@quantform/core 0.5.23 → 0.6.4

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (555) hide show
  1. package/LICENSE.md +21 -0
  2. package/dist/adapter/adapter-aggregate.d.ts +36 -1
  3. package/dist/adapter/adapter-aggregate.d.ts.map +1 -0
  4. package/dist/adapter/adapter-aggregate.js +110 -50
  5. package/dist/adapter/adapter.d.ts +25 -0
  6. package/dist/adapter/adapter.d.ts.map +1 -0
  7. package/dist/adapter/adapter.js +4 -1
  8. package/dist/adapter/backtester/backtester-adapter.d.ts +1 -0
  9. package/dist/adapter/backtester/backtester-adapter.d.ts.map +1 -0
  10. package/dist/adapter/backtester/backtester-adapter.js +26 -13
  11. package/dist/adapter/backtester/backtester-cursor.d.ts +2 -1
  12. package/dist/adapter/backtester/backtester-cursor.d.ts.map +1 -0
  13. package/dist/adapter/backtester/backtester-cursor.js +24 -14
  14. package/dist/adapter/backtester/backtester-streamer.d.ts +20 -1
  15. package/dist/adapter/backtester/backtester-streamer.d.ts.map +1 -0
  16. package/dist/adapter/backtester/backtester-streamer.js +54 -30
  17. package/dist/adapter/backtester/error.d.ts +3 -0
  18. package/dist/adapter/backtester/error.d.ts.map +1 -0
  19. package/dist/adapter/backtester/error.js +11 -0
  20. package/dist/adapter/backtester/index.d.ts +1 -0
  21. package/dist/adapter/backtester/index.d.ts.map +1 -0
  22. package/dist/adapter/backtester/index.js +0 -1
  23. package/dist/adapter/error.d.ts +2 -0
  24. package/dist/adapter/error.d.ts.map +1 -0
  25. package/dist/adapter/error.js +5 -2
  26. package/dist/adapter/index.d.ts +1 -0
  27. package/dist/adapter/index.d.ts.map +1 -0
  28. package/dist/adapter/index.js +0 -1
  29. package/dist/adapter/paper/engine/paper-engine.d.ts +1 -0
  30. package/dist/adapter/paper/engine/paper-engine.d.ts.map +1 -0
  31. package/dist/adapter/paper/engine/paper-engine.js +18 -13
  32. package/dist/adapter/paper/index.d.ts +1 -0
  33. package/dist/adapter/paper/index.d.ts.map +1 -0
  34. package/dist/adapter/paper/index.js +0 -1
  35. package/dist/adapter/paper/paper-adapter.d.ts +4 -3
  36. package/dist/adapter/paper/paper-adapter.d.ts.map +1 -0
  37. package/dist/adapter/paper/paper-adapter.js +44 -21
  38. package/dist/cli/build.d.ts +1 -0
  39. package/dist/cli/build.d.ts.map +1 -0
  40. package/dist/cli/build.js +18 -8
  41. package/dist/cli/dev.d.ts +1 -0
  42. package/dist/cli/dev.d.ts.map +1 -0
  43. package/dist/cli/dev.js +52 -12
  44. package/dist/cli/error.d.ts +2 -0
  45. package/dist/cli/error.d.ts.map +1 -0
  46. package/dist/cli/error.js +7 -0
  47. package/dist/cli/index.d.ts +1 -0
  48. package/dist/cli/index.d.ts.map +1 -0
  49. package/dist/cli/index.js +21 -10
  50. package/dist/cli/internal/workspace.d.ts +1 -7
  51. package/dist/cli/internal/workspace.d.ts.map +1 -0
  52. package/dist/cli/internal/workspace.js +1 -6
  53. package/dist/cli/pull.d.ts +1 -0
  54. package/dist/cli/pull.d.ts.map +1 -0
  55. package/dist/cli/pull.js +68 -38
  56. package/dist/cli/run.d.ts +2 -1
  57. package/dist/cli/run.d.ts.map +1 -0
  58. package/dist/cli/run.js +52 -14
  59. package/dist/cli/test.d.ts +2 -1
  60. package/dist/cli/test.d.ts.map +1 -0
  61. package/dist/cli/test.js +59 -34
  62. package/dist/domain/asset.d.ts +20 -0
  63. package/dist/domain/asset.d.ts.map +1 -0
  64. package/dist/domain/asset.js +19 -1
  65. package/dist/domain/{balance.operator.d.ts → balance-operator.d.ts} +1 -0
  66. package/dist/domain/balance-operator.d.ts.map +1 -0
  67. package/dist/domain/{balance.operator.js → balance-operator.js} +0 -1
  68. package/dist/domain/balance.d.ts +27 -3
  69. package/dist/domain/balance.d.ts.map +1 -0
  70. package/dist/domain/balance.js +31 -3
  71. package/dist/domain/{candle.operator.d.ts → candle-operator.d.ts} +1 -0
  72. package/dist/domain/candle-operator.d.ts.map +1 -0
  73. package/dist/domain/{candle.operator.js → candle-operator.js} +11 -5
  74. package/dist/domain/candle.d.ts +3 -2
  75. package/dist/domain/candle.d.ts.map +1 -0
  76. package/dist/domain/candle.js +0 -1
  77. package/dist/domain/commission.d.ts +2 -0
  78. package/dist/domain/commission.d.ts.map +1 -0
  79. package/dist/domain/commission.js +2 -1
  80. package/dist/domain/component.d.ts +1 -0
  81. package/dist/domain/component.d.ts.map +1 -0
  82. package/dist/domain/component.js +0 -1
  83. package/dist/domain/error.d.ts +4 -3
  84. package/dist/domain/error.d.ts.map +1 -0
  85. package/dist/domain/error.js +3 -4
  86. package/dist/domain/index.d.ts +9 -7
  87. package/dist/domain/index.d.ts.map +1 -0
  88. package/dist/domain/index.js +8 -8
  89. package/dist/domain/{instrument.operator.d.ts → instrument-operator.d.ts} +1 -0
  90. package/dist/domain/instrument-operator.d.ts.map +1 -0
  91. package/dist/domain/{instrument.operator.js → instrument-operator.js} +0 -1
  92. package/dist/domain/instrument.d.ts +9 -6
  93. package/dist/domain/instrument.d.ts.map +1 -0
  94. package/dist/domain/instrument.js +7 -3
  95. package/dist/domain/{order.operator.d.ts → order-operator.d.ts} +1 -0
  96. package/dist/domain/order-operator.d.ts.map +1 -0
  97. package/dist/domain/order-operator.js +16 -0
  98. package/dist/domain/order.d.ts +15 -20
  99. package/dist/domain/order.d.ts.map +1 -0
  100. package/dist/domain/order.js +16 -28
  101. package/dist/domain/{orderbook.operator.d.ts → orderbook-operator.d.ts} +1 -0
  102. package/dist/domain/orderbook-operator.d.ts.map +1 -0
  103. package/dist/domain/{orderbook.operator.js → orderbook-operator.js} +0 -1
  104. package/dist/domain/orderbook.d.ts +10 -6
  105. package/dist/domain/orderbook.d.ts.map +1 -0
  106. package/dist/domain/orderbook.js +7 -2
  107. package/dist/domain/{position.operator.d.ts → position-operator.d.ts} +4 -2
  108. package/dist/domain/position-operator.d.ts.map +1 -0
  109. package/dist/domain/{position.operator.js → position-operator.js} +10 -3
  110. package/dist/domain/position.d.ts +5 -4
  111. package/dist/domain/position.d.ts.map +1 -0
  112. package/dist/domain/position.js +2 -2
  113. package/dist/domain/session-builder.d.ts +54 -0
  114. package/dist/domain/session-builder.d.ts.map +1 -0
  115. package/dist/domain/session-builder.js +105 -0
  116. package/dist/domain/session.d.ts +54 -13
  117. package/dist/domain/session.d.ts.map +1 -0
  118. package/dist/domain/session.js +103 -39
  119. package/dist/domain/timeframe.d.ts +1 -0
  120. package/dist/domain/timeframe.d.ts.map +1 -0
  121. package/dist/domain/timeframe.js +0 -1
  122. package/dist/domain/{trade.operator.d.ts → trade-operator.d.ts} +1 -0
  123. package/dist/domain/trade-operator.d.ts.map +1 -0
  124. package/dist/domain/{trade.operator.js → trade-operator.js} +0 -1
  125. package/dist/domain/trade.d.ts +10 -5
  126. package/dist/domain/trade.d.ts.map +1 -0
  127. package/dist/domain/trade.js +8 -2
  128. package/dist/index.d.ts +2 -2
  129. package/dist/index.d.ts.map +1 -0
  130. package/dist/index.js +1 -3
  131. package/dist/shared/collections.d.ts +9 -6
  132. package/dist/shared/collections.d.ts.map +1 -0
  133. package/dist/shared/collections.js +21 -13
  134. package/dist/shared/datetime.d.ts +1 -0
  135. package/dist/shared/datetime.d.ts.map +1 -0
  136. package/dist/shared/datetime.js +0 -1
  137. package/dist/shared/decimals.d.ts +13 -0
  138. package/dist/shared/decimals.d.ts.map +1 -0
  139. package/dist/shared/decimals.js +12 -1
  140. package/dist/shared/environment.d.ts +3 -0
  141. package/dist/shared/environment.d.ts.map +1 -0
  142. package/dist/shared/environment.js +15 -0
  143. package/dist/shared/index.d.ts +2 -1
  144. package/dist/shared/index.d.ts.map +1 -0
  145. package/dist/shared/index.js +1 -2
  146. package/dist/shared/logger.d.ts +5 -7
  147. package/dist/shared/logger.d.ts.map +1 -0
  148. package/dist/shared/logger.js +24 -8
  149. package/dist/shared/pipe.d.ts +1 -0
  150. package/dist/shared/pipe.d.ts.map +1 -0
  151. package/dist/shared/pipe.js +0 -1
  152. package/dist/shared/policy.d.ts +1 -0
  153. package/dist/shared/policy.d.ts.map +1 -0
  154. package/dist/shared/policy.js +0 -1
  155. package/dist/storage/cache.d.ts +1 -0
  156. package/dist/storage/cache.d.ts.map +1 -0
  157. package/dist/storage/cache.js +30 -19
  158. package/dist/storage/feed.d.ts +25 -0
  159. package/dist/storage/feed.d.ts.map +1 -0
  160. package/dist/storage/feed.js +56 -19
  161. package/dist/storage/index.d.ts +1 -0
  162. package/dist/storage/index.d.ts.map +1 -0
  163. package/dist/storage/index.js +0 -1
  164. package/dist/storage/measurement.d.ts +20 -0
  165. package/dist/storage/measurement.d.ts.map +1 -0
  166. package/dist/storage/measurement.js +41 -10
  167. package/dist/storage/storage.d.ts +41 -0
  168. package/dist/storage/storage.d.ts.map +1 -0
  169. package/dist/storage/storage.js +69 -33
  170. package/dist/store/error.d.ts +9 -0
  171. package/dist/store/error.d.ts.map +1 -0
  172. package/dist/store/error.js +31 -0
  173. package/dist/store/index.d.ts +8 -7
  174. package/dist/store/index.d.ts.map +1 -0
  175. package/dist/store/index.js +7 -8
  176. package/dist/store/{store-balance.event.d.ts → store-balance-event.d.ts} +14 -1
  177. package/dist/store/store-balance-event.d.ts.map +1 -0
  178. package/dist/store/{store-balance.event.js → store-balance-event.js} +54 -10
  179. package/dist/store/{store.event.d.ts → store-event.d.ts} +1 -0
  180. package/dist/store/store-event.d.ts.map +1 -0
  181. package/dist/store/{store.event.js → store-event.js} +0 -1
  182. package/dist/store/{store-instrument.event.d.ts → store-instrument-event.d.ts} +5 -4
  183. package/dist/store/store-instrument-event.d.ts.map +1 -0
  184. package/dist/store/{store-instrument.event.js → store-instrument-event.js} +13 -5
  185. package/dist/store/{store-order.event.d.ts → store-order-event.d.ts} +7 -2
  186. package/dist/store/store-order-event.d.ts.map +1 -0
  187. package/dist/store/{store-order.event.js → store-order-event.js} +24 -20
  188. package/dist/store/{store-orderbook.event.d.ts → store-orderbook-event.d.ts} +2 -1
  189. package/dist/store/store-orderbook-event.d.ts.map +1 -0
  190. package/dist/store/{store-orderbook.event.js → store-orderbook-event.js} +6 -5
  191. package/dist/store/{store-position.event.d.ts → store-position-event.d.ts} +3 -2
  192. package/dist/store/store-position-event.d.ts.map +1 -0
  193. package/dist/store/{store-position.event.js → store-position-event.js} +13 -6
  194. package/dist/store/store-state.d.ts +3 -2
  195. package/dist/store/store-state.d.ts.map +1 -0
  196. package/dist/store/store-state.js +1 -1
  197. package/dist/store/{store-trade.event.d.ts → store-trade-event.d.ts} +6 -1
  198. package/dist/store/store-trade-event.d.ts.map +1 -0
  199. package/dist/store/{store-trade.event.js → store-trade-event.js} +12 -3
  200. package/dist/store/store.d.ts +2 -1
  201. package/dist/store/store.d.ts.map +1 -0
  202. package/dist/store/store.js +0 -1
  203. package/dist/strategy.d.ts +8 -0
  204. package/dist/strategy.d.ts.map +1 -0
  205. package/dist/strategy.js +44 -0
  206. package/jest.config.ts +13 -0
  207. package/package.json +19 -32
  208. package/src/adapter/adapter-aggregate.ts +41 -18
  209. package/src/adapter/backtester/backtester-adapter.ts +0 -2
  210. package/src/adapter/backtester/backtester-cursor.ts +2 -2
  211. package/src/adapter/backtester/backtester-streamer.spec.ts +5 -3
  212. package/src/adapter/backtester/backtester-streamer.ts +16 -8
  213. package/src/adapter/backtester/error.ts +7 -0
  214. package/src/adapter/error.ts +4 -0
  215. package/src/adapter/paper/engine/paper-engine.spec.ts +38 -21
  216. package/src/adapter/paper/engine/paper-engine.ts +44 -35
  217. package/src/adapter/paper/paper-adapter.ts +13 -4
  218. package/src/cli/build.ts +1 -1
  219. package/src/cli/dev.ts +15 -7
  220. package/src/cli/error.ts +5 -0
  221. package/src/cli/internal/workspace.ts +0 -11
  222. package/src/cli/pull.ts +22 -31
  223. package/src/cli/run.ts +14 -11
  224. package/src/cli/test.ts +24 -37
  225. package/src/domain/asset.ts +1 -1
  226. package/src/domain/{balance.operator.spec.ts → balance-operator.spec.ts} +4 -3
  227. package/src/domain/{balance.operator.ts → balance-operator.ts} +0 -0
  228. package/src/domain/balance.spec.ts +15 -12
  229. package/src/domain/balance.ts +7 -6
  230. package/src/domain/{candle.operator.spec.ts → candle-operator.spec.ts} +1 -1
  231. package/src/domain/{candle.operator.ts → candle-operator.ts} +21 -5
  232. package/src/domain/commission.ts +3 -1
  233. package/src/domain/error.ts +3 -3
  234. package/src/domain/index.ts +8 -7
  235. package/src/domain/{instrument.operator.spec.ts → instrument-operator.spec.ts} +9 -2
  236. package/src/domain/{instrument.operator.ts → instrument-operator.ts} +0 -0
  237. package/src/domain/instrument.spec.ts +8 -1
  238. package/src/domain/instrument.ts +11 -8
  239. package/src/domain/{order.operator.spec.ts → order-operator.spec.ts} +9 -6
  240. package/src/domain/{order.operator.ts → order-operator.ts} +2 -2
  241. package/src/domain/order.spec.ts +8 -9
  242. package/src/domain/order.ts +22 -52
  243. package/src/domain/{orderbook.operator.spec.ts → orderbook-operator.spec.ts} +15 -3
  244. package/src/domain/{orderbook.operator.ts → orderbook-operator.ts} +0 -0
  245. package/src/domain/orderbook.spec.ts +11 -2
  246. package/src/domain/orderbook.ts +10 -9
  247. package/src/domain/{position.operator.spec.ts → position-operator.spec.ts} +11 -6
  248. package/src/domain/{position.operator.ts → position-operator.ts} +13 -6
  249. package/src/domain/position.spec.ts +7 -4
  250. package/src/domain/position.ts +3 -3
  251. package/src/domain/session-builder.ts +158 -0
  252. package/src/domain/session.spec.ts +2 -9
  253. package/src/domain/session.ts +84 -69
  254. package/src/domain/{trade.operator.spec.ts → trade-operator.spec.ts} +7 -3
  255. package/src/domain/{trade.operator.ts → trade-operator.ts} +0 -0
  256. package/src/domain/trade.spec.ts +6 -2
  257. package/src/domain/trade.ts +9 -7
  258. package/src/index.ts +1 -2
  259. package/src/shared/collections.spec.ts +10 -6
  260. package/src/shared/collections.ts +29 -16
  261. package/src/shared/environment.ts +13 -0
  262. package/src/shared/index.ts +1 -1
  263. package/src/shared/logger.ts +35 -7
  264. package/src/shared/pipe.ts +1 -1
  265. package/src/storage/cache.ts +3 -1
  266. package/src/storage/feed.ts +2 -0
  267. package/src/storage/storage.ts +10 -8
  268. package/src/store/error.ts +36 -0
  269. package/src/store/index.ts +7 -7
  270. package/src/store/{store-balance.event.spec.ts → store-balance-event.spec.ts} +3 -3
  271. package/src/store/{store-balance.event.ts → store-balance-event.ts} +54 -11
  272. package/src/store/{store.event.ts → store-event.ts} +0 -0
  273. package/src/store/{store-instrument.event.spec.ts → store-instrument-event.spec.ts} +6 -5
  274. package/src/store/{store-instrument.event.ts → store-instrument-event.ts} +17 -6
  275. package/src/store/store-order-event.spec.ts +32 -0
  276. package/src/store/{store-order.event.ts → store-order-event.ts} +25 -20
  277. package/src/store/{store-orderbook.event.spec.ts → store-orderbook-event.spec.ts} +11 -9
  278. package/src/store/{store-orderbook.event.ts → store-orderbook-event.ts} +7 -5
  279. package/src/store/{store-position.event.ts → store-position-event.ts} +14 -7
  280. package/src/store/store-state.ts +3 -3
  281. package/src/store/{store-trade.event.spec.ts → store-trade-event.spec.ts} +7 -5
  282. package/src/store/{store-trade.event.ts → store-trade-event.ts} +10 -4
  283. package/src/store/store.spec.ts +13 -11
  284. package/src/store/store.ts +1 -1
  285. package/src/strategy.ts +47 -0
  286. package/tsconfig.json +12 -5
  287. package/dist/adapter/adapter-aggregate.js.map +0 -1
  288. package/dist/adapter/adapter.js.map +0 -1
  289. package/dist/adapter/backtester/backtester-adapter.js.map +0 -1
  290. package/dist/adapter/backtester/backtester-adapter.spec.d.ts +0 -1
  291. package/dist/adapter/backtester/backtester-adapter.spec.js +0 -83
  292. package/dist/adapter/backtester/backtester-adapter.spec.js.map +0 -1
  293. package/dist/adapter/backtester/backtester-cursor.js.map +0 -1
  294. package/dist/adapter/backtester/backtester-cursor.spec.d.ts +0 -1
  295. package/dist/adapter/backtester/backtester-cursor.spec.js +0 -39
  296. package/dist/adapter/backtester/backtester-cursor.spec.js.map +0 -1
  297. package/dist/adapter/backtester/backtester-streamer.js.map +0 -1
  298. package/dist/adapter/backtester/backtester-streamer.spec.d.ts +0 -1
  299. package/dist/adapter/backtester/backtester-streamer.spec.js +0 -45
  300. package/dist/adapter/backtester/backtester-streamer.spec.js.map +0 -1
  301. package/dist/adapter/backtester/index.js.map +0 -1
  302. package/dist/adapter/error.js.map +0 -1
  303. package/dist/adapter/index.js.map +0 -1
  304. package/dist/adapter/paper/engine/paper-engine.js.map +0 -1
  305. package/dist/adapter/paper/engine/paper-engine.spec.d.ts +0 -1
  306. package/dist/adapter/paper/engine/paper-engine.spec.js +0 -54
  307. package/dist/adapter/paper/engine/paper-engine.spec.js.map +0 -1
  308. package/dist/adapter/paper/index.js.map +0 -1
  309. package/dist/adapter/paper/paper-adapter.js.map +0 -1
  310. package/dist/adapter/paper/paper-adapter.spec.d.ts +0 -1
  311. package/dist/adapter/paper/paper-adapter.spec.js +0 -70
  312. package/dist/adapter/paper/paper-adapter.spec.js.map +0 -1
  313. package/dist/bootstrap.d.ts +0 -11
  314. package/dist/bootstrap.js +0 -73
  315. package/dist/bootstrap.js.map +0 -1
  316. package/dist/cli/build.js.map +0 -1
  317. package/dist/cli/dev.js.map +0 -1
  318. package/dist/cli/index.js.map +0 -1
  319. package/dist/cli/internal/workspace.js.map +0 -1
  320. package/dist/cli/pull.js.map +0 -1
  321. package/dist/cli/run.js.map +0 -1
  322. package/dist/cli/test.js.map +0 -1
  323. package/dist/domain/asset.js.map +0 -1
  324. package/dist/domain/asset.spec.d.ts +0 -1
  325. package/dist/domain/asset.spec.js +0 -55
  326. package/dist/domain/asset.spec.js.map +0 -1
  327. package/dist/domain/balance.js.map +0 -1
  328. package/dist/domain/balance.operator.js.map +0 -1
  329. package/dist/domain/balance.operator.spec.d.ts +0 -1
  330. package/dist/domain/balance.operator.spec.js +0 -23
  331. package/dist/domain/balance.operator.spec.js.map +0 -1
  332. package/dist/domain/balance.spec.d.ts +0 -1
  333. package/dist/domain/balance.spec.js +0 -83
  334. package/dist/domain/balance.spec.js.map +0 -1
  335. package/dist/domain/candle.js.map +0 -1
  336. package/dist/domain/candle.operator.js.map +0 -1
  337. package/dist/domain/candle.operator.spec.d.ts +0 -1
  338. package/dist/domain/candle.operator.spec.js +0 -112
  339. package/dist/domain/candle.operator.spec.js.map +0 -1
  340. package/dist/domain/candle.spec.d.ts +0 -1
  341. package/dist/domain/candle.spec.js +0 -26
  342. package/dist/domain/candle.spec.js.map +0 -1
  343. package/dist/domain/commission.js.map +0 -1
  344. package/dist/domain/commission.spec.d.ts +0 -1
  345. package/dist/domain/commission.spec.js +0 -31
  346. package/dist/domain/commission.spec.js.map +0 -1
  347. package/dist/domain/component.js.map +0 -1
  348. package/dist/domain/error.js.map +0 -1
  349. package/dist/domain/index.js.map +0 -1
  350. package/dist/domain/instrument.js.map +0 -1
  351. package/dist/domain/instrument.operator.js.map +0 -1
  352. package/dist/domain/instrument.operator.spec.d.ts +0 -1
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@@ -1,68 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.trailingDown = exports.trailingUp = exports.Trailing = void 0;
4
- const rxjs_1 = require("rxjs");
5
- const shared_1 = require("../shared");
6
- class Trailing {
7
- constructor(trigger, buffer) {
8
- this.trigger = trigger;
9
- this.buffer = buffer;
10
- this.triggered = false;
11
- this.max = null;
12
- this.min = null;
13
- }
14
- up(value) {
15
- if (value.greaterThanOrEqualTo(this.trigger)) {
16
- this.triggered = true;
17
- }
18
- if (this.triggered) {
19
- if (!this.max) {
20
- this.max = value;
21
- }
22
- else {
23
- this.max = shared_1.decimal.max(this.max, value);
24
- }
25
- }
26
- if (this.triggered && value.lessThanOrEqualTo(this.max.minus(this.buffer))) {
27
- this.triggered = false;
28
- this.max = null;
29
- return true;
30
- }
31
- return false;
32
- }
33
- down(value) {
34
- if (value.lessThanOrEqualTo(this.trigger)) {
35
- this.triggered = true;
36
- }
37
- if (this.triggered) {
38
- if (!this.min) {
39
- this.min = value;
40
- }
41
- else {
42
- this.min = shared_1.decimal.min(this.min, value);
43
- }
44
- }
45
- if (this.triggered && value.greaterThanOrEqualTo(this.min.plus(this.buffer))) {
46
- this.triggered = false;
47
- this.min = null;
48
- return true;
49
- }
50
- return false;
51
- }
52
- }
53
- exports.Trailing = Trailing;
54
- function trailingUp(trigger, buffer, value) {
55
- return function (source) {
56
- const trailing = new Trailing(trigger, buffer);
57
- return source.pipe((0, rxjs_1.filter)(it => trailing.up(value(it))));
58
- };
59
- }
60
- exports.trailingUp = trailingUp;
61
- function trailingDown(trigger, buffer, value) {
62
- return function (source) {
63
- const trailing = new Trailing(trigger, buffer);
64
- return source.pipe((0, rxjs_1.filter)(it => trailing.down(value(it))));
65
- };
66
- }
67
- exports.trailingDown = trailingDown;
68
- //# sourceMappingURL=trailing.js.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"trailing.js","sourceRoot":"","sources":["../../src/indicator/trailing.ts"],"names":[],"mappings":";;;AAAA,+BAA0C;AAE1C,sCAAuC;AAEvC,MAAa,QAAQ;IAKnB,YAAqB,OAAgB,EAAW,MAAe;QAA1C,YAAO,GAAP,OAAO,CAAS;QAAW,WAAM,GAAN,MAAM,CAAS;QAJvD,cAAS,GAAG,KAAK,CAAC;QAClB,QAAG,GAAY,IAAI,CAAC;QACpB,QAAG,GAAY,IAAI,CAAC;IAEsC,CAAC;IAEnE,EAAE,CAAC,KAAc;QACf,IAAI,KAAK,CAAC,oBAAoB,CAAC,IAAI,CAAC,OAAO,CAAC,EAAE;YAC5C,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC;SACvB;QAED,IAAI,IAAI,CAAC,SAAS,EAAE;YAClB,IAAI,CAAC,IAAI,CAAC,GAAG,EAAE;gBACb,IAAI,CAAC,GAAG,GAAG,KAAK,CAAC;aAClB;iBAAM;gBACL,IAAI,CAAC,GAAG,GAAG,gBAAO,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,EAAE,KAAK,CAAC,CAAC;aACzC;SACF;QAED,IAAI,IAAI,CAAC,SAAS,IAAI,KAAK,CAAC,iBAAiB,CAAC,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,EAAE;YAC1E,IAAI,CAAC,SAAS,GAAG,KAAK,CAAC;YACvB,IAAI,CAAC,GAAG,GAAG,IAAI,CAAC;YAEhB,OAAO,IAAI,CAAC;SACb;QAED,OAAO,KAAK,CAAC;IACf,CAAC;IAED,IAAI,CAAC,KAAc;QACjB,IAAI,KAAK,CAAC,iBAAiB,CAAC,IAAI,CAAC,OAAO,CAAC,EAAE;YACzC,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC;SACvB;QAED,IAAI,IAAI,CAAC,SAAS,EAAE;YAClB,IAAI,CAAC,IAAI,CAAC,GAAG,EAAE;gBACb,IAAI,CAAC,GAAG,GAAG,KAAK,CAAC;aAClB;iBAAM;gBACL,IAAI,CAAC,GAAG,GAAG,gBAAO,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,EAAE,KAAK,CAAC,CAAC;aACzC;SACF;QAED,IAAI,IAAI,CAAC,SAAS,IAAI,KAAK,CAAC,oBAAoB,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,EAAE;YAC5E,IAAI,CAAC,SAAS,GAAG,KAAK,CAAC;YACvB,IAAI,CAAC,GAAG,GAAG,IAAI,CAAC;YAEhB,OAAO,IAAI,CAAC;SACb;QAED,OAAO,KAAK,CAAC;IACf,CAAC;CACF;AApDD,4BAoDC;AAED,SAAgB,UAAU,CACxB,OAAgB,EAChB,MAAe,EACf,KAAyB;IAEzB,OAAO,UAAU,MAAqB;QACpC,MAAM,QAAQ,GAAG,IAAI,QAAQ,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;QAE/C,OAAO,MAAM,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,QAAQ,CAAC,EAAE,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;IAC3D,CAAC,CAAC;AACJ,CAAC;AAVD,gCAUC;AAED,SAAgB,YAAY,CAC1B,OAAgB,EAChB,MAAe,EACf,KAAyB;IAEzB,OAAO,UAAU,MAAqB;QACpC,MAAM,QAAQ,GAAG,IAAI,QAAQ,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;QAE/C,OAAO,MAAM,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,QAAQ,CAAC,IAAI,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;IAC7D,CAAC,CAAC;AACJ,CAAC;AAVD,oCAUC"}
@@ -1 +0,0 @@
1
- export {};
@@ -1,70 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- const rxjs_1 = require("rxjs");
4
- const shared_1 = require("../shared");
5
- const trailing_1 = require("./trailing");
6
- describe('trailingUp', () => {
7
- test('should trigger uptrend once', done => {
8
- let triggered = false;
9
- (0, rxjs_1.from)([1, 2, 3, 2, 3])
10
- .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, trailing_1.trailingUp)((0, shared_1.d)(3), (0, shared_1.d)(1), it => it))
11
- .subscribe({
12
- next: it => {
13
- expect(it).toEqual((0, shared_1.d)(2));
14
- triggered = true;
15
- },
16
- complete: () => {
17
- expect(triggered).toEqual(true);
18
- done();
19
- }
20
- });
21
- });
22
- test('should trigger uptrend twice', done => {
23
- let triggered = 0;
24
- (0, rxjs_1.from)([1, 2, 3, 2, 3, 2, 3])
25
- .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, trailing_1.trailingUp)((0, shared_1.d)(3), (0, shared_1.d)(1), it => it))
26
- .subscribe({
27
- next: it => {
28
- expect((0, shared_1.d)(it)).toEqual((0, shared_1.d)(2));
29
- triggered++;
30
- },
31
- complete: () => {
32
- expect(triggered).toEqual(2);
33
- done();
34
- }
35
- });
36
- });
37
- });
38
- describe('trailingDown', () => {
39
- test('should trigger downtrend once', done => {
40
- let triggered = false;
41
- (0, rxjs_1.from)([3, 2, 1, 2, 1])
42
- .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, trailing_1.trailingDown)((0, shared_1.d)(3), (0, shared_1.d)(1), it => it))
43
- .subscribe({
44
- next: it => {
45
- expect(it).toEqual((0, shared_1.d)(2));
46
- triggered = true;
47
- },
48
- complete: () => {
49
- expect(triggered).toEqual(true);
50
- done();
51
- }
52
- });
53
- });
54
- test('should trigger downtrend twice', done => {
55
- let triggered = 0;
56
- (0, rxjs_1.from)([3, 2, 1, 2, 1, 2, 1])
57
- .pipe((0, rxjs_1.map)(it => (0, shared_1.d)(it)), (0, trailing_1.trailingDown)((0, shared_1.d)(3), (0, shared_1.d)(1), it => it))
58
- .subscribe({
59
- next: it => {
60
- expect(it).toEqual((0, shared_1.d)(2));
61
- triggered++;
62
- },
63
- complete: () => {
64
- expect(triggered).toEqual(2);
65
- done();
66
- }
67
- });
68
- });
69
- });
70
- //# sourceMappingURL=trailing.spec.js.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"trailing.spec.js","sourceRoot":"","sources":["../../src/indicator/trailing.spec.ts"],"names":[],"mappings":";;AAAA,+BAAiC;AAEjC,sCAA8B;AAC9B,yCAAsD;AAEtD,QAAQ,CAAC,YAAY,EAAE,GAAG,EAAE;IAC1B,IAAI,CAAC,6BAA6B,EAAE,IAAI,CAAC,EAAE;QACzC,IAAI,SAAS,GAAG,KAAK,CAAC;QAEtB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,qBAAU,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CACjC;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;gBACzB,SAAS,GAAG,IAAI,CAAC;YACnB,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;gBAChC,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,SAAS,GAAG,CAAC,CAAC;QAElB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACxB,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,qBAAU,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CACjC;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;gBAC5B,SAAS,EAAE,CAAC;YACd,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC7B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,cAAc,EAAE,GAAG,EAAE;IAC5B,IAAI,CAAC,+BAA+B,EAAE,IAAI,CAAC,EAAE;QAC3C,IAAI,SAAS,GAAG,KAAK,CAAC;QAEtB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,uBAAY,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CACnC;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;gBACzB,SAAS,GAAG,IAAI,CAAC;YACnB,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;gBAChC,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,gCAAgC,EAAE,IAAI,CAAC,EAAE;QAC5C,IAAI,SAAS,GAAG,CAAC,CAAC;QAElB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACxB,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,EAChB,IAAA,uBAAY,EAAC,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CACnC;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;gBACzB,SAAS,EAAE,CAAC;YACd,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC7B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -1,4 +0,0 @@
1
- import { Observable } from 'rxjs';
2
- import { Candle } from '../domain';
3
- import { decimal } from '../shared';
4
- export declare function trueRange<T>(fn: (it: T) => Candle): (source: Observable<T>) => Observable<[T, decimal]>;
@@ -1,20 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.trueRange = void 0;
4
- const rxjs_1 = require("rxjs");
5
- const shared_1 = require("../shared");
6
- function trueRange(fn) {
7
- return function (source) {
8
- let previous;
9
- return source.pipe((0, rxjs_1.map)(it => {
10
- const current = fn(it);
11
- const value = previous == null
12
- ? current.high.minus(current.low)
13
- : shared_1.decimal.max(shared_1.decimal.max(current.high.minus(current.low), shared_1.decimal.abs(current.high.minus(previous.close))), shared_1.decimal.abs(current.low.minus(previous.close)));
14
- const tuple = [it, value];
15
- return tuple;
16
- }), (0, rxjs_1.share)());
17
- };
18
- }
19
- exports.trueRange = trueRange;
20
- //# sourceMappingURL=true-range.js.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"true-range.js","sourceRoot":"","sources":["../../src/indicator/true-range.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAG9C,sCAAoC;AAEpC,SAAgB,SAAS,CAAI,EAAqB;IAChD,OAAO,UAAU,MAAqB;QACpC,IAAI,QAAQ,CAAC;QAEb,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;YACP,MAAM,OAAO,GAAG,EAAE,CAAC,EAAE,CAAC,CAAC;YAEvB,MAAM,KAAK,GACT,QAAQ,IAAI,IAAI;gBACd,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC;gBACjC,CAAC,CAAC,gBAAO,CAAC,GAAG,CACT,gBAAO,CAAC,GAAG,CACT,OAAO,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,EAC/B,gBAAO,CAAC,GAAG,CAAC,OAAO,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC,CAChD,EACD,gBAAO,CAAC,GAAG,CAAC,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC,CAC/C,CAAC;YAER,MAAM,KAAK,GAAiB,CAAC,EAAE,EAAE,KAAK,CAAC,CAAC;YAExC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA1BD,8BA0BC"}
@@ -1 +0,0 @@
1
- export {};
@@ -1,28 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- const rxjs_1 = require("rxjs");
4
- const domain_1 = require("../domain");
5
- const shared_1 = require("../shared");
6
- const sma_1 = require("./sma");
7
- const true_range_1 = require("./true-range");
8
- describe('trueRange', () => {
9
- test('should return expected value', done => {
10
- let value;
11
- (0, rxjs_1.from)([
12
- new domain_1.Candle((0, shared_1.now)(), (0, shared_1.d)(18127.81), (0, shared_1.d)(18149.75), (0, shared_1.d)(18100.0), (0, shared_1.d)(18136.17)),
13
- new domain_1.Candle((0, shared_1.now)(), (0, shared_1.d)(18136.17), (0, shared_1.d)(18136.18), (0, shared_1.d)(18089.75), (0, shared_1.d)(18092.15)),
14
- new domain_1.Candle((0, shared_1.now)(), (0, shared_1.d)(18092.15), (0, shared_1.d)(18120.03), (0, shared_1.d)(18081.0), (0, shared_1.d)(18082.39)),
15
- new domain_1.Candle((0, shared_1.now)(), (0, shared_1.d)(18082.39), (0, shared_1.d)(18087.04), (0, shared_1.d)(18041.0), (0, shared_1.d)(18065.4)),
16
- new domain_1.Candle((0, shared_1.now)(), (0, shared_1.d)(18066.11), (0, shared_1.d)(18079.15), (0, shared_1.d)(18041.0), (0, shared_1.d)(18046.47))
17
- ])
18
- .pipe((0, true_range_1.trueRange)(it => it), (0, sma_1.sma)(4, ([, it]) => it))
19
- .subscribe({
20
- next: ([, it]) => (value = it),
21
- complete: () => {
22
- expect(value.toDecimalPlaces(2)).toEqual((0, shared_1.d)(42.41));
23
- done();
24
- }
25
- });
26
- });
27
- });
28
- //# sourceMappingURL=true-range.spec.js.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"true-range.spec.js","sourceRoot":"","sources":["../../src/indicator/true-range.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,sCAAmC;AACnC,sCAA4C;AAC5C,+BAA4B;AAC5B,6CAAyC;AAEzC,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAc,CAAC;QAGnB,IAAA,WAAI,EAAC;YACH,IAAI,eAAM,CAAC,IAAA,YAAG,GAAE,EAAE,IAAA,UAAC,EAAC,QAAQ,CAAC,EAAE,IAAA,UAAC,EAAC,QAAQ,CAAC,EAAE,IAAA,UAAC,EAAC,OAAO,CAAC,EAAE,IAAA,UAAC,EAAC,QAAQ,CAAC,CAAC;YACpE,IAAI,eAAM,CAAC,IAAA,YAAG,GAAE,EAAE,IAAA,UAAC,EAAC,QAAQ,CAAC,EAAE,IAAA,UAAC,EAAC,QAAQ,CAAC,EAAE,IAAA,UAAC,EAAC,QAAQ,CAAC,EAAE,IAAA,UAAC,EAAC,QAAQ,CAAC,CAAC;YACrE,IAAI,eAAM,CAAC,IAAA,YAAG,GAAE,EAAE,IAAA,UAAC,EAAC,QAAQ,CAAC,EAAE,IAAA,UAAC,EAAC,QAAQ,CAAC,EAAE,IAAA,UAAC,EAAC,OAAO,CAAC,EAAE,IAAA,UAAC,EAAC,QAAQ,CAAC,CAAC;YACpE,IAAI,eAAM,CAAC,IAAA,YAAG,GAAE,EAAE,IAAA,UAAC,EAAC,QAAQ,CAAC,EAAE,IAAA,UAAC,EAAC,QAAQ,CAAC,EAAE,IAAA,UAAC,EAAC,OAAO,CAAC,EAAE,IAAA,UAAC,EAAC,OAAO,CAAC,CAAC;YACnE,IAAI,eAAM,CAAC,IAAA,YAAG,GAAE,EAAE,IAAA,UAAC,EAAC,QAAQ,CAAC,EAAE,IAAA,UAAC,EAAC,QAAQ,CAAC,EAAE,IAAA,UAAC,EAAC,OAAO,CAAC,EAAE,IAAA,UAAC,EAAC,QAAQ,CAAC,CAAC;SACrE,CAAC;aACC,IAAI,CACH,IAAA,sBAAS,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EACnB,IAAA,SAAG,EAAC,CAAC,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,CACvB;aACA,SAAS,CAAC;YACT,IAAI,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,GAAG,EAAE,CAAC;YAC9B,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,KAAK,CAAC,CAAC,CAAC;gBACnD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -1,3 +0,0 @@
1
- import { Observable } from 'rxjs';
2
- import { RingBuffer } from './ring-buffer';
3
- export declare function window<T, Y>(length: number, fn: (value: T) => Y): (source: Observable<T>) => Observable<[T, RingBuffer<Y>, Y, Y?]>;
@@ -1,22 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.window = void 0;
4
- const rxjs_1 = require("rxjs");
5
- const ring_buffer_1 = require("./ring-buffer");
6
- function window(length, fn) {
7
- return function (source) {
8
- const buffer = new ring_buffer_1.RingBuffer(length);
9
- return source.pipe((0, rxjs_1.map)(it => {
10
- let removed = undefined;
11
- if (buffer.isFull) {
12
- removed = buffer.peek();
13
- }
14
- const value = fn(it);
15
- buffer.enqueue(value);
16
- const tuple = [it, buffer, value, removed];
17
- return tuple;
18
- }), (0, rxjs_1.share)());
19
- };
20
- }
21
- exports.window = window;
22
- //# sourceMappingURL=window.js.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"window.js","sourceRoot":"","sources":["../../src/indicator/window.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAE9C,+CAA2C;AAE3C,SAAgB,MAAM,CAAO,MAAc,EAAE,EAAmB;IAC9D,OAAO,UAAU,MAAqB;QACpC,MAAM,MAAM,GAAG,IAAI,wBAAU,CAAI,MAAM,CAAC,CAAC;QAEzC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;YACP,IAAI,OAAO,GAAG,SAAS,CAAC;YAExB,IAAI,MAAM,CAAC,MAAM,EAAE;gBACjB,OAAO,GAAG,MAAM,CAAC,IAAI,EAAE,CAAC;aACzB;YAED,MAAM,KAAK,GAAG,EAAE,CAAC,EAAE,CAAC,CAAC;YAErB,MAAM,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAEtB,MAAM,KAAK,GAA8B,CAAC,EAAE,EAAE,MAAM,EAAE,KAAK,EAAE,OAAO,CAAC,CAAC;YAEtE,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAvBD,wBAuBC"}
@@ -1,3 +0,0 @@
1
- import { Observable } from 'rxjs';
2
- import { decimal } from '../shared';
3
- export declare function wma<T>(length: number, fn: (it: T) => decimal): (source: Observable<T>) => Observable<[T, decimal]>;
@@ -1,23 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.wma = void 0;
4
- const rxjs_1 = require("rxjs");
5
- const shared_1 = require("../shared");
6
- const window_1 = require("./window");
7
- function wma(length, fn) {
8
- return function (source) {
9
- return source.pipe((0, window_1.window)(length, fn), (0, rxjs_1.filter)(([, buffer]) => buffer.isFull), (0, rxjs_1.map)(([it, buffer]) => {
10
- let norm = (0, shared_1.d)(0.0);
11
- let sum = (0, shared_1.d)(0.0);
12
- for (let i = 0; i < buffer.capacity; i++) {
13
- const weight = (buffer.capacity - i) * buffer.capacity;
14
- norm = norm.add(weight);
15
- sum = sum.add(buffer.at(buffer.capacity - (i + 1)).mul(weight));
16
- }
17
- const tuple = [it, sum.div(norm)];
18
- return tuple;
19
- }), (0, rxjs_1.share)());
20
- };
21
- }
22
- exports.wma = wma;
23
- //# sourceMappingURL=wma.js.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"wma.js","sourceRoot":"","sources":["../../src/indicator/wma.ts"],"names":[],"mappings":";;;AAAA,+BAAsD;AAEtD,sCAAuC;AACvC,qCAAkC;AAElC,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAsB;IAC3D,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,eAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAClB,IAAA,aAAM,EAAC,CAAC,CAAC,EAAE,MAAM,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,MAAM,CAAC,EACrC,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,MAAM,CAAC,EAAE,EAAE;YACnB,IAAI,IAAI,GAAG,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC;YAClB,IAAI,GAAG,GAAG,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC;YAEjB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,MAAM,CAAC,QAAQ,EAAE,CAAC,EAAE,EAAE;gBACxC,MAAM,MAAM,GAAG,CAAC,MAAM,CAAC,QAAQ,GAAG,CAAC,CAAC,GAAG,MAAM,CAAC,QAAQ,CAAC;gBAEvD,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;gBACxB,GAAG,GAAG,GAAG,CAAC,GAAG,CAAC,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,QAAQ,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC;aACjE;YAED,MAAM,KAAK,GAAiB,CAAC,EAAE,EAAE,GAAG,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,CAAC;YAEhD,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAvBD,kBAuBC"}
@@ -1 +0,0 @@
1
- export {};
@@ -1,20 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- const rxjs_1 = require("rxjs");
4
- const shared_1 = require("../shared");
5
- const wma_1 = require("./wma");
6
- describe('wma', () => {
7
- test('should return expected value', done => {
8
- let value;
9
- (0, rxjs_1.from)([(0, shared_1.d)(18136.17), (0, shared_1.d)(18092.15), (0, shared_1.d)(18082.39), (0, shared_1.d)(18065.4), (0, shared_1.d)(18046.47)])
10
- .pipe((0, wma_1.wma)(5, it => it))
11
- .subscribe({
12
- next: ([, it]) => (value = it),
13
- complete: () => {
14
- expect(value.toDecimalPlaces(2)).toEqual((0, shared_1.d)(18070.77));
15
- done();
16
- }
17
- });
18
- });
19
- });
20
- //# sourceMappingURL=wma.spec.js.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"wma.spec.js","sourceRoot":"","sources":["../../src/indicator/wma.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,sCAAuC;AACvC,+BAA4B;AAE5B,QAAQ,CAAC,KAAK,EAAE,GAAG,EAAE;IACnB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAc,CAAC;QAEnB,IAAA,WAAI,EAAC,CAAC,IAAA,UAAC,EAAC,QAAQ,CAAC,EAAE,IAAA,UAAC,EAAC,QAAQ,CAAC,EAAE,IAAA,UAAC,EAAC,QAAQ,CAAC,EAAE,IAAA,UAAC,EAAC,OAAO,CAAC,EAAE,IAAA,UAAC,EAAC,QAAQ,CAAC,CAAC,CAAC;aACnE,IAAI,CAAC,IAAA,SAAG,EAAC,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;aACtB,SAAS,CAAC;YACT,IAAI,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,GAAG,EAAE,CAAC;YAC9B,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,QAAQ,CAAC,CAAC,CAAC;gBACtD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -1 +0,0 @@
1
- {"version":3,"file":"collections.js","sourceRoot":"","sources":["../../src/shared/collections.ts"],"names":[],"mappings":";;;AAAA,MAAa,GAAG;IAGd,YAAY,MAAyB;QAFpB,UAAK,GAAa,EAAE,CAAC;QAGpC,IAAI,MAAM,EAAE;YACV,MAAM,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,CAAC;SACvC;IACH,CAAC;IAED,GAAG,CAAC,EAAU;QACZ,OAAO,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,CAAC;IAC5C,CAAC;IAED,WAAW,CAAC,EAAU,EAAE,MAAe;;QACrC,OAAO,MAAA,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,mCAAI,IAAI,CAAC,MAAM,CAAC,MAAM,EAAE,CAAC,CAAC;IAC/C,CAAC;IAED,MAAM,CAAC,KAAQ;QACb,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,EAAE,EAAE,GAAG,EAAE,EAAE;YAC7B,IAAI,EAAE,CAAC,EAAE,IAAI,KAAK,CAAC,EAAE,EAAE;gBACrB,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,GAAG,KAAK,CAAC;gBAExB,OAAO,KAAK,CAAC;aACd;QACH,CAAC,CAAC,CAAC;QAEH,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QAEvB,OAAO,KAAK,CAAC;IACf,CAAC;IAED,eAAe;QACb,OAAO,IAAI,CAAC,KAAK,CAAC;IACpB,CAAC;CACF;AAlCD,kBAkCC;AAED,MAAa,YAAY;IAKvB,YACmB,QAAgE,EAChE,GAA0B;QAD1B,aAAQ,GAAR,QAAQ,CAAwD;QAChE,QAAG,GAAH,GAAG,CAAuB;QANrC,eAAU,GAAmB,EAAE,CAAC;IAOrC,CAAC;IAEJ,QAAQ,CAAC,GAAQ;QACf,OAAO,IAAI,CAAC,UAAU,CAAC,GAAG,CAAC,CAAC;IAC9B,CAAC;IAEO,IAAI,CAAC,KAAsB,EAAE,OAAU,SAAS;QACtD,MAAM,IAAI,GAAG,gCAAK,KAAK,KAAE,IAAI,GAAO,CAAC;QAErC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,QAAQ,EAAE,CAAC,GAAG,IAAI,CAAC;QAElD,OAAO,IAAI,CAAC;IACd,CAAC;IAED,OAAO,CAAC,KAAsB;QAC5B,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE;YACd,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;SAC9B;QAED,IAAI,IAAI,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,EAAE,KAAK,CAAC,GAAG,CAAC,EAAE;YACvC,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC,IAAI,CAAC,KAAK,EAAE,IAAI,CAAC,IAAI,CAAC,CAAC;SACzC;aAAM,IAAI,IAAI,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,EAAE,KAAK,CAAC,IAAI,CAAC,EAAE;YAC/C,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC,IAAI,CAAC,KAAK,EAAE,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;SAC9C;aAAM;YACL,IAAI,CAAC,KAAK,CAAC,EAAE,CAAC,EAAE;gBACd,IAAI,EAAE,CAAC,IAAI,EAAE;oBACX,IAAI,IAAI,CAAC,QAAQ,CAAC,EAAE,CAAC,IAAI,EAAE,KAAK,CAAC,IAAI,CAAC,EAAE;wBACtC,EAAE,CAAC,IAAI,GAAG,IAAI,CAAC,IAAI,CAAC,KAAK,EAAE,EAAE,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;wBAEzC,OAAO,KAAK,CAAC;qBACd;oBAED,IAAI,IAAI,CAAC,QAAQ,CAAC,EAAE,CAAC,IAAI,EAAE,KAAK,CAAC,GAAG,CAAC,EAAE;wBACrC,EAAE,CAAC,IAAI,GAAG,IAAI,CAAC,IAAI,CAAC,KAAK,EAAE,EAAE,CAAC,IAAI,CAAC,CAAC;wBAEpC,OAAO,KAAK,CAAC;qBACd;oBAED,OAAO,IAAI,CAAC;iBACb;qBAAM;oBACL,EAAE,CAAC,IAAI,GAAG,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;oBAE3B,OAAO,KAAK,CAAC;iBACd;YACH,CAAC,CAAC,CAAC;SACJ;IACH,CAAC;IAED,OAAO,CAAC,KAAsB;QAC5B,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE;YACd,OAAO;SACR;QAED,IAAI,IAAI,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,EAAE,KAAK,CAAC,IAAI,CAAC,EAAE;YACxC,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC;YAE3B,OAAO,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,QAAQ,EAAE,CAAC,CAAC;SACpD;QAED,IAAI,CAAC,KAAK,CAAC,EAAE,CAAC,EAAE;YACd,IAAI,EAAE,CAAC,IAAI,IAAI,IAAI,CAAC,QAAQ,CAAC,EAAE,CAAC,IAAI,EAAE,KAAK,CAAC,IAAI,CAAC,EAAE;gBACjD,EAAE,CAAC,IAAI,GAAG,EAAE,CAAC,IAAI,CAAC,IAAI,CAAC;gBAEvB,OAAO,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,QAAQ,EAAE,CAAC,CAAC;gBAEnD,OAAO,KAAK,CAAC;aACd;QACH,CAAC,CAAC,CAAC;IACL,CAAC;IAED,KAAK;QACH,IAAI,CAAC,IAAI,GAAG,SAAS,CAAC;QACtB,IAAI,CAAC,UAAU,GAAG,EAAE,CAAC;IACvB,CAAC;IAED,KAAK,CAAC,EAAyB;QAC7B,IAAI,GAAG,GAAG,IAAI,CAAC,IAAI,CAAC;QAEpB,OAAO,GAAG,EAAE;YACV,IAAI,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE;gBACZ,MAAM;aACP;YAED,GAAG,GAAG,GAAG,CAAC,IAAI,CAAC;SAChB;IACH,CAAC;IAED,MAAM,CAAI,EAAiC,EAAE,SAAY;QACvD,IAAI,CAAC,KAAK,CAAC,EAAE,CAAC,EAAE;YACd,SAAS,GAAG,EAAE,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC;YAE9B,OAAO,IAAI,CAAC;QACd,CAAC,CAAC,CAAC;QAEH,OAAO,SAAS,CAAC;IACnB,CAAC;CACF;AAxGD,oCAwGC"}
@@ -1 +0,0 @@
1
- export {};
@@ -1,28 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- const __1 = require("..");
4
- const _1 = require(".");
5
- describe('PriorityList', () => {
6
- test('should patch a best bid and ask', () => {
7
- const input = [
8
- { rate: (0, _1.d)(2), quantity: (0, _1.d)(2) },
9
- { rate: (0, _1.d)(2), quantity: (0, _1.d)(3) },
10
- { rate: (0, _1.d)(5), quantity: (0, _1.d)(1) },
11
- { rate: (0, _1.d)(5), quantity: (0, _1.d)(2) },
12
- { rate: (0, _1.d)(3), quantity: (0, _1.d)(1) },
13
- { rate: (0, _1.d)(1), quantity: (0, _1.d)(8) },
14
- { rate: (0, _1.d)(1), quantity: (0, _1.d)(0) },
15
- { rate: (0, _1.d)(3), quantity: (0, _1.d)(0) },
16
- { rate: (0, _1.d)(5), quantity: (0, _1.d)(0) }
17
- ];
18
- const sut = new _1.PriorityList(__1.LiquidityAskComparer, 'rate');
19
- input.forEach(it => (it.quantity.greaterThan(0) ? sut.enqueue(it) : sut.dequeue(it)));
20
- const volume = sut.reduce((it, agg) => agg.add(it.quantity.mul(it.rate)), _1.d.Zero);
21
- expect(sut.head.rate).toEqual((0, _1.d)(2));
22
- expect(sut.head.quantity).toEqual((0, _1.d)(3));
23
- expect(volume).toEqual((0, _1.d)(6));
24
- expect(sut.getByKey(2).quantity).toEqual((0, _1.d)(3));
25
- expect(sut.getByKey(3)).toEqual(undefined);
26
- });
27
- });
28
- //# sourceMappingURL=collections.spec.js.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"collections.spec.js","sourceRoot":"","sources":["../../src/shared/collections.spec.ts"],"names":[],"mappings":";;AAAA,0BAAqD;AACrD,wBAAoC;AAEpC,QAAQ,CAAC,cAAc,EAAE,GAAG,EAAE;IAC5B,IAAI,CAAC,iCAAiC,EAAE,GAAG,EAAE;QAC3C,MAAM,KAAK,GAAG;YACZ,EAAE,IAAI,EAAE,IAAA,IAAC,EAAC,CAAC,CAAC,EAAE,QAAQ,EAAE,IAAA,IAAC,EAAC,CAAC,CAAC,EAAE;YAC9B,EAAE,IAAI,EAAE,IAAA,IAAC,EAAC,CAAC,CAAC,EAAE,QAAQ,EAAE,IAAA,IAAC,EAAC,CAAC,CAAC,EAAE;YAC9B,EAAE,IAAI,EAAE,IAAA,IAAC,EAAC,CAAC,CAAC,EAAE,QAAQ,EAAE,IAAA,IAAC,EAAC,CAAC,CAAC,EAAE;YAC9B,EAAE,IAAI,EAAE,IAAA,IAAC,EAAC,CAAC,CAAC,EAAE,QAAQ,EAAE,IAAA,IAAC,EAAC,CAAC,CAAC,EAAE;YAC9B,EAAE,IAAI,EAAE,IAAA,IAAC,EAAC,CAAC,CAAC,EAAE,QAAQ,EAAE,IAAA,IAAC,EAAC,CAAC,CAAC,EAAE;YAC9B,EAAE,IAAI,EAAE,IAAA,IAAC,EAAC,CAAC,CAAC,EAAE,QAAQ,EAAE,IAAA,IAAC,EAAC,CAAC,CAAC,EAAE;YAC9B,EAAE,IAAI,EAAE,IAAA,IAAC,EAAC,CAAC,CAAC,EAAE,QAAQ,EAAE,IAAA,IAAC,EAAC,CAAC,CAAC,EAAE;YAC9B,EAAE,IAAI,EAAE,IAAA,IAAC,EAAC,CAAC,CAAC,EAAE,QAAQ,EAAE,IAAA,IAAC,EAAC,CAAC,CAAC,EAAE;YAC9B,EAAE,IAAI,EAAE,IAAA,IAAC,EAAC,CAAC,CAAC,EAAE,QAAQ,EAAE,IAAA,IAAC,EAAC,CAAC,CAAC,EAAE;SAC/B,CAAC;QAEF,MAAM,GAAG,GAAG,IAAI,eAAY,CAAY,wBAAoB,EAAE,MAAM,CAAC,CAAC;QAEtE,KAAK,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,EAAE,CAAC,QAAQ,CAAC,WAAW,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QAEtF,MAAM,MAAM,GAAG,GAAG,CAAC,MAAM,CAAC,CAAC,EAAE,EAAE,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,CAAC,QAAQ,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,CAAC,CAAC,EAAE,IAAC,CAAC,IAAI,CAAC,CAAC;QAElF,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,IAAC,EAAC,CAAC,CAAC,CAAC,CAAC;QACpC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAA,IAAC,EAAC,CAAC,CAAC,CAAC,CAAC;QACxC,MAAM,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,IAAA,IAAC,EAAC,CAAC,CAAC,CAAC,CAAC;QAC7B,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAA,IAAC,EAAC,CAAC,CAAC,CAAC,CAAC;QAC/C,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IAC7C,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -1 +0,0 @@
1
- {"version":3,"file":"datetime.js","sourceRoot":"","sources":["../../src/shared/datetime.ts"],"names":[],"mappings":";;;AAEA,SAAgB,GAAG;IACjB,OAAO,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,CAAC;AAC9B,CAAC;AAFD,kBAEC"}
@@ -1 +0,0 @@
1
- {"version":3,"file":"decimals.js","sourceRoot":"","sources":["../../src/shared/decimals.ts"],"names":[],"mappings":";;;AAAA,2CAAqC;AASrC,oBAAO,CAAC,SAAS,CAAC,OAAO,GAAG,UAAU,aAAqB;IACzD,OAAO,IAAI,CAAC,eAAe,CAAC,aAAa,EAAE,oBAAO,CAAC,WAAW,CAAC,CAAC;AAClE,CAAC,CAAC;AAEF,oBAAO,CAAC,SAAS,CAAC,MAAM,GAAG,UAAU,aAAqB;IACxD,OAAO,IAAI,CAAC,eAAe,CAAC,aAAa,EAAE,oBAAO,CAAC,UAAU,CAAC,CAAC;AACjE,CAAC,CAAC;AAEF,MAAa,OAAQ,SAAQ,oBAAO;CAAG;AAAvC,0BAAuC;AAEvC,SAAgB,CAAC,CAAC,KAAoB;IACpC,OAAO,IAAI,OAAO,CAAC,KAAK,CAAC,CAAC;AAC5B,CAAC;AAFD,cAEC;AAED,CAAC,CAAC,IAAI,GAAG,IAAI,OAAO,CAAC,CAAC,CAAC,CAAC;AAExB,SAAgB,YAAY,CAAC,MAAiB,EAAE,OAAkB;IAChE,MAAM,MAAM,GAAG,MAAM;SAClB,GAAG,CAAC,CAAC,KAAK,EAAE,CAAC,EAAE,EAAE;QAChB,MAAM,MAAM,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1B,MAAM,GAAG,GAAG,KAAK,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;QAC9B,OAAO,CAAC,GAAG,EAAE,MAAM,CAAC,CAAC;IACvB,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC;IAExE,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE;QACd,OAAO,CAAC,CAAC,IAAI,CAAC;KACf;IAED,OAAO,MAAM,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;AAClC,CAAC;AAdD,oCAcC;AAED,SAAgB,GAAG,CAAC,SAAkB,EAAE,QAAiB,EAAE,MAAe;IACxE,OAAO,QAAQ,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;AACtD,CAAC;AAFD,kBAEC;AAQD,SAAgB,UAAU,CAAC,SAAiB,EAAE,SAAiB;IAC7D,OAAO,SAAS,GAAG,CAAC,SAAS,GAAG,SAAS,CAAC,CAAC;AAC7C,CAAC;AAFD,gCAEC;AAQD,SAAgB,QAAQ,CAAC,SAAiB,EAAE,SAAiB;IAC3D,OAAO,UAAU,CAAC,SAAS,EAAE,SAAS,CAAC,GAAG,SAAS,CAAC;AACtD,CAAC;AAFD,4BAEC"}
@@ -1 +0,0 @@
1
- export {};
@@ -1,29 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- const decimals_1 = require("./decimals");
4
- describe('decimals', () => {
5
- test('get precision tests', () => {
6
- expect((0, decimals_1.d)(0.01).decimalPlaces()).toEqual(2);
7
- expect((0, decimals_1.d)(0.0054).decimalPlaces()).toEqual(4);
8
- expect((0, decimals_1.d)(0.9).decimalPlaces()).toEqual(1);
9
- expect((0, decimals_1.d)(0.0).decimalPlaces()).toEqual(0);
10
- expect((0, decimals_1.d)(2).decimalPlaces()).toEqual(0);
11
- });
12
- test('floor tests', () => {
13
- expect((0, decimals_1.d)(0.01).toFloor(2)).toEqual((0, decimals_1.d)(0.01));
14
- expect((0, decimals_1.d)(0.000000019).toFloor(8)).toEqual((0, decimals_1.d)(0.00000001));
15
- expect((0, decimals_1.d)(0.011).toFloor(2)).toEqual((0, decimals_1.d)(0.01));
16
- expect((0, decimals_1.d)(0.019).toFloor(2)).toEqual((0, decimals_1.d)(0.01));
17
- expect((0, decimals_1.d)(0.019).toFloor(0)).toEqual(decimals_1.d.Zero);
18
- expect((0, decimals_1.d)(0.01).toFloor(2)).toEqual((0, decimals_1.d)(0.01));
19
- expect((0, decimals_1.d)(0.00000058).toFloor(8)).toEqual((0, decimals_1.d)(0.00000058));
20
- });
21
- test('ceil tests', () => {
22
- expect((0, decimals_1.d)(0.01).toCeil(2)).toEqual((0, decimals_1.d)(0.01));
23
- expect((0, decimals_1.d)(0.000000019).toCeil(8)).toEqual((0, decimals_1.d)(0.00000002));
24
- expect((0, decimals_1.d)(0.011).toCeil(2)).toEqual((0, decimals_1.d)(0.02));
25
- expect((0, decimals_1.d)(0.019).toCeil(2)).toEqual((0, decimals_1.d)(0.02));
26
- expect((0, decimals_1.d)(0.019).toCeil(0)).toEqual((0, decimals_1.d)(1));
27
- });
28
- });
29
- //# sourceMappingURL=decimals.spec.js.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"decimals.spec.js","sourceRoot":"","sources":["../../src/shared/decimals.spec.ts"],"names":[],"mappings":";;AAAA,yCAA+B;AAE/B,QAAQ,CAAC,UAAU,EAAE,GAAG,EAAE;IACxB,IAAI,CAAC,qBAAqB,EAAE,GAAG,EAAE;QAC/B,MAAM,CAAC,IAAA,YAAC,EAAC,IAAI,CAAC,CAAC,aAAa,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC3C,MAAM,CAAC,IAAA,YAAC,EAAC,MAAM,CAAC,CAAC,aAAa,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC7C,MAAM,CAAC,IAAA,YAAC,EAAC,GAAG,CAAC,CAAC,aAAa,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1C,MAAM,CAAC,IAAA,YAAC,EAAC,GAAG,CAAC,CAAC,aAAa,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC1C,MAAM,CAAC,IAAA,YAAC,EAAC,CAAC,CAAC,CAAC,aAAa,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IAC1C,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,aAAa,EAAE,GAAG,EAAE;QACvB,MAAM,CAAC,IAAA,YAAC,EAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,YAAC,EAAC,IAAI,CAAC,CAAC,CAAC;QAC5C,MAAM,CAAC,IAAA,YAAC,EAAC,WAAW,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,YAAC,EAAC,UAAU,CAAC,CAAC,CAAC;QACz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tB,MAAM,CAAC,IAAA,YAAC,EAAC,IAAI,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,YAAC,EAAC,IAAI,CAAC,CAAC,CAAC;QAC3C,MAAM,CAAC,IAAA,YAAC,EAAC,WAAW,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,YAAC,EAAC,UAAU,CAAC,CAAC,CAAC;QACxD,MAAM,CAAC,IAAA,YAAC,EAAC,KAAK,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,YAAC,EAAC,IAAI,CAAC,CAAC,CAAC;QAC5C,MAAM,CAAC,IAAA,YAAC,EAAC,KAAK,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,YAAC,EAAC,IAAI,CAAC,CAAC,CAAC;QAC5C,MAAM,CAAC,IAAA,YAAC,EAAC,KAAK,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,YAAC,EAAC,CAAC,CAAC,CAAC,CAAC;IAC3C,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -1 +0,0 @@
1
- {"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/shared/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,6CAA2B;AAC3B,6CAA2B;AAC3B,uCAAqB;AACrB,2CAAyB;AACzB,2CAAyB;AACzB,gDAA8B;AAC9B,yCAAuB"}
@@ -1 +0,0 @@
1
- export declare function workingDirectory(): string;
package/dist/shared/io.js DELETED
@@ -1,8 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.workingDirectory = void 0;
4
- function workingDirectory() {
5
- return './.quantform/';
6
- }
7
- exports.workingDirectory = workingDirectory;
8
- //# sourceMappingURL=io.js.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"io.js","sourceRoot":"","sources":["../../src/shared/io.ts"],"names":[],"mappings":";;;AAAA,SAAgB,gBAAgB;IAC9B,OAAO,eAAe,CAAC;AACzB,CAAC;AAFD,4CAEC"}
@@ -1 +0,0 @@
1
- {"version":3,"file":"logger.js","sourceRoot":"","sources":["../../src/shared/logger.ts"],"names":[],"mappings":";;;AAAA,MAAa,MAAM;;AAAnB,wBAQC;AAPe,WAAI,GAAG,OAAO,IAAI,OAAO,CAAC,IAAI,IAAI,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;AAC7D,UAAG,GAAG,OAAO,IAAI,OAAO,CAAC,GAAG,IAAI,OAAO,CAAC,GAAG,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;AAC1D,YAAK,GAAG,OAAO,IAAI,OAAO,CAAC,KAAK,IAAI,OAAO,CAAC,KAAK,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;AAChE,WAAI,GAAG,OAAO,IAAI,OAAO,CAAC,IAAI,IAAI,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;AAC7D,YAAK,GAAG,OAAO,IAAI,OAAO,CAAC,KAAK,IAAI,OAAO,CAAC,KAAK,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;AAChE,aAAM,GAAG,OAAO,IAAI,OAAO,CAAC,MAAM,IAAI,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;AACnE,YAAK,GAAG,OAAO,IAAI,OAAO,CAAC,KAAK,IAAI,OAAO,CAAC,KAAK,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC"}
@@ -1 +0,0 @@
1
- {"version":3,"file":"pipe.js","sourceRoot":"","sources":["../../src/shared/pipe.ts"],"names":[],"mappings":";;;AAAA,+BAA+C;AAK/C,SAAgB,MAAM,CAAiB,IAAoB;IACzD,OAAO,CAAC,KAAoB,EAAE,EAAE,CAC9B,KAAK,CAAC,IAAI,CACR,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,IAAI,CAAC,EAChC,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAO,CAAC,CACnB,CAAC;AACN,CAAC;AAND,wBAMC"}
@@ -1 +0,0 @@
1
- {"version":3,"file":"policy.js","sourceRoot":"","sources":["../../src/shared/policy.ts"],"names":[],"mappings":";;;AAAA,uCAAsC;AAEtC,SAAgB,KAAK,CAAI,EAAoB;IAC3C,OAAO,IAAA,qBAAU,EAAC,EAAE,EAAE,EAAE,KAAK,EAAE,IAAI,EAAE,MAAM,EAAE,CAAC,EAAE,CAAC,CAAC;AACpD,CAAC;AAFD,sBAEC"}
@@ -1 +0,0 @@
1
- {"version":3,"file":"cache.js","sourceRoot":"","sources":["../../src/storage/cache.ts"],"names":[],"mappings":";;;AAAA,sCAAgC;AAGhC,MAAa,KAAK;IAChB,YAA6B,OAAgB;QAAhB,YAAO,GAAP,OAAO,CAAS;IAAG,CAAC;IAEjD,KAAK,CAAC,MAAM,CACV,MAAwB,EACxB,OAAsC;;QAEtC,MAAM,IAAI,GAAG,IAAA,YAAG,GAAE,CAAC;QAEnB,MAAM,OAAO,GAAG,MAAM,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,OAAO,CAAC,GAAG,EAAE;YACpD,IAAI,EAAE,OAAO;YACb,KAAK,EAAE,CAAC;YACR,EAAE,EAAE,IAAI,GAAG,CAAC;SACb,CAAC,CAAC;QAEH,IAAI,MAAA,CAAC,CAAC,OAAO,CAAC,MAAM,IAAI,OAAO,CAAC,CAAC,CAAC,CAAC,SAAS,GAAG,IAAI,GAAG,OAAO,CAAC,GAAG,CAAC,mCAAI,EAAE,GAAG,EAAE,GAAG,EAAE,EAAE;YAClF,MAAM,KAAK,GAAG,MAAM,MAAM,EAAE,CAAC;YAE7B,MAAM,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,OAAO,CAAC,GAAG,EAAE;gBACnC;oBACE,SAAS,EAAE,IAAI;oBACf,IAAI,EAAE,OAAO;oBACb,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC;iBAC5B;aACF,CAAC,CAAC;YAEH,OAAO,KAAK,CAAC;SACd;QAED,OAAO,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC;IACrC,CAAC;CACF;AA/BD,sBA+BC"}
@@ -1 +0,0 @@
1
- export {};
@@ -1,18 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- const cache_1 = require("./cache");
4
- const storage_1 = require("./storage");
5
- describe('Cache', () => {
6
- test('should return cached value', async () => {
7
- const cache = new cache_1.Cache(new storage_1.InMemoryStorage());
8
- const value1 = await cache.tryGet(() => Promise.resolve('quantform-1'), {
9
- key: 'test'
10
- });
11
- const value2 = await cache.tryGet(() => Promise.resolve('quantform-2'), {
12
- key: 'test'
13
- });
14
- expect(value1).toEqual('quantform-1');
15
- expect(value2).toEqual('quantform-1');
16
- });
17
- });
18
- //# sourceMappingURL=cache.spec.js.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"cache.spec.js","sourceRoot":"","sources":["../../src/storage/cache.spec.ts"],"names":[],"mappings":";;AAAA,mCAAgC;AAChC,uCAA4C;AAE5C,QAAQ,CAAC,OAAO,EAAE,GAAG,EAAE;IACrB,IAAI,CAAC,4BAA4B,EAAE,KAAK,IAAI,EAAE;QAC5C,MAAM,KAAK,GAAG,IAAI,aAAK,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;QAE/C,MAAM,MAAM,GAAG,MAAM,KAAK,CAAC,MAAM,CAAC,GAAG,EAAE,CAAC,OAAO,CAAC,OAAO,CAAC,aAAa,CAAC,EAAE;YACtE,GAAG,EAAE,MAAM;SACZ,CAAC,CAAC;QACH,MAAM,MAAM,GAAG,MAAM,KAAK,CAAC,MAAM,CAAC,GAAG,EAAE,CAAC,OAAO,CAAC,OAAO,CAAC,aAAa,CAAC,EAAE;YACtE,GAAG,EAAE,MAAM;SACZ,CAAC,CAAC;QAEH,MAAM,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,aAAa,CAAC,CAAC;QACtC,MAAM,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,aAAa,CAAC,CAAC;IACxC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -1 +0,0 @@
1
- {"version":3,"file":"feed.js","sourceRoot":"","sources":["../../src/storage/feed.ts"],"names":[],"mappings":";;;AACA,sCAA8B;AAC9B,oCAAgE;AAShE,MAAa,IAAI;IACf,YAA6B,OAAgB;QAAhB,YAAO,GAAP,OAAO,CAAS;IAAG,CAAC;IAKjD,KAAK;QACH,OAAO,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,CAAC;IAC9B,CAAC;IAOD,KAAK,CAAC,IAAI,CAAC,MAAsB;QAC/B,MAAM,OAAO,GAAG,MAAM,CAAC,MAAM,CAAC,CAAC,SAAS,EAAE,EAAE,EAAE,EAAE;YAC9C,MAAM,QAAQ,GAAG,IAAI,CAAC,cAAc,CAAC,EAAE,CAAC,CAAC;YAEzC,IAAI,CAAC,QAAQ,EAAE;gBACb,OAAO,SAAS,CAAC;aAClB;YAED,IAAI,SAAS,CAAC,EAAE,CAAC,UAAU,CAAC,EAAE,CAAC,EAAE;gBAC/B,SAAS,CAAC,EAAE,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;aAC5C;iBAAM;gBACL,SAAS,CAAC,EAAE,CAAC,UAAU,CAAC,EAAE,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;aAC1C;YAED,OAAO,SAAS,CAAC;QACnB,CAAC,EAAE,EAAuC,CAAC,CAAC;QAE5C,KAAK,MAAM,UAAU,IAAI,OAAO,EAAE;YAChC,MAAM,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,UAAU,EAAE,OAAO,CAAC,UAAU,CAAC,CAAC,CAAC;SAC1D;IACH,CAAC;IAQD,KAAK,CAAC,KAAK,CACT,UAA8B,EAC9B,OAA4B;QAE5B,MAAM,SAAS,GAAG,MAAM,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,EAAE,EAAE,OAAO,CAAC,CAAC;QAEnE,OAAO,SAAS,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,CAAC,gBAAgB,CAAC,EAAE,EAAE,UAAU,CAAC,CAAC,CAAC;IACpE,CAAC;IAKS,cAAc,CAAC,KAAmB;QAC1C,IAAI,KAAK,YAAY,2BAAmB,EAAE;YACxC,OAAO;gBACL,SAAS,EAAE,KAAK,CAAC,SAAS;gBAC1B,IAAI,EAAE,WAAW;gBACjB,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC;oBACnB,EAAE,EAAE,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,QAAQ,EAAE;oBAC7B,EAAE,EAAE,KAAK,CAAC,GAAG,CAAC,QAAQ,CAAC,QAAQ,EAAE;oBACjC,EAAE,EAAE,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,QAAQ,EAAE;oBAC7B,EAAE,EAAE,KAAK,CAAC,GAAG,CAAC,QAAQ,CAAC,QAAQ,EAAE;iBAClC,CAAC;aACH,CAAC;SACH;QAED,IAAI,KAAK,YAAY,uBAAe,EAAE;YACpC,OAAO;gBACL,SAAS,EAAE,KAAK,CAAC,SAAS;gBAC1B,IAAI,EAAE,OAAO;gBACb,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC;oBACnB,CAAC,EAAE,KAAK,CAAC,IAAI,CAAC,QAAQ,EAAE;oBACxB,CAAC,EAAE,KAAK,CAAC,QAAQ,CAAC,QAAQ,EAAE;iBAC7B,CAAC;aACH,CAAC;SACH;QAED,OAAO,SAAS,CAAC;IACnB,CAAC;IAKS,gBAAgB,CACxB,QAAyB,EACzB,UAA8B;QAE9B,MAAM,OAAO,GAAG,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC;QAE1C,IAAI,QAAQ,CAAC,IAAI,KAAK,OAAO,EAAE;YAC7B,OAAO,IAAI,uBAAe,CACxB,UAAU,EACV,IAAA,UAAC,EAAC,OAAO,CAAC,CAAC,CAAC,EACZ,IAAA,UAAC,EAAC,OAAO,CAAC,CAAC,CAAC,EACZ,QAAQ,CAAC,SAAS,CACnB,CAAC;SACH;QAED,IAAI,QAAQ,CAAC,IAAI,KAAK,WAAW,EAAE;YACjC,OAAO,IAAI,2BAAmB,CAC5B,UAAU,EACV,EAAE,IAAI,EAAE,IAAA,UAAC,EAAC,OAAO,CAAC,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAA,UAAC,EAAC,OAAO,CAAC,EAAE,CAAC,EAAE,IAAI,EAAE,SAAS,EAAE,EACjE,EAAE,IAAI,EAAE,IAAA,UAAC,EAAC,OAAO,CAAC,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAA,UAAC,EAAC,OAAO,CAAC,EAAE,CAAC,EAAE,IAAI,EAAE,SAAS,EAAE,EACjE,QAAQ,CAAC,SAAS,CACnB,CAAC;SACH;IACH,CAAC;CACF;AA9GD,oBA8GC"}
@@ -1 +0,0 @@
1
- {"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/storage/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,yCAAuB;AACvB,gDAA8B;AAC9B,4CAA0B;AAC1B,0CAAwB"}
@@ -1 +0,0 @@
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- {"version":3,"file":"measurement.js","sourceRoot":"","sources":["../../src/storage/measurement.ts"],"names":[],"mappings":";;;AAYA,MAAa,WAAW;IACtB,YAA6B,OAAgB;QAAhB,YAAO,GAAP,OAAO,CAAS;IAAG,CAAC;IAMjD,KAAK,CAAC,KAAK;QACT,OAAO,CAAC,MAAM,IAAI,CAAC,OAAO,CAAC,KAAK,EAAE,CAAC,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,CAAC;IAC5D,CAAC;IAQD,IAAI,CAAC,OAAe,EAAE,YAAuB;QAC3C,OAAO,IAAI,CAAC,OAAO,CAAC,IAAI,CACtB,OAAO,CAAC,QAAQ,EAAE,EAClB,YAAY,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACtB,SAAS,EAAE,EAAE,CAAC,SAAS;YACvB,IAAI,EAAE,EAAE,CAAC,IAAI;YACb,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC,EAAE,CAAC,OAAO,CAAC;SACjC,CAAC,CAAC,CACJ,CAAC;IACJ,CAAC;IAQD,KAAK,CAAC,KAAK,CAAC,OAAe,EAAE,OAA4B;QACvD,MAAM,IAAI,GAAG,MAAM,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,OAAO,CAAC,QAAQ,EAAE,EAAE,OAAO,CAAC,CAAC;QAEnE,OAAO,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;YACrB,SAAS,EAAE,EAAE,CAAC,SAAS;YACvB,IAAI,EAAE,EAAE,CAAC,IAAI;YACb,OAAO,EAAE,IAAI,CAAC,KAAK,CAAC,EAAE,CAAC,IAAI,CAAC;SAC7B,CAAC,CAAC,CAAC;IACN,CAAC;CACF;AA3CD,kCA2CC"}
@@ -1 +0,0 @@
1
- {"version":3,"file":"storage.js","sourceRoot":"","sources":["../../src/storage/storage.ts"],"names":[],"mappings":";;;AA0CA,SAAgB,sBAAsB;IACpC,MAAM,OAAO,GAA4B,EAAE,CAAC;IAE5C,OAAO,CAAC,IAAY,EAAE,EAAE,WAAC,OAAA,MAAA,OAAO,CAAC,IAAI,CAAC,mCAAI,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,IAAI,eAAe,EAAE,CAAC,CAAA,EAAA,CAAC;AACpF,CAAC;AAJD,wDAIC;AAKD,MAAa,eAAe;IAA5B;QACU,WAAM,GAAsC,EAAE,CAAC;IAuEzD,CAAC;IAjEC,KAAK,CAAC,KAAK;QACT,OAAO,MAAM,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;IAClC,CAAC;IAQD,KAAK,CAAC,KAAK,CAAC,OAAe,EAAE,OAA4B;QACvD,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,EAAE;YACzB,OAAO,EAAE,CAAC;SACX;QAED,IAAI,KAAK,GAAG,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;QAEjC,IAAI,OAAO,CAAC,IAAI,EAAE;YAChB,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,SAAS,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;SACzD;QAED,IAAI,OAAO,CAAC,EAAE,EAAE;YACd,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,SAAS,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC;SACvD;QAED,IAAI,OAAO,CAAC,IAAI,EAAE;YAChB,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,IAAI,OAAO,CAAC,IAAI,CAAC,CAAC;SACrD;QAED,IAAI,OAAO,CAAC,IAAI,IAAI,SAAS,IAAI,OAAO,CAAC,EAAE,EAAE;YAC3C,KAAK,GAAG,KAAK,CAAC,OAAO,EAAE,CAAC;SACzB;QAED,IAAI,OAAO,CAAC,KAAK,EAAE;YACjB,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,CAAC,EAAE,OAAO,CAAC,KAAK,CAAC,CAAC;SACvC;QAED,OAAO,KAAK,CAAC;IACf,CAAC;IAOD,KAAK,CAAC,IAAI,CAAC,OAAe,EAAE,SAA4B;QACtD,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,EAAE;YACzB,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,EAAE,CAAC;SAC3B;QAED,MAAM,MAAM,GAAG,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;QAEpC,KAAK,MAAM,QAAQ,IAAI,SAAS,EAAE;YAChC,MAAM,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;SACvB;QAED,MAAM,CAAC,IAAI,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,SAAS,GAAG,GAAG,CAAC,SAAS,CAAC,CAAC;IAC3D,CAAC;IAKD,KAAK;QACH,IAAI,CAAC,MAAM,GAAG,EAAE,CAAC;IACnB,CAAC;CACF;AAxED,0CAwEC"}
@@ -1 +0,0 @@
1
- {"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/store/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,0CAAwB;AACxB,gDAA8B;AAC9B,wDAAsC;AACtC,2DAAyC;AACzC,sDAAoC;AACpC,0DAAwC;AACxC,yDAAuC;AACvC,sDAAoC;AACpC,gDAA8B"}
@@ -1 +0,0 @@
1
- {"version":3,"file":"store-balance.event.js","sourceRoot":"","sources":["../../src/store/store-balance.event.ts"],"names":[],"mappings":";;;AAAA,sCAAuE;AAQvE,MAAa,iBAAiB;IAC5B,YACW,KAAoB,EACpB,IAAa,EACb,OAAgB,EAChB,SAAoB;QAHpB,UAAK,GAAL,KAAK,CAAe;QACpB,SAAI,GAAJ,IAAI,CAAS;QACb,YAAO,GAAP,OAAO,CAAS;QAChB,cAAS,GAAT,SAAS,CAAW;IAC5B,CAAC;IAEJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAE9C,MAAM,KAAK,GAAG,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;QACtD,IAAI,CAAC,KAAK,EAAE;YACV,OAAO;SACR;QAED,MAAM,OAAO,GAAG,KAAK,CAAC,OAAO,CAAC,WAAW,CAAC,IAAI,CAAC,KAAK,CAAC,EAAE,EAAE,GAAG,EAAE,CAAC,IAAI,gBAAO,CAAC,KAAK,CAAC,CAAC,CAAC;QAEnF,OAAO,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QACnC,OAAO,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,EAAE,IAAI,CAAC,OAAO,CAAC,CAAC;QAErC,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QAEjC,OAAO,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;IAC1B,CAAC;CACF;AAxBD,8CAwBC;AAID,MAAa,oBAAoB;IAC/B,YACW,KAAoB,EACpB,MAAe,EACf,SAAoB;QAFpB,UAAK,GAAL,KAAK,CAAe;QACpB,WAAM,GAAN,MAAM,CAAS;QACf,cAAS,GAAT,SAAS,CAAW;IAC5B,CAAC;IAEJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,MAAM,OAAO,GAAG,KAAK,CAAC,OAAO,CAAC,WAAW,CAAC,IAAI,CAAC,KAAK,CAAC,EAAE,EAAE,GAAG,EAAE;YAC5D,MAAM,KAAK,GAAG,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;YAEtD,OAAO,IAAI,gBAAO,CAAC,KAAK,CAAC,CAAC;QAC5B,CAAC,CAAC,CAAC;QAEH,OAAO,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QACnC,OAAO,CAAC,OAAO,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;QAE7B,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QAEjC,OAAO,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;IAC1B,CAAC;CACF;AArBD,oDAqBC;AAKD,MAAa,qBAAqB;IAChC,YACW,OAAe,EACf,UAA8B,EAC9B,SAAoB;QAFpB,YAAO,GAAP,OAAO,CAAQ;QACf,eAAU,GAAV,UAAU,CAAoB;QAC9B,cAAS,GAAT,SAAS,CAAW;IAC5B,CAAC;IAEJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;QACpE,MAAM,IAAI,GAAG,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;QACzD,MAAM,KAAK,GAAG,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;QAE3D,MAAM,aAAa,GAAG,KAAK,CAAC,sBAAsB,CAAC,IAAI,EAAE,KAAK,CAAC,CAAC;QAEhE,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QAEjC,IAAI,aAAa,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC,CAAC,EAAE;YACrC,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;YAChC,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,OAAO,EAAE,aAAa,CAAC,IAAI,CAAC,CAAC;YAE5C,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC;SACtB;QAED,IAAI,aAAa,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC,CAAC,EAAE;YACtC,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;YACjC,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,OAAO,EAAE,aAAa,CAAC,KAAK,CAAC,CAAC;YAE9C,OAAO,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;SACvB;IACH,CAAC;CACF;AA9BD,sDA8BC;AAKD,MAAa,uBAAuB;IAClC,YACW,OAAe,EACf,UAA8B,EAC9B,SAAoB;QAFpB,YAAO,GAAP,OAAO,CAAQ;QACf,eAAU,GAAV,UAAU,CAAoB;QAC9B,cAAS,GAAT,SAAS,CAAW;IAC5B,CAAC;IAEJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;QACpE,MAAM,IAAI,GAAG,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;QACzD,MAAM,KAAK,GAAG,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;QAE3D,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QAEjC,IAAI,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,OAAO,CAAC,EAAE;YAChC,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;YAEhC,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC;SACtB;QAED,IAAI,KAAK,CAAC,SAAS,CAAC,IAAI,CAAC,OAAO,CAAC,EAAE;YACjC,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;YAEjC,OAAO,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;SACvB;IACH,CAAC;CACF;AA1BD,0DA0BC"}
@@ -1 +0,0 @@
1
- export {};
@@ -1,26 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- const domain_1 = require("../domain");
4
- const shared_1 = require("../shared");
5
- const _1 = require(".");
6
- const store_balance_event_1 = require("./store-balance.event");
7
- const store_instrument_event_1 = require("./store-instrument.event");
8
- describe('BalancePatchEvent', () => {
9
- test('should patch a store', () => {
10
- const base = new domain_1.Asset('de30', 'cex', 2);
11
- const quote = new domain_1.Asset('usd', 'cex', 2);
12
- const timestamp = (0, shared_1.now)();
13
- const store = new _1.Store();
14
- let component;
15
- store.changes$.subscribe(it => (component = it));
16
- store.dispatch(new store_instrument_event_1.InstrumentPatchEvent(timestamp, base, quote, new domain_1.Commission(shared_1.d.Zero, shared_1.d.Zero), ''));
17
- store.dispatch(new store_balance_event_1.BalancePatchEvent(base, (0, shared_1.d)(100), shared_1.d.Zero, timestamp));
18
- const balance = store.snapshot.balance.get(base.id);
19
- expect(balance).toEqual(component);
20
- expect(balance.free).toEqual((0, shared_1.d)(100));
21
- expect(balance.locked).toEqual(shared_1.d.Zero);
22
- expect(balance.timestamp).toEqual(timestamp);
23
- expect(store.snapshot.timestamp).toEqual(timestamp);
24
- });
25
- });
26
- //# sourceMappingURL=store-balance.event.spec.js.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"store-balance.event.spec.js","sourceRoot":"","sources":["../../src/store/store-balance.event.spec.ts"],"names":[],"mappings":";;AAAA,sCAA8C;AAC9C,sCAAmC;AACnC,wBAA0B;AAC1B,+DAA0D;AAC1D,qEAAgE;AAEhE,QAAQ,CAAC,mBAAmB,EAAE,GAAG,EAAE;IACjC,IAAI,CAAC,sBAAsB,EAAE,GAAG,EAAE;QAChC,MAAM,IAAI,GAAG,IAAI,cAAK,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QACzC,MAAM,KAAK,GAAG,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QACzC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QACxB,MAAM,KAAK,GAAG,IAAI,QAAK,EAAE,CAAC;QAC1B,IAAI,SAAS,CAAC;QAEd,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,SAAS,GAAG,EAAE,CAAC,CAAC,CAAC;QAEjD,KAAK,CAAC,QAAQ,CACZ,IAAI,6CAAoB,CAAC,SAAS,EAAE,IAAI,EAAE,KAAK,EAAE,IAAI,mBAAU,CAAC,UAAC,CAAC,IAAI,EAAE,UAAC,CAAC,IAAI,CAAC,EAAE,EAAE,CAAC,CACrF,CAAC;QACF,KAAK,CAAC,QAAQ,CAAC,IAAI,uCAAiB,CAAC,IAAI,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,EAAE,UAAC,CAAC,IAAI,EAAE,SAAS,CAAC,CAAC,CAAC;QAEvE,MAAM,OAAO,GAAG,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;QAEpD,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACnC,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QACrC,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,UAAC,CAAC,IAAI,CAAC,CAAC;QACvC,MAAM,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAC7C,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACtD,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
@@ -1 +0,0 @@
1
- {"version":3,"file":"store-instrument.event.js","sourceRoot":"","sources":["../../src/store/store-instrument.event.ts"],"names":[],"mappings":";;;AAAA,sCAA8E;AAI9E,+CAAyC;AAEzC,MAAa,oBAAoB;IAC/B,YACW,SAAoB,EACpB,IAAW,EACX,KAAY,EACZ,UAAsB,EACtB,GAAW,EACX,QAAiB;QALjB,cAAS,GAAT,SAAS,CAAW;QACpB,SAAI,GAAJ,IAAI,CAAO;QACX,UAAK,GAAL,KAAK,CAAO;QACZ,eAAU,GAAV,UAAU,CAAY;QACtB,QAAG,GAAH,GAAG,CAAQ;QACX,aAAQ,GAAR,QAAQ,CAAS;IACzB,CAAC;IAEJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,MAAM,QAAQ,GAAG,IAAI,2BAAkB,CACrC,IAAI,CAAC,IAAI,CAAC,IAAI,EACd,IAAI,CAAC,KAAK,CAAC,IAAI,EACf,IAAI,CAAC,IAAI,CAAC,WAAW,CACtB,CAAC;QAEF,MAAM,UAAU,GAAG,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,WAAW,CAAC,QAAQ,CAAC,EAAE,EAAE,GAAG,EAAE;YACzE,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,WAAW,CAC9B,IAAI,CAAC,IAAI,CAAC,EAAE,EACZ,GAAG,EAAE,CAAC,IAAI,cAAK,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE,IAAI,CAAC,IAAI,CAAC,WAAW,EAAE,CAAC,CAAC,CAC1D,CAAC;YAEF,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,WAAW,CAC9B,IAAI,CAAC,KAAK,CAAC,EAAE,EACb,GAAG,EAAE,CAAC,IAAI,cAAK,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,EAAE,IAAI,CAAC,KAAK,CAAC,WAAW,EAAE,CAAC,CAAC,CAC5D,CAAC;YAEF,KAAK,CAAC,KAAK,CAAC,WAAW,CAAC,QAAQ,CAAC,EAAE,EAAE,GAAG,EAAE,CAAC,IAAI,sBAAQ,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,CAAC;YAEtE,OAAO,IAAI,mBAAU,CAAC,IAAI,CAAC,IAAI,EAAE,IAAI,CAAC,KAAK,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC;QACzD,CAAC,CAAC,CAAC;QAEH,UAAU,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QACtC,UAAU,CAAC,UAAU,GAAG,IAAI,CAAC,UAAU,CAAC;QAExC,IAAI,IAAI,CAAC,QAAQ,EAAE;YACjB,UAAU,CAAC,QAAQ,GAAG,IAAI,CAAC,QAAQ,CAAC;SACrC;QAED,OAAO,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IAC7B,CAAC;CACF;AA1CD,oDA0CC;AAED,MAAa,2BAA2B;IACtC,YACW,SAAoB,EACpB,UAA8B,EAC9B,UAAmB;QAFnB,cAAS,GAAT,SAAS,CAAW;QACpB,eAAU,GAAV,UAAU,CAAoB;QAC9B,eAAU,GAAV,UAAU,CAAS;IAC3B,CAAC;IAEJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,MAAM,UAAU,GAAG,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;QACrE,IAAI,CAAC,UAAU,EAAE;YACf,MAAM,IAAI,KAAK,CAAC,oBAAoB,CAAC,CAAC;SACvC;QAED,IAAI,IAAI,CAAC,UAAU,EAAE;YACnB,KAAK,CAAC,YAAY,CAAC,UAAU,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;YACjD,KAAK,CAAC,YAAY,CAAC,KAAK,CAAC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC;YAC9E,KAAK,CAAC,YAAY,CAAC,KAAK,CAAC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC;SAChF;QAED,OAAO,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IAC7B,CAAC;CACF;AArBD,kEAqBC"}
@@ -1 +0,0 @@
1
- export {};
@@ -1,22 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- const __1 = require("..");
4
- const domain_1 = require("../domain");
5
- const shared_1 = require("../shared");
6
- const store_instrument_event_1 = require("./store-instrument.event");
7
- describe('InstrumentPatchEvent', () => {
8
- test('should patch a store', () => {
9
- const timestamp = (0, shared_1.now)();
10
- const store = new __1.Store();
11
- const base = new domain_1.Asset('de30', 'cex', 2);
12
- const quote = new domain_1.Asset('usd', 'cex', 2);
13
- store.dispatch(new store_instrument_event_1.InstrumentPatchEvent(timestamp, base, quote, new domain_1.Commission(shared_1.d.Zero, shared_1.d.Zero), ''));
14
- const { universe } = store.snapshot;
15
- expect(universe.instrument.get('cex:de30-usd').base).toEqual(base);
16
- expect(universe.instrument.get('cex:de30-usd').quote).toEqual(quote);
17
- expect(universe.instrument.get('cex:de30-usd').timestamp).toEqual(timestamp);
18
- expect(universe.instrument.asReadonlyArray().length).toEqual(1);
19
- expect(universe.asset.asReadonlyArray().length).toEqual(2);
20
- });
21
- });
22
- //# sourceMappingURL=store-instrument.event.spec.js.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"store-instrument.event.spec.js","sourceRoot":"","sources":["../../src/store/store-instrument.event.spec.ts"],"names":[],"mappings":";;AAAA,0BAA2B;AAC3B,sCAA8C;AAC9C,sCAAmC;AACnC,qEAAgE;AAEhE,QAAQ,CAAC,sBAAsB,EAAE,GAAG,EAAE;IACpC,IAAI,CAAC,sBAAsB,EAAE,GAAG,EAAE;QAChC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QACxB,MAAM,KAAK,GAAG,IAAI,SAAK,EAAE,CAAC;QAC1B,MAAM,IAAI,GAAG,IAAI,cAAK,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QACzC,MAAM,KAAK,GAAG,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QAEzC,KAAK,CAAC,QAAQ,CACZ,IAAI,6CAAoB,CAAC,SAAS,EAAE,IAAI,EAAE,KAAK,EAAE,IAAI,mBAAU,CAAC,UAAC,CAAC,IAAI,EAAE,UAAC,CAAC,IAAI,CAAC,EAAE,EAAE,CAAC,CACrF,CAAC;QAEF,MAAM,EAAE,QAAQ,EAAE,GAAG,KAAK,CAAC,QAAQ,CAAC;QAEpC,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,cAAc,CAAC,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACnE,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,cAAc,CAAC,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACrE,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,cAAc,CAAC,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAC7E,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC,eAAe,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAChE,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,eAAe,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;IAC7D,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}