@quantform/core 0.5.23 → 0.6.4

package/dist/shared/collections.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"collections.d.ts","sourceRoot":"","sources":["../../src/shared/collections.ts"],"names":[],"mappings":"AAAA,qBAAa,GAAG,CAAC,CAAC,SAAS;IAAE,EAAE,EAAE,MAAM,CAAA;CAAE;IACvC,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAgB;gBAE1B,MAAM,CAAC,EAAE,aAAa,CAAC,CAAC,CAAC;IAMrC,GAAG,CAAC,EAAE,EAAE,MAAM;IAId,WAAW,CAAC,EAAE,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,GAAG,CAAC;IAI3C,MAAM,CAAC,KAAK,EAAE,CAAC;IAcf,MAAM,CAAC,KAAK,EAAE,CAAC;IAOf,eAAe,IAAI,aAAa,CAAC,CAAC,CAAC;IAInC,KAAK;CAGN;AAED,qBAAa,YAAY,CAAC,CAAC,SAAS;IAAE,IAAI,EAAE,CAAC,GAAG,SAAS,CAAA;CAAE;IAMvD,OAAO,CAAC,QAAQ,CAAC,QAAQ;IACzB,OAAO,CAAC,QAAQ,CAAC,QAAQ;IAN3B,OAAO,CAAC,UAAU,CAAyB;IAE3C,IAAI,EAAE,CAAC,GAAG,SAAS,CAAC;gBAGD,QAAQ,EAAE,CAAC,GAAG,EAAE,IAAI,CAAC,CAAC,EAAE,MAAM,CAAC,EAAE,GAAG,EAAE,IAAI,CAAC,CAAC,EAAE,MAAM,CAAC,KAAK,MAAM,EAChE,QAAQ,EAAE,CAAC,GAAG,EAAE,IAAI,CAAC,CAAC,EAAE,MAAM,CAAC,KAAK,MAAM;IAG7D,QAAQ,CAAC,GAAG,EAAE,MAAM,GAAG,CAAC;IAIxB,OAAO,CAAC,IAAI;IAQZ,OAAO,CAAC,KAAK,EAAE,IAAI,CAAC,CAAC,EAAE,MAAM,CAAC;IAkC9B,OAAO,CAAC,KAAK,EAAE,IAAI,CAAC,CAAC,EAAE,MAAM,CAAC;IAwB9B,KAAK;IAKL,KAAK,CAAC,EAAE,EAAE,CAAC,KAAK,EAAE,CAAC,KAAK,OAAO;IAY/B,MAAM,CAAC,CAAC,EAAE,EAAE,EAAE,CAAC,KAAK,EAAE,CAAC,EAAE,SAAS,EAAE,CAAC,KAAK,CAAC,EAAE,SAAS,EAAE,CAAC;CAS1D"}

package/dist/shared/collections.js

@@ -16,24 +16,32 @@ class Set {
         return (_a = this.get(id)) !== null && _a !== void 0 ? _a : this.upsert(setter());
     }
     upsert(value) {
-        this.array.forEach((it, idx) => {
-            if (it.id == value.id) {
-                this.array[idx] = value;
-                return value;
-            }
-        });
+        const index = this.array.findIndex(it => it.id == value.id);
+        if (index >= 0) {
+            this.array[index] = value;
+            return value;
+        }
         this.array.push(value);
         return value;
     }
+    remove(value) {
+        const index = this.array.indexOf(value);
+        if (index > -1) {
+            this.array.splice(index, 1);
+        }
+    }
     asReadonlyArray() {
         return this.array;
     }
+    clear() {
+        this.array.splice(0, this.array.length);
+    }
 }
 exports.Set = Set;
 class PriorityList {
-    constructor(comparer, key) {
+    constructor(comparer, getKeyFn) {
         this.comparer = comparer;
-        this.key = key;
+        this.getKeyFn = getKeyFn;
         this.valueByKey = {};
     }
     getByKey(key) {
@@ -41,7 +49,7 @@ class PriorityList {
     }
     make(value, next = undefined) {
         const node = Object.assign(Object.assign({}, value), { next });
-        this.valueByKey[node[this.key].toString()] = node;
+        this.valueByKey[this.getKeyFn(node)] = node;
         return node;
     }
     enqueue(value) {
@@ -80,14 +88,15 @@ class PriorityList {
         }
         if (this.comparer(this.head, value) == 0) {
             this.head = this.head.next;
-            delete this.valueByKey[value[this.key].toString()];
+            delete this.valueByKey[this.getKeyFn(value)];
         }
         this.visit(it => {
             if (it.next && this.comparer(it.next, value) == 0) {
                 it.next = it.next.next;
-                delete this.valueByKey[value[this.key].toString()];
-                return false;
+                delete this.valueByKey[this.getKeyFn(value)];
+                return true;
             }
+            return false;
         });
     }
     clear() {
@@ -112,4 +121,3 @@ class PriorityList {
     }
 }
 exports.PriorityList = PriorityList;
-//# sourceMappingURL=collections.js.map

package/dist/shared/datetime.d.ts

@@ -1,2 +1,3 @@
 export declare type timestamp = number;
 export declare function now(): timestamp;
+//# sourceMappingURL=datetime.d.ts.map

package/dist/shared/datetime.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"datetime.d.ts","sourceRoot":"","sources":["../../src/shared/datetime.ts"],"names":[],"mappings":"AAAA,oBAAY,SAAS,GAAG,MAAM,CAAC;AAE/B,wBAAgB,GAAG,IAAI,SAAS,CAE/B"}

package/dist/shared/datetime.js

@@ -5,4 +5,3 @@ function now() {
     return new Date().getTime();
 }
 exports.now = now;
-//# sourceMappingURL=datetime.js.map

package/dist/shared/decimals.d.ts

@@ -13,5 +13,18 @@ export declare namespace d {
 }
 export declare function weightedMean(values: decimal[], weights: decimal[]): decimal;
 export declare function pnl(entryRate: decimal, exitRate: decimal, amount: decimal): Decimal;
+/**
+ *
+ * @param timestamp
+ * @param timeframe
+ * @returns nearest timestamp to the given timeframe
+ */
 export declare function candledown(timestamp: number, timeframe: number): number;
+/**
+ *
+ * @param timestamp
+ * @param timeframe
+ * @returns nearest timestamp to the given timeframe
+ */
 export declare function candleup(timestamp: number, timeframe: number): number;
+//# sourceMappingURL=decimals.d.ts.map

package/dist/shared/decimals.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"decimals.d.ts","sourceRoot":"","sources":["../../src/shared/decimals.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,MAAM,YAAY,CAAC;AAErC,OAAO,QAAQ,YAAY,CAAC;IAC1B,UAAU,OAAO;QACf,OAAO,CAAC,aAAa,EAAE,MAAM,GAAG,OAAO,CAAC;QACxC,MAAM,CAAC,aAAa,EAAE,MAAM,GAAG,OAAO,CAAC;KACxC;CACF;AAUD,qBAAa,OAAQ,SAAQ,OAAO;CAAG;AAEvC,wBAAgB,CAAC,CAAC,KAAK,EAAE,OAAO,CAAC,KAAK,WAErC;yBAFe,CAAC;;;AAMjB,wBAAgB,YAAY,CAAC,MAAM,EAAE,OAAO,EAAE,EAAE,OAAO,EAAE,OAAO,EAAE,GAAG,OAAO,CAc3E;AAED,wBAAgB,GAAG,CAAC,SAAS,EAAE,OAAO,EAAE,QAAQ,EAAE,OAAO,EAAE,MAAM,EAAE,OAAO,WAEzE;AAED;;;;;GAKG;AACH,wBAAgB,UAAU,CAAC,SAAS,EAAE,MAAM,EAAE,SAAS,EAAE,MAAM,GAAG,MAAM,CAEvE;AAED;;;;;GAKG;AACH,wBAAgB,QAAQ,CAAC,SAAS,EAAE,MAAM,EAAE,SAAS,EAAE,MAAM,GAAG,MAAM,CAErE"}

package/dist/shared/decimals.js

@@ -34,12 +34,23 @@ function pnl(entryRate, exitRate, amount) {
     return exitRate.div(entryRate).minus(1).mul(amount);
 }
 exports.pnl = pnl;
+/**
+ *
+ * @param timestamp
+ * @param timeframe
+ * @returns nearest timestamp to the given timeframe
+ */
 function candledown(timestamp, timeframe) {
     return timestamp - (timestamp % timeframe);
 }
 exports.candledown = candledown;
+/**
+ *
+ * @param timestamp
+ * @param timeframe
+ * @returns nearest timestamp to the given timeframe
+ */
 function candleup(timestamp, timeframe) {
     return candledown(timestamp, timeframe) + timeframe;
 }
 exports.candleup = candleup;
-//# sourceMappingURL=decimals.js.map

package/dist/shared/environment.d.ts

@@ -0,0 +1,3 @@
+export declare function workingDirectory(): string;
+export declare function getEnvVar(name: string, optional?: boolean): string;
+//# sourceMappingURL=environment.d.ts.map

package/dist/shared/environment.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"environment.d.ts","sourceRoot":"","sources":["../../src/shared/environment.ts"],"names":[],"mappings":"AAAA,wBAAgB,gBAAgB,WAE/B;AAED,wBAAgB,SAAS,CAAC,IAAI,EAAE,MAAM,EAAE,QAAQ,UAAQ,GAAG,MAAM,CAQhE"}

package/dist/shared/environment.js

@@ -0,0 +1,15 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getEnvVar = exports.workingDirectory = void 0;
+function workingDirectory() {
+    return './.quantform/';
+}
+exports.workingDirectory = workingDirectory;
+function getEnvVar(name, optional = false) {
+    const value = process.env[name];
+    if (!value && !optional) {
+        throw new Error(`Missing environment variable: ${name}`);
+    }
+    return value !== null && value !== void 0 ? value : '';
+}
+exports.getEnvVar = getEnvVar;

package/dist/shared/index.d.ts

@@ -1,7 +1,8 @@
 export * from './datetime';
 export * from './decimals';
-export * from './io';
+export * from './environment';
 export * from './logger';
 export * from './policy';
 export * from './collections';
 export * from './pipe';
+//# sourceMappingURL=index.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/shared/index.ts"],"names":[],"mappings":"AAAA,cAAc,YAAY,CAAC;AAC3B,cAAc,YAAY,CAAC;AAC3B,cAAc,eAAe,CAAC;AAC9B,cAAc,UAAU,CAAC;AACzB,cAAc,UAAU,CAAC;AACzB,cAAc,eAAe,CAAC;AAC9B,cAAc,QAAQ,CAAC"}

package/dist/shared/index.js

@@ -16,9 +16,8 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
 Object.defineProperty(exports, "__esModule", { value: true });
 __exportStar(require("./datetime"), exports);
 __exportStar(require("./decimals"), exports);
-__exportStar(require("./io"), exports);
+__exportStar(require("./environment"), exports);
 __exportStar(require("./logger"), exports);
 __exportStar(require("./policy"), exports);
 __exportStar(require("./collections"), exports);
 __exportStar(require("./pipe"), exports);
-//# sourceMappingURL=index.js.map

package/dist/shared/logger.d.ts

@@ -1,9 +1,7 @@
 export declare class Logger {
-    static info: any;
-    static log: any;
-    static debug: any;
-    static warn: any;
-    static error: any;
-    static assert: any;
-    static trace: any;
+    static info: (context: string, message: string) => void;
+    static debug: (context: string, message: string) => void;
+    static warn: (context: string, message: string) => void;
+    static error: (context: string, error: unknown) => void;
 }
+//# sourceMappingURL=logger.d.ts.map

package/dist/shared/logger.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"logger.d.ts","sourceRoot":"","sources":["../../src/shared/logger.ts"],"names":[],"mappings":"AAiBA,qBAAa,MAAM;IACjB,OAAc,IAAI,YAAa,MAAM,WAAW,MAAM,UACO;IAE7D,OAAc,KAAK,YAAa,MAAM,WAAW,MAAM,UACO;IAE9D,OAAc,IAAI,YAAa,MAAM,WAAW,MAAM,UACO;IAE7D,OAAc,KAAK,YAAa,MAAM,SAAS,OAAO,UAQpD;CACH"}

package/dist/shared/logger.js

@@ -1,14 +1,30 @@
 "use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Logger = void 0;
+const chalk_1 = __importDefault(require("chalk"));
+const datetime_1 = require("./datetime");
+const colorize = (content) => {
+    let hash = 0x811c9dc5;
+    for (let i = 0; i < content.length; i++) {
+        hash ^= content.charCodeAt(i);
+        hash += (hash << 1) + (hash << 4) + (hash << 7) + (hash << 8) + (hash << 24);
+    }
+    return chalk_1.default.hex('#' + (hash * 0xfffff * 1000000).toString(16).slice(0, 6))(content);
+};
+const time = () => chalk_1.default.gray(new Date((0, datetime_1.now)()).toISOString());
 class Logger {
 }
 exports.Logger = Logger;
-Logger.info = console && console.info && console.info.bind(console);
-Logger.log = console && console.log && console.log.bind(console);
-Logger.debug = console && console.debug && console.debug.bind(console);
-Logger.warn = console && console.warn && console.warn.bind(console);
-Logger.error = console && console.error && console.error.bind(console);
-Logger.assert = console && console.assert && console.assert.bind(console);
-Logger.trace = console && console.trace && console.trace.bind(console);
-//# sourceMappingURL=logger.js.map
+Logger.info = (context, message) => console.info(`${time()} ${colorize(context)}: ${message}`);
+Logger.debug = (context, message) => console.debug(`${time()} ${colorize(context)}: ${message}`);
+Logger.warn = (context, message) => console.warn(`${time()} ${colorize(context)}: ${message}`);
+Logger.error = (context, error) => {
+    let message = 'Unknown Error';
+    if (error instanceof Error) {
+        message = error.message;
+    }
+    console.error(`${time()} ${colorize(context)}: ${message}`);
+};

package/dist/shared/pipe.d.ts

@@ -2,3 +2,4 @@ import { Observable } from 'rxjs';
 declare type Constructor<T> = new (...args: any[]) => T;
 export declare function ofType<T extends K, K>(type: Constructor<T>): (input: Observable<K>) => Observable<T>;
 export {};
+//# sourceMappingURL=pipe.d.ts.map

package/dist/shared/pipe.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"pipe.d.ts","sourceRoot":"","sources":["../../src/shared/pipe.ts"],"names":[],"mappings":"AAAA,OAAO,EAAe,UAAU,EAAE,MAAM,MAAM,CAAC;AAG/C,aAAK,WAAW,CAAC,CAAC,IAAI,KAAK,GAAG,IAAI,EAAE,GAAG,EAAE,KAAK,CAAC,CAAC;AAEhD,wBAAgB,MAAM,CAAC,CAAC,SAAS,CAAC,EAAE,CAAC,EAAE,IAAI,EAAE,WAAW,CAAC,CAAC,CAAC,WAC1C,WAAW,CAAC,CAAC,mBAK7B"}

package/dist/shared/pipe.js

@@ -6,4 +6,3 @@ function ofType(type) {
     return (input) => input.pipe((0, rxjs_1.filter)(it => it instanceof type), (0, rxjs_1.map)(it => it));
 }
 exports.ofType = ofType;
-//# sourceMappingURL=pipe.js.map

package/dist/shared/policy.d.ts

@@ -1 +1,2 @@
 export declare function retry<T>(fn: () => Promise<T>): Promise<T>;
+//# sourceMappingURL=policy.d.ts.map

package/dist/shared/policy.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"policy.d.ts","sourceRoot":"","sources":["../../src/shared/policy.ts"],"names":[],"mappings":"AAEA,wBAAgB,KAAK,CAAC,CAAC,EAAE,EAAE,EAAE,MAAM,OAAO,CAAC,CAAC,CAAC,GAAG,OAAO,CAAC,CAAC,CAAC,CAEzD"}

package/dist/shared/policy.js

@@ -6,4 +6,3 @@ function retry(fn) {
     return (0, ts_retry_1.retryAsync)(fn, { delay: 1000, maxTry: 3 });
 }
 exports.retry = retry;
-//# sourceMappingURL=policy.js.map

package/dist/storage/cache.d.ts

@@ -7,3 +7,4 @@ export declare class Cache {
         ttl?: number;
     }): Promise<T>;
 }
+//# sourceMappingURL=cache.d.ts.map

package/dist/storage/cache.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"cache.d.ts","sourceRoot":"","sources":["../../src/storage/cache.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AAEpC,qBAAa,KAAK;IACJ,OAAO,CAAC,QAAQ,CAAC,OAAO;gBAAP,OAAO,EAAE,OAAO;IAEvC,MAAM,CAAC,CAAC,EACZ,MAAM,EAAE,MAAM,OAAO,CAAC,CAAC,CAAC,EACxB,OAAO,EAAE;QAAE,GAAG,EAAE,MAAM,CAAC;QAAC,GAAG,CAAC,EAAE,MAAM,CAAA;KAAE,GACrC,OAAO,CAAC,CAAC,CAAC;CA2Bd"}

package/dist/storage/cache.js

@@ -1,4 +1,13 @@
 "use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Cache = void 0;
 const shared_1 = require("../shared");
@@ -6,27 +15,29 @@ class Cache {
     constructor(storage) {
         this.storage = storage;
     }
-    async tryGet(getter, options) {
+    tryGet(getter, options) {
         var _a;
-        const time = (0, shared_1.now)();
-        const payload = await this.storage.query(options.key, {
-            kind: 'cache',
-            count: 1,
-            to: time + 1
+        return __awaiter(this, void 0, void 0, function* () {
+            const time = (0, shared_1.now)();
+            const payload = yield this.storage.query(options.key, {
+                kind: 'cache',
+                count: 1,
+                to: time + 1
+            });
+            const ttl = (_a = options.ttl) !== null && _a !== void 0 ? _a : 60 * 60 * 24;
+            if (!payload.length || payload[0].timestamp < time - ttl) {
+                const value = yield getter();
+                yield this.storage.save(options.key, [
+                    {
+                        timestamp: time,
+                        kind: 'cache',
+                        json: JSON.stringify(value)
+                    }
+                ]);
+                return value;
+            }
+            return JSON.parse(payload[0].json);
         });
-        if ((_a = (!payload.length || payload[0].timestamp < time - options.ttl)) !== null && _a !== void 0 ? _a : 60 * 60 * 24) {
-            const value = await getter();
-            await this.storage.save(options.key, [
-                {
-                    timestamp: time,
-                    kind: 'cache',
-                    json: JSON.stringify(value)
-                }
-            ]);
-            return value;
-        }
-        return JSON.parse(payload[0].json);
     }
 }
 exports.Cache = Cache;
-//# sourceMappingURL=cache.js.map

package/dist/storage/feed.d.ts

@@ -2,12 +2,37 @@ import { InstrumentSelector } from '../domain';
 import { OrderbookPatchEvent, TradePatchEvent } from '../store';
 import { Storage, StorageDocument, StorageQueryOptions } from './storage';
 export declare type StorageEvent = TradePatchEvent | OrderbookPatchEvent;
+/**
+ * Represents a storage supposed to store historical data.
+ * You can use CLI to fetch and save data in the Feed.
+ */
 export declare class Feed {
     private readonly storage;
     constructor(storage: Storage);
+    /**
+     * Returns all instrument names stored in the feed.
+     */
     index(): Promise<Array<string>>;
+    /**
+     *
+     * @param events
+     * @returns
+     */
     save(events: StorageEvent[]): Promise<void>;
+    /**
+     *
+     * @param instrument
+     * @param options
+     * @returns
+     */
     query(instrument: InstrumentSelector, options: StorageQueryOptions): Promise<StorageEvent[]>;
+    /**
+     * Converts a StorageEvent to a persisted StorageDocument.
+     */
     protected serializeEvent(event: StorageEvent): StorageDocument | undefined;
+    /**
+     * Converts a persisted StorageDocument to a StorageEvent.
+     */
     protected deserializeEvent(document: StorageDocument, instrument: InstrumentSelector): StorageEvent;
 }
+//# sourceMappingURL=feed.d.ts.map

package/dist/storage/feed.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"feed.d.ts","sourceRoot":"","sources":["../../src/storage/feed.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,MAAM,WAAW,CAAC;AAE/C,OAAO,EAAE,mBAAmB,EAAE,eAAe,EAAE,MAAM,UAAU,CAAC;AAChE,OAAO,EAAE,OAAO,EAAE,eAAe,EAAE,mBAAmB,EAAE,MAAM,WAAW,CAAC;AAE1E,oBAAY,YAAY,GAAG,eAAe,GAAG,mBAAmB,CAAC;AAEjE;;;GAGG;AACH,qBAAa,IAAI;IACH,OAAO,CAAC,QAAQ,CAAC,OAAO;gBAAP,OAAO,EAAE,OAAO;IAE7C;;OAEG;IACH,KAAK,IAAI,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;IAI/B;;;;OAIG;IACG,IAAI,CAAC,MAAM,EAAE,YAAY,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAsBjD;;;;;OAKG;IACG,KAAK,CACT,UAAU,EAAE,kBAAkB,EAC9B,OAAO,EAAE,mBAAmB,GAC3B,OAAO,CAAC,YAAY,EAAE,CAAC;IAM1B;;OAEG;IACH,SAAS,CAAC,cAAc,CAAC,KAAK,EAAE,YAAY,GAAG,eAAe,GAAG,SAAS;IA4B1E;;OAEG;IACH,SAAS,CAAC,gBAAgB,CACxB,QAAQ,EAAE,eAAe,EACzB,UAAU,EAAE,kBAAkB,GAC7B,YAAY;CAuBhB"}

package/dist/storage/feed.js

@@ -1,37 +1,71 @@
 "use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Feed = void 0;
 const shared_1 = require("../shared");
 const store_1 = require("../store");
+/**
+ * Represents a storage supposed to store historical data.
+ * You can use CLI to fetch and save data in the Feed.
+ */
 class Feed {
     constructor(storage) {
         this.storage = storage;
     }
+    /**
+     * Returns all instrument names stored in the feed.
+     */
     index() {
         return this.storage.index();
     }
-    async save(events) {
-        const grouped = events.reduce((aggregate, it) => {
-            const document = this.serializeEvent(it);
-            if (!document) {
+    /**
+     *
+     * @param events
+     * @returns
+     */
+    save(events) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const grouped = events.reduce((aggregate, it) => {
+                const document = this.serializeEvent(it);
+                if (!document) {
+                    return aggregate;
+                }
+                if (aggregate[it.instrument.id]) {
+                    aggregate[it.instrument.id].push(document);
+                }
+                else {
+                    aggregate[it.instrument.id] = [document];
+                }
                 return aggregate;
+            }, {});
+            for (const instrument in grouped) {
+                yield this.storage.save(instrument, grouped[instrument]);
             }
-            if (aggregate[it.instrument.id]) {
-                aggregate[it.instrument.id].push(document);
-            }
-            else {
-                aggregate[it.instrument.id] = [document];
-            }
-            return aggregate;
-        }, {});
-        for (const instrument in grouped) {
-            await this.storage.save(instrument, grouped[instrument]);
-        }
+        });
     }
-    async query(instrument, options) {
-        const documents = await this.storage.query(instrument.id, options);
-        return documents.map(it => this.deserializeEvent(it, instrument));
+    /**
+     *
+     * @param instrument
+     * @param options
+     * @returns
+     */
+    query(instrument, options) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const documents = yield this.storage.query(instrument.id, options);
+            return documents.map(it => this.deserializeEvent(it, instrument));
+        });
     }
+    /**
+     * Converts a StorageEvent to a persisted StorageDocument.
+     */
     serializeEvent(event) {
         if (event instanceof store_1.OrderbookPatchEvent) {
             return {
@@ -57,6 +91,9 @@ class Feed {
         }
         return undefined;
     }
+    /**
+     * Converts a persisted StorageDocument to a StorageEvent.
+     */
     deserializeEvent(document, instrument) {
         const payload = JSON.parse(document.json);
         if (document.kind === 'trade') {
@@ -65,7 +102,7 @@ class Feed {
         if (document.kind === 'orderbook') {
             return new store_1.OrderbookPatchEvent(instrument, { rate: (0, shared_1.d)(payload.ar), quantity: (0, shared_1.d)(payload.aq), next: undefined }, { rate: (0, shared_1.d)(payload.bb), quantity: (0, shared_1.d)(payload.bq), next: undefined }, document.timestamp);
         }
+        throw new Error(`Unsupported event: ${document.kind}`);
     }
 }
 exports.Feed = Feed;
-//# sourceMappingURL=feed.js.map

package/dist/storage/index.d.ts

@@ -2,3 +2,4 @@ export * from './feed';
 export * from './measurement';
 export * from './storage';
 export * from './cache';
+//# sourceMappingURL=index.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/storage/index.ts"],"names":[],"mappings":"AAAA,cAAc,QAAQ,CAAC;AACvB,cAAc,eAAe,CAAC;AAC9B,cAAc,WAAW,CAAC;AAC1B,cAAc,SAAS,CAAC"}

package/dist/storage/index.js

@@ -18,4 +18,3 @@ __exportStar(require("./feed"), exports);
 __exportStar(require("./measurement"), exports);
 __exportStar(require("./storage"), exports);
 __exportStar(require("./cache"), exports);
-//# sourceMappingURL=index.js.map

package/dist/storage/measurement.d.ts

@@ -5,10 +5,30 @@ export interface Measure {
     kind: string;
     payload: any;
 }
+/**
+ *
+ */
 export declare class Measurement {
     private readonly storage;
     constructor(storage: Storage);
+    /**
+     *
+     * @returns
+     */
     index(): Promise<Array<number>>;
+    /**
+     *
+     * @param session
+     * @param measurements
+     * @returns
+     */
     save(session: number, measurements: Measure[]): Promise<void>;
+    /**
+     *
+     * @param session
+     * @param options
+     * @returns
+     */
     query(session: number, options: StorageQueryOptions): Promise<Measure[]>;
 }
+//# sourceMappingURL=measurement.d.ts.map

package/dist/storage/measurement.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"measurement.d.ts","sourceRoot":"","sources":["../../src/storage/measurement.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AACtC,OAAO,EAAE,OAAO,EAAE,mBAAmB,EAAE,MAAM,WAAW,CAAC;AAEzD,MAAM,WAAW,OAAO;IACtB,SAAS,EAAE,SAAS,CAAC;IACrB,IAAI,EAAE,MAAM,CAAC;IACb,OAAO,EAAE,GAAG,CAAC;CACd;AAED;;GAEG;AACH,qBAAa,WAAW;IACV,OAAO,CAAC,QAAQ,CAAC,OAAO;gBAAP,OAAO,EAAE,OAAO;IAE7C;;;OAGG;IACG,KAAK,IAAI,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;IAIrC;;;;;OAKG;IACH,IAAI,CAAC,OAAO,EAAE,MAAM,EAAE,YAAY,EAAE,OAAO,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAW7D;;;;;OAKG;IACG,KAAK,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,mBAAmB,GAAG,OAAO,CAAC,OAAO,EAAE,CAAC;CAS/E"}

package/dist/storage/measurement.js

@@ -1,13 +1,37 @@
 "use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Measurement = void 0;
+/**
+ *
+ */
 class Measurement {
     constructor(storage) {
         this.storage = storage;
     }
-    async index() {
-        return (await this.storage.index()).map(it => Number(it));
+    /**
+     *
+     * @returns
+     */
+    index() {
+        return __awaiter(this, void 0, void 0, function* () {
+            return (yield this.storage.index()).map(it => Number(it));
+        });
     }
+    /**
+     *
+     * @param session
+     * @param measurements
+     * @returns
+     */
     save(session, measurements) {
         return this.storage.save(session.toString(), measurements.map(it => ({
             timestamp: it.timestamp,
@@ -15,14 +39,21 @@ class Measurement {
             json: JSON.stringify(it.payload)
         })));
     }
-    async query(session, options) {
-        const rows = await this.storage.query(session.toString(), options);
-        return rows.map(it => ({
-            timestamp: it.timestamp,
-            kind: it.kind,
-            payload: JSON.parse(it.json)
-        }));
+    /**
+     *
+     * @param session
+     * @param options
+     * @returns
+     */
+    query(session, options) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const rows = yield this.storage.query(session.toString(), options);
+            return rows.map(it => ({
+                timestamp: it.timestamp,
+                kind: it.kind,
+                payload: JSON.parse(it.json)
+            }));
+        });
     }
 }
 exports.Measurement = Measurement;
-//# sourceMappingURL=measurement.js.map