@quantform/core 0.6.5 → 0.6.7

package/dist/adapter/adapter-aggregate.d.ts

@@ -1,9 +1,8 @@
+import { Adapter, AdapterFactory, AdapterTimeProvider, FeedAsyncCallback } from '../adapter';
 import { InstrumentSelector, Ohlc, Order } from '../domain';
 import { timestamp } from '../shared';
 import { Cache } from '../storage';
 import { Store } from '../store';
-import { Adapter } from '.';
-import { AdapterFactory, AdapterTimeProvider, FeedAsyncCallback } from './adapter';
 /**
  * Manages instances of all adapters provided in session descriptor.
  * Awakes and disposes adapters, routes and executes commands.
@@ -13,6 +12,7 @@ export declare class AdapterAggregate {
     private readonly timeProvider;
     private readonly store;
     private readonly cache;
+    private readonly logger;
     private readonly adapter;
     constructor(factories: AdapterFactory[], timeProvider: AdapterTimeProvider, store: Store, cache: Cache);
     /**

package/dist/adapter/adapter-aggregate.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"adapter-aggregate.d.ts","sourceRoot":"","sources":["../../src/adapter/adapter-aggregate.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,IAAI,EAAE,KAAK,EAAE,MAAM,WAAW,CAAC;AAC5D,OAAO,EAAU,SAAS,EAAE,MAAM,WAAW,CAAC;AAC9C,OAAO,EAAE,KAAK,EAAE,MAAM,YAAY,CAAC;AACnC,OAAO,EAAE,KAAK,EAAE,MAAM,UAAU,CAAC;AACjC,OAAO,EAAE,OAAO,EAAE,MAAM,GAAG,CAAC;AAC5B,OAAO,EAAE,cAAc,EAAE,mBAAmB,EAAE,iBAAiB,EAAE,MAAM,WAAW,CAAC;AAGnF;;;GAGG;AACH,qBAAa,gBAAgB;IAIzB,OAAO,CAAC,QAAQ,CAAC,SAAS;IAC1B,OAAO,CAAC,QAAQ,CAAC,YAAY;IAC7B,OAAO,CAAC,QAAQ,CAAC,KAAK;IACtB,OAAO,CAAC,QAAQ,CAAC,KAAK;IANxB,OAAO,CAAC,QAAQ,CAAC,OAAO,CAA+B;gBAGpC,SAAS,EAAE,cAAc,EAAE,EAC3B,YAAY,EAAE,mBAAmB,EACjC,KAAK,EAAE,KAAK,EACZ,KAAK,EAAE,KAAK;IAG/B;;;;OAIG;IACH,GAAG,CAAC,WAAW,EAAE,MAAM,GAAG,OAAO;IAUjC;;OAEG;IACG,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC;IAe5B;;OAEG;IACG,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAU9B;;;OAGG;IACG,SAAS,CAAC,SAAS,EAAE,kBAAkB,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAwB/D;;;OAGG;IACG,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAiBvC;;OAEG;IACH,MAAM,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAcnC;;;OAGG;IACH,OAAO,CACL,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,MAAM,EACjB,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,IAAI,EAAE,CAAC;IAUlB;;;OAGG;IACH,IAAI,CACF,UAAU,EAAE,kBAAkB,EAC9B,IAAI,EAAE,SAAS,EACf,EAAE,EAAE,SAAS,EACb,QAAQ,EAAE,iBAAiB,GAC1B,OAAO,CAAC,IAAI,CAAC;CASjB"}
+{"version":3,"file":"adapter-aggregate.d.ts","sourceRoot":"","sources":["../../src/adapter/adapter-aggregate.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,OAAO,EACP,cAAc,EAEd,mBAAmB,EACnB,iBAAiB,EAClB,MAAM,cAAc,CAAC;AACtB,OAAO,EAAE,kBAAkB,EAAE,IAAI,EAAE,KAAK,EAAE,MAAM,aAAa,CAAC;AAC9D,OAAO,EAAO,SAAS,EAAE,MAAM,aAAa,CAAC;AAC7C,OAAO,EAAE,KAAK,EAAE,MAAM,cAAc,CAAC;AACrC,OAAO,EAAE,KAAK,EAAE,MAAM,YAAY,CAAC;AAEnC;;;GAGG;AACH,qBAAa,gBAAgB;IAKzB,OAAO,CAAC,QAAQ,CAAC,SAAS;IAC1B,OAAO,CAAC,QAAQ,CAAC,YAAY;IAC7B,OAAO,CAAC,QAAQ,CAAC,KAAK;IACtB,OAAO,CAAC,QAAQ,CAAC,KAAK;IAPxB,OAAO,CAAC,QAAQ,CAAC,MAAM,CAA8B;IACrD,OAAO,CAAC,QAAQ,CAAC,OAAO,CAA+B;gBAGpC,SAAS,EAAE,cAAc,EAAE,EAC3B,YAAY,EAAE,mBAAmB,EACjC,KAAK,EAAE,KAAK,EACZ,KAAK,EAAE,KAAK;IAG/B;;;;OAIG;IACH,GAAG,CAAC,WAAW,EAAE,MAAM,GAAG,OAAO;IAUjC;;OAEG;IACG,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC;IAe5B;;OAEG;IACG,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAU9B;;;OAGG;IACG,SAAS,CAAC,SAAS,EAAE,kBAAkB,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IA4B/D;;;OAGG;IACG,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAcvC;;OAEG;IACH,MAAM,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAcnC;;;OAGG;IACH,OAAO,CACL,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,MAAM,EACjB,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,IAAI,EAAE,CAAC;IAclB;;;OAGG;IACH,IAAI,CACF,UAAU,EAAE,kBAAkB,EAC9B,IAAI,EAAE,SAAS,EACf,EAAE,EAAE,SAAS,EACb,QAAQ,EAAE,iBAAiB,GAC1B,OAAO,CAAC,IAAI,CAAC;CAajB"}

package/dist/adapter/adapter-aggregate.js

@@ -10,8 +10,8 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.AdapterAggregate = void 0;
+const adapter_1 = require("../adapter");
 const shared_1 = require("../shared");
-const error_1 = require("./error");
 /**
  * Manages instances of all adapters provided in session descriptor.
  * Awakes and disposes adapters, routes and executes commands.
@@ -22,6 +22,7 @@ class AdapterAggregate {
         this.timeProvider = timeProvider;
         this.store = store;
         this.cache = cache;
+        this.logger = (0, shared_1.log)(AdapterAggregate.name);
         this.adapter = {};
     }
     /**
@@ -32,7 +33,7 @@ class AdapterAggregate {
     get(adapterName) {
         const adapter = this.adapter[adapterName];
         if (!adapter) {
-            throw (0, error_1.adapterNotFoundError)(adapterName);
+            throw new adapter_1.AdapterNotFoundError(adapterName);
         }
         return adapter;
     }
@@ -48,7 +49,7 @@ class AdapterAggregate {
                     yield adapter.account();
                 }
                 catch (error) {
-                    shared_1.Logger.error(adapter.name, error);
+                    this.logger.error(`unable to awake for ${adapter.name}`, error);
                 }
                 this.adapter[adapter.name] = adapter;
             }
@@ -64,7 +65,7 @@ class AdapterAggregate {
                     yield adapter.dispose();
                 }
                 catch (error) {
-                    shared_1.Logger.error(adapter.name, error);
+                    this.logger.error(`unable to dispose for ${adapter.name}`, error);
                 }
             }
         });
@@ -90,7 +91,7 @@ class AdapterAggregate {
                     yield this.get(adapterName).subscribe(grouped[adapterName]);
                 }
                 catch (error) {
-                    shared_1.Logger.error(adapterName, error);
+                    this.logger.error(`unable to subscribe for ${adapterName}`, grouped[adapterName], error);
                     throw error;
                 }
             }
@@ -103,12 +104,12 @@ class AdapterAggregate {
     open(order) {
         return __awaiter(this, void 0, void 0, function* () {
             const { adapterName } = order.instrument.base;
-            shared_1.Logger.debug(adapterName, `opening a new order on ${order.instrument.id} as ${order.id}`);
+            this.logger.debug(`opening a new order on ${order.instrument.id} as ${order.id}`);
             try {
                 yield this.get(adapterName).open(order);
             }
             catch (error) {
-                shared_1.Logger.error(adapterName, error);
+                this.logger.error(`unable to open a new order for ${adapterName}`, order, error);
                 throw error;
             }
         });
@@ -118,12 +119,12 @@ class AdapterAggregate {
      */
     cancel(order) {
         const { adapterName } = order.instrument.base;
-        shared_1.Logger.debug(adapterName, `canceling a ${order.id} order`);
+        this.logger.debug(`canceling a ${order.id} order`);
         try {
             return this.get(adapterName).cancel(order);
         }
         catch (error) {
-            shared_1.Logger.error(adapterName, error);
+            this.logger.error(`unable to cancel a order for ${adapterName}`, order, error);
             throw error;
         }
     }
@@ -136,7 +137,7 @@ class AdapterAggregate {
             return this.get(instrument.base.adapterName).history(instrument, timeframe, length);
         }
         catch (error) {
-            shared_1.Logger.error(instrument.base.adapterName, error);
+            this.logger.error(`unable to get history ${instrument.base.adapterName}`, { instrument, timeframe, length }, error);
             throw error;
         }
     }
@@ -149,7 +150,7 @@ class AdapterAggregate {
             return this.get(instrument.base.adapterName).feed(instrument, from, to, callback);
         }
         catch (error) {
-            shared_1.Logger.error(instrument.base.adapterName, error);
+            this.logger.error(`unable to get feed ${instrument.base.adapterName}`, { instrument, from, to }, error);
             throw error;
         }
     }

package/dist/adapter/adapter.d.ts

@@ -1,9 +1,8 @@
-import { Ohlc, InstrumentSelector, Order } from '../domain';
+import { PaperAdapter, PaperEngine } from '../adapter';
+import { InstrumentSelector, Ohlc, Order } from '../domain';
 import { timestamp } from '../shared';
 import { Cache, StorageEvent } from '../storage';
 import { Store } from '../store';
-import { PaperAdapter } from './paper';
-import { PaperEngine } from './paper/engine/paper-engine';
 export declare type AdapterTimeProvider = {
     timestamp: () => number;
 };

package/dist/adapter/adapter.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"adapter.d.ts","sourceRoot":"","sources":["../../src/adapter/adapter.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,IAAI,EAAE,kBAAkB,EAAE,KAAK,EAAE,MAAM,WAAW,CAAC;AAC5D,OAAO,EAAO,SAAS,EAAE,MAAM,WAAW,CAAC;AAC3C,OAAO,EAAE,KAAK,EAAE,YAAY,EAAE,MAAM,YAAY,CAAC;AACjD,OAAO,EAAE,KAAK,EAAE,MAAM,UAAU,CAAC;AACjC,OAAO,EAAE,YAAY,EAAE,MAAM,SAAS,CAAC;AACvC,OAAO,EAAE,WAAW,EAAE,MAAM,6BAA6B,CAAC;AAE1D,oBAAY,mBAAmB,GAAG;IAChC,SAAS,EAAE,MAAM,MAAM,CAAC;CACzB,CAAC;AAEF,eAAO,MAAM,mBAAmB;;CAE/B,CAAC;AAEF,oBAAY,iBAAiB,GAAG,CAAC,SAAS,EAAE,MAAM,EAAE,KAAK,EAAE,YAAY,EAAE,KAAK,IAAI,CAAC;AAEnF,oBAAY,cAAc,GAAG,CAC3B,YAAY,EAAE,mBAAmB,EACjC,KAAK,EAAE,KAAK,EACZ,KAAK,EAAE,KAAK,KACT,OAAO,CAAC;AAEb;;;GAGG;AACH,8BAAsB,OAAO;IAOf,OAAO,CAAC,QAAQ,CAAC,YAAY;IANzC,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IAEtB,SAAS,IAAI,SAAS;gBAIO,YAAY,EAAE,mBAAmB;IAE9D;;OAEG;IACH,QAAQ,CAAC,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC;IAE/B;;OAEG;IACH,QAAQ,CAAC,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAEjC;;;OAGG;IACH,QAAQ,CAAC,SAAS,CAAC,WAAW,EAAE,kBAAkB,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAEpE;;OAEG;IACH,QAAQ,CAAC,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAEjC;;;OAGG;IACH,QAAQ,CAAC,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAE1C;;OAEG;IACH,QAAQ,CAAC,MAAM,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAE5C,QAAQ,CAAC,OAAO,CACd,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,MAAM,EACjB,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,IAAI,EAAE,CAAC;IAElB,QAAQ,CAAC,IAAI,CACX,UAAU,EAAE,kBAAkB,EAC9B,IAAI,EAAE,SAAS,EACf,EAAE,EAAE,SAAS,EACb,QAAQ,EAAE,iBAAiB,GAC1B,OAAO,CAAC,IAAI,CAAC;IAEhB,QAAQ,CAAC,iBAAiB,CAAC,OAAO,EAAE,YAAY,GAAG,WAAW;CAC/D"}
+{"version":3,"file":"adapter.d.ts","sourceRoot":"","sources":["../../src/adapter/adapter.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,YAAY,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC;AACzD,OAAO,EAAE,kBAAkB,EAAE,IAAI,EAAE,KAAK,EAAE,MAAM,aAAa,CAAC;AAC9D,OAAO,EAAO,SAAS,EAAE,MAAM,aAAa,CAAC;AAC7C,OAAO,EAAE,KAAK,EAAE,YAAY,EAAE,MAAM,cAAc,CAAC;AACnD,OAAO,EAAE,KAAK,EAAE,MAAM,YAAY,CAAC;AAEnC,oBAAY,mBAAmB,GAAG;IAChC,SAAS,EAAE,MAAM,MAAM,CAAC;CACzB,CAAC;AAEF,eAAO,MAAM,mBAAmB;;CAE/B,CAAC;AAEF,oBAAY,iBAAiB,GAAG,CAAC,SAAS,EAAE,MAAM,EAAE,KAAK,EAAE,YAAY,EAAE,KAAK,IAAI,CAAC;AAEnF,oBAAY,cAAc,GAAG,CAC3B,YAAY,EAAE,mBAAmB,EACjC,KAAK,EAAE,KAAK,EACZ,KAAK,EAAE,KAAK,KACT,OAAO,CAAC;AAEb;;;GAGG;AACH,8BAAsB,OAAO;IAOf,OAAO,CAAC,QAAQ,CAAC,YAAY;IANzC,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IAEtB,SAAS,IAAI,SAAS;gBAIO,YAAY,EAAE,mBAAmB;IAE9D;;OAEG;IACH,QAAQ,CAAC,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC;IAE/B;;OAEG;IACH,QAAQ,CAAC,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAEjC;;;OAGG;IACH,QAAQ,CAAC,SAAS,CAAC,WAAW,EAAE,kBAAkB,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAEpE;;OAEG;IACH,QAAQ,CAAC,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAEjC;;;OAGG;IACH,QAAQ,CAAC,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAE1C;;OAEG;IACH,QAAQ,CAAC,MAAM,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAE5C,QAAQ,CAAC,OAAO,CACd,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,MAAM,EACjB,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,IAAI,EAAE,CAAC;IAElB,QAAQ,CAAC,IAAI,CACX,UAAU,EAAE,kBAAkB,EAC9B,IAAI,EAAE,SAAS,EACf,EAAE,EAAE,SAAS,EACb,QAAQ,EAAE,iBAAiB,GAC1B,OAAO,CAAC,IAAI,CAAC;IAEhB,QAAQ,CAAC,iBAAiB,CAAC,OAAO,EAAE,YAAY,GAAG,WAAW;CAC/D"}

package/dist/adapter/backtester/backtester-adapter.d.ts

@@ -1,11 +1,7 @@
+import { Adapter, AdapterFactory, BacktesterStreamer, FeedAsyncCallback, PaperAdapter, PaperEngine, PaperOptions } from '../../adapter';
 import { InstrumentSelector, Ohlc, Order } from '../../domain';
 import { timestamp } from '../../shared';
 import { Store } from '../../store';
-import { Adapter } from '..';
-import { AdapterFactory, FeedAsyncCallback } from '../adapter';
-import { PaperAdapter, PaperOptions } from '../paper';
-import { PaperEngine } from '../paper/engine/paper-engine';
-import { BacktesterStreamer } from './backtester-streamer';
 export interface BacktesterOptions extends PaperOptions {
     from: timestamp;
     to: timestamp;

package/dist/adapter/backtester/backtester-adapter.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"backtester-adapter.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-adapter.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,IAAI,EAAE,KAAK,EAAE,MAAM,cAAc,CAAC;AAC/D,OAAO,EAAE,SAAS,EAAE,MAAM,cAAc,CAAC;AACzC,OAAO,EAA+B,KAAK,EAAE,MAAM,aAAa,CAAC;AACjE,OAAO,EAAE,OAAO,EAAE,MAAM,IAAI,CAAC;AAC7B,OAAO,EAAE,cAAc,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAC;AAC/D,OAAO,EAAE,YAAY,EAAE,YAAY,EAAE,MAAM,UAAU,CAAC;AACtD,OAAO,EAAE,WAAW,EAAE,MAAM,8BAA8B,CAAC;AAC3D,OAAO,EAAE,kBAAkB,EAAE,MAAM,uBAAuB,CAAC;AAE3D,MAAM,WAAW,iBAAkB,SAAQ,YAAY;IACrD,IAAI,EAAE,SAAS,CAAC;IAChB,EAAE,EAAE,SAAS,CAAC;CACf;AAED,wBAAgB,8BAA8B,CAC5C,uBAAuB,EAAE,cAAc,EACvC,QAAQ,EAAE,kBAAkB,GAC3B,cAAc,CAOhB;AAED,qBAAa,iBAAkB,SAAQ,OAAO;IAI1C,QAAQ,CAAC,gBAAgB,EAAE,OAAO;IAClC,QAAQ,CAAC,QAAQ,EAAE,kBAAkB;IACrC,QAAQ,CAAC,KAAK,EAAE,KAAK;IALvB,QAAQ,CAAC,IAAI,SAA8B;gBAGhC,gBAAgB,EAAE,OAAO,EACzB,QAAQ,EAAE,kBAAkB,EAC5B,KAAK,EAAE,KAAK;IAKjB,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC;IAI5B,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAIlB,SAAS,CAAC,WAAW,EAAE,kBAAkB,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAYjE,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAIxB,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAIjC,MAAM,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAI7B,OAAO,CACX,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,MAAM,EACjB,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,IAAI,EAAE,CAAC;IAUlB,IAAI,CACF,UAAU,EAAE,kBAAkB,EAC9B,IAAI,EAAE,SAAS,EACf,EAAE,EAAE,SAAS,EACb,QAAQ,EAAE,iBAAiB,GAC1B,OAAO,CAAC,IAAI,CAAC;IAIhB,iBAAiB,CAAC,OAAO,EAAE,YAAY,GAAG,WAAW;CAGtD"}
+{"version":3,"file":"backtester-adapter.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-adapter.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,OAAO,EACP,cAAc,EACd,kBAAkB,EAClB,iBAAiB,EACjB,YAAY,EACZ,WAAW,EACX,YAAY,EACb,MAAM,cAAc,CAAC;AACtB,OAAO,EAAE,kBAAkB,EAAE,IAAI,EAAE,KAAK,EAAE,MAAM,aAAa,CAAC;AAC9D,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACxC,OAAO,EAA+B,KAAK,EAAE,MAAM,YAAY,CAAC;AAEhE,MAAM,WAAW,iBAAkB,SAAQ,YAAY;IACrD,IAAI,EAAE,SAAS,CAAC;IAChB,EAAE,EAAE,SAAS,CAAC;CACf;AAED,wBAAgB,8BAA8B,CAC5C,uBAAuB,EAAE,cAAc,EACvC,QAAQ,EAAE,kBAAkB,GAC3B,cAAc,CAOhB;AAED,qBAAa,iBAAkB,SAAQ,OAAO;IAI1C,QAAQ,CAAC,gBAAgB,EAAE,OAAO;IAClC,QAAQ,CAAC,QAAQ,EAAE,kBAAkB;IACrC,QAAQ,CAAC,KAAK,EAAE,KAAK;IALvB,QAAQ,CAAC,IAAI,SAA8B;gBAGhC,gBAAgB,EAAE,OAAO,EACzB,QAAQ,EAAE,kBAAkB,EAC5B,KAAK,EAAE,KAAK;IAKjB,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC;IAI5B,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAIlB,SAAS,CAAC,WAAW,EAAE,kBAAkB,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAYjE,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAIxB,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAIjC,MAAM,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAI7B,OAAO,CACX,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,MAAM,EACjB,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,IAAI,EAAE,CAAC;IAUlB,IAAI,CACF,UAAU,EAAE,kBAAkB,EAC9B,IAAI,EAAE,SAAS,EACf,EAAE,EAAE,SAAS,EACb,QAAQ,EAAE,iBAAiB,GAC1B,OAAO,CAAC,IAAI,CAAC;IAIhB,iBAAiB,CAAC,OAAO,EAAE,YAAY,GAAG,WAAW;CAGtD"}

package/dist/adapter/backtester/backtester-adapter.js

@@ -10,13 +10,13 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.BacktesterAdapter = exports.createBacktesterAdapterFactory = void 0;
+const adapter_1 = require("../../adapter");
 const store_1 = require("../../store");
-const __1 = require("..");
 function createBacktesterAdapterFactory(decoratedAdapterFactory, streamer) {
     return (timeProvider, store, cache) => new BacktesterAdapter(decoratedAdapterFactory(timeProvider, store, cache), streamer, store);
 }
 exports.createBacktesterAdapterFactory = createBacktesterAdapterFactory;
-class BacktesterAdapter extends __1.Adapter {
+class BacktesterAdapter extends adapter_1.Adapter {
     constructor(decoratedAdapter, streamer, store) {
         super(streamer.getTimeProvider());
         this.decoratedAdapter = decoratedAdapter;

package/dist/adapter/backtester/backtester-cursor.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"backtester-cursor.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,MAAM,cAAc,CAAC;AAClD,OAAO,EAAE,SAAS,EAAE,MAAM,cAAc,CAAC;AACzC,OAAO,EAAE,IAAI,EAAE,YAAY,EAAE,MAAM,eAAe,CAAC;AAGnD,qBAAa,gBAAgB;IASf,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IAAE,OAAO,CAAC,QAAQ,CAAC,IAAI;IAR1E,OAAO,CAAC,IAAI,CAA6B;IACzC,OAAO,CAAC,SAAS,CAAK;IACtB,SAAS,UAAS;IAElB,IAAI,IAAI,IAAI,MAAM,CAEjB;gBAEoB,UAAU,EAAE,kBAAkB,EAAmB,IAAI,EAAE,IAAI;IAEhF,IAAI,IAAI,YAAY,GAAG,SAAS;IAQhC,OAAO,IAAI,YAAY;IAIjB,aAAa,CAAC,IAAI,EAAE,SAAS,EAAE,EAAE,EAAE,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC;CAkBhE"}
+{"version":3,"file":"backtester-cursor.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAC;AACjD,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACxC,OAAO,EAAE,IAAI,EAAE,YAAY,EAAE,MAAM,cAAc,CAAC;AAElD,qBAAa,gBAAgB;IASf,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IAAE,OAAO,CAAC,QAAQ,CAAC,IAAI;IAR1E,OAAO,CAAC,IAAI,CAA6B;IACzC,OAAO,CAAC,SAAS,CAAK;IACtB,SAAS,UAAS;IAElB,IAAI,IAAI,IAAI,MAAM,CAEjB;gBAEoB,UAAU,EAAE,kBAAkB,EAAmB,IAAI,EAAE,IAAI;IAEhF,IAAI,IAAI,YAAY,GAAG,SAAS;IAQhC,OAAO,IAAI,YAAY;IAIjB,aAAa,CAAC,IAAI,EAAE,SAAS,EAAE,EAAE,EAAE,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC;CAkBhE"}

package/dist/adapter/backtester/backtester-cursor.js

@@ -10,7 +10,7 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.BacktesterCursor = void 0;
-const error_1 = require("../error");
+const adapter_1 = require("../../adapter");
 class BacktesterCursor {
     constructor(instrument, feed) {
         this.instrument = instrument;
@@ -37,7 +37,7 @@ class BacktesterCursor {
                 return;
             }
             if (this.size > 0) {
-                throw (0, error_1.backtestPageNotEmpty)();
+                throw new adapter_1.BacktestPageNotEmpty();
             }
             this.pageIndex = 0;
             this.page = yield this.feed.query(this.instrument, {

package/dist/adapter/backtester/backtester-cursor.spec.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=backtester-cursor.spec.d.ts.map

package/dist/adapter/backtester/backtester-cursor.spec.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"backtester-cursor.spec.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-cursor.spec.ts"],"names":[],"mappings":""}

package/dist/adapter/backtester/backtester-cursor.spec.js

@@ -0,0 +1,47 @@
+"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 });
+const adapter_1 = require("../../adapter");
+const domain_1 = require("../../domain");
+const shared_1 = require("../../shared");
+const storage_1 = require("../../storage");
+const store_1 = require("../../store");
+describe(adapter_1.BacktesterCursor.name, () => {
+    test('should repeat specific events', () => __awaiter(void 0, void 0, void 0, function* () {
+        const instrument = (0, domain_1.instrumentOf)('binance:btc-usdt');
+        const feed = new storage_1.Feed(new storage_1.InMemoryStorage());
+        const cursor = new adapter_1.BacktesterCursor(instrument, feed);
+        feed.save([
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(1), (0, shared_1.d)(1), 1),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(2), (0, shared_1.d)(2), 2),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(3), (0, shared_1.d)(3), 3),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(4), (0, shared_1.d)(4), 4),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(5), (0, shared_1.d)(5), 5),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(6), (0, shared_1.d)(6), 6),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(7), (0, shared_1.d)(7), 7),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(8), (0, shared_1.d)(8), 8)
+        ]);
+        yield cursor.fetchNextPage(0, 4);
+        expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(1), (0, shared_1.d)(1), 1));
+        expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(2), (0, shared_1.d)(2), 2));
+        expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(3), (0, shared_1.d)(3), 3));
+        expect(cursor.peek()).toEqual(undefined);
+        yield cursor.fetchNextPage(3, 7);
+        expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(4), (0, shared_1.d)(4), 4));
+        expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(5), (0, shared_1.d)(5), 5));
+        expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(6), (0, shared_1.d)(6), 6));
+        expect(cursor.peek()).toEqual(undefined);
+        yield cursor.fetchNextPage(6, 10);
+        expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(7), (0, shared_1.d)(7), 7));
+        expect(cursor.dequeue()).toEqual(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(8), (0, shared_1.d)(8), 8));
+        expect(cursor.peek()).toEqual(undefined);
+    }));
+});

package/dist/adapter/backtester/backtester-streamer.d.ts

@@ -1,8 +1,8 @@
+import { AdapterTimeProvider } from '../../adapter';
 import { InstrumentSelector } from '../../domain';
 import { timestamp } from '../../shared';
 import { Feed } from '../../storage';
 import { Store } from '../../store';
-import { AdapterTimeProvider } from '../adapter';
 /**
  * Listen to backtest session events.
  */

package/dist/adapter/backtester/backtester-streamer.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"backtester-streamer.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-streamer.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,MAAM,cAAc,CAAC;AAClD,OAAO,EAAE,SAAS,EAAE,MAAM,cAAc,CAAC;AACzC,OAAO,EAAE,IAAI,EAAE,MAAM,eAAe,CAAC;AACrC,OAAO,EAAE,KAAK,EAAE,MAAM,aAAa,CAAC;AACpC,OAAO,EAAE,mBAAmB,EAAE,MAAM,YAAY,CAAC;AAIjD;;GAEG;AACH,MAAM,WAAW,kBAAkB;IACjC;;OAEG;IACH,iBAAiB,CAAC,CAAC,QAAQ,EAAE,kBAAkB,GAAG,IAAI,CAAC;IAEvD;;OAEG;IACH,iBAAiB,CAAC,CAAC,QAAQ,EAAE,kBAAkB,GAAG,IAAI,CAAC;IAEvD;;OAEG;IACH,mBAAmB,CAAC,CAAC,QAAQ,EAAE,kBAAkB,GAAG,IAAI,CAAC;CAC1D;AAED,qBAAa,kBAAkB;IAS3B,OAAO,CAAC,QAAQ,CAAC,KAAK;IACtB,OAAO,CAAC,QAAQ,CAAC,IAAI;IACrB,OAAO,CAAC,QAAQ,CAAC,MAAM;IACvB,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAC;IAX5B,OAAO,CAAC,mBAAmB,CAAS;IACpC,OAAO,CAAC,MAAM,CAAwC;IACtD,OAAO,CAAC,WAAW,CAAK;IAExB,SAAS,EAAE,SAAS,CAAC;IACrB,QAAQ,SAAK;gBAGM,KAAK,EAAE,KAAK,EACZ,IAAI,EAAE,IAAI,EACV,MAAM,EAAE;QAAE,IAAI,EAAE,MAAM,CAAC;QAAC,EAAE,EAAE,MAAM,CAAA;KAAE,EACpC,QAAQ,CAAC,gCAAoB;IAShD,eAAe,IAAI,mBAAmB;IAQtC,SAAS,CAAC,UAAU,EAAE,kBAAkB;IAUxC;;OAEG;IACH,IAAI;IAIJ;;OAEG;IACH,WAAW;YAsCG,WAAW;YAwBX,OAAO;CAetB"}
+{"version":3,"file":"backtester-streamer.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-streamer.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,mBAAmB,EAIpB,MAAM,cAAc,CAAC;AACtB,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAC;AACjD,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACxC,OAAO,EAAE,IAAI,EAAE,MAAM,cAAc,CAAC;AACpC,OAAO,EAAE,KAAK,EAAE,MAAM,YAAY,CAAC;AAEnC;;GAEG;AACH,MAAM,WAAW,kBAAkB;IACjC;;OAEG;IACH,iBAAiB,CAAC,CAAC,QAAQ,EAAE,kBAAkB,GAAG,IAAI,CAAC;IAEvD;;OAEG;IACH,iBAAiB,CAAC,CAAC,QAAQ,EAAE,kBAAkB,GAAG,IAAI,CAAC;IAEvD;;OAEG;IACH,mBAAmB,CAAC,CAAC,QAAQ,EAAE,kBAAkB,GAAG,IAAI,CAAC;CAC1D;AAED,qBAAa,kBAAkB;IAS3B,OAAO,CAAC,QAAQ,CAAC,KAAK;IACtB,OAAO,CAAC,QAAQ,CAAC,IAAI;IACrB,OAAO,CAAC,QAAQ,CAAC,MAAM;IACvB,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAC;IAX5B,OAAO,CAAC,mBAAmB,CAAS;IACpC,OAAO,CAAC,MAAM,CAAwC;IACtD,OAAO,CAAC,WAAW,CAAK;IAExB,SAAS,EAAE,SAAS,CAAC;IACrB,QAAQ,SAAK;gBAGM,KAAK,EAAE,KAAK,EACZ,IAAI,EAAE,IAAI,EACV,MAAM,EAAE;QAAE,IAAI,EAAE,MAAM,CAAC;QAAC,EAAE,EAAE,MAAM,CAAA;KAAE,EACpC,QAAQ,CAAC,gCAAoB;IAShD,eAAe,IAAI,mBAAmB;IAQtC,SAAS,CAAC,UAAU,EAAE,kBAAkB;IAUxC;;OAEG;IACH,IAAI;IAIJ;;OAEG;IACH,WAAW;YAsCG,WAAW;YAwBX,OAAO;CAetB"}

package/dist/adapter/backtester/backtester-streamer.js

@@ -10,8 +10,7 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.BacktesterStreamer = void 0;
-const backtester_cursor_1 = require("./backtester-cursor");
-const error_1 = require("./error");
+const adapter_1 = require("../../adapter");
 class BacktesterStreamer {
     constructor(store, feed, period, listener) {
         this.store = store;
@@ -23,7 +22,7 @@ class BacktesterStreamer {
         this.stopAcquire = 1;
         this.sequence = 0;
         if (period.from == undefined || period.to == undefined) {
-            throw (0, error_1.missingPeriodParametersError)();
+            throw new adapter_1.MissingPeriodParametersError();
         }
         this.timestamp = period.from;
     }
@@ -37,7 +36,7 @@ class BacktesterStreamer {
         if (instrument.id in this.cursor) {
             return;
         }
-        const cursor = new backtester_cursor_1.BacktesterCursor(instrument, this.feed);
+        const cursor = new adapter_1.BacktesterCursor(instrument, this.feed);
         this.cursor[instrument.id] = cursor;
     }
     /**
@@ -97,7 +96,7 @@ class BacktesterStreamer {
             this.sequence++;
             this.store.dispatch(event);
             if (cursor.dequeue().timestamp != event.timestamp) {
-                throw (0, error_1.invalidEventSequenceError)();
+                throw new adapter_1.InvalidEventSequenceError();
             }
             return true;
         });

package/dist/adapter/backtester/backtester-streamer.spec.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=backtester-streamer.spec.d.ts.map

package/dist/adapter/backtester/backtester-streamer.spec.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"backtester-streamer.spec.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-streamer.spec.ts"],"names":[],"mappings":""}

package/dist/adapter/backtester/backtester-streamer.spec.js

@@ -0,0 +1,45 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const adapter_1 = require("../../adapter");
+const domain_1 = require("../../domain");
+const shared_1 = require("../../shared");
+const storage_1 = require("../../storage");
+const store_1 = require("../../store");
+describe(adapter_1.BacktesterStreamer.name, () => {
+    const instrument = new domain_1.Instrument(0, new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt', domain_1.Commission.Zero);
+    test('should repeat specific events', done => {
+        const feed = new storage_1.Feed(new storage_1.InMemoryStorage());
+        const store = new store_1.Store();
+        store.snapshot.universe.instrument.upsert(instrument);
+        store.snapshot.subscription.instrument.upsert(instrument);
+        const streamer = new adapter_1.BacktesterStreamer(store, feed, {
+            from: 0,
+            to: 10
+        }, {
+            onBacktestCompleted: () => {
+                var _a;
+                const trade = (_a = store.snapshot.trade.get(instrument.id)) !== null && _a !== void 0 ? _a : fail();
+                expect(trade.timestamp).toEqual(8);
+                expect(trade.rate).toEqual((0, shared_1.d)(8));
+                expect(trade.quantity).toEqual((0, shared_1.d)(8));
+                expect(store.snapshot.timestamp).toEqual(8);
+                done();
+            }
+        });
+        feed
+            .save([
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(1), (0, shared_1.d)(1), 1),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(2), (0, shared_1.d)(2), 2),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(3), (0, shared_1.d)(3), 3),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(4), (0, shared_1.d)(4), 4),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(5), (0, shared_1.d)(5), 5),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(6), (0, shared_1.d)(6), 6),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(7), (0, shared_1.d)(7), 7),
+            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(8), (0, shared_1.d)(8), 8)
+        ])
+            .then(() => {
+            streamer.subscribe(instrument);
+            streamer.tryContinue();
+        });
+    });
+});

package/dist/adapter/backtester/error.d.ts

@@ -1,3 +1,7 @@
-export declare function missingPeriodParametersError(): Error;
-export declare function invalidEventSequenceError(): Error;
+export declare class MissingPeriodParametersError extends Error {
+    constructor();
+}
+export declare class InvalidEventSequenceError extends Error {
+    constructor();
+}
 //# sourceMappingURL=error.d.ts.map

package/dist/adapter/backtester/error.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"error.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/error.ts"],"names":[],"mappings":"AAAA,wBAAgB,4BAA4B,UAE3C;AAED,wBAAgB,yBAAyB,UAExC"}
+{"version":3,"file":"error.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/error.ts"],"names":[],"mappings":"AAAA,qBAAa,4BAA6B,SAAQ,KAAK;;CAItD;AAED,qBAAa,yBAA0B,SAAQ,KAAK;;CAInD"}

package/dist/adapter/backtester/error.js

@@ -1,11 +1,15 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.invalidEventSequenceError = exports.missingPeriodParametersError = void 0;
-function missingPeriodParametersError() {
-    return new Error('invalid backtest options, please provide from and to period.');
+exports.InvalidEventSequenceError = exports.MissingPeriodParametersError = void 0;
+class MissingPeriodParametersError extends Error {
+    constructor() {
+        super('invalid backtest options, please provide from and to period.');
+    }
 }
-exports.missingPeriodParametersError = missingPeriodParametersError;
-function invalidEventSequenceError() {
-    return new Error('invalid event to consume');
+exports.MissingPeriodParametersError = MissingPeriodParametersError;
+class InvalidEventSequenceError extends Error {
+    constructor() {
+        super('invalid event to consume');
+    }
 }
-exports.invalidEventSequenceError = invalidEventSequenceError;
+exports.InvalidEventSequenceError = InvalidEventSequenceError;

package/dist/adapter/backtester/index.d.ts

@@ -1,3 +1,5 @@
-export * from './backtester-adapter';
-export * from './backtester-streamer';
+export * from '../../adapter/backtester/backtester-adapter';
+export * from '../../adapter/backtester/backtester-streamer';
+export * from '../../adapter/backtester/backtester-cursor';
+export * from '../../adapter/backtester/error';
 //# sourceMappingURL=index.d.ts.map

package/dist/adapter/backtester/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/index.ts"],"names":[],"mappings":"AAAA,cAAc,sBAAsB,CAAC;AACrC,cAAc,uBAAuB,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/index.ts"],"names":[],"mappings":"AAAA,cAAc,4CAA4C,CAAC;AAC3D,cAAc,6CAA6C,CAAC;AAC5D,cAAc,2CAA2C,CAAC;AAC1D,cAAc,+BAA+B,CAAC"}

package/dist/adapter/backtester/index.js

@@ -14,5 +14,7 @@ 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);
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-__exportStar(require("./backtester-adapter"), exports);
-__exportStar(require("./backtester-streamer"), exports);
+__exportStar(require("../../adapter/backtester/backtester-adapter"), exports);
+__exportStar(require("../../adapter/backtester/backtester-streamer"), exports);
+__exportStar(require("../../adapter/backtester/backtester-cursor"), exports);
+__exportStar(require("../../adapter/backtester/error"), exports);

package/dist/adapter/error.d.ts

@@ -1,4 +1,10 @@
-export declare function adapterNotFoundError(adapterName: string): Error;
-export declare function noPaperEngineProvidedError(): Error;
-export declare function backtestPageNotEmpty(): Error;
+export declare class AdapterNotFoundError extends Error {
+    constructor(adapterName: string);
+}
+export declare class NoPaperEngineProvidedError extends Error {
+    constructor();
+}
+export declare class BacktestPageNotEmpty extends Error {
+    constructor();
+}
 //# sourceMappingURL=error.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"error.d.ts","sourceRoot":"","sources":["../../src/adapter/error.ts"],"names":[],"mappings":"AAAA,wBAAgB,oBAAoB,CAAC,WAAW,EAAE,MAAM,SAIvD;AAED,wBAAgB,0BAA0B,UAEzC;AAED,wBAAgB,oBAAoB,UAEnC"}
+{"version":3,"file":"error.d.ts","sourceRoot":"","sources":["../../src/adapter/error.ts"],"names":[],"mappings":"AAAA,qBAAa,oBAAqB,SAAQ,KAAK;gBACjC,WAAW,EAAE,MAAM;CAKhC;AAED,qBAAa,0BAA2B,SAAQ,KAAK;;CAIpD;AAED,qBAAa,oBAAqB,SAAQ,KAAK;;CAI9C"}

package/dist/adapter/error.js

@@ -1,15 +1,21 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.backtestPageNotEmpty = exports.noPaperEngineProvidedError = exports.adapterNotFoundError = void 0;
-function adapterNotFoundError(adapterName) {
-    return new Error(`Unknown adapter: ${adapterName}. You should provide adapter in session descriptor.`);
+exports.BacktestPageNotEmpty = exports.NoPaperEngineProvidedError = exports.AdapterNotFoundError = void 0;
+class AdapterNotFoundError extends Error {
+    constructor(adapterName) {
+        super(`Unknown adapter: ${adapterName}. You should provide adapter in session descriptor.`);
+    }
 }
-exports.adapterNotFoundError = adapterNotFoundError;
-function noPaperEngineProvidedError() {
-    return new Error('No paper engine provided.');
+exports.AdapterNotFoundError = AdapterNotFoundError;
+class NoPaperEngineProvidedError extends Error {
+    constructor() {
+        super('No paper engine provided.');
+    }
 }
-exports.noPaperEngineProvidedError = noPaperEngineProvidedError;
-function backtestPageNotEmpty() {
-    return new Error('Backtest page is not empty');
+exports.NoPaperEngineProvidedError = NoPaperEngineProvidedError;
+class BacktestPageNotEmpty extends Error {
+    constructor() {
+        super('Backtest page is not empty');
+    }
 }
-exports.backtestPageNotEmpty = backtestPageNotEmpty;
+exports.BacktestPageNotEmpty = BacktestPageNotEmpty;

package/dist/adapter/index.d.ts

@@ -1,5 +1,6 @@
-export * from './adapter';
-export * from './adapter-aggregate';
-export * from './backtester';
-export * from './paper';
+export * from '../adapter/adapter';
+export * from '../adapter/adapter-aggregate';
+export * from '../adapter/backtester';
+export * from '../adapter/paper';
+export * from '../adapter/error';
 //# sourceMappingURL=index.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/adapter/index.ts"],"names":[],"mappings":"AAAA,cAAc,WAAW,CAAC;AAC1B,cAAc,qBAAqB,CAAC;AACpC,cAAc,cAAc,CAAC;AAC7B,cAAc,SAAS,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/adapter/index.ts"],"names":[],"mappings":"AAAA,cAAc,sBAAsB,CAAC;AACrC,cAAc,gCAAgC,CAAC;AAC/C,cAAc,yBAAyB,CAAC;AACxC,cAAc,oBAAoB,CAAC;AACnC,cAAc,oBAAoB,CAAC"}

package/dist/adapter/index.js

@@ -14,7 +14,8 @@ 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);
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-__exportStar(require("./adapter"), exports);
-__exportStar(require("./adapter-aggregate"), exports);
-__exportStar(require("./backtester"), exports);
-__exportStar(require("./paper"), exports);
+__exportStar(require("../adapter/adapter"), exports);
+__exportStar(require("../adapter/adapter-aggregate"), exports);
+__exportStar(require("../adapter/backtester"), exports);
+__exportStar(require("../adapter/paper"), exports);
+__exportStar(require("../adapter/error"), exports);

package/dist/adapter/paper/engine/paper-engine.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"paper-engine.d.ts","sourceRoot":"","sources":["../../../../src/adapter/paper/engine/paper-engine.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,KAAK,EAAoB,MAAM,iBAAiB,CAAC;AAE1D,OAAO,EAUL,KAAK,EACN,MAAM,gBAAgB,CAAC;AAGxB,qBAAa,WAAW;IACV,OAAO,CAAC,QAAQ,CAAC,KAAK;gBAAL,KAAK,EAAE,KAAK;IAclC,IAAI,CAAC,KAAK,EAAE,KAAK;IAkBjB,MAAM,CAAC,KAAK,EAAE,KAAK;IAW1B,OAAO,CAAC,WAAW;IA2BnB,OAAO,CAAC,OAAO;IAuBf,OAAO,CAAC,aAAa;CAsCtB"}
+{"version":3,"file":"paper-engine.d.ts","sourceRoot":"","sources":["../../../../src/adapter/paper/engine/paper-engine.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,KAAK,EAAoB,MAAM,aAAa,CAAC;AAEtD,OAAO,EAQL,KAAK,EACN,MAAM,YAAY,CAAC;AAEpB,qBAAa,WAAW;IACV,OAAO,CAAC,QAAQ,CAAC,KAAK;gBAAL,KAAK,EAAE,KAAK;IAclC,IAAI,CAAC,KAAK,EAAE,KAAK;IAYjB,MAAM,CAAC,KAAK,EAAE,KAAK;IAQ1B,OAAO,CAAC,WAAW;IA2BnB,OAAO,CAAC,OAAO;IAuBf,OAAO,CAAC,aAAa;CAmCtB"}

package/dist/adapter/paper/engine/paper-engine.js

@@ -5,16 +5,15 @@ const rxjs_1 = require("rxjs");
 const domain_1 = require("../../../domain");
 const shared_1 = require("../../../shared");
 const store_1 = require("../../../store");
-const error_1 = require("../../../store/error");
 class PaperEngine {
     constructor(store) {
         this.store = store;
         store.changes$
             .pipe((0, rxjs_1.tap)(it => {
-            if (it instanceof domain_1.Orderbook) {
+            if (it.type === domain_1.Orderbook.type) {
                 this.onOrderbook(it);
             }
-            else if (it instanceof domain_1.Trade) {
+            else if (it.type === domain_1.Trade.type) {
                 this.onTrade(it);
             }
         }))
@@ -23,17 +22,17 @@ class PaperEngine {
     open(order) {
         const { timestamp } = this.store.snapshot;
         try {
-            this.store.dispatch(new store_1.OrderNewEvent(order, timestamp), new store_1.BalanceLockOrderEvent(order.id, order.instrument, timestamp));
+            this.store.dispatch(new store_1.OrderNewEvent(order, timestamp));
             this.store.dispatch(new store_1.OrderPendingEvent(order.id, order.instrument, timestamp));
         }
         catch (error) {
-            this.store.dispatch(new store_1.BalanceUnlockOrderEvent(order.id, order.instrument, timestamp), new store_1.OrderRejectedEvent(order.id, order.instrument, timestamp));
+            this.store.dispatch(new store_1.OrderRejectedEvent(order.id, order.instrument, timestamp));
         }
     }
     cancel(order) {
         const { timestamp } = this.store.snapshot;
         this.store.dispatch(new store_1.OrderCancelingEvent(order.id, order.instrument, timestamp));
-        this.store.dispatch(new store_1.BalanceUnlockOrderEvent(order.id, order.instrument, timestamp), new store_1.OrderCanceledEvent(order.id, order.instrument, timestamp));
+        this.store.dispatch(new store_1.OrderCanceledEvent(order.id, order.instrument, timestamp));
     }
     onOrderbook(orderbook) {
         const orders = this.store.snapshot.order.get(orderbook.instrument.id);
@@ -88,7 +87,7 @@ class PaperEngine {
         const { timestamp } = this.store.snapshot;
         const instrument = this.store.snapshot.universe.instrument.get(order.instrument.id);
         if (!instrument) {
-            throw (0, error_1.instrumentNotSupportedError)(order.instrument);
+            throw new store_1.InstrumentNotSupportedError(order.instrument);
         }
         const transacted = {
             base: shared_1.d.Zero,
@@ -103,7 +102,7 @@ class PaperEngine {
             transacted.base = transacted.base.minus(instrument.base.floor(qty));
             transacted.quote = transacted.quote.plus(instrument.quote.floor(instrument.commission.applyMakerFee(averageExecutionRate.mul(qty))));
         }
-        this.store.dispatch(new store_1.BalanceUnlockOrderEvent(order.id, order.instrument, timestamp), new store_1.OrderFilledEvent(order.id, order.instrument, averageExecutionRate, timestamp), new store_1.BalanceTransactEvent(instrument.base, transacted.base, timestamp), new store_1.BalanceTransactEvent(instrument.quote, transacted.quote, timestamp));
+        this.store.dispatch(new store_1.OrderFilledEvent(order.id, order.instrument, averageExecutionRate, timestamp));
     }
 }
 exports.PaperEngine = PaperEngine;

package/dist/adapter/paper/engine/paper-engine.spec.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=paper-engine.spec.d.ts.map

package/dist/adapter/paper/engine/paper-engine.spec.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"paper-engine.spec.d.ts","sourceRoot":"","sources":["../../../../src/adapter/paper/engine/paper-engine.spec.ts"],"names":[],"mappings":""}