22 +16,22 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
 Object.defineProperty(exports, "__esModule", { value: true });
 __exportStar(require("./asset"), exports);
 __exportStar(require("./balance"), exports);
-__exportStar(require("./balance.operator"), exports);
+__exportStar(require("./balance-operator"), exports);
 __exportStar(require("./error"), exports);
 __exportStar(require("./candle"), exports);
-__exportStar(require("./candle.operator"), exports);
+__exportStar(require("./candle-operator"), exports);
 __exportStar(require("./commission"), exports);
 __exportStar(require("./component"), exports);
 __exportStar(require("./instrument"), exports);
-__exportStar(require("./instrument.operator"), exports);
+__exportStar(require("./instrument-operator"), exports);
 __exportStar(require("./order"), exports);
-__exportStar(require("./order.operator"), exports);
+__exportStar(require("./order-operator"), exports);
 __exportStar(require("./orderbook"), exports);
-__exportStar(require("./orderbook.operator"), exports);
+__exportStar(require("./orderbook-operator"), exports);
 __exportStar(require("./position"), exports);
-__exportStar(require("./position.operator"), exports);
+__exportStar(require("./position-operator"), exports);
 __exportStar(require("./session"), exports);
+__exportStar(require("./session-builder"), exports);
 __exportStar(require("./timeframe"), exports);
 __exportStar(require("./trade"), exports);
-__exportStar(require("./trade.operator"), exports);
-//# sourceMappingURL=index.js.map
+__exportStar(require("./trade-operator"), exports);

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

@@ -4,3 +4,4 @@ import { Component } from './component';
 import { Instrument, InstrumentSelector } from './instrument';
 export declare function instrument(selector: InstrumentSelector, state: State): (source$: Observable<Component>) => Observable<Instrument>;
 export declare function instruments(state: State): (source$: Observable<Component>) => Observable<readonly Instrument[]>;
+//# sourceMappingURL=instrument-operator.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"instrument-operator.d.ts","sourceRoot":"","sources":["../../src/domain/instrument-operator.ts"],"names":[],"mappings":"AAAA,OAAO,EAAqC,UAAU,EAAa,MAAM,MAAM,CAAC;AAEhF,OAAO,EAAE,KAAK,EAAE,MAAM,UAAU,CAAC;AACjC,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACxC,OAAO,EAAE,UAAU,EAAE,kBAAkB,EAAE,MAAM,cAAc,CAAC;AAE9D,wBAAgB,UAAU,CAAC,QAAQ,EAAE,kBAAkB,EAAE,KAAK,EAAE,KAAK,aAClD,WAAW,SAAS,CAAC,4BAMvC;AAED,wBAAgB,WAAW,CAAC,KAAK,EAAE,KAAK,aACrB,WAAW,SAAS,CAAC,uCAQvC"}

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

@@ -11,4 +11,3 @@ function instruments(state) {
     return (source$) => source$.pipe((0, rxjs_1.filter)(it => it instanceof instrument_1.Instrument), (0, rxjs_1.map)(() => state.universe.instrument.asReadonlyArray()), (0, rxjs_1.startWith)(state.universe.instrument.asReadonlyArray()), (0, rxjs_1.filter)(it => it.length > 0), (0, rxjs_1.distinctUntilChanged)((lhs, rhs) => lhs.length == rhs.length));
 }
 exports.instruments = instruments;
-//# sourceMappingURL=instrument.operator.js.map

package/dist/domain/instrument.d.ts

@@ -1,4 +1,3 @@
-import { timestamp } from '../shared';
 import { Asset, AssetSelector } from './asset';
 import { Commission } from './commission';
 import { Component } from './component';
@@ -10,15 +9,19 @@ export declare class InstrumentSelector {
     constructor(base: string, quote: string, adapter: string);
     toString(): string;
 }
+/**
+ * Represents trading market which is made up by two trading assets (base and quoted).
+ */
 export declare class Instrument extends InstrumentSelector implements Component {
+    timestamp: number;
     readonly base: Asset;
     readonly quote: Asset;
     readonly raw: string;
-    kind: string;
-    timestamp: timestamp;
     commission: Commission;
-    cross: Instrument;
-    leverage?: number;
-    constructor(base: Asset, quote: Asset, raw: string);
+    readonly kind = "instrument";
+    readonly cross: Instrument | undefined;
+    leverage: number | undefined;
+    constructor(timestamp: number, base: Asset, quote: Asset, raw: string, commission: Commission);
 }
 export declare function instrumentOf(selector: string): InstrumentSelector;
+//# sourceMappingURL=instrument.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"instrument.d.ts","sourceRoot":"","sources":["../../src/domain/instrument.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,EAAE,aAAa,EAA0B,MAAM,SAAS,CAAC;AACvE,OAAO,EAAE,UAAU,EAAE,MAAM,cAAc,CAAC;AAC1C,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AAGxC,eAAO,MAAM,2BAA2B,MAAM,CAAC;AAE/C,qBAAa,kBAAkB;IAC7B,QAAQ,CAAC,EAAE,EAAE,MAAM,CAAC;IACpB,QAAQ,CAAC,IAAI,EAAE,aAAa,CAAC;IAC7B,QAAQ,CAAC,KAAK,EAAE,aAAa,CAAC;gBAElB,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM;IAOxD,QAAQ,IAAI,MAAM;CAGnB;AAED;;GAEG;AACH,qBAAa,UAAW,SAAQ,kBAAmB,YAAW,SAAS;IAM5D,SAAS,EAAE,MAAM;aACN,IAAI,EAAE,KAAK;aACX,KAAK,EAAE,KAAK;IAC9B,QAAQ,CAAC,GAAG,EAAE,MAAM;IACb,UAAU,EAAE,UAAU;IAT/B,QAAQ,CAAC,IAAI,gBAAgB;IAC7B,QAAQ,CAAC,KAAK,EAAE,UAAU,GAAG,SAAS,CAAC;IACvC,QAAQ,EAAE,MAAM,GAAG,SAAS,CAAa;gBAGhC,SAAS,EAAE,MAAM,EACN,IAAI,EAAE,KAAK,EACX,KAAK,EAAE,KAAK,EACrB,GAAG,EAAE,MAAM,EACb,UAAU,EAAE,UAAU;CAQhC;AAED,wBAAgB,YAAY,CAAC,QAAQ,EAAE,MAAM,GAAG,kBAAkB,CAYjE"}

package/dist/domain/instrument.js

@@ -15,14 +15,19 @@ class InstrumentSelector {
     }
 }
 exports.InstrumentSelector = InstrumentSelector;
+/**
+ * Represents trading market which is made up by two trading assets (base and quoted).
+ */
 class Instrument extends InstrumentSelector {
-    constructor(base, quote, raw) {
+    constructor(timestamp, base, quote, raw, commission) {
         super(base.name, quote.name, base.adapterName);
+        this.timestamp = timestamp;
         this.base = base;
         this.quote = quote;
         this.raw = raw;
+        this.commission = commission;
         this.kind = 'instrument';
-        this.leverage = null;
+        this.leverage = undefined;
         if (base.adapterName != quote.adapterName) {
             throw (0, error_1.adapterMismatchError)();
         }
@@ -41,4 +46,3 @@ function instrumentOf(selector) {
     return new InstrumentSelector(baseAssetName, quoteAssetName, adapterName);
 }
 exports.instrumentOf = instrumentOf;
-//# sourceMappingURL=instrument.js.map

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

@@ -5,3 +5,4 @@ import { InstrumentSelector } from './instrument';
 import { Order } from './order';
 export declare function order(selector: InstrumentSelector): (source$: Observable<Component>) => Observable<Order>;
 export declare function orders(selector: InstrumentSelector, state: State): (source$: Observable<Component>) => Observable<readonly Order[]>;
+//# sourceMappingURL=order-operator.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"order-operator.d.ts","sourceRoot":"","sources":["../../src/domain/order-operator.ts"],"names":[],"mappings":"AAAA,OAAO,EAAe,UAAU,EAAa,MAAM,MAAM,CAAC;AAE1D,OAAO,EAAE,KAAK,EAAE,MAAM,UAAU,CAAC;AACjC,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACxC,OAAO,EAAE,kBAAkB,EAAE,MAAM,cAAc,CAAC;AAClD,OAAO,EAAE,KAAK,EAAE,MAAM,SAAS,CAAC;AAEhC,wBAAgB,KAAK,CAAC,QAAQ,EAAE,kBAAkB,aAC/B,WAAW,SAAS,CAAC,uBAKvC;AAED,wBAAgB,MAAM,CAAC,QAAQ,EAAE,kBAAkB,EAAE,KAAK,EAAE,KAAK,aAC9C,WAAW,SAAS,CAAC,kCAMvC"}

package/dist/domain/order-operator.js

@@ -0,0 +1,16 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.orders = exports.order = void 0;
+const rxjs_1 = require("rxjs");
+const order_1 = require("./order");
+function order(selector) {
+    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));
+}
+exports.order = order;
+function orders(selector, state) {
+    return (source$) => {
+        var _a, _b;
+        return source$.pipe((0, rxjs_1.filter)(it => it instanceof order_1.Order && it.instrument.id == selector.id), (0, rxjs_1.map)(() => { var _a, _b; return (_b = (_a = state.order.get(selector.id)) === null || _a === void 0 ? void 0 : _a.asReadonlyArray()) !== null && _b !== void 0 ? _b : []; }), (0, rxjs_1.startWith)((_b = (_a = state.order.get(selector.id)) === null || _a === void 0 ? void 0 : _a.asReadonlyArray()) !== null && _b !== void 0 ? _b : []));
+    };
+}
+exports.orders = orders;

package/dist/domain/order.d.ts

@@ -1,31 +1,26 @@
-import { timestamp } from '../shared';
+import { decimal } from '../shared';
 import { Balance } from './balance';
 import { Component } from './component';
-import { InstrumentSelector } from './instrument';
-export declare type OrderType = 'MARKET' | 'LIMIT' | 'STOP-MARKET' | 'STOP-LIMIT';
+import { Instrument } from './instrument';
 export declare type OrderState = 'NEW' | 'PENDING' | 'FILLED' | 'CANCELING' | 'CANCELED' | 'REJECTED';
 export declare class Order implements Component {
-    readonly instrument: InstrumentSelector;
-    readonly type: OrderType;
-    readonly quantity: number;
-    readonly rate?: number;
-    readonly stopRate?: number;
-    kind: string;
-    timestamp: timestamp;
-    id: string;
-    externalId: string;
+    timestamp: number;
+    readonly id: string;
+    readonly instrument: Instrument;
+    readonly quantity: decimal;
+    createdAt: number;
+    readonly rate?: decimal | undefined;
+    readonly stopRate?: decimal | undefined;
+    readonly kind = "order";
     state: OrderState;
-    quantityExecuted: number;
-    averageExecutionRate: number;
-    createdAt: timestamp;
-    static market(instrument: InstrumentSelector, quantity: number): Order;
-    static limit(instrument: InstrumentSelector, quantity: number, rate: number): Order;
-    static stopMarket(instrument: InstrumentSelector, quantity: number, stopRate: number): Order;
-    static stopLimit(instrument: InstrumentSelector, quantity: number, rate: number, stopRate: number): Order;
-    constructor(instrument: InstrumentSelector, type: OrderType, quantity: number, rate?: number, stopRate?: number);
+    quantityExecuted: decimal;
+    averageExecutionRate?: decimal;
+    externalId?: string;
+    constructor(timestamp: number, id: string, instrument: Instrument, quantity: decimal, createdAt: number, rate?: decimal | undefined, stopRate?: decimal | undefined);
     toString(): string;
     calculateBalanceToLock(base: Balance, quote: Balance): {
-        base: number;
-        quote: number;
+        base?: decimal;
+        quote?: decimal;
     };
 }
+//# sourceMappingURL=order.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"order.d.ts","sourceRoot":"","sources":["../../src/domain/order.ts"],"names":[],"mappings":"AAAA,OAAO,EAAK,OAAO,EAAE,MAAM,WAAW,CAAC;AACvC,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AACpC,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AAExC,OAAO,EAAE,UAAU,EAAE,MAAM,cAAc,CAAC;AAE1C,oBAAY,UAAU,GAClB,KAAK,GACL,SAAS,GACT,QAAQ,GACR,WAAW,GACX,UAAU,GACV,UAAU,CAAC;AAEf,qBAAa,KAAM,YAAW,SAAS;IAQ5B,SAAS,EAAE,MAAM;IACxB,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,UAAU;IAC/B,QAAQ,CAAC,QAAQ,EAAE,OAAO;IACnB,SAAS,EAAE,MAAM;IACxB,QAAQ,CAAC,IAAI,CAAC;IACd,QAAQ,CAAC,QAAQ,CAAC;IAbpB,QAAQ,CAAC,IAAI,WAAW;IACxB,KAAK,EAAE,UAAU,CAAS;IAC1B,gBAAgB,UAAU;IAC1B,oBAAoB,CAAC,EAAE,OAAO,CAAC;IAC/B,UAAU,CAAC,EAAE,MAAM,CAAC;gBAGX,SAAS,EAAE,MAAM,EACf,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,UAAU,EACtB,QAAQ,EAAE,OAAO,EACnB,SAAS,EAAE,MAAM,EACf,IAAI,CAAC,qBAAS,EACd,QAAQ,CAAC,qBAAS;IAW7B,QAAQ;IAIR,sBAAsB,CACpB,IAAI,EAAE,OAAO,EACb,KAAK,EAAE,OAAO,GACb;QAAE,IAAI,CAAC,EAAE,OAAO,CAAC;QAAC,KAAK,CAAC,EAAE,OAAO,CAAA;KAAE;CA0BvC"}