@quantform/core 0.5.23 → 0.6.5
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.
- package/LICENSE.md +21 -0
- package/dist/adapter/adapter-aggregate.d.ts +38 -3
- package/dist/adapter/adapter-aggregate.d.ts.map +1 -0
- package/dist/adapter/adapter-aggregate.js +109 -50
- package/dist/adapter/adapter.d.ts +27 -2
- package/dist/adapter/adapter.d.ts.map +1 -0
- package/dist/adapter/adapter.js +4 -1
- package/dist/adapter/backtester/backtester-adapter.d.ts +3 -2
- package/dist/adapter/backtester/backtester-adapter.d.ts.map +1 -0
- package/dist/adapter/backtester/backtester-adapter.js +26 -13
- package/dist/adapter/backtester/backtester-cursor.d.ts +2 -1
- package/dist/adapter/backtester/backtester-cursor.d.ts.map +1 -0
- package/dist/adapter/backtester/backtester-cursor.js +24 -14
- package/dist/adapter/backtester/backtester-streamer.d.ts +20 -1
- package/dist/adapter/backtester/backtester-streamer.d.ts.map +1 -0
- package/dist/adapter/backtester/backtester-streamer.js +54 -30
- package/dist/adapter/backtester/error.d.ts +3 -0
- package/dist/adapter/backtester/error.d.ts.map +1 -0
- package/dist/adapter/backtester/error.js +11 -0
- package/dist/adapter/backtester/index.d.ts +1 -0
- package/dist/adapter/backtester/index.d.ts.map +1 -0
- package/dist/adapter/backtester/index.js +0 -1
- package/dist/adapter/error.d.ts +2 -0
- package/dist/adapter/error.d.ts.map +1 -0
- package/dist/adapter/error.js +5 -2
- package/dist/adapter/index.d.ts +1 -0
- package/dist/adapter/index.d.ts.map +1 -0
- package/dist/adapter/index.js +0 -1
- package/dist/adapter/paper/engine/paper-engine.d.ts +1 -0
- package/dist/adapter/paper/engine/paper-engine.d.ts.map +1 -0
- package/dist/adapter/paper/engine/paper-engine.js +18 -13
- package/dist/adapter/paper/index.d.ts +1 -0
- package/dist/adapter/paper/index.d.ts.map +1 -0
- package/dist/adapter/paper/index.js +0 -1
- package/dist/adapter/paper/paper-adapter.d.ts +6 -5
- package/dist/adapter/paper/paper-adapter.d.ts.map +1 -0
- package/dist/adapter/paper/paper-adapter.js +44 -21
- package/dist/cli/build.d.ts +1 -0
- package/dist/cli/build.d.ts.map +1 -0
- package/dist/cli/build.js +18 -8
- package/dist/cli/dev.d.ts +1 -0
- package/dist/cli/dev.d.ts.map +1 -0
- package/dist/cli/dev.js +52 -12
- package/dist/cli/error.d.ts +2 -0
- package/dist/cli/error.d.ts.map +1 -0
- package/dist/cli/error.js +7 -0
- package/dist/cli/index.d.ts +1 -0
- package/dist/cli/index.d.ts.map +1 -0
- package/dist/cli/index.js +21 -10
- package/dist/cli/internal/workspace.d.ts +1 -7
- package/dist/cli/internal/workspace.d.ts.map +1 -0
- package/dist/cli/internal/workspace.js +1 -6
- package/dist/cli/pull.d.ts +1 -0
- package/dist/cli/pull.d.ts.map +1 -0
- package/dist/cli/pull.js +68 -38
- package/dist/cli/run.d.ts +2 -1
- package/dist/cli/run.d.ts.map +1 -0
- package/dist/cli/run.js +52 -14
- package/dist/cli/test.d.ts +2 -1
- package/dist/cli/test.d.ts.map +1 -0
- package/dist/cli/test.js +59 -34
- package/dist/domain/asset.d.ts +17 -1
- package/dist/domain/asset.d.ts.map +1 -0
- package/dist/domain/asset.js +16 -4
- package/dist/domain/{balance.operator.d.ts → balance-operator.d.ts} +1 -0
- package/dist/domain/balance-operator.d.ts.map +1 -0
- package/dist/domain/{balance.operator.js → balance-operator.js} +0 -1
- package/dist/domain/balance.d.ts +27 -5
- package/dist/domain/balance.d.ts.map +1 -0
- package/dist/domain/balance.js +31 -7
- package/dist/domain/commission.d.ts +2 -0
- package/dist/domain/commission.d.ts.map +1 -0
- package/dist/domain/commission.js +2 -1
- package/dist/domain/component.d.ts +1 -1
- package/dist/domain/component.d.ts.map +1 -0
- package/dist/domain/component.js +0 -1
- package/dist/domain/error.d.ts +4 -3
- package/dist/domain/error.d.ts.map +1 -0
- package/dist/domain/error.js +3 -4
- package/dist/domain/index.d.ts +10 -8
- package/dist/domain/index.d.ts.map +1 -0
- package/dist/domain/index.js +9 -9
- package/dist/domain/{instrument.operator.d.ts → instrument-operator.d.ts} +1 -0
- package/dist/domain/instrument-operator.d.ts.map +1 -0
- package/dist/domain/{instrument.operator.js → instrument-operator.js} +0 -1
- package/dist/domain/instrument.d.ts +8 -7
- package/dist/domain/instrument.d.ts.map +1 -0
- package/dist/domain/instrument.js +7 -7
- package/dist/domain/ohlc-operator.d.ts +11 -0
- package/dist/domain/ohlc-operator.d.ts.map +1 -0
- package/dist/domain/{candle.operator.js → ohlc-operator.js} +21 -15
- package/dist/domain/{candle.d.ts → ohlc.d.ts} +4 -3
- package/dist/domain/ohlc.d.ts.map +1 -0
- package/dist/domain/{candle.js → ohlc.js} +3 -4
- package/dist/domain/{order.operator.d.ts → order-operator.d.ts} +1 -0
- package/dist/domain/order-operator.d.ts.map +1 -0
- package/dist/domain/order-operator.js +16 -0
- package/dist/domain/order.d.ts +14 -21
- package/dist/domain/order.d.ts.map +1 -0
- package/dist/domain/order.js +16 -32
- package/dist/domain/{orderbook.operator.d.ts → orderbook-operator.d.ts} +1 -0
- package/dist/domain/orderbook-operator.d.ts.map +1 -0
- package/dist/domain/{orderbook.operator.js → orderbook-operator.js} +0 -1
- package/dist/domain/orderbook.d.ts +9 -7
- package/dist/domain/orderbook.d.ts.map +1 -0
- package/dist/domain/orderbook.js +7 -6
- package/dist/domain/{position.operator.d.ts → position-operator.d.ts} +4 -2
- package/dist/domain/position-operator.d.ts.map +1 -0
- package/dist/domain/{position.operator.js → position-operator.js} +10 -3
- package/dist/domain/position.d.ts +4 -5
- package/dist/domain/position.d.ts.map +1 -0
- package/dist/domain/position.js +2 -6
- package/dist/domain/session-builder.d.ts +54 -0
- package/dist/domain/session-builder.d.ts.map +1 -0
- package/dist/domain/session-builder.js +106 -0
- package/dist/domain/session.d.ts +56 -15
- package/dist/domain/session.d.ts.map +1 -0
- package/dist/domain/session.js +103 -39
- package/dist/domain/timeframe.d.ts +1 -0
- package/dist/domain/timeframe.d.ts.map +1 -0
- package/dist/domain/timeframe.js +0 -1
- package/dist/domain/{trade.operator.d.ts → trade-operator.d.ts} +1 -0
- package/dist/domain/trade-operator.d.ts.map +1 -0
- package/dist/domain/{trade.operator.js → trade-operator.js} +0 -1
- package/dist/domain/trade.d.ts +9 -6
- package/dist/domain/trade.d.ts.map +1 -0
- package/dist/domain/trade.js +8 -6
- package/dist/index.d.ts +25 -2
- package/dist/index.d.ts.map +1 -0
- package/dist/index.js +63 -3
- package/dist/shared/collections.d.ts +9 -6
- package/dist/shared/collections.d.ts.map +1 -0
- package/dist/shared/collections.js +21 -13
- package/dist/shared/datetime.d.ts +1 -0
- package/dist/shared/datetime.d.ts.map +1 -0
- package/dist/shared/datetime.js +0 -1
- package/dist/shared/decimals.d.ts +13 -0
- package/dist/shared/decimals.d.ts.map +1 -0
- package/dist/shared/decimals.js +12 -1
- package/dist/shared/environment.d.ts +3 -0
- package/dist/shared/environment.d.ts.map +1 -0
- package/dist/shared/environment.js +15 -0
- package/dist/shared/index.d.ts +2 -1
- package/dist/shared/index.d.ts.map +1 -0
- package/dist/shared/index.js +1 -2
- package/dist/shared/logger.d.ts +6 -7
- package/dist/shared/logger.d.ts.map +1 -0
- package/dist/shared/logger.js +27 -8
- package/dist/shared/pipe.d.ts +1 -0
- package/dist/shared/pipe.d.ts.map +1 -0
- package/dist/shared/pipe.js +0 -1
- package/dist/shared/policy.d.ts +1 -0
- package/dist/shared/policy.d.ts.map +1 -0
- package/dist/shared/policy.js +0 -1
- package/dist/storage/cache.d.ts +1 -0
- package/dist/storage/cache.d.ts.map +1 -0
- package/dist/storage/cache.js +30 -19
- package/dist/storage/feed.d.ts +25 -0
- package/dist/storage/feed.d.ts.map +1 -0
- package/dist/storage/feed.js +56 -19
- package/dist/storage/index.d.ts +1 -0
- package/dist/storage/index.d.ts.map +1 -0
- package/dist/storage/index.js +0 -1
- package/dist/storage/measurement.d.ts +20 -0
- package/dist/storage/measurement.d.ts.map +1 -0
- package/dist/storage/measurement.js +41 -10
- package/dist/storage/storage.d.ts +41 -0
- package/dist/storage/storage.d.ts.map +1 -0
- package/dist/storage/storage.js +69 -33
- package/dist/store/error.d.ts +9 -0
- package/dist/store/error.d.ts.map +1 -0
- package/dist/store/error.js +31 -0
- package/dist/store/index.d.ts +8 -7
- package/dist/store/index.d.ts.map +1 -0
- package/dist/store/index.js +7 -8
- package/dist/store/{store-balance.event.d.ts → store-balance-event.d.ts} +14 -1
- package/dist/store/store-balance-event.d.ts.map +1 -0
- package/dist/store/{store-balance.event.js → store-balance-event.js} +54 -10
- package/dist/store/{store.event.d.ts → store-event.d.ts} +1 -0
- package/dist/store/store-event.d.ts.map +1 -0
- package/dist/store/{store.event.js → store-event.js} +0 -1
- package/dist/store/{store-instrument.event.d.ts → store-instrument-event.d.ts} +5 -4
- package/dist/store/store-instrument-event.d.ts.map +1 -0
- package/dist/store/{store-instrument.event.js → store-instrument-event.js} +13 -5
- package/dist/store/{store-order.event.d.ts → store-order-event.d.ts} +7 -2
- package/dist/store/store-order-event.d.ts.map +1 -0
- package/dist/store/{store-order.event.js → store-order-event.js} +24 -20
- package/dist/store/{store-orderbook.event.d.ts → store-orderbook-event.d.ts} +2 -1
- package/dist/store/store-orderbook-event.d.ts.map +1 -0
- package/dist/store/{store-orderbook.event.js → store-orderbook-event.js} +6 -5
- package/dist/store/{store-position.event.d.ts → store-position-event.d.ts} +3 -2
- package/dist/store/store-position-event.d.ts.map +1 -0
- package/dist/store/{store-position.event.js → store-position-event.js} +13 -6
- package/dist/store/store-state.d.ts +3 -2
- package/dist/store/store-state.d.ts.map +1 -0
- package/dist/store/store-state.js +1 -1
- package/dist/store/{store-trade.event.d.ts → store-trade-event.d.ts} +6 -1
- package/dist/store/store-trade-event.d.ts.map +1 -0
- package/dist/store/{store-trade.event.js → store-trade-event.js} +12 -3
- package/dist/store/store.d.ts +2 -1
- package/dist/store/store.d.ts.map +1 -0
- package/dist/store/store.js +0 -1
- package/jest.config.ts +13 -0
- package/package.json +19 -32
- package/src/adapter/adapter-aggregate.ts +42 -21
- package/src/adapter/adapter.ts +3 -3
- package/src/adapter/backtester/backtester-adapter.ts +2 -4
- package/src/adapter/backtester/backtester-cursor.ts +1 -1
- package/src/adapter/backtester/backtester-streamer.spec.ts +5 -3
- package/src/adapter/backtester/backtester-streamer.ts +16 -8
- package/src/adapter/backtester/error.ts +7 -0
- package/src/adapter/error.ts +4 -0
- package/src/adapter/paper/engine/paper-engine.spec.ts +38 -21
- package/src/adapter/paper/engine/paper-engine.ts +44 -35
- package/src/adapter/paper/paper-adapter.ts +15 -6
- package/src/cli/build.ts +1 -1
- package/src/cli/dev.ts +15 -7
- package/src/cli/error.ts +5 -0
- package/src/cli/internal/workspace.ts +0 -11
- package/src/cli/pull.ts +22 -31
- package/src/cli/run.ts +14 -11
- package/src/cli/test.ts +24 -37
- package/src/domain/asset.ts +1 -8
- package/src/domain/{balance.operator.spec.ts → balance-operator.spec.ts} +4 -3
- package/src/domain/{balance.operator.ts → balance-operator.ts} +0 -0
- package/src/domain/balance.spec.ts +15 -12
- package/src/domain/balance.ts +7 -11
- package/src/domain/commission.ts +3 -1
- package/src/domain/component.ts +0 -1
- package/src/domain/error.ts +3 -3
- package/src/domain/index.ts +9 -8
- package/src/domain/{instrument.operator.spec.ts → instrument-operator.spec.ts} +9 -2
- package/src/domain/{instrument.operator.ts → instrument-operator.ts} +0 -0
- package/src/domain/instrument.spec.ts +8 -1
- package/src/domain/instrument.ts +10 -12
- package/src/domain/ohlc-operator.spec.ts +126 -0
- package/src/domain/{candle.operator.ts → ohlc-operator.ts} +33 -17
- package/src/domain/{candle.spec.ts → ohlc.spec.ts} +6 -6
- package/src/domain/{candle.ts → ohlc.ts} +2 -2
- package/src/domain/{order.operator.spec.ts → order-operator.spec.ts} +9 -6
- package/src/domain/{order.operator.ts → order-operator.ts} +2 -2
- package/src/domain/order.spec.ts +8 -9
- package/src/domain/order.ts +21 -56
- package/src/domain/{orderbook.operator.spec.ts → orderbook-operator.spec.ts} +15 -3
- package/src/domain/{orderbook.operator.ts → orderbook-operator.ts} +0 -0
- package/src/domain/orderbook.spec.ts +11 -2
- package/src/domain/orderbook.ts +9 -13
- package/src/domain/{position.operator.spec.ts → position-operator.spec.ts} +11 -6
- package/src/domain/{position.operator.ts → position-operator.ts} +13 -6
- package/src/domain/position.spec.ts +7 -4
- package/src/domain/position.ts +2 -7
- package/src/domain/session-builder.ts +158 -0
- package/src/domain/session.spec.ts +2 -9
- package/src/domain/session.ts +86 -71
- package/src/domain/{trade.operator.spec.ts → trade-operator.spec.ts} +7 -3
- package/src/domain/{trade.operator.ts → trade-operator.ts} +0 -0
- package/src/domain/trade.spec.ts +6 -2
- package/src/domain/trade.ts +8 -11
- package/src/index.ts +75 -2
- package/src/shared/collections.spec.ts +10 -6
- package/src/shared/collections.ts +29 -16
- package/src/shared/environment.ts +13 -0
- package/src/shared/index.ts +1 -1
- package/src/shared/logger.ts +37 -7
- package/src/shared/pipe.ts +1 -1
- package/src/storage/cache.ts +3 -1
- package/src/storage/feed.ts +2 -0
- package/src/storage/storage.ts +10 -8
- package/src/store/error.ts +36 -0
- package/src/store/index.ts +7 -7
- package/src/store/{store-balance.event.spec.ts → store-balance-event.spec.ts} +3 -3
- package/src/store/{store-balance.event.ts → store-balance-event.ts} +54 -11
- package/src/store/{store.event.ts → store-event.ts} +0 -0
- package/src/store/{store-instrument.event.spec.ts → store-instrument-event.spec.ts} +6 -5
- package/src/store/{store-instrument.event.ts → store-instrument-event.ts} +17 -6
- package/src/store/store-order-event.spec.ts +32 -0
- package/src/store/{store-order.event.ts → store-order-event.ts} +25 -20
- package/src/store/{store-orderbook.event.spec.ts → store-orderbook-event.spec.ts} +11 -9
- package/src/store/{store-orderbook.event.ts → store-orderbook-event.ts} +7 -5
- package/src/store/{store-position.event.ts → store-position-event.ts} +14 -7
- package/src/store/store-state.ts +3 -3
- package/src/store/{store-trade.event.spec.ts → store-trade-event.spec.ts} +7 -5
- package/src/store/{store-trade.event.ts → store-trade-event.ts} +10 -4
- package/src/store/store.spec.ts +13 -11
- package/src/store/store.ts +1 -1
- package/tsconfig.json +12 -5
- package/dist/adapter/adapter-aggregate.js.map +0 -1
- package/dist/adapter/adapter.js.map +0 -1
- package/dist/adapter/backtester/backtester-adapter.js.map +0 -1
- package/dist/adapter/backtester/backtester-adapter.spec.d.ts +0 -1
- package/dist/adapter/backtester/backtester-adapter.spec.js +0 -83
- package/dist/adapter/backtester/backtester-adapter.spec.js.map +0 -1
- package/dist/adapter/backtester/backtester-cursor.js.map +0 -1
- package/dist/adapter/backtester/backtester-cursor.spec.d.ts +0 -1
- package/dist/adapter/backtester/backtester-cursor.spec.js +0 -39
- package/dist/adapter/backtester/backtester-cursor.spec.js.map +0 -1
- package/dist/adapter/backtester/backtester-streamer.js.map +0 -1
- package/dist/adapter/backtester/backtester-streamer.spec.d.ts +0 -1
- package/dist/adapter/backtester/backtester-streamer.spec.js +0 -45
- package/dist/adapter/backtester/backtester-streamer.spec.js.map +0 -1
- package/dist/adapter/backtester/index.js.map +0 -1
- package/dist/adapter/error.js.map +0 -1
- package/dist/adapter/index.js.map +0 -1
- package/dist/adapter/paper/engine/paper-engine.js.map +0 -1
- package/dist/adapter/paper/engine/paper-engine.spec.d.ts +0 -1
- package/dist/adapter/paper/engine/paper-engine.spec.js +0 -54
- package/dist/adapter/paper/engine/paper-engine.spec.js.map +0 -1
- package/dist/adapter/paper/index.js.map +0 -1
- package/dist/adapter/paper/paper-adapter.js.map +0 -1
- package/dist/adapter/paper/paper-adapter.spec.d.ts +0 -1
- package/dist/adapter/paper/paper-adapter.spec.js +0 -70
- package/dist/adapter/paper/paper-adapter.spec.js.map +0 -1
- package/dist/bootstrap.d.ts +0 -11
- package/dist/bootstrap.js +0 -73
- package/dist/bootstrap.js.map +0 -1
- package/dist/cli/build.js.map +0 -1
- package/dist/cli/dev.js.map +0 -1
- package/dist/cli/index.js.map +0 -1
- package/dist/cli/internal/workspace.js.map +0 -1
- package/dist/cli/pull.js.map +0 -1
- package/dist/cli/run.js.map +0 -1
- package/dist/cli/test.js.map +0 -1
- package/dist/domain/asset.js.map +0 -1
- package/dist/domain/asset.spec.d.ts +0 -1
- package/dist/domain/asset.spec.js +0 -55
- package/dist/domain/asset.spec.js.map +0 -1
- package/dist/domain/balance.js.map +0 -1
- package/dist/domain/balance.operator.js.map +0 -1
- package/dist/domain/balance.operator.spec.d.ts +0 -1
- package/dist/domain/balance.operator.spec.js +0 -23
- package/dist/domain/balance.operator.spec.js.map +0 -1
- package/dist/domain/balance.spec.d.ts +0 -1
- package/dist/domain/balance.spec.js +0 -83
- package/dist/domain/balance.spec.js.map +0 -1
- package/dist/domain/candle.js.map +0 -1
- package/dist/domain/candle.operator.d.ts +0 -10
- package/dist/domain/candle.operator.js.map +0 -1
- package/dist/domain/candle.operator.spec.d.ts +0 -1
- package/dist/domain/candle.operator.spec.js +0 -112
- package/dist/domain/candle.operator.spec.js.map +0 -1
- package/dist/domain/candle.spec.d.ts +0 -1
- package/dist/domain/candle.spec.js +0 -26
- package/dist/domain/candle.spec.js.map +0 -1
- package/dist/domain/commission.js.map +0 -1
- package/dist/domain/commission.spec.d.ts +0 -1
- package/dist/domain/commission.spec.js +0 -31
- package/dist/domain/commission.spec.js.map +0 -1
- package/dist/domain/component.js.map +0 -1
- package/dist/domain/error.js.map +0 -1
- package/dist/domain/index.js.map +0 -1
- package/dist/domain/instrument.js.map +0 -1
- package/dist/domain/instrument.operator.js.map +0 -1
- package/dist/domain/instrument.operator.spec.d.ts +0 -1
- package/dist/domain/instrument.operator.spec.js +0 -24
- package/dist/domain/instrument.operator.spec.js.map +0 -1
- package/dist/domain/instrument.spec.d.ts +0 -1
- package/dist/domain/instrument.spec.js +0 -49
- package/dist/domain/instrument.spec.js.map +0 -1
- package/dist/domain/order.js.map +0 -1
- package/dist/domain/order.operator.js +0 -14
- package/dist/domain/order.operator.js.map +0 -1
- package/dist/domain/order.operator.spec.d.ts +0 -1
- package/dist/domain/order.operator.spec.js +0 -65
- package/dist/domain/order.operator.spec.js.map +0 -1
- package/dist/domain/order.spec.d.ts +0 -1
- package/dist/domain/order.spec.js +0 -34
- package/dist/domain/order.spec.js.map +0 -1
- package/dist/domain/orderbook.js.map +0 -1
- package/dist/domain/orderbook.operator.js.map +0 -1
- package/dist/domain/orderbook.operator.spec.d.ts +0 -1
- package/dist/domain/orderbook.operator.spec.js +0 -22
- package/dist/domain/orderbook.operator.spec.js.map +0 -1
- package/dist/domain/orderbook.spec.d.ts +0 -1
- package/dist/domain/orderbook.spec.js +0 -13
- package/dist/domain/orderbook.spec.js.map +0 -1
- package/dist/domain/position.js.map +0 -1
- package/dist/domain/position.operator.js.map +0 -1
- package/dist/domain/position.operator.spec.d.ts +0 -1
- package/dist/domain/position.operator.spec.js +0 -49
- package/dist/domain/position.operator.spec.js.map +0 -1
- package/dist/domain/position.spec.d.ts +0 -1
- package/dist/domain/position.spec.js +0 -31
- package/dist/domain/position.spec.js.map +0 -1
- package/dist/domain/session.js.map +0 -1
- package/dist/domain/session.spec.d.ts +0 -1
- package/dist/domain/session.spec.js +0 -23
- package/dist/domain/session.spec.js.map +0 -1
- package/dist/domain/timeframe.js.map +0 -1
- package/dist/domain/trade.js.map +0 -1
- package/dist/domain/trade.operator.js.map +0 -1
- package/dist/domain/trade.operator.spec.d.ts +0 -1
- package/dist/domain/trade.operator.spec.js +0 -24
- package/dist/domain/trade.operator.spec.js.map +0 -1
- package/dist/domain/trade.spec.d.ts +0 -1
- package/dist/domain/trade.spec.js +0 -13
- package/dist/domain/trade.spec.js.map +0 -1
- package/dist/index.js.map +0 -1
- package/dist/indicator/atr.d.ts +0 -4
- package/dist/indicator/atr.js +0 -16
- package/dist/indicator/atr.js.map +0 -1
- package/dist/indicator/cross.d.ts +0 -4
- package/dist/indicator/cross.js +0 -41
- package/dist/indicator/cross.js.map +0 -1
- package/dist/indicator/cross.spec.d.ts +0 -1
- package/dist/indicator/cross.spec.js +0 -102
- package/dist/indicator/cross.spec.js.map +0 -1
- package/dist/indicator/donchian.d.ts +0 -10
- package/dist/indicator/donchian.js +0 -16
- package/dist/indicator/donchian.js.map +0 -1
- package/dist/indicator/drawdown.d.ts +0 -3
- package/dist/indicator/drawdown.js +0 -28
- package/dist/indicator/drawdown.js.map +0 -1
- package/dist/indicator/ema.d.ts +0 -3
- package/dist/indicator/ema.js +0 -24
- package/dist/indicator/ema.js.map +0 -1
- package/dist/indicator/ema.spec.d.ts +0 -1
- package/dist/indicator/ema.spec.js +0 -24
- package/dist/indicator/ema.spec.js.map +0 -1
- package/dist/indicator/envelope.d.ts +0 -6
- package/dist/indicator/envelope.js +0 -18
- package/dist/indicator/envelope.js.map +0 -1
- package/dist/indicator/index.d.ts +0 -17
- package/dist/indicator/index.js +0 -34
- package/dist/indicator/index.js.map +0 -1
- package/dist/indicator/macd.d.ts +0 -3
- package/dist/indicator/macd.js +0 -13
- package/dist/indicator/macd.js.map +0 -1
- package/dist/indicator/min-max.d.ts +0 -6
- package/dist/indicator/min-max.js +0 -22
- package/dist/indicator/min-max.js.map +0 -1
- package/dist/indicator/ring-buffer.d.ts +0 -16
- package/dist/indicator/ring-buffer.js +0 -56
- package/dist/indicator/ring-buffer.js.map +0 -1
- package/dist/indicator/rma.d.ts +0 -3
- package/dist/indicator/rma.js +0 -24
- package/dist/indicator/rma.js.map +0 -1
- package/dist/indicator/sma.d.ts +0 -3
- package/dist/indicator/sma.js +0 -17
- package/dist/indicator/sma.js.map +0 -1
- package/dist/indicator/sma.spec.d.ts +0 -1
- package/dist/indicator/sma.spec.js +0 -20
- package/dist/indicator/sma.spec.js.map +0 -1
- package/dist/indicator/swma.d.ts +0 -3
- package/dist/indicator/swma.js +0 -24
- package/dist/indicator/swma.js.map +0 -1
- package/dist/indicator/tma.d.ts +0 -3
- package/dist/indicator/tma.js +0 -16
- package/dist/indicator/tma.js.map +0 -1
- package/dist/indicator/tma.spec.d.ts +0 -1
- package/dist/indicator/tma.spec.js +0 -20
- package/dist/indicator/tma.spec.js.map +0 -1
- package/dist/indicator/trailing.d.ts +0 -14
- package/dist/indicator/trailing.js +0 -68
- package/dist/indicator/trailing.js.map +0 -1
- package/dist/indicator/trailing.spec.d.ts +0 -1
- package/dist/indicator/trailing.spec.js +0 -70
- package/dist/indicator/trailing.spec.js.map +0 -1
- package/dist/indicator/true-range.d.ts +0 -4
- package/dist/indicator/true-range.js +0 -20
- package/dist/indicator/true-range.js.map +0 -1
- package/dist/indicator/true-range.spec.d.ts +0 -1
- package/dist/indicator/true-range.spec.js +0 -28
- package/dist/indicator/true-range.spec.js.map +0 -1
- package/dist/indicator/window.d.ts +0 -3
- package/dist/indicator/window.js +0 -22
- package/dist/indicator/window.js.map +0 -1
- package/dist/indicator/wma.d.ts +0 -3
- package/dist/indicator/wma.js +0 -23
- package/dist/indicator/wma.js.map +0 -1
- package/dist/indicator/wma.spec.d.ts +0 -1
- package/dist/indicator/wma.spec.js +0 -20
- package/dist/indicator/wma.spec.js.map +0 -1
- package/dist/shared/collections.js.map +0 -1
- package/dist/shared/collections.spec.d.ts +0 -1
- package/dist/shared/collections.spec.js +0 -28
- package/dist/shared/collections.spec.js.map +0 -1
- package/dist/shared/datetime.js.map +0 -1
- package/dist/shared/decimals.js.map +0 -1
- package/dist/shared/decimals.spec.d.ts +0 -1
- package/dist/shared/decimals.spec.js +0 -29
- package/dist/shared/decimals.spec.js.map +0 -1
- package/dist/shared/index.js.map +0 -1
- package/dist/shared/io.d.ts +0 -1
- package/dist/shared/io.js +0 -8
- package/dist/shared/io.js.map +0 -1
- package/dist/shared/logger.js.map +0 -1
- package/dist/shared/pipe.js.map +0 -1
- package/dist/shared/policy.js.map +0 -1
- package/dist/storage/cache.js.map +0 -1
- package/dist/storage/cache.spec.d.ts +0 -1
- package/dist/storage/cache.spec.js +0 -18
- package/dist/storage/cache.spec.js.map +0 -1
- package/dist/storage/feed.js.map +0 -1
- package/dist/storage/index.js.map +0 -1
- package/dist/storage/measurement.js.map +0 -1
- package/dist/storage/storage.js.map +0 -1
- package/dist/store/index.js.map +0 -1
- package/dist/store/store-balance.event.js.map +0 -1
- package/dist/store/store-balance.event.spec.d.ts +0 -1
- package/dist/store/store-balance.event.spec.js +0 -26
- package/dist/store/store-balance.event.spec.js.map +0 -1
- package/dist/store/store-instrument.event.js.map +0 -1
- package/dist/store/store-instrument.event.spec.d.ts +0 -1
- package/dist/store/store-instrument.event.spec.js +0 -22
- package/dist/store/store-instrument.event.spec.js.map +0 -1
- package/dist/store/store-order.event.js.map +0 -1
- package/dist/store/store-order.event.spec.d.ts +0 -1
- package/dist/store/store-order.event.spec.js +0 -21
- package/dist/store/store-order.event.spec.js.map +0 -1
- package/dist/store/store-orderbook.event.js.map +0 -1
- package/dist/store/store-orderbook.event.spec.d.ts +0 -1
- package/dist/store/store-orderbook.event.spec.js +0 -28
- package/dist/store/store-orderbook.event.spec.js.map +0 -1
- package/dist/store/store-position.event.js.map +0 -1
- package/dist/store/store-state.js.map +0 -1
- package/dist/store/store-trade.event.js.map +0 -1
- package/dist/store/store-trade.event.spec.d.ts +0 -1
- package/dist/store/store-trade.event.spec.js +0 -44
- package/dist/store/store-trade.event.spec.js.map +0 -1
- package/dist/store/store.event.js.map +0 -1
- package/dist/store/store.js.map +0 -1
- package/dist/store/store.spec.d.ts +0 -1
- package/dist/store/store.spec.js +0 -119
- package/dist/store/store.spec.js.map +0 -1
- package/dist/tsconfig.tsbuildinfo +0 -1
- package/jestconfig.json +0 -13
- package/src/adapter/backtester/backtester-adapter.spec.ts +0 -133
- package/src/adapter/paper/paper-adapter.spec.ts +0 -114
- package/src/bootstrap.ts +0 -139
- package/src/domain/candle.operator.spec.ts +0 -126
- package/src/indicator/atr.ts +0 -21
- package/src/indicator/cross.spec.ts +0 -136
- package/src/indicator/cross.ts +0 -59
- package/src/indicator/donchian.ts +0 -38
- package/src/indicator/drawdown.ts +0 -29
- package/src/indicator/ema.spec.ts +0 -39
- package/src/indicator/ema.ts +0 -27
- package/src/indicator/envelope.ts +0 -25
- package/src/indicator/index.ts +0 -17
- package/src/indicator/macd.ts +0 -22
- package/src/indicator/min-max.ts +0 -28
- package/src/indicator/ring-buffer.ts +0 -63
- package/src/indicator/rma.ts +0 -26
- package/src/indicator/sma.spec.ts +0 -21
- package/src/indicator/sma.ts +0 -25
- package/src/indicator/swma.ts +0 -28
- package/src/indicator/tma.spec.ts +0 -21
- package/src/indicator/tma.ts +0 -20
- package/src/indicator/trailing.spec.ts +0 -88
- package/src/indicator/trailing.ts +0 -81
- package/src/indicator/true-range.spec.ts +0 -32
- package/src/indicator/true-range.ts +0 -32
- package/src/indicator/window.ts +0 -28
- package/src/indicator/wma.spec.ts +0 -20
- package/src/indicator/wma.ts +0 -29
- package/src/shared/io.ts +0 -3
- package/src/store/store-order.event.spec.ts +0 -28
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{"version":3,"file":"backtester-streamer.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-streamer.ts"],"names":[],"mappings":";;;AAKA,2DAAuD;AAsBvD,MAAa,kBAAkB;IAQ7B,YACmB,KAAY,EACZ,IAAU,EACV,MAAoC,EACpC,QAA6B;QAH7B,UAAK,GAAL,KAAK,CAAO;QACZ,SAAI,GAAJ,IAAI,CAAM;QACV,WAAM,GAAN,MAAM,CAA8B;QACpC,aAAQ,GAAR,QAAQ,CAAqB;QAXxC,wBAAmB,GAAG,KAAK,CAAC;QAC5B,WAAM,GAAqC,EAAE,CAAC;QAC9C,gBAAW,GAAG,CAAC,CAAC;QAGxB,aAAQ,GAAG,CAAC,CAAC;QAQX,IAAI,MAAM,CAAC,IAAI,IAAI,SAAS,IAAI,MAAM,CAAC,EAAE,IAAI,SAAS,EAAE;YACtD,MAAM,IAAI,KAAK,CAAC,8DAA8D,CAAC,CAAC;SACjF;QAED,IAAI,CAAC,SAAS,GAAG,MAAM,CAAC,IAAI,CAAC;IAC/B,CAAC;IAED,eAAe;QACb,MAAM,QAAQ,GAAG;YACf,SAAS,EAAE,GAAG,EAAE,CAAC,IAAI,CAAC,SAAS;SAChC,CAAC;QAEF,OAAO,QAAQ,CAAC;IAClB,CAAC;IAED,SAAS,CAAC,UAA8B;QACtC,IAAI,UAAU,CAAC,EAAE,IAAI,IAAI,CAAC,MAAM,EAAE;YAChC,OAAO;SACR;QAED,MAAM,MAAM,GAAG,IAAI,oCAAgB,CAAC,UAAU,EAAE,IAAI,CAAC,IAAI,CAAC,CAAC;QAE3D,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,EAAE,CAAC,GAAG,MAAM,CAAC;IACtC,CAAC;IAKD,IAAI;QACF,IAAI,CAAC,WAAW,EAAE,CAAC;IACrB,CAAC;IAKD,WAAW;QACT,IAAI,IAAI,CAAC,WAAW,IAAI,CAAC,EAAE;YACzB,OAAO;SACR;QAED,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,WAAW,GAAG,CAAC,CAAC,CAAC;QAErD,IAAI,IAAI,CAAC,WAAW,IAAI,CAAC,EAAE;YACzB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,QAAQ,IAAI,CAAC,EAAE;YACtB,IAAI,IAAI,CAAC,QAAQ,CAAC,iBAAiB,EAAE;gBACnC,IAAI,CAAC,QAAQ,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC;aACvC;SACF;QAED,MAAM,IAAI,GAAG,KAAK,IAAI,EAAE;YACtB,IAAI,MAAM,IAAI,CAAC,WAAW,EAAE,EAAE;gBAC5B,IAAI,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC,mBAAmB,IAAI,CAAC,EAAE;oBACjD,IAAI,IAAI,CAAC,QAAQ,CAAC,iBAAiB,EAAE;wBACnC,IAAI,CAAC,QAAQ,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC;qBACvC;iBACF;gBAED,IAAI,IAAI,CAAC,WAAW,KAAK,CAAC,EAAE;oBAC1B,YAAY,CAAC,IAAI,CAAC,CAAC;iBACpB;aACF;iBAAM;gBACL,IAAI,IAAI,CAAC,QAAQ,CAAC,mBAAmB,EAAE;oBACrC,IAAI,CAAC,QAAQ,CAAC,mBAAmB,CAAC,IAAI,CAAC,CAAC;iBACzC;aACF;QACH,CAAC,CAAC;QAEF,IAAI,EAAE,CAAC;IACT,CAAC;IAEO,KAAK,CAAC,WAAW;QACvB,MAAM,MAAM,GAAG,MAAM,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,SAAS,EAAE,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC;QAClE,IAAI,CAAC,MAAM,EAAE;YACX,OAAO,KAAK,CAAC;SACd;QAED,MAAM,KAAK,GAAG,MAAM,CAAC,IAAI,EAAE,CAAC;QAE5B,IAAI,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;QACjC,IAAI,CAAC,QAAQ,EAAE,CAAC;QAEhB,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC;QAE3B,IAAI,MAAM,CAAC,OAAO,EAAE,CAAC,SAAS,IAAI,KAAK,CAAC,SAAS,EAAE;YACjD,MAAM,IAAI,KAAK,CAAC,0BAA0B,CAAC,CAAC;SAC7C;QAED,OAAO,IAAI,CAAC;IACd,CAAC;IAEO,KAAK,CAAC,OAAO,CAAC,IAAe,EAAE,EAAa;QAClD,KAAK,MAAM,MAAM,IAAI,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE;YAC/C,IAAI,MAAM,CAAC,IAAI,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,SAAS,EAAE;gBACzC,MAAM,MAAM,CAAC,aAAa,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC;aACtC;SACF;QAED,OAAO,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC;aAC9B,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,EAAE,IAAI,SAAS,CAAC;aACpC,IAAI,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,IAAI,EAAE,CAAC,SAAS,GAAG,GAAG,CAAC,IAAI,EAAE,CAAC,SAAS,CAAC;aAC/D,IAAI,CAAC,GAAG,EAAE,CAAC,IAAI,CAAC,CAAC;IACtB,CAAC;CACF;AAvHD,gDAuHC"}
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export {};
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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const domain_1 = require("../../domain");
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const shared_1 = require("../../shared");
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const storage_1 = require("../../storage");
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const store_1 = require("../../store");
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const backtester_streamer_1 = require("./backtester-streamer");
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describe('BacktesterStreamer', () => {
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const instrument = new domain_1.Instrument(new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt');
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test('should repeat specific events', done => {
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const feed = new storage_1.Feed(new storage_1.InMemoryStorage());
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const store = new store_1.Store();
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store.snapshot.universe.instrument.upsert(instrument);
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store.snapshot.subscription.instrument.upsert(instrument);
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const streamer = new backtester_streamer_1.BacktesterStreamer(store, feed, {
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from: 0,
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to: 10
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}, {
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onBacktestCompleted: () => {
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const trade = store.snapshot.trade.get(instrument.id);
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expect(trade.timestamp).toEqual(8);
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expect(trade.rate).toEqual((0, shared_1.d)(8));
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expect(trade.quantity).toEqual((0, shared_1.d)(8));
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expect(store.snapshot.timestamp).toEqual(8);
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done();
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}
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});
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feed
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.save([
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new store_1.TradePatchEvent(instrument, (0, shared_1.d)(1), (0, shared_1.d)(1), 1),
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new store_1.TradePatchEvent(instrument, (0, shared_1.d)(2), (0, shared_1.d)(2), 2),
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new store_1.TradePatchEvent(instrument, (0, shared_1.d)(3), (0, shared_1.d)(3), 3),
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new store_1.TradePatchEvent(instrument, (0, shared_1.d)(4), (0, shared_1.d)(4), 4),
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new store_1.TradePatchEvent(instrument, (0, shared_1.d)(5), (0, shared_1.d)(5), 5),
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new store_1.TradePatchEvent(instrument, (0, shared_1.d)(6), (0, shared_1.d)(6), 6),
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new store_1.TradePatchEvent(instrument, (0, shared_1.d)(7), (0, shared_1.d)(7), 7),
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new store_1.TradePatchEvent(instrument, (0, shared_1.d)(8), (0, shared_1.d)(8), 8)
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])
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.then(() => {
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streamer.subscribe(instrument);
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streamer.tryContinue();
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});
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});
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});
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//# sourceMappingURL=backtester-streamer.spec.js.map
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{"version":3,"file":"backtester-streamer.spec.js","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-streamer.spec.ts"],"names":[],"mappings":";;AAAA,yCAAiD;AACjD,yCAAiC;AACjC,2CAAsD;AACtD,uCAAqD;AACrD,+DAA2D;AAE3D,QAAQ,CAAC,oBAAoB,EAAE,GAAG,EAAE;IAClC,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;IAEF,IAAI,CAAC,+BAA+B,EAAE,IAAI,CAAC,EAAE;QAC3C,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,IAAI,yBAAe,EAAE,CAAC,CAAC;QAC7C,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAE1B,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,MAAM,QAAQ,GAAG,IAAI,wCAAkB,CACrC,KAAK,EACL,IAAI,EACJ;YACE,IAAI,EAAE,CAAC;YACP,EAAE,EAAE,EAAE;SACP,EACD;YACE,mBAAmB,EAAE,GAAG,EAAE;gBACxB,MAAM,KAAK,GAAG,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;gBAEtD,MAAM,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBACnC,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;gBACjC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;gBACrC,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAE5C,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CACF,CAAC;QAEF,IAAI;aACD,IAAI,CAAC;YACJ,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;YAC9C,IAAI,uBAAe,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,CAAC,CAAC;SAC/C,CAAC;aACD,IAAI,CAAC,GAAG,EAAE;YACT,QAAQ,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;YAC/B,QAAQ,CAAC,WAAW,EAAE,CAAC;QACzB,CAAC,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/adapter/backtester/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,uDAAqC;AACrC,wDAAsC"}
|
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@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"error.js","sourceRoot":"","sources":["../../src/adapter/error.ts"],"names":[],"mappings":";;;AAAA,SAAgB,oBAAoB,CAAC,WAAmB;IACtD,OAAO,IAAI,KAAK,CACd,oBAAoB,WAAW,qDAAqD,CACrF,CAAC;AACJ,CAAC;AAJD,oDAIC;AAED,SAAgB,oBAAoB;IAClC,OAAO,IAAI,KAAK,CAAC,4BAA4B,CAAC,CAAC;AACjD,CAAC;AAFD,oDAEC"}
|
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@@ -1 +0,0 @@
|
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|
1
|
-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/adapter/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,4CAA0B;AAC1B,sDAAoC;AACpC,+CAA6B;AAC7B,0CAAwB"}
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"paper-engine.js","sourceRoot":"","sources":["../../../../src/adapter/paper/engine/paper-engine.ts"],"names":[],"mappings":";;;AAAA,+BAA2B;AAE3B,4CAA0D;AAC1D,4CAA6C;AAC7C,0CAWwB;AAExB,MAAa,WAAW;IACtB,YAA6B,KAAY;QAAZ,UAAK,GAAL,KAAK,CAAO;QACvC,KAAK,CAAC,QAAQ;aACX,IAAI,CACH,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;YACP,IAAI,EAAE,YAAY,kBAAS,EAAE;gBAC3B,IAAI,CAAC,WAAW,CAAC,EAAE,CAAC,CAAC;aACtB;iBAAM,IAAI,EAAE,YAAY,cAAK,EAAE;gBAC9B,IAAI,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;aAClB;QACH,CAAC,CAAC,CACH;aACA,SAAS,EAAE,CAAC;IACjB,CAAC;IAEM,IAAI,CAAC,KAAY;QACtB,MAAM,EAAE,SAAS,EAAE,GAAG,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC;QAE1C,IAAI;YACF,IAAI,CAAC,KAAK,CAAC,QAAQ,CACjB,IAAI,qBAAa,CAAC,KAAK,EAAE,SAAS,CAAC,EACnC,IAAI,6BAAqB,CAAC,KAAK,CAAC,EAAE,EAAE,KAAK,CAAC,UAAU,EAAE,SAAS,CAAC,CACjE,CAAC;YAEF,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,yBAAiB,CAAC,KAAK,CAAC,EAAE,EAAE,KAAK,CAAC,UAAU,EAAE,SAAS,CAAC,CAAC,CAAC;SACnF;QAAC,OAAO,KAAK,EAAE;YACd,IAAI,CAAC,KAAK,CAAC,QAAQ,CACjB,IAAI,+BAAuB,CAAC,KAAK,CAAC,EAAE,EAAE,KAAK,CAAC,UAAU,EAAE,SAAS,CAAC,EAClE,IAAI,0BAAkB,CAAC,KAAK,CAAC,EAAE,EAAE,KAAK,CAAC,UAAU,EAAE,SAAS,CAAC,CAC9D,CAAC;SACH;IACH,CAAC;IAEM,MAAM,CAAC,KAAY;QACxB,MAAM,EAAE,SAAS,EAAE,GAAG,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC;QAE1C,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,2BAAmB,CAAC,KAAK,CAAC,EAAE,EAAE,KAAK,CAAC,UAAU,EAAE,SAAS,CAAC,CAAC,CAAC;QAEpF,IAAI,CAAC,KAAK,CAAC,QAAQ,CACjB,IAAI,+BAAuB,CAAC,KAAK,CAAC,EAAE,EAAE,KAAK,CAAC,UAAU,EAAE,SAAS,CAAC,EAClE,IAAI,0BAAkB,CAAC,KAAK,CAAC,EAAE,EAAE,KAAK,CAAC,UAAU,EAAE,SAAS,CAAC,CAC9D,CAAC;IACJ,CAAC;IAEO,WAAW,CAAC,SAAoB;QACtC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK;aACtB,GAAG,CAAC,SAAS,CAAC,UAAU,CAAC,EAAE,CAAC;aAC5B,eAAe,EAAE;aACjB,OAAO,CAAC,EAAE,CAAC,EAAE;YACZ,IAAI,EAAE,CAAC,KAAK,IAAI,SAAS,EAAE;gBACzB,OAAO;aACR;YAED,IAAI,EAAE,CAAC,IAAI,IAAI,OAAO,EAAE;gBACtB,IAAI,EAAE,CAAC,QAAQ,CAAC,WAAW,CAAC,CAAC,CAAC,IAAI,EAAE,CAAC,IAAI,CAAC,WAAW,CAAC,SAAS,CAAC,IAAI,CAAC,IAAI,CAAC,EAAE;oBAC1E,IAAI,CAAC,aAAa,CAAC,EAAE,EAAE,SAAS,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;iBAC7C;qBAAM,IAAI,EAAE,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAAC,CAAC,IAAI,EAAE,CAAC,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,IAAI,CAAC,IAAI,CAAC,EAAE;oBAC3E,IAAI,CAAC,aAAa,CAAC,EAAE,EAAE,SAAS,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;iBAC7C;aACF;iBAAM,IAAI,EAAE,CAAC,IAAI,IAAI,QAAQ,EAAE;gBAC9B,IAAI,EAAE,CAAC,QAAQ,CAAC,WAAW,CAAC,CAAC,CAAC,EAAE;oBAC9B,IAAI,CAAC,aAAa,CAAC,EAAE,EAAE,SAAS,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;iBAC7C;qBAAM,IAAI,EAAE,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAAC,CAAC,EAAE;oBAClC,IAAI,CAAC,aAAa,CAAC,EAAE,EAAE,SAAS,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;iBAC7C;aACF;QACH,CAAC,CAAC,CAAC;IACP,CAAC;IAEO,OAAO,CAAC,KAAY;QAC1B,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK;aACtB,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,EAAE,CAAC;aACxB,eAAe,EAAE;aACjB,OAAO,CAAC,EAAE,CAAC,EAAE;YACZ,IAAI,EAAE,CAAC,KAAK,IAAI,SAAS,EAAE;gBACzB,OAAO;aACR;YAED,IAAI,EAAE,CAAC,IAAI,IAAI,OAAO,EAAE;gBACtB,IAAI,EAAE,CAAC,QAAQ,CAAC,WAAW,CAAC,CAAC,CAAC,IAAI,EAAE,CAAC,IAAI,CAAC,WAAW,CAAC,KAAK,CAAC,IAAI,CAAC,EAAE;oBACjE,IAAI,CAAC,aAAa,CAAC,EAAE,EAAE,KAAK,CAAC,IAAI,CAAC,CAAC;iBACpC;qBAAM,IAAI,EAAE,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAAC,CAAC,IAAI,EAAE,CAAC,IAAI,CAAC,QAAQ,CAAC,KAAK,CAAC,IAAI,CAAC,EAAE;oBAClE,IAAI,CAAC,aAAa,CAAC,EAAE,EAAE,KAAK,CAAC,IAAI,CAAC,CAAC;iBACpC;aACF;iBAAM,IAAI,EAAE,CAAC,IAAI,IAAI,QAAQ,EAAE;gBAC9B,IAAI,CAAC,aAAa,CAAC,EAAE,EAAE,KAAK,CAAC,IAAI,CAAC,CAAC;aACpC;QACH,CAAC,CAAC,CAAC;IACP,CAAC;IAEO,aAAa,CAAC,KAAY,EAAE,oBAA6B;QAC/D,MAAM,EAAE,SAAS,EAAE,GAAG,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC;QAE1C,MAAM,UAAU,GAAG,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;QACpF,MAAM,UAAU,GAAG;YACjB,IAAI,EAAE,UAAC,CAAC,IAAI;YACZ,KAAK,EAAE,UAAC,CAAC,IAAI;SACd,CAAC;QAEF,MAAM,GAAG,GAAG,KAAK,CAAC,QAAQ,CAAC,GAAG,EAAE,CAAC;QAEjC,IAAI,KAAK,CAAC,QAAQ,CAAC,WAAW,CAAC,CAAC,CAAC,EAAE;YACjC,UAAU,CAAC,IAAI,GAAG,UAAU,CAAC,IAAI,CAAC,IAAI,CACpC,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,UAAU,CAAC,UAAU,CAAC,aAAa,CAAC,GAAG,CAAC,CAAC,CAChE,CAAC;YACF,UAAU,CAAC,KAAK,GAAG,UAAU,CAAC,KAAK,CAAC,KAAK,CACvC,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,oBAAoB,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CACtD,CAAC;SACH;aAAM,IAAI,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAAC,CAAC,EAAE;YACrC,UAAU,CAAC,IAAI,GAAG,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC;YACpE,UAAU,CAAC,KAAK,GAAG,UAAU,CAAC,KAAK,CAAC,IAAI,CACtC,UAAU,CAAC,KAAK,CAAC,KAAK,CACpB,UAAU,CAAC,UAAU,CAAC,aAAa,CAAC,oBAAoB,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CACnE,CACF,CAAC;SACH;QAED,IAAI,CAAC,KAAK,CAAC,QAAQ,CACjB,IAAI,+BAAuB,CAAC,KAAK,CAAC,EAAE,EAAE,KAAK,CAAC,UAAU,EAAE,SAAS,CAAC,EAClE,IAAI,wBAAgB,CAAC,KAAK,CAAC,EAAE,EAAE,KAAK,CAAC,UAAU,EAAE,oBAAoB,EAAE,SAAS,CAAC,EACjF,IAAI,4BAAoB,CAAC,UAAU,CAAC,IAAI,EAAE,UAAU,CAAC,IAAI,EAAE,SAAS,CAAC,EACrE,IAAI,4BAAoB,CAAC,UAAU,CAAC,KAAK,EAAE,UAAU,CAAC,KAAK,EAAE,SAAS,CAAC,CACxE,CAAC;IACJ,CAAC;CACF;AA5HD,kCA4HC"}
|
|
@@ -1 +0,0 @@
|
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|
1
|
-
export {};
|
|
@@ -1,54 +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 paper_engine_1 = require("./paper-engine");
|
|
7
|
-
describe('PaperEngine', () => {
|
|
8
|
-
const instrument = new domain_1.Instrument(new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt');
|
|
9
|
-
const commission = (0, domain_1.commissionPercentOf)({
|
|
10
|
-
maker: (0, shared_1.d)(0.1),
|
|
11
|
-
taker: (0, shared_1.d)(0.1)
|
|
12
|
-
});
|
|
13
|
-
test('should open a new buy market order', () => {
|
|
14
|
-
const store = new store_1.Store();
|
|
15
|
-
const engine = new paper_engine_1.PaperEngine(store);
|
|
16
|
-
const order = domain_1.Order.market(instrument, (0, shared_1.d)(1.0));
|
|
17
|
-
store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), instrument.base, instrument.quote, commission, ''), new store_1.BalancePatchEvent(instrument.base, (0, shared_1.d)(1), shared_1.d.Zero, (0, shared_1.now)()), new store_1.BalancePatchEvent(instrument.quote, (0, shared_1.d)(1000), shared_1.d.Zero, (0, shared_1.now)()));
|
|
18
|
-
engine.open(order);
|
|
19
|
-
expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
|
|
20
|
-
expect(store.snapshot.order.get(instrument.id).get(order.id)).toEqual(order);
|
|
21
|
-
expect(store.snapshot.balance.get(instrument.quote.id).free).toEqual(shared_1.d.Zero);
|
|
22
|
-
expect(store.snapshot.balance.get(instrument.quote.id).locked).toEqual((0, shared_1.d)(1000));
|
|
23
|
-
});
|
|
24
|
-
test('should open a new sell market order', () => {
|
|
25
|
-
const store = new store_1.Store();
|
|
26
|
-
const engine = new paper_engine_1.PaperEngine(store);
|
|
27
|
-
const order = domain_1.Order.market(instrument, (0, shared_1.d)(-0.6));
|
|
28
|
-
store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), instrument.base, instrument.quote, commission, ''), new store_1.BalancePatchEvent(instrument.base, (0, shared_1.d)(1), shared_1.d.Zero, (0, shared_1.now)()), new store_1.BalancePatchEvent(instrument.quote, (0, shared_1.d)(1000), shared_1.d.Zero, (0, shared_1.now)()));
|
|
29
|
-
engine.open(order);
|
|
30
|
-
expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
|
|
31
|
-
expect(store.snapshot.order.get(instrument.id).get(order.id)).toEqual(order);
|
|
32
|
-
expect(store.snapshot.balance.get(instrument.base.id).free).toEqual((0, shared_1.d)(0.4));
|
|
33
|
-
expect(store.snapshot.balance.get(instrument.base.id).locked).toEqual((0, shared_1.d)(0.6));
|
|
34
|
-
});
|
|
35
|
-
test('should open and fill a new sell limit order', () => {
|
|
36
|
-
const store = new store_1.Store();
|
|
37
|
-
const engine = new paper_engine_1.PaperEngine(store);
|
|
38
|
-
const order = domain_1.Order.limit(instrument, (0, shared_1.d)(-0.6), (0, shared_1.d)(100));
|
|
39
|
-
store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), instrument.base, instrument.quote, commission, ''), new store_1.BalancePatchEvent(instrument.base, (0, shared_1.d)(1), shared_1.d.Zero, (0, shared_1.now)()), new store_1.BalancePatchEvent(instrument.quote, (0, shared_1.d)(1000), shared_1.d.Zero, (0, shared_1.now)()), new store_1.InstrumentSubscriptionEvent((0, shared_1.now)(), instrument, true));
|
|
40
|
-
engine.open(order);
|
|
41
|
-
expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
|
|
42
|
-
expect(store.snapshot.order.get(instrument.id).get(order.id).state).toEqual('PENDING');
|
|
43
|
-
expect(store.snapshot.balance.get(instrument.base.id).free).toEqual((0, shared_1.d)(0.4));
|
|
44
|
-
expect(store.snapshot.balance.get(instrument.base.id).locked).toEqual((0, shared_1.d)(0.6));
|
|
45
|
-
store.dispatch(new store_1.OrderbookPatchEvent(instrument, { rate: (0, shared_1.d)(102), quantity: (0, shared_1.d)(1), next: undefined }, { rate: (0, shared_1.d)(101), quantity: (0, shared_1.d)(1), next: undefined }, (0, shared_1.now)()));
|
|
46
|
-
expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
|
|
47
|
-
expect(store.snapshot.order.get(instrument.id).get(order.id).state).toEqual('FILLED');
|
|
48
|
-
expect(store.snapshot.balance.get(instrument.base.id).free).toEqual((0, shared_1.d)(0.4));
|
|
49
|
-
expect(store.snapshot.balance.get(instrument.base.id).locked).toEqual(shared_1.d.Zero);
|
|
50
|
-
expect(store.snapshot.balance.get(instrument.quote.id).free).toEqual((0, shared_1.d)(1060.53));
|
|
51
|
-
expect(store.snapshot.balance.get(instrument.quote.id).locked).toEqual(shared_1.d.Zero);
|
|
52
|
-
});
|
|
53
|
-
});
|
|
54
|
-
//# sourceMappingURL=paper-engine.spec.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"paper-engine.spec.js","sourceRoot":"","sources":["../../../../src/adapter/paper/engine/paper-engine.spec.ts"],"names":[],"mappings":";;AAAA,4CAAgF;AAChF,4CAAyC;AACzC,0CAMwB;AACxB,iDAA6C;AAE7C,QAAQ,CAAC,aAAa,EAAE,GAAG,EAAE;IAC3B,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;IAEF,MAAM,UAAU,GAAG,IAAA,4BAAmB,EAAC;QACrC,KAAK,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC;QACb,KAAK,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC;KACd,CAAC,CAAC;IAEH,IAAI,CAAC,oCAAoC,EAAE,GAAG,EAAE;QAC9C,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,MAAM,GAAG,IAAI,0BAAW,CAAC,KAAK,CAAC,CAAC;QACtC,MAAM,KAAK,GAAG,cAAK,CAAC,MAAM,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QAE/C,KAAK,CAAC,QAAQ,CACZ,IAAI,4BAAoB,CAAC,IAAA,YAAG,GAAE,EAAE,UAAU,CAAC,IAAI,EAAE,UAAU,CAAC,KAAK,EAAE,UAAU,EAAE,EAAE,CAAC,EAClF,IAAI,yBAAiB,CAAC,UAAU,CAAC,IAAI,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,UAAC,CAAC,IAAI,EAAE,IAAA,YAAG,GAAE,CAAC,EAC3D,IAAI,yBAAiB,CAAC,UAAU,CAAC,KAAK,EAAE,IAAA,UAAC,EAAC,IAAI,CAAC,EAAE,UAAC,CAAC,IAAI,EAAE,IAAA,YAAG,GAAE,CAAC,CAChE,CAAC;QAEF,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QAEnB,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;QAC7E,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,UAAC,CAAC,IAAI,CAAC,CAAC;QAC7E,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC;IAClF,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qCAAqC,EAAE,GAAG,EAAE;QAC/C,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,MAAM,GAAG,IAAI,0BAAW,CAAC,KAAK,CAAC,CAAC;QACtC,MAAM,KAAK,GAAG,cAAK,CAAC,MAAM,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,GAAG,CAAC,CAAC,CAAC;QAEhD,KAAK,CAAC,QAAQ,CACZ,IAAI,4BAAoB,CAAC,IAAA,YAAG,GAAE,EAAE,UAAU,CAAC,IAAI,EAAE,UAAU,CAAC,KAAK,EAAE,UAAU,EAAE,EAAE,CAAC,EAClF,IAAI,yBAAiB,CAAC,UAAU,CAAC,IAAI,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,UAAC,CAAC,IAAI,EAAE,IAAA,YAAG,GAAE,CAAC,EAC3D,IAAI,yBAAiB,CAAC,UAAU,CAAC,KAAK,EAAE,IAAA,UAAC,EAAC,IAAI,CAAC,EAAE,UAAC,CAAC,IAAI,EAAE,IAAA,YAAG,GAAE,CAAC,CAChE,CAAC;QAEF,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QAEnB,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;QAC7E,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QAC5E,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;IAChF,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,6CAA6C,EAAE,GAAG,EAAE;QACvD,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,MAAM,GAAG,IAAI,0BAAW,CAAC,KAAK,CAAC,CAAC;QACtC,MAAM,KAAK,GAAG,cAAK,CAAC,KAAK,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,GAAG,CAAC,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QAEvD,KAAK,CAAC,QAAQ,CACZ,IAAI,4BAAoB,CAAC,IAAA,YAAG,GAAE,EAAE,UAAU,CAAC,IAAI,EAAE,UAAU,CAAC,KAAK,EAAE,UAAU,EAAE,EAAE,CAAC,EAClF,IAAI,yBAAiB,CAAC,UAAU,CAAC,IAAI,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,UAAC,CAAC,IAAI,EAAE,IAAA,YAAG,GAAE,CAAC,EAC3D,IAAI,yBAAiB,CAAC,UAAU,CAAC,KAAK,EAAE,IAAA,UAAC,EAAC,IAAI,CAAC,EAAE,UAAC,CAAC,IAAI,EAAE,IAAA,YAAG,GAAE,CAAC,EAC/D,IAAI,mCAA2B,CAAC,IAAA,YAAG,GAAE,EAAE,UAAU,EAAE,IAAI,CAAC,CACzD,CAAC;QAEF,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QAEnB,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,KAAK,CAAC,CAAC,OAAO,CACzE,SAAS,CACV,CAAC;QACF,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QAC5E,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QAE9E,KAAK,CAAC,QAAQ,CACZ,IAAI,2BAAmB,CACrB,UAAU,EACV,EAAE,IAAI,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,EAAE,QAAQ,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAI,EAAE,SAAS,EAAE,EACjD,EAAE,IAAI,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,EAAE,QAAQ,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAI,EAAE,SAAS,EAAE,EACjD,IAAA,YAAG,GAAE,CACN,CACF,CAAC;QAEF,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,KAAK,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC;QACtF,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QAC5E,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,UAAC,CAAC,IAAI,CAAC,CAAC;QAC9E,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,OAAO,CAAC,CAAC,CAAC;QACjF,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,UAAC,CAAC,IAAI,CAAC,CAAC;IACjF,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
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@@ -1 +0,0 @@
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1
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-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/adapter/paper/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,kDAAgC;AAChC,wDAAsC"}
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@@ -1 +0,0 @@
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1
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-
{"version":3,"file":"paper-adapter.js","sourceRoot":"","sources":["../../../src/adapter/paper/paper-adapter.ts"],"names":[],"mappings":";;;AAAA,yCAA0E;AAC1E,yCAA4C;AAC5C,uCAAuD;AACvD,0BAA6B;AAQ7B,SAAgB,yBAAyB,CACvC,uBAAuC,EACvC,OAAqB;IAErB,OAAO,CAAC,YAAY,EAAE,KAAK,EAAE,KAAK,EAAE,EAAE,CACpC,IAAI,YAAY,CAAC,uBAAuB,CAAC,YAAY,EAAE,KAAK,EAAE,KAAK,CAAC,EAAE,KAAK,EAAE,OAAO,CAAC,CAAC;AAC1F,CAAC;AAND,8DAMC;AAED,MAAa,YAAa,SAAQ,WAAO;IAIvC,YACW,gBAAyB,EACzB,KAAY,EACZ,OAAqB;QAE9B,KAAK,CAAC;YACJ,SAAS,EAAE,GAAG,EAAE,CAAC,IAAI,CAAC,gBAAgB,CAAC,SAAS,EAAE;SACnD,CAAC,CAAC;QANM,qBAAgB,GAAhB,gBAAgB,CAAS;QACzB,UAAK,GAAL,KAAK,CAAO;QACZ,YAAO,GAAP,OAAO,CAAc;QANvB,SAAI,GAAG,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC;IAW3C,CAAC;IAED,KAAK,CAAC,KAAK;QACT,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,iBAAiB,CAAC,IAAI,CAAC,CAAC;QAE3C,MAAM,IAAI,CAAC,gBAAgB,CAAC,KAAK,EAAE,CAAC;IACtC,CAAC;IAED,OAAO;QACL,OAAO,IAAI,CAAC,gBAAgB,CAAC,OAAO,EAAE,CAAC;IACzC,CAAC;IAED,SAAS,CAAC,WAAiC;QACzC,OAAO,IAAI,CAAC,gBAAgB,CAAC,SAAS,CAAC,WAAW,CAAC,CAAC;IACtD,CAAC;IAED,KAAK,CAAC,OAAO;QACX,IAAI,UAAU,GAAG,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,KAAK,CAAC,CAAC,MAAM,CAC3E,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,WAAW,IAAI,IAAI,CAAC,IAAI,CAClC,CAAC;QAEF,KAAK,MAAM,OAAO,IAAI,IAAI,CAAC,OAAO,CAAC,OAAO,EAAE;YAC1C,MAAM,KAAK,GAAG,IAAA,gBAAO,EAAC,OAAO,CAAC,CAAC;YAE/B,IAAI,KAAK,CAAC,WAAW,IAAI,IAAI,CAAC,IAAI,EAAE;gBAClC,SAAS;aACV;YAED,MAAM,IAAI,GAAG,IAAA,UAAC,EAAC,IAAI,CAAC,OAAO,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC;YAE9C,UAAU,GAAG,UAAU,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,KAAK,CAAC,EAAE,CAAC,CAAC;YAExD,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,yBAAiB,CAAC,KAAK,EAAE,IAAI,EAAE,UAAC,CAAC,IAAI,EAAE,IAAI,CAAC,SAAS,EAAE,CAAC,CAAC,CAAC;SACnF;QAED,KAAK,MAAM,YAAY,IAAI,UAAU,EAAE;YACrC,IAAI,CAAC,KAAK,CAAC,QAAQ,CACjB,IAAI,yBAAiB,CAAC,YAAY,EAAE,UAAC,CAAC,IAAI,EAAE,UAAC,CAAC,IAAI,EAAE,IAAI,CAAC,SAAS,EAAE,CAAC,CACtE,CAAC;SACH;IACH,CAAC;IAED,KAAK,CAAC,IAAI,CAAC,KAAY;QACrB,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IAC1B,CAAC;IAED,KAAK,CAAC,MAAM,CAAC,KAAY;QACvB,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IAC5B,CAAC;IAED,OAAO,CACL,UAA8B,EAC9B,SAAiB,EACjB,MAAc;QAEd,OAAO,IAAI,CAAC,gBAAgB,CAAC,OAAO,CAAC,UAAU,EAAE,SAAS,EAAE,MAAM,CAAC,CAAC;IACtE,CAAC;IAED,IAAI,CACF,UAA8B,EAC9B,IAAe,EACf,EAAa,EACb,QAA2B;QAE3B,OAAO,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC,UAAU,EAAE,IAAI,EAAE,EAAE,EAAE,QAAQ,CAAC,CAAC;IACpE,CAAC;IAED,iBAAiB,CAAC,OAAqB;QACrC,OAAO,IAAI,CAAC,gBAAgB,CAAC,iBAAiB,CAAC,OAAO,CAAC,CAAC;IAC1D,CAAC;CACF;AAlFD,oCAkFC"}
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@@ -1 +0,0 @@
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1
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export {};
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@@ -1,70 +0,0 @@
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1
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"use strict";
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2
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Object.defineProperty(exports, "__esModule", { value: true });
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3
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const shared_1 = require("../../shared");
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4
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const store_1 = require("../../store");
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5
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const adapter_1 = require("../adapter");
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6
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const domain_1 = require("./../../domain");
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7
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const paper_engine_1 = require("./engine/paper-engine");
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8
|
-
const paper_adapter_1 = require("./paper-adapter");
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9
|
-
class DefaultAdapter extends adapter_1.Adapter {
|
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10
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-
constructor(timeProvider, store) {
|
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11
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super(timeProvider);
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this.store = store;
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13
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this.name = 'default';
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14
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-
}
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15
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-
dispose() {
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throw new Error('Method not implemented.');
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-
}
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18
|
-
subscribe(instruments) {
|
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throw new Error('Method not implemented.');
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}
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account() {
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throw new Error('Method not implemented.');
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}
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open(order) {
|
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throw new Error('Method not implemented.');
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}
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|
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cancel(order) {
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throw new Error('Method not implemented.');
|
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|
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}
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30
|
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history(instrument, timeframe, length) {
|
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31
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throw new Error('Method not implemented.');
|
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32
|
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}
|
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33
|
-
feed(instrument, from, to, callback) {
|
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34
|
-
throw new Error('Method not implemented.');
|
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35
|
-
}
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36
|
-
timestamp() {
|
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return 123;
|
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38
|
-
}
|
|
39
|
-
async awake() {
|
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40
|
-
this.store.dispatch(new store_1.InstrumentPatchEvent(this.timestamp(), new domain_1.Asset('a', this.name, 8), new domain_1.Asset('b', this.name, 4), new domain_1.Commission((0, shared_1.d)(0.1), (0, shared_1.d)(0.1)), 'a-b'));
|
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41
|
-
}
|
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42
|
-
createPaperEngine(adapter) {
|
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43
|
-
return new paper_engine_1.PaperEngine(adapter.store);
|
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44
|
-
}
|
|
45
|
-
}
|
|
46
|
-
describe('PaperAdapter', () => {
|
|
47
|
-
const options = {
|
|
48
|
-
balance: {
|
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49
|
-
['default:a']: 1000,
|
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50
|
-
['default:b']: 200
|
|
51
|
-
}
|
|
52
|
-
};
|
|
53
|
-
test('should return wrapped adapter name and timestamp', () => {
|
|
54
|
-
const store = new store_1.Store();
|
|
55
|
-
const sut = new paper_adapter_1.PaperAdapter(new DefaultAdapter(adapter_1.DefaultTimeProvider, store), store, options);
|
|
56
|
-
expect(sut.name).toEqual('default');
|
|
57
|
-
expect(sut.timestamp()).toEqual(123);
|
|
58
|
-
});
|
|
59
|
-
test('', async () => {
|
|
60
|
-
const store = new store_1.Store();
|
|
61
|
-
const adapter = new DefaultAdapter(adapter_1.DefaultTimeProvider, store);
|
|
62
|
-
const sut = new paper_adapter_1.PaperAdapter(adapter, store, options);
|
|
63
|
-
await sut.awake();
|
|
64
|
-
await sut.account();
|
|
65
|
-
const order = domain_1.Order.market((0, domain_1.instrumentOf)('default:a-b'), (0, shared_1.d)(1.0));
|
|
66
|
-
await sut.open(order);
|
|
67
|
-
expect(store.snapshot.order.get(order.instrument.id).get(order.id)).toEqual(order);
|
|
68
|
-
});
|
|
69
|
-
});
|
|
70
|
-
//# sourceMappingURL=paper-adapter.spec.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
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{"version":3,"file":"paper-adapter.spec.js","sourceRoot":"","sources":["../../../src/adapter/paper/paper-adapter.spec.ts"],"names":[],"mappings":";;AAAA,yCAA4C;AAC5C,uCAA0D;AAC1D,wCAKoB;AACpB,2CAOwB;AACxB,wDAAoD;AACpD,mDAA+C;AAE/C,MAAM,cAAe,SAAQ,iBAAO;IAqClC,YAAY,YAAiC,EAAmB,KAAY;QAC1E,KAAK,CAAC,YAAY,CAAC,CAAC;QAD0C,UAAK,GAAL,KAAK,CAAO;QAN5E,SAAI,GAAG,SAAS,CAAC;IAQjB,CAAC;IAtCD,OAAO;QACL,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,SAAS,CAAC,WAAiC;QACzC,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,OAAO;QACL,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,IAAI,CAAC,KAAY;QACf,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,MAAM,CAAC,KAAY;QACjB,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,OAAO,CACL,UAA8B,EAC9B,SAAiB,EACjB,MAAc;QAEd,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IACD,IAAI,CACF,UAA8B,EAC9B,IAAe,EACf,EAAa,EACb,QAA2B;QAE3B,MAAM,IAAI,KAAK,CAAC,yBAAyB,CAAC,CAAC;IAC7C,CAAC;IAGD,SAAS;QACP,OAAO,GAAG,CAAC;IACb,CAAC;IAMD,KAAK,CAAC,KAAK;QACT,IAAI,CAAC,KAAK,CAAC,QAAQ,CACjB,IAAI,4BAAoB,CACtB,IAAI,CAAC,SAAS,EAAE,EAChB,IAAI,cAAK,CAAC,GAAG,EAAE,IAAI,CAAC,IAAI,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,GAAG,EAAE,IAAI,CAAC,IAAI,EAAE,CAAC,CAAC,EAC5B,IAAI,mBAAU,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,EAC9B,KAAK,CACN,CACF,CAAC;IACJ,CAAC;IAED,iBAAiB,CAAC,OAAqB;QACrC,OAAO,IAAI,0BAAW,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IACxC,CAAC;CACF;AAED,QAAQ,CAAC,cAAc,EAAE,GAAG,EAAE;IAC5B,MAAM,OAAO,GAAG;QACd,OAAO,EAAE;YACP,CAAC,WAAW,CAAC,EAAE,IAAI;YACnB,CAAC,WAAW,CAAC,EAAE,GAAG;SACnB;KACF,CAAC;IAEF,IAAI,CAAC,kDAAkD,EAAE,GAAG,EAAE;QAC5D,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAE1B,MAAM,GAAG,GAAG,IAAI,4BAAY,CAC1B,IAAI,cAAc,CAAC,6BAAmB,EAAE,KAAK,CAAC,EAC9C,KAAK,EACL,OAAO,CACR,CAAC;QAEF,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACpC,MAAM,CAAC,GAAG,CAAC,SAAS,EAAE,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;IACvC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,EAAE,EAAE,KAAK,IAAI,EAAE;QAClB,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,OAAO,GAAG,IAAI,cAAc,CAAC,6BAAmB,EAAE,KAAK,CAAC,CAAC;QAE/D,MAAM,GAAG,GAAG,IAAI,4BAAY,CAAC,OAAO,EAAE,KAAK,EAAE,OAAO,CAAC,CAAC;QAEtD,MAAM,GAAG,CAAC,KAAK,EAAE,CAAC;QAClB,MAAM,GAAG,CAAC,OAAO,EAAE,CAAC;QAEpB,MAAM,KAAK,GAAG,cAAK,CAAC,MAAM,CAAC,IAAA,qBAAY,EAAC,aAAa,CAAC,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QAEhE,MAAM,GAAG,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;QAEtB,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,KAAK,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;IACrF,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
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import { BacktesterListener, BacktesterStreamer } from './adapter';
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const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter.map(it => (0, adapter_1.createBacktesterAdapterFactory)((0, adapter_1.createPaperAdapterFactory)(it, this.descriptor.simulation), streamer)), streamer.getTimeProvider(), store, cache);
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const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter.map(it => (0, adapter_1.createPaperAdapterFactory)(it, this.descriptor.simulation)), adapter_1.DefaultTimeProvider, store, cache);
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const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter, adapter_1.DefaultTimeProvider, store, cache);
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}
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}
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exports.Bootstrap = Bootstrap;
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package/dist/bootstrap.js.map
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package/dist/cli/build.js.map
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|
|
|
1
|
-
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package/dist/cli/dev.js.map
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|
|
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|
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{"version":3,"file":"dev.js","sourceRoot":"","sources":["../../src/cli/dev.ts"],"names":[],"mappings":";;AAAA,4CAAyC;AACzC,mCAA4B;AAC5B,oDAAiD;AAElC,KAAK,oBAAW,IAAY,EAAE,OAAY;IACvD,IAAI,MAAM,IAAA,eAAK,GAAE,EAAE;QACjB,OAAO;KACR;IAED,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC;IAEvD,MAAM,MAAM,GAAG,MAAM,IAAA,qBAAS,EAAC,IAAI,CAAC,CAAC;IAErC,MAAM,SAAS,GAAG,IAAI,qBAAS,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IACnD,MAAM,OAAO,GAAG,SAAS,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,KAAK,EAAE,CAAC;IAEnD,MAAM,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;AACtC,CAAC;AAbD,4BAaC"}
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package/dist/cli/index.js.map
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|
-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/cli/index.ts"],"names":[],"mappings":";;;AAEA,iDAAoD;AACpD,yCAAoC;AACpC,2CAA+B;AAE/B,mCAA4B;AAC5B,+BAAwB;AACxB,iCAA0B;AAC1B,+BAAwB;AACxB,iCAA0B;AAE1B,mBAAO;KACJ,OAAO,CAAC,OAAO,CAAC;KAChB,WAAW,CAAC,wCAAwC,CAAC;KACrD,MAAM,CAAC,KAAK,IAAI,EAAE;IACjB,MAAM,IAAA,eAAK,GAAE,CAAC;AAChB,CAAC,CAAC,CAAC;AAEL,mBAAO;KACJ,OAAO,CAAC,KAAK,CAAC;KACd,QAAQ,CAAC,QAAQ,EAAE,qBAAqB,CAAC;KACzC,MAAM,CAAC,eAAe,EAAE,oBAAoB,CAAC;KAC7C,MAAM,CAAC,IAAI,EAAE,YAAY,CAAC;KAC1B,WAAW,CAAC,wCAAwC,CAAC;KACrD,MAAM,CAAC,aAAG,CAAC,CAAC;AAEf,mBAAO;KACJ,OAAO,CAAC,KAAK,CAAC;KACd,QAAQ,CAAC,QAAQ,EAAE,qBAAqB,CAAC;KACzC,MAAM,CAAC,eAAe,EAAE,oBAAoB,CAAC;KAC7C,MAAM,CAAC,IAAI,EAAE,YAAY,CAAC;KAC1B,WAAW,CAAC,iDAAiD,CAAC;KAC9D,MAAM,CAAC,aAAG,CAAC,CAAC;AAEf,mBAAO;KACJ,OAAO,CAAC,MAAM,CAAC;KACf,WAAW,CAAC,4DAA4D,CAAC;KACzE,QAAQ,CAAC,QAAQ,EAAE,qBAAqB,CAAC;KACzC,MAAM,CAAC,mBAAmB,EAAE,WAAW,CAAC;KACxC,MAAM,CAAC,eAAe,EAAE,SAAS,CAAC;KAClC,MAAM,CAAC,IAAI,EAAE,YAAY,CAAC;KAC1B,MAAM,CAAC,cAAI,CAAC,CAAC;AAEhB,mBAAO;KACJ,OAAO,CAAC,MAAM,CAAC;KACf,WAAW,CAAC,6CAA6C,CAAC;KAC1D,QAAQ,CAAC,QAAQ,EAAE,qBAAqB,CAAC;KACzC,QAAQ,CAAC,cAAc,EAAE,sBAAsB,CAAC;KAChD,MAAM,CAAC,mBAAmB,EAAE,WAAW,CAAC;KACxC,MAAM,CAAC,eAAe,EAAE,SAAS,CAAC;KAClC,MAAM,CAAC,cAAI,CAAC,CAAC;AAEhB,mBAAO,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC,WAAW,CAAC,iBAAiB,CAAC,CAAC;AAEzD,IAAI,OAAO,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,EAAE;IAC3B,mBAAO,CAAC,IAAI,EAAE,CAAC;CAChB;KAAM;IACL,IAAI,OAAO,CAAC,IAAI,CAAC,KAAK,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,IAAI,CAAC,EAAE;QACxC,mBAAO,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;KAC7B;SAAM;QACL,MAAM,IAAI,GAAG,OAAO,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,IAAI,CAAC,CAAC;QAC7D,IAAI,KAAmB,CAAC;QAExB,MAAM,iBAAiB,GAAG,GAAG,EAAE;YAC7B,OAAO,CAAC,KAAK,EAAE,CAAC;YAEhB,IAAI,KAAK,EAAE;gBACT,KAAK,CAAC,IAAI,EAAE,CAAC;aACd;YAED,KAAK,GAAG,IAAA,qBAAK,EAAC,MAAM,EAAE,IAAI,EAAE;gBAC1B,KAAK,EAAE,CAAC,SAAS,EAAE,SAAS,EAAE,SAAS,EAAE,KAAK,CAAC;aAChD,CAAC,CAAC;QACL,CAAC,CAAC;QAEF,iBAAiB,EAAE,CAAC;QAEpB,IAAA,oBAAK,EAAC,OAAO,CAAC,GAAG,EAAE,GAAG,MAAM,EAAE,EAAE,SAAS,EAAE,IAAI,EAAE,EAAE,GAAG,EAAE,CAAC,iBAAiB,EAAE,CAAC,CAAC;KAC/E;CACF"}
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"workspace.js","sourceRoot":"","sources":["../../../src/cli/internal/workspace.ts"],"names":[],"mappings":";;;AAAA,+BAA4B;AAI5B,2CAAkD;AAOlD,SAAgB,cAAc;IAC5B,OAAO,IAAA,WAAI,EAAC,OAAO,CAAC,GAAG,EAAE,EAAE,IAAA,yBAAgB,GAAE,EAAE,OAAO,CAAC,CAAC;AAC1D,CAAC;AAFD,wCAEC;AAEM,KAAK,UAAU,SAAS,CAAC,IAAY;IAC1C,OAAO,2CAAa,IAAA,WAAI,EAAC,cAAc,EAAE,EAAE,IAAI,CAAC,EAAC,CAAC;AACpD,CAAC;AAFD,8BAEC"}
|
package/dist/cli/pull.js.map
DELETED
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|
|
|
1
|
-
{"version":3,"file":"pull.js","sourceRoot":"","sources":["../../src/cli/pull.ts"],"names":[],"mappings":";;AAAA,+CAAkD;AAElD,4CAAyC;AACzC,sCAAyC;AACzC,wCAAkC;AAClC,mCAA4B;AAC5B,oDAAiD;AAElC,KAAK,oBAAW,IAAY,EAAE,UAAkB,EAAE,OAAY;IAC3E,IAAI,MAAM,IAAA,eAAK,GAAE,EAAE;QACjB,OAAO;KACR;IAED,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC;IAEvD,MAAM,MAAM,GAAG,MAAM,IAAA,qBAAS,EAAC,IAAI,CAAC,CAAC;IAErC,MAAM,SAAS,GAAG,IAAI,qBAAS,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IACnD,MAAM,OAAO,GAAG,SAAS,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,KAAK,EAAE,CAAC;IAEnD,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,OAAO,EAAE;QAC9B,MAAM,IAAI,KAAK,CAAC,4DAA4D,CAAC,CAAC;KAC/E;IAED,MAAM,IAAI,GAAG,OAAO,CAAC,IAAI;QACvB,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC;QAC1B,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,IAAI,CAAC;IAEtC,IAAI,CAAC,IAAI,EAAE;QACT,MAAM,IAAI,KAAK,CACb,kFAAkF,CACnF,CAAC;KACH;IAED,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,EAAE,CAAC;IAEjF,IAAI,CAAC,EAAE,EAAE;QACP,MAAM,IAAI,KAAK,CACb,gFAAgF,CACjF,CAAC;KACH;IAED,OAAO,CAAC,IAAI,CAAC,sBAAsB,CAAC,CAAC;IAErC,MAAM,OAAO,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC;IAE/B,MAAM,GAAG,GAAG,IAAI,wBAAS,CAAC,EAAE,EAAE,sBAAO,CAAC,cAAc,CAAC,CAAC;IACtD,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,MAAM,CAAC,UAAU,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC;IAEzD,GAAG,CAAC,KAAK,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC;IAElB,MAAM,OAAO,CAAC,SAAS,CAAC,IAAI,CAC1B,IAAA,qBAAY,EAAC,UAAU,CAAC,EACxB,IAAI,EACJ,EAAE,EACF,KAAK,EAAE,SAAS,EAAE,MAAM,EAAE,EAAE;QAC1B,MAAM,QAAQ,GAAG,EAAE,GAAG,IAAI,CAAC;QAC3B,MAAM,SAAS,GAAG,SAAS,GAAG,IAAI,CAAC;QAEnC,MAAM,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;QAExB,GAAG,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,SAAS,GAAG,QAAQ,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC;IACvD,CAAC,CACF,CAAC;IAEF,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IAChB,GAAG,CAAC,IAAI,EAAE,CAAC;IAEX,MAAM,OAAO,CAAC,OAAO,EAAE,CAAC;IAExB,OAAO,CAAC,OAAO,CAAC,sBAAsB,CAAC,CAAC;AAC1C,CAAC;AA/DD,4BA+DC"}
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package/dist/cli/run.js.map
DELETED
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|
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|
-
{"version":3,"file":"run.js","sourceRoot":"","sources":["../../src/cli/run.ts"],"names":[],"mappings":";;AAAA,iCAAiC;AAEjC,4CAAyC;AACzC,mCAA4B;AAC5B,oDAAiD;AAElC,KAAK,oBAAW,IAAI,EAAE,OAAY;IAC/C,IAAI,MAAM,IAAA,eAAK,GAAE,EAAE;QACjB,OAAO;KACR;IAED,MAAM,CAAC,MAAM,EAAE,CAAC;IAEhB,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC;IAEvD,MAAM,MAAM,GAAG,MAAM,IAAA,qBAAS,EAAC,IAAI,CAAC,CAAC;IAErC,MAAM,SAAS,GAAG,IAAI,qBAAS,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IACnD,MAAM,OAAO,GAAG,SAAS,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,IAAI,EAAE,CAAC;IAElD,MAAM,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;AACtC,CAAC;AAfD,4BAeC"}
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package/dist/cli/test.js.map
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|
-
{"version":3,"file":"test.js","sourceRoot":"","sources":["../../src/cli/test.ts"],"names":[],"mappings":";;AAAA,4CAAyC;AACzC,mCAA4B;AAC5B,oDAAiD;AAElC,KAAK,oBAAW,IAAI,EAAE,OAAY;IAC/C,IAAI,MAAM,IAAA,eAAK,GAAE,EAAE;QACjB,OAAO;KACR;IAED,MAAM,MAAM,GAAG,MAAM,IAAA,qBAAS,EAAC,IAAI,CAAC,CAAC;IAErC,MAAM,SAAS,GAAG,IAAI,qBAAS,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IAEnD,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,OAAO,EAAE;QAC9B,MAAM,IAAI,KAAK,CAAC,4DAA4D,CAAC,CAAC;KAC/E;IAED,MAAM,IAAI,GAAG,OAAO,CAAC,IAAI;QACvB,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC;QAC1B,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,IAAI,CAAC;IAEtC,IAAI,CAAC,IAAI,EAAE;QACT,MAAM,IAAI,KAAK,CACb,kFAAkF,CACnF,CAAC;KACH;IAED,MAAM,EAAE,GAAG,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,EAAE,CAAC;IAEjF,IAAI,CAAC,EAAE,EAAE;QACP,MAAM,IAAI,KAAK,CACb,gFAAgF,CACjF,CAAC;KACH;IAED,MAAM,IAAI,OAAO,CAAO,KAAK,EAAC,OAAO,EAAC,EAAE;QACtC,MAAM,CAAC,OAAO,CAAC,GAAG,SAAS,CAAC,iBAAiB,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC,QAAQ,CAAC;YAC/D,iBAAiB,EAAE,GAAG,EAAE;gBACtB,OAAO,CAAC,GAAG,CAAC,kBAAkB,CAAC,CAAC;gBAChC,OAAO,CAAC,IAAI,CAAC,oBAAoB,CAAC,CAAC;YACrC,CAAC;YACD,mBAAmB,EAAE,KAAK,IAAI,EAAE;gBAC9B,MAAM,OAAO,CAAC,OAAO,EAAE,CAAC;gBAExB,OAAO,CAAC,OAAO,CAAC,oBAAoB,CAAC,CAAC;gBAEtC,OAAO,EAAE,CAAC;YACZ,CAAC;SACF,CAAC,CAAC;QAEH,MAAM,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;IACtC,CAAC,CAAC,CAAC;AACL,CAAC;AAhDD,4BAgDC"}
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package/dist/domain/asset.js.map
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|
|
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|
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{"version":3,"file":"asset.js","sourceRoot":"","sources":["../../src/domain/asset.ts"],"names":[],"mappings":";;;AAAA,mDAAkD;AAClD,mCAA0E;AAE7D,QAAA,sBAAsB,GAAG,GAAG,CAAC;AAK1C,MAAa,aAAa;IAKxB,YAAY,IAAY,EAAE,WAAmB;QAC3C,IAAI,CAAC,CAAA,IAAI,aAAJ,IAAI,uBAAJ,IAAI,CAAE,MAAM,CAAA,EAAE;YACjB,MAAM,IAAA,4BAAoB,EAAC,IAAI,CAAC,CAAC;SAClC;QAED,IAAI,CAAC,CAAA,WAAW,aAAX,WAAW,uBAAX,WAAW,CAAE,MAAM,CAAA,EAAE;YACxB,MAAM,IAAA,4BAAoB,EAAC,WAAW,CAAC,CAAC;SACzC;QAED,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC,WAAW,EAAE,CAAC;QAC/B,IAAI,CAAC,WAAW,GAAG,WAAW,CAAC,WAAW,EAAE,CAAC;QAC7C,IAAI,CAAC,EAAE,GAAG,GAAG,IAAI,CAAC,WAAW,GAAG,8BAAsB,GAAG,IAAI,CAAC,IAAI,EAAE,CAAC;IACvE,CAAC;IAKD,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;CACF;AAzBD,sCAyBC;AAKD,SAAgB,OAAO,CAAC,QAAgB;IACtC,MAAM,CAAC,WAAW,EAAE,IAAI,EAAE,GAAG,IAAI,CAAC,GAAG,QAAQ,CAAC,KAAK,CAAC,8BAAsB,CAAC,CAAC;IAE5E,IAAI,CAAC,WAAW,IAAI,CAAC,IAAI,IAAI,IAAI,CAAC,MAAM,EAAE;QACxC,MAAM,IAAA,iCAAyB,EAAC,QAAQ,CAAC,CAAC;KAC3C;IAED,OAAO,IAAI,aAAa,CAAC,IAAI,EAAE,WAAW,CAAC,CAAC;AAC9C,CAAC;AARD,0BAQC;AAMD,MAAa,KAAM,SAAQ,aAAa;IAGtC,YAAY,IAAY,EAAE,WAAmB,EAAkB,KAAa;QAC1E,KAAK,CAAC,IAAI,EAAE,WAAW,CAAC,CAAC;QADoC,UAAK,GAAL,KAAK,CAAQ;QAG1E,IAAI,KAAK,IAAI,CAAC,KAAK,GAAG,CAAC,IAAI,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC,EAAE;YAC/C,MAAM,IAAA,4BAAoB,EAAC,KAAK,CAAC,CAAC;SACnC;QAED,IAAI,CAAC,QAAQ,GAAG,IAAA,YAAC,EAAC,GAAG,CAAC,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC;IACvD,CAAC;IAKD,KAAK,CAAC,MAAe;QACnB,OAAO,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IACpC,CAAC;IAKD,IAAI,CAAC,MAAe;QAClB,OAAO,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IACnC,CAAC;CACF;AA1BD,sBA0BC"}
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-
export {};
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@@ -1,55 +0,0 @@
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1
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-
"use strict";
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2
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-
Object.defineProperty(exports, "__esModule", { value: true });
|
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3
|
-
const shared_1 = require("../shared");
|
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4
|
-
const asset_1 = require("./asset");
|
|
5
|
-
describe('Asset', () => {
|
|
6
|
-
test('should construct a new asset', () => {
|
|
7
|
-
const sut = new asset_1.Asset('abc', 'xyz', 4);
|
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8
|
-
expect(sut.name).toEqual('abc');
|
|
9
|
-
expect(sut.adapterName).toEqual('xyz');
|
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10
|
-
expect(sut.scale).toEqual(4);
|
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11
|
-
expect(sut.tickSize).toEqual((0, shared_1.d)(0.0001));
|
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12
|
-
expect(sut.floor((0, shared_1.d)(1.1234567))).toEqual((0, shared_1.d)(1.1234));
|
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13
|
-
expect(sut.ceil((0, shared_1.d)(1.1234567))).toEqual((0, shared_1.d)(1.1235));
|
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14
|
-
expect(sut.id).toEqual('xyz:abc');
|
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15
|
-
});
|
|
16
|
-
test('should throw for missing asset name', () => {
|
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17
|
-
const fn = () => new asset_1.Asset('xyz', '', 5);
|
|
18
|
-
expect(fn).toThrowError();
|
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19
|
-
});
|
|
20
|
-
test('should throw for missing adapter name', () => {
|
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21
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-
const fn = () => new asset_1.Asset('', 'xyz', 5);
|
|
22
|
-
expect(fn).toThrowError();
|
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23
|
-
});
|
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24
|
-
});
|
|
25
|
-
describe('AssetSelector', () => {
|
|
26
|
-
test('should construct a new asset selector from unified string', () => {
|
|
27
|
-
const sut = (0, asset_1.assetOf)('xyz:abc');
|
|
28
|
-
expect(sut.name).toEqual('abc');
|
|
29
|
-
expect(sut.adapterName).toEqual('xyz');
|
|
30
|
-
expect(sut.id).toEqual('xyz:abc');
|
|
31
|
-
});
|
|
32
|
-
test('should instantiate proper asset selector capital case', () => {
|
|
33
|
-
const sut = (0, asset_1.assetOf)('XYZ:ABC');
|
|
34
|
-
expect(sut.name).toEqual('abc');
|
|
35
|
-
expect(sut.adapterName).toEqual('xyz');
|
|
36
|
-
expect(sut.id).toEqual('xyz:abc');
|
|
37
|
-
});
|
|
38
|
-
test('should throw invalid format message for missing separator', () => {
|
|
39
|
-
const fn = () => (0, asset_1.assetOf)('xyzabc');
|
|
40
|
-
expect(fn).toThrowError();
|
|
41
|
-
});
|
|
42
|
-
test('should throw for multiple separators', () => {
|
|
43
|
-
const fn = () => (0, asset_1.assetOf)('xyz:abc:');
|
|
44
|
-
expect(fn).toThrowError();
|
|
45
|
-
});
|
|
46
|
-
test('should throw for missing asset name', () => {
|
|
47
|
-
const fn = () => (0, asset_1.assetOf)('xyz:');
|
|
48
|
-
expect(fn).toThrowError();
|
|
49
|
-
});
|
|
50
|
-
test('should throw for missing adapter name', () => {
|
|
51
|
-
const fn = () => (0, asset_1.assetOf)(':abc');
|
|
52
|
-
expect(fn).toThrowError();
|
|
53
|
-
});
|
|
54
|
-
});
|
|
55
|
-
//# sourceMappingURL=asset.spec.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"asset.spec.js","sourceRoot":"","sources":["../../src/domain/asset.spec.ts"],"names":[],"mappings":";;AAAA,sCAA8B;AAC9B,mCAAyC;AAEzC,QAAQ,CAAC,OAAO,EAAE,GAAG,EAAE;IACrB,IAAI,CAAC,8BAA8B,EAAE,GAAG,EAAE;QACxC,MAAM,GAAG,GAAG,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QAEvC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACvC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC7B,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,MAAM,CAAC,CAAC,CAAC;QACxC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,IAAA,UAAC,EAAC,SAAS,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,MAAM,CAAC,CAAC,CAAC;QACnD,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,IAAA,UAAC,EAAC,SAAS,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,MAAM,CAAC,CAAC,CAAC;QAClD,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qCAAqC,EAAE,GAAG,EAAE;QAC/C,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAI,aAAK,CAAC,KAAK,EAAE,EAAE,EAAE,CAAC,CAAC,CAAC;QAEzC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,uCAAuC,EAAE,GAAG,EAAE;QACjD,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAI,aAAK,CAAC,EAAE,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;QAEzC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,eAAe,EAAE,GAAG,EAAE;IAC7B,IAAI,CAAC,2DAA2D,EAAE,GAAG,EAAE;QACrE,MAAM,GAAG,GAAG,IAAA,eAAO,EAAC,SAAS,CAAC,CAAC;QAE/B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACvC,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,uDAAuD,EAAE,GAAG,EAAE;QACjE,MAAM,GAAG,GAAG,IAAA,eAAO,EAAC,SAAS,CAAC,CAAC;QAE/B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QACvC,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,2DAA2D,EAAE,GAAG,EAAE;QACrE,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAA,eAAO,EAAC,QAAQ,CAAC,CAAC;QAEnC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,sCAAsC,EAAE,GAAG,EAAE;QAChD,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAA,eAAO,EAAC,UAAU,CAAC,CAAC;QAErC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qCAAqC,EAAE,GAAG,EAAE;QAC/C,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAA,eAAO,EAAC,MAAM,CAAC,CAAC;QAEjC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,uCAAuC,EAAE,GAAG,EAAE;QACjD,MAAM,EAAE,GAAG,GAAG,EAAE,CAAC,IAAA,eAAO,EAAC,MAAM,CAAC,CAAC;QAEjC,MAAM,CAAC,EAAE,CAAC,CAAC,YAAY,EAAE,CAAC;IAC5B,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"balance.js","sourceRoot":"","sources":["../../src/domain/balance.ts"],"names":[],"mappings":";;;AAAA,sCAAkD;AAGlD,mCAAuE;AAMvE,MAAa,OAAO;IAsClB,YAA4B,KAAY;QAAZ,UAAK,GAAL,KAAK,CAAO;QApCxC,SAAI,GAAG,SAAS,CAAC;QAGT,WAAM,GAA4B,EAAE,CAAC;QACrC,cAAS,GAAG,UAAC,CAAC,IAAI,CAAC;QACnB,gBAAW,GAAG,UAAC,CAAC,IAAI,CAAC;QA6BpB,aAAQ,GAA6B,EAAE,CAAC;QAG/C,IAAI,CAAC,EAAE,GAAG,KAAK,CAAC,EAAE,CAAC;IACrB,CAAC;IA5BD,IAAI,IAAI;QACN,OAAO,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC,GAAG,CAAC,IAAI,CAAC,yBAAyB,CAAC,OAAO,CAAC,CAAC,CAAC;IACvF,CAAC;IAKD,IAAI,MAAM;QACR,OAAO,IAAI,CAAC,WAAW,CAAC;IAC1B,CAAC;IAMD,IAAI,KAAK;QACP,OAAO,IAAI,CAAC,KAAK;aACd,KAAK,CAAC,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC;aAC3C,GAAG,CAAC,IAAI,CAAC,yBAAyB,EAAE,CAAC,CAAC;IAC3C,CAAC;IAWD,OAAO,CAAC,MAAe;QACrB,IAAI,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,EAAE;YAC1C,MAAM,IAAA,8BAAsB,EAAC,IAAI,CAAC,EAAE,EAAE,MAAM,EAAE,IAAI,CAAC,SAAS,CAAC,CAAC;SAC/D;QAED,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;IAC9C,CAAC;IAED,GAAG,CAAC,IAAa,EAAE,MAAe;QAChC,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC;QACtB,IAAI,CAAC,WAAW,GAAG,MAAM,CAAC;QAC1B,IAAI,CAAC,MAAM,GAAG,EAAE,CAAC;IACnB,CAAC;IAMD,IAAI,CAAC,EAAU,EAAE,MAAe;QAC9B,IAAI,IAAI,CAAC,SAAS,CAAC,QAAQ,CAAC,MAAM,CAAC,EAAE;YACnC,MAAM,IAAA,8BAAsB,EAAC,IAAI,CAAC,EAAE,EAAE,MAAM,EAAE,IAAI,CAAC,SAAS,CAAC,CAAC;SAC/D;QAED,IAAI,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE;YACnB,MAAM,IAAA,4BAAoB,EAAC,EAAE,CAAC,CAAC;SAChC;QAED,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC,GAAG,MAAM,CAAC;QACzB,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;QAC9C,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,WAAW,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;IACnD,CAAC;IAED,SAAS,CAAC,EAAU;QAClB,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC,EAAE;YACpB,OAAO,KAAK,CAAC;SACd;QAED,MAAM,MAAM,GAAG,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC;QAE/B,OAAO,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC;QAEvB,IAAI,IAAI,CAAC,WAAW,GAAG,MAAM,EAAE;YAC7B,MAAM,IAAA,8BAAsB,EAAC,IAAI,CAAC,EAAE,EAAE,MAAM,EAAE,IAAI,CAAC,WAAW,CAAC,CAAC;SACjE;QAED,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;QAC5C,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,WAAW,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;QAElD,OAAO,IAAI,CAAC;IACd,CAAC;IAKD,yBAAyB,CAAC,IAAmB;QAC3C,OAAO,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC,MAAM,CACxC,CAAC,SAAS,EAAE,QAAQ,EAAE,EAAE,CACtB,CAAC,SAAS,GAAG,SAAS,CAAC,GAAG,CACxB,IAAI,IAAI,IAAI,IAAI,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,sBAAsB,CACpE,CAAC,EACJ,UAAC,CAAC,IAAI,CACP,CAAC;IACJ,CAAC;IAED,kBAAkB,CAAC,IAAmB;QACpC,OAAO,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC,MAAM,CACxC,CAAC,SAAS,EAAE,QAAQ,EAAE,EAAE,CACtB,CAAC,SAAS,GAAG,SAAS,CAAC,GAAG,CAAC,IAAI,IAAI,IAAI,IAAI,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,EAClF,UAAC,CAAC,IAAI,CACP,CAAC;IACJ,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC;IAC/B,CAAC;CACF;AArHD,0BAqHC"}
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"balance.operator.js","sourceRoot":"","sources":["../../src/domain/balance.operator.ts"],"names":[],"mappings":";;;AAAA,+BAA0D;AAI1D,uCAAoC;AAGpC,SAAgB,OAAO,CAAC,QAAuB,EAAE,KAAY;IAC3D,OAAO,CAAC,OAA8B,EAAE,EAAE,CACxC,OAAO,CAAC,IAAI,CACV,IAAA,gBAAS,EAAC,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,EACzC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,iBAAO,IAAI,CAAC,CAAC,QAAQ,IAAI,EAAE,CAAC,KAAK,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,CAAC,EAChF,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAa,CAAC,CACzB,CAAC;AACN,CAAC;AAPD,0BAOC"}
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
export {};
|
|
@@ -1,23 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
const rxjs_1 = require("rxjs");
|
|
4
|
-
const store_1 = require("../store");
|
|
5
|
-
const asset_1 = require("./asset");
|
|
6
|
-
const balance_1 = require("./balance");
|
|
7
|
-
const balance_operator_1 = require("./balance.operator");
|
|
8
|
-
describe('balance', () => {
|
|
9
|
-
const asset = new asset_1.Asset('abc', 'xyz', 4);
|
|
10
|
-
const state = new store_1.State();
|
|
11
|
-
beforeEach(() => {
|
|
12
|
-
state.balance.upsert(new balance_1.Balance(asset));
|
|
13
|
-
});
|
|
14
|
-
test('should pipe a balance on subscription', done => {
|
|
15
|
-
new rxjs_1.Subject().pipe((0, balance_operator_1.balance)(asset, state)).subscribe({
|
|
16
|
-
next: it => {
|
|
17
|
-
expect(it.asset).toEqual(asset);
|
|
18
|
-
done();
|
|
19
|
-
}
|
|
20
|
-
});
|
|
21
|
-
});
|
|
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|
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});
|
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//# sourceMappingURL=balance.operator.spec.js.map
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@@ -1 +0,0 @@
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|
-
{"version":3,"file":"balance.operator.spec.js","sourceRoot":"","sources":["../../src/domain/balance.operator.spec.ts"],"names":[],"mappings":";;AAAA,+BAA+B;AAE/B,oCAAiC;AACjC,mCAAgC;AAChC,uCAAoC;AACpC,yDAA6C;AAG7C,QAAQ,CAAC,SAAS,EAAE,GAAG,EAAE;IACvB,MAAM,KAAK,GAAG,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;IACzC,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAE1B,UAAU,CAAC,GAAG,EAAE;QACd,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC,IAAI,iBAAO,CAAC,KAAK,CAAC,CAAC,CAAC;IAC3C,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,uCAAuC,EAAE,IAAI,CAAC,EAAE;QACnD,IAAI,cAAO,EAAa,CAAC,IAAI,CAAC,IAAA,0BAAO,EAAC,KAAK,EAAE,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;YAC7D,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;gBAChC,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
export {};
|
|
@@ -1,83 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
const shared_1 = require("../shared");
|
|
4
|
-
const asset_1 = require("./asset");
|
|
5
|
-
const balance_1 = require("./balance");
|
|
6
|
-
const instrument_1 = require("./instrument");
|
|
7
|
-
const position_1 = require("./position");
|
|
8
|
-
describe('Balance', () => {
|
|
9
|
-
const asset = new asset_1.Asset('abc', 'xyz', 4);
|
|
10
|
-
const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
|
|
11
|
-
test('should construct empty balance', () => {
|
|
12
|
-
const sut = new balance_1.Balance(asset);
|
|
13
|
-
expect(sut.asset.id).toEqual('xyz:abc');
|
|
14
|
-
expect(sut.free).toEqual(shared_1.d.Zero);
|
|
15
|
-
expect(sut.locked).toEqual(shared_1.d.Zero);
|
|
16
|
-
expect(Object.keys(sut.position).length).toEqual(0);
|
|
17
|
-
});
|
|
18
|
-
test('should construct balance', () => {
|
|
19
|
-
const sut = new balance_1.Balance(asset);
|
|
20
|
-
sut.set((0, shared_1.d)(100), (0, shared_1.d)(50));
|
|
21
|
-
expect(sut.asset.id).toEqual('xyz:abc');
|
|
22
|
-
expect(sut.free).toEqual((0, shared_1.d)(100));
|
|
23
|
-
expect(sut.locked).toEqual((0, shared_1.d)(50));
|
|
24
|
-
expect(sut.total).toEqual((0, shared_1.d)(150));
|
|
25
|
-
expect(Object.keys(sut.position).length).toEqual(0);
|
|
26
|
-
});
|
|
27
|
-
test('should account positive amount', () => {
|
|
28
|
-
const sut = new balance_1.Balance(asset);
|
|
29
|
-
sut.set((0, shared_1.d)(100), shared_1.d.Zero);
|
|
30
|
-
sut.account((0, shared_1.d)(10));
|
|
31
|
-
expect(sut.free).toEqual((0, shared_1.d)(110));
|
|
32
|
-
expect(sut.locked).toEqual(shared_1.d.Zero);
|
|
33
|
-
expect(sut.total).toEqual((0, shared_1.d)(110));
|
|
34
|
-
});
|
|
35
|
-
test('should account negative amount', () => {
|
|
36
|
-
const sut = new balance_1.Balance(asset);
|
|
37
|
-
sut.set((0, shared_1.d)(100), shared_1.d.Zero);
|
|
38
|
-
sut.account((0, shared_1.d)(-10));
|
|
39
|
-
expect(sut.free).toEqual((0, shared_1.d)(90));
|
|
40
|
-
expect(sut.locked).toEqual(shared_1.d.Zero);
|
|
41
|
-
expect(sut.total).toEqual((0, shared_1.d)(90));
|
|
42
|
-
});
|
|
43
|
-
test('should throw for insufficient balance account amount', () => {
|
|
44
|
-
const sut = new balance_1.Balance(asset);
|
|
45
|
-
sut.set((0, shared_1.d)(100), shared_1.d.Zero);
|
|
46
|
-
const fn = () => sut.account((0, shared_1.d)(-120));
|
|
47
|
-
expect(fn).toThrowError();
|
|
48
|
-
});
|
|
49
|
-
test('should lock specific amount of available balance', () => {
|
|
50
|
-
const sut = new balance_1.Balance(asset);
|
|
51
|
-
sut.set((0, shared_1.d)(100), shared_1.d.Zero);
|
|
52
|
-
sut.lock('key', (0, shared_1.d)(10));
|
|
53
|
-
expect(sut.free).toEqual((0, shared_1.d)(90));
|
|
54
|
-
expect(sut.locked).toEqual((0, shared_1.d)(10));
|
|
55
|
-
expect(sut.total).toEqual((0, shared_1.d)(100));
|
|
56
|
-
});
|
|
57
|
-
test('should throw for lock insufficient amount of available balance', () => {
|
|
58
|
-
const sut = new balance_1.Balance(asset);
|
|
59
|
-
sut.set((0, shared_1.d)(30), (0, shared_1.d)(50));
|
|
60
|
-
const fn = () => sut.lock('key', (0, shared_1.d)(100));
|
|
61
|
-
expect(fn).toThrowError();
|
|
62
|
-
});
|
|
63
|
-
test('should lock an unlock specific amount of available balance', () => {
|
|
64
|
-
const sut = new balance_1.Balance(asset);
|
|
65
|
-
sut.set((0, shared_1.d)(100), shared_1.d.Zero);
|
|
66
|
-
sut.lock('key', (0, shared_1.d)(40));
|
|
67
|
-
sut.tryUnlock('key');
|
|
68
|
-
expect(sut.free).toEqual((0, shared_1.d)(100));
|
|
69
|
-
expect(sut.locked).toEqual(shared_1.d.Zero);
|
|
70
|
-
expect(sut.total).toEqual((0, shared_1.d)(100));
|
|
71
|
-
});
|
|
72
|
-
test('should return correct estimated unrealized pnl', () => {
|
|
73
|
-
const position = new position_1.Position('1', instrument, 'CROSS', (0, shared_1.d)(2511.81), (0, shared_1.d)(10.31), 20);
|
|
74
|
-
position.calculateEstimatedUnrealizedPnL((0, shared_1.d)(2576.44));
|
|
75
|
-
const sut = new balance_1.Balance(asset);
|
|
76
|
-
sut.set((0, shared_1.d)(100), shared_1.d.Zero);
|
|
77
|
-
sut.position['1'] = position;
|
|
78
|
-
expect(sut.getEstimatedUnrealizedPnL()).toEqual((0, shared_1.d)(0.2652));
|
|
79
|
-
expect(sut.free).toEqual((0, shared_1.d)(100).add((0, shared_1.d)(0.2652)));
|
|
80
|
-
expect(sut.total).toEqual((0, shared_1.d)(100).add((0, shared_1.d)(0.2652)));
|
|
81
|
-
});
|
|
82
|
-
});
|
|
83
|
-
//# sourceMappingURL=balance.spec.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
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1
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