@quantform/core 0.6.5 → 0.6.7

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

@@ -0,0 +1,63 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const adapter_1 = require("../../../adapter");
+const domain_1 = require("../../../domain");
+const shared_1 = require("../../../shared");
+const store_1 = require("../../../store");
+describe('PaperEngine', () => {
+    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);
+    const commission = (0, domain_1.commissionPercentOf)({
+        maker: (0, shared_1.d)(0.1),
+        taker: (0, shared_1.d)(0.1)
+    });
+    test('should open a new buy market order', () => {
+        var _a, _b, _c;
+        const store = new store_1.Store();
+        const engine = new adapter_1.PaperEngine(store);
+        const order = new domain_1.Order(0, '1', instrument, (0, shared_1.d)(1.0), 0);
+        store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), instrument.base, instrument.quote, commission, ''), new store_1.BalancePatchEvent(instrument.base, (0, shared_1.d)(1), shared_1.d.Zero, (0, shared_1.now)()), new store_1.BalancePatchEvent(instrument.quote, (0, shared_1.d)(1000), shared_1.d.Zero, (0, shared_1.now)()));
+        engine.open(order);
+        const pendingOrder = (_b = (_a = store.snapshot.order.get(instrument.id)) === null || _a === void 0 ? void 0 : _a.get(order.id)) !== null && _b !== void 0 ? _b : fail();
+        const balance = (_c = store.snapshot.balance.get(instrument.quote.id)) !== null && _c !== void 0 ? _c : fail();
+        expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
+        expect(pendingOrder).toEqual(order);
+        expect(balance.free).toEqual(shared_1.d.Zero);
+        expect(balance.locked).toEqual((0, shared_1.d)(1000));
+    });
+    test('should open a new sell market order', () => {
+        var _a, _b, _c;
+        const store = new store_1.Store();
+        const engine = new adapter_1.PaperEngine(store);
+        const order = new domain_1.Order(0, '1', instrument, (0, shared_1.d)(-0.6), 0);
+        store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), instrument.base, instrument.quote, commission, ''), new store_1.BalancePatchEvent(instrument.base, (0, shared_1.d)(1), shared_1.d.Zero, (0, shared_1.now)()), new store_1.BalancePatchEvent(instrument.quote, (0, shared_1.d)(1000), shared_1.d.Zero, (0, shared_1.now)()));
+        engine.open(order);
+        const pendingOrder = (_b = (_a = store.snapshot.order.get(instrument.id)) === null || _a === void 0 ? void 0 : _a.get(order.id)) !== null && _b !== void 0 ? _b : fail();
+        const balance = (_c = store.snapshot.balance.get(instrument.base.id)) !== null && _c !== void 0 ? _c : fail();
+        expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
+        expect(pendingOrder).toEqual(order);
+        expect(balance.free).toEqual((0, shared_1.d)(0.4));
+        expect(balance.locked).toEqual((0, shared_1.d)(0.6));
+    });
+    test('should open and fill a new sell limit order', () => {
+        var _a, _b, _c, _d;
+        const store = new store_1.Store();
+        const engine = new adapter_1.PaperEngine(store);
+        const order = new domain_1.Order(0, '1', instrument, (0, shared_1.d)(-0.6), 0, (0, shared_1.d)(100));
+        store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), instrument.base, instrument.quote, commission, ''), new store_1.BalancePatchEvent(instrument.base, (0, shared_1.d)(1), shared_1.d.Zero, (0, shared_1.now)()), new store_1.BalancePatchEvent(instrument.quote, (0, shared_1.d)(1000), shared_1.d.Zero, (0, shared_1.now)()), new store_1.InstrumentSubscriptionEvent((0, shared_1.now)(), instrument, true));
+        engine.open(order);
+        const pendingOrder = (_b = (_a = store.snapshot.order.get(instrument.id)) === null || _a === void 0 ? void 0 : _a.get(order.id)) !== null && _b !== void 0 ? _b : fail();
+        const baseBalance = (_c = store.snapshot.balance.get(instrument.base.id)) !== null && _c !== void 0 ? _c : fail();
+        expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
+        expect(pendingOrder.state).toEqual('PENDING');
+        expect(baseBalance.free).toEqual((0, shared_1.d)(0.4));
+        expect(baseBalance.locked).toEqual((0, shared_1.d)(0.6));
+        store.dispatch(new store_1.OrderbookPatchEvent(instrument, { rate: (0, shared_1.d)(102), quantity: (0, shared_1.d)(1), next: undefined }, { rate: (0, shared_1.d)(101), quantity: (0, shared_1.d)(1), next: undefined }, (0, shared_1.now)()));
+        const quoteBalance = (_d = store.snapshot.balance.get(instrument.quote.id)) !== null && _d !== void 0 ? _d : fail();
+        expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
+        expect(pendingOrder.state).toEqual('FILLED');
+        expect(baseBalance.free).toEqual((0, shared_1.d)(0.4));
+        expect(baseBalance.locked).toEqual((0, shared_1.d)(0.6));
+        expect(quoteBalance.free).toEqual((0, shared_1.d)(1000));
+        expect(quoteBalance.locked).toEqual(shared_1.d.Zero);
+    });
+});

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

@@ -1,3 +1,3 @@
-export * from './paper-adapter';
-export * from './engine/paper-engine';
+export * from '../../adapter/paper/paper-adapter';
+export * from '../../adapter/paper/engine/paper-engine';
 //# sourceMappingURL=index.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/adapter/paper/index.ts"],"names":[],"mappings":"AAAA,cAAc,iBAAiB,CAAC;AAChC,cAAc,uBAAuB,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/adapter/paper/index.ts"],"names":[],"mappings":"AAAA,cAAc,kCAAkC,CAAC;AACjD,cAAc,wCAAwC,CAAC"}

package/dist/adapter/paper/index.js

@@ -14,5 +14,5 @@ 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("./paper-adapter"), exports);
-__exportStar(require("./engine/paper-engine"), exports);
+__exportStar(require("../../adapter/paper/paper-adapter"), exports);
+__exportStar(require("../../adapter/paper/engine/paper-engine"), exports);

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

@@ -1,9 +1,7 @@
+import { Adapter, AdapterFactory, FeedAsyncCallback, PaperEngine } from '../../adapter';
 import { InstrumentSelector, Ohlc, Order } from '../../domain';
 import { decimal, timestamp } from '../../shared';
 import { Store } from '../../store';
-import { Adapter } from '..';
-import { AdapterFactory, FeedAsyncCallback } from '../adapter';
-import { PaperEngine } from './engine/paper-engine';
 export interface PaperOptions {
     balance: {
         [key: string]: decimal;

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

@@ -1 +1 @@
-{"version":3,"file":"paper-adapter.d.ts","sourceRoot":"","sources":["../../../src/adapter/paper/paper-adapter.ts"],"names":[],"mappings":"AAAA,OAAO,EAAW,kBAAkB,EAAE,IAAI,EAAE,KAAK,EAAE,MAAM,cAAc,CAAC;AACxE,OAAO,EAAK,OAAO,EAAE,SAAS,EAAE,MAAM,cAAc,CAAC;AACrD,OAAO,EAAqB,KAAK,EAAE,MAAM,aAAa,CAAC;AACvD,OAAO,EAAE,OAAO,EAAE,MAAM,IAAI,CAAC;AAC7B,OAAO,EAAE,cAAc,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAC;AAE/D,OAAO,EAAE,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAEpD,MAAM,WAAW,YAAY;IAC3B,OAAO,EAAE;QAAE,CAAC,GAAG,EAAE,MAAM,GAAG,OAAO,CAAA;KAAE,CAAC;CACrC;AAED,wBAAgB,yBAAyB,CACvC,uBAAuB,EAAE,cAAc,EACvC,OAAO,EAAE,YAAY,GACpB,cAAc,CAGhB;AAED,qBAAa,YAAa,SAAQ,OAAO;IAKrC,QAAQ,CAAC,gBAAgB,EAAE,OAAO;IAClC,QAAQ,CAAC,KAAK,EAAE,KAAK;IACrB,QAAQ,CAAC,OAAO,EAAE,YAAY;IANhC,QAAQ,CAAC,IAAI,SAA8B;IAC3C,OAAO,CAAC,MAAM,CAAC,CAAc;gBAGlB,gBAAgB,EAAE,OAAO,EACzB,KAAK,EAAE,KAAK,EACZ,OAAO,EAAE,YAAY;IAO1B,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC;IAM5B,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAIxB,SAAS,CAAC,WAAW,EAAE,kBAAkB,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAIrD,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IA0BxB,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAQjC,MAAM,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAQzC,OAAO,CACL,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,MAAM,EACjB,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,IAAI,EAAE,CAAC;IAIlB,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":"paper-adapter.d.ts","sourceRoot":"","sources":["../../../src/adapter/paper/paper-adapter.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,OAAO,EACP,cAAc,EACd,iBAAiB,EAEjB,WAAW,EACZ,MAAM,cAAc,CAAC;AACtB,OAAO,EAAW,kBAAkB,EAAE,IAAI,EAAE,KAAK,EAAE,MAAM,aAAa,CAAC;AACvE,OAAO,EAAK,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACpD,OAAO,EAAmC,KAAK,EAAE,MAAM,YAAY,CAAC;AAEpE,MAAM,WAAW,YAAY;IAC3B,OAAO,EAAE;QAAE,CAAC,GAAG,EAAE,MAAM,GAAG,OAAO,CAAA;KAAE,CAAC;CACrC;AAED,wBAAgB,yBAAyB,CACvC,uBAAuB,EAAE,cAAc,EACvC,OAAO,EAAE,YAAY,GACpB,cAAc,CAGhB;AAED,qBAAa,YAAa,SAAQ,OAAO;IAKrC,QAAQ,CAAC,gBAAgB,EAAE,OAAO;IAClC,QAAQ,CAAC,KAAK,EAAE,KAAK;IACrB,QAAQ,CAAC,OAAO,EAAE,YAAY;IANhC,QAAQ,CAAC,IAAI,SAA8B;IAC3C,OAAO,CAAC,MAAM,CAAC,CAAc;gBAGlB,gBAAgB,EAAE,OAAO,EACzB,KAAK,EAAE,KAAK,EACZ,OAAO,EAAE,YAAY;IAO1B,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC;IAM5B,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAIxB,SAAS,CAAC,WAAW,EAAE,kBAAkB,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAIrD,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IA0BxB,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAYjC,MAAM,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAQzC,OAAO,CACL,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,MAAM,EACjB,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,IAAI,EAAE,CAAC;IAIlB,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/paper/paper-adapter.js

@@ -10,16 +10,15 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.PaperAdapter = exports.createPaperAdapterFactory = void 0;
+const adapter_1 = require("../../adapter");
 const domain_1 = require("../../domain");
 const shared_1 = require("../../shared");
 const store_1 = require("../../store");
-const __1 = require("..");
-const error_1 = require("../error");
 function createPaperAdapterFactory(decoratedAdapterFactory, options) {
     return (timeProvider, store, cache) => new PaperAdapter(decoratedAdapterFactory(timeProvider, store, cache), store, options);
 }
 exports.createPaperAdapterFactory = createPaperAdapterFactory;
-class PaperAdapter extends __1.Adapter {
+class PaperAdapter extends adapter_1.Adapter {
     constructor(decoratedAdapter, store, options) {
         super({
             timestamp: () => this.decoratedAdapter.timestamp()
@@ -51,25 +50,27 @@ class PaperAdapter extends __1.Adapter {
                 }
                 const free = this.options.balance[balance];
                 subscribed = subscribed.filter(it => it.id != asset.id);
-                this.store.dispatch(new store_1.BalancePatchEvent(asset, free, shared_1.d.Zero, this.timestamp()));
+                this.store.dispatch(new store_1.BalanceLoadEvent(asset, free, shared_1.d.Zero, this.timestamp()));
             }
             for (const missingAsset of subscribed) {
-                this.store.dispatch(new store_1.BalancePatchEvent(missingAsset, shared_1.d.Zero, shared_1.d.Zero, this.timestamp()));
+                this.store.dispatch(new store_1.BalanceLoadEvent(missingAsset, shared_1.d.Zero, shared_1.d.Zero, this.timestamp()));
             }
         });
     }
     open(order) {
         return __awaiter(this, void 0, void 0, function* () {
             if (!this.engine) {
-                throw (0, error_1.noPaperEngineProvidedError)();
+                throw new adapter_1.NoPaperEngineProvidedError();
             }
+            const { timestamp } = this.store.snapshot;
+            this.store.dispatch(new store_1.OrderNewEvent(order, timestamp));
             this.engine.open(order);
         });
     }
     cancel(order) {
         return __awaiter(this, void 0, void 0, function* () {
             if (!this.engine) {
-                throw (0, error_1.noPaperEngineProvidedError)();
+                throw new adapter_1.NoPaperEngineProvidedError();
             }
             this.engine.cancel(order);
         });

package/dist/cli/build.js

@@ -10,7 +10,7 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 const child_process_1 = require("child_process");
-const workspace_1 = require("./internal/workspace");
+const workspace_1 = require("../cli/internal/workspace");
 function default_1() {
     return __awaiter(this, void 0, void 0, function* () {
         return new Promise((resolve, reject) => {

package/dist/cli/dev.js

@@ -36,19 +36,19 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 const path_1 = require("path");
-const __1 = require("..");
-const session_builder_1 = require("../domain/session-builder");
+const build_1 = __importDefault(require("../cli/build"));
+const workspace_1 = require("../cli/internal/workspace");
+const domain_1 = require("../domain");
+const index_1 = require("../index");
 const shared_1 = require("../shared");
-const build_1 = __importDefault(require("./build"));
-const workspace_1 = require("./internal/workspace");
 function default_1(name, options) {
     return __awaiter(this, void 0, void 0, function* () {
         if (yield (0, build_1.default)()) {
             return;
         }
         yield Promise.resolve().then(() => __importStar(require((0, path_1.join)((0, workspace_1.buildDirectory)(), 'index'))));
-        const builder = new session_builder_1.SessionBuilder().useSessionId(options.id ? Number(options.id) : (0, shared_1.now)());
-        const rules = yield (0, __1.spawn)(name, builder);
+        const builder = new domain_1.SessionBuilder().useSessionId(options.id ? Number(options.id) : (0, shared_1.now)());
+        const rules = yield (0, index_1.spawn)(name, builder);
         const session = builder.paper();
         yield session.awake();
         rules(session).subscribe();

package/dist/cli/index.js

@@ -16,11 +16,11 @@ Object.defineProperty(exports, "__esModule", { value: true });
 const child_process_1 = require("child_process");
 const commander_1 = require("commander");
 const node_watch_1 = __importDefault(require("node-watch"));
-const build_1 = __importDefault(require("./build"));
-const dev_1 = __importDefault(require("./dev"));
-const pull_1 = __importDefault(require("./pull"));
-const run_1 = __importDefault(require("./run"));
-const test_1 = __importDefault(require("./test"));
+const build_1 = __importDefault(require("../cli/build"));
+const dev_1 = __importDefault(require("../cli/dev"));
+const pull_1 = __importDefault(require("../cli/pull"));
+const run_1 = __importDefault(require("../cli/run"));
+const test_1 = __importDefault(require("../cli/test"));
 commander_1.program
     .command('build')
     .description('builds a production version of the app')

package/dist/cli/internal/workspace.js

@@ -2,7 +2,7 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.buildDirectory = void 0;
 const path_1 = require("path");
-const shared_1 = require("./../../shared");
+const shared_1 = require("../../shared");
 function buildDirectory() {
     return (0, path_1.join)(process.cwd(), (0, shared_1.workingDirectory)(), 'build');
 }

package/dist/cli/pull.js

@@ -37,21 +37,21 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
 Object.defineProperty(exports, "__esModule", { value: true });
 const cli_progress_1 = require("cli-progress");
 const path_1 = require("path");
-const __1 = require("..");
+const build_1 = __importDefault(require("../cli/build"));
+const workspace_1 = require("../cli/internal/workspace");
 const domain_1 = require("../domain");
-const session_builder_1 = require("../domain/session-builder");
+const domain_2 = require("../domain");
+const index_1 = require("../index");
 const shared_1 = require("../shared");
 const storage_1 = require("../storage");
-const build_1 = __importDefault(require("./build"));
-const workspace_1 = require("./internal/workspace");
 function default_1(name, instrument, options) {
     return __awaiter(this, void 0, void 0, function* () {
         if (yield (0, build_1.default)()) {
             return;
         }
         yield Promise.resolve().then(() => __importStar(require((0, path_1.join)((0, workspace_1.buildDirectory)(), 'index'))));
-        const builder = new session_builder_1.SessionBuilder().useSessionId(options.id ? Number(options.id) : (0, shared_1.now)());
-        yield (0, __1.spawn)(name, builder);
+        const builder = new domain_2.SessionBuilder().useSessionId(options.id ? Number(options.id) : (0, shared_1.now)());
+        yield (0, index_1.spawn)(name, builder);
         const session = builder.paper();
         console.time('Pulling completed in');
         yield session.awake();

package/dist/cli/run.js

@@ -36,19 +36,19 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 const path_1 = require("path");
-const __1 = require("..");
-const session_builder_1 = require("../domain/session-builder");
+const build_1 = __importDefault(require("../cli/build"));
+const workspace_1 = require("../cli/internal/workspace");
+const domain_1 = require("../domain");
+const index_1 = require("../index");
 const shared_1 = require("../shared");
-const build_1 = __importDefault(require("./build"));
-const workspace_1 = require("./internal/workspace");
 function default_1(name, options) {
     return __awaiter(this, void 0, void 0, function* () {
         if (yield (0, build_1.default)()) {
             return;
         }
         yield Promise.resolve().then(() => __importStar(require((0, path_1.join)((0, workspace_1.buildDirectory)(), 'index'))));
-        const builder = new session_builder_1.SessionBuilder().useSessionId(options.id ? Number(options.id) : (0, shared_1.now)());
-        const rules = yield (0, __1.spawn)(name, builder);
+        const builder = new domain_1.SessionBuilder().useSessionId(options.id ? Number(options.id) : (0, shared_1.now)());
+        const rules = yield (0, index_1.spawn)(name, builder);
         const session = builder.live();
         yield session.awake();
         rules(session).subscribe();

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

@@ -1 +1 @@
-{"version":3,"file":"test.d.ts","sourceRoot":"","sources":["../../src/cli/test.ts"],"names":[],"mappings":"AAQA,yBAA+B,IAAI,EAAE,MAAM,EAAE,OAAO,EAAE,GAAG,iBA+BxD"}
+{"version":3,"file":"test.d.ts","sourceRoot":"","sources":["../../src/cli/test.ts"],"names":[],"mappings":"AAQA,yBAA+B,IAAI,EAAE,MAAM,EAAE,OAAO,EAAE,GAAG,iBAgCxD"}

package/dist/cli/test.js

@@ -36,26 +36,27 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 const path_1 = require("path");
-const session_builder_1 = require("../domain/session-builder");
+const build_1 = __importDefault(require("../cli/build"));
+const workspace_1 = require("../cli/internal/workspace");
+const domain_1 = require("../domain");
+const index_1 = require("../index");
 const shared_1 = require("../shared");
-const __1 = require("..");
-const build_1 = __importDefault(require("./build"));
-const workspace_1 = require("./internal/workspace");
 function default_1(name, options) {
     return __awaiter(this, void 0, void 0, function* () {
         if (yield (0, build_1.default)()) {
             return;
         }
         yield Promise.resolve().then(() => __importStar(require((0, path_1.join)((0, workspace_1.buildDirectory)(), 'index'))));
-        const builder = new session_builder_1.SessionBuilder().useSessionId(options.id ? Number(options.id) : (0, shared_1.now)());
-        const rules = yield (0, __1.spawn)(name, builder);
+        const builder = new domain_1.SessionBuilder().useSessionId(options.id ? Number(options.id) : (0, shared_1.now)());
+        const rules = yield (0, index_1.spawn)(name, builder);
+        const logger = (0, shared_1.log)('backtester');
         const startTime = performance.now();
         const [session, backtester] = builder.backtest({
-            onBacktestStarted: () => shared_1.Logger.info('backtest', `new session ${session.id} started`),
+            onBacktestStarted: () => logger.info(`new session ${session.id} started`),
             onBacktestCompleted: () => __awaiter(this, void 0, void 0, function* () {
                 yield session.dispose();
                 const seconds = ((performance.now() - startTime) / 1000).toFixed(3);
-                shared_1.Logger.info('backtest', `session ${session.id} completed in ${seconds}s`);
+                logger.info(`session ${session.id} completed in ${seconds}s`);
             })
         });
         yield session.awake();

package/dist/domain/asset.d.ts

@@ -1,4 +1,4 @@
-import { decimal } from './../shared/decimals';
+import { decimal } from '../shared';
 export declare const AssetSelectorSeparator = ":";
 /**
  * Supposed to query specific @see Asset based on string notation.
@@ -21,6 +21,10 @@ export declare class Asset extends AssetSelector {
     readonly scale: number;
     readonly tickSize: decimal;
     constructor(name: string, adapterName: string, scale: number);
+    /**
+     * Formats a number to string with fixed number of decimal places.
+     */
+    fixed(number: decimal): string;
     /**
      * Rounds down a number to the asset precision.
      */

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

@@ -1 +1 @@
-{"version":3,"file":"asset.d.ts","sourceRoot":"","sources":["../../src/domain/asset.ts"],"names":[],"mappings":"AAAA,OAAO,EAAK,OAAO,EAAE,MAAM,sBAAsB,CAAC;AAGlD,eAAO,MAAM,sBAAsB,MAAM,CAAC;AAE1C;;GAEG;AACH,qBAAa,aAAa;IACxB,QAAQ,CAAC,EAAE,EAAE,MAAM,CAAC;IACpB,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IACtB,QAAQ,CAAC,WAAW,EAAE,MAAM,CAAC;gBAEjB,IAAI,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM;CAa9C;AAED;;GAEG;AACH,wBAAgB,OAAO,CAAC,QAAQ,EAAE,MAAM,GAAG,aAAa,CAQvD;AAED;;;GAGG;AACH,qBAAa,KAAM,SAAQ,aAAa;aAGyB,KAAK,EAAE,MAAM;IAF5E,QAAQ,CAAC,QAAQ,EAAE,OAAO,CAAC;gBAEf,IAAI,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,EAAkB,KAAK,EAAE,MAAM;IAU5E;;OAEG;IACH,KAAK,CAAC,MAAM,EAAE,OAAO,GAAG,OAAO;IAI/B;;OAEG;IACH,IAAI,CAAC,MAAM,EAAE,OAAO,GAAG,OAAO;CAG/B"}
+{"version":3,"file":"asset.d.ts","sourceRoot":"","sources":["../../src/domain/asset.ts"],"names":[],"mappings":"AACA,OAAO,EAAK,OAAO,EAAE,MAAM,aAAa,CAAC;AAEzC,eAAO,MAAM,sBAAsB,MAAM,CAAC;AAE1C;;GAEG;AACH,qBAAa,aAAa;IACxB,QAAQ,CAAC,EAAE,EAAE,MAAM,CAAC;IACpB,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IACtB,QAAQ,CAAC,WAAW,EAAE,MAAM,CAAC;gBAEjB,IAAI,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM;CAa9C;AAED;;GAEG;AACH,wBAAgB,OAAO,CAAC,QAAQ,EAAE,MAAM,GAAG,aAAa,CAQvD;AAED;;;GAGG;AACH,qBAAa,KAAM,SAAQ,aAAa;aAGyB,KAAK,EAAE,MAAM;IAF5E,QAAQ,CAAC,QAAQ,EAAE,OAAO,CAAC;gBAEf,IAAI,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,EAAkB,KAAK,EAAE,MAAM;IAU5E;;OAEG;IACH,KAAK,CAAC,MAAM,EAAE,OAAO,GAAG,MAAM;IAI9B;;OAEG;IACH,KAAK,CAAC,MAAM,EAAE,OAAO,GAAG,OAAO;IAI/B;;OAEG;IACH,IAAI,CAAC,MAAM,EAAE,OAAO,GAAG,OAAO;CAG/B"}

package/dist/domain/asset.js

@@ -1,8 +1,8 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Asset = exports.assetOf = exports.AssetSelector = exports.AssetSelectorSeparator = void 0;
-const decimals_1 = require("./../shared/decimals");
-const error_1 = require("./error");
+const domain_1 = require("../domain");
+const shared_1 = require("../shared");
 exports.AssetSelectorSeparator = ':';
 /**
  * Supposed to query specific @see Asset based on string notation.
@@ -10,10 +10,10 @@ exports.AssetSelectorSeparator = ':';
 class AssetSelector {
     constructor(name, adapterName) {
         if (!(name === null || name === void 0 ? void 0 : name.length)) {
-            throw (0, error_1.invalidArgumentError)(name);
+            throw new domain_1.InvalidArgumentsError({ name });
         }
         if (!(adapterName === null || adapterName === void 0 ? void 0 : adapterName.length)) {
-            throw (0, error_1.invalidArgumentError)(adapterName);
+            throw new domain_1.InvalidArgumentsError({ adapterName });
         }
         this.name = name.toLowerCase();
         this.adapterName = adapterName.toLowerCase();
@@ -27,7 +27,7 @@ exports.AssetSelector = AssetSelector;
 function assetOf(selector) {
     const [adapterName, name, ...rest] = selector.split(exports.AssetSelectorSeparator);
     if (!adapterName || !name || rest.length) {
-        throw (0, error_1.invalidAssetSelectorError)(selector);
+        throw new domain_1.InvalidAssetSelectorError(selector);
     }
     return new AssetSelector(name, adapterName);
 }
@@ -41,9 +41,15 @@ class Asset extends AssetSelector {
         super(name, adapterName);
         this.scale = scale;
         if (scale && (scale < 0 || Number.isNaN(scale))) {
-            throw (0, error_1.invalidArgumentError)(scale);
+            throw new domain_1.InvalidArgumentsError({ scale });
         }
-        this.tickSize = (0, decimals_1.d)(1.0).div(Math.pow(10, this.scale));
+        this.tickSize = (0, shared_1.d)(1.0).div(Math.pow(10, this.scale));
+    }
+    /**
+     * Formats a number to string with fixed number of decimal places.
+     */
+    fixed(number) {
+        return number.toFixed(this.scale);
     }
     /**
      * Rounds down a number to the asset precision.

package/dist/domain/asset.spec.d.ts

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

package/dist/domain/asset.spec.d.ts.map

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

package/dist/domain/asset.spec.js

@@ -0,0 +1,54 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const domain_1 = require("../domain");
+const shared_1 = require("../shared");
+describe(domain_1.Asset.name, () => {
+    test('should construct a new asset', () => {
+        const sut = new domain_1.Asset('abc', 'xyz', 4);
+        expect(sut.name).toEqual('abc');
+        expect(sut.adapterName).toEqual('xyz');
+        expect(sut.scale).toEqual(4);
+        expect(sut.tickSize).toEqual((0, shared_1.d)(0.0001));
+        expect(sut.floor((0, shared_1.d)(1.1234567))).toEqual((0, shared_1.d)(1.1234));
+        expect(sut.ceil((0, shared_1.d)(1.1234567))).toEqual((0, shared_1.d)(1.1235));
+        expect(sut.id).toEqual('xyz:abc');
+    });
+    test('should throw for missing asset name', () => {
+        const fn = () => new domain_1.Asset('xyz', '', 5);
+        expect(fn).toThrowError();
+    });
+    test('should throw for missing adapter name', () => {
+        const fn = () => new domain_1.Asset('', 'xyz', 5);
+        expect(fn).toThrowError();
+    });
+});
+describe(domain_1.AssetSelector.name, () => {
+    test('should construct a new asset selector from unified string', () => {
+        const sut = (0, domain_1.assetOf)('xyz:abc');
+        expect(sut.name).toEqual('abc');
+        expect(sut.adapterName).toEqual('xyz');
+        expect(sut.id).toEqual('xyz:abc');
+    });
+    test('should instantiate proper asset selector capital case', () => {
+        const sut = (0, domain_1.assetOf)('XYZ:ABC');
+        expect(sut.name).toEqual('abc');
+        expect(sut.adapterName).toEqual('xyz');
+        expect(sut.id).toEqual('xyz:abc');
+    });
+    test('should throw invalid format message for missing separator', () => {
+        const fn = () => (0, domain_1.assetOf)('xyzabc');
+        expect(fn).toThrowError();
+    });
+    test('should throw for multiple separators', () => {
+        const fn = () => (0, domain_1.assetOf)('xyz:abc:');
+        expect(fn).toThrowError();
+    });
+    test('should throw for missing asset name', () => {
+        const fn = () => (0, domain_1.assetOf)('xyz:');
+        expect(fn).toThrowError();
+    });
+    test('should throw for missing adapter name', () => {
+        const fn = () => (0, domain_1.assetOf)(':abc');
+        expect(fn).toThrowError();
+    });
+});

package/dist/domain/balance-operator.d.ts

@@ -1,7 +1,5 @@
 import { Observable } from 'rxjs';
+import { AssetSelector, Balance, Component } from '../domain';
 import { State } from '../store';
-import { AssetSelector } from './asset';
-import { Balance } from './balance';
-import { Component } from './component';
 export declare function balance(selector: AssetSelector, state: State): (source$: Observable<Component>) => Observable<Balance>;
 //# sourceMappingURL=balance-operator.d.ts.map

package/dist/domain/balance-operator.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"balance-operator.d.ts","sourceRoot":"","sources":["../../src/domain/balance-operator.ts"],"names":[],"mappings":"AAAA,OAAO,EAAe,UAAU,EAAa,MAAM,MAAM,CAAC;AAE1D,OAAO,EAAE,KAAK,EAAE,MAAM,UAAU,CAAC;AACjC,OAAO,EAAE,aAAa,EAAE,MAAM,SAAS,CAAC;AACxC,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AACpC,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AAExC,wBAAgB,OAAO,CAAC,QAAQ,EAAE,aAAa,EAAE,KAAK,EAAE,KAAK,aAC1C,WAAW,SAAS,CAAC,yBAMvC"}
+{"version":3,"file":"balance-operator.d.ts","sourceRoot":"","sources":["../../src/domain/balance-operator.ts"],"names":[],"mappings":"AAAA,OAAO,EAAe,UAAU,EAAa,MAAM,MAAM,CAAC;AAE1D,OAAO,EAAE,aAAa,EAAE,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AAChE,OAAO,EAAE,KAAK,EAAE,MAAM,YAAY,CAAC;AAEnC,wBAAgB,OAAO,CAAC,QAAQ,EAAE,aAAa,EAAE,KAAK,EAAE,KAAK,aAC1C,WAAW,SAAS,CAAC,yBAOvC"}

package/dist/domain/balance-operator.js

@@ -2,8 +2,8 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.balance = void 0;
 const rxjs_1 = require("rxjs");
-const balance_1 = require("./balance");
+const domain_1 = require("../domain");
 function balance(selector, state) {
-    return (source$) => source$.pipe((0, rxjs_1.startWith)(state.balance.get(selector.id)), (0, rxjs_1.filter)(it => it instanceof balance_1.Balance && (!selector || it.asset.id == selector.id)), (0, rxjs_1.map)(it => it));
+    return (source$) => source$.pipe((0, rxjs_1.startWith)(state.balance.get(selector.id)), (0, rxjs_1.filter)(it => it !== undefined && it.type === domain_1.Balance.type), (0, rxjs_1.map)(it => it), (0, rxjs_1.filter)(it => it.asset.id === selector.id));
 }
 exports.balance = balance;

package/dist/domain/balance-operator.spec.d.ts

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

package/dist/domain/balance-operator.spec.d.ts.map

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

package/dist/domain/balance-operator.spec.js

@@ -0,0 +1,21 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const rxjs_1 = require("rxjs");
+const domain_1 = require("../domain");
+const store_1 = require("../store");
+describe(domain_1.balance.name, () => {
+    const timestamp = 0;
+    const asset = new domain_1.Asset('abc', 'xyz', 4);
+    const state = new store_1.State();
+    beforeEach(() => {
+        state.balance.upsert(new domain_1.Balance(timestamp, asset));
+    });
+    test('should pipe a balance snapshot when subscribed', done => {
+        new rxjs_1.Subject().pipe((0, domain_1.balance)(asset, state)).subscribe({
+            next: it => {
+                expect(it.asset).toEqual(asset);
+                done();
+            }
+        });
+    });
+});

package/dist/domain/balance.d.ts

@@ -1,17 +1,21 @@
+import { Asset, Component, Position, PositionMode } from '../domain';
 import { decimal } from '../shared';
-import { Asset } from './';
-import { Component } from './component';
-import { Position, PositionMode } from './position';
+export interface Fundable {
+    id: string;
+    getFundingAmount(balance: Balance): decimal;
+}
 /**
  * Represents single asset balance in your wallet.
  */
 export declare class Balance implements Component {
     timestamp: number;
     readonly asset: Asset;
+    available: decimal;
+    unavailable: decimal;
+    static type: number;
+    readonly type: number;
     id: string;
-    private locker;
-    private available;
-    private unavailable;
+    private transientFunding;
     /**
      * Returns available amount to trade.
      */
@@ -29,19 +33,14 @@ export declare class Balance implements Component {
      * Collection of opened positions backed by this balance.
      */
     readonly position: Record<string, Position>;
-    constructor(timestamp: number, asset: Asset);
-    account(amount: decimal): void;
-    set(free: decimal, locked: decimal): void;
-    /**
-     * Lock specific amount of asset.
-     * If you place new pending order, you will lock your balance to fund order.
-     */
-    lock(id: string, amount: decimal): void;
-    tryUnlock(id: string): boolean;
+    constructor(timestamp: number, asset: Asset, available?: decimal, unavailable?: decimal);
     /**
      * Returns unrealized profit and loss for all positions backed by this balance.
      */
     getEstimatedUnrealizedPnL(mode?: PositionMode): decimal;
     getEstimatedMargin(mode?: PositionMode): decimal;
+    tryAddTransientFunding(fundable: Fundable): boolean;
+    tryRemoveTransientFunding(fundable: Fundable): boolean;
+    clearTransientFunding(): void;
 }
 //# sourceMappingURL=balance.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"balance.d.ts","sourceRoot":"","sources":["../../src/domain/balance.ts"],"names":[],"mappings":"AAAA,OAAO,EAAK,OAAO,EAAE,MAAM,WAAW,CAAC;AACvC,OAAO,EAAE,KAAK,EAAE,MAAM,IAAI,CAAC;AAC3B,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AAExC,OAAO,EAAE,QAAQ,EAAE,YAAY,EAAE,MAAM,YAAY,CAAC;AAEpD;;GAEG;AACH,qBAAa,OAAQ,YAAW,SAAS;IAoCpB,SAAS,EAAE,MAAM;aAAkB,KAAK,EAAE,KAAK;IAnClE,EAAE,EAAE,MAAM,CAAC;IAEX,OAAO,CAAC,MAAM,CAA+B;IAC7C,OAAO,CAAC,SAAS,CAAU;IAC3B,OAAO,CAAC,WAAW,CAAU;IAE7B;;OAEG;IACH,IAAI,IAAI,IAAI,OAAO,CAElB;IAED;;OAEG;IACH,IAAI,MAAM,IAAI,OAAO,CAEpB;IAED;;;OAGG;IACH,IAAI,KAAK,IAAI,OAAO,CAInB;IAED;;OAEG;IACH,QAAQ,CAAC,QAAQ,EAAE,MAAM,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAM;gBAE9B,SAAS,EAAE,MAAM,EAAkB,KAAK,EAAE,KAAK;IAIlE,OAAO,CAAC,MAAM,EAAE,OAAO;IAQvB,GAAG,CAAC,IAAI,EAAE,OAAO,EAAE,MAAM,EAAE,OAAO;IAMlC;;;OAGG;IACH,IAAI,CAAC,EAAE,EAAE,MAAM,EAAE,MAAM,EAAE,OAAO;IAchC,SAAS,CAAC,EAAE,EAAE,MAAM,GAAG,OAAO;IAmB9B;;OAEG;IACH,yBAAyB,CAAC,IAAI,CAAC,EAAE,YAAY,GAAG,OAAO;IAYvD,kBAAkB,CAAC,IAAI,CAAC,EAAE,YAAY,GAAG,OAAO;CAOjD"}
+{"version":3,"file":"balance.d.ts","sourceRoot":"","sources":["../../src/domain/balance.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,EAAE,SAAS,EAAE,QAAQ,EAAE,YAAY,EAAE,MAAM,aAAa,CAAC;AACvE,OAAO,EAAK,OAAO,EAAQ,MAAM,aAAa,CAAC;AAE/C,MAAM,WAAW,QAAQ;IACvB,EAAE,EAAE,MAAM,CAAC;IACX,gBAAgB,CAAC,OAAO,EAAE,OAAO,GAAG,OAAO,CAAC;CAC7C;AAED;;GAEG;AACH,qBAAa,OAAQ,YAAW,SAAS;IAoC9B,SAAS,EAAE,MAAM;aACR,KAAK,EAAE,KAAK;IACrB,SAAS,EAAE,OAAO;IAClB,WAAW,EAAE,OAAO;IAtC7B,MAAM,CAAC,IAAI,SAAsB;IACjC,QAAQ,CAAC,IAAI,SAAgB;IAE7B,EAAE,EAAE,MAAM,CAAC;IAEX,OAAO,CAAC,gBAAgB,CAAgC;IAExD;;OAEG;IACH,IAAI,IAAI,IAAI,OAAO,CAElB;IAED;;OAEG;IACH,IAAI,MAAM,IAAI,OAAO,CAEpB;IAED;;;OAGG;IACH,IAAI,KAAK,IAAI,OAAO,CAEnB;IAED;;OAEG;IACH,QAAQ,CAAC,QAAQ,EAAE,MAAM,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAM;gBAGxC,SAAS,EAAE,MAAM,EACR,KAAK,EAAE,KAAK,EACrB,SAAS,GAAE,OAAgB,EAC3B,WAAW,GAAE,OAAgB;IAKtC;;OAEG;IACH,yBAAyB,CAAC,IAAI,CAAC,EAAE,YAAY,GAAG,OAAO;IAYvD,kBAAkB,CAAC,IAAI,CAAC,EAAE,YAAY,GAAG,OAAO;IAQhD,sBAAsB,CAAC,QAAQ,EAAE,QAAQ;IAezC,yBAAyB,CAAC,QAAQ,EAAE,QAAQ;IAa5C,qBAAqB;CAGtB"}