@quantform/core 0.5.23 → 0.6.5

package/dist/domain/commission.d.ts

@@ -2,6 +2,7 @@ import { decimal } from '../shared';
 export declare class Commission {
     readonly makerRate: decimal;
     readonly takerRate: decimal;
+    static readonly Zero: Commission;
     constructor(makerRate: decimal, takerRate: decimal);
     calculateMakerFee(value: decimal): import("decimal.js").default;
     calculateTakerFee(value: decimal): import("decimal.js").default;
@@ -12,3 +13,4 @@ export declare function commissionPercentOf(fees: {
     maker: decimal;
     taker: decimal;
 }): Commission;
+//# sourceMappingURL=commission.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"commission.d.ts","sourceRoot":"","sources":["../../src/domain/commission.ts"],"names":[],"mappings":"AAAA,OAAO,EAAK,OAAO,EAAE,MAAM,WAAW,CAAC;AAEvC,qBAAa,UAAU;IAGT,QAAQ,CAAC,SAAS,EAAE,OAAO;IAAE,QAAQ,CAAC,SAAS,EAAE,OAAO;IAFpE,MAAM,CAAC,QAAQ,CAAC,IAAI,aAAyD;gBAExD,SAAS,EAAE,OAAO,EAAW,SAAS,EAAE,OAAO;IAEpE,iBAAiB,CAAC,KAAK,EAAE,OAAO;IAIhC,iBAAiB,CAAC,KAAK,EAAE,OAAO;IAIhC,aAAa,CAAC,KAAK,EAAE,OAAO,GAAG,OAAO;IAItC,aAAa,CAAC,KAAK,EAAE,OAAO,GAAG,OAAO;CAGvC;AAED,wBAAgB,mBAAmB,CAAC,IAAI,EAAE;IAAE,KAAK,EAAE,OAAO,CAAC;IAAC,KAAK,EAAE,OAAO,CAAA;CAAE,cAE3E"}

package/dist/domain/commission.js

@@ -1,6 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.commissionPercentOf = exports.Commission = void 0;
+const shared_1 = require("../shared");
 class Commission {
     constructor(makerRate, takerRate) {
         this.makerRate = makerRate;
@@ -20,8 +21,8 @@ class Commission {
     }
 }
 exports.Commission = Commission;
+Commission.Zero = commissionPercentOf({ maker: shared_1.d.Zero, taker: shared_1.d.Zero });
 function commissionPercentOf(fees) {
     return new Commission(fees.maker.div(100.0), fees.taker.div(100.0));
 }
 exports.commissionPercentOf = commissionPercentOf;
-//# sourceMappingURL=commission.js.map

package/dist/domain/component.d.ts

@@ -1,6 +1,6 @@
 import { timestamp } from '../shared';
 export interface Component {
     id: string;
-    kind: string;
     timestamp: timestamp;
 }
+//# sourceMappingURL=component.d.ts.map

package/dist/domain/component.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"component.d.ts","sourceRoot":"","sources":["../../src/domain/component.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AAEtC,MAAM,WAAW,SAAS;IACxB,EAAE,EAAE,MAAM,CAAC;IACX,SAAS,EAAE,SAAS,CAAC;CACtB"}

package/dist/domain/component.js

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

package/dist/domain/error.d.ts

@@ -1,6 +1,7 @@
 import { decimal } from '../shared';
 export declare function insufficientFundsError(assetName: string, requiredAmount: decimal, availableAmount: decimal): Error;
-export declare function invalidArgumentError(value: any): void;
-export declare function invalidAssetSelectorError(selector: string): void;
-export declare function invalidInstrumentSelectorError(selector: string): void;
+export declare function invalidArgumentError(value: any): Error;
+export declare function invalidAssetSelectorError(selector: string): Error;
+export declare function invalidInstrumentSelectorError(selector: string): Error;
 export declare function adapterMismatchError(): Error;
+//# sourceMappingURL=error.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"error.d.ts","sourceRoot":"","sources":["../../src/domain/error.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AAEpC,wBAAgB,sBAAsB,CACpC,SAAS,EAAE,MAAM,EACjB,cAAc,EAAE,OAAO,EACvB,eAAe,EAAE,OAAO,SAKzB;AAED,wBAAgB,oBAAoB,CAAC,KAAK,EAAE,GAAG,SAE9C;AAED,wBAAgB,yBAAyB,CAAC,QAAQ,EAAE,MAAM,SAEzD;AAED,wBAAgB,8BAA8B,CAAC,QAAQ,EAAE,MAAM,SAE9D;AAED,wBAAgB,oBAAoB,UAEnC"}

package/dist/domain/error.js

@@ -6,19 +6,18 @@ function insufficientFundsError(assetName, requiredAmount, availableAmount) {
 }
 exports.insufficientFundsError = insufficientFundsError;
 function invalidArgumentError(value) {
-    throw new Error(`invalid argument: ${value}`);
+    return new Error(`invalid argument: ${value}`);
 }
 exports.invalidArgumentError = invalidArgumentError;
 function invalidAssetSelectorError(selector) {
-    throw new Error(`invalid asset selector: ${selector}`);
+    return new Error(`invalid asset selector: ${selector}`);
 }
 exports.invalidAssetSelectorError = invalidAssetSelectorError;
 function invalidInstrumentSelectorError(selector) {
-    throw new Error(`invalid instrument selector: ${selector}`);
+    return new Error(`invalid instrument selector: ${selector}`);
 }
 exports.invalidInstrumentSelectorError = invalidInstrumentSelectorError;
 function adapterMismatchError() {
     return new Error('adapters must be the same');
 }
 exports.adapterMismatchError = adapterMismatchError;
-//# sourceMappingURL=error.js.map

package/dist/domain/index.d.ts

@@ -1,20 +1,22 @@
 export * from './asset';
 export * from './balance';
-export * from './balance.operator';
+export * from './balance-operator';
 export * from './error';
-export * from './candle';
-export * from './candle.operator';
+export * from './ohlc';
+export * from './ohlc-operator';
 export * from './commission';
 export * from './component';
 export * from './instrument';
-export * from './instrument.operator';
+export * from './instrument-operator';
 export * from './order';
-export * from './order.operator';
+export * from './order-operator';
 export * from './orderbook';
-export * from './orderbook.operator';
+export * from './orderbook-operator';
 export * from './position';
-export * from './position.operator';
+export * from './position-operator';
 export * from './session';
+export * from './session-builder';
 export * from './timeframe';
 export * from './trade';
-export * from './trade.operator';
+export * from './trade-operator';
+//# sourceMappingURL=index.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/domain/index.ts"],"names":[],"mappings":"AAAA,cAAc,SAAS,CAAC;AACxB,cAAc,WAAW,CAAC;AAC1B,cAAc,oBAAoB,CAAC;AACnC,cAAc,SAAS,CAAC;AACxB,cAAc,QAAQ,CAAC;AACvB,cAAc,iBAAiB,CAAC;AAChC,cAAc,cAAc,CAAC;AAC7B,cAAc,aAAa,CAAC;AAC5B,cAAc,cAAc,CAAC;AAC7B,cAAc,uBAAuB,CAAC;AACtC,cAAc,SAAS,CAAC;AACxB,cAAc,kBAAkB,CAAC;AACjC,cAAc,aAAa,CAAC;AAC5B,cAAc,sBAAsB,CAAC;AACrC,cAAc,YAAY,CAAC;AAC3B,cAAc,qBAAqB,CAAC;AACpC,cAAc,WAAW,CAAC;AAC1B,cAAc,mBAAmB,CAAC;AAClC,cAAc,aAAa,CAAC;AAC5B,cAAc,SAAS,CAAC;AACxB,cAAc,kBAAkB,CAAC"}

package/dist/domain/index.js

@@ -16,22 +16,22 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
 Object.defineProperty(exports, "__esModule", { value: true });
 __exportStar(require("./asset"), exports);
 __exportStar(require("./balance"), exports);
-__exportStar(require("./balance.operator"), exports);
+__exportStar(require("./balance-operator"), exports);
 __exportStar(require("./error"), exports);
-__exportStar(require("./candle"), exports);
-__exportStar(require("./candle.operator"), exports);
+__exportStar(require("./ohlc"), exports);
+__exportStar(require("./ohlc-operator"), exports);
 __exportStar(require("./commission"), exports);
 __exportStar(require("./component"), exports);
 __exportStar(require("./instrument"), exports);
-__exportStar(require("./instrument.operator"), exports);
+__exportStar(require("./instrument-operator"), exports);
 __exportStar(require("./order"), exports);
-__exportStar(require("./order.operator"), exports);
+__exportStar(require("./order-operator"), exports);
 __exportStar(require("./orderbook"), exports);
-__exportStar(require("./orderbook.operator"), exports);
+__exportStar(require("./orderbook-operator"), exports);
 __exportStar(require("./position"), exports);
-__exportStar(require("./position.operator"), exports);
+__exportStar(require("./position-operator"), exports);
 __exportStar(require("./session"), exports);
+__exportStar(require("./session-builder"), exports);
 __exportStar(require("./timeframe"), exports);
 __exportStar(require("./trade"), exports);
-__exportStar(require("./trade.operator"), exports);
-//# sourceMappingURL=index.js.map
+__exportStar(require("./trade-operator"), exports);

package/dist/domain/{instrument.operator.d.ts → instrument-operator.d.ts}

@@ -4,3 +4,4 @@ import { Component } from './component';
 import { Instrument, InstrumentSelector } from './instrument';
 export declare function instrument(selector: InstrumentSelector, state: State): (source$: Observable<Component>) => Observable<Instrument>;
 export declare function instruments(state: State): (source$: Observable<Component>) => Observable<readonly Instrument[]>;
+//# sourceMappingURL=instrument-operator.d.ts.map

package/dist/domain/instrument-operator.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"instrument-operator.d.ts","sourceRoot":"","sources":["../../src/domain/instrument-operator.ts"],"names":[],"mappings":"AAAA,OAAO,EAAqC,UAAU,EAAa,MAAM,MAAM,CAAC;AAEhF,OAAO,EAAE,KAAK,EAAE,MAAM,UAAU,CAAC;AACjC,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACxC,OAAO,EAAE,UAAU,EAAE,kBAAkB,EAAE,MAAM,cAAc,CAAC;AAE9D,wBAAgB,UAAU,CAAC,QAAQ,EAAE,kBAAkB,EAAE,KAAK,EAAE,KAAK,aAClD,WAAW,SAAS,CAAC,4BAMvC;AAED,wBAAgB,WAAW,CAAC,KAAK,EAAE,KAAK,aACrB,WAAW,SAAS,CAAC,uCAQvC"}

package/dist/domain/{instrument.operator.js → instrument-operator.js}

@@ -11,4 +11,3 @@ function instruments(state) {
     return (source$) => source$.pipe((0, rxjs_1.filter)(it => it instanceof instrument_1.Instrument), (0, rxjs_1.map)(() => state.universe.instrument.asReadonlyArray()), (0, rxjs_1.startWith)(state.universe.instrument.asReadonlyArray()), (0, rxjs_1.filter)(it => it.length > 0), (0, rxjs_1.distinctUntilChanged)((lhs, rhs) => lhs.length == rhs.length));
 }
 exports.instruments = instruments;
-//# sourceMappingURL=instrument.operator.js.map

package/dist/domain/instrument.d.ts

@@ -1,4 +1,3 @@
-import { timestamp } from '../shared';
 import { Asset, AssetSelector } from './asset';
 import { Commission } from './commission';
 import { Component } from './component';
@@ -8,17 +7,19 @@ export declare class InstrumentSelector {
     readonly base: AssetSelector;
     readonly quote: AssetSelector;
     constructor(base: string, quote: string, adapter: string);
-    toString(): string;
 }
+/**
+ * Represents trading market which is made up by two trading assets (base and quoted).
+ */
 export declare class Instrument extends InstrumentSelector implements Component {
+    timestamp: number;
     readonly base: Asset;
     readonly quote: Asset;
     readonly raw: string;
-    kind: string;
-    timestamp: timestamp;
     commission: Commission;
-    cross: Instrument;
-    leverage?: number;
-    constructor(base: Asset, quote: Asset, raw: string);
+    readonly cross: Instrument | undefined;
+    leverage: number | undefined;
+    constructor(timestamp: number, base: Asset, quote: Asset, raw: string, commission: Commission);
 }
 export declare function instrumentOf(selector: string): InstrumentSelector;
+//# sourceMappingURL=instrument.d.ts.map

package/dist/domain/instrument.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"instrument.d.ts","sourceRoot":"","sources":["../../src/domain/instrument.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,EAAE,aAAa,EAA0B,MAAM,SAAS,CAAC;AACvE,OAAO,EAAE,UAAU,EAAE,MAAM,cAAc,CAAC;AAC1C,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AAGxC,eAAO,MAAM,2BAA2B,MAAM,CAAC;AAE/C,qBAAa,kBAAkB;IAC7B,QAAQ,CAAC,EAAE,EAAE,MAAM,CAAC;IACpB,QAAQ,CAAC,IAAI,EAAE,aAAa,CAAC;IAC7B,QAAQ,CAAC,KAAK,EAAE,aAAa,CAAC;gBAElB,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM;CAMzD;AAED;;GAEG;AACH,qBAAa,UAAW,SAAQ,kBAAmB,YAAW,SAAS;IAK5D,SAAS,EAAE,MAAM;aACN,IAAI,EAAE,KAAK;aACX,KAAK,EAAE,KAAK;IAC9B,QAAQ,CAAC,GAAG,EAAE,MAAM;IACb,UAAU,EAAE,UAAU;IAR/B,QAAQ,CAAC,KAAK,EAAE,UAAU,GAAG,SAAS,CAAC;IACvC,QAAQ,EAAE,MAAM,GAAG,SAAS,CAAa;gBAGhC,SAAS,EAAE,MAAM,EACN,IAAI,EAAE,KAAK,EACX,KAAK,EAAE,KAAK,EACrB,GAAG,EAAE,MAAM,EACb,UAAU,EAAE,UAAU;CAQhC;AAED,wBAAgB,YAAY,CAAC,QAAQ,EAAE,MAAM,GAAG,kBAAkB,CAYjE"}

package/dist/domain/instrument.js

@@ -10,19 +10,20 @@ class InstrumentSelector {
         this.quote = new asset_1.AssetSelector(quote.toLowerCase(), adapter.toLowerCase());
         this.id = `${this.base.id}${exports.InstrumentSelectorSeparator}${this.quote.name}`;
     }
-    toString() {
-        return this.id;
-    }
 }
 exports.InstrumentSelector = InstrumentSelector;
+/**
+ * Represents trading market which is made up by two trading assets (base and quoted).
+ */
 class Instrument extends InstrumentSelector {
-    constructor(base, quote, raw) {
+    constructor(timestamp, base, quote, raw, commission) {
         super(base.name, quote.name, base.adapterName);
+        this.timestamp = timestamp;
         this.base = base;
         this.quote = quote;
         this.raw = raw;
-        this.kind = 'instrument';
-        this.leverage = null;
+        this.commission = commission;
+        this.leverage = undefined;
         if (base.adapterName != quote.adapterName) {
             throw (0, error_1.adapterMismatchError)();
         }
@@ -41,4 +42,3 @@ function instrumentOf(selector) {
     return new InstrumentSelector(baseAssetName, quoteAssetName, adapterName);
 }
 exports.instrumentOf = instrumentOf;
-//# sourceMappingURL=instrument.js.map

package/dist/domain/ohlc-operator.d.ts

@@ -0,0 +1,11 @@
+import { Observable } from 'rxjs';
+import { decimal } from '../shared';
+import { Ohlc } from './ohlc';
+export declare function ohlc<T extends {
+    timestamp: number;
+}>(timeframe: number, fn: (x: T) => decimal, candleToStartWith?: Ohlc): (source: Observable<T>) => Observable<Ohlc>;
+export declare function mergeOhlc<T extends {
+    timestamp: number;
+}>(timeframe: number, fn: (x: T) => decimal, history$: Observable<Ohlc>): (source$: Observable<T>) => Observable<Ohlc>;
+export declare function ohlcCompleted(): (source: Observable<Ohlc>) => Observable<Ohlc>;
+//# sourceMappingURL=ohlc-operator.d.ts.map

package/dist/domain/ohlc-operator.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"ohlc-operator.d.ts","sourceRoot":"","sources":["../../src/domain/ohlc-operator.ts"],"names":[],"mappings":"AAAA,OAAO,EAML,UAAU,EAKX,MAAM,MAAM,CAAC;AAEd,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AACpC,OAAO,EAAE,IAAI,EAAE,MAAM,QAAQ,CAAC;AAuB9B,wBAAgB,IAAI,CAAC,CAAC,SAAS;IAAE,SAAS,EAAE,MAAM,CAAA;CAAE,EAClD,SAAS,EAAE,MAAM,EACjB,EAAE,EAAE,CAAC,CAAC,EAAE,CAAC,KAAK,OAAO,EACrB,iBAAiB,CAAC,EAAE,IAAI,YAEC,WAAW,CAAC,CAAC,KAAG,WAAW,IAAI,CAAC,CAmC1D;AAED,wBAAgB,SAAS,CAAC,CAAC,SAAS;IAAE,SAAS,EAAE,MAAM,CAAA;CAAE,EACvD,SAAS,EAAE,MAAM,EACjB,EAAE,EAAE,CAAC,CAAC,EAAE,CAAC,KAAK,OAAO,EACrB,QAAQ,EAAE,UAAU,CAAC,IAAI,CAAC,aAEA,WAAW,CAAC,CAAC,KAAG,WAAW,IAAI,CAAC,CAY3D;AAED,wBAAgB,aAAa,IAAI,CAAC,MAAM,EAAE,UAAU,CAAC,IAAI,CAAC,KAAK,UAAU,CAAC,IAAI,CAAC,CAwB9E"}

package/dist/domain/{candle.operator.js → ohlc-operator.js}

@@ -1,22 +1,23 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.candleCompleted = exports.mergeCandle = exports.candle = void 0;
+exports.ohlcCompleted = exports.mergeOhlc = exports.ohlc = void 0;
 const rxjs_1 = require("rxjs");
-const candle_1 = require("./candle");
+const ohlc_1 = require("./ohlc");
 const timeframe_1 = require("./timeframe");
 function aggregate(candle, timeframe, value, timestamp) {
     const frame = (0, timeframe_1.tf)(timestamp, timeframe);
     if (!candle) {
-        return new candle_1.Candle(frame, value, value, value, value);
+        return new ohlc_1.Ohlc(frame, value, value, value, value);
     }
     if (candle.timestamp === frame) {
         candle.apply(value);
+        return undefined;
     }
     else {
-        return new candle_1.Candle(frame, candle.close, value, value, value);
+        return new ohlc_1.Ohlc(frame, candle.close, value, value, value);
     }
 }
-function candle(timeframe, fn, candleToStartWith = undefined) {
+function ohlc(timeframe, fn, candleToStartWith) {
     return function (source) {
         let candle = candleToStartWith;
         return source.pipe((0, rxjs_1.map)(it => {
@@ -26,24 +27,30 @@ function candle(timeframe, fn, candleToStartWith = undefined) {
                 candle = newCandle;
                 if (candleToStartWith && candleToStartWith.timestamp < newCandle.timestamp) {
                     candleToStartWith = undefined;
-                    return [prevCandle, candle];
+                    if (prevCandle) {
+                        return [prevCandle, candle];
+                    }
+                    return [candle];
                 }
             }
             if (candleToStartWith) {
                 candleToStartWith = undefined;
             }
-            return [candle];
+            if (candle) {
+                return [candle];
+            }
+            return [];
         }), (0, rxjs_1.mergeMap)(it => it), (0, rxjs_1.share)());
     };
 }
-exports.candle = candle;
-function mergeCandle(timeframe, fn, history$) {
+exports.ohlc = ohlc;
+function mergeOhlc(timeframe, fn, history$) {
     return function (source$) {
-        return (0, rxjs_1.concat)(history$.pipe((0, rxjs_1.skipLast)(1)), history$.pipe((0, rxjs_1.last)(), (0, rxjs_1.switchMap)(lastHistoricalCandle => source$.pipe(candle(timeframe, fn, lastHistoricalCandle))), (0, rxjs_1.share)()));
+        return (0, rxjs_1.concat)(history$.pipe((0, rxjs_1.skipLast)(1)), history$.pipe((0, rxjs_1.last)(), (0, rxjs_1.switchMap)(lastHistoricalCandle => source$.pipe(ohlc(timeframe, fn, lastHistoricalCandle))), (0, rxjs_1.share)()));
     };
 }
-exports.mergeCandle = mergeCandle;
-function candleCompleted() {
+exports.mergeOhlc = mergeOhlc;
+function ohlcCompleted() {
     let currCandle;
     return (source) => source.pipe((0, rxjs_1.map)(it => {
         if (!currCandle) {
@@ -58,7 +65,6 @@ function candleCompleted() {
             }
             return undefined;
         }
-    }), (0, rxjs_1.filter)(it => !!it), (0, rxjs_1.share)());
+    }), (0, rxjs_1.filter)(it => it !== undefined), (0, rxjs_1.share)());
 }
-exports.candleCompleted = candleCompleted;
-//# sourceMappingURL=candle.operator.js.map
+exports.ohlcCompleted = ohlcCompleted;

package/dist/domain/{candle.d.ts → ohlc.d.ts}

@@ -1,11 +1,12 @@
 import { decimal, timestamp } from '../shared';
-export declare class Candle {
+export declare class Ohlc {
     timestamp: timestamp;
     open: decimal;
     high: decimal;
     low: decimal;
     close: decimal;
-    volume?: decimal;
-    constructor(timestamp: timestamp, open: decimal, high: decimal, low: decimal, close: decimal, volume?: decimal);
+    volume?: decimal | undefined;
+    constructor(timestamp: timestamp, open: decimal, high: decimal, low: decimal, close: decimal, volume?: decimal | undefined);
     apply(value: decimal): void;
 }
+//# sourceMappingURL=ohlc.d.ts.map

package/dist/domain/ohlc.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"ohlc.d.ts","sourceRoot":"","sources":["../../src/domain/ohlc.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AAE/C,qBAAa,IAAI;IAEN,SAAS,EAAE,SAAS;IACpB,IAAI,EAAE,OAAO;IACb,IAAI,EAAE,OAAO;IACb,GAAG,EAAE,OAAO;IACZ,KAAK,EAAE,OAAO;IACd,MAAM,CAAC;gBALP,SAAS,EAAE,SAAS,EACpB,IAAI,EAAE,OAAO,EACb,IAAI,EAAE,OAAO,EACb,GAAG,EAAE,OAAO,EACZ,KAAK,EAAE,OAAO,EACd,MAAM,CAAC,qBAAS;IAGzB,KAAK,CAAC,KAAK,EAAE,OAAO;CAKrB"}

package/dist/domain/{candle.js → ohlc.js}

@@ -1,8 +1,8 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.Candle = void 0;
+exports.Ohlc = void 0;
 const shared_1 = require("../shared");
-class Candle {
+class Ohlc {
     constructor(timestamp, open, high, low, close, volume) {
         this.timestamp = timestamp;
         this.open = open;
@@ -17,5 +17,4 @@ class Candle {
         this.close = value;
     }
 }
-exports.Candle = Candle;
-//# sourceMappingURL=candle.js.map
+exports.Ohlc = Ohlc;

package/dist/domain/{order.operator.d.ts → order-operator.d.ts}

@@ -5,3 +5,4 @@ import { InstrumentSelector } from './instrument';
 import { Order } from './order';
 export declare function order(selector: InstrumentSelector): (source$: Observable<Component>) => Observable<Order>;
 export declare function orders(selector: InstrumentSelector, state: State): (source$: Observable<Component>) => Observable<readonly Order[]>;
+//# sourceMappingURL=order-operator.d.ts.map

package/dist/domain/order-operator.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"order-operator.d.ts","sourceRoot":"","sources":["../../src/domain/order-operator.ts"],"names":[],"mappings":"AAAA,OAAO,EAAe,UAAU,EAAa,MAAM,MAAM,CAAC;AAE1D,OAAO,EAAE,KAAK,EAAE,MAAM,UAAU,CAAC;AACjC,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACxC,OAAO,EAAE,kBAAkB,EAAE,MAAM,cAAc,CAAC;AAClD,OAAO,EAAE,KAAK,EAAE,MAAM,SAAS,CAAC;AAEhC,wBAAgB,KAAK,CAAC,QAAQ,EAAE,kBAAkB,aAC/B,WAAW,SAAS,CAAC,uBAKvC;AAED,wBAAgB,MAAM,CAAC,QAAQ,EAAE,kBAAkB,EAAE,KAAK,EAAE,KAAK,aAC9C,WAAW,SAAS,CAAC,kCAMvC"}

package/dist/domain/order-operator.js

@@ -0,0 +1,16 @@
+"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$) => {
+        var _a, _b;
+        return source$.pipe((0, rxjs_1.filter)(it => it instanceof order_1.Order && it.instrument.id == selector.id), (0, rxjs_1.map)(() => { var _a, _b; return (_b = (_a = state.order.get(selector.id)) === null || _a === void 0 ? void 0 : _a.asReadonlyArray()) !== null && _b !== void 0 ? _b : []; }), (0, rxjs_1.startWith)((_b = (_a = state.order.get(selector.id)) === null || _a === void 0 ? void 0 : _a.asReadonlyArray()) !== null && _b !== void 0 ? _b : []));
+    };
+}
+exports.orders = orders;

package/dist/domain/order.d.ts

@@ -1,31 +1,24 @@
-import { decimal, timestamp } from '../shared';
+import { decimal } from '../shared';
 import { Balance } from './balance';
 import { Component } from './component';
-import { InstrumentSelector } from './instrument';
-export declare type OrderType = 'MARKET' | 'LIMIT' | 'STOP-MARKET' | 'STOP-LIMIT';
+import { Instrument } from './instrument';
 export declare type OrderState = 'NEW' | 'PENDING' | 'FILLED' | 'CANCELING' | 'CANCELED' | 'REJECTED';
 export declare class Order implements Component {
-    readonly instrument: InstrumentSelector;
-    readonly type: OrderType;
+    timestamp: number;
+    readonly id: string;
+    readonly instrument: Instrument;
     readonly quantity: decimal;
-    readonly rate?: decimal;
-    readonly stopRate?: decimal;
-    kind: string;
-    timestamp: timestamp;
-    id: string;
-    externalId: string;
+    createdAt: number;
+    readonly rate?: decimal | undefined;
+    readonly stopRate?: decimal | undefined;
     state: OrderState;
     quantityExecuted: decimal;
-    averageExecutionRate: decimal;
-    createdAt: timestamp;
-    static market(instrument: InstrumentSelector, quantity: decimal): Order;
-    static limit(instrument: InstrumentSelector, quantity: decimal, rate: decimal): Order;
-    static stopMarket(instrument: InstrumentSelector, quantity: decimal, stopRate: decimal): Order;
-    static stopLimit(instrument: InstrumentSelector, quantity: decimal, rate: decimal, stopRate: decimal): Order;
-    constructor(instrument: InstrumentSelector, type: OrderType, quantity: decimal, rate?: decimal, stopRate?: decimal);
-    toString(): string;
+    averageExecutionRate?: decimal;
+    externalId?: string;
+    constructor(timestamp: number, id: string, instrument: Instrument, quantity: decimal, createdAt: number, rate?: decimal | undefined, stopRate?: decimal | undefined);
     calculateBalanceToLock(base: Balance, quote: Balance): {
-        base: decimal;
-        quote: decimal;
+        base?: decimal;
+        quote?: decimal;
     };
 }
+//# sourceMappingURL=order.d.ts.map

package/dist/domain/order.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"order.d.ts","sourceRoot":"","sources":["../../src/domain/order.ts"],"names":[],"mappings":"AAAA,OAAO,EAAK,OAAO,EAAE,MAAM,WAAW,CAAC;AACvC,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AACpC,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AAExC,OAAO,EAAE,UAAU,EAAE,MAAM,cAAc,CAAC;AAE1C,oBAAY,UAAU,GAClB,KAAK,GACL,SAAS,GACT,QAAQ,GACR,WAAW,GACX,UAAU,GACV,UAAU,CAAC;AAEf,qBAAa,KAAM,YAAW,SAAS;IAO5B,SAAS,EAAE,MAAM;IACxB,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,UAAU;IAC/B,QAAQ,CAAC,QAAQ,EAAE,OAAO;IACnB,SAAS,EAAE,MAAM;IACxB,QAAQ,CAAC,IAAI,CAAC;IACd,QAAQ,CAAC,QAAQ,CAAC;IAZpB,KAAK,EAAE,UAAU,CAAS;IAC1B,gBAAgB,UAAU;IAC1B,oBAAoB,CAAC,EAAE,OAAO,CAAC;IAC/B,UAAU,CAAC,EAAE,MAAM,CAAC;gBAGX,SAAS,EAAE,MAAM,EACf,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,UAAU,EACtB,QAAQ,EAAE,OAAO,EACnB,SAAS,EAAE,MAAM,EACf,IAAI,CAAC,qBAAS,EACd,QAAQ,CAAC,qBAAS;IAW7B,sBAAsB,CACpB,IAAI,EAAE,OAAO,EACb,KAAK,EAAE,OAAO,GACb;QAAE,IAAI,CAAC,EAAE,OAAO,CAAC;QAAC,KAAK,CAAC,EAAE,OAAO,CAAA;KAAE;CA0BvC"}

package/dist/domain/order.js

@@ -1,18 +1,17 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Order = void 0;
-const uuid_1 = require("uuid");
 const shared_1 = require("../shared");
 const error_1 = require("./error");
 class Order {
-    constructor(instrument, type, quantity, rate, stopRate) {
+    constructor(timestamp, id, instrument, quantity, createdAt, rate, stopRate) {
+        this.timestamp = timestamp;
+        this.id = id;
         this.instrument = instrument;
-        this.type = type;
         this.quantity = quantity;
+        this.createdAt = createdAt;
         this.rate = rate;
         this.stopRate = stopRate;
-        this.kind = 'order';
-        this.id = (0, uuid_1.v4)();
         this.state = 'NEW';
         this.quantityExecuted = shared_1.d.Zero;
         if (!quantity || Number.isNaN(quantity)) {
@@ -22,35 +21,20 @@ class Order {
             throw (0, error_1.invalidArgumentError)(rate);
         }
     }
-    static market(instrument, quantity) {
-        return new Order(instrument, 'MARKET', quantity);
-    }
-    static limit(instrument, quantity, rate) {
-        return new Order(instrument, 'LIMIT', quantity, rate);
-    }
-    static stopMarket(instrument, quantity, stopRate) {
-        return new Order(instrument, 'STOP-MARKET', quantity, undefined, stopRate);
-    }
-    static stopLimit(instrument, quantity, rate, stopRate) {
-        return new Order(instrument, 'STOP-LIMIT', quantity, rate, stopRate);
-    }
-    toString() {
-        return this.id;
-    }
     calculateBalanceToLock(base, quote) {
         const qty = this.quantity.abs();
         if (this.quantity.greaterThan(0)) {
-            switch (this.type) {
-                case 'MARKET':
-                    return {
-                        base: shared_1.d.Zero,
-                        quote: quote.free
-                    };
-                case 'LIMIT':
-                    return {
-                        base: shared_1.d.Zero,
-                        quote: quote.asset.ceil(this.rate.mul(qty))
-                    };
+            if (this.rate) {
+                return {
+                    base: shared_1.d.Zero,
+                    quote: quote.asset.ceil(this.rate.mul(qty))
+                };
+            }
+            else {
+                return {
+                    base: shared_1.d.Zero,
+                    quote: quote.free
+                };
             }
         }
         if (this.quantity.lessThan(0)) {
@@ -59,7 +43,7 @@ class Order {
                 quote: shared_1.d.Zero
             };
         }
+        return {};
     }
 }
 exports.Order = Order;
-//# sourceMappingURL=order.js.map

package/dist/domain/{orderbook.operator.d.ts → orderbook-operator.d.ts}

@@ -4,3 +4,4 @@ import { Component } from './component';
 import { InstrumentSelector } from './instrument';
 import { Orderbook } from './orderbook';
 export declare function orderbook(selector: InstrumentSelector, state: State): (source$: Observable<Component>) => Observable<Orderbook>;
+//# sourceMappingURL=orderbook-operator.d.ts.map

package/dist/domain/orderbook-operator.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"orderbook-operator.d.ts","sourceRoot":"","sources":["../../src/domain/orderbook-operator.ts"],"names":[],"mappings":"AAAA,OAAO,EAAe,UAAU,EAAa,MAAM,MAAM,CAAC;AAE1D,OAAO,EAAE,KAAK,EAAE,MAAM,UAAU,CAAC;AACjC,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACxC,OAAO,EAAE,kBAAkB,EAAE,MAAM,cAAc,CAAC;AAClD,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AAExC,wBAAgB,SAAS,CAAC,QAAQ,EAAE,kBAAkB,EAAE,KAAK,EAAE,KAAK,aACjD,WAAW,SAAS,CAAC,2BAMvC"}

package/dist/domain/{orderbook.operator.js → orderbook-operator.js}

@@ -7,4 +7,3 @@ function orderbook(selector, state) {
     return (source$) => source$.pipe((0, rxjs_1.startWith)(state.orderbook.get(selector.id)), (0, rxjs_1.filter)(it => it instanceof orderbook_1.Orderbook && it.instrument.id == selector.id), (0, rxjs_1.map)(it => it));
 }
 exports.orderbook = orderbook;
-//# sourceMappingURL=orderbook.operator.js.map

package/dist/domain/orderbook.d.ts

@@ -1,10 +1,10 @@
 import { Instrument } from '../domain';
-import { decimal, timestamp } from '../shared';
+import { decimal } from '../shared';
 import { Component } from './component';
 export interface Liquidity {
     rate: decimal;
     quantity: decimal;
-    next: this;
+    next: this | undefined;
 }
 export declare const LiquidityAskComparer: (lhs: {
     rate: decimal;
@@ -16,13 +16,15 @@ export declare const LiquidityBidComparer: (lhs: {
 }, rhs: {
     rate: decimal;
 }) => number;
+/**
+ * Provides an access to pending buy and sell orders on the specific market.
+ */
 export declare class Orderbook implements Component {
+    timestamp: number;
     readonly instrument: Instrument;
-    id: string;
-    kind: string;
-    timestamp: timestamp;
     asks: Liquidity;
     bids: Liquidity;
-    constructor(instrument: Instrument);
-    toString(): string;
+    readonly id: string;
+    constructor(timestamp: number, instrument: Instrument, asks: Liquidity, bids: Liquidity);
 }
+//# sourceMappingURL=orderbook.d.ts.map

package/dist/domain/orderbook.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"orderbook.d.ts","sourceRoot":"","sources":["../../src/domain/orderbook.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,MAAM,WAAW,CAAC;AACvC,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AACpC,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AAExC,MAAM,WAAW,SAAS;IACxB,IAAI,EAAE,OAAO,CAAC;IACd,QAAQ,EAAE,OAAO,CAAC;IAClB,IAAI,EAAE,IAAI,GAAG,SAAS,CAAC;CACxB;AAED,eAAO,MAAM,oBAAoB,QAAS;IAAE,IAAI,EAAE,OAAO,CAAA;CAAE,OAAO;IAAE,IAAI,EAAE,OAAO,CAAA;CAAE,WACpD,CAAC;AAChC,eAAO,MAAM,oBAAoB,QAAS;IAAE,IAAI,EAAE,OAAO,CAAA;CAAE,OAAO;IAAE,IAAI,EAAE,OAAO,CAAA;CAAE,WACpD,CAAC;AAEhC;;GAEG;AACH,qBAAa,SAAU,YAAW,SAAS;IAIhC,SAAS,EAAE,MAAM;aACR,UAAU,EAAE,UAAU;IAC/B,IAAI,EAAE,SAAS;IACf,IAAI,EAAE,SAAS;IANxB,QAAQ,CAAC,EAAE,EAAE,MAAM,CAAC;gBAGX,SAAS,EAAE,MAAM,EACR,UAAU,EAAE,UAAU,EAC/B,IAAI,EAAE,SAAS,EACf,IAAI,EAAE,SAAS;CAIzB"}

package/dist/domain/orderbook.js

@@ -5,15 +5,16 @@ const LiquidityAskComparer = (lhs, rhs) => lhs.rate.comparedTo(rhs.rate);
 exports.LiquidityAskComparer = LiquidityAskComparer;
 const LiquidityBidComparer = (lhs, rhs) => rhs.rate.comparedTo(lhs.rate);
 exports.LiquidityBidComparer = LiquidityBidComparer;
+/**
+ * Provides an access to pending buy and sell orders on the specific market.
+ */
 class Orderbook {
-    constructor(instrument) {
+    constructor(timestamp, instrument, asks, bids) {
+        this.timestamp = timestamp;
         this.instrument = instrument;
-        this.kind = 'orderbook';
+        this.asks = asks;
+        this.bids = bids;
         this.id = instrument.id;
     }
-    toString() {
-        return this.instrument.toString();
-    }
 }
 exports.Orderbook = Orderbook;
-//# sourceMappingURL=orderbook.js.map