@quantform/core 0.5.23 → 0.6.5

package/dist/domain/candle.operator.d.ts

@@ -1,10 +0,0 @@
-import { Observable } from 'rxjs';
-import { decimal } from '../shared';
-import { Candle } from './candle';
-export declare function candle<T extends {
-    timestamp: number;
-}>(timeframe: number, fn: (x: T) => decimal, candleToStartWith?: Candle): (source: Observable<T>) => Observable<Candle>;
-export declare function mergeCandle<T extends {
-    timestamp: number;
-}>(timeframe: number, fn: (x: T) => decimal, history$: Observable<Candle>): (source$: Observable<T>) => Observable<Candle>;
-export declare function candleCompleted(): (source: Observable<Candle>) => Observable<Candle>;

package/dist/domain/candle.operator.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"candle.operator.js","sourceRoot":"","sources":["../../src/domain/candle.operator.ts"],"names":[],"mappings":";;;AAAA,+BAUc;AAGd,qCAAkC;AAClC,2CAAiC;AAEjC,SAAS,SAAS,CAAC,MAAc,EAAE,SAAiB,EAAE,KAAc,EAAE,SAAiB;IACrF,MAAM,KAAK,GAAG,IAAA,cAAE,EAAC,SAAS,EAAE,SAAS,CAAC,CAAC;IAEvC,IAAI,CAAC,MAAM,EAAE;QACX,OAAO,IAAI,eAAM,CAAC,KAAK,EAAE,KAAK,EAAE,KAAK,EAAE,KAAK,EAAE,KAAK,CAAC,CAAC;KACtD;IAED,IAAI,MAAM,CAAC,SAAS,KAAK,KAAK,EAAE;QAC9B,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC;KACrB;SAAM;QACL,OAAO,IAAI,eAAM,CAAC,KAAK,EAAE,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,KAAK,EAAE,KAAK,CAAC,CAAC;KAC7D;AACH,CAAC;AAED,SAAgB,MAAM,CACpB,SAAiB,EACjB,EAAqB,EACrB,oBAA4B,SAAS;IAErC,OAAO,UAAU,MAAqB;QACpC,IAAI,MAAM,GAAG,iBAAiB,CAAC;QAE/B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;YACP,MAAM,SAAS,GAAG,SAAS,CAAC,MAAM,EAAE,SAAS,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,SAAS,CAAC,CAAC;YACrE,IAAI,SAAS,EAAE;gBACb,MAAM,UAAU,GAAG,MAAM,CAAC;gBAC1B,MAAM,GAAG,SAAS,CAAC;gBAEnB,IAAI,iBAAiB,IAAI,iBAAiB,CAAC,SAAS,GAAG,SAAS,CAAC,SAAS,EAAE;oBAC1E,iBAAiB,GAAG,SAAS,CAAC;oBAC9B,OAAO,CAAC,UAAU,EAAE,MAAM,CAAC,CAAC;iBAC7B;aACF;YAED,IAAI,iBAAiB,EAAE;gBACrB,iBAAiB,GAAG,SAAS,CAAC;aAC/B;YAED,OAAO,CAAC,MAAM,CAAC,CAAC;QAClB,CAAC,CAAC,EACF,IAAA,eAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAClB,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA/BD,wBA+BC;AAED,SAAgB,WAAW,CACzB,SAAiB,EACjB,EAAqB,EACrB,QAA4B;IAE5B,OAAO,UAAU,OAAsB;QACrC,OAAO,IAAA,aAAM,EACX,QAAQ,CAAC,IAAI,CAAC,IAAA,eAAQ,EAAC,CAAC,CAAC,CAAC,EAC1B,QAAQ,CAAC,IAAI,CACX,IAAA,WAAI,GAAE,EACN,IAAA,gBAAS,EAAC,oBAAoB,CAAC,EAAE,CAC/B,OAAO,CAAC,IAAI,CAAC,MAAM,CAAC,SAAS,EAAE,EAAE,EAAE,oBAAoB,CAAC,CAAC,CAC1D,EACD,IAAA,YAAK,GAAE,CACR,CACF,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAjBD,kCAiBC;AAED,SAAgB,eAAe;IAC7B,IAAI,UAAkB,CAAC;IAEvB,OAAO,CAAC,MAA0B,EAAE,EAAE,CACpC,MAAM,CAAC,IAAI,CACT,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE;QACP,IAAI,CAAC,UAAU,EAAE;YACf,UAAU,GAAG,EAAE,CAAC;YAEhB,OAAO,SAAS,CAAC;SAClB;aAAM;YACL,IAAI,UAAU,CAAC,SAAS,KAAK,EAAE,CAAC,SAAS,EAAE;gBACzC,MAAM,UAAU,GAAG,UAAU,CAAC;gBAC9B,UAAU,GAAG,EAAE,CAAC;gBAEhB,OAAO,UAAU,CAAC;aACnB;YAED,OAAO,SAAS,CAAC;SAClB;IACH,CAAC,CAAC,EACF,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC,EAClB,IAAA,YAAK,GAAE,CACR,CAAC;AACN,CAAC;AAxBD,0CAwBC"}

package/dist/domain/candle.operator.spec.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/domain/candle.operator.spec.js

@@ -1,112 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const shared_1 = require("../shared");
-const candle_1 = require("./candle");
-const candle_operator_1 = require("./candle.operator");
-describe('candle', () => {
-    test('should aggregate and pipe candle updates', done => {
-        const input$ = (0, rxjs_1.from)([
-            { timestamp: 1, rate: (0, shared_1.d)(1) },
-            { timestamp: 2, rate: (0, shared_1.d)(2) },
-            { timestamp: 3, rate: (0, shared_1.d)(3) },
-            { timestamp: 4, rate: shared_1.d.Zero },
-            { timestamp: 5, rate: (0, shared_1.d)(7) },
-            { timestamp: 6, rate: (0, shared_1.d)(8) }
-        ]);
-        const output = [
-            new candle_1.Candle(0, (0, shared_1.d)(1), (0, shared_1.d)(1), (0, shared_1.d)(1), (0, shared_1.d)(1)),
-            new candle_1.Candle(0, (0, shared_1.d)(1), (0, shared_1.d)(2), (0, shared_1.d)(1), (0, shared_1.d)(2)),
-            new candle_1.Candle(0, (0, shared_1.d)(1), (0, shared_1.d)(3), (0, shared_1.d)(1), (0, shared_1.d)(3)),
-            new candle_1.Candle(0, (0, shared_1.d)(1), (0, shared_1.d)(3), shared_1.d.Zero, shared_1.d.Zero),
-            new candle_1.Candle(5, shared_1.d.Zero, (0, shared_1.d)(7), (0, shared_1.d)(7), (0, shared_1.d)(7)),
-            new candle_1.Candle(5, shared_1.d.Zero, (0, shared_1.d)(8), (0, shared_1.d)(7), (0, shared_1.d)(8))
-        ].reverse();
-        input$.pipe((0, candle_operator_1.candle)(5, it => it.rate)).subscribe({
-            next: it => {
-                expect(it).toEqual(output.pop());
-                if (output.length === 0) {
-                    done();
-                }
-            }
-        });
-    });
-});
-describe('candleCompleted', () => {
-    test('should aggregate and pipe distinct completed candles', done => {
-        const input$ = (0, rxjs_1.from)([
-            { timestamp: 1, rate: (0, shared_1.d)(1) },
-            { timestamp: 2, rate: (0, shared_1.d)(2) },
-            { timestamp: 3, rate: (0, shared_1.d)(3) },
-            { timestamp: 4, rate: shared_1.d.Zero },
-            { timestamp: 5, rate: (0, shared_1.d)(7) },
-            { timestamp: 6, rate: (0, shared_1.d)(8) }
-        ]);
-        input$
-            .pipe((0, candle_operator_1.candle)(5, it => it.rate), (0, candle_operator_1.candleCompleted)())
-            .subscribe({
-            next: it => {
-                expect(it).toEqual(new candle_1.Candle(0, (0, shared_1.d)(1), (0, shared_1.d)(3), shared_1.d.Zero, shared_1.d.Zero));
-                done();
-            }
-        });
-    });
-});
-describe('mergeCandle', () => {
-    test('should pipe and merge candle from history', done => {
-        const history$ = (0, rxjs_1.from)([
-            new candle_1.Candle(1, (0, shared_1.d)(1), (0, shared_1.d)(1.5), (0, shared_1.d)(0.5), (0, shared_1.d)(2)),
-            new candle_1.Candle(2, (0, shared_1.d)(2), (0, shared_1.d)(2.5), (0, shared_1.d)(1.5), (0, shared_1.d)(3)),
-            new candle_1.Candle(3, (0, shared_1.d)(3), (0, shared_1.d)(3.5), (0, shared_1.d)(2.5), (0, shared_1.d)(4))
-        ]);
-        const input$ = (0, rxjs_1.from)([
-            { timestamp: 3, rate: (0, shared_1.d)(5) },
-            { timestamp: 4, rate: (0, shared_1.d)(3) },
-            { timestamp: 5, rate: (0, shared_1.d)(4) }
-        ]);
-        const output = [
-            new candle_1.Candle(1, (0, shared_1.d)(1), (0, shared_1.d)(1.5), (0, shared_1.d)(0.5), (0, shared_1.d)(2)),
-            new candle_1.Candle(2, (0, shared_1.d)(2), (0, shared_1.d)(2.5), (0, shared_1.d)(1.5), (0, shared_1.d)(3)),
-            new candle_1.Candle(3, (0, shared_1.d)(3), (0, shared_1.d)(5), (0, shared_1.d)(2.5), (0, shared_1.d)(5)),
-            new candle_1.Candle(4, (0, shared_1.d)(5), (0, shared_1.d)(3), (0, shared_1.d)(3), (0, shared_1.d)(3)),
-            new candle_1.Candle(5, (0, shared_1.d)(3), (0, shared_1.d)(4), (0, shared_1.d)(4), (0, shared_1.d)(4))
-        ].reverse();
-        input$.pipe((0, candle_operator_1.mergeCandle)(1, it => it.rate, history$)).subscribe({
-            next: it => {
-                expect(it).toEqual(output.pop());
-                if (output.length === 0) {
-                    done();
-                }
-            }
-        });
-    });
-    test('should pipe and not merge candle from history', done => {
-        const history$ = (0, rxjs_1.from)([
-            new candle_1.Candle(1, (0, shared_1.d)(1), (0, shared_1.d)(1.5), (0, shared_1.d)(0.5), (0, shared_1.d)(2)),
-            new candle_1.Candle(2, (0, shared_1.d)(2), (0, shared_1.d)(2.5), (0, shared_1.d)(1.5), (0, shared_1.d)(3)),
-            new candle_1.Candle(3, (0, shared_1.d)(3), (0, shared_1.d)(3.5), (0, shared_1.d)(2.5), (0, shared_1.d)(4))
-        ]);
-        const input$ = (0, rxjs_1.from)([
-            { timestamp: 4, rate: (0, shared_1.d)(5) },
-            { timestamp: 5, rate: (0, shared_1.d)(3) },
-            { timestamp: 6, rate: (0, shared_1.d)(4) }
-        ]);
-        const output = [
-            new candle_1.Candle(1, (0, shared_1.d)(1), (0, shared_1.d)(1.5), (0, shared_1.d)(0.5), (0, shared_1.d)(2)),
-            new candle_1.Candle(2, (0, shared_1.d)(2), (0, shared_1.d)(2.5), (0, shared_1.d)(1.5), (0, shared_1.d)(3)),
-            new candle_1.Candle(3, (0, shared_1.d)(3), (0, shared_1.d)(3.5), (0, shared_1.d)(2.5), (0, shared_1.d)(4)),
-            new candle_1.Candle(4, (0, shared_1.d)(4), (0, shared_1.d)(5), (0, shared_1.d)(5), (0, shared_1.d)(5)),
-            new candle_1.Candle(5, (0, shared_1.d)(5), (0, shared_1.d)(3), (0, shared_1.d)(3), (0, shared_1.d)(3)),
-            new candle_1.Candle(6, (0, shared_1.d)(3), (0, shared_1.d)(4), (0, shared_1.d)(4), (0, shared_1.d)(4))
-        ].reverse();
-        input$.pipe((0, candle_operator_1.mergeCandle)(1, it => it.rate, history$)).subscribe({
-            next: it => {
-                expect(it).toEqual(output.pop());
-                if (output.length === 0) {
-                    done();
-                }
-            }
-        });
-    });
-});
-//# sourceMappingURL=candle.operator.spec.js.map

package/dist/domain/candle.operator.spec.js.map

@@ -1 +0,0 @@
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package/dist/domain/candle.spec.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/domain/candle.spec.js

@@ -1,26 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const shared_1 = require("../shared");
-const candle_1 = require("./candle");
-describe('Candle', () => {
-    test('should construct a candle', () => {
-        const timestamp = (0, shared_1.now)();
-        const sut = new candle_1.Candle(timestamp, (0, shared_1.d)(2), (0, shared_1.d)(4), (0, shared_1.d)(1), (0, shared_1.d)(3));
-        expect(sut.timestamp).toEqual(timestamp);
-        expect(sut.open).toEqual((0, shared_1.d)(2));
-        expect(sut.high).toEqual((0, shared_1.d)(4));
-        expect(sut.low).toEqual((0, shared_1.d)(1));
-        expect(sut.close).toEqual((0, shared_1.d)(3));
-    });
-    test('should modify a candle', () => {
-        const timestamp = (0, shared_1.now)();
-        const sut = new candle_1.Candle(timestamp, (0, shared_1.d)(2), (0, shared_1.d)(4), (0, shared_1.d)(1), (0, shared_1.d)(3));
-        sut.apply((0, shared_1.d)(10));
-        expect(sut.timestamp).toEqual(timestamp);
-        expect(sut.open).toEqual((0, shared_1.d)(2));
-        expect(sut.high).toEqual((0, shared_1.d)(10));
-        expect(sut.low).toEqual((0, shared_1.d)(1));
-        expect(sut.close).toEqual((0, shared_1.d)(10));
-    });
-});
-//# sourceMappingURL=candle.spec.js.map

package/dist/domain/candle.spec.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"candle.spec.js","sourceRoot":"","sources":["../../src/domain/candle.spec.ts"],"names":[],"mappings":";;AAAA,sCAAmC;AACnC,qCAAkC;AAElC,QAAQ,CAAC,QAAQ,EAAE,GAAG,EAAE;IACtB,IAAI,CAAC,2BAA2B,EAAE,GAAG,EAAE;QACrC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QAExB,MAAM,GAAG,GAAG,IAAI,eAAM,CAAC,SAAS,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;QAE1D,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACzC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;QAC/B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;QAC/B,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;QAC9B,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;IAClC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,wBAAwB,EAAE,GAAG,EAAE;QAClC,MAAM,SAAS,GAAG,IAAA,YAAG,GAAE,CAAC;QAExB,MAAM,GAAG,GAAG,IAAI,eAAM,CAAC,SAAS,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,EAAE,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;QAE1D,GAAG,CAAC,KAAK,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,CAAC;QAEjB,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACzC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;QAC/B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,CAAC,CAAC,CAAC;QAC9B,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,EAAE,CAAC,CAAC,CAAC;IACnC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/commission.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"commission.js","sourceRoot":"","sources":["../../src/domain/commission.ts"],"names":[],"mappings":";;;AAEA,MAAa,UAAU;IACrB,YAAqB,SAAkB,EAAW,SAAkB;QAA/C,cAAS,GAAT,SAAS,CAAS;QAAW,cAAS,GAAT,SAAS,CAAS;IAAG,CAAC;IAExE,iBAAiB,CAAC,KAAc;QAC9B,OAAO,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IACnC,CAAC;IAED,iBAAiB,CAAC,KAAc;QAC9B,OAAO,KAAK,CAAC,GAAG,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC;IACnC,CAAC;IAED,aAAa,CAAC,KAAc;QAC1B,OAAO,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,iBAAiB,CAAC,KAAK,CAAC,CAAC,CAAC;IACpD,CAAC;IAED,aAAa,CAAC,KAAc;QAC1B,OAAO,KAAK,CAAC,KAAK,CAAC,IAAI,CAAC,iBAAiB,CAAC,KAAK,CAAC,CAAC,CAAC;IACpD,CAAC;CACF;AAlBD,gCAkBC;AAED,SAAgB,mBAAmB,CAAC,IAAwC;IAC1E,OAAO,IAAI,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC;AACtE,CAAC;AAFD,kDAEC"}

package/dist/domain/commission.spec.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/domain/commission.spec.js

@@ -1,31 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const shared_1 = require("../shared");
-const commission_1 = require("./commission");
-describe('Commission', () => {
-    test('should construct a Commission', () => {
-        const sut = (0, commission_1.commissionPercentOf)({
-            maker: (0, shared_1.d)(0.1),
-            taker: (0, shared_1.d)(0.2)
-        });
-        expect(sut.makerRate).toEqual((0, shared_1.d)(0.001));
-        expect(sut.takerRate).toEqual((0, shared_1.d)(0.002));
-    });
-    test('should calculate a maker fee', () => {
-        const sut = (0, commission_1.commissionPercentOf)({
-            maker: (0, shared_1.d)(0.1),
-            taker: (0, shared_1.d)(0.2)
-        });
-        expect(sut.calculateMakerFee((0, shared_1.d)(2000))).toEqual((0, shared_1.d)(2));
-        expect(sut.applyMakerFee((0, shared_1.d)(2000))).toEqual((0, shared_1.d)(1998));
-    });
-    test('should calculate a taker fee', () => {
-        const sut = (0, commission_1.commissionPercentOf)({
-            maker: (0, shared_1.d)(0.1),
-            taker: (0, shared_1.d)(0.2)
-        });
-        expect(sut.calculateTakerFee((0, shared_1.d)(2000))).toEqual((0, shared_1.d)(4));
-        expect(sut.applyTakerFee((0, shared_1.d)(2000))).toEqual((0, shared_1.d)(1996));
-    });
-});
-//# sourceMappingURL=commission.spec.js.map

package/dist/domain/commission.spec.js.map

@@ -1 +0,0 @@
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package/dist/domain/component.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"component.js","sourceRoot":"","sources":["../../src/domain/component.ts"],"names":[],"mappings":""}

package/dist/domain/error.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"error.js","sourceRoot":"","sources":["../../src/domain/error.ts"],"names":[],"mappings":";;;AAEA,SAAgB,sBAAsB,CACpC,SAAiB,EACjB,cAAuB,EACvB,eAAwB;IAExB,OAAO,IAAI,KAAK,CACd,yBAAyB,SAAS,SAAS,eAAe,CAAC,QAAQ,EAAE,cAAc,cAAc,CAAC,QAAQ,EAAE,EAAE,CAC/G,CAAC;AACJ,CAAC;AARD,wDAQC;AAED,SAAgB,oBAAoB,CAAC,KAAU;IAC7C,MAAM,IAAI,KAAK,CAAC,qBAAqB,KAAK,EAAE,CAAC,CAAC;AAChD,CAAC;AAFD,oDAEC;AAED,SAAgB,yBAAyB,CAAC,QAAgB;IACxD,MAAM,IAAI,KAAK,CAAC,2BAA2B,QAAQ,EAAE,CAAC,CAAC;AACzD,CAAC;AAFD,8DAEC;AAED,SAAgB,8BAA8B,CAAC,QAAgB;IAC7D,MAAM,IAAI,KAAK,CAAC,gCAAgC,QAAQ,EAAE,CAAC,CAAC;AAC9D,CAAC;AAFD,wEAEC;AAED,SAAgB,oBAAoB;IAClC,OAAO,IAAI,KAAK,CAAC,2BAA2B,CAAC,CAAC;AAChD,CAAC;AAFD,oDAEC"}

package/dist/domain/index.js.map

@@ -1 +0,0 @@
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package/dist/domain/instrument.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"instrument.js","sourceRoot":"","sources":["../../src/domain/instrument.ts"],"names":[],"mappings":";;;AACA,mCAAuE;AAGvE,mCAA+E;AAElE,QAAA,2BAA2B,GAAG,GAAG,CAAC;AAE/C,MAAa,kBAAkB;IAK7B,YAAY,IAAY,EAAE,KAAa,EAAE,OAAe;QACtD,IAAI,CAAC,IAAI,GAAG,IAAI,qBAAa,CAAC,IAAI,CAAC,WAAW,EAAE,EAAE,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC;QACzE,IAAI,CAAC,KAAK,GAAG,IAAI,qBAAa,CAAC,KAAK,CAAC,WAAW,EAAE,EAAE,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC;QAE3E,IAAI,CAAC,EAAE,GAAG,GAAG,IAAI,CAAC,IAAI,CAAC,EAAE,GAAG,mCAA2B,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,EAAE,CAAC;IAC9E,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;CACF;AAfD,gDAeC;AAKD,MAAa,UAAW,SAAQ,kBAAkB;IAOhD,YAAqB,IAAW,EAAW,KAAY,EAAW,GAAW;QAC3E,KAAK,CAAC,IAAI,CAAC,IAAI,EAAE,KAAK,CAAC,IAAI,EAAE,IAAI,CAAC,WAAW,CAAC,CAAC;QAD5B,SAAI,GAAJ,IAAI,CAAO;QAAW,UAAK,GAAL,KAAK,CAAO;QAAW,QAAG,GAAH,GAAG,CAAQ;QAN7E,SAAI,GAAG,YAAY,CAAC;QAIpB,aAAQ,GAAY,IAAI,CAAC;QAKvB,IAAI,IAAI,CAAC,WAAW,IAAI,KAAK,CAAC,WAAW,EAAE;YACzC,MAAM,IAAA,4BAAoB,GAAE,CAAC;SAC9B;IACH,CAAC;CACF;AAdD,gCAcC;AAED,SAAgB,YAAY,CAAC,QAAgB;IAC3C,MAAM,CAAC,WAAW,EAAE,KAAK,EAAE,GAAG,IAAI,CAAC,GAAG,QAAQ,CAAC,KAAK,CAAC,8BAAsB,CAAC,CAAC;IAC7E,IAAI,CAAC,WAAW,IAAI,CAAC,KAAK,IAAI,IAAI,CAAC,MAAM,EAAE;QACzC,MAAM,IAAA,sCAA8B,EAAC,QAAQ,CAAC,CAAC;KAChD;IAED,MAAM,CAAC,aAAa,EAAE,cAAc,CAAC,GAAG,KAAK,CAAC,KAAK,CAAC,mCAA2B,CAAC,CAAC;IACjF,IAAI,CAAC,aAAa,IAAI,CAAC,cAAc,EAAE;QACrC,MAAM,IAAA,sCAA8B,EAAC,QAAQ,CAAC,CAAC;KAChD;IAED,OAAO,IAAI,kBAAkB,CAAC,aAAa,EAAE,cAAc,EAAE,WAAW,CAAC,CAAC;AAC5E,CAAC;AAZD,oCAYC"}

package/dist/domain/instrument.operator.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"instrument.operator.js","sourceRoot":"","sources":["../../src/domain/instrument.operator.ts"],"names":[],"mappings":";;;AAAA,+BAAgF;AAIhF,6CAA8D;AAE9D,SAAgB,UAAU,CAAC,QAA4B,EAAE,KAAY;IACnE,OAAO,CAAC,OAA8B,EAAE,EAAE,CACxC,OAAO,CAAC,IAAI,CACV,IAAA,gBAAS,EAAC,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,EACrD,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,uBAAU,IAAI,EAAE,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,EAC9D,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAgB,CAAC,CAC5B,CAAC;AACN,CAAC;AAPD,gCAOC;AAED,SAAgB,WAAW,CAAC,KAAY;IACtC,OAAO,CAAC,OAA8B,EAAE,EAAE,CACxC,OAAO,CAAC,IAAI,CACV,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,uBAAU,CAAC,EACtC,IAAA,UAAG,EAAC,GAAG,EAAE,CAAC,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,eAAe,EAAE,CAAC,EACtD,IAAA,gBAAS,EAAC,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,eAAe,EAAE,CAAC,EACtD,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,MAAM,GAAG,CAAC,CAAC,EAC3B,IAAA,2BAAoB,EAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,CAAC,GAAG,CAAC,MAAM,IAAI,GAAG,CAAC,MAAM,CAAC,CAC7D,CAAC;AACN,CAAC;AATD,kCASC"}

package/dist/domain/instrument.operator.spec.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/domain/instrument.operator.spec.js

@@ -1,24 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const store_1 = require("../store");
-const asset_1 = require("./asset");
-const instrument_1 = require("./instrument");
-const instrument_operator_1 = require("./instrument.operator");
-describe('instrument', () => {
-    const state = new store_1.State();
-    beforeEach(() => {
-        state.universe.instrument.upsert(new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def'));
-    });
-    test('should pipe an instrument on subscription', done => {
-        new rxjs_1.Subject()
-            .pipe((0, instrument_operator_1.instrument)((0, instrument_1.instrumentOf)('xyz:abc-def'), state))
-            .subscribe({
-            next: it => {
-                expect(it.id).toEqual('xyz:abc-def');
-                done();
-            }
-        });
-    });
-});
-//# sourceMappingURL=instrument.operator.spec.js.map

package/dist/domain/instrument.operator.spec.js.map

@@ -1 +0,0 @@
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package/dist/domain/instrument.spec.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/domain/instrument.spec.js

@@ -1,49 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const asset_1 = require("./asset");
-const instrument_1 = require("./instrument");
-describe('Instrument', () => {
-    test('should construct a instrument', () => {
-        const sut = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
-        expect(sut.base.name).toEqual('abc');
-        expect(sut.base.adapterName).toEqual('xyz');
-        expect(sut.quote.name).toEqual('def');
-        expect(sut.quote.adapterName).toEqual('xyz');
-        expect(sut.id).toEqual('xyz:abc-def');
-    });
-});
-describe('InstrumentSelector', () => {
-    test('should construct a instrument selector', () => {
-        const sut = (0, instrument_1.instrumentOf)('xyz:abc-def');
-        expect(sut.base.name).toEqual('abc');
-        expect(sut.base.adapterName).toEqual('xyz');
-        expect(sut.quote.name).toEqual('def');
-        expect(sut.quote.adapterName).toEqual('xyz');
-        expect(sut.id).toEqual('xyz:abc-def');
-    });
-    test('should construct a instrument selector capital case', () => {
-        const sut = (0, instrument_1.instrumentOf)('XYZ:ABC-DEF');
-        expect(sut.base.name).toEqual('abc');
-        expect(sut.base.adapterName).toEqual('xyz');
-        expect(sut.quote.name).toEqual('def');
-        expect(sut.quote.adapterName).toEqual('xyz');
-        expect(sut.id).toEqual('xyz:abc-def');
-    });
-    test('should throw invalid format message for missing separator', () => {
-        const fn = () => (0, instrument_1.instrumentOf)('xyzabc-def');
-        expect(fn).toThrowError();
-    });
-    test('should throw invalid format message for multiple separators', () => {
-        const fn = () => (0, instrument_1.instrumentOf)('xyz:abc:-def');
-        expect(fn).toThrowError();
-    });
-    test('should throw invalid format message for missing pair name', () => {
-        const fn = () => (0, instrument_1.instrumentOf)('xyz:');
-        expect(fn).toThrowError();
-    });
-    test('should throw invalid format message for missing adapter name', () => {
-        const fn = () => (0, asset_1.assetOf)(':abc-def');
-        expect(fn).toThrowError();
-    });
-});
-//# sourceMappingURL=instrument.spec.js.map

package/dist/domain/instrument.spec.js.map

@@ -1 +0,0 @@
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package/dist/domain/order.js.map

@@ -1 +0,0 @@
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package/dist/domain/order.operator.js

@@ -1,14 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.orders = exports.order = void 0;
-const rxjs_1 = require("rxjs");
-const order_1 = require("./order");
-function order(selector) {
-    return (source$) => source$.pipe((0, rxjs_1.filter)(it => it instanceof order_1.Order && it.instrument.id == selector.id), (0, rxjs_1.map)(it => it));
-}
-exports.order = order;
-function orders(selector, state) {
-    return (source$) => source$.pipe((0, rxjs_1.filter)(it => it instanceof order_1.Order && it.instrument.id == selector.id), (0, rxjs_1.map)(() => state.order.get(selector.id).asReadonlyArray()), (0, rxjs_1.startWith)(state.order.get(selector.id).asReadonlyArray()));
-}
-exports.orders = orders;
-//# sourceMappingURL=order.operator.js.map

package/dist/domain/order.operator.js.map

@@ -1 +0,0 @@
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package/dist/domain/order.operator.spec.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/domain/order.operator.spec.js

@@ -1,65 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const shared_1 = require("../shared");
-const store_1 = require("../store");
-const asset_1 = require("./asset");
-const instrument_1 = require("./instrument");
-const order_1 = require("./order");
-const order_operator_1 = require("./order.operator");
-const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
-describe('order', () => {
-    test('should pipe an order', done => {
-        new rxjs_1.BehaviorSubject(order_1.Order.market(instrument, (0, shared_1.d)(-100)))
-            .pipe((0, order_operator_1.order)(instrument))
-            .subscribe({
-            next: it => {
-                expect(it.instrument).toEqual(instrument);
-                expect(it.quantity).toEqual((0, shared_1.d)(-100));
-                done();
-            }
-        });
-    });
-    test('should skip a pipe', done => {
-        new rxjs_1.BehaviorSubject(instrument).pipe((0, order_operator_1.order)(instrument)).subscribe({
-            next: () => fail(),
-            complete: done()
-        });
-    });
-});
-describe('positions', () => {
-    let state;
-    let order1, order2, order3;
-    beforeEach(() => {
-        state = new store_1.State();
-        order1 = order_1.Order.market(instrument, (0, shared_1.d)(-100));
-        order2 = order_1.Order.limit(instrument, (0, shared_1.d)(100), (0, shared_1.d)(10));
-        order3 = order_1.Order.market(instrument, (0, shared_1.d)(100));
-        state.order.upsert(new store_1.InnerSet(instrument.id, [order1, order2, order3]));
-    });
-    test('should pipe all orders on subscription start', done => {
-        order1.state = 'NEW';
-        order2.state = 'NEW';
-        order3.state = 'NEW';
-        new rxjs_1.Subject().pipe((0, order_operator_1.orders)(instrument, state)).subscribe({
-            next: it => {
-                expect(it.length).toEqual(3);
-                done();
-            }
-        });
-    });
-    test('should pipe pending orders on subscription start', done => {
-        order1.state = 'NEW';
-        order2.state = 'PENDING';
-        order3.state = 'PENDING';
-        new rxjs_1.Subject()
-            .pipe((0, order_operator_1.orders)(instrument, state), (0, rxjs_1.map)(it => it.filter(order => order.state === 'PENDING')))
-            .subscribe({
-            next: it => {
-                expect(it.length).toEqual(2);
-                done();
-            }
-        });
-    });
-});
-//# sourceMappingURL=order.operator.spec.js.map

package/dist/domain/order.operator.spec.js.map

@@ -1 +0,0 @@
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package/dist/domain/order.spec.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/domain/order.spec.js

@@ -1,34 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const shared_1 = require("../shared");
-const asset_1 = require("./asset");
-const instrument_1 = require("./instrument");
-const order_1 = require("./order");
-describe('Order', () => {
-    const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
-    test('should construct a market buy order', () => {
-        const sut = order_1.Order.market(instrument, (0, shared_1.d)(100));
-        expect(sut.quantity).toEqual((0, shared_1.d)(100));
-        expect(sut.rate).toEqual(undefined);
-        expect(sut.type).toEqual('MARKET');
-    });
-    test('should construct a market sell order', () => {
-        const sut = order_1.Order.market(instrument, (0, shared_1.d)(-100));
-        expect(sut.quantity).toEqual((0, shared_1.d)(-100));
-        expect(sut.rate).toEqual(undefined);
-        expect(sut.type).toEqual('MARKET');
-    });
-    test('should construct a limit buy order', () => {
-        const sut = order_1.Order.limit(instrument, (0, shared_1.d)(100), (0, shared_1.d)(2000));
-        expect(sut.quantity).toEqual((0, shared_1.d)(100));
-        expect(sut.rate).toEqual((0, shared_1.d)(2000));
-        expect(sut.type).toEqual('LIMIT');
-    });
-    test('should construct a limit sell order', () => {
-        const sut = order_1.Order.limit(instrument, (0, shared_1.d)(-100), (0, shared_1.d)(2000));
-        expect(sut.quantity).toEqual((0, shared_1.d)(-100));
-        expect(sut.rate).toEqual((0, shared_1.d)(2000));
-        expect(sut.type).toEqual('LIMIT');
-    });
-});
-//# sourceMappingURL=order.spec.js.map

package/dist/domain/order.spec.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"order.spec.js","sourceRoot":"","sources":["../../src/domain/order.spec.ts"],"names":[],"mappings":";;AAAA,sCAA8B;AAC9B,mCAAgC;AAChC,6CAA0C;AAC1C,mCAAgC;AAEhC,QAAQ,CAAC,OAAO,EAAE,GAAG,EAAE;IACrB,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;IAEF,IAAI,CAAC,qCAAqC,EAAE,GAAG,EAAE;QAC/C,MAAM,GAAG,GAAG,aAAK,CAAC,MAAM,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QAE7C,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QACrC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACpC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC;IACrC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,sCAAsC,EAAE,GAAG,EAAE;QAChD,MAAM,GAAG,GAAG,aAAK,CAAC,MAAM,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,GAAG,CAAC,CAAC,CAAC;QAE9C,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,GAAG,CAAC,CAAC,CAAC;QACtC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACpC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC;IACrC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,oCAAoC,EAAE,GAAG,EAAE;QAC9C,MAAM,GAAG,GAAG,aAAK,CAAC,KAAK,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,GAAG,CAAC,EAAE,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC;QAErD,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,GAAG,CAAC,CAAC,CAAC;QACrC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC;QAClC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,qCAAqC,EAAE,GAAG,EAAE;QAC/C,MAAM,GAAG,GAAG,aAAK,CAAC,KAAK,CAAC,UAAU,EAAE,IAAA,UAAC,EAAC,CAAC,GAAG,CAAC,EAAE,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC;QAEtD,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,CAAC,GAAG,CAAC,CAAC,CAAC;QACtC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAA,UAAC,EAAC,IAAI,CAAC,CAAC,CAAC;QAClC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;IACpC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/orderbook.js.map

@@ -1 +0,0 @@
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package/dist/domain/orderbook.operator.js.map

@@ -1 +0,0 @@
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package/dist/domain/orderbook.operator.spec.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/domain/orderbook.operator.spec.js

@@ -1,22 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const store_1 = require("../store");
-const asset_1 = require("./asset");
-const instrument_1 = require("./instrument");
-const orderbook_1 = require("./orderbook");
-const orderbook_operator_1 = require("./orderbook.operator");
-describe('orderbook', () => {
-    const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
-    test('should pipe an orderbook on subscription', done => {
-        const state = new store_1.State();
-        state.orderbook.upsert(new orderbook_1.Orderbook(instrument));
-        new rxjs_1.Subject().pipe((0, orderbook_operator_1.orderbook)(instrument, state)).subscribe({
-            next: it => {
-                expect(it.id).toEqual(instrument.id);
-                done();
-            }
-        });
-    });
-});
-//# sourceMappingURL=orderbook.operator.spec.js.map

package/dist/domain/orderbook.operator.spec.js.map

@@ -1 +0,0 @@
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package/dist/domain/orderbook.spec.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/domain/orderbook.spec.js

@@ -1,13 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const asset_1 = require("./asset");
-const instrument_1 = require("./instrument");
-const orderbook_1 = require("./orderbook");
-describe('Orderbook', () => {
-    const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
-    test('should construct an empty orderbook', () => {
-        const sut = new orderbook_1.Orderbook(instrument);
-        expect(sut.id).toEqual(instrument.id);
-    });
-});
-//# sourceMappingURL=orderbook.spec.js.map

package/dist/domain/orderbook.spec.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"orderbook.spec.js","sourceRoot":"","sources":["../../src/domain/orderbook.spec.ts"],"names":[],"mappings":";;AAAA,mCAAgC;AAChC,6CAA0C;AAC1C,2CAAwC;AAExC,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;IAEF,IAAI,CAAC,qCAAqC,EAAE,GAAG,EAAE;QAC/C,MAAM,GAAG,GAAG,IAAI,qBAAS,CAAC,UAAU,CAAC,CAAC;QAEtC,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;IACxC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/domain/position.js.map

@@ -1 +0,0 @@
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package/dist/domain/position.operator.js.map

@@ -1 +0,0 @@
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package/dist/domain/position.operator.spec.d.ts

@@ -1 +0,0 @@
-export {};