@quantform/core 0.5.23 → 0.6.4

package/dist/storage/storage.d.ts

@@ -9,17 +9,58 @@ export declare type StorageQueryOptions = {
     kind?: string;
     count: number;
 };
+/**
+ *
+ */
 export declare type StorageFactory = (type: string) => Storage;
+/**
+ *
+ */
 export interface Storage {
+    /**
+     *
+     */
     index(): Promise<Array<string>>;
+    /**
+     *
+     * @param library
+     * @param documents
+     */
     save(library: string, documents: StorageDocument[]): Promise<void>;
+    /**
+     *
+     * @param library
+     * @param options
+     */
     query(library: string, options: StorageQueryOptions): Promise<StorageDocument[]>;
 }
 export declare function inMemoryStorageFactory(): StorageFactory;
+/**
+ *
+ */
 export declare class InMemoryStorage implements Storage {
     private tables;
+    /**
+     *
+     * @returns
+     */
     index(): Promise<Array<string>>;
+    /**
+     *
+     * @param library
+     * @param options
+     * @returns
+     */
     query(library: string, options: StorageQueryOptions): Promise<StorageDocument[]>;
+    /**
+     *
+     * @param library
+     * @param documents
+     */
     save(library: string, documents: StorageDocument[]): Promise<void>;
+    /**
+     *
+     */
     clear(): void;
 }
+//# sourceMappingURL=storage.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"storage.d.ts","sourceRoot":"","sources":["../../src/storage/storage.ts"],"names":[],"mappings":"AAAA,oBAAY,eAAe,GAAG;IAC5B,SAAS,EAAE,MAAM,CAAC;IAClB,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE,MAAM,CAAC;CACd,CAAC;AAEF,oBAAY,mBAAmB,GAAG;IAChC,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,EAAE,CAAC,EAAE,MAAM,CAAC;IACZ,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,KAAK,EAAE,MAAM,CAAC;CACf,CAAC;AAEF;;GAEG;AACH,oBAAY,cAAc,GAAG,CAAC,IAAI,EAAE,MAAM,KAAK,OAAO,CAAC;AAEvD;;GAEG;AACH,MAAM,WAAW,OAAO;IACtB;;OAEG;IACH,KAAK,IAAI,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC;IAEhC;;;;OAIG;IACH,IAAI,CAAC,OAAO,EAAE,MAAM,EAAE,SAAS,EAAE,eAAe,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;IAEnE;;;;OAIG;IACH,KAAK,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,mBAAmB,GAAG,OAAO,CAAC,eAAe,EAAE,CAAC,CAAC;CAClF;AAED,wBAAgB,sBAAsB,IAAI,cAAc,CAIvD;AAED;;GAEG;AACH,qBAAa,eAAgB,YAAW,OAAO;IAC7C,OAAO,CAAC,MAAM,CAAyC;IAEvD;;;OAGG;IACG,KAAK,IAAI,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;IAIrC;;;;;OAKG;IACG,KAAK,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,mBAAmB,GAAG,OAAO,CAAC,eAAe,EAAE,CAAC;IAgCtF;;;;OAIG;IACG,IAAI,CAAC,OAAO,EAAE,MAAM,EAAE,SAAS,EAAE,eAAe,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAcxE;;OAEG;IACH,KAAK;CAGN"}

package/dist/storage/storage.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.InMemoryStorage = exports.inMemoryStorageFactory = void 0;
 function inMemoryStorageFactory() {
@@ -6,48 +15,75 @@ function inMemoryStorageFactory() {
     return (type) => { var _a; return (_a = storage[type]) !== null && _a !== void 0 ? _a : (storage[type] = new InMemoryStorage()); };
 }
 exports.inMemoryStorageFactory = inMemoryStorageFactory;
+/**
+ *
+ */
 class InMemoryStorage {
     constructor() {
         this.tables = {};
     }
-    async index() {
-        return Object.keys(this.tables);
+    /**
+     *
+     * @returns
+     */
+    index() {
+        return __awaiter(this, void 0, void 0, function* () {
+            return Object.keys(this.tables);
+        });
     }
-    async query(library, options) {
-        if (!this.tables[library]) {
-            return [];
-        }
-        let query = this.tables[library];
-        if (options.from) {
-            query = query.filter(it => it.timestamp > options.from);
-        }
-        if (options.to) {
-            query = query.filter(it => it.timestamp < options.to);
-        }
-        if (options.kind) {
-            query = query.filter(it => it.kind == options.kind);
-        }
-        if (options.from == undefined && options.to) {
-            query = query.reverse();
-        }
-        if (options.count) {
-            query = query.slice(0, options.count);
-        }
-        return query;
+    /**
+     *
+     * @param library
+     * @param options
+     * @returns
+     */
+    query(library, options) {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (!this.tables[library]) {
+                return [];
+            }
+            let query = this.tables[library];
+            const { from, to, kind, count } = options;
+            if (from) {
+                query = query.filter(it => it.timestamp > from);
+            }
+            if (to) {
+                query = query.filter(it => it.timestamp < to);
+            }
+            if (kind) {
+                query = query.filter(it => it.kind == kind);
+            }
+            if (from == undefined && to) {
+                query = query.reverse();
+            }
+            if (count) {
+                query = query.slice(0, options.count);
+            }
+            return query;
+        });
     }
-    async save(library, documents) {
-        if (!this.tables[library]) {
-            this.tables[library] = [];
-        }
-        const buffer = this.tables[library];
-        for (const document of documents) {
-            buffer.push(document);
-        }
-        buffer.sort((lhs, rhs) => lhs.timestamp - rhs.timestamp);
+    /**
+     *
+     * @param library
+     * @param documents
+     */
+    save(library, documents) {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (!this.tables[library]) {
+                this.tables[library] = [];
+            }
+            const buffer = this.tables[library];
+            for (const document of documents) {
+                buffer.push(document);
+            }
+            buffer.sort((lhs, rhs) => lhs.timestamp - rhs.timestamp);
+        });
     }
+    /**
+     *
+     */
     clear() {
         this.tables = {};
     }
 }
 exports.InMemoryStorage = InMemoryStorage;
-//# sourceMappingURL=storage.js.map

package/dist/store/error.d.ts

@@ -0,0 +1,9 @@
+import { AssetSelector, InstrumentSelector, OrderState } from '../domain';
+export declare function assetNotSupportedError(selector: AssetSelector): Error;
+export declare function instrumentNotSubscribedError(selector: InstrumentSelector): Error;
+export declare function instrumentNotSupportedError(selector: InstrumentSelector): Error;
+export declare function liquidationError(): Error;
+export declare function orderNotFoundError(id: string): Error;
+export declare function balanceNotFoundError(selector: AssetSelector): Error;
+export declare function orderInvalidStateError(currentState: OrderState, requiredStates: OrderState[]): Error;
+//# sourceMappingURL=error.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"error.d.ts","sourceRoot":"","sources":["../../src/store/error.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,aAAa,EAAE,kBAAkB,EAAE,UAAU,EAAE,MAAM,WAAW,CAAC;AAE1E,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,aAAa,SAE7D;AAED,wBAAgB,4BAA4B,CAAC,QAAQ,EAAE,kBAAkB,SAExE;AAED,wBAAgB,2BAA2B,CAAC,QAAQ,EAAE,kBAAkB,SAEvE;AAED,wBAAgB,gBAAgB,UAE/B;AAED,wBAAgB,kBAAkB,CAAC,EAAE,EAAE,MAAM,SAE5C;AAED,wBAAgB,oBAAoB,CAAC,QAAQ,EAAE,aAAa,SAE3D;AAED,wBAAgB,sBAAsB,CACpC,YAAY,EAAE,UAAU,EACxB,cAAc,EAAE,UAAU,EAAE,SAO7B"}

package/dist/store/error.js

@@ -0,0 +1,31 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.orderInvalidStateError = exports.balanceNotFoundError = exports.orderNotFoundError = exports.liquidationError = exports.instrumentNotSupportedError = exports.instrumentNotSubscribedError = exports.assetNotSupportedError = void 0;
+function assetNotSupportedError(selector) {
+    return new Error(`asset ${selector.id} not supported.`);
+}
+exports.assetNotSupportedError = assetNotSupportedError;
+function instrumentNotSubscribedError(selector) {
+    return new Error(`trying to patch a not subscribed instrument ${selector.id}`);
+}
+exports.instrumentNotSubscribedError = instrumentNotSubscribedError;
+function instrumentNotSupportedError(selector) {
+    return new Error(`instrument ${selector.id} not supported.`);
+}
+exports.instrumentNotSupportedError = instrumentNotSupportedError;
+function liquidationError() {
+    return new Error('you have been liquidated.');
+}
+exports.liquidationError = liquidationError;
+function orderNotFoundError(id) {
+    return new Error(`trying to patch unknown order: ${id}`);
+}
+exports.orderNotFoundError = orderNotFoundError;
+function balanceNotFoundError(selector) {
+    return new Error(`balance not found: ${selector.id}`);
+}
+exports.balanceNotFoundError = balanceNotFoundError;
+function orderInvalidStateError(currentState, requiredStates) {
+    return new Error(`order state ${currentState} is not in one of required states: ${requiredStates.join(', ')}`);
+}
+exports.orderInvalidStateError = orderInvalidStateError;

package/dist/store/index.d.ts

@@ -1,9 +1,10 @@
 export * from './store';
 export * from './store-state';
-export * from './store-balance.event';
-export * from './store-instrument.event';
-export * from './store-order.event';
-export * from './store-orderbook.event';
-export * from './store-position.event';
-export * from './store-trade.event';
-export * from './store.event';
+export * from './store-balance-event';
+export * from './store-instrument-event';
+export * from './store-order-event';
+export * from './store-orderbook-event';
+export * from './store-position-event';
+export * from './store-trade-event';
+export * from './store-event';
+//# sourceMappingURL=index.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/store/index.ts"],"names":[],"mappings":"AAAA,cAAc,SAAS,CAAC;AACxB,cAAc,eAAe,CAAC;AAC9B,cAAc,uBAAuB,CAAC;AACtC,cAAc,0BAA0B,CAAC;AACzC,cAAc,qBAAqB,CAAC;AACpC,cAAc,yBAAyB,CAAC;AACxC,cAAc,wBAAwB,CAAC;AACvC,cAAc,qBAAqB,CAAC;AACpC,cAAc,eAAe,CAAC"}

package/dist/store/index.js

@@ -16,11 +16,10 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
 Object.defineProperty(exports, "__esModule", { value: true });
 __exportStar(require("./store"), exports);
 __exportStar(require("./store-state"), exports);
-__exportStar(require("./store-balance.event"), exports);
-__exportStar(require("./store-instrument.event"), exports);
-__exportStar(require("./store-order.event"), exports);
-__exportStar(require("./store-orderbook.event"), exports);
-__exportStar(require("./store-position.event"), exports);
-__exportStar(require("./store-trade.event"), exports);
-__exportStar(require("./store.event"), exports);
-//# sourceMappingURL=index.js.map
+__exportStar(require("./store-balance-event"), exports);
+__exportStar(require("./store-instrument-event"), exports);
+__exportStar(require("./store-order-event"), exports);
+__exportStar(require("./store-orderbook-event"), exports);
+__exportStar(require("./store-position-event"), exports);
+__exportStar(require("./store-trade-event"), exports);
+__exportStar(require("./store-event"), exports);

package/dist/store/{store-balance.event.d.ts → store-balance-event.d.ts}

@@ -1,7 +1,10 @@
 import { AssetSelector, InstrumentSelector } from '../domain';
 import { decimal, timestamp } from '../shared';
-import { StoreEvent } from './store.event';
+import { StoreEvent } from './store-event';
 import { State, StateChangeTracker } from './store-state';
+/**
+ * Updates the free and freezed balance of the given asset.
+ */
 export declare class BalancePatchEvent implements StoreEvent {
     readonly asset: AssetSelector;
     readonly free: decimal;
@@ -10,6 +13,9 @@ export declare class BalancePatchEvent implements StoreEvent {
     constructor(asset: AssetSelector, free: decimal, freezed: decimal, timestamp: timestamp);
     handle(state: State, changes: StateChangeTracker): void;
 }
+/**
+ *
+ */
 export declare class BalanceTransactEvent implements StoreEvent {
     readonly asset: AssetSelector;
     readonly amount: decimal;
@@ -17,6 +23,9 @@ export declare class BalanceTransactEvent implements StoreEvent {
     constructor(asset: AssetSelector, amount: decimal, timestamp: timestamp);
     handle(state: State, changes: StateChangeTracker): void;
 }
+/**
+ *
+ */
 export declare class BalanceLockOrderEvent implements StoreEvent {
     readonly orderId: string;
     readonly instrument: InstrumentSelector;
@@ -24,6 +33,9 @@ export declare class BalanceLockOrderEvent implements StoreEvent {
     constructor(orderId: string, instrument: InstrumentSelector, timestamp: timestamp);
     handle(state: State, changes: StateChangeTracker): void;
 }
+/**
+ *
+ */
 export declare class BalanceUnlockOrderEvent implements StoreEvent {
     readonly orderId: string;
     readonly instrument: InstrumentSelector;
@@ -31,3 +43,4 @@ export declare class BalanceUnlockOrderEvent implements StoreEvent {
     constructor(orderId: string, instrument: InstrumentSelector, timestamp: timestamp);
     handle(state: State, changes: StateChangeTracker): void;
 }
+//# sourceMappingURL=store-balance-event.d.ts.map

package/dist/store/store-balance-event.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"store-balance-event.d.ts","sourceRoot":"","sources":["../../src/store/store-balance-event.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,aAAa,EAAW,kBAAkB,EAAE,MAAM,WAAW,CAAC;AACvE,OAAO,EAAE,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AAO/C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,KAAK,EAAE,kBAAkB,EAAE,MAAM,eAAe,CAAC;AAE1D;;GAEG;AACH,qBAAa,iBAAkB,YAAW,UAAU;IAEhD,QAAQ,CAAC,KAAK,EAAE,aAAa;IAC7B,QAAQ,CAAC,IAAI,EAAE,OAAO;IACtB,QAAQ,CAAC,OAAO,EAAE,OAAO;IACzB,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAHpB,KAAK,EAAE,aAAa,EACpB,IAAI,EAAE,OAAO,EACb,OAAO,EAAE,OAAO,EAChB,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB;CAmBjD;AAED;;GAEG;AACH,qBAAa,oBAAqB,YAAW,UAAU;IAEnD,QAAQ,CAAC,KAAK,EAAE,aAAa;IAC7B,QAAQ,CAAC,MAAM,EAAE,OAAO;IACxB,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,KAAK,EAAE,aAAa,EACpB,MAAM,EAAE,OAAO,EACf,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB;CAejD;AAED;;GAEG;AACH,qBAAa,qBAAsB,YAAW,UAAU;IAEpD,QAAQ,CAAC,OAAO,EAAE,MAAM;IACxB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,OAAO,EAAE,MAAM,EACf,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB;CAuCjD;AAED;;GAEG;AACH,qBAAa,uBAAwB,YAAW,UAAU;IAEtD,QAAQ,CAAC,OAAO,EAAE,MAAM;IACxB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,OAAO,EAAE,MAAM,EACf,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB;CAmCjD"}

package/dist/store/{store-balance.event.js → store-balance-event.js}

@@ -2,6 +2,10 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.BalanceUnlockOrderEvent = exports.BalanceLockOrderEvent = exports.BalanceTransactEvent = exports.BalancePatchEvent = void 0;
 const domain_1 = require("../domain");
+const error_1 = require("./error");
+/**
+ * Updates the free and freezed balance of the given asset.
+ */
 class BalancePatchEvent {
     constructor(asset, free, freezed, timestamp) {
         this.asset = asset;
@@ -10,11 +14,15 @@ class BalancePatchEvent {
         this.timestamp = timestamp;
     }
     handle(state, changes) {
+        /*
+         * skip not tradeable assets (for example, you can have an unlisted
+         * asset in your wallet).
+         */
         const asset = state.universe.asset.get(this.asset.id);
         if (!asset) {
             return;
         }
-        const balance = state.balance.tryGetOrSet(this.asset.id, () => new domain_1.Balance(asset));
+        const balance = state.balance.tryGetOrSet(this.asset.id, () => new domain_1.Balance(0, asset));
         balance.timestamp = this.timestamp;
         balance.set(this.free, this.freezed);
         state.timestamp = this.timestamp;
@@ -22,6 +30,9 @@ class BalancePatchEvent {
     }
 }
 exports.BalancePatchEvent = BalancePatchEvent;
+/**
+ *
+ */
 class BalanceTransactEvent {
     constructor(asset, amount, timestamp) {
         this.asset = asset;
@@ -29,10 +40,11 @@ class BalanceTransactEvent {
         this.timestamp = timestamp;
     }
     handle(state, changes) {
-        const balance = state.balance.tryGetOrSet(this.asset.id, () => {
-            const asset = state.universe.asset.get(this.asset.id);
-            return new domain_1.Balance(asset);
-        });
+        const asset = state.universe.asset.get(this.asset.id);
+        if (!asset) {
+            throw (0, error_1.assetNotSupportedError)(this.asset);
+        }
+        const balance = state.balance.tryGetOrSet(this.asset.id, () => new domain_1.Balance(0, asset));
         balance.timestamp = this.timestamp;
         balance.account(this.amount);
         state.timestamp = this.timestamp;
@@ -40,6 +52,9 @@ class BalanceTransactEvent {
     }
 }
 exports.BalanceTransactEvent = BalanceTransactEvent;
+/**
+ *
+ */
 class BalanceLockOrderEvent {
     constructor(orderId, instrument, timestamp) {
         this.orderId = orderId;
@@ -47,17 +62,31 @@ class BalanceLockOrderEvent {
         this.timestamp = timestamp;
     }
     handle(state, changes) {
-        const order = state.order.get(this.instrument.id).get(this.orderId);
+        var _a, _b;
+        const orders = state.order.get(this.instrument.id);
+        if (!orders) {
+            throw (0, error_1.instrumentNotSubscribedError)(this.instrument);
+        }
+        const order = orders.get(this.orderId);
+        if (!order) {
+            throw (0, error_1.orderNotFoundError)(this.orderId);
+        }
         const base = state.balance.get(order.instrument.base.id);
+        if (!base) {
+            throw (0, error_1.balanceNotFoundError)(order.instrument.base);
+        }
         const quote = state.balance.get(order.instrument.quote.id);
+        if (!quote) {
+            throw (0, error_1.balanceNotFoundError)(order.instrument.quote);
+        }
         const balanceToLock = order.calculateBalanceToLock(base, quote);
         state.timestamp = this.timestamp;
-        if (balanceToLock.base.greaterThan(0)) {
+        if ((_a = balanceToLock.base) === null || _a === void 0 ? void 0 : _a.greaterThan(0)) {
             base.timestamp = this.timestamp;
             base.lock(this.orderId, balanceToLock.base);
             changes.commit(base);
         }
-        if (balanceToLock.quote.greaterThan(0)) {
+        if ((_b = balanceToLock.quote) === null || _b === void 0 ? void 0 : _b.greaterThan(0)) {
             quote.timestamp = this.timestamp;
             quote.lock(this.orderId, balanceToLock.quote);
             changes.commit(quote);
@@ -65,6 +94,9 @@ class BalanceLockOrderEvent {
     }
 }
 exports.BalanceLockOrderEvent = BalanceLockOrderEvent;
+/**
+ *
+ */
 class BalanceUnlockOrderEvent {
     constructor(orderId, instrument, timestamp) {
         this.orderId = orderId;
@@ -72,9 +104,22 @@ class BalanceUnlockOrderEvent {
         this.timestamp = timestamp;
     }
     handle(state, changes) {
-        const order = state.order.get(this.instrument.id).get(this.orderId);
+        const orders = state.order.get(this.instrument.id);
+        if (!orders) {
+            throw (0, error_1.instrumentNotSubscribedError)(this.instrument);
+        }
+        const order = orders.get(this.orderId);
+        if (!order) {
+            throw (0, error_1.orderNotFoundError)(this.orderId);
+        }
         const base = state.balance.get(order.instrument.base.id);
+        if (!base) {
+            throw (0, error_1.balanceNotFoundError)(order.instrument.base);
+        }
         const quote = state.balance.get(order.instrument.quote.id);
+        if (!quote) {
+            throw (0, error_1.balanceNotFoundError)(order.instrument.quote);
+        }
         state.timestamp = this.timestamp;
         if (base.tryUnlock(this.orderId)) {
             base.timestamp = this.timestamp;
@@ -87,4 +132,3 @@ class BalanceUnlockOrderEvent {
     }
 }
 exports.BalanceUnlockOrderEvent = BalanceUnlockOrderEvent;
-//# sourceMappingURL=store-balance.event.js.map

package/dist/store/{store.event.d.ts → store-event.d.ts}

@@ -4,3 +4,4 @@ export interface StoreEvent {
     timestamp: timestamp;
     handle(state: State, changes: StateChangeTracker): void;
 }
+//# sourceMappingURL=store-event.d.ts.map

package/dist/store/store-event.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"store-event.d.ts","sourceRoot":"","sources":["../../src/store/store-event.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AACtC,OAAO,EAAE,KAAK,EAAE,kBAAkB,EAAE,MAAM,eAAe,CAAC;AAE1D,MAAM,WAAW,UAAU;IACzB,SAAS,EAAE,SAAS,CAAC;IAErB,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI,CAAC;CACzD"}

package/dist/store/{store.event.js → store-event.js}

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

package/dist/store/{store-instrument.event.d.ts → store-instrument-event.d.ts}

@@ -1,15 +1,15 @@
 import { Asset, Commission, InstrumentSelector } from '../domain';
 import { timestamp } from '../shared';
-import { State, StateChangeTracker } from '../store';
-import { StoreEvent } from './store.event';
+import { State, StateChangeTracker } from '.';
+import { StoreEvent } from './store-event';
 export declare class InstrumentPatchEvent implements StoreEvent {
     readonly timestamp: timestamp;
     readonly base: Asset;
     readonly quote: Asset;
     readonly commission: Commission;
     readonly raw: string;
-    readonly leverage?: number;
-    constructor(timestamp: timestamp, base: Asset, quote: Asset, commission: Commission, raw: string, leverage?: number);
+    readonly leverage?: number | undefined;
+    constructor(timestamp: timestamp, base: Asset, quote: Asset, commission: Commission, raw: string, leverage?: number | undefined);
     handle(state: State, changes: StateChangeTracker): void;
 }
 export declare class InstrumentSubscriptionEvent implements StoreEvent {
@@ -19,3 +19,4 @@ export declare class InstrumentSubscriptionEvent implements StoreEvent {
     constructor(timestamp: timestamp, instrument: InstrumentSelector, subscribed: boolean);
     handle(state: State, changes: StateChangeTracker): void;
 }
+//# sourceMappingURL=store-instrument-event.d.ts.map

package/dist/store/store-instrument-event.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"store-instrument-event.d.ts","sourceRoot":"","sources":["../../src/store/store-instrument-event.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,EAAE,UAAU,EAAc,kBAAkB,EAAE,MAAM,WAAW,CAAC;AAC9E,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AACtC,OAAO,EAAE,KAAK,EAAE,kBAAkB,EAAE,MAAM,GAAG,CAAC;AAE9C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAG3C,qBAAa,oBAAqB,YAAW,UAAU;IAEnD,QAAQ,CAAC,SAAS,EAAE,SAAS;IAC7B,QAAQ,CAAC,IAAI,EAAE,KAAK;IACpB,QAAQ,CAAC,KAAK,EAAE,KAAK;IACrB,QAAQ,CAAC,UAAU,EAAE,UAAU;IAC/B,QAAQ,CAAC,GAAG,EAAE,MAAM;IACpB,QAAQ,CAAC,QAAQ,CAAC;gBALT,SAAS,EAAE,SAAS,EACpB,IAAI,EAAE,KAAK,EACX,KAAK,EAAE,KAAK,EACZ,UAAU,EAAE,UAAU,EACtB,GAAG,EAAE,MAAM,EACX,QAAQ,CAAC,oBAAQ;IAG5B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAgCxD;AAED,qBAAa,2BAA4B,YAAW,UAAU;IAE1D,QAAQ,CAAC,SAAS,EAAE,SAAS;IAC7B,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,UAAU,EAAE,OAAO;gBAFnB,SAAS,EAAE,SAAS,EACpB,UAAU,EAAE,kBAAkB,EAC9B,UAAU,EAAE,OAAO;IAG9B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAwBxD"}

package/dist/store/{store-instrument.event.js → store-instrument-event.js}

@@ -2,6 +2,7 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.InstrumentSubscriptionEvent = exports.InstrumentPatchEvent = void 0;
 const domain_1 = require("../domain");
+const error_1 = require("./error");
 const store_state_1 = require("./store-state");
 class InstrumentPatchEvent {
     constructor(timestamp, base, quote, commission, raw, leverage) {
@@ -18,7 +19,7 @@ class InstrumentPatchEvent {
             state.universe.asset.tryGetOrSet(this.base.id, () => new domain_1.Asset(this.base.name, this.base.adapterName, 8));
             state.universe.asset.tryGetOrSet(this.quote.id, () => new domain_1.Asset(this.quote.name, this.quote.adapterName, 8));
             state.order.tryGetOrSet(selector.id, () => new store_state_1.InnerSet(selector.id));
-            return new domain_1.Instrument(this.base, this.quote, this.raw);
+            return new domain_1.Instrument(0, this.base, this.quote, this.raw, domain_1.Commission.Zero);
         });
         instrument.timestamp = this.timestamp;
         instrument.commission = this.commission;
@@ -38,15 +39,22 @@ class InstrumentSubscriptionEvent {
     handle(state, changes) {
         const instrument = state.universe.instrument.get(this.instrument.id);
         if (!instrument) {
-            throw new Error('invalid instrument');
+            throw (0, error_1.instrumentNotSupportedError)(this.instrument);
         }
         if (this.subscribed) {
+            const base = state.universe.asset.get(instrument.base.id);
+            if (!base) {
+                throw (0, error_1.assetNotSupportedError)(instrument.base);
+            }
+            const quote = state.universe.asset.get(instrument.quote.id);
+            if (!quote) {
+                throw (0, error_1.assetNotSupportedError)(instrument.quote);
+            }
             state.subscription.instrument.upsert(instrument);
-            state.subscription.asset.upsert(state.universe.asset.get(instrument.base.id));
-            state.subscription.asset.upsert(state.universe.asset.get(instrument.quote.id));
+            state.subscription.asset.upsert(base);
+            state.subscription.asset.upsert(quote);
         }
         changes.commit(instrument);
     }
 }
 exports.InstrumentSubscriptionEvent = InstrumentSubscriptionEvent;
-//# sourceMappingURL=store-instrument.event.js.map

package/dist/store/{store-order.event.d.ts → store-order-event.d.ts}

@@ -1,12 +1,16 @@
 import { InstrumentSelector, Order } from '../domain';
 import { decimal, timestamp } from '../shared';
-import { StoreEvent } from './store.event';
+import { StoreEvent } from './store-event';
 import { State, StateChangeTracker } from './store-state';
+/**
+ * Patches a store with an existing pending order.
+ * No store changing events are propagated.
+ */
 export declare class OrderLoadEvent implements StoreEvent {
     readonly order: Order;
     readonly timestamp: timestamp;
     constructor(order: Order, timestamp: timestamp);
-    handle(state: State, changes: StateChangeTracker): void;
+    handle(state: State): void;
 }
 export declare class OrderNewEvent implements StoreEvent {
     readonly order: Order;
@@ -57,3 +61,4 @@ export declare class OrderRejectedEvent implements StoreEvent {
     constructor(id: string, instrument: InstrumentSelector, timestamp: timestamp);
     handle(state: State, changes: StateChangeTracker): void;
 }
+//# sourceMappingURL=store-order-event.d.ts.map

package/dist/store/store-order-event.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"store-order-event.d.ts","sourceRoot":"","sources":["../../src/store/store-order-event.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,KAAK,EAAE,MAAM,WAAW,CAAC;AACtD,OAAO,EAAE,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AAE/C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAY,KAAK,EAAE,kBAAkB,EAAE,MAAM,eAAe,CAAC;AAEpE;;;GAGG;AACH,qBAAa,cAAe,YAAW,UAAU;IACnC,QAAQ,CAAC,KAAK,EAAE,KAAK;IAAE,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAA3C,KAAK,EAAE,KAAK,EAAW,SAAS,EAAE,SAAS;IAEhE,MAAM,CAAC,KAAK,EAAE,KAAK,GAAG,IAAI;CAU3B;AAED,qBAAa,aAAc,YAAW,UAAU;IAClC,QAAQ,CAAC,KAAK,EAAE,KAAK;IAAE,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAA3C,KAAK,EAAE,KAAK,EAAW,SAAS,EAAE,SAAS;IAEhE,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAiBxD;AAED,qBAAa,iBAAkB,YAAW,UAAU;IAEhD,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAkBxD;AAED,qBAAa,gBAAiB,YAAW,UAAU;IAE/C,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,oBAAoB,EAAE,OAAO;IACtC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAHpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,kBAAkB,EAC9B,oBAAoB,EAAE,OAAO,EAC7B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAoBxD;AAED,qBAAa,mBAAoB,YAAW,UAAU;IAElD,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAsBxD;AAED,qBAAa,kBAAmB,YAAW,UAAU;IAEjD,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAsBxD;AAED,qBAAa,sBAAuB,YAAW,UAAU;IAErD,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAkBxD;AAED,qBAAa,kBAAmB,YAAW,UAAU;IAEjD,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAkBxD"}