@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.
Files changed (557) hide show
  1. package/LICENSE.md +21 -0
  2. package/dist/adapter/adapter-aggregate.d.ts +38 -3
  3. package/dist/adapter/adapter-aggregate.d.ts.map +1 -0
  4. package/dist/adapter/adapter-aggregate.js +109 -50
  5. package/dist/adapter/adapter.d.ts +27 -2
  6. package/dist/adapter/adapter.d.ts.map +1 -0
  7. package/dist/adapter/adapter.js +4 -1
  8. package/dist/adapter/backtester/backtester-adapter.d.ts +3 -2
  9. package/dist/adapter/backtester/backtester-adapter.d.ts.map +1 -0
  10. package/dist/adapter/backtester/backtester-adapter.js +26 -13
  11. package/dist/adapter/backtester/backtester-cursor.d.ts +2 -1
  12. package/dist/adapter/backtester/backtester-cursor.d.ts.map +1 -0
  13. package/dist/adapter/backtester/backtester-cursor.js +24 -14
  14. package/dist/adapter/backtester/backtester-streamer.d.ts +20 -1
  15. package/dist/adapter/backtester/backtester-streamer.d.ts.map +1 -0
  16. package/dist/adapter/backtester/backtester-streamer.js +54 -30
  17. package/dist/adapter/backtester/error.d.ts +3 -0
  18. package/dist/adapter/backtester/error.d.ts.map +1 -0
  19. package/dist/adapter/backtester/error.js +11 -0
  20. package/dist/adapter/backtester/index.d.ts +1 -0
  21. package/dist/adapter/backtester/index.d.ts.map +1 -0
  22. package/dist/adapter/backtester/index.js +0 -1
  23. package/dist/adapter/error.d.ts +2 -0
  24. package/dist/adapter/error.d.ts.map +1 -0
  25. package/dist/adapter/error.js +5 -2
  26. package/dist/adapter/index.d.ts +1 -0
  27. package/dist/adapter/index.d.ts.map +1 -0
  28. package/dist/adapter/index.js +0 -1
  29. package/dist/adapter/paper/engine/paper-engine.d.ts +1 -0
  30. package/dist/adapter/paper/engine/paper-engine.d.ts.map +1 -0
  31. package/dist/adapter/paper/engine/paper-engine.js +18 -13
  32. package/dist/adapter/paper/index.d.ts +1 -0
  33. package/dist/adapter/paper/index.d.ts.map +1 -0
  34. package/dist/adapter/paper/index.js +0 -1
  35. package/dist/adapter/paper/paper-adapter.d.ts +6 -5
  36. package/dist/adapter/paper/paper-adapter.d.ts.map +1 -0
  37. package/dist/adapter/paper/paper-adapter.js +44 -21
  38. package/dist/cli/build.d.ts +1 -0
  39. package/dist/cli/build.d.ts.map +1 -0
  40. package/dist/cli/build.js +18 -8
  41. package/dist/cli/dev.d.ts +1 -0
  42. package/dist/cli/dev.d.ts.map +1 -0
  43. package/dist/cli/dev.js +52 -12
  44. package/dist/cli/error.d.ts +2 -0
  45. package/dist/cli/error.d.ts.map +1 -0
  46. package/dist/cli/error.js +7 -0
  47. package/dist/cli/index.d.ts +1 -0
  48. package/dist/cli/index.d.ts.map +1 -0
  49. package/dist/cli/index.js +21 -10
  50. package/dist/cli/internal/workspace.d.ts +1 -7
  51. package/dist/cli/internal/workspace.d.ts.map +1 -0
  52. package/dist/cli/internal/workspace.js +1 -6
  53. package/dist/cli/pull.d.ts +1 -0
  54. package/dist/cli/pull.d.ts.map +1 -0
  55. package/dist/cli/pull.js +68 -38
  56. package/dist/cli/run.d.ts +2 -1
  57. package/dist/cli/run.d.ts.map +1 -0
  58. package/dist/cli/run.js +52 -14
  59. package/dist/cli/test.d.ts +2 -1
  60. package/dist/cli/test.d.ts.map +1 -0
  61. package/dist/cli/test.js +59 -34
  62. package/dist/domain/asset.d.ts +17 -1
  63. package/dist/domain/asset.d.ts.map +1 -0
  64. package/dist/domain/asset.js +16 -4
  65. package/dist/domain/{balance.operator.d.ts → balance-operator.d.ts} +1 -0
  66. package/dist/domain/balance-operator.d.ts.map +1 -0
  67. package/dist/domain/{balance.operator.js → balance-operator.js} +0 -1
  68. package/dist/domain/balance.d.ts +27 -5
  69. package/dist/domain/balance.d.ts.map +1 -0
  70. package/dist/domain/balance.js +31 -7
  71. package/dist/domain/commission.d.ts +2 -0
  72. package/dist/domain/commission.d.ts.map +1 -0
  73. package/dist/domain/commission.js +2 -1
  74. package/dist/domain/component.d.ts +1 -1
  75. package/dist/domain/component.d.ts.map +1 -0
  76. package/dist/domain/component.js +0 -1
  77. package/dist/domain/error.d.ts +4 -3
  78. package/dist/domain/error.d.ts.map +1 -0
  79. package/dist/domain/error.js +3 -4
  80. package/dist/domain/index.d.ts +10 -8
  81. package/dist/domain/index.d.ts.map +1 -0
  82. package/dist/domain/index.js +9 -9
  83. package/dist/domain/{instrument.operator.d.ts → instrument-operator.d.ts} +1 -0
  84. package/dist/domain/instrument-operator.d.ts.map +1 -0
  85. package/dist/domain/{instrument.operator.js → instrument-operator.js} +0 -1
  86. package/dist/domain/instrument.d.ts +8 -7
  87. package/dist/domain/instrument.d.ts.map +1 -0
  88. package/dist/domain/instrument.js +7 -7
  89. package/dist/domain/ohlc-operator.d.ts +11 -0
  90. package/dist/domain/ohlc-operator.d.ts.map +1 -0
  91. package/dist/domain/{candle.operator.js → ohlc-operator.js} +21 -15
  92. package/dist/domain/{candle.d.ts → ohlc.d.ts} +4 -3
  93. package/dist/domain/ohlc.d.ts.map +1 -0
  94. package/dist/domain/{candle.js → ohlc.js} +3 -4
  95. package/dist/domain/{order.operator.d.ts → order-operator.d.ts} +1 -0
  96. package/dist/domain/order-operator.d.ts.map +1 -0
  97. package/dist/domain/order-operator.js +16 -0
  98. package/dist/domain/order.d.ts +14 -21
  99. package/dist/domain/order.d.ts.map +1 -0
  100. package/dist/domain/order.js +16 -32
  101. package/dist/domain/{orderbook.operator.d.ts → orderbook-operator.d.ts} +1 -0
  102. package/dist/domain/orderbook-operator.d.ts.map +1 -0
  103. package/dist/domain/{orderbook.operator.js → orderbook-operator.js} +0 -1
  104. package/dist/domain/orderbook.d.ts +9 -7
  105. package/dist/domain/orderbook.d.ts.map +1 -0
  106. package/dist/domain/orderbook.js +7 -6
  107. package/dist/domain/{position.operator.d.ts → position-operator.d.ts} +4 -2
  108. package/dist/domain/position-operator.d.ts.map +1 -0
  109. package/dist/domain/{position.operator.js → position-operator.js} +10 -3
  110. package/dist/domain/position.d.ts +4 -5
  111. package/dist/domain/position.d.ts.map +1 -0
  112. package/dist/domain/position.js +2 -6
  113. package/dist/domain/session-builder.d.ts +54 -0
  114. package/dist/domain/session-builder.d.ts.map +1 -0
  115. package/dist/domain/session-builder.js +106 -0
  116. package/dist/domain/session.d.ts +56 -15
  117. package/dist/domain/session.d.ts.map +1 -0
  118. package/dist/domain/session.js +103 -39
  119. package/dist/domain/timeframe.d.ts +1 -0
  120. package/dist/domain/timeframe.d.ts.map +1 -0
  121. package/dist/domain/timeframe.js +0 -1
  122. package/dist/domain/{trade.operator.d.ts → trade-operator.d.ts} +1 -0
  123. package/dist/domain/trade-operator.d.ts.map +1 -0
  124. package/dist/domain/{trade.operator.js → trade-operator.js} +0 -1
  125. package/dist/domain/trade.d.ts +9 -6
  126. package/dist/domain/trade.d.ts.map +1 -0
  127. package/dist/domain/trade.js +8 -6
  128. package/dist/index.d.ts +25 -2
  129. package/dist/index.d.ts.map +1 -0
  130. package/dist/index.js +63 -3
  131. package/dist/shared/collections.d.ts +9 -6
  132. package/dist/shared/collections.d.ts.map +1 -0
  133. package/dist/shared/collections.js +21 -13
  134. package/dist/shared/datetime.d.ts +1 -0
  135. package/dist/shared/datetime.d.ts.map +1 -0
  136. package/dist/shared/datetime.js +0 -1
  137. package/dist/shared/decimals.d.ts +13 -0
  138. package/dist/shared/decimals.d.ts.map +1 -0
  139. package/dist/shared/decimals.js +12 -1
  140. package/dist/shared/environment.d.ts +3 -0
  141. package/dist/shared/environment.d.ts.map +1 -0
  142. package/dist/shared/environment.js +15 -0
  143. package/dist/shared/index.d.ts +2 -1
  144. package/dist/shared/index.d.ts.map +1 -0
  145. package/dist/shared/index.js +1 -2
  146. package/dist/shared/logger.d.ts +6 -7
  147. package/dist/shared/logger.d.ts.map +1 -0
  148. package/dist/shared/logger.js +27 -8
  149. package/dist/shared/pipe.d.ts +1 -0
  150. package/dist/shared/pipe.d.ts.map +1 -0
  151. package/dist/shared/pipe.js +0 -1
  152. package/dist/shared/policy.d.ts +1 -0
  153. package/dist/shared/policy.d.ts.map +1 -0
  154. package/dist/shared/policy.js +0 -1
  155. package/dist/storage/cache.d.ts +1 -0
  156. package/dist/storage/cache.d.ts.map +1 -0
  157. package/dist/storage/cache.js +30 -19
  158. package/dist/storage/feed.d.ts +25 -0
  159. package/dist/storage/feed.d.ts.map +1 -0
  160. package/dist/storage/feed.js +56 -19
  161. package/dist/storage/index.d.ts +1 -0
  162. package/dist/storage/index.d.ts.map +1 -0
  163. package/dist/storage/index.js +0 -1
  164. package/dist/storage/measurement.d.ts +20 -0
  165. package/dist/storage/measurement.d.ts.map +1 -0
  166. package/dist/storage/measurement.js +41 -10
  167. package/dist/storage/storage.d.ts +41 -0
  168. package/dist/storage/storage.d.ts.map +1 -0
  169. package/dist/storage/storage.js +69 -33
  170. package/dist/store/error.d.ts +9 -0
  171. package/dist/store/error.d.ts.map +1 -0
  172. package/dist/store/error.js +31 -0
  173. package/dist/store/index.d.ts +8 -7
  174. package/dist/store/index.d.ts.map +1 -0
  175. package/dist/store/index.js +7 -8
  176. package/dist/store/{store-balance.event.d.ts → store-balance-event.d.ts} +14 -1
  177. package/dist/store/store-balance-event.d.ts.map +1 -0
  178. package/dist/store/{store-balance.event.js → store-balance-event.js} +54 -10
  179. package/dist/store/{store.event.d.ts → store-event.d.ts} +1 -0
  180. package/dist/store/store-event.d.ts.map +1 -0
  181. package/dist/store/{store.event.js → store-event.js} +0 -1
  182. package/dist/store/{store-instrument.event.d.ts → store-instrument-event.d.ts} +5 -4
  183. package/dist/store/store-instrument-event.d.ts.map +1 -0
  184. package/dist/store/{store-instrument.event.js → store-instrument-event.js} +13 -5
  185. package/dist/store/{store-order.event.d.ts → store-order-event.d.ts} +7 -2
  186. package/dist/store/store-order-event.d.ts.map +1 -0
  187. package/dist/store/{store-order.event.js → store-order-event.js} +24 -20
  188. package/dist/store/{store-orderbook.event.d.ts → store-orderbook-event.d.ts} +2 -1
  189. package/dist/store/store-orderbook-event.d.ts.map +1 -0
  190. package/dist/store/{store-orderbook.event.js → store-orderbook-event.js} +6 -5
  191. package/dist/store/{store-position.event.d.ts → store-position-event.d.ts} +3 -2
  192. package/dist/store/store-position-event.d.ts.map +1 -0
  193. package/dist/store/{store-position.event.js → store-position-event.js} +13 -6
  194. package/dist/store/store-state.d.ts +3 -2
  195. package/dist/store/store-state.d.ts.map +1 -0
  196. package/dist/store/store-state.js +1 -1
  197. package/dist/store/{store-trade.event.d.ts → store-trade-event.d.ts} +6 -1
  198. package/dist/store/store-trade-event.d.ts.map +1 -0
  199. package/dist/store/{store-trade.event.js → store-trade-event.js} +12 -3
  200. package/dist/store/store.d.ts +2 -1
  201. package/dist/store/store.d.ts.map +1 -0
  202. package/dist/store/store.js +0 -1
  203. package/jest.config.ts +13 -0
  204. package/package.json +19 -32
  205. package/src/adapter/adapter-aggregate.ts +42 -21
  206. package/src/adapter/adapter.ts +3 -3
  207. package/src/adapter/backtester/backtester-adapter.ts +2 -4
  208. package/src/adapter/backtester/backtester-cursor.ts +1 -1
  209. package/src/adapter/backtester/backtester-streamer.spec.ts +5 -3
  210. package/src/adapter/backtester/backtester-streamer.ts +16 -8
  211. package/src/adapter/backtester/error.ts +7 -0
  212. package/src/adapter/error.ts +4 -0
  213. package/src/adapter/paper/engine/paper-engine.spec.ts +38 -21
  214. package/src/adapter/paper/engine/paper-engine.ts +44 -35
  215. package/src/adapter/paper/paper-adapter.ts +15 -6
  216. package/src/cli/build.ts +1 -1
  217. package/src/cli/dev.ts +15 -7
  218. package/src/cli/error.ts +5 -0
  219. package/src/cli/internal/workspace.ts +0 -11
  220. package/src/cli/pull.ts +22 -31
  221. package/src/cli/run.ts +14 -11
  222. package/src/cli/test.ts +24 -37
  223. package/src/domain/asset.ts +1 -8
  224. package/src/domain/{balance.operator.spec.ts → balance-operator.spec.ts} +4 -3
  225. package/src/domain/{balance.operator.ts → balance-operator.ts} +0 -0
  226. package/src/domain/balance.spec.ts +15 -12
  227. package/src/domain/balance.ts +7 -11
  228. package/src/domain/commission.ts +3 -1
  229. package/src/domain/component.ts +0 -1
  230. package/src/domain/error.ts +3 -3
  231. package/src/domain/index.ts +9 -8
  232. package/src/domain/{instrument.operator.spec.ts → instrument-operator.spec.ts} +9 -2
  233. package/src/domain/{instrument.operator.ts → instrument-operator.ts} +0 -0
  234. package/src/domain/instrument.spec.ts +8 -1
  235. package/src/domain/instrument.ts +10 -12
  236. package/src/domain/ohlc-operator.spec.ts +126 -0
  237. package/src/domain/{candle.operator.ts → ohlc-operator.ts} +33 -17
  238. package/src/domain/{candle.spec.ts → ohlc.spec.ts} +6 -6
  239. package/src/domain/{candle.ts → ohlc.ts} +2 -2
  240. package/src/domain/{order.operator.spec.ts → order-operator.spec.ts} +9 -6
  241. package/src/domain/{order.operator.ts → order-operator.ts} +2 -2
  242. package/src/domain/order.spec.ts +8 -9
  243. package/src/domain/order.ts +21 -56
  244. package/src/domain/{orderbook.operator.spec.ts → orderbook-operator.spec.ts} +15 -3
  245. package/src/domain/{orderbook.operator.ts → orderbook-operator.ts} +0 -0
  246. package/src/domain/orderbook.spec.ts +11 -2
  247. package/src/domain/orderbook.ts +9 -13
  248. package/src/domain/{position.operator.spec.ts → position-operator.spec.ts} +11 -6
  249. package/src/domain/{position.operator.ts → position-operator.ts} +13 -6
  250. package/src/domain/position.spec.ts +7 -4
  251. package/src/domain/position.ts +2 -7
  252. package/src/domain/session-builder.ts +158 -0
  253. package/src/domain/session.spec.ts +2 -9
  254. package/src/domain/session.ts +86 -71
  255. package/src/domain/{trade.operator.spec.ts → trade-operator.spec.ts} +7 -3
  256. package/src/domain/{trade.operator.ts → trade-operator.ts} +0 -0
  257. package/src/domain/trade.spec.ts +6 -2
  258. package/src/domain/trade.ts +8 -11
  259. package/src/index.ts +75 -2
  260. package/src/shared/collections.spec.ts +10 -6
  261. package/src/shared/collections.ts +29 -16
  262. package/src/shared/environment.ts +13 -0
  263. package/src/shared/index.ts +1 -1
  264. package/src/shared/logger.ts +37 -7
  265. package/src/shared/pipe.ts +1 -1
  266. package/src/storage/cache.ts +3 -1
  267. package/src/storage/feed.ts +2 -0
  268. package/src/storage/storage.ts +10 -8
  269. package/src/store/error.ts +36 -0
  270. package/src/store/index.ts +7 -7
  271. package/src/store/{store-balance.event.spec.ts → store-balance-event.spec.ts} +3 -3
  272. package/src/store/{store-balance.event.ts → store-balance-event.ts} +54 -11
  273. package/src/store/{store.event.ts → store-event.ts} +0 -0
  274. package/src/store/{store-instrument.event.spec.ts → store-instrument-event.spec.ts} +6 -5
  275. package/src/store/{store-instrument.event.ts → store-instrument-event.ts} +17 -6
  276. package/src/store/store-order-event.spec.ts +32 -0
  277. package/src/store/{store-order.event.ts → store-order-event.ts} +25 -20
  278. package/src/store/{store-orderbook.event.spec.ts → store-orderbook-event.spec.ts} +11 -9
  279. package/src/store/{store-orderbook.event.ts → store-orderbook-event.ts} +7 -5
  280. package/src/store/{store-position.event.ts → store-position-event.ts} +14 -7
  281. package/src/store/store-state.ts +3 -3
  282. package/src/store/{store-trade.event.spec.ts → store-trade-event.spec.ts} +7 -5
  283. package/src/store/{store-trade.event.ts → store-trade-event.ts} +10 -4
  284. package/src/store/store.spec.ts +13 -11
  285. package/src/store/store.ts +1 -1
  286. package/tsconfig.json +12 -5
  287. package/dist/adapter/adapter-aggregate.js.map +0 -1
  288. package/dist/adapter/adapter.js.map +0 -1
  289. package/dist/adapter/backtester/backtester-adapter.js.map +0 -1
  290. package/dist/adapter/backtester/backtester-adapter.spec.d.ts +0 -1
  291. package/dist/adapter/backtester/backtester-adapter.spec.js +0 -83
  292. package/dist/adapter/backtester/backtester-adapter.spec.js.map +0 -1
  293. package/dist/adapter/backtester/backtester-cursor.js.map +0 -1
  294. package/dist/adapter/backtester/backtester-cursor.spec.d.ts +0 -1
  295. package/dist/adapter/backtester/backtester-cursor.spec.js +0 -39
  296. package/dist/adapter/backtester/backtester-cursor.spec.js.map +0 -1
  297. package/dist/adapter/backtester/backtester-streamer.js.map +0 -1
  298. package/dist/adapter/backtester/backtester-streamer.spec.d.ts +0 -1
  299. package/dist/adapter/backtester/backtester-streamer.spec.js +0 -45
  300. package/dist/adapter/backtester/backtester-streamer.spec.js.map +0 -1
  301. package/dist/adapter/backtester/index.js.map +0 -1
  302. package/dist/adapter/error.js.map +0 -1
  303. package/dist/adapter/index.js.map +0 -1
  304. package/dist/adapter/paper/engine/paper-engine.js.map +0 -1
  305. package/dist/adapter/paper/engine/paper-engine.spec.d.ts +0 -1
  306. package/dist/adapter/paper/engine/paper-engine.spec.js +0 -54
  307. package/dist/adapter/paper/engine/paper-engine.spec.js.map +0 -1
  308. package/dist/adapter/paper/index.js.map +0 -1
  309. package/dist/adapter/paper/paper-adapter.js.map +0 -1
  310. package/dist/adapter/paper/paper-adapter.spec.d.ts +0 -1
  311. package/dist/adapter/paper/paper-adapter.spec.js +0 -70
  312. package/dist/adapter/paper/paper-adapter.spec.js.map +0 -1
  313. package/dist/bootstrap.d.ts +0 -11
  314. package/dist/bootstrap.js +0 -73
  315. package/dist/bootstrap.js.map +0 -1
  316. package/dist/cli/build.js.map +0 -1
  317. package/dist/cli/dev.js.map +0 -1
  318. package/dist/cli/index.js.map +0 -1
  319. package/dist/cli/internal/workspace.js.map +0 -1
  320. package/dist/cli/pull.js.map +0 -1
  321. package/dist/cli/run.js.map +0 -1
  322. package/dist/cli/test.js.map +0 -1
  323. package/dist/domain/asset.js.map +0 -1
  324. package/dist/domain/asset.spec.d.ts +0 -1
  325. package/dist/domain/asset.spec.js +0 -55
  326. package/dist/domain/asset.spec.js.map +0 -1
  327. package/dist/domain/balance.js.map +0 -1
  328. package/dist/domain/balance.operator.js.map +0 -1
  329. package/dist/domain/balance.operator.spec.d.ts +0 -1
  330. package/dist/domain/balance.operator.spec.js +0 -23
  331. package/dist/domain/balance.operator.spec.js.map +0 -1
  332. package/dist/domain/balance.spec.d.ts +0 -1
  333. package/dist/domain/balance.spec.js +0 -83
  334. package/dist/domain/balance.spec.js.map +0 -1
  335. package/dist/domain/candle.js.map +0 -1
  336. package/dist/domain/candle.operator.d.ts +0 -10
  337. package/dist/domain/candle.operator.js.map +0 -1
  338. package/dist/domain/candle.operator.spec.d.ts +0 -1
  339. package/dist/domain/candle.operator.spec.js +0 -112
  340. package/dist/domain/candle.operator.spec.js.map +0 -1
  341. package/dist/domain/candle.spec.d.ts +0 -1
  342. package/dist/domain/candle.spec.js +0 -26
  343. package/dist/domain/candle.spec.js.map +0 -1
  344. package/dist/domain/commission.js.map +0 -1
  345. package/dist/domain/commission.spec.d.ts +0 -1
  346. package/dist/domain/commission.spec.js +0 -31
  347. package/dist/domain/commission.spec.js.map +0 -1
  348. package/dist/domain/component.js.map +0 -1
  349. package/dist/domain/error.js.map +0 -1
  350. package/dist/domain/index.js.map +0 -1
  351. package/dist/domain/instrument.js.map +0 -1
  352. package/dist/domain/instrument.operator.js.map +0 -1
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  355. package/dist/domain/instrument.operator.spec.js.map +0 -1
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@@ -1 +0,0 @@
1
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@@ -1 +0,0 @@
1
- export {};
@@ -1,45 +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 storage_1 = require("../../storage");
6
- const store_1 = require("../../store");
7
- const backtester_streamer_1 = require("./backtester-streamer");
8
- describe('BacktesterStreamer', () => {
9
- const instrument = new domain_1.Instrument(new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt');
10
- test('should repeat specific events', done => {
11
- const feed = new storage_1.Feed(new storage_1.InMemoryStorage());
12
- const store = new store_1.Store();
13
- store.snapshot.universe.instrument.upsert(instrument);
14
- store.snapshot.subscription.instrument.upsert(instrument);
15
- const streamer = new backtester_streamer_1.BacktesterStreamer(store, feed, {
16
- from: 0,
17
- to: 10
18
- }, {
19
- onBacktestCompleted: () => {
20
- const trade = store.snapshot.trade.get(instrument.id);
21
- expect(trade.timestamp).toEqual(8);
22
- expect(trade.rate).toEqual((0, shared_1.d)(8));
23
- expect(trade.quantity).toEqual((0, shared_1.d)(8));
24
- expect(store.snapshot.timestamp).toEqual(8);
25
- done();
26
- }
27
- });
28
- feed
29
- .save([
30
- new store_1.TradePatchEvent(instrument, (0, shared_1.d)(1), (0, shared_1.d)(1), 1),
31
- new store_1.TradePatchEvent(instrument, (0, shared_1.d)(2), (0, shared_1.d)(2), 2),
32
- new store_1.TradePatchEvent(instrument, (0, shared_1.d)(3), (0, shared_1.d)(3), 3),
33
- new store_1.TradePatchEvent(instrument, (0, shared_1.d)(4), (0, shared_1.d)(4), 4),
34
- new store_1.TradePatchEvent(instrument, (0, shared_1.d)(5), (0, shared_1.d)(5), 5),
35
- new store_1.TradePatchEvent(instrument, (0, shared_1.d)(6), (0, shared_1.d)(6), 6),
36
- new store_1.TradePatchEvent(instrument, (0, shared_1.d)(7), (0, shared_1.d)(7), 7),
37
- new store_1.TradePatchEvent(instrument, (0, shared_1.d)(8), (0, shared_1.d)(8), 8)
38
- ])
39
- .then(() => {
40
- streamer.subscribe(instrument);
41
- streamer.tryContinue();
42
- });
43
- });
44
- });
45
- //# sourceMappingURL=backtester-streamer.spec.js.map
@@ -1 +0,0 @@
1
- {"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"}
@@ -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"}
@@ -1 +0,0 @@
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 @@
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,CA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@@ -1 +0,0 @@
1
- {"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/adapter/paper/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,kDAAgC;AAChC,wDAAsC"}
@@ -1 +0,0 @@
1
- {"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"}
@@ -1 +0,0 @@
1
- export {};
@@ -1,70 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- const shared_1 = require("../../shared");
4
- const store_1 = require("../../store");
5
- const adapter_1 = require("../adapter");
6
- const domain_1 = require("./../../domain");
7
- const paper_engine_1 = require("./engine/paper-engine");
8
- const paper_adapter_1 = require("./paper-adapter");
9
- class DefaultAdapter extends adapter_1.Adapter {
10
- constructor(timeProvider, store) {
11
- super(timeProvider);
12
- this.store = store;
13
- this.name = 'default';
14
- }
15
- dispose() {
16
- throw new Error('Method not implemented.');
17
- }
18
- subscribe(instruments) {
19
- throw new Error('Method not implemented.');
20
- }
21
- account() {
22
- throw new Error('Method not implemented.');
23
- }
24
- open(order) {
25
- throw new Error('Method not implemented.');
26
- }
27
- cancel(order) {
28
- throw new Error('Method not implemented.');
29
- }
30
- history(instrument, timeframe, length) {
31
- throw new Error('Method not implemented.');
32
- }
33
- feed(instrument, from, to, callback) {
34
- throw new Error('Method not implemented.');
35
- }
36
- timestamp() {
37
- return 123;
38
- }
39
- async awake() {
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'));
41
- }
42
- createPaperEngine(adapter) {
43
- return new paper_engine_1.PaperEngine(adapter.store);
44
- }
45
- }
46
- describe('PaperAdapter', () => {
47
- const options = {
48
- balance: {
49
- ['default:a']: 1000,
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
- {"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"}
@@ -1,11 +0,0 @@
1
- import { BacktesterListener, BacktesterStreamer } from './adapter';
2
- import { Session, SessionDescriptor } from './domain';
3
- export declare class Bootstrap {
4
- readonly descriptor: SessionDescriptor;
5
- constructor(descriptor: SessionDescriptor);
6
- useSessionId(id?: number): Bootstrap;
7
- useBacktestPeriod(from?: number, to?: number): Bootstrap;
8
- backtest(listener?: BacktesterListener): [Session, BacktesterStreamer];
9
- paper(): Session;
10
- live(): Session;
11
- }
package/dist/bootstrap.js DELETED
@@ -1,73 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.Bootstrap = void 0;
4
- const adapter_1 = require("./adapter");
5
- const domain_1 = require("./domain");
6
- const storage_1 = require("./storage");
7
- const store_1 = require("./store");
8
- class Bootstrap {
9
- constructor(descriptor) {
10
- this.descriptor = descriptor;
11
- }
12
- useSessionId(id) {
13
- if (id) {
14
- this.descriptor.id = id;
15
- }
16
- return this;
17
- }
18
- useBacktestPeriod(from, to) {
19
- if (!this.descriptor.simulation) {
20
- this.descriptor.simulation = {
21
- balance: {},
22
- from: undefined,
23
- to: undefined
24
- };
25
- }
26
- if (from) {
27
- this.descriptor.simulation.from = from;
28
- }
29
- if (to) {
30
- this.descriptor.simulation.to = to;
31
- }
32
- return this;
33
- }
34
- backtest(listener) {
35
- var _a;
36
- const store = new store_1.Store();
37
- const storage = (_a = this.descriptor.storage) !== null && _a !== void 0 ? _a : (0, storage_1.inMemoryStorageFactory)();
38
- const feed = new storage_1.Feed(storage('feed'));
39
- const cache = new storage_1.Cache(storage('cache'));
40
- const streamer = new adapter_1.BacktesterStreamer(store, feed, this.descriptor.simulation, listener);
41
- 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);
42
- const session = new domain_1.Session(store, aggregate, this.descriptor);
43
- return [session, streamer];
44
- }
45
- paper() {
46
- var _a;
47
- if (!this.descriptor.simulation) {
48
- this.descriptor.simulation = {
49
- balance: {},
50
- from: undefined,
51
- to: undefined
52
- };
53
- }
54
- if (!this.descriptor.simulation.balance) {
55
- this.descriptor.simulation.balance = {};
56
- }
57
- const store = new store_1.Store();
58
- const storage = (_a = this.descriptor.storage) !== null && _a !== void 0 ? _a : (0, storage_1.inMemoryStorageFactory)();
59
- const cache = new storage_1.Cache(storage('cache'));
60
- const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter.map(it => (0, adapter_1.createPaperAdapterFactory)(it, this.descriptor.simulation)), adapter_1.DefaultTimeProvider, store, cache);
61
- return new domain_1.Session(store, aggregate, this.descriptor);
62
- }
63
- live() {
64
- var _a;
65
- const store = new store_1.Store();
66
- const storage = (_a = this.descriptor.storage) !== null && _a !== void 0 ? _a : (0, storage_1.inMemoryStorageFactory)();
67
- const cache = new storage_1.Cache(storage('cache'));
68
- const aggregate = new adapter_1.AdapterAggregate(this.descriptor.adapter, adapter_1.DefaultTimeProvider, store, cache);
69
- return new domain_1.Session(store, aggregate, this.descriptor);
70
- }
71
- }
72
- exports.Bootstrap = Bootstrap;
73
- //# sourceMappingURL=bootstrap.js.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"bootstrap.js","sourceRoot":"","sources":["../src/bootstrap.ts"],"names":[],"mappings":";;;AAAA,uCAOmB;AACnB,qCAAsD;AACtD,uCAAgE;AAChE,mCAAgC;AAEhC,MAAa,SAAS;IACpB,YAAqB,UAA6B;QAA7B,eAAU,GAAV,UAAU,CAAmB;IAAG,CAAC;IAMtD,YAAY,CAAC,EAAW;QACtB,IAAI,EAAE,EAAE;YACN,IAAI,CAAC,UAAU,CAAC,EAAE,GAAG,EAAE,CAAC;SACzB;QAED,OAAO,IAAI,CAAC;IACd,CAAC;IAOD,iBAAiB,CAAC,IAAa,EAAE,EAAW;QAC1C,IAAI,CAAC,IAAI,CAAC,UAAU,CAAC,UAAU,EAAE;YAC/B,IAAI,CAAC,UAAU,CAAC,UAAU,GAAG;gBAC3B,OAAO,EAAE,EAAE;gBACX,IAAI,EAAE,SAAS;gBACf,EAAE,EAAE,SAAS;aACd,CAAC;SACH;QAED,IAAI,IAAI,EAAE;YACR,IAAI,CAAC,UAAU,CAAC,UAAU,CAAC,IAAI,GAAG,IAAI,CAAC;SACxC;QAED,IAAI,EAAE,EAAE;YACN,IAAI,CAAC,UAAU,CAAC,UAAU,CAAC,EAAE,GAAG,EAAE,CAAC;SACpC;QAED,OAAO,IAAI,CAAC;IACd,CAAC;IAOD,QAAQ,CAAC,QAA6B;;QACpC,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,OAAO,GAAG,MAAA,IAAI,CAAC,UAAU,CAAC,OAAO,mCAAI,IAAA,gCAAsB,GAAE,CAAC;QACpE,MAAM,IAAI,GAAG,IAAI,cAAI,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC;QACvC,MAAM,KAAK,GAAG,IAAI,eAAK,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC;QAE1C,MAAM,QAAQ,GAAG,IAAI,4BAAkB,CACrC,KAAK,EACL,IAAI,EACJ,IAAI,CAAC,UAAU,CAAC,UAAU,EAC1B,QAAQ,CACT,CAAC;QAEF,MAAM,SAAS,GAAG,IAAI,0BAAgB,CACpC,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAC/B,IAAA,wCAA8B,EAC5B,IAAA,mCAAyB,EAAC,EAAE,EAAE,IAAI,CAAC,UAAU,CAAC,UAAU,CAAC,EACzD,QAAQ,CACT,CACF,EACD,QAAQ,CAAC,eAAe,EAAE,EAC1B,KAAK,EACL,KAAK,CACN,CAAC;QAEF,MAAM,OAAO,GAAG,IAAI,gBAAO,CAAC,KAAK,EAAE,SAAS,EAAE,IAAI,CAAC,UAAU,CAAC,CAAC;QAE/D,OAAO,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC;IAC7B,CAAC;IAMD,KAAK;;QACH,IAAI,CAAC,IAAI,CAAC,UAAU,CAAC,UAAU,EAAE;YAC/B,IAAI,CAAC,UAAU,CAAC,UAAU,GAAG;gBAC3B,OAAO,EAAE,EAAE;gBACX,IAAI,EAAE,SAAS;gBACf,EAAE,EAAE,SAAS;aACd,CAAC;SACH;QAED,IAAI,CAAC,IAAI,CAAC,UAAU,CAAC,UAAU,CAAC,OAAO,EAAE;YACvC,IAAI,CAAC,UAAU,CAAC,UAAU,CAAC,OAAO,GAAG,EAAE,CAAC;SACzC;QAED,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,OAAO,GAAG,MAAA,IAAI,CAAC,UAAU,CAAC,OAAO,mCAAI,IAAA,gCAAsB,GAAE,CAAC;QACpE,MAAM,KAAK,GAAG,IAAI,eAAK,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC;QAE1C,MAAM,SAAS,GAAG,IAAI,0BAAgB,CACpC,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,CAC/B,IAAA,mCAAyB,EAAC,EAAE,EAAE,IAAI,CAAC,UAAU,CAAC,UAAU,CAAC,CAC1D,EACD,6BAAmB,EACnB,KAAK,EACL,KAAK,CACN,CAAC;QAEF,OAAO,IAAI,gBAAO,CAAC,KAAK,EAAE,SAAS,EAAE,IAAI,CAAC,UAAU,CAAC,CAAC;IACxD,CAAC;IAMD,IAAI;;QACF,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;QAC1B,MAAM,OAAO,GAAG,MAAA,IAAI,CAAC,UAAU,CAAC,OAAO,mCAAI,IAAA,gCAAsB,GAAE,CAAC;QACpE,MAAM,KAAK,GAAG,IAAI,eAAK,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC;QAE1C,MAAM,SAAS,GAAG,IAAI,0BAAgB,CACpC,IAAI,CAAC,UAAU,CAAC,OAAO,EACvB,6BAAmB,EACnB,KAAK,EACL,KAAK,CACN,CAAC;QAEF,OAAO,IAAI,gBAAO,CAAC,KAAK,EAAE,SAAS,EAAE,IAAI,CAAC,UAAU,CAAC,CAAC;IACxD,CAAC;CACF;AA9HD,8BA8HC"}
@@ -1 +0,0 @@
1
- {"version":3,"file":"build.js","sourceRoot":"","sources":["../../src/cli/build.ts"],"names":[],"mappings":";;AAAA,iDAAsC;AAEtC,oDAAsD;AAEvC,KAAK;IAClB,OAAO,IAAI,OAAO,CAAS,CAAC,OAAO,EAAE,MAAM,EAAE,EAAE;QAC7C,MAAM,OAAO,GAAG,IAAA,qBAAK,EAAC,KAAK,EAAE,CAAC,OAAO,EAAE,WAAW,EAAE,IAAA,0BAAc,GAAE,CAAC,EAAE;YACrE,KAAK,EAAE,SAAS;YAChB,KAAK,EAAE,KAAK;SACb,CAAC,CAAC;QAEH,OAAO,CAAC,IAAI,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC;QAC9B,OAAO,CAAC,IAAI,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;IAChC,CAAC,CAAC,CAAC;AACL,CAAC;AAVD,4BAUC"}
@@ -1 +0,0 @@
1
- {"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"}
@@ -1 +0,0 @@
1
- {"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"}
@@ -1 +0,0 @@
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"}
@@ -1 +0,0 @@
1
- {"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"}
@@ -1 +0,0 @@
1
- {"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"}
@@ -1 +0,0 @@
1
- {"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"}
@@ -1 +0,0 @@
1
- export {};
@@ -1,55 +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
- describe('Asset', () => {
6
- test('should construct a new asset', () => {
7
- const sut = new asset_1.Asset('abc', 'xyz', 4);
8
- expect(sut.name).toEqual('abc');
9
- expect(sut.adapterName).toEqual('xyz');
10
- expect(sut.scale).toEqual(4);
11
- expect(sut.tickSize).toEqual((0, shared_1.d)(0.0001));
12
- expect(sut.floor((0, shared_1.d)(1.1234567))).toEqual((0, shared_1.d)(1.1234));
13
- expect(sut.ceil((0, shared_1.d)(1.1234567))).toEqual((0, shared_1.d)(1.1235));
14
- expect(sut.id).toEqual('xyz:abc');
15
- });
16
- test('should throw for missing asset name', () => {
17
- const fn = () => new asset_1.Asset('xyz', '', 5);
18
- expect(fn).toThrowError();
19
- });
20
- test('should throw for missing adapter name', () => {
21
- const fn = () => new asset_1.Asset('', 'xyz', 5);
22
- expect(fn).toThrowError();
23
- });
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
- });
22
- });
23
- //# sourceMappingURL=balance.operator.spec.js.map
@@ -1 +0,0 @@
1
- {"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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