@quantform/core 0.6.5 → 0.6.7

package/src/store/store-position-event.ts

@@ -1,22 +1,26 @@
-import { Instrument, Position, PositionMode } from '../domain';
-import { decimal, timestamp } from '../shared';
-import { balanceNotFoundError, instrumentNotSubscribedError } from './error';
-import { StoreEvent } from './store-event';
-import { State, StateChangeTracker } from './store-state';
+import { Instrument, Position, PositionMode } from '@lib/domain';
+import { decimal, timestamp } from '@lib/shared';
+import {
+  BalanceNotFoundError,
+  InstrumentNotSubscribedError,
+  State,
+  StateChangeTracker,
+  StoreEvent
+} from '@lib/store';
 
 export class PositionLoadEvent implements StoreEvent {
   constructor(readonly position: Position, readonly timestamp: timestamp) {}
 
   handle(state: State): void {
     if (!state.subscription.instrument.get(this.position.instrument.id)) {
-      throw instrumentNotSubscribedError(this.position.instrument);
+      throw new InstrumentNotSubscribedError(this.position.instrument);
     }
 
     this.position.timestamp = this.timestamp;
 
     const balance = state.balance.get(this.position.instrument.quote.id);
     if (!balance) {
-      throw balanceNotFoundError(this.position.instrument.quote);
+      throw new BalanceNotFoundError(this.position.instrument.quote);
     }
 
     balance.position[this.position.id] = this.position;
@@ -48,12 +52,12 @@ export class PositionPatchEvent implements StoreEvent {
   // eslint-disable-next-line complexity
   handle(state: State, changes: StateChangeTracker): void {
     if (!state.subscription.instrument.get(this.instrument.id)) {
-      throw instrumentNotSubscribedError(this.instrument);
+      throw new InstrumentNotSubscribedError(this.instrument);
     }
 
     const balance = state.balance.get(this.instrument.quote.id);
     if (!balance) {
-      throw balanceNotFoundError(this.instrument.quote);
+      throw new BalanceNotFoundError(this.instrument.quote);
     }
 
     const orderbook = state.orderbook.get(this.instrument.id);

package/src/store/store-state.ts

@@ -8,8 +8,8 @@ import {
   Order,
   Orderbook,
   Trade
-} from '../domain';
-import { Set, timestamp } from '../shared';
+} from '@lib/domain';
+import { Set, timestamp } from '@lib/shared';
 
 export interface StateChangeTracker {
   commit(component: Component): void;

package/src/store/store-trade-event.spec.ts

@@ -1,7 +1,6 @@
-import { Asset, Commission, Instrument } from '../domain';
-import { d, now } from '../shared';
-import { TradePatchEvent } from '.';
-import { Store } from './store';
+import { Asset, Commission, Instrument } from '@lib/domain';
+import { d, now } from '@lib/shared';
+import { Store, TradePatchEvent } from '@lib/store';
 
 const instrument = new Instrument(
   0,
@@ -11,7 +10,7 @@ const instrument = new Instrument(
   Commission.Zero
 );
 
-describe('TradePatchEvent', () => {
+describe(TradePatchEvent.name, () => {
   test('should create a new trade object and patch a store', () => {
     const timestamp = now();
     const store = new Store();

package/src/store/store-trade-event.ts

@@ -1,8 +1,12 @@
-import { InstrumentSelector, Trade } from '../domain';
-import { d, decimal, timestamp } from '../shared';
-import { instrumentNotSubscribedError, instrumentNotSupportedError } from './error';
-import { StoreEvent } from './store-event';
-import { State, StateChangeTracker } from './store-state';
+import { InstrumentSelector, Trade } from '@lib/domain';
+import { d, decimal, timestamp } from '@lib/shared';
+import {
+  InstrumentNotSubscribedError,
+  InstrumentNotSupportedError,
+  State,
+  StateChangeTracker,
+  StoreEvent
+} from '@lib/store';
 
 /**
  * Patches a store with specific event @see TradePatchEvent
@@ -18,12 +22,12 @@ export class TradePatchEvent implements StoreEvent {
 
   handle(state: State, changes: StateChangeTracker): void {
     if (!state.subscription.instrument.get(this.instrument.id)) {
-      throw instrumentNotSubscribedError(this.instrument);
+      throw new InstrumentNotSubscribedError(this.instrument);
     }
 
     const instrument = state.universe.instrument.get(this.instrument.id);
     if (!instrument) {
-      throw instrumentNotSupportedError(this.instrument);
+      throw new InstrumentNotSupportedError(this.instrument);
     }
 
     const trade = state.trade.tryGetOrSet(

package/src/store/store.spec.ts

@@ -1,17 +1,18 @@
-import { withLatestFrom } from 'rxjs';
+import { combineLatest } from 'rxjs';
 
-import { Asset, balance, Commission, Instrument, Order, order } from '../domain';
-import { d, now } from '../shared';
-import { Store } from './store';
-import { BalanceTransactEvent } from './store-balance-event';
+import { Asset, balance, Commission, Instrument, Order, order } from '@lib/domain';
+import { d, now } from '@lib/shared';
 import {
+  BalanceLoadEvent,
+  BalancePatchEvent,
   OrderCanceledEvent,
   OrderCancelingEvent,
   OrderFilledEvent,
   OrderLoadEvent,
   OrderNewEvent,
-  OrderPendingEvent
-} from './store-order-event';
+  OrderPendingEvent,
+  Store
+} from '@lib/store';
 
 const instrument = new Instrument(
   0,
@@ -21,11 +22,15 @@ const instrument = new Instrument(
   Commission.Zero
 );
 
-describe('Store', () => {
+describe(Store.name, () => {
   let store: Store;
 
   beforeEach(() => {
     store = new Store();
+
+    store.snapshot.universe.asset.upsert(instrument.base);
+    store.snapshot.universe.asset.upsert(instrument.quote);
+    store.snapshot.universe.instrument.upsert(instrument);
   });
 
   test('should load an existing order and not pipe a changes', () => {
@@ -37,7 +42,10 @@ describe('Store', () => {
       }
     });
 
-    store.dispatch(new OrderLoadEvent(new Order(0, '1', instrument, d(10), 0), now()));
+    store.dispatch(
+      new BalanceLoadEvent(instrument.quote, d(100), d.Zero, now()),
+      new OrderLoadEvent(new Order(0, '1', instrument, d(10), 0), now())
+    );
 
     expect(hasUpdatedOrder).toBe(false);
   });
@@ -51,7 +59,11 @@ describe('Store', () => {
       }
     });
 
-    store.dispatch(new OrderNewEvent(new Order(0, '1', instrument, d(10), 0), now()));
+    store.dispatch(
+      new BalanceLoadEvent(instrument.base, d(100), d.Zero, now()),
+      new BalanceLoadEvent(instrument.quote, d(100), d.Zero, now()),
+      new OrderNewEvent(new Order(0, '1', instrument, d(10), 0), now())
+    );
 
     expect(hasUpdatedOrder).toBe(true);
   });
@@ -67,6 +79,8 @@ describe('Store', () => {
 
     const buyOrder = new Order(0, '1', instrument, d(10), 0);
 
+    store.dispatch(new BalanceLoadEvent(instrument.base, d(100), d.Zero, now()));
+    store.dispatch(new BalanceLoadEvent(instrument.quote, d(100), d.Zero, now()));
     store.dispatch(new OrderNewEvent(buyOrder, now()));
     store.dispatch(new OrderPendingEvent(buyOrder.id, instrument, now()));
 
@@ -85,6 +99,8 @@ describe('Store', () => {
 
     const buyOrder = new Order(0, '1', instrument, d(10), 0);
 
+    store.dispatch(new BalanceLoadEvent(instrument.base, d(100), d.Zero, now()));
+    store.dispatch(new BalanceLoadEvent(instrument.quote, d(100), d.Zero, now()));
     store.dispatch(new OrderNewEvent(buyOrder, now()));
     store.dispatch(new OrderPendingEvent(buyOrder.id, instrument, now()));
     store.dispatch(new OrderFilledEvent(buyOrder.id, instrument, d(44), now()));
@@ -105,6 +121,8 @@ describe('Store', () => {
 
     const buyOrder = new Order(0, '1', instrument, d(10), 0);
 
+    store.dispatch(new BalanceLoadEvent(instrument.base, d(100), d.Zero, now()));
+    store.dispatch(new BalanceLoadEvent(instrument.quote, d(100), d.Zero, now()));
     store.dispatch(new OrderNewEvent(buyOrder, now()));
     store.dispatch(new OrderPendingEvent(buyOrder.id, instrument, now()));
     store.dispatch(new OrderCancelingEvent(buyOrder.id, instrument, now()));
@@ -115,36 +133,30 @@ describe('Store', () => {
   });
 
   test('should patch balance with order and pipe changes once', done => {
-    store.snapshot.universe.instrument.upsert(instrument);
-    store.snapshot.universe.asset.upsert(instrument.quote);
-
-    store.changes$
-      .pipe(
-        balance(instrument.quote, store.snapshot),
-        withLatestFrom(store.changes$.pipe(order(instrument)))
-      )
-      .subscribe({
-        next: ([balance, order]) => {
-          expect(balance.free).toEqual(d(10));
-          expect(order.state).toEqual('PENDING');
-
-          done();
-        }
-      });
+    combineLatest([
+      store.changes$.pipe(balance(instrument.quote, store.snapshot)),
+      store.changes$.pipe(order(instrument))
+    ]).subscribe({
+      next: ([balance, order]) => {
+        expect(balance.free).toEqual(d(10));
+        expect(order.state).toEqual('PENDING');
+
+        done();
+      }
+    });
 
     const buyOrder = new Order(0, '1', instrument, d(10), 0);
 
     store.dispatch(
+      new BalanceLoadEvent(instrument.base, d(10), d.Zero, now()),
+      new BalanceLoadEvent(instrument.quote, d(10), d.Zero, now()),
       new OrderNewEvent(buyOrder, now()),
       new OrderPendingEvent(buyOrder.id, instrument, now()),
-      new BalanceTransactEvent(instrument.quote, d(10), now())
+      new BalancePatchEvent(instrument.quote, d(10), d.Zero, now())
     );
   });
 
   test('should pipe balance and order changes', done => {
-    store.snapshot.universe.instrument.upsert(instrument);
-    store.snapshot.universe.asset.upsert(instrument.quote);
-
     let counter = 2;
 
     store.changes$.pipe(balance(instrument.quote, store.snapshot)).subscribe({
@@ -174,9 +186,11 @@ describe('Store', () => {
     const buyOrder = new Order(0, '1', instrument, d(10), 0);
 
     store.dispatch(
+      new BalanceLoadEvent(instrument.base, d(10), d.Zero, now()),
+      new BalanceLoadEvent(instrument.quote, d(10), d.Zero, now()),
       new OrderNewEvent(buyOrder, now()),
       new OrderPendingEvent(buyOrder.id, instrument, now()),
-      new BalanceTransactEvent(instrument.quote, d(10), now())
+      new BalancePatchEvent(instrument.quote, d(10), d.Zero, now())
     );
   });
 });

package/src/store/store.ts

@@ -1,8 +1,7 @@
 import { Observable, Subject } from 'rxjs';
 
-import { Component } from '../domain';
-import { StoreEvent } from './store-event';
-import { State, StateChangeTracker } from './store-state';
+import { Component } from '@lib/domain';
+import { State, StateChangeTracker, StoreEvent } from '@lib/store';
 
 export class Store implements StateChangeTracker {
   private readonly pendingChanges = new Array<Component>();
@@ -23,6 +22,10 @@ export class Store implements StateChangeTracker {
   }
 
   commit(component: Component) {
+    if (this.pendingChanges.some(it => it === component)) {
+      return;
+    }
+
     this.pendingChanges.push(component);
   }
 

package/tsconfig.json

@@ -1,15 +1,18 @@
 {
   "extends": "../../tsconfig.lib.json",
   "compilerOptions": {
-    "outDir": "dist"
+    "rootDir": "src",
+    "baseUrl": ".",
+    "outDir": "dist",
+    "paths": {
+      "@lib/*": ["src/*"]
+    }
   },
   "include": [
     "src/**/*",
   ],
   "exclude": [
     "jest.config.js",
-    "**/*.spec.ts",
-    "**/*.test.ts",
-    "lib/**/*"
+    "dist/**/*"
   ]
 }

package/dist/cli/error.d.ts

@@ -1,2 +0,0 @@
-export declare function missingDescriptorParameterError(parameterName: string): Error;
-//# sourceMappingURL=error.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"error.d.ts","sourceRoot":"","sources":["../../src/cli/error.ts"],"names":[],"mappings":"AAAA,wBAAgB,+BAA+B,CAAC,aAAa,EAAE,MAAM,SAIpE"}

package/dist/cli/error.js

@@ -1,7 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.missingDescriptorParameterError = void 0;
-function missingDescriptorParameterError(parameterName) {
-    return new Error(`please set a "${parameterName}" date in session descriptor or provide the date as parameter.`);
-}
-exports.missingDescriptorParameterError = missingDescriptorParameterError;

package/dist/shared/pipe.d.ts

@@ -1,5 +0,0 @@
-import { Observable } from 'rxjs';
-declare type Constructor<T> = new (...args: any[]) => T;
-export declare function ofType<T extends K, K>(type: Constructor<T>): (input: Observable<K>) => Observable<T>;
-export {};
-//# sourceMappingURL=pipe.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"pipe.d.ts","sourceRoot":"","sources":["../../src/shared/pipe.ts"],"names":[],"mappings":"AAAA,OAAO,EAAe,UAAU,EAAE,MAAM,MAAM,CAAC;AAG/C,aAAK,WAAW,CAAC,CAAC,IAAI,KAAK,GAAG,IAAI,EAAE,GAAG,EAAE,KAAK,CAAC,CAAC;AAEhD,wBAAgB,MAAM,CAAC,CAAC,SAAS,CAAC,EAAE,CAAC,EAAE,IAAI,EAAE,WAAW,CAAC,CAAC,CAAC,WAC1C,WAAW,CAAC,CAAC,mBAK7B"}

package/dist/shared/pipe.js

@@ -1,8 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.ofType = void 0;
-const rxjs_1 = require("rxjs");
-function ofType(type) {
-    return (input) => input.pipe((0, rxjs_1.filter)(it => it instanceof type), (0, rxjs_1.map)(it => it));
-}
-exports.ofType = ofType;

package/src/cli/error.ts

@@ -1,5 +0,0 @@
-export function missingDescriptorParameterError(parameterName: string) {
-  return new Error(
-    `please set a "${parameterName}" date in session descriptor or provide the date as parameter.`
-  );
-}

package/src/shared/pipe.ts

@@ -1,12 +0,0 @@
-import { filter, map, Observable } from 'rxjs';
-
-// eslint-disable-next-line @typescript-eslint/no-explicit-any
-type Constructor<T> = new (...args: any[]) => T;
-
-export function ofType<T extends K, K>(type: Constructor<T>) {
-  return (input: Observable<K>) =>
-    input.pipe(
-      filter(it => it instanceof type),
-      map(it => it as T)
-    );
-}