@quantform/core 0.6.4 → 0.6.5

package/dist/domain/session-builder.js

@@ -14,7 +14,8 @@ function deposit(selector, amount) {
 exports.deposit = deposit;
 function period(from, to) {
     return (builder) => {
-        builder.usePeriod(from.getTime(), to.getTime());
+        var _a;
+        builder.usePeriod(from.getTime(), (_a = to === null || to === void 0 ? void 0 : to.getTime()) !== null && _a !== void 0 ? _a : (0, shared_1.now)());
     };
 }
 exports.period = period;
@@ -56,7 +57,7 @@ class SessionBuilder {
         return this;
     }
     useBalance(selector, amount) {
-        this.balance[selector.toString()] = amount;
+        this.balance[selector.id] = amount;
         return this;
     }
     usePeriod(from, to) {

package/dist/domain/session.d.ts

@@ -1,6 +1,6 @@
 import { Observable } from 'rxjs';
 import { AdapterAggregate } from '../adapter/adapter-aggregate';
-import { AssetSelector, Balance, Candle, Instrument, InstrumentSelector, Order, Orderbook, Position, Trade } from '../domain';
+import { AssetSelector, Balance, Instrument, InstrumentSelector, Ohlc, Order, Orderbook, Position, Trade } from '../domain';
 import { decimal } from '../shared';
 import { Measurement } from '../storage';
 import { Store } from '../store';
@@ -65,7 +65,7 @@ export declare class Session {
     positions(selector: InstrumentSelector): Observable<Readonly<Position[]>>;
     order(selector: InstrumentSelector): Observable<Readonly<Order>>;
     orders(selector: InstrumentSelector): Observable<Readonly<Order[]>>;
-    history(selector: InstrumentSelector, timeframe: number, length: number): Observable<Readonly<Candle>>;
+    history(selector: InstrumentSelector, timeframe: number, length: number): Observable<Readonly<Ohlc>>;
     measure<T extends {
         timestamp: number;
     }>(spec: {

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

@@ -1 +1 @@
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+{"version":3,"file":"session.d.ts","sourceRoot":"","sources":["../../src/domain/session.ts"],"names":[],"mappings":"AAAA,OAAO,EAOL,UAAU,EAQX,MAAM,MAAM,CAAC;AAGd,OAAO,EAAE,gBAAgB,EAAE,MAAM,8BAA8B,CAAC;AAChE,OAAO,EACL,aAAa,EACb,OAAO,EACP,UAAU,EACV,kBAAkB,EAElB,IAAI,EACJ,KAAK,EACL,SAAS,EACT,QAAQ,EACR,KAAK,EACN,MAAM,WAAW,CAAC;AACnB,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AACpC,OAAO,EAAE,WAAW,EAAE,MAAM,YAAY,CAAC;AACzC,OAAO,EAAE,KAAK,EAAE,MAAM,UAAU,CAAC;AAQjC,aAAK,QAAQ,CAAC,CAAC,EAAE,CAAC,SAAS,MAAM,CAAC,IAAI,IAAI,CAAC,CAAC,EAAE,CAAC,CAAC,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC;AAE9D,qBAAa,OAAO;IAQhB,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,KAAK,EAAE,KAAK;IACrB,QAAQ,CAAC,SAAS,EAAE,gBAAgB;IACpC,QAAQ,CAAC,WAAW,EAAE,WAAW,GAAG,SAAS;IAV/C,OAAO,CAAC,WAAW,CAAS;IAE5B,IAAI,SAAS,IAAI,MAAM,CAEtB;gBAGU,EAAE,EAAE,MAAM,EACV,KAAK,EAAE,KAAK,EACZ,SAAS,EAAE,gBAAgB,EAC3B,WAAW,EAAE,WAAW,GAAG,SAAS;IAGzC,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC;IAWtB,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAY9B;;;OAGG;IACH,SAAS,CAAC,UAAU,EAAE,KAAK,CAAC,kBAAkB,CAAC,GAAG,OAAO,CAAC,IAAI,CAAC;IAI/D;;OAEG;IACH,IAAI,CAAC,KAAK,EAAE;QACV,UAAU,EAAE,kBAAkB,CAAC;QAC/B,QAAQ,EAAE,OAAO,CAAC;QAClB,IAAI,CAAC,EAAE,OAAO,CAAC;KAChB,GAAG,UAAU,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC;IAuB/B;;OAEG;IACH,MAAM,CAAC,KAAK,EAAE,KAAK,GAAG,UAAU,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC;IAMjD;;;OAGG;IACH,UAAU,CAAC,QAAQ,EAAE,kBAAkB,GAAG,UAAU,CAAC,QAAQ,CAAC,UAAU,CAAC,CAAC;IAM1E;;;OAGG;IACH,WAAW,IAAI,UAAU,CAAC,QAAQ,CAAC,UAAU,EAAE,CAAC,CAAC;IAIjD;;OAEG;IACH,OAAO,CAAC,QAAQ,EAAE,aAAa,GAAG,UAAU,CAAC,QAAQ,CAAC,OAAO,CAAC,CAAC;IAI/D;;OAEG;IACH,KAAK,CAAC,QAAQ,EAAE,kBAAkB,GAAG,UAAU,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC;IAMhE;;;OAGG;IACH,SAAS,CAAC,QAAQ,EAAE,kBAAkB,GAAG,UAAU,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC;IAMxE;;OAEG;IACH,QAAQ,CAAC,QAAQ,EAAE,kBAAkB,GAAG,UAAU,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAAC;IAMtE;;OAEG;IACH,SAAS,CAAC,QAAQ,EAAE,kBAAkB,GAAG,UAAU,CAAC,QAAQ,CAAC,QAAQ,EAAE,CAAC,CAAC;IAMzE,KAAK,CAAC,QAAQ,EAAE,kBAAkB,GAAG,UAAU,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC;IAMhE,MAAM,CAAC,QAAQ,EAAE,kBAAkB,GAAG,UAAU,CAAC,QAAQ,CAAC,KAAK,EAAE,CAAC,CAAC;IAMnE,OAAO,CACL,QAAQ,EAAE,kBAAkB,EAC5B,SAAS,EAAE,MAAM,EACjB,MAAM,EAAE,MAAM,GACb,UAAU,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC;IAW7B,OAAO,CAAC,CAAC,SAAS;QAAE,SAAS,EAAE,MAAM,CAAA;KAAE,EACrC,IAAI,EAAE;QACJ,IAAI,EAAE,MAAM,CAAC;QACb,SAAS,CAAC,EAAE,MAAM,CAAC;KACpB,EACD,YAAY,CAAC,EAAE,QAAQ,CAAC,CAAC,EAAE,WAAW,CAAC,GACtC,CAAC,UAAU,CAAC,CAAC,CAAC,EAAE,CAAC,KAAK,EAAE,CAAC,KAAK,IAAI,CAAC;CAiCvC"}

package/dist/domain/trade.d.ts

@@ -11,8 +11,6 @@ export declare class Trade implements Component {
     rate: decimal;
     quantity: decimal;
     readonly id: string;
-    readonly kind = "trade";
     constructor(timestamp: number, instrument: Instrument, rate: decimal, quantity: decimal);
-    toString(): string;
 }
 //# sourceMappingURL=trade.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"trade.d.ts","sourceRoot":"","sources":["../../src/domain/trade.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AACpC,OAAO,EAAE,UAAU,EAAE,MAAM,GAAG,CAAC;AAC/B,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AAExC;;;GAGG;AACH,qBAAa,KAAM,YAAW,SAAS;IAK5B,SAAS,EAAE,MAAM;aACR,UAAU,EAAE,UAAU;IAC/B,IAAI,EAAE,OAAO;IACb,QAAQ,EAAE,OAAO;IAP1B,QAAQ,CAAC,EAAE,EAAE,MAAM,CAAC;IACpB,QAAQ,CAAC,IAAI,WAAW;gBAGf,SAAS,EAAE,MAAM,EACR,UAAU,EAAE,UAAU,EAC/B,IAAI,EAAE,OAAO,EACb,QAAQ,EAAE,OAAO;IAK1B,QAAQ;CAGT"}
+{"version":3,"file":"trade.d.ts","sourceRoot":"","sources":["../../src/domain/trade.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AACpC,OAAO,EAAE,UAAU,EAAE,MAAM,GAAG,CAAC;AAC/B,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AAExC;;;GAGG;AACH,qBAAa,KAAM,YAAW,SAAS;IAI5B,SAAS,EAAE,MAAM;aACR,UAAU,EAAE,UAAU;IAC/B,IAAI,EAAE,OAAO;IACb,QAAQ,EAAE,OAAO;IAN1B,QAAQ,CAAC,EAAE,EAAE,MAAM,CAAC;gBAGX,SAAS,EAAE,MAAM,EACR,UAAU,EAAE,UAAU,EAC/B,IAAI,EAAE,OAAO,EACb,QAAQ,EAAE,OAAO;CAI3B"}

package/dist/domain/trade.js

@@ -11,11 +11,7 @@ class Trade {
         this.instrument = instrument;
         this.rate = rate;
         this.quantity = quantity;
-        this.kind = 'trade';
         this.id = instrument.id;
     }
-    toString() {
-        return this.instrument.toString();
-    }
 }
 exports.Trade = Trade;

package/dist/index.d.ts

@@ -1,7 +1,30 @@
+import { Observable } from 'rxjs';
+import { Session, SessionBuilder, SessionFeature } from './domain';
 export * from './adapter';
 export * from './domain';
 export * from './shared';
 export * from './storage';
 export * from './store';
-export * from './strategy';
+export declare type SessionHook = (session: Session) => Observable<any>;
+/**
+ * Describes a single strategy logic
+ */
+export declare let rule: (name: string | undefined, describe: SessionHook) => void;
+/**
+ *
+ */
+export declare let beforeAll: (describe: SessionHook) => void;
+/**
+ *
+ * @param name
+ * @param describe
+ */
+export declare function describe(name: string, describe: () => Array<SessionFeature>): void;
+/**
+ *
+ * @param name
+ * @param builder
+ * @returns
+ */
+export declare function spawn(name: string, builder: SessionBuilder): Promise<(session: Session) => Observable<any[]>>;
 //# sourceMappingURL=index.d.ts.map

package/dist/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,cAAc,WAAW,CAAC;AAC1B,cAAc,UAAU,CAAC;AACzB,cAAc,UAAU,CAAC;AACzB,cAAc,WAAW,CAAC;AAC1B,cAAc,SAAS,CAAC;AACxB,cAAc,YAAY,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAsB,UAAU,EAAiB,MAAM,MAAM,CAAC;AAErE,OAAO,EAAE,OAAO,EAAE,cAAc,EAAE,cAAc,EAAE,MAAM,UAAU,CAAC;AACnE,cAAc,WAAW,CAAC;AAC1B,cAAc,UAAU,CAAC;AACzB,cAAc,UAAU,CAAC;AACzB,cAAc,WAAW,CAAC;AAC1B,cAAc,SAAS,CAAC;AAMxB,oBAAY,WAAW,GAAG,CAAC,OAAO,EAAE,OAAO,KAAK,UAAU,CAAC,GAAG,CAAC,CAAC;AAEhE;;GAEG;AACH,eAAO,IAAI,IAAI,EAAE,CAAC,IAAI,EAAE,MAAM,GAAG,SAAS,EAAE,QAAQ,EAAE,WAAW,KAAK,IAAI,CAAC;AAE3E;;GAEG;AACH,eAAO,IAAI,SAAS,EAAE,CAAC,QAAQ,EAAE,WAAW,KAAK,IAAI,CAAC;AAEtD;;;;GAIG;AACH,wBAAgB,QAAQ,CAAC,IAAI,EAAE,MAAM,EAAE,QAAQ,EAAE,MAAM,KAAK,CAAC,cAAc,CAAC,QAE3E;AAED;;;;;GAKG;AACH,wBAAsB,KAAK,CAAC,IAAI,EAAE,MAAM,EAAE,OAAO,EAAE,cAAc,qBAyB9C,OAAO,wBAazB"}

package/dist/index.js

@@ -13,10 +13,72 @@ var __createBinding = (this && this.__createBinding) || (Object.create ? (functi
 var __exportStar = (this && this.__exportStar) || function(m, exports) {
     for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
 };
+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());
+    });
+};
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
 Object.defineProperty(exports, "__esModule", { value: true });
+exports.spawn = exports.describe = exports.beforeAll = exports.rule = void 0;
+const chalk_1 = __importDefault(require("chalk"));
+const rxjs_1 = require("rxjs");
 __exportStar(require("./adapter"), exports);
 __exportStar(require("./domain"), exports);
 __exportStar(require("./shared"), exports);
 __exportStar(require("./storage"), exports);
 __exportStar(require("./store"), exports);
-__exportStar(require("./strategy"), exports);
+const shared_1 = require("./shared");
+const registry = {};
+/**
+ *
+ * @param name
+ * @param describe
+ */
+function describe(name, describe) {
+    registry[name] = describe;
+}
+exports.describe = describe;
+/**
+ *
+ * @param name
+ * @param builder
+ * @returns
+ */
+function spawn(name, builder) {
+    return __awaiter(this, void 0, void 0, function* () {
+        const describe = registry[name];
+        if (!describe) {
+            throw new Error(`missing strategy: ${name}`);
+        }
+        const ruleHooks = new Array();
+        const beforeAllHooks = new Array();
+        exports.beforeAll = (describe) => {
+            beforeAllHooks.push(describe);
+        };
+        exports.rule = (ruleName, describe) => {
+            if (ruleName) {
+                shared_1.Logger.info(name, `${chalk_1.default.italic(ruleName)} rule found`);
+            }
+            ruleHooks.push(describe);
+        };
+        for (const feature of describe()) {
+            feature(builder);
+        }
+        return (session) => {
+            const beforeAll$ = beforeAllHooks.map(it => it(session));
+            const rule$ = ruleHooks.map(it => it(session));
+            if (!beforeAll$.length) {
+                beforeAll$.push((0, rxjs_1.of)(true));
+            }
+            return (0, rxjs_1.forkJoin)(beforeAll$).pipe((0, rxjs_1.switchMap)(() => (0, rxjs_1.forkJoin)(rule$)), (0, rxjs_1.finalize)(() => session.dispose()));
+        };
+    });
+}
+exports.spawn = spawn;

package/dist/shared/logger.d.ts

@@ -3,5 +3,6 @@ export declare class Logger {
     static debug: (context: string, message: string) => void;
     static warn: (context: string, message: string) => void;
     static error: (context: string, error: unknown) => void;
+    static prefix: (context: string) => string;
 }
 //# sourceMappingURL=logger.d.ts.map

package/dist/shared/logger.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"logger.d.ts","sourceRoot":"","sources":["../../src/shared/logger.ts"],"names":[],"mappings":"AAiBA,qBAAa,MAAM;IACjB,OAAc,IAAI,YAAa,MAAM,WAAW,MAAM,UACO;IAE7D,OAAc,KAAK,YAAa,MAAM,WAAW,MAAM,UACO;IAE9D,OAAc,IAAI,YAAa,MAAM,WAAW,MAAM,UACO;IAE7D,OAAc,KAAK,YAAa,MAAM,SAAS,OAAO,UAQpD;CACH"}
+{"version":3,"file":"logger.d.ts","sourceRoot":"","sources":["../../src/shared/logger.ts"],"names":[],"mappings":"AAiBA,qBAAa,MAAM;IACjB,OAAc,IAAI,YAAa,MAAM,WAAW,MAAM,UACA;IAEtD,OAAc,KAAK,YAAa,MAAM,WAAW,MAAM,UACA;IAEvD,OAAc,IAAI,YAAa,MAAM,WAAW,MAAM,UACA;IAEtD,OAAc,KAAK,YAAa,MAAM,SAAS,OAAO,UAQpD;IAEF,OAAc,MAAM,YAAa,MAAM,YAAsC;CAC9E"}

package/dist/shared/logger.js

@@ -2,6 +2,7 @@
 var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
+var _a;
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Logger = void 0;
 const chalk_1 = __importDefault(require("chalk"));
@@ -18,13 +19,15 @@ const time = () => chalk_1.default.gray(new Date((0, datetime_1.now)()).toISOStr
 class Logger {
 }
 exports.Logger = Logger;
-Logger.info = (context, message) => console.info(`${time()} ${colorize(context)}: ${message}`);
-Logger.debug = (context, message) => console.debug(`${time()} ${colorize(context)}: ${message}`);
-Logger.warn = (context, message) => console.warn(`${time()} ${colorize(context)}: ${message}`);
+_a = Logger;
+Logger.info = (context, message) => console.info(`${_a.prefix(context)}: ${message}`);
+Logger.debug = (context, message) => console.debug(`${_a.prefix(context)}: ${message}`);
+Logger.warn = (context, message) => console.warn(`${_a.prefix(context)}: ${message}`);
 Logger.error = (context, error) => {
     let message = 'Unknown Error';
     if (error instanceof Error) {
         message = error.message;
     }
-    console.error(`${time()} ${colorize(context)}: ${message}`);
+    console.error(`${_a.prefix(context)}: ${message}`);
 };
+Logger.prefix = (context) => `${time()} ${colorize(context)}`;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@quantform/core",
-  "version": "0.6.4",
+  "version": "0.6.5",
   "license": "MIT",
   "author": "Mateusz Majchrzak",
   "description": "Node.js library for building systematic trading strategies in reactive way.",

package/src/adapter/adapter-aggregate.ts

@@ -1,4 +1,4 @@
-import { Candle, InstrumentSelector, Order } from '../domain';
+import { InstrumentSelector, Ohlc, Order } from '../domain';
 import { Logger, timestamp } from '../shared';
 import { Cache } from '../storage';
 import { Store } from '../store';
@@ -18,7 +18,7 @@ export class AdapterAggregate {
     private readonly timeProvider: AdapterTimeProvider,
     private readonly store: Store,
     private readonly cache: Cache
-  ) {}
+  ) { }
 
   /**
    * Returns adapter by name.
@@ -84,8 +84,6 @@ export class AdapterAggregate {
     }, {} as Record<string, InstrumentSelector[]>);
 
     for (const adapterName in grouped) {
-      Logger.debug(adapterName, `subscribing for ${grouped[adapterName].join(', ')}`);
-
       try {
         await this.get(adapterName).subscribe(grouped[adapterName]);
       } catch (error) {
@@ -105,7 +103,7 @@ export class AdapterAggregate {
 
     Logger.debug(
       adapterName,
-      `opening a new order on ${order.instrument.toString()} as ${order.id}`
+      `opening a new order on ${order.instrument.id} as ${order.id}`
     );
 
     try {
@@ -142,7 +140,7 @@ export class AdapterAggregate {
     instrument: InstrumentSelector,
     timeframe: number,
     length: number
-  ): Promise<Candle[]> {
+  ): Promise<Ohlc[]> {
     try {
       return this.get(instrument.base.adapterName).history(instrument, timeframe, length);
     } catch (error) {

package/src/adapter/adapter.ts

@@ -1,4 +1,4 @@
-import { Candle, InstrumentSelector, Order } from '../domain';
+import { Ohlc, InstrumentSelector, Order } from '../domain';
 import { now, timestamp } from '../shared';
 import { Cache, StorageEvent } from '../storage';
 import { Store } from '../store';
@@ -32,7 +32,7 @@ export abstract class Adapter {
     return this.timeProvider.timestamp();
   }
 
-  constructor(private readonly timeProvider: AdapterTimeProvider) {}
+  constructor(private readonly timeProvider: AdapterTimeProvider) { }
 
   /**
    * Setup an adapter.
@@ -70,7 +70,7 @@ export abstract class Adapter {
     instrument: InstrumentSelector,
     timeframe: number,
     length: number
-  ): Promise<Candle[]>;
+  ): Promise<Ohlc[]>;
 
   abstract feed(
     instrument: InstrumentSelector,

package/src/adapter/backtester/backtester-adapter.ts

@@ -1,4 +1,4 @@
-import { Candle, InstrumentSelector, Order } from '../../domain';
+import { InstrumentSelector, Ohlc, Order } from '../../domain';
 import { timestamp } from '../../shared';
 import { InstrumentSubscriptionEvent, Store } from '../../store';
 import { Adapter } from '..';
@@ -71,7 +71,7 @@ export class BacktesterAdapter extends Adapter {
     instrument: InstrumentSelector,
     timeframe: number,
     length: number
-  ): Promise<Candle[]> {
+  ): Promise<Ohlc[]> {
     this.streamer.stop();
 
     const response = await this.decoratedAdapter.history(instrument, timeframe, length);

package/src/adapter/backtester/backtester-cursor.ts

@@ -12,7 +12,7 @@ export class BacktesterCursor {
     return this.page.length - this.pageIndex;
   }
 
-  constructor(readonly instrument: InstrumentSelector, private readonly feed: Feed) { }
+  constructor(readonly instrument: InstrumentSelector, private readonly feed: Feed) {}
 
   peek(): StorageEvent | undefined {
     if (!this.page) {

package/src/adapter/paper/paper-adapter.ts

@@ -1,4 +1,4 @@
-import { assetOf, Candle, InstrumentSelector, Order } from '../../domain';
+import { assetOf, InstrumentSelector, Ohlc, Order } from '../../domain';
 import { d, decimal, timestamp } from '../../shared';
 import { BalancePatchEvent, Store } from '../../store';
 import { Adapter } from '..';
@@ -92,7 +92,7 @@ export class PaperAdapter extends Adapter {
     instrument: InstrumentSelector,
     timeframe: number,
     length: number
-  ): Promise<Candle[]> {
+  ): Promise<Ohlc[]> {
     return this.decoratedAdapter.history(instrument, timeframe, length);
   }
 

package/src/cli/dev.ts

@@ -1,8 +1,8 @@
 import { join } from 'path';
 
+import { spawn } from '..';
 import { SessionBuilder } from '../domain/session-builder';
 import { now } from '../shared';
-import { prepare } from '../strategy';
 import build from './build';
 import { buildDirectory } from './internal/workspace';
 
@@ -17,7 +17,7 @@ export default async function (name: string, options: any) {
     options.id ? Number(options.id) : now()
   );
 
-  const rules = await prepare(name, builder);
+  const rules = await spawn(name, builder);
 
   const session = builder.paper();
   await session.awake();

package/src/cli/pull.ts

@@ -1,11 +1,11 @@
 import { Presets, SingleBar } from 'cli-progress';
 import { join } from 'path';
 
+import { spawn } from '..';
 import { instrumentOf } from '../domain';
 import { SessionBuilder } from '../domain/session-builder';
 import { now } from '../shared';
 import { Feed } from '../storage';
-import { prepare } from '../strategy';
 import build from './build';
 import { buildDirectory } from './internal/workspace';
 
@@ -19,7 +19,7 @@ export default async function (name: string, instrument: string, options: any) {
     options.id ? Number(options.id) : now()
   );
 
-  await prepare(name, builder);
+  await spawn(name, builder);
 
   const session = builder.paper();
 

package/src/cli/run.ts

@@ -1,8 +1,8 @@
 import { join } from 'path';
 
+import { spawn } from '..';
 import { SessionBuilder } from '../domain/session-builder';
 import { now } from '../shared';
-import { prepare } from '../strategy';
 import build from './build';
 import { buildDirectory } from './internal/workspace';
 
@@ -16,7 +16,7 @@ export default async function (name: string, options: any) {
     options.id ? Number(options.id) : now()
   );
 
-  const rules = await prepare(name, builder);
+  const rules = await spawn(name, builder);
 
   const session = builder.live();
   await session.awake();

package/src/cli/test.ts

@@ -2,7 +2,7 @@ import { join } from 'path';
 
 import { SessionBuilder } from '../domain/session-builder';
 import { Logger, now } from '../shared';
-import { prepare } from '../strategy';
+import { spawn } from '..';
 import build from './build';
 import { buildDirectory } from './internal/workspace';
 
@@ -17,7 +17,7 @@ export default async function (name: string, options: any) {
     options.id ? Number(options.id) : now()
   );
 
-  const rules = await prepare(name, builder);
+  const rules = await spawn(name, builder);
 
   const startTime = performance.now();
 

package/src/domain/asset.ts

@@ -24,13 +24,6 @@ export class AssetSelector {
     this.adapterName = adapterName.toLowerCase();
     this.id = `${this.adapterName}${AssetSelectorSeparator}${this.name}`;
   }
-
-  /**
-   * Returns unified notation of the asset.
-   */
-  toString(): string {
-    return this.id;
-  }
 }
 
 /**

package/src/domain/balance.ts

@@ -9,7 +9,6 @@ import { Position, PositionMode } from './position';
  */
 export class Balance implements Component {
   id: string;
-  kind = 'balance';
 
   private locker: Record<string, decimal> = {};
   private available = d.Zero;
@@ -121,8 +120,4 @@ export class Balance implements Component {
       d.Zero
     );
   }
-
-  toString() {
-    return this.asset.toString();
-  }
 }

package/src/domain/component.ts

@@ -2,6 +2,5 @@ import { timestamp } from '../shared';
 
 export interface Component {
   id: string;
-  kind: string;
   timestamp: timestamp;
 }

package/src/domain/index.ts

@@ -2,8 +2,8 @@ export * from './asset';
 export * from './balance';
 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';

package/src/domain/instrument.ts

@@ -16,17 +16,12 @@ export class InstrumentSelector {
 
     this.id = `${this.base.id}${InstrumentSelectorSeparator}${this.quote.name}`;
   }
-
-  toString(): string {
-    return this.id;
-  }
 }
 
 /**
  * Represents trading market which is made up by two trading assets (base and quoted).
  */
 export class Instrument extends InstrumentSelector implements Component {
-  readonly kind = 'instrument';
   readonly cross: Instrument | undefined;
   leverage: number | undefined = undefined;
 

package/src/domain/ohlc-operator.spec.ts

@@ -0,0 +1,126 @@
+import { from } from 'rxjs';
+
+import { d } from '../shared';
+import { Ohlc } from './ohlc';
+import { mergeOhlc, ohlc, ohlcCompleted } from './ohlc-operator';
+
+describe('ohlc', () => {
+  test('should aggregate and pipe ohlc updates', done => {
+    const input$ = from([
+      { timestamp: 1, rate: d(1) },
+      { timestamp: 2, rate: d(2) },
+      { timestamp: 3, rate: d(3) },
+      { timestamp: 4, rate: d.Zero },
+      { timestamp: 5, rate: d(7) },
+      { timestamp: 6, rate: d(8) }
+    ]);
+
+    const output = [
+      new Ohlc(0, d(1), d(1), d(1), d(1)),
+      new Ohlc(0, d(1), d(2), d(1), d(2)),
+      new Ohlc(0, d(1), d(3), d(1), d(3)),
+      new Ohlc(0, d(1), d(3), d.Zero, d.Zero),
+      new Ohlc(5, d.Zero, d(7), d(7), d(7)),
+      new Ohlc(5, d.Zero, d(8), d(7), d(8))
+    ].reverse();
+
+    input$.pipe(ohlc(5, it => it.rate)).subscribe({
+      next: it => {
+        expect(it).toEqual(output.pop());
+        if (output.length === 0) {
+          done();
+        }
+      }
+    });
+  });
+});
+
+describe('ohlcCompleted', () => {
+  test('should aggregate and pipe distinct completed ohlc', done => {
+    const input$ = from([
+      { timestamp: 1, rate: d(1) },
+      { timestamp: 2, rate: d(2) },
+      { timestamp: 3, rate: d(3) },
+      { timestamp: 4, rate: d.Zero },
+      { timestamp: 5, rate: d(7) },
+      { timestamp: 6, rate: d(8) }
+    ]);
+
+    input$
+      .pipe(
+        ohlc(5, it => it.rate),
+        ohlcCompleted()
+      )
+      .subscribe({
+        next: it => {
+          expect(it).toEqual(new Ohlc(0, d(1), d(3), d.Zero, d.Zero));
+          done();
+        }
+      });
+  });
+});
+
+describe('mergeOhlc', () => {
+  test('should pipe and merge ohlc from history', done => {
+    const history$ = from([
+      new Ohlc(1, d(1), d(1.5), d(0.5), d(2)),
+      new Ohlc(2, d(2), d(2.5), d(1.5), d(3)),
+      new Ohlc(3, d(3), d(3.5), d(2.5), d(4))
+    ]);
+
+    const input$ = from([
+      { timestamp: 3, rate: d(5) },
+      { timestamp: 4, rate: d(3) },
+      { timestamp: 5, rate: d(4) }
+    ]);
+
+    const output = [
+      new Ohlc(1, d(1), d(1.5), d(0.5), d(2)),
+      new Ohlc(2, d(2), d(2.5), d(1.5), d(3)),
+      new Ohlc(3, d(3), d(5), d(2.5), d(5)),
+      new Ohlc(4, d(5), d(3), d(3), d(3)),
+      new Ohlc(5, d(3), d(4), d(4), d(4))
+    ].reverse();
+
+    input$.pipe(mergeOhlc(1, it => it.rate, history$)).subscribe({
+      next: it => {
+        expect(it).toEqual(output.pop());
+        if (output.length === 0) {
+          done();
+        }
+      }
+    });
+  });
+
+  test('should pipe and not merge ohlc from history', done => {
+    const history$ = from([
+      new Ohlc(1, d(1), d(1.5), d(0.5), d(2)),
+      new Ohlc(2, d(2), d(2.5), d(1.5), d(3)),
+      new Ohlc(3, d(3), d(3.5), d(2.5), d(4))
+    ]);
+
+    const input$ = from([
+      { timestamp: 4, rate: d(5) },
+      { timestamp: 5, rate: d(3) },
+      { timestamp: 6, rate: d(4) }
+    ]);
+
+    const output = [
+      new Ohlc(1, d(1), d(1.5), d(0.5), d(2)),
+      new Ohlc(2, d(2), d(2.5), d(1.5), d(3)),
+      new Ohlc(3, d(3), d(3.5), d(2.5), d(4)),
+      new Ohlc(4, d(4), d(5), d(5), d(5)),
+      new Ohlc(5, d(5), d(3), d(3), d(3)),
+      new Ohlc(6, d(3), d(4), d(4), d(4))
+    ].reverse();
+
+    input$.pipe(mergeOhlc(1, it => it.rate, history$)).subscribe({
+      next: it => {
+        expect(it).toEqual(output.pop());
+        if (output.length === 0) {
+          done();
+        }
+      }
+    });
+  });
+});