@quantform/core 0.5.23 → 0.6.5

package/dist/storage/feed.js

@@ -1,37 +1,71 @@
 "use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Feed = void 0;
 const shared_1 = require("../shared");
 const store_1 = require("../store");
+/**
+ * Represents a storage supposed to store historical data.
+ * You can use CLI to fetch and save data in the Feed.
+ */
 class Feed {
     constructor(storage) {
         this.storage = storage;
     }
+    /**
+     * Returns all instrument names stored in the feed.
+     */
     index() {
         return this.storage.index();
     }
-    async save(events) {
-        const grouped = events.reduce((aggregate, it) => {
-            const document = this.serializeEvent(it);
-            if (!document) {
+    /**
+     *
+     * @param events
+     * @returns
+     */
+    save(events) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const grouped = events.reduce((aggregate, it) => {
+                const document = this.serializeEvent(it);
+                if (!document) {
+                    return aggregate;
+                }
+                if (aggregate[it.instrument.id]) {
+                    aggregate[it.instrument.id].push(document);
+                }
+                else {
+                    aggregate[it.instrument.id] = [document];
+                }
                 return aggregate;
+            }, {});
+            for (const instrument in grouped) {
+                yield this.storage.save(instrument, grouped[instrument]);
             }
-            if (aggregate[it.instrument.id]) {
-                aggregate[it.instrument.id].push(document);
-            }
-            else {
-                aggregate[it.instrument.id] = [document];
-            }
-            return aggregate;
-        }, {});
-        for (const instrument in grouped) {
-            await this.storage.save(instrument, grouped[instrument]);
-        }
+        });
     }
-    async query(instrument, options) {
-        const documents = await this.storage.query(instrument.id, options);
-        return documents.map(it => this.deserializeEvent(it, instrument));
+    /**
+     *
+     * @param instrument
+     * @param options
+     * @returns
+     */
+    query(instrument, options) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const documents = yield this.storage.query(instrument.id, options);
+            return documents.map(it => this.deserializeEvent(it, instrument));
+        });
     }
+    /**
+     * Converts a StorageEvent to a persisted StorageDocument.
+     */
     serializeEvent(event) {
         if (event instanceof store_1.OrderbookPatchEvent) {
             return {
@@ -57,6 +91,9 @@ class Feed {
         }
         return undefined;
     }
+    /**
+     * Converts a persisted StorageDocument to a StorageEvent.
+     */
     deserializeEvent(document, instrument) {
         const payload = JSON.parse(document.json);
         if (document.kind === 'trade') {
@@ -65,7 +102,7 @@ class Feed {
         if (document.kind === 'orderbook') {
             return new store_1.OrderbookPatchEvent(instrument, { rate: (0, shared_1.d)(payload.ar), quantity: (0, shared_1.d)(payload.aq), next: undefined }, { rate: (0, shared_1.d)(payload.bb), quantity: (0, shared_1.d)(payload.bq), next: undefined }, document.timestamp);
         }
+        throw new Error(`Unsupported event: ${document.kind}`);
     }
 }
 exports.Feed = Feed;
-//# sourceMappingURL=feed.js.map

package/dist/storage/index.d.ts

@@ -2,3 +2,4 @@ export * from './feed';
 export * from './measurement';
 export * from './storage';
 export * from './cache';
+//# sourceMappingURL=index.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/storage/index.ts"],"names":[],"mappings":"AAAA,cAAc,QAAQ,CAAC;AACvB,cAAc,eAAe,CAAC;AAC9B,cAAc,WAAW,CAAC;AAC1B,cAAc,SAAS,CAAC"}

package/dist/storage/index.js

@@ -18,4 +18,3 @@ __exportStar(require("./feed"), exports);
 __exportStar(require("./measurement"), exports);
 __exportStar(require("./storage"), exports);
 __exportStar(require("./cache"), exports);
-//# sourceMappingURL=index.js.map

package/dist/storage/measurement.d.ts

@@ -5,10 +5,30 @@ export interface Measure {
     kind: string;
     payload: any;
 }
+/**
+ *
+ */
 export declare class Measurement {
     private readonly storage;
     constructor(storage: Storage);
+    /**
+     *
+     * @returns
+     */
     index(): Promise<Array<number>>;
+    /**
+     *
+     * @param session
+     * @param measurements
+     * @returns
+     */
     save(session: number, measurements: Measure[]): Promise<void>;
+    /**
+     *
+     * @param session
+     * @param options
+     * @returns
+     */
     query(session: number, options: StorageQueryOptions): Promise<Measure[]>;
 }
+//# sourceMappingURL=measurement.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"measurement.d.ts","sourceRoot":"","sources":["../../src/storage/measurement.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AACtC,OAAO,EAAE,OAAO,EAAE,mBAAmB,EAAE,MAAM,WAAW,CAAC;AAEzD,MAAM,WAAW,OAAO;IACtB,SAAS,EAAE,SAAS,CAAC;IACrB,IAAI,EAAE,MAAM,CAAC;IACb,OAAO,EAAE,GAAG,CAAC;CACd;AAED;;GAEG;AACH,qBAAa,WAAW;IACV,OAAO,CAAC,QAAQ,CAAC,OAAO;gBAAP,OAAO,EAAE,OAAO;IAE7C;;;OAGG;IACG,KAAK,IAAI,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;IAIrC;;;;;OAKG;IACH,IAAI,CAAC,OAAO,EAAE,MAAM,EAAE,YAAY,EAAE,OAAO,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAW7D;;;;;OAKG;IACG,KAAK,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,mBAAmB,GAAG,OAAO,CAAC,OAAO,EAAE,CAAC;CAS/E"}

package/dist/storage/measurement.js

@@ -1,13 +1,37 @@
 "use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Measurement = void 0;
+/**
+ *
+ */
 class Measurement {
     constructor(storage) {
         this.storage = storage;
     }
-    async index() {
-        return (await this.storage.index()).map(it => Number(it));
+    /**
+     *
+     * @returns
+     */
+    index() {
+        return __awaiter(this, void 0, void 0, function* () {
+            return (yield this.storage.index()).map(it => Number(it));
+        });
     }
+    /**
+     *
+     * @param session
+     * @param measurements
+     * @returns
+     */
     save(session, measurements) {
         return this.storage.save(session.toString(), measurements.map(it => ({
             timestamp: it.timestamp,
@@ -15,14 +39,21 @@ class Measurement {
             json: JSON.stringify(it.payload)
         })));
     }
-    async query(session, options) {
-        const rows = await this.storage.query(session.toString(), options);
-        return rows.map(it => ({
-            timestamp: it.timestamp,
-            kind: it.kind,
-            payload: JSON.parse(it.json)
-        }));
+    /**
+     *
+     * @param session
+     * @param options
+     * @returns
+     */
+    query(session, options) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const rows = yield this.storage.query(session.toString(), options);
+            return rows.map(it => ({
+                timestamp: it.timestamp,
+                kind: it.kind,
+                payload: JSON.parse(it.json)
+            }));
+        });
     }
 }
 exports.Measurement = Measurement;
-//# sourceMappingURL=measurement.js.map

package/dist/storage/storage.d.ts

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

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

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

package/dist/storage/storage.js

@@ -1,4 +1,13 @@
 "use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.InMemoryStorage = exports.inMemoryStorageFactory = void 0;
 function inMemoryStorageFactory() {
@@ -6,48 +15,75 @@ function inMemoryStorageFactory() {
     return (type) => { var _a; return (_a = storage[type]) !== null && _a !== void 0 ? _a : (storage[type] = new InMemoryStorage()); };
 }
 exports.inMemoryStorageFactory = inMemoryStorageFactory;
+/**
+ *
+ */
 class InMemoryStorage {
     constructor() {
         this.tables = {};
     }
-    async index() {
-        return Object.keys(this.tables);
+    /**
+     *
+     * @returns
+     */
+    index() {
+        return __awaiter(this, void 0, void 0, function* () {
+            return Object.keys(this.tables);
+        });
     }
-    async query(library, options) {
-        if (!this.tables[library]) {
-            return [];
-        }
-        let query = this.tables[library];
-        if (options.from) {
-            query = query.filter(it => it.timestamp > options.from);
-        }
-        if (options.to) {
-            query = query.filter(it => it.timestamp < options.to);
-        }
-        if (options.kind) {
-            query = query.filter(it => it.kind == options.kind);
-        }
-        if (options.from == undefined && options.to) {
-            query = query.reverse();
-        }
-        if (options.count) {
-            query = query.slice(0, options.count);
-        }
-        return query;
+    /**
+     *
+     * @param library
+     * @param options
+     * @returns
+     */
+    query(library, options) {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (!this.tables[library]) {
+                return [];
+            }
+            let query = this.tables[library];
+            const { from, to, kind, count } = options;
+            if (from) {
+                query = query.filter(it => it.timestamp > from);
+            }
+            if (to) {
+                query = query.filter(it => it.timestamp < to);
+            }
+            if (kind) {
+                query = query.filter(it => it.kind == kind);
+            }
+            if (from == undefined && to) {
+                query = query.reverse();
+            }
+            if (count) {
+                query = query.slice(0, options.count);
+            }
+            return query;
+        });
     }
-    async save(library, documents) {
-        if (!this.tables[library]) {
-            this.tables[library] = [];
-        }
-        const buffer = this.tables[library];
-        for (const document of documents) {
-            buffer.push(document);
-        }
-        buffer.sort((lhs, rhs) => lhs.timestamp - rhs.timestamp);
+    /**
+     *
+     * @param library
+     * @param documents
+     */
+    save(library, documents) {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (!this.tables[library]) {
+                this.tables[library] = [];
+            }
+            const buffer = this.tables[library];
+            for (const document of documents) {
+                buffer.push(document);
+            }
+            buffer.sort((lhs, rhs) => lhs.timestamp - rhs.timestamp);
+        });
     }
+    /**
+     *
+     */
     clear() {
         this.tables = {};
     }
 }
 exports.InMemoryStorage = InMemoryStorage;
-//# sourceMappingURL=storage.js.map

package/dist/store/error.d.ts

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

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

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

package/dist/store/error.js

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

package/dist/store/index.d.ts

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

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

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

package/dist/store/index.js

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

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

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

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

@@ -0,0 +1 @@
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