@quantform/core 0.5.23 → 0.6.4

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

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

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

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

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

@@ -1,65 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const shared_1 = require("../shared");
-const store_1 = require("../store");
-const asset_1 = require("./asset");
-const instrument_1 = require("./instrument");
-const order_1 = require("./order");
-const order_operator_1 = require("./order.operator");
-const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
-describe('order', () => {
-    test('should pipe an order', done => {
-        new rxjs_1.BehaviorSubject(order_1.Order.market(instrument, (0, shared_1.d)(-100)))
-            .pipe((0, order_operator_1.order)(instrument))
-            .subscribe({
-            next: it => {
-                expect(it.instrument).toEqual(instrument);
-                expect(it.quantity).toEqual((0, shared_1.d)(-100));
-                done();
-            }
-        });
-    });
-    test('should skip a pipe', done => {
-        new rxjs_1.BehaviorSubject(instrument).pipe((0, order_operator_1.order)(instrument)).subscribe({
-            next: () => fail(),
-            complete: done()
-        });
-    });
-});
-describe('positions', () => {
-    let state;
-    let order1, order2, order3;
-    beforeEach(() => {
-        state = new store_1.State();
-        order1 = order_1.Order.market(instrument, (0, shared_1.d)(-100));
-        order2 = order_1.Order.limit(instrument, (0, shared_1.d)(100), (0, shared_1.d)(10));
-        order3 = order_1.Order.market(instrument, (0, shared_1.d)(100));
-        state.order.upsert(new store_1.InnerSet(instrument.id, [order1, order2, order3]));
-    });
-    test('should pipe all orders on subscription start', done => {
-        order1.state = 'NEW';
-        order2.state = 'NEW';
-        order3.state = 'NEW';
-        new rxjs_1.Subject().pipe((0, order_operator_1.orders)(instrument, state)).subscribe({
-            next: it => {
-                expect(it.length).toEqual(3);
-                done();
-            }
-        });
-    });
-    test('should pipe pending orders on subscription start', done => {
-        order1.state = 'NEW';
-        order2.state = 'PENDING';
-        order3.state = 'PENDING';
-        new rxjs_1.Subject()
-            .pipe((0, order_operator_1.orders)(instrument, state), (0, rxjs_1.map)(it => it.filter(order => order.state === 'PENDING')))
-            .subscribe({
-            next: it => {
-                expect(it.length).toEqual(2);
-                done();
-            }
-        });
-    });
-});
-//# sourceMappingURL=order.operator.spec.js.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"order.operator.spec.js","sourceRoot":"","sources":["../../src/domain/order.operator.spec.ts"],"names":[],"mappings":";;AAAA,+BAAqD;AAErD,sCAA8B;AAC9B,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,IAAA,UAAC,EAAC,CAAC,GAAG,CAAC,CAAC,CAAC;aAC9D,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,IAAA,UAAC,EAAC,CAAC,GAAG,CAAC,CAAC,CAAC;gBACrC,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,IAAA,UAAC,EAAC,CAAC,GAAG,CAAC,CAAC,CAAC;QAC3C,MAAM,GAAG,aAAK,CAAC,KAAK,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,EAAE,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,CAAC;QAChD,MAAM,GAAG,aAAK,CAAC,MAAM,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QAE1C,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"}

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

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

package/dist/domain/order.spec.js

@@ -1,34 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const shared_1 = require("../shared");
-const asset_1 = require("./asset");
-const instrument_1 = require("./instrument");
-const order_1 = require("./order");
-describe('Order', () => {
-    const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
-    test('should construct a market buy order', () => {
-        const sut = order_1.Order.market(instrument, (0, shared_1.d)(100));
-        expect(sut.quantity).toEqual((0, shared_1.d)(100));
-        expect(sut.rate).toEqual(undefined);
-        expect(sut.type).toEqual('MARKET');
-    });
-    test('should construct a market sell order', () => {
-        const sut = order_1.Order.market(instrument, (0, shared_1.d)(-100));
-        expect(sut.quantity).toEqual((0, shared_1.d)(-100));
-        expect(sut.rate).toEqual(undefined);
-        expect(sut.type).toEqual('MARKET');
-    });
-    test('should construct a limit buy order', () => {
-        const sut = order_1.Order.limit(instrument, (0, shared_1.d)(100), (0, shared_1.d)(2000));
-        expect(sut.quantity).toEqual((0, shared_1.d)(100));
-        expect(sut.rate).toEqual((0, shared_1.d)(2000));
-        expect(sut.type).toEqual('LIMIT');
-    });
-    test('should construct a limit sell order', () => {
-        const sut = order_1.Order.limit(instrument, (0, shared_1.d)(-100), (0, shared_1.d)(2000));
-        expect(sut.quantity).toEqual((0, shared_1.d)(-100));
-        expect(sut.rate).toEqual((0, shared_1.d)(2000));
-        expect(sut.type).toEqual('LIMIT');
-    });
-});
-//# sourceMappingURL=order.spec.js.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"order.spec.js","sourceRoot":"","sources":["../../src/domain/order.spec.ts"],"names":[],"mappings":";;AAAA,sCAA8B;AAC9B,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,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QAE7C,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QACrC,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,IAAA,UAAC,EAAC,CAAC,GAAG,CAAC,CAAC,CAAC;QAE9C,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,GAAG,CAAC,CAAC,CAAC;QACtC,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,IAAA,UAAC,EAAC,GAAG,CAAC,EAAE,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC;QAErD,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QACrC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC;QAClC,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,IAAA,UAAC,EAAC,CAAC,GAAG,CAAC,EAAE,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC;QAEtD,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,GAAG,CAAC,CAAC,CAAC;QACtC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC;QAClC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/orderbook.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"orderbook.js","sourceRoot":"","sources":["../../src/domain/orderbook.ts"],"names":[],"mappings":";;;AAUO,MAAM,oBAAoB,GAAG,CAAC,GAAsB,EAAE,GAAsB,EAAE,EAAE,CACrF,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;AADnB,QAAA,oBAAoB,wBACD;AACzB,MAAM,oBAAoB,GAAG,CAAC,GAAsB,EAAE,GAAsB,EAAE,EAAE,CACrF,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;AADnB,QAAA,oBAAoB,wBACD;AAKhC,MAAa,SAAS;IAQpB,YAA4B,UAAsB;QAAtB,eAAU,GAAV,UAAU,CAAY;QANlD,SAAI,GAAG,WAAW,CAAC;QAOjB,IAAI,CAAC,EAAE,GAAG,UAAU,CAAC,EAAE,CAAC;IAC1B,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IACpC,CAAC;CACF;AAfD,8BAeC"}

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

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

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

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

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

@@ -1,22 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const store_1 = require("../store");
-const asset_1 = require("./asset");
-const instrument_1 = require("./instrument");
-const orderbook_1 = require("./orderbook");
-const orderbook_operator_1 = require("./orderbook.operator");
-describe('orderbook', () => {
-    const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
-    test('should pipe an orderbook on subscription', done => {
-        const state = new store_1.State();
-        state.orderbook.upsert(new orderbook_1.Orderbook(instrument));
-        new rxjs_1.Subject().pipe((0, orderbook_operator_1.orderbook)(instrument, state)).subscribe({
-            next: it => {
-                expect(it.id).toEqual(instrument.id);
-                done();
-            }
-        });
-    });
-});
-//# sourceMappingURL=orderbook.operator.spec.js.map

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

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

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

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

package/dist/domain/orderbook.spec.js

@@ -1,13 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const asset_1 = require("./asset");
-const instrument_1 = require("./instrument");
-const orderbook_1 = require("./orderbook");
-describe('Orderbook', () => {
-    const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
-    test('should construct an empty orderbook', () => {
-        const sut = new orderbook_1.Orderbook(instrument);
-        expect(sut.id).toEqual(instrument.id);
-    });
-});
-//# sourceMappingURL=orderbook.spec.js.map

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

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

package/dist/domain/position.js.map

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

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

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

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

@@ -1,49 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const shared_1 = require("../shared");
-const store_1 = require("../store");
-const asset_1 = require("./asset");
-const balance_1 = require("./balance");
-const instrument_1 = require("./instrument");
-const position_1 = require("./position");
-const position_operator_1 = require("./position.operator");
-const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
-describe('position', () => {
-    test('should pipe a position', done => {
-        new rxjs_1.BehaviorSubject(new position_1.Position('1', instrument, 'CROSS', (0, shared_1.d)(10), (0, shared_1.d)(2), 3))
-            .pipe((0, position_operator_1.position)(instrument))
-            .subscribe({
-            next: it => {
-                expect(it.id).toEqual('1');
-                done();
-            }
-        });
-    });
-    test('should skip a pipe', done => {
-        new rxjs_1.BehaviorSubject(instrument).pipe((0, position_operator_1.position)(instrument)).subscribe({
-            next: () => fail(),
-            complete: done()
-        });
-    });
-});
-describe('positions', () => {
-    const state = new store_1.State();
-    const balance = new balance_1.Balance(instrument.quote);
-    const position1 = new position_1.Position('1', instrument, 'CROSS', (0, shared_1.d)(10), (0, shared_1.d)(2), 3);
-    const position2 = new position_1.Position('2', instrument, 'CROSS', (0, shared_1.d)(20), (0, shared_1.d)(2), 3);
-    beforeEach(() => {
-        state.balance.upsert(balance);
-        balance.position['1'] = position1;
-        balance.position['2'] = position2;
-    });
-    test('should pipe an array of positions on subscription start', done => {
-        new rxjs_1.Subject().pipe((0, position_operator_1.positions)(instrument, state)).subscribe({
-            next: it => {
-                expect(it.length).toEqual(2);
-                done();
-            }
-        });
-    });
-});
-//# sourceMappingURL=position.operator.spec.js.map

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

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

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

package/dist/domain/position.spec.js

@@ -1,31 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const shared_1 = require("../shared");
-const asset_1 = require("./asset");
-const instrument_1 = require("./instrument");
-const position_1 = require("./position");
-describe('Position', () => {
-    const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
-    test('should construct a position', () => {
-        const sut = new position_1.Position('1', instrument, 'CROSS', (0, shared_1.d)(10), (0, shared_1.d)(2), 3);
-        expect(sut.id).toEqual('1');
-        expect(sut.mode).toEqual('CROSS');
-        expect(sut.averageExecutionRate).toEqual((0, shared_1.d)(10));
-        expect(sut.size).toEqual((0, shared_1.d)(2));
-        expect(sut.leverage).toEqual(3);
-        expect(sut.estimatedUnrealizedPnL).toEqual(undefined);
-        expect(sut.id).toEqual('1');
-    });
-    test('should calculate correct margin', () => {
-        const sut = new position_1.Position('1', instrument, 'CROSS', (0, shared_1.d)(2511.81), (0, shared_1.d)(10.31), 20);
-        expect(sut.margin).toEqual((0, shared_1.d)(0.5155));
-        expect(sut.estimatedUnrealizedPnL).toEqual(undefined);
-    });
-    test('should calculate correct unrealized pnl', () => {
-        const sut = new position_1.Position('1', instrument, 'CROSS', (0, shared_1.d)(2511.81), (0, shared_1.d)(10.31), 20);
-        const pnl = sut.calculateEstimatedUnrealizedPnL((0, shared_1.d)(2576.44));
-        expect(pnl).toEqual((0, shared_1.d)(0.2652));
-        expect(sut.estimatedUnrealizedPnL).toEqual((0, shared_1.d)(0.2652));
-    });
-});
-//# sourceMappingURL=position.spec.js.map

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

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

@@ -1 +0,0 @@
-{"version":3,"file":"session.js","sourceRoot":"","sources":["../../src/domain/session.ts"],"names":[],"mappings":";;;AAAA,+BAac;AAId,sCAUmB;AACnB,sCAAgC;AAGhC,yDAA6C;AAC7C,+DAAgE;AAChE,qDAAiD;AACjD,6DAAiD;AACjD,2DAA0D;AAC1D,qDAAyC;AAgCzC,MAAa,OAAO;IAQlB,YACW,KAAY,EACZ,SAA2B,EAC3B,UAA8B;QAF9B,UAAK,GAAL,KAAK,CAAO;QACZ,cAAS,GAAT,SAAS,CAAkB;QAC3B,eAAU,GAAV,UAAU,CAAoB;QAVjC,gBAAW,GAAG,KAAK,CAAC;QAa1B,IAAI,UAAU,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE;YAChC,UAAU,CAAC,EAAE,GAAG,IAAA,YAAG,GAAE,CAAC;SACvB;IACH,CAAC;IAbD,IAAI,SAAS;QACX,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC;IACvC,CAAC;IAaD,KAAK,CAAC,KAAK,CAAC,QAA+C;QACzD,IAAI,IAAI,CAAC,WAAW,EAAE;YACpB,OAAO;SACR;QAED,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC;QAGxB,MAAM,IAAI,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC;QAE7B,IAAI,QAAQ,EAAE;YACZ,IAAI,CAAC,YAAY,GAAG,QAAQ,CAAC,IAAI,CAAC;iBAC/B,IAAI,CAAC,IAAA,eAAQ,EAAC,GAAG,EAAE,CAAC,IAAI,CAAC,OAAO,EAAE,CAAC,CAAC;iBACpC,SAAS,EAAE,CAAC;SAChB;IACH,CAAC;IAED,KAAK,CAAC,OAAO;QACX,IAAI,CAAC,IAAI,CAAC,WAAW,EAAE;YACrB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,YAAY,EAAE;YACrB,IAAI,CAAC,YAAY,CAAC,WAAW,EAAE,CAAC;YAChC,IAAI,CAAC,YAAY,GAAG,SAAS,CAAC;SAC/B;QAED,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,CAAC;QAErB,MAAM,IAAI,CAAC,SAAS,CAAC,OAAO,EAAE,CAAC;QAE/B,IAAI,CAAC,WAAW,GAAG,KAAK,CAAC;IAC3B,CAAC;IAMD,SAAS,CAAC,UAAqC;QAC7C,OAAO,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;IAC9C,CAAC;IAOD,IAAI,CAAC,KAAY;QACf,OAAO,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,IAAI,CAC1C,IAAA,gBAAS,EAAC,GAAG,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,CACpF,CAAC;IACJ,CAAC;IAKD,MAAM,CAAC,KAAY;QACjB,OAAO,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CACzD,IAAA,gBAAS,EAAC,GAAG,EAAE,CACb,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,cAAK,IAAI,KAAK,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CACjF,EACD,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;IACJ,CAAC;IAMD,UAAU,CAAC,QAA4B;QACrC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,gCAAU,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC7E,CAAC;IAMD,WAAW;QACT,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,iCAAW,EAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACpE,CAAC;IAKD,OAAO,CAAC,QAAuB;QAC7B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,0BAAO,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC1E,CAAC;IAKD,KAAK,CAAC,QAA4B;QAChC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACxE,CAAC;IAMD,SAAS,CAAC,QAA4B;QACpC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,8BAAS,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC5E,CAAC;IAKD,QAAQ,CAAC,QAA4B;QACnC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,4BAAQ,EAAC,QAAQ,CAAC,CAAC,CAAC;IACtD,CAAC;IAKD,SAAS,CAAC,QAA4B;QACpC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,6BAAS,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC5E,CAAC;IAED,KAAK,CAAC,QAA4B;QAChC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,QAAQ,CAAC,CAAC,CAAC;IACnD,CAAC;IAED,MAAM,CAAC,QAA4B;QACjC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,uBAAM,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACzE,CAAC;IAED,OAAO,CACL,QAA4B,EAC5B,SAAiB,EACjB,MAAc;QAEd,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,gBAAS,EAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,EACnE,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,mBAAU,IAAI,EAAE,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,EAC9D,IAAA,gBAAS,EAAC,GAAG,EAAE,CAAC,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,QAAQ,EAAE,SAAS,EAAE,MAAM,CAAC,CAAC,CAAC,EAC1E,IAAA,WAAI,EAAC,CAAC,CAAC,EACP,IAAA,kBAAW,GAAE,EACb,IAAA,eAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CACnB,CAAC;IACJ,CAAC;CACF;AA5KD,0BA4KC"}

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

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

package/dist/domain/session.spec.js

@@ -1,23 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const bootstrap_1 = require("../bootstrap");
-const domain_1 = require("../domain");
-const shared_1 = require("../shared");
-const store_1 = require("../store");
-describe('Session', () => {
-    const descriptor = {
-        id: (0, shared_1.now)(),
-        adapter: []
-    };
-    test('should trigger once', done => {
-        const session = new bootstrap_1.Bootstrap(descriptor).paper();
-        session.instruments().subscribe({
-            next: it => {
-                expect(it.length).toEqual(2);
-            },
-            complete: done()
-        });
-        session.store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), new domain_1.Asset('de30', 'cex', 2), new domain_1.Asset('usd', 'cex', 2), new domain_1.Commission(shared_1.d.Zero, shared_1.d.Zero), ''), new store_1.InstrumentPatchEvent((0, shared_1.now)(), new domain_1.Asset('wig20', 'cex', 2), new domain_1.Asset('pln', 'cex', 2), new domain_1.Commission(shared_1.d.Zero, shared_1.d.Zero), ''));
-    });
-});
-//# sourceMappingURL=session.spec.js.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"session.spec.js","sourceRoot":"","sources":["../../src/domain/session.spec.ts"],"names":[],"mappings":";;AAAA,4CAAyC;AACzC,sCAA8C;AAC9C,sCAAmC;AACnC,oCAAgD;AAGhD,QAAQ,CAAC,SAAS,EAAE,GAAG,EAAE;IACvB,MAAM,UAAU,GAAsB;QACpC,EAAE,EAAE,IAAA,YAAG,GAAE;QACT,OAAO,EAAE,EAAE;KACZ,CAAC;IAEF,IAAI,CAAC,qBAAqB,EAAE,IAAI,CAAC,EAAE;QACjC,MAAM,OAAO,GAAG,IAAI,qBAAS,CAAC,UAAU,CAAC,CAAC,KAAK,EAAE,CAAC;QAElD,OAAO,CAAC,WAAW,EAAE,CAAC,SAAS,CAAC;YAC9B,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;YAC/B,CAAC;YACD,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;QAEH,OAAO,CAAC,KAAK,CAAC,QAAQ,CACpB,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,EAC3B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,UAAC,CAAC,IAAI,EAAE,UAAC,CAAC,IAAI,CAAC,EAC9B,EAAE,CACH,EACD,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,OAAO,EAAE,KAAK,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,UAAC,CAAC,IAAI,EAAE,UAAC,CAAC,IAAI,CAAC,EAC9B,EAAE,CACH,CACF,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/timeframe.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"timeframe.js","sourceRoot":"","sources":["../../src/domain/timeframe.ts"],"names":[],"mappings":";;;AAAA,MAAa,SAAS;;AAAtB,8BAYC;AAXQ,YAAE,GAAG,IAAI,CAAC;AACV,YAAE,GAAG,SAAS,CAAC,EAAE,GAAG,EAAE,CAAC;AACvB,YAAE,GAAG,SAAS,CAAC,EAAE,GAAG,CAAC,CAAC;AACtB,aAAG,GAAG,SAAS,CAAC,EAAE,GAAG,CAAC,CAAC;AACvB,aAAG,GAAG,SAAS,CAAC,GAAG,GAAG,CAAC,CAAC;AACxB,YAAE,GAAG,SAAS,CAAC,GAAG,GAAG,CAAC,CAAC;AACvB,YAAE,GAAG,SAAS,CAAC,EAAE,GAAG,CAAC,CAAC;AACtB,YAAE,GAAG,SAAS,CAAC,EAAE,GAAG,CAAC,CAAC;AACtB,aAAG,GAAG,SAAS,CAAC,EAAE,GAAG,CAAC,CAAC;AACvB,YAAE,GAAG,SAAS,CAAC,GAAG,GAAG,CAAC,CAAC;AACvB,YAAE,GAAG,SAAS,CAAC,EAAE,GAAG,CAAC,CAAC;AAG/B,SAAgB,EAAE,CAAC,SAAiB,EAAE,SAAiB;IACrD,OAAO,SAAS,GAAG,CAAC,SAAS,GAAG,SAAS,CAAC,CAAC;AAC7C,CAAC;AAFD,gBAEC"}

package/dist/domain/trade.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"trade.js","sourceRoot":"","sources":["../../src/domain/trade.ts"],"names":[],"mappings":";;;AAQA,MAAa,KAAK;IAOhB,YAA4B,UAAsB;QAAtB,eAAU,GAAV,UAAU,CAAY;QALlD,SAAI,GAAG,OAAO,CAAC;QAMb,IAAI,CAAC,EAAE,GAAG,UAAU,CAAC,EAAE,CAAC;IAC1B,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IACpC,CAAC;CACF;AAdD,sBAcC"}

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

@@ -1 +0,0 @@
-{"version":3,"file":"trade.operator.js","sourceRoot":"","sources":["../../src/domain/trade.operator.ts"],"names":[],"mappings":";;;AAAA,+BAA0D;AAK1D,mCAAgC;AAEhC,SAAgB,KAAK,CAAC,QAA4B,EAAE,KAAY;IAC9D,OAAO,CAAC,OAA8B,EAAE,EAAE,CACxC,OAAO,CAAC,IAAI,CACV,IAAA,gBAAS,EAAC,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,EACvC,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;AAPD,sBAOC"}

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

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

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

@@ -1,24 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const store_1 = require("../store");
-const asset_1 = require("./asset");
-const instrument_1 = require("./instrument");
-const trade_1 = require("./trade");
-const trade_operator_1 = require("./trade.operator");
-describe('trade', () => {
-    const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
-    const state = new store_1.State();
-    beforeEach(() => {
-        state.trade.upsert(new trade_1.Trade(instrument));
-    });
-    test('should pipe an orderbook on subscription', done => {
-        new rxjs_1.Subject().pipe((0, trade_operator_1.trade)(instrument, state)).subscribe({
-            next: it => {
-                expect(it.id).toEqual(instrument.id);
-                done();
-            }
-        });
-    });
-});
-//# sourceMappingURL=trade.operator.spec.js.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"trade.operator.spec.js","sourceRoot":"","sources":["../../src/domain/trade.operator.spec.ts"],"names":[],"mappings":";;AAAA,+BAA+B;AAE/B,oCAAiC;AACjC,mCAAgC;AAEhC,6CAA0C;AAC1C,mCAAgC;AAChC,qDAAyC;AAEzC,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,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAE1B,UAAU,CAAC,GAAG,EAAE;QACd,KAAK,CAAC,KAAK,CAAC,MAAM,CAAC,IAAI,aAAK,CAAC,UAAU,CAAC,CAAC,CAAC;IAC5C,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,0CAA0C,EAAE,IAAI,CAAC,EAAE;QACtD,IAAI,cAAO,EAAa,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,UAAU,EAAE,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;YAChE,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"}

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

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

package/dist/domain/trade.spec.js

@@ -1,13 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const asset_1 = require("./asset");
-const instrument_1 = require("./instrument");
-const trade_1 = require("./trade");
-describe('Trade', () => {
-    const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
-    test('should construct an empty trade', () => {
-        const sut = new trade_1.Trade(instrument);
-        expect(sut.id).toEqual(instrument.id);
-    });
-});
-//# sourceMappingURL=trade.spec.js.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"trade.spec.js","sourceRoot":"","sources":["../../src/domain/trade.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,iCAAiC,EAAE,GAAG,EAAE;QAC3C,MAAM,GAAG,GAAG,IAAI,aAAK,CAAC,UAAU,CAAC,CAAC;QAElC,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;IACxC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/index.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,4CAA0B;AAC1B,8CAA4B;AAC5B,2CAAyB;AACzB,8CAA4B;AAC5B,2CAAyB;AACzB,4CAA0B;AAC1B,0CAAwB"}

package/dist/indicator/atr.d.ts

@@ -1,4 +0,0 @@
-import { Observable } from 'rxjs';
-import { Candle } from '../domain';
-import { decimal } from '../shared';
-export declare function atr<T>(length: number, fn: (it: T) => Candle): (source: Observable<T>) => Observable<[T, decimal]>;

package/dist/indicator/atr.js

@@ -1,16 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.atr = void 0;
-const rxjs_1 = require("rxjs");
-const rma_1 = require("./rma");
-const true_range_1 = require("./true-range");
-function atr(length, fn) {
-    return function (source) {
-        return source.pipe((0, true_range_1.trueRange)(fn), (0, rma_1.rma)(length, ([, tr]) => tr), (0, rxjs_1.map)(([[it], tr]) => {
-            const tuple = [it, tr];
-            return tuple;
-        }), (0, rxjs_1.share)());
-    };
-}
-exports.atr = atr;
-//# sourceMappingURL=atr.js.map

package/dist/indicator/atr.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"atr.js","sourceRoot":"","sources":["../../src/indicator/atr.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAI9C,+BAA4B;AAC5B,6CAAyC;AAEzC,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAqB;IAC1D,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,sBAAS,EAAC,EAAE,CAAC,EACb,IAAA,SAAG,EAAC,MAAM,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAC3B,IAAA,UAAG,EAAC,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE;YACjB,MAAM,KAAK,GAAiB,CAAC,EAAE,EAAE,EAAE,CAAC,CAAC;YAErC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAbD,kBAaC"}

package/dist/indicator/cross.d.ts

@@ -1,4 +0,0 @@
-import { Observable } from 'rxjs';
-import { decimal } from '../shared';
-export declare function crossUnder<T>(trigger: decimal | ((it: T) => decimal), value: (it: T) => decimal): (source: Observable<T>) => Observable<T>;
-export declare function crossOver<T>(trigger: decimal | ((it: T) => decimal), value: (it: T) => decimal): (source: Observable<T>) => Observable<T>;

package/dist/indicator/cross.js

@@ -1,41 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.crossOver = exports.crossUnder = void 0;
-const rxjs_1 = require("rxjs");
-function crossUnder(trigger, value) {
-    return function (source) {
-        let triggered = false;
-        return source.pipe((0, rxjs_1.filter)(it => {
-            const limit = typeof trigger == 'function' ? trigger(it) : trigger;
-            const current = value(it);
-            if (current.lessThan(limit)) {
-                triggered = true;
-            }
-            if (triggered && current.greaterThan(limit)) {
-                triggered = false;
-                return true;
-            }
-            return false;
-        }));
-    };
-}
-exports.crossUnder = crossUnder;
-function crossOver(trigger, value) {
-    return function (source) {
-        let triggered = false;
-        return source.pipe((0, rxjs_1.filter)(it => {
-            const limit = typeof trigger == 'function' ? trigger(it) : trigger;
-            const current = value(it);
-            if (current.greaterThan(limit)) {
-                triggered = true;
-            }
-            if (triggered && current.lessThan(limit)) {
-                triggered = false;
-                return true;
-            }
-            return false;
-        }));
-    };
-}
-exports.crossOver = crossOver;
-//# sourceMappingURL=cross.js.map

package/dist/indicator/cross.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"cross.js","sourceRoot":"","sources":["../../src/indicator/cross.ts"],"names":[],"mappings":";;;AAAA,+BAA0C;AAI1C,SAAgB,UAAU,CACxB,OAAuC,EACvC,KAAyB;IAEzB,OAAO,UAAU,MAAqB;QACpC,IAAI,SAAS,GAAG,KAAK,CAAC;QAEtB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE;YACV,MAAM,KAAK,GAAG,OAAO,OAAO,IAAI,UAAU,CAAC,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC;YACnE,MAAM,OAAO,GAAG,KAAK,CAAC,EAAE,CAAC,CAAC;YAE1B,IAAI,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE;gBAC3B,SAAS,GAAG,IAAI,CAAC;aAClB;YAED,IAAI,SAAS,IAAI,OAAO,CAAC,WAAW,CAAC,KAAK,CAAC,EAAE;gBAC3C,SAAS,GAAG,KAAK,CAAC;gBAElB,OAAO,IAAI,CAAC;aACb;YAED,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,CACH,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA1BD,gCA0BC;AAED,SAAgB,SAAS,CACvB,OAAuC,EACvC,KAAyB;IAEzB,OAAO,UAAU,MAAqB;QACpC,IAAI,SAAS,GAAG,KAAK,CAAC;QAEtB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE;YACV,MAAM,KAAK,GAAG,OAAO,OAAO,IAAI,UAAU,CAAC,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC;YACnE,MAAM,OAAO,GAAG,KAAK,CAAC,EAAE,CAAC,CAAC;YAE1B,IAAI,OAAO,CAAC,WAAW,CAAC,KAAK,CAAC,EAAE;gBAC9B,SAAS,GAAG,IAAI,CAAC;aAClB;YAED,IAAI,SAAS,IAAI,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE;gBACxC,SAAS,GAAG,KAAK,CAAC;gBAElB,OAAO,IAAI,CAAC;aACb;YAED,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,CACH,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA1BD,8BA0BC"}

package/dist/indicator/cross.spec.d.ts

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

package/dist/indicator/cross.spec.js

@@ -1,102 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const shared_1 = require("../shared");
-const cross_1 = require("./cross");
-describe('crossUnder', () => {
-    test('should crossUnder uptrend once', done => {
-        (0, rxjs_1.from)([1, 2, 3, 4, 5])
-            .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossUnder)((0, shared_1.d)(3), it => it))
-            .subscribe({
-            next: it => expect(it).toEqual((0, shared_1.d)(4)),
-            complete: done()
-        });
-    });
-    test('should crossUnder uptrend twice', done => {
-        let crosses = 0;
-        (0, rxjs_1.from)([1, 2, 3, 4, 5, 4, 2, 3, 3, 3, 4, 5])
-            .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossUnder)((0, shared_1.d)(3), it => it))
-            .subscribe({
-            next: it => {
-                expect(it).toEqual((0, shared_1.d)(4));
-                crosses++;
-            },
-            complete: () => {
-                expect(crosses).toEqual(2);
-                done();
-            }
-        });
-    });
-    test('should not cross bounce', done => {
-        let crosses = 0;
-        (0, rxjs_1.from)([1, 2, 3, 4, 5, 4, 3, 3, 4, 5])
-            .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossUnder)((0, shared_1.d)(3), it => it))
-            .subscribe({
-            next: it => {
-                expect(it).toEqual((0, shared_1.d)(4));
-                crosses++;
-            },
-            complete: () => {
-                expect(crosses).toEqual(1);
-                done();
-            }
-        });
-    });
-    test('should not cross downtrend', done => {
-        (0, rxjs_1.from)([5, 4, 3, 2, 1])
-            .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossUnder)((0, shared_1.d)(3), it => it))
-            .subscribe({
-            next: () => fail(),
-            complete: done()
-        });
-    });
-});
-describe('crossover', () => {
-    test('should crossover downtrend once', done => {
-        (0, rxjs_1.from)([5, 4, 3, 2, 1])
-            .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossOver)((0, shared_1.d)(3), it => it))
-            .subscribe({
-            next: it => expect(it).toEqual((0, shared_1.d)(2)),
-            complete: done()
-        });
-    });
-    test('should crossover downtrend twice', done => {
-        let crosses = 0;
-        (0, rxjs_1.from)([5, 4, 3, 2, 1, 2, 2, 3, 4, 4, 2, 3])
-            .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossOver)((0, shared_1.d)(3), it => it))
-            .subscribe({
-            next: it => {
-                expect(it).toEqual((0, shared_1.d)(2));
-                crosses++;
-            },
-            complete: () => {
-                expect(crosses).toEqual(2);
-                done();
-            }
-        });
-    });
-    test('should not cross bounce', done => {
-        let crosses = 0;
-        (0, rxjs_1.from)([5, 4, 3, 2, 1, 2, 3, 3, 4, 5])
-            .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossOver)((0, shared_1.d)(3), it => it))
-            .subscribe({
-            next: it => {
-                expect(it).toEqual((0, shared_1.d)(2));
-                crosses++;
-            },
-            complete: () => {
-                expect(crosses).toEqual(1);
-                done();
-            }
-        });
-    });
-    test('should not cross uptrend', done => {
-        (0, rxjs_1.from)([1, 2, 3, 4, 5])
-            .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, cross_1.crossOver)((0, shared_1.d)(3), it => it))
-            .subscribe({
-            next: () => fail(),
-            complete: done()
-        });
-    });
-});
-//# sourceMappingURL=cross.spec.js.map

package/dist/indicator/cross.spec.js.map

@@ -1 +0,0 @@
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