@quantform/core 0.5.23 → 0.6.5

package/dist/store/{store-balance.event.js → store-balance-event.js}

@@ -2,6 +2,10 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.BalanceUnlockOrderEvent = exports.BalanceLockOrderEvent = exports.BalanceTransactEvent = exports.BalancePatchEvent = void 0;
 const domain_1 = require("../domain");
+const error_1 = require("./error");
+/**
+ * Updates the free and freezed balance of the given asset.
+ */
 class BalancePatchEvent {
     constructor(asset, free, freezed, timestamp) {
         this.asset = asset;
@@ -10,11 +14,15 @@ class BalancePatchEvent {
         this.timestamp = timestamp;
     }
     handle(state, changes) {
+        /*
+         * skip not tradeable assets (for example, you can have an unlisted
+         * asset in your wallet).
+         */
         const asset = state.universe.asset.get(this.asset.id);
         if (!asset) {
             return;
         }
-        const balance = state.balance.tryGetOrSet(this.asset.id, () => new domain_1.Balance(asset));
+        const balance = state.balance.tryGetOrSet(this.asset.id, () => new domain_1.Balance(0, asset));
         balance.timestamp = this.timestamp;
         balance.set(this.free, this.freezed);
         state.timestamp = this.timestamp;
@@ -22,6 +30,9 @@ class BalancePatchEvent {
     }
 }
 exports.BalancePatchEvent = BalancePatchEvent;
+/**
+ *
+ */
 class BalanceTransactEvent {
     constructor(asset, amount, timestamp) {
         this.asset = asset;
@@ -29,10 +40,11 @@ class BalanceTransactEvent {
         this.timestamp = timestamp;
     }
     handle(state, changes) {
-        const balance = state.balance.tryGetOrSet(this.asset.id, () => {
-            const asset = state.universe.asset.get(this.asset.id);
-            return new domain_1.Balance(asset);
-        });
+        const asset = state.universe.asset.get(this.asset.id);
+        if (!asset) {
+            throw (0, error_1.assetNotSupportedError)(this.asset);
+        }
+        const balance = state.balance.tryGetOrSet(this.asset.id, () => new domain_1.Balance(0, asset));
         balance.timestamp = this.timestamp;
         balance.account(this.amount);
         state.timestamp = this.timestamp;
@@ -40,6 +52,9 @@ class BalanceTransactEvent {
     }
 }
 exports.BalanceTransactEvent = BalanceTransactEvent;
+/**
+ *
+ */
 class BalanceLockOrderEvent {
     constructor(orderId, instrument, timestamp) {
         this.orderId = orderId;
@@ -47,17 +62,31 @@ class BalanceLockOrderEvent {
         this.timestamp = timestamp;
     }
     handle(state, changes) {
-        const order = state.order.get(this.instrument.id).get(this.orderId);
+        var _a, _b;
+        const orders = state.order.get(this.instrument.id);
+        if (!orders) {
+            throw (0, error_1.instrumentNotSubscribedError)(this.instrument);
+        }
+        const order = orders.get(this.orderId);
+        if (!order) {
+            throw (0, error_1.orderNotFoundError)(this.orderId);
+        }
         const base = state.balance.get(order.instrument.base.id);
+        if (!base) {
+            throw (0, error_1.balanceNotFoundError)(order.instrument.base);
+        }
         const quote = state.balance.get(order.instrument.quote.id);
+        if (!quote) {
+            throw (0, error_1.balanceNotFoundError)(order.instrument.quote);
+        }
         const balanceToLock = order.calculateBalanceToLock(base, quote);
         state.timestamp = this.timestamp;
-        if (balanceToLock.base.greaterThan(0)) {
+        if ((_a = balanceToLock.base) === null || _a === void 0 ? void 0 : _a.greaterThan(0)) {
             base.timestamp = this.timestamp;
             base.lock(this.orderId, balanceToLock.base);
             changes.commit(base);
         }
-        if (balanceToLock.quote.greaterThan(0)) {
+        if ((_b = balanceToLock.quote) === null || _b === void 0 ? void 0 : _b.greaterThan(0)) {
             quote.timestamp = this.timestamp;
             quote.lock(this.orderId, balanceToLock.quote);
             changes.commit(quote);
@@ -65,6 +94,9 @@ class BalanceLockOrderEvent {
     }
 }
 exports.BalanceLockOrderEvent = BalanceLockOrderEvent;
+/**
+ *
+ */
 class BalanceUnlockOrderEvent {
     constructor(orderId, instrument, timestamp) {
         this.orderId = orderId;
@@ -72,9 +104,22 @@ class BalanceUnlockOrderEvent {
         this.timestamp = timestamp;
     }
     handle(state, changes) {
-        const order = state.order.get(this.instrument.id).get(this.orderId);
+        const orders = state.order.get(this.instrument.id);
+        if (!orders) {
+            throw (0, error_1.instrumentNotSubscribedError)(this.instrument);
+        }
+        const order = orders.get(this.orderId);
+        if (!order) {
+            throw (0, error_1.orderNotFoundError)(this.orderId);
+        }
         const base = state.balance.get(order.instrument.base.id);
+        if (!base) {
+            throw (0, error_1.balanceNotFoundError)(order.instrument.base);
+        }
         const quote = state.balance.get(order.instrument.quote.id);
+        if (!quote) {
+            throw (0, error_1.balanceNotFoundError)(order.instrument.quote);
+        }
         state.timestamp = this.timestamp;
         if (base.tryUnlock(this.orderId)) {
             base.timestamp = this.timestamp;
@@ -87,4 +132,3 @@ class BalanceUnlockOrderEvent {
     }
 }
 exports.BalanceUnlockOrderEvent = BalanceUnlockOrderEvent;
-//# sourceMappingURL=store-balance.event.js.map

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

@@ -4,3 +4,4 @@ export interface StoreEvent {
     timestamp: timestamp;
     handle(state: State, changes: StateChangeTracker): void;
 }
+//# sourceMappingURL=store-event.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"store-event.d.ts","sourceRoot":"","sources":["../../src/store/store-event.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AACtC,OAAO,EAAE,KAAK,EAAE,kBAAkB,EAAE,MAAM,eAAe,CAAC;AAE1D,MAAM,WAAW,UAAU;IACzB,SAAS,EAAE,SAAS,CAAC;IAErB,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI,CAAC;CACzD"}

package/dist/store/{store.event.js → store-event.js}

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

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

@@ -1,15 +1,15 @@
 import { Asset, Commission, InstrumentSelector } from '../domain';
 import { timestamp } from '../shared';
-import { State, StateChangeTracker } from '../store';
-import { StoreEvent } from './store.event';
+import { State, StateChangeTracker } from '.';
+import { StoreEvent } from './store-event';
 export declare class InstrumentPatchEvent implements StoreEvent {
     readonly timestamp: timestamp;
     readonly base: Asset;
     readonly quote: Asset;
     readonly commission: Commission;
     readonly raw: string;
-    readonly leverage?: number;
-    constructor(timestamp: timestamp, base: Asset, quote: Asset, commission: Commission, raw: string, leverage?: number);
+    readonly leverage?: number | undefined;
+    constructor(timestamp: timestamp, base: Asset, quote: Asset, commission: Commission, raw: string, leverage?: number | undefined);
     handle(state: State, changes: StateChangeTracker): void;
 }
 export declare class InstrumentSubscriptionEvent implements StoreEvent {
@@ -19,3 +19,4 @@ export declare class InstrumentSubscriptionEvent implements StoreEvent {
     constructor(timestamp: timestamp, instrument: InstrumentSelector, subscribed: boolean);
     handle(state: State, changes: StateChangeTracker): void;
 }
+//# sourceMappingURL=store-instrument-event.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"store-instrument-event.d.ts","sourceRoot":"","sources":["../../src/store/store-instrument-event.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,EAAE,UAAU,EAAc,kBAAkB,EAAE,MAAM,WAAW,CAAC;AAC9E,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AACtC,OAAO,EAAE,KAAK,EAAE,kBAAkB,EAAE,MAAM,GAAG,CAAC;AAE9C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAG3C,qBAAa,oBAAqB,YAAW,UAAU;IAEnD,QAAQ,CAAC,SAAS,EAAE,SAAS;IAC7B,QAAQ,CAAC,IAAI,EAAE,KAAK;IACpB,QAAQ,CAAC,KAAK,EAAE,KAAK;IACrB,QAAQ,CAAC,UAAU,EAAE,UAAU;IAC/B,QAAQ,CAAC,GAAG,EAAE,MAAM;IACpB,QAAQ,CAAC,QAAQ,CAAC;gBALT,SAAS,EAAE,SAAS,EACpB,IAAI,EAAE,KAAK,EACX,KAAK,EAAE,KAAK,EACZ,UAAU,EAAE,UAAU,EACtB,GAAG,EAAE,MAAM,EACX,QAAQ,CAAC,oBAAQ;IAG5B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAgCxD;AAED,qBAAa,2BAA4B,YAAW,UAAU;IAE1D,QAAQ,CAAC,SAAS,EAAE,SAAS;IAC7B,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,UAAU,EAAE,OAAO;gBAFnB,SAAS,EAAE,SAAS,EACpB,UAAU,EAAE,kBAAkB,EAC9B,UAAU,EAAE,OAAO;IAG9B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAwBxD"}

package/dist/store/{store-instrument.event.js → store-instrument-event.js}

@@ -2,6 +2,7 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.InstrumentSubscriptionEvent = exports.InstrumentPatchEvent = void 0;
 const domain_1 = require("../domain");
+const error_1 = require("./error");
 const store_state_1 = require("./store-state");
 class InstrumentPatchEvent {
     constructor(timestamp, base, quote, commission, raw, leverage) {
@@ -18,7 +19,7 @@ class InstrumentPatchEvent {
             state.universe.asset.tryGetOrSet(this.base.id, () => new domain_1.Asset(this.base.name, this.base.adapterName, 8));
             state.universe.asset.tryGetOrSet(this.quote.id, () => new domain_1.Asset(this.quote.name, this.quote.adapterName, 8));
             state.order.tryGetOrSet(selector.id, () => new store_state_1.InnerSet(selector.id));
-            return new domain_1.Instrument(this.base, this.quote, this.raw);
+            return new domain_1.Instrument(0, this.base, this.quote, this.raw, domain_1.Commission.Zero);
         });
         instrument.timestamp = this.timestamp;
         instrument.commission = this.commission;
@@ -38,15 +39,22 @@ class InstrumentSubscriptionEvent {
     handle(state, changes) {
         const instrument = state.universe.instrument.get(this.instrument.id);
         if (!instrument) {
-            throw new Error('invalid instrument');
+            throw (0, error_1.instrumentNotSupportedError)(this.instrument);
         }
         if (this.subscribed) {
+            const base = state.universe.asset.get(instrument.base.id);
+            if (!base) {
+                throw (0, error_1.assetNotSupportedError)(instrument.base);
+            }
+            const quote = state.universe.asset.get(instrument.quote.id);
+            if (!quote) {
+                throw (0, error_1.assetNotSupportedError)(instrument.quote);
+            }
             state.subscription.instrument.upsert(instrument);
-            state.subscription.asset.upsert(state.universe.asset.get(instrument.base.id));
-            state.subscription.asset.upsert(state.universe.asset.get(instrument.quote.id));
+            state.subscription.asset.upsert(base);
+            state.subscription.asset.upsert(quote);
         }
         changes.commit(instrument);
     }
 }
 exports.InstrumentSubscriptionEvent = InstrumentSubscriptionEvent;
-//# sourceMappingURL=store-instrument.event.js.map

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

@@ -1,12 +1,16 @@
 import { InstrumentSelector, Order } from '../domain';
 import { decimal, timestamp } from '../shared';
-import { StoreEvent } from './store.event';
+import { StoreEvent } from './store-event';
 import { State, StateChangeTracker } from './store-state';
+/**
+ * Patches a store with an existing pending order.
+ * No store changing events are propagated.
+ */
 export declare class OrderLoadEvent implements StoreEvent {
     readonly order: Order;
     readonly timestamp: timestamp;
     constructor(order: Order, timestamp: timestamp);
-    handle(state: State, changes: StateChangeTracker): void;
+    handle(state: State): void;
 }
 export declare class OrderNewEvent implements StoreEvent {
     readonly order: Order;
@@ -57,3 +61,4 @@ export declare class OrderRejectedEvent implements StoreEvent {
     constructor(id: string, instrument: InstrumentSelector, timestamp: timestamp);
     handle(state: State, changes: StateChangeTracker): void;
 }
+//# sourceMappingURL=store-order-event.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"store-order-event.d.ts","sourceRoot":"","sources":["../../src/store/store-order-event.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,KAAK,EAAE,MAAM,WAAW,CAAC;AACtD,OAAO,EAAE,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AAE/C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAY,KAAK,EAAE,kBAAkB,EAAE,MAAM,eAAe,CAAC;AAEpE;;;GAGG;AACH,qBAAa,cAAe,YAAW,UAAU;IACnC,QAAQ,CAAC,KAAK,EAAE,KAAK;IAAE,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAA3C,KAAK,EAAE,KAAK,EAAW,SAAS,EAAE,SAAS;IAEhE,MAAM,CAAC,KAAK,EAAE,KAAK,GAAG,IAAI;CAU3B;AAED,qBAAa,aAAc,YAAW,UAAU;IAClC,QAAQ,CAAC,KAAK,EAAE,KAAK;IAAE,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAA3C,KAAK,EAAE,KAAK,EAAW,SAAS,EAAE,SAAS;IAEhE,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAiBxD;AAED,qBAAa,iBAAkB,YAAW,UAAU;IAEhD,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAkBxD;AAED,qBAAa,gBAAiB,YAAW,UAAU;IAE/C,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,oBAAoB,EAAE,OAAO;IACtC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAHpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,kBAAkB,EAC9B,oBAAoB,EAAE,OAAO,EAC7B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAoBxD;AAED,qBAAa,mBAAoB,YAAW,UAAU;IAElD,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAsBxD;AAED,qBAAa,kBAAmB,YAAW,UAAU;IAEjD,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAsBxD;AAED,qBAAa,sBAAuB,YAAW,UAAU;IAErD,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAkBxD;AAED,qBAAa,kBAAmB,YAAW,UAAU;IAEjD,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAkBxD"}

package/dist/store/{store-order.event.js → store-order-event.js}

@@ -1,13 +1,18 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.OrderRejectedEvent = exports.OrderCancelFailedEvent = exports.OrderCanceledEvent = exports.OrderCancelingEvent = exports.OrderFilledEvent = exports.OrderPendingEvent = exports.OrderNewEvent = exports.OrderLoadEvent = void 0;
+const error_1 = require("./error");
 const store_state_1 = require("./store-state");
+/**
+ * Patches a store with an existing pending order.
+ * No store changing events are propagated.
+ */
 class OrderLoadEvent {
     constructor(order, timestamp) {
         this.order = order;
         this.timestamp = timestamp;
     }
-    handle(state, changes) {
+    handle(state) {
         this.order.timestamp = this.timestamp;
         const orderByInstrument = state.order.tryGetOrSet(this.order.instrument.id, () => new store_state_1.InnerSet(this.order.instrument.id));
         orderByInstrument.upsert(this.order);
@@ -21,7 +26,7 @@ class OrderNewEvent {
     }
     handle(state, changes) {
         if (this.order.state != 'NEW') {
-            throw new Error(`Order is not new`);
+            throw (0, error_1.orderInvalidStateError)(this.order.state, ['NEW']);
         }
         this.order.createdAt = this.timestamp;
         this.order.timestamp = this.timestamp;
@@ -40,13 +45,13 @@ class OrderPendingEvent {
     handle(state, changes) {
         const order = state.order
             .tryGetOrSet(this.instrument.id, () => {
-            throw new Error(`Trying to patch unknown order: ${this.id}`);
+            throw (0, error_1.orderNotFoundError)(this.id);
         })
             .tryGetOrSet(this.id, () => {
-            throw new Error(`Trying to patch unknown order: ${this.id}`);
+            throw (0, error_1.orderNotFoundError)(this.id);
         });
         if (order.state != 'NEW') {
-            throw new Error(`Order is not NEW: ${order.state}`);
+            throw (0, error_1.orderInvalidStateError)(order.state, ['NEW']);
         }
         order.state = 'PENDING';
         order.timestamp = this.timestamp;
@@ -64,13 +69,13 @@ class OrderFilledEvent {
     handle(state, changes) {
         const order = state.order
             .tryGetOrSet(this.instrument.id, () => {
-            throw new Error(`Trying to patch unknown order: ${this.id}`);
+            throw (0, error_1.orderNotFoundError)(this.id);
         })
             .tryGetOrSet(this.id, () => {
-            throw new Error(`Trying to patch unknown order: ${this.id}`);
+            throw (0, error_1.orderNotFoundError)(this.id);
         });
         if (order.state != 'PENDING' && order.state != 'CANCELING') {
-            throw new Error(`Order is not PENDING or CANCELING: ${order.state}`);
+            throw (0, error_1.orderInvalidStateError)(order.state, ['PENDING', 'CANCELING']);
         }
         order.state = 'FILLED';
         order.timestamp = this.timestamp;
@@ -89,16 +94,16 @@ class OrderCancelingEvent {
     handle(state, changes) {
         const order = state.order
             .tryGetOrSet(this.instrument.id, () => {
-            throw new Error(`Trying to patch unknown order: ${this.id}`);
+            throw (0, error_1.orderNotFoundError)(this.id);
         })
             .tryGetOrSet(this.id, () => {
-            throw new Error(`Trying to patch unknown order: ${this.id}`);
+            throw (0, error_1.orderNotFoundError)(this.id);
         });
         if (order.state == 'CANCELING' || order.state == 'CANCELED') {
             return;
         }
         if (order.state != 'PENDING') {
-            throw new Error(`Order is not PENDING: ${order.state}`);
+            throw (0, error_1.orderInvalidStateError)(order.state, ['PENDING']);
         }
         order.state = 'CANCELING';
         order.timestamp = this.timestamp;
@@ -115,16 +120,16 @@ class OrderCanceledEvent {
     handle(state, changes) {
         const order = state.order
             .tryGetOrSet(this.instrument.id, () => {
-            throw new Error(`Trying to patch unknown order: ${this.id}`);
+            throw (0, error_1.orderNotFoundError)(this.id);
         })
             .tryGetOrSet(this.id, () => {
-            throw new Error(`Trying to patch unknown order: ${this.id}`);
+            throw (0, error_1.orderNotFoundError)(this.id);
         });
         if (order.state == 'CANCELED') {
             return;
         }
         if (order.state != 'CANCELING') {
-            throw new Error(`Order is not CANCELING: ${order.state}`);
+            throw (0, error_1.orderInvalidStateError)(order.state, ['CANCELING']);
         }
         order.state = 'CANCELED';
         order.timestamp = this.timestamp;
@@ -141,10 +146,10 @@ class OrderCancelFailedEvent {
     handle(state, changes) {
         const order = state.order
             .tryGetOrSet(this.instrument.id, () => {
-            throw new Error(`Trying to patch unknown order: ${this.id}`);
+            throw (0, error_1.orderNotFoundError)(this.id);
         })
             .tryGetOrSet(this.id, () => {
-            throw new Error(`Trying to patch unknown order: ${this.id}`);
+            throw (0, error_1.orderNotFoundError)(this.id);
         });
         if (order.state != 'CANCELING') {
             return;
@@ -164,13 +169,13 @@ class OrderRejectedEvent {
     handle(state, changes) {
         const order = state.order
             .tryGetOrSet(this.instrument.id, () => {
-            throw new Error(`Trying to patch unknown order: ${this.id}`);
+            throw (0, error_1.orderNotFoundError)(this.id);
         })
             .tryGetOrSet(this.id, () => {
-            throw new Error(`Trying to patch unknown order: ${this.id}`);
+            throw (0, error_1.orderNotFoundError)(this.id);
         });
         if (order.state != 'NEW') {
-            throw new Error(`Order is not NEW: ${order.state}`);
+            throw (0, error_1.orderInvalidStateError)(order.state, ['NEW']);
         }
         order.state = 'REJECTED';
         order.timestamp = this.timestamp;
@@ -178,4 +183,3 @@ class OrderRejectedEvent {
     }
 }
 exports.OrderRejectedEvent = OrderRejectedEvent;
-//# sourceMappingURL=store-order.event.js.map

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

@@ -1,6 +1,6 @@
 import { InstrumentSelector, Liquidity } from '../domain';
 import { timestamp } from '../shared';
-import { StoreEvent } from './store.event';
+import { StoreEvent } from './store-event';
 import { State, StateChangeTracker } from './store-state';
 export declare class OrderbookPatchEvent implements StoreEvent {
     readonly instrument: InstrumentSelector;
@@ -10,3 +10,4 @@ export declare class OrderbookPatchEvent implements StoreEvent {
     constructor(instrument: InstrumentSelector, ask: Liquidity, bid: Liquidity, timestamp: timestamp);
     handle(state: State, changes: StateChangeTracker): void;
 }
+//# sourceMappingURL=store-orderbook-event.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"store-orderbook-event.d.ts","sourceRoot":"","sources":["../../src/store/store-orderbook-event.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,SAAS,EAAa,MAAM,WAAW,CAAC;AACrE,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AAEtC,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,KAAK,EAAE,kBAAkB,EAAE,MAAM,eAAe,CAAC;AAE1D,qBAAa,mBAAoB,YAAW,UAAU;IAElD,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,GAAG,EAAE,SAAS;IACvB,QAAQ,CAAC,GAAG,EAAE,SAAS;IACvB,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAHpB,UAAU,EAAE,kBAAkB,EAC9B,GAAG,EAAE,SAAS,EACd,GAAG,EAAE,SAAS,EACd,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAyCxD"}

package/dist/store/{store-orderbook.event.js → store-orderbook-event.js}

@@ -2,6 +2,7 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.OrderbookPatchEvent = void 0;
 const domain_1 = require("../domain");
+const error_1 = require("./error");
 class OrderbookPatchEvent {
     constructor(instrument, ask, bid, timestamp) {
         this.instrument = instrument;
@@ -10,10 +11,11 @@ class OrderbookPatchEvent {
         this.timestamp = timestamp;
     }
     handle(state, changes) {
-        if (!state.subscription.instrument.get(this.instrument.id)) {
-            throw new Error(`Trying to patch unsubscribed instrument: ${this.instrument.id}`);
+        const instrument = state.universe.instrument.get(this.instrument.id);
+        if (!instrument) {
+            throw (0, error_1.instrumentNotSupportedError)(this.instrument);
         }
-        const orderbook = state.orderbook.tryGetOrSet(this.instrument.id, () => new domain_1.Orderbook(state.universe.instrument.get(this.instrument.id)));
+        const orderbook = state.orderbook.tryGetOrSet(this.instrument.id, () => new domain_1.Orderbook(0, instrument, this.ask, this.bid));
         state.timestamp = this.timestamp;
         orderbook.timestamp = this.timestamp;
         orderbook.asks = this.ask;
@@ -32,11 +34,10 @@ class OrderbookPatchEvent {
                 }
             }
             if (quote.total.lessThan(0)) {
-                throw new Error('You have been liquidated.');
+                throw (0, error_1.liquidationError)();
             }
         }
         changes.commit(orderbook);
     }
 }
 exports.OrderbookPatchEvent = OrderbookPatchEvent;
-//# sourceMappingURL=store-orderbook.event.js.map

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

@@ -1,12 +1,12 @@
 import { Instrument, Position, PositionMode } from '../domain';
 import { decimal, timestamp } from '../shared';
-import { StoreEvent } from './store.event';
+import { StoreEvent } from './store-event';
 import { State, StateChangeTracker } from './store-state';
 export declare class PositionLoadEvent implements StoreEvent {
     readonly position: Position;
     readonly timestamp: timestamp;
     constructor(position: Position, timestamp: timestamp);
-    handle(state: State, changes: StateChangeTracker): void;
+    handle(state: State): void;
 }
 export declare class PositionPatchEvent implements StoreEvent {
     readonly id: string;
@@ -19,3 +19,4 @@ export declare class PositionPatchEvent implements StoreEvent {
     constructor(id: string, instrument: Instrument, rate: decimal, size: decimal, leverage: number, mode: PositionMode, timestamp: timestamp);
     handle(state: State, changes: StateChangeTracker): void;
 }
+//# sourceMappingURL=store-position-event.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"store-position-event.d.ts","sourceRoot":"","sources":["../../src/store/store-position-event.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AAC/D,OAAO,EAAE,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AAE/C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,KAAK,EAAE,kBAAkB,EAAE,MAAM,eAAe,CAAC;AAE1D,qBAAa,iBAAkB,YAAW,UAAU;IACtC,QAAQ,CAAC,QAAQ,EAAE,QAAQ;IAAE,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAAjD,QAAQ,EAAE,QAAQ,EAAW,SAAS,EAAE,SAAS;IAEtE,MAAM,CAAC,KAAK,EAAE,KAAK,GAAG,IAAI;CAyB3B;AAED,qBAAa,kBAAmB,YAAW,UAAU;IAEjD,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,UAAU;IAC/B,QAAQ,CAAC,IAAI,EAAE,OAAO;IACtB,QAAQ,CAAC,IAAI,EAAE,OAAO;IACtB,QAAQ,CAAC,QAAQ,EAAE,MAAM;IACzB,QAAQ,CAAC,IAAI,EAAE,YAAY;IAC3B,QAAQ,CAAC,SAAS,EAAE,SAAS;gBANpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,UAAU,EACtB,IAAI,EAAE,OAAO,EACb,IAAI,EAAE,OAAO,EACb,QAAQ,EAAE,MAAM,EAChB,IAAI,EAAE,YAAY,EAClB,SAAS,EAAE,SAAS;IAI/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAwExD"}

package/dist/store/{store-position.event.js → store-position-event.js}

@@ -2,19 +2,23 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.PositionPatchEvent = exports.PositionLoadEvent = void 0;
 const domain_1 = require("../domain");
+const error_1 = require("./error");
 class PositionLoadEvent {
     constructor(position, timestamp) {
         this.position = position;
         this.timestamp = timestamp;
     }
-    handle(state, changes) {
+    handle(state) {
         if (!state.subscription.instrument.get(this.position.instrument.id)) {
-            throw new Error(`Trying to patch unsubscribed instrument: ${this.position.instrument.id}`);
+            throw (0, error_1.instrumentNotSubscribedError)(this.position.instrument);
         }
         this.position.timestamp = this.timestamp;
         const balance = state.balance.get(this.position.instrument.quote.id);
-        const orderbook = state.orderbook.get(this.position.instrument.id);
+        if (!balance) {
+            throw (0, error_1.balanceNotFoundError)(this.position.instrument.quote);
+        }
         balance.position[this.position.id] = this.position;
+        const orderbook = state.orderbook.get(this.position.instrument.id);
         if (orderbook) {
             const rate = this.position.size.greaterThanOrEqualTo(0)
                 ? orderbook.bids.rate
@@ -36,11 +40,15 @@ class PositionPatchEvent {
         this.mode = mode;
         this.timestamp = timestamp;
     }
+    // eslint-disable-next-line complexity
     handle(state, changes) {
         if (!state.subscription.instrument.get(this.instrument.id)) {
-            throw new Error(`Trying to patch unsubscribed instrument: ${this.instrument.id}`);
+            throw (0, error_1.instrumentNotSubscribedError)(this.instrument);
         }
         const balance = state.balance.get(this.instrument.quote.id);
+        if (!balance) {
+            throw (0, error_1.balanceNotFoundError)(this.instrument.quote);
+        }
         const orderbook = state.orderbook.get(this.instrument.id);
         let position = balance.position[this.id];
         if (this.size.equals(0)) {
@@ -65,7 +73,7 @@ class PositionPatchEvent {
         const averageExecutionRate = (position.averageExecutionRate =
             this.instrument.quote.floor(this.rate));
         if (!position) {
-            position = new domain_1.Position(this.id, this.instrument, this.mode, averageExecutionRate, size, this.leverage);
+            position = new domain_1.Position(this.timestamp, this.id, this.instrument, this.mode, averageExecutionRate, size, this.leverage);
             balance.position[this.id] = position;
         }
         else {
@@ -86,4 +94,3 @@ class PositionPatchEvent {
     }
 }
 exports.PositionPatchEvent = PositionPatchEvent;
-//# sourceMappingURL=store-position.event.js.map

package/dist/store/store-state.d.ts

@@ -1,8 +1,8 @@
 import { Asset, AssetSelector, Balance, Component, Instrument, InstrumentSelector, Order, Orderbook, Trade } from '../domain';
 import { Set, timestamp } from '../shared';
 export interface StateChangeTracker {
-    commit(component: Component): any;
-    commitPendingChanges(): any;
+    commit(component: Component): void;
+    commitPendingChanges(): void;
 }
 export declare class InnerSet<T extends {
     id: string;
@@ -25,3 +25,4 @@ export declare class State {
     balance: Set<Balance>;
     order: Set<InnerSet<Order>>;
 }
+//# sourceMappingURL=store-state.d.ts.map

package/dist/store/store-state.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"store-state.d.ts","sourceRoot":"","sources":["../../src/store/store-state.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,KAAK,EACL,aAAa,EACb,OAAO,EACP,SAAS,EACT,UAAU,EACV,kBAAkB,EAClB,KAAK,EACL,SAAS,EACT,KAAK,EACN,MAAM,WAAW,CAAC;AACnB,OAAO,EAAE,GAAG,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AAE3C,MAAM,WAAW,kBAAkB;IACjC,MAAM,CAAC,SAAS,EAAE,SAAS,GAAG,IAAI,CAAC;IACnC,oBAAoB,IAAI,IAAI,CAAC;CAC9B;AAED,qBAAa,QAAQ,CAAC,CAAC,SAAS;IAAE,EAAE,EAAE,MAAM,CAAA;CAAE,CAAE,SAAQ,GAAG,CAAC,CAAC,CAAC;aAChC,EAAE,EAAE,MAAM;gBAAV,EAAE,EAAE,MAAM,EAAE,MAAM,CAAC,EAAE,aAAa,CAAC,CAAC,CAAC;CAGlE;AAED,qBAAa,KAAK;IAChB,SAAS,EAAE,SAAS,CAAK;IAEzB,QAAQ,EAAE;QACR,KAAK,EAAE,GAAG,CAAC,KAAK,CAAC,CAAC;QAClB,UAAU,EAAE,GAAG,CAAC,UAAU,CAAC,CAAC;KAC7B,CAGC;IAEF,YAAY,EAAE;QACZ,KAAK,EAAE,GAAG,CAAC,aAAa,CAAC,CAAC;QAC1B,UAAU,EAAE,GAAG,CAAC,kBAAkB,CAAC,CAAC;KACrC,CAGC;IAEF,KAAK,EAAE,GAAG,CAAC,KAAK,CAAC,CAAoB;IACrC,SAAS,EAAE,GAAG,CAAC,SAAS,CAAC,CAAwB;IACjD,OAAO,EAAE,GAAG,CAAC,OAAO,CAAC,CAAsB;IAC3C,KAAK,EAAE,GAAG,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC,CAA8B;CAC1D"}

package/dist/store/store-state.js

@@ -11,6 +11,7 @@ class InnerSet extends shared_1.Set {
 exports.InnerSet = InnerSet;
 class State {
     constructor() {
+        this.timestamp = 0;
         this.universe = {
             asset: new shared_1.Set(),
             instrument: new shared_1.Set()
@@ -26,4 +27,3 @@ class State {
     }
 }
 exports.State = State;
-//# sourceMappingURL=store-state.js.map

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

@@ -1,7 +1,11 @@
 import { InstrumentSelector } from '../domain';
 import { decimal, timestamp } from '../shared';
-import { StoreEvent } from './store.event';
+import { StoreEvent } from './store-event';
 import { State, StateChangeTracker } from './store-state';
+/**
+ * Patches a store with specific event @see TradePatchEvent
+ * If there is no specific @see Trade in store, it will create a new one.
+ */
 export declare class TradePatchEvent implements StoreEvent {
     readonly instrument: InstrumentSelector;
     readonly rate: decimal;
@@ -10,3 +14,4 @@ export declare class TradePatchEvent implements StoreEvent {
     constructor(instrument: InstrumentSelector, rate: decimal, quantity: decimal, timestamp: timestamp);
     handle(state: State, changes: StateChangeTracker): void;
 }
+//# sourceMappingURL=store-trade-event.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"store-trade-event.d.ts","sourceRoot":"","sources":["../../src/store/store-trade-event.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAS,MAAM,WAAW,CAAC;AACtD,OAAO,EAAK,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AAElD,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,KAAK,EAAE,kBAAkB,EAAE,MAAM,eAAe,CAAC;AAE1D;;;GAGG;AACH,qBAAa,eAAgB,YAAW,UAAU;IAE9C,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,IAAI,EAAE,OAAO;IACtB,QAAQ,CAAC,QAAQ,EAAE,OAAO;IAC1B,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAHpB,UAAU,EAAE,kBAAkB,EAC9B,IAAI,EAAE,OAAO,EACb,QAAQ,EAAE,OAAO,EACjB,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAuBxD"}

package/dist/store/{store-trade.event.js → store-trade-event.js}

@@ -2,6 +2,12 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.TradePatchEvent = void 0;
 const domain_1 = require("../domain");
+const shared_1 = require("../shared");
+const error_1 = require("./error");
+/**
+ * Patches a store with specific event @see TradePatchEvent
+ * If there is no specific @see Trade in store, it will create a new one.
+ */
 class TradePatchEvent {
     constructor(instrument, rate, quantity, timestamp) {
         this.instrument = instrument;
@@ -11,9 +17,13 @@ class TradePatchEvent {
     }
     handle(state, changes) {
         if (!state.subscription.instrument.get(this.instrument.id)) {
-            throw new Error(`Trying to patch unsubscribed instrument: ${this.instrument.id}`);
+            throw (0, error_1.instrumentNotSubscribedError)(this.instrument);
         }
-        const trade = state.trade.tryGetOrSet(this.instrument.id, () => new domain_1.Trade(state.universe.instrument.get(this.instrument.id)));
+        const instrument = state.universe.instrument.get(this.instrument.id);
+        if (!instrument) {
+            throw (0, error_1.instrumentNotSupportedError)(this.instrument);
+        }
+        const trade = state.trade.tryGetOrSet(this.instrument.id, () => new domain_1.Trade(0, instrument, shared_1.d.Zero, shared_1.d.Zero));
         state.timestamp = this.timestamp;
         trade.timestamp = this.timestamp;
         trade.rate = trade.instrument.quote.floor(this.rate);
@@ -22,4 +32,3 @@ class TradePatchEvent {
     }
 }
 exports.TradePatchEvent = TradePatchEvent;
-//# sourceMappingURL=store-trade.event.js.map

package/dist/store/store.d.ts

@@ -1,6 +1,6 @@
 import { Observable } from 'rxjs';
 import { Component } from '../domain';
-import { StoreEvent } from './store.event';
+import { StoreEvent } from './store-event';
 import { State, StateChangeTracker } from './store-state';
 export declare class Store implements StateChangeTracker {
     private readonly pendingChanges;
@@ -12,3 +12,4 @@ export declare class Store implements StateChangeTracker {
     commitPendingChanges(): void;
     dispose(): void;
 }
+//# sourceMappingURL=store.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"store.d.ts","sourceRoot":"","sources":["../../src/store/store.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAW,MAAM,MAAM,CAAC;AAE3C,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AACtC,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,KAAK,EAAE,kBAAkB,EAAE,MAAM,eAAe,CAAC;AAE1D,qBAAa,KAAM,YAAW,kBAAkB;IAC9C,OAAO,CAAC,QAAQ,CAAC,cAAc,CAA0B;IACzD,OAAO,CAAC,QAAQ,CAAC,OAAO,CAA4B;IAEpD,QAAQ,CAAC,QAAQ,QAAe;IAEhC,IAAI,QAAQ,IAAI,UAAU,CAAC,SAAS,CAAC,CAEpC;IAED,QAAQ,CAAC,GAAG,MAAM,EAAE,UAAU,EAAE;IAQhC,MAAM,CAAC,SAAS,EAAE,SAAS;IAI3B,oBAAoB;IAKpB,OAAO;CAGR"}

package/dist/store/store.js

@@ -30,4 +30,3 @@ class Store {
     }
 }
 exports.Store = Store;
-//# sourceMappingURL=store.js.map