@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
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package/dist/store/store-order.event.spec.d.ts DELETED
@@ -1 +0,0 @@
1
- export {};
package/dist/store/store-order.event.spec.js DELETED
@@ -1,21 +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 store_1 = require("../store");
6
- const store_order_event_1 = require("./store-order.event");
7
- const instrument = new domain_1.Instrument(new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt');
8
- describe('OrderLoadEvent', () => {
9
- test('should load order to store', () => {
10
- const timestamp = (0, shared_1.now)();
11
- const store = new store_1.Store();
12
- const order = domain_1.Order.market(instrument, (0, shared_1.d)(1.0));
13
- order.state = 'PENDING';
14
- store.snapshot.universe.instrument.upsert(instrument);
15
- store.snapshot.subscription.instrument.upsert(instrument);
16
- store.dispatch(new store_order_event_1.OrderLoadEvent(order, timestamp));
17
- expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
18
- expect(store.snapshot.order.get(instrument.id).get(order.id)).toEqual(order);
19
- });
20
- });
21
- //# sourceMappingURL=store-order.event.spec.js.map
package/dist/store/store-order.event.spec.js.map DELETED
@@ -1 +0,0 @@
1
- {"version":3,"file":"store-order.event.spec.js","sourceRoot":"","sources":["../../src/store/store-order.event.spec.ts"],"names":[],"mappings":";;AAAA,sCAAqD;AACrD,sCAAmC;AACnC,oCAAiC;AACjC,2DAAqD;AAErD,MAAM,UAAU,GAAG,IAAI,mBAAU,CAC/B,IAAI,cAAK,CAAC,KAAK,EAAE,SAAS,EAAE,CAAC,CAAC,EAC9B,IAAI,cAAK,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,EAC/B,kBAAkB,CACnB,CAAC;AAEF,QAAQ,CAAC,gBAAgB,EAAE,GAAG,EAAE;IAC9B,IAAI,CAAC,4BAA4B,EAAE,GAAG,EAAE;QACtC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QACxB,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,KAAK,GAAG,cAAK,CAAC,MAAM,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QAE/C,KAAK,CAAC,KAAK,GAAG,SAAS,CAAC;QAExB,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;QACtD,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,UAAU,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;QAE1D,KAAK,CAAC,QAAQ,CAAC,IAAI,kCAAc,CAAC,KAAK,EAAE,SAAS,CAAC,CAAC,CAAC;QAErD,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,eAAe,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QACjE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IAC/E,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
package/dist/store/store-orderbook.event.js.map DELETED
@@ -1 +0,0 @@
1
- {"version":3,"file":"store-orderbook.event.js","sourceRoot":"","sources":["../../src/store/store-orderbook.event.ts"],"names":[],"mappings":";;;AAAA,sCAAqE;AAKrE,MAAa,mBAAmB;IAC9B,YACW,UAA8B,EAC9B,GAAc,EACd,GAAc,EACd,SAAoB;QAHpB,eAAU,GAAV,UAAU,CAAoB;QAC9B,QAAG,GAAH,GAAG,CAAW;QACd,QAAG,GAAH,GAAG,CAAW;QACd,cAAS,GAAT,SAAS,CAAW;IAC5B,CAAC;IAEJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,IAAI,CAAC,KAAK,CAAC,YAAY,CAAC,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,CAAC,EAAE;YAC1D,MAAM,IAAI,KAAK,CAAC,4CAA4C,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE,CAAC,CAAC;SACnF;QAED,MAAM,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC,WAAW,CAC3C,IAAI,CAAC,UAAU,CAAC,EAAE,EAClB,GAAG,EAAE,CAAC,IAAI,kBAAS,CAAC,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,CACvE,CAAC;QAEF,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QAEjC,SAAS,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QACrC,SAAS,CAAC,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC;QAC1B,SAAS,CAAC,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC;QAE1B,MAAM,KAAK,GAAG,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,SAAS,CAAC,UAAU,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC;QAE/D,IAAI,KAAK,EAAE;YACT,KAAK,MAAM,QAAQ,IAAI,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,EAAE;gBACpD,IAAI,QAAQ,CAAC,UAAU,CAAC,EAAE,IAAI,SAAS,CAAC,UAAU,CAAC,EAAE,EAAE;oBACrD,SAAS;iBACV;gBAED,MAAM,IAAI,GAAG,QAAQ,CAAC,IAAI,CAAC,oBAAoB,CAAC,CAAC,CAAC;oBAChD,CAAC,CAAC,SAAS,CAAC,IAAI,CAAC,IAAI;oBACrB,CAAC,CAAC,SAAS,CAAC,IAAI,CAAC,IAAI,CAAC;gBAExB,IAAI,IAAI,EAAE;oBACR,QAAQ,CAAC,+BAA+B,CAAC,IAAI,CAAC,CAAC;iBAChD;aACF;YAED,IAAI,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC,EAAE;gBAC3B,MAAM,IAAI,KAAK,CAAC,2BAA2B,CAAC,CAAC;aAC9C;SACF;QAED,OAAO,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC;IAC5B,CAAC;CACF;AAhDD,kDAgDC"}
package/dist/store/store-orderbook.event.spec.d.ts DELETED
@@ -1 +0,0 @@
1
- export {};
package/dist/store/store-orderbook.event.spec.js DELETED
@@ -1,28 +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 _1 = require(".");
7
- const instrument = new domain_1.Instrument(new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt');
8
- describe('OrderbookPatchEvent', () => {
9
- let store;
10
- beforeEach(() => {
11
- store = new __1.Store();
12
- store.snapshot.universe.instrument.upsert(instrument);
13
- store.snapshot.subscription.instrument.upsert(instrument);
14
- });
15
- test('should set a best bid and ask', () => {
16
- const timestamp = (0, shared_1.now)();
17
- const ask = { rate: (0, shared_1.d)(2), quantity: (0, shared_1.d)(2), next: undefined };
18
- const bid = { rate: (0, shared_1.d)(1), quantity: (0, shared_1.d)(1), next: undefined };
19
- store.dispatch(new _1.OrderbookPatchEvent(instrument, ask, bid, timestamp));
20
- const orderbook = store.snapshot.orderbook.get(instrument.id);
21
- expect(orderbook.timestamp).toEqual(timestamp);
22
- expect(orderbook.instrument.id).toEqual(orderbook.instrument.id);
23
- expect(orderbook.asks).toEqual(ask);
24
- expect(orderbook.bids).toEqual(bid);
25
- expect(store.snapshot.timestamp).toEqual(timestamp);
26
- });
27
- });
28
- //# sourceMappingURL=store-orderbook.event.spec.js.map
package/dist/store/store-orderbook.event.spec.js.map DELETED
@@ -1 +0,0 @@
1
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package/dist/store/store-position.event.js.map DELETED
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package/dist/store/store-state.js.map DELETED
@@ -1 +0,0 @@
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- {"version":3,"file":"store-state.js","sourceRoot":"","sources":["../../src/store/store-state.ts"],"names":[],"mappings":";;;AAWA,sCAA2C;AAO3C,MAAa,QAAmC,SAAQ,YAAM;IAC5D,YAA4B,EAAU,EAAE,MAAyB;QAC/D,KAAK,CAAC,MAAM,CAAC,CAAC;QADY,OAAE,GAAF,EAAE,CAAQ;IAEtC,CAAC;CACF;AAJD,4BAIC;AAED,MAAa,KAAK;IAAlB;QAGE,aAAQ,GAGJ;YACF,KAAK,EAAE,IAAI,YAAG,EAAS;YACvB,UAAU,EAAE,IAAI,YAAG,EAAc;SAClC,CAAC;QAEF,iBAAY,GAGR;YACF,KAAK,EAAE,IAAI,YAAG,EAAiB;YAC/B,UAAU,EAAE,IAAI,YAAG,EAAsB;SAC1C,CAAC;QAEF,UAAK,GAAe,IAAI,YAAG,EAAS,CAAC;QACrC,cAAS,GAAmB,IAAI,YAAG,EAAa,CAAC;QACjD,YAAO,GAAiB,IAAI,YAAG,EAAW,CAAC;QAC3C,UAAK,GAAyB,IAAI,YAAG,EAAmB,CAAC;IAC3D,CAAC;CAAA;AAvBD,sBAuBC"}
package/dist/store/store-trade.event.js.map DELETED
@@ -1 +0,0 @@
1
- {"version":3,"file":"store-trade.event.js","sourceRoot":"","sources":["../../src/store/store-trade.event.ts"],"names":[],"mappings":";;;AAAA,sCAAsD;AAStD,MAAa,eAAe;IAC1B,YACW,UAA8B,EAC9B,IAAa,EACb,QAAiB,EACjB,SAAoB;QAHpB,eAAU,GAAV,UAAU,CAAoB;QAC9B,SAAI,GAAJ,IAAI,CAAS;QACb,aAAQ,GAAR,QAAQ,CAAS;QACjB,cAAS,GAAT,SAAS,CAAW;IAC5B,CAAC;IAEJ,MAAM,CAAC,KAAY,EAAE,OAA2B;QAC9C,IAAI,CAAC,KAAK,CAAC,YAAY,CAAC,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,CAAC,EAAE;YAC1D,MAAM,IAAI,KAAK,CAAC,4CAA4C,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE,CAAC,CAAC;SACnF;QAED,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,WAAW,CACnC,IAAI,CAAC,UAAU,CAAC,EAAE,EAClB,GAAG,EAAE,CAAC,IAAI,cAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,CACnE,CAAC;QAEF,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QAEjC,KAAK,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QACjC,KAAK,CAAC,IAAI,GAAG,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;QACrD,KAAK,CAAC,QAAQ,GAAG,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;QAE5D,OAAO,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IACxB,CAAC;CACF;AA1BD,0CA0BC"}
package/dist/store/store-trade.event.spec.d.ts DELETED
@@ -1 +0,0 @@
1
- export {};
package/dist/store/store-trade.event.spec.js DELETED
@@ -1,44 +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 _1 = require(".");
7
- const instrument = new domain_1.Instrument(new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt');
8
- describe('TradePatchEvent', () => {
9
- test('should create a new trade object and patch a store', () => {
10
- const timestamp = (0, shared_1.now)();
11
- const store = new __1.Store();
12
- store.snapshot.universe.instrument.upsert(instrument);
13
- store.snapshot.subscription.instrument.upsert(instrument);
14
- store.dispatch(new _1.TradePatchEvent(instrument, (0, shared_1.d)(1000), (0, shared_1.d)(0.1), timestamp));
15
- const trade = store.snapshot.trade.get(instrument.id);
16
- expect(trade.timestamp).toEqual(timestamp);
17
- expect(trade.instrument.id).toEqual(trade.instrument.id);
18
- expect(trade.rate).toEqual((0, shared_1.d)(1000));
19
- expect(trade.quantity).toEqual((0, shared_1.d)(0.1));
20
- expect(store.snapshot.timestamp).toEqual(timestamp);
21
- });
22
- test('should use the existing instance of trade when patching a store', () => {
23
- const store = new __1.Store();
24
- const timestamp = (0, shared_1.now)();
25
- store.snapshot.universe.instrument.upsert(instrument);
26
- store.snapshot.subscription.instrument.upsert(instrument);
27
- store.dispatch(new _1.TradePatchEvent(instrument, (0, shared_1.d)(1000), (0, shared_1.d)(0.1), timestamp));
28
- const trade = store.snapshot.trade.get(instrument.id);
29
- store.dispatch(new _1.TradePatchEvent(instrument, (0, shared_1.d)(2000), (0, shared_1.d)(0.2), timestamp));
30
- expect(trade.timestamp).toEqual(timestamp);
31
- expect(trade.instrument.id).toEqual(instrument.id);
32
- expect(trade.rate).toEqual((0, shared_1.d)(2000));
33
- expect(trade.quantity).toEqual((0, shared_1.d)(0.2));
34
- expect(store.snapshot.timestamp).toEqual(timestamp);
35
- });
36
- test('should throw exception when patching unsubscribed instrument', () => {
37
- const store = new __1.Store();
38
- const fn = () => {
39
- store.dispatch(new _1.TradePatchEvent(instrument, (0, shared_1.d)(1000), (0, shared_1.d)(0.1), (0, shared_1.now)()));
40
- };
41
- expect(fn).toThrow(Error);
42
- });
43
- });
44
- //# sourceMappingURL=store-trade.event.spec.js.map
package/dist/store/store-trade.event.spec.js.map DELETED
@@ -1 +0,0 @@
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package/dist/store/store.event.js.map DELETED
@@ -1 +0,0 @@
1
- {"version":3,"file":"store.event.js","sourceRoot":"","sources":["../../src/store/store.event.ts"],"names":[],"mappings":""}
package/dist/store/store.js.map DELETED
@@ -1 +0,0 @@
1
- {"version":3,"file":"store.js","sourceRoot":"","sources":["../../src/store/store.ts"],"names":[],"mappings":";;;AAAA,+BAA2C;AAI3C,+CAA0D;AAE1D,MAAa,KAAK;IAAlB;QACmB,mBAAc,GAAG,IAAI,KAAK,EAAa,CAAC;QACxC,YAAO,GAAG,IAAI,cAAO,EAAa,CAAC;QAE3C,aAAQ,GAAG,IAAI,mBAAK,EAAE,CAAC;IA0BlC,CAAC;IAxBC,IAAI,QAAQ;QACV,OAAO,IAAI,CAAC,OAAO,CAAC,YAAY,EAAE,CAAC;IACrC,CAAC;IAED,QAAQ,CAAC,GAAG,MAAoB;QAC9B,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE;YAC1B,KAAK,CAAC,MAAM,CAAC,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;SACnC;QAED,IAAI,CAAC,oBAAoB,EAAE,CAAC;IAC9B,CAAC;IAED,MAAM,CAAC,SAAoB;QACzB,IAAI,CAAC,cAAc,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IACtC,CAAC;IAED,oBAAoB;QAClB,IAAI,CAAC,cAAc,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC;QACzD,IAAI,CAAC,cAAc,CAAC,MAAM,CAAC,CAAC,EAAE,IAAI,CAAC,cAAc,CAAC,MAAM,CAAC,CAAC;IAC5D,CAAC;IAED,OAAO;QACL,IAAI,CAAC,OAAO,CAAC,QAAQ,EAAE,CAAC;IAC1B,CAAC;CACF;AA9BD,sBA8BC"}
package/dist/store/store.spec.d.ts DELETED
@@ -1 +0,0 @@
1
- export {};
package/dist/store/store.spec.js DELETED
@@ -1,119 +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 store_1 = require("./store");
7
- const store_balance_event_1 = require("./store-balance.event");
8
- const store_order_event_1 = require("./store-order.event");
9
- const instrument = new domain_1.Instrument(new domain_1.Asset('abc', 'xyz', 4), new domain_1.Asset('def', 'xyz', 4), 'abc-def');
10
- describe('Store', () => {
11
- let store;
12
- beforeEach(() => {
13
- store = new store_1.Store();
14
- });
15
- test('should load an existing order and not pipe a changes', () => {
16
- let hasUpdatedOrder = false;
17
- store.changes$.pipe((0, domain_1.order)(instrument)).subscribe({
18
- next: () => {
19
- hasUpdatedOrder = true;
20
- }
21
- });
22
- store.dispatch(new store_order_event_1.OrderLoadEvent(domain_1.Order.market(instrument, (0, shared_1.d)(10)), (0, shared_1.now)()));
23
- expect(hasUpdatedOrder).toBe(false);
24
- });
25
- test('should create a new order and pipe a changes', () => {
26
- let hasUpdatedOrder = false;
27
- store.changes$.pipe((0, domain_1.order)(instrument)).subscribe({
28
- next: () => {
29
- hasUpdatedOrder = true;
30
- }
31
- });
32
- store.dispatch(new store_order_event_1.OrderNewEvent(domain_1.Order.market(instrument, (0, shared_1.d)(10)), (0, shared_1.now)()));
33
- expect(hasUpdatedOrder).toBe(true);
34
- });
35
- test('should transition order state from new to pending', () => {
36
- const states = ['NEW', 'PENDING'].reverse();
37
- store.changes$.pipe((0, domain_1.order)(instrument)).subscribe({
38
- next: it => {
39
- expect(it.state).toBe(states.pop());
40
- }
41
- });
42
- const buyOrder = domain_1.Order.market(instrument, (0, shared_1.d)(10));
43
- store.dispatch(new store_order_event_1.OrderNewEvent(buyOrder, (0, shared_1.now)()));
44
- store.dispatch(new store_order_event_1.OrderPendingEvent(buyOrder.id, instrument, (0, shared_1.now)()));
45
- expect(buyOrder.state).toBe('PENDING');
46
- expect(states.length).toBe(0);
47
- });
48
- test('should transition order state from new to filled', () => {
49
- const states = ['NEW', 'PENDING', 'FILLED'].reverse();
50
- store.changes$.pipe((0, domain_1.order)(instrument)).subscribe({
51
- next: it => {
52
- expect(it.state).toBe(states.pop());
53
- }
54
- });
55
- const buyOrder = domain_1.Order.market(instrument, (0, shared_1.d)(10));
56
- store.dispatch(new store_order_event_1.OrderNewEvent(buyOrder, (0, shared_1.now)()));
57
- store.dispatch(new store_order_event_1.OrderPendingEvent(buyOrder.id, instrument, (0, shared_1.now)()));
58
- store.dispatch(new store_order_event_1.OrderFilledEvent(buyOrder.id, instrument, (0, shared_1.d)(44), (0, shared_1.now)()));
59
- expect(buyOrder.state).toBe('FILLED');
60
- expect(buyOrder.averageExecutionRate).toEqual((0, shared_1.d)(44));
61
- expect(states.length).toBe(0);
62
- });
63
- test('should transition order state from new to canceled', () => {
64
- const states = ['NEW', 'PENDING', 'CANCELING', 'CANCELED'].reverse();
65
- store.changes$.pipe((0, domain_1.order)(instrument)).subscribe({
66
- next: it => {
67
- expect(it.state).toBe(states.pop());
68
- }
69
- });
70
- const buyOrder = domain_1.Order.market(instrument, (0, shared_1.d)(10));
71
- store.dispatch(new store_order_event_1.OrderNewEvent(buyOrder, (0, shared_1.now)()));
72
- store.dispatch(new store_order_event_1.OrderPendingEvent(buyOrder.id, instrument, (0, shared_1.now)()));
73
- store.dispatch(new store_order_event_1.OrderCancelingEvent(buyOrder.id, instrument, (0, shared_1.now)()));
74
- store.dispatch(new store_order_event_1.OrderCanceledEvent(buyOrder.id, instrument, (0, shared_1.now)()));
75
- expect(buyOrder.state).toBe('CANCELED');
76
- expect(states.length).toBe(0);
77
- });
78
- test('should patch balance with order and pipe changes once', done => {
79
- store.snapshot.universe.instrument.upsert(instrument);
80
- store.snapshot.universe.asset.upsert(instrument.quote);
81
- store.changes$
82
- .pipe((0, domain_1.balance)(instrument.quote, store.snapshot), (0, rxjs_1.withLatestFrom)(store.changes$.pipe((0, domain_1.order)(instrument))))
83
- .subscribe({
84
- next: ([balance, order]) => {
85
- expect(balance.free).toEqual((0, shared_1.d)(10));
86
- expect(order.state).toEqual('PENDING');
87
- done();
88
- }
89
- });
90
- const buyOrder = domain_1.Order.market(instrument, (0, shared_1.d)(10));
91
- store.dispatch(new store_order_event_1.OrderNewEvent(buyOrder, (0, shared_1.now)()), new store_order_event_1.OrderPendingEvent(buyOrder.id, instrument, (0, shared_1.now)()), new store_balance_event_1.BalanceTransactEvent(instrument.quote, (0, shared_1.d)(10), (0, shared_1.now)()));
92
- });
93
- test('should pipe balance and order changes', done => {
94
- store.snapshot.universe.instrument.upsert(instrument);
95
- store.snapshot.universe.asset.upsert(instrument.quote);
96
- let counter = 2;
97
- store.changes$.pipe((0, domain_1.balance)(instrument.quote, store.snapshot)).subscribe({
98
- next: it => {
99
- counter--;
100
- expect(it.free).toEqual((0, shared_1.d)(10));
101
- if (!counter) {
102
- done();
103
- }
104
- }
105
- });
106
- store.changes$.pipe((0, domain_1.order)(instrument)).subscribe({
107
- next: it => {
108
- counter--;
109
- expect(it.state).toEqual('PENDING');
110
- if (!counter) {
111
- done();
112
- }
113
- }
114
- });
115
- const buyOrder = domain_1.Order.market(instrument, (0, shared_1.d)(10));
116
- store.dispatch(new store_order_event_1.OrderNewEvent(buyOrder, (0, shared_1.now)()), new store_order_event_1.OrderPendingEvent(buyOrder.id, instrument, (0, shared_1.now)()), new store_balance_event_1.BalanceTransactEvent(instrument.quote, (0, shared_1.d)(10), (0, shared_1.now)()));
117
- });
118
- });
119
- //# sourceMappingURL=store.spec.js.map
package/dist/store/store.spec.js.map DELETED
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package/dist/tsconfig.tsbuildinfo DELETED
@@ -1 +0,0 @@
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