@quantform/core 0.6.5 → 0.6.7

package/dist/domain/balance.js

@@ -2,17 +2,17 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Balance = void 0;
 const shared_1 = require("../shared");
-const error_1 = require("./error");
 /**
  * Represents single asset balance in your wallet.
  */
 class Balance {
-    constructor(timestamp, asset) {
+    constructor(timestamp, asset, available = shared_1.d.Zero, unavailable = shared_1.d.Zero) {
         this.timestamp = timestamp;
         this.asset = asset;
-        this.locker = {};
-        this.available = shared_1.d.Zero;
-        this.unavailable = shared_1.d.Zero;
+        this.available = available;
+        this.unavailable = unavailable;
+        this.type = Balance.type;
+        this.transientFunding = {};
         /**
          * Collection of opened positions backed by this balance.
          */
@@ -23,7 +23,7 @@ class Balance {
      * Returns available amount to trade.
      */
     get free() {
-        return this.asset.floor(this.available).add(this.getEstimatedUnrealizedPnL('CROSS'));
+        return this.available.add(this.getEstimatedUnrealizedPnL('CROSS'));
     }
     /**
      * Return locked amount for order.
@@ -36,48 +36,7 @@ class Balance {
      * Represents a sum of free, locked and opened positions.
      */
     get total() {
-        return this.asset
-            .floor(this.available.add(this.unavailable))
-            .add(this.getEstimatedUnrealizedPnL());
-    }
-    account(amount) {
-        if (this.available.add(amount).lessThan(0)) {
-            throw (0, error_1.insufficientFundsError)(this.id, amount, this.available);
-        }
-        this.available = this.available.add(amount);
-    }
-    set(free, locked) {
-        this.available = free;
-        this.unavailable = locked;
-        this.locker = {};
-    }
-    /**
-     * Lock specific amount of asset.
-     * If you place new pending order, you will lock your balance to fund order.
-     */
-    lock(id, amount) {
-        if (this.available.lessThan(amount)) {
-            throw (0, error_1.insufficientFundsError)(this.id, amount, this.available);
-        }
-        if (this.locker[id]) {
-            throw (0, error_1.invalidArgumentError)(id);
-        }
-        this.locker[id] = amount;
-        this.available = this.available.minus(amount);
-        this.unavailable = this.unavailable.plus(amount);
-    }
-    tryUnlock(id) {
-        if (!this.locker[id]) {
-            return false;
-        }
-        const amount = this.locker[id];
-        delete this.locker[id];
-        if (this.unavailable < amount) {
-            throw (0, error_1.insufficientFundsError)(this.id, amount, this.unavailable);
-        }
-        this.available = this.available.add(amount);
-        this.unavailable = this.unavailable.minus(amount);
-        return true;
+        return this.available.plus(this.unavailable).plus(this.getEstimatedUnrealizedPnL());
     }
     /**
      * Returns unrealized profit and loss for all positions backed by this balance.
@@ -93,5 +52,28 @@ class Balance {
     getEstimatedMargin(mode) {
         return Object.values(this.position).reduce((aggregate, position) => (aggregate = aggregate.add(mode && mode != position.mode ? 0 : position.margin)), shared_1.d.Zero);
     }
+    tryAddTransientFunding(fundable) {
+        if (fundable.id in this.transientFunding) {
+            return false;
+        }
+        this.transientFunding[fundable.id] = fundable;
+        const funding = fundable.getFundingAmount(this);
+        this.available = this.available.minus(funding);
+        this.unavailable = this.unavailable.plus(funding);
+        return true;
+    }
+    tryRemoveTransientFunding(fundable) {
+        if (!(fundable.id in this.transientFunding)) {
+            return false;
+        }
+        const funding = fundable.getFundingAmount(this);
+        this.available = this.available.plus(funding);
+        this.unavailable = this.unavailable.minus(funding);
+        return true;
+    }
+    clearTransientFunding() {
+        this.transientFunding = {};
+    }
 }
 exports.Balance = Balance;
+Balance.type = (0, shared_1.hash)(Balance.name);

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

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

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

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

package/dist/domain/balance.spec.js

@@ -0,0 +1,32 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const domain_1 = require("../domain");
+const shared_1 = require("../shared");
+describe(domain_1.Balance.name, () => {
+    const asset = new domain_1.Asset('abc', 'xyz', 4);
+    const instrument = new domain_1.Instrument(0, new domain_1.Asset('abc', 'xyz', 4), new domain_1.Asset('def', 'xyz', 4), 'abc-def', domain_1.Commission.Zero);
+    test('should construct empty balance', () => {
+        const sut = new domain_1.Balance(0, asset);
+        expect(sut.asset.id).toEqual('xyz:abc');
+        expect(sut.free).toEqual(shared_1.d.Zero);
+        expect(sut.locked).toEqual(shared_1.d.Zero);
+        expect(Object.keys(sut.position).length).toEqual(0);
+    });
+    test('should construct balance', () => {
+        const sut = new domain_1.Balance(1, asset, (0, shared_1.d)(100));
+        expect(sut.asset.id).toEqual('xyz:abc');
+        expect(sut.free).toEqual((0, shared_1.d)(100));
+        expect(sut.locked).toEqual((0, shared_1.d)(0));
+        expect(sut.total).toEqual((0, shared_1.d)(100));
+        expect(Object.keys(sut.position).length).toEqual(0);
+    });
+    test('should return correct estimated unrealized pnl', () => {
+        const position = new domain_1.Position(0, '1', instrument, 'CROSS', (0, shared_1.d)(2511.81), (0, shared_1.d)(10.31), 20);
+        position.calculateEstimatedUnrealizedPnL((0, shared_1.d)(2576.44));
+        const sut = new domain_1.Balance(0, asset, (0, shared_1.d)(100));
+        sut.position['1'] = position;
+        expect(sut.getEstimatedUnrealizedPnL()).toEqual((0, shared_1.d)(0.2652));
+        expect(sut.free).toEqual((0, shared_1.d)(100).add((0, shared_1.d)(0.2652)));
+        expect(sut.total).toEqual((0, shared_1.d)(100).add((0, shared_1.d)(0.2652)));
+    });
+});

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

@@ -1 +1 @@
-{"version":3,"file":"commission.d.ts","sourceRoot":"","sources":["../../src/domain/commission.ts"],"names":[],"mappings":"AAAA,OAAO,EAAK,OAAO,EAAE,MAAM,WAAW,CAAC;AAEvC,qBAAa,UAAU;IAGT,QAAQ,CAAC,SAAS,EAAE,OAAO;IAAE,QAAQ,CAAC,SAAS,EAAE,OAAO;IAFpE,MAAM,CAAC,QAAQ,CAAC,IAAI,aAAyD;gBAExD,SAAS,EAAE,OAAO,EAAW,SAAS,EAAE,OAAO;IAEpE,iBAAiB,CAAC,KAAK,EAAE,OAAO;IAIhC,iBAAiB,CAAC,KAAK,EAAE,OAAO;IAIhC,aAAa,CAAC,KAAK,EAAE,OAAO,GAAG,OAAO;IAItC,aAAa,CAAC,KAAK,EAAE,OAAO,GAAG,OAAO;CAGvC;AAED,wBAAgB,mBAAmB,CAAC,IAAI,EAAE;IAAE,KAAK,EAAE,OAAO,CAAC;IAAC,KAAK,EAAE,OAAO,CAAA;CAAE,cAE3E"}
+{"version":3,"file":"commission.d.ts","sourceRoot":"","sources":["../../src/domain/commission.ts"],"names":[],"mappings":"AAAA,OAAO,EAAK,OAAO,EAAE,MAAM,aAAa,CAAC;AAEzC,qBAAa,UAAU;IAGT,QAAQ,CAAC,SAAS,EAAE,OAAO;IAAE,QAAQ,CAAC,SAAS,EAAE,OAAO;IAFpE,MAAM,CAAC,QAAQ,CAAC,IAAI,aAAyD;gBAExD,SAAS,EAAE,OAAO,EAAW,SAAS,EAAE,OAAO;IAEpE,iBAAiB,CAAC,KAAK,EAAE,OAAO;IAIhC,iBAAiB,CAAC,KAAK,EAAE,OAAO;IAIhC,aAAa,CAAC,KAAK,EAAE,OAAO,GAAG,OAAO;IAItC,aAAa,CAAC,KAAK,EAAE,OAAO,GAAG,OAAO;CAGvC;AAED,wBAAgB,mBAAmB,CAAC,IAAI,EAAE;IAAE,KAAK,EAAE,OAAO,CAAC;IAAC,KAAK,EAAE,OAAO,CAAA;CAAE,cAE3E"}

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

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

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

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

package/dist/domain/commission.spec.js

@@ -0,0 +1,30 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const domain_1 = require("../domain");
+const shared_1 = require("../shared");
+describe(domain_1.Commission.name, () => {
+    test('should construct a Commission', () => {
+        const sut = (0, domain_1.commissionPercentOf)({
+            maker: (0, shared_1.d)(0.1),
+            taker: (0, shared_1.d)(0.2)
+        });
+        expect(sut.makerRate).toEqual((0, shared_1.d)(0.001));
+        expect(sut.takerRate).toEqual((0, shared_1.d)(0.002));
+    });
+    test('should calculate a maker fee', () => {
+        const sut = (0, domain_1.commissionPercentOf)({
+            maker: (0, shared_1.d)(0.1),
+            taker: (0, shared_1.d)(0.2)
+        });
+        expect(sut.calculateMakerFee((0, shared_1.d)(2000))).toEqual((0, shared_1.d)(2));
+        expect(sut.applyMakerFee((0, shared_1.d)(2000))).toEqual((0, shared_1.d)(1998));
+    });
+    test('should calculate a taker fee', () => {
+        const sut = (0, domain_1.commissionPercentOf)({
+            maker: (0, shared_1.d)(0.1),
+            taker: (0, shared_1.d)(0.2)
+        });
+        expect(sut.calculateTakerFee((0, shared_1.d)(2000))).toEqual((0, shared_1.d)(4));
+        expect(sut.applyTakerFee((0, shared_1.d)(2000))).toEqual((0, shared_1.d)(1996));
+    });
+});

package/dist/domain/component.d.ts

@@ -1,6 +1,6 @@
 import { timestamp } from '../shared';
 export interface Component {
-    id: string;
-    timestamp: timestamp;
+    readonly type: number;
+    readonly timestamp: timestamp;
 }
 //# sourceMappingURL=component.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"component.d.ts","sourceRoot":"","sources":["../../src/domain/component.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AAEtC,MAAM,WAAW,SAAS;IACxB,EAAE,EAAE,MAAM,CAAC;IACX,SAAS,EAAE,SAAS,CAAC;CACtB"}
+{"version":3,"file":"component.d.ts","sourceRoot":"","sources":["../../src/domain/component.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AAExC,MAAM,WAAW,SAAS;IACxB,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IACtB,QAAQ,CAAC,SAAS,EAAE,SAAS,CAAC;CAC/B"}

package/dist/domain/error.d.ts

@@ -1,7 +1,17 @@
 import { decimal } from '../shared';
-export declare function insufficientFundsError(assetName: string, requiredAmount: decimal, availableAmount: decimal): Error;
-export declare function invalidArgumentError(value: any): Error;
-export declare function invalidAssetSelectorError(selector: string): Error;
-export declare function invalidInstrumentSelectorError(selector: string): Error;
-export declare function adapterMismatchError(): Error;
+export declare class InsufficientFundsError extends Error {
+    constructor(assetName: string, requiredAmount: decimal, availableAmount: decimal);
+}
+export declare class InvalidArgumentsError extends Error {
+    constructor(argName: Record<any, unknown>);
+}
+export declare class InvalidAssetSelectorError extends Error {
+    constructor(selector: string);
+}
+export declare class InvalidInstrumentSelectorError extends Error {
+    constructor(selector: string);
+}
+export declare class AdapterMismatchError extends Error {
+    constructor();
+}
 //# sourceMappingURL=error.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"error.d.ts","sourceRoot":"","sources":["../../src/domain/error.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AAEpC,wBAAgB,sBAAsB,CACpC,SAAS,EAAE,MAAM,EACjB,cAAc,EAAE,OAAO,EACvB,eAAe,EAAE,OAAO,SAKzB;AAED,wBAAgB,oBAAoB,CAAC,KAAK,EAAE,GAAG,SAE9C;AAED,wBAAgB,yBAAyB,CAAC,QAAQ,EAAE,MAAM,SAEzD;AAED,wBAAgB,8BAA8B,CAAC,QAAQ,EAAE,MAAM,SAE9D;AAED,wBAAgB,oBAAoB,UAEnC"}
+{"version":3,"file":"error.d.ts","sourceRoot":"","sources":["../../src/domain/error.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,MAAM,aAAa,CAAC;AAEtC,qBAAa,sBAAuB,SAAQ,KAAK;gBACnC,SAAS,EAAE,MAAM,EAAE,cAAc,EAAE,OAAO,EAAE,eAAe,EAAE,OAAO;CAKjF;AAED,qBAAa,qBAAsB,SAAQ,KAAK;gBAClC,OAAO,EAAE,MAAM,CAAC,GAAG,EAAE,OAAO,CAAC;CAG1C;AAED,qBAAa,yBAA0B,SAAQ,KAAK;gBACtC,QAAQ,EAAE,MAAM;CAG7B;AACD,qBAAa,8BAA+B,SAAQ,KAAK;gBAC3C,QAAQ,EAAE,MAAM;CAG7B;AAED,qBAAa,oBAAqB,SAAQ,KAAK;;CAI9C"}

package/dist/domain/error.js

@@ -1,23 +1,33 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.adapterMismatchError = exports.invalidInstrumentSelectorError = exports.invalidAssetSelectorError = exports.invalidArgumentError = exports.insufficientFundsError = void 0;
-function insufficientFundsError(assetName, requiredAmount, availableAmount) {
-    return new Error(`insufficient funds of ${assetName} has: ${availableAmount.toString()} requires: ${requiredAmount.toString()}`);
+exports.AdapterMismatchError = exports.InvalidInstrumentSelectorError = exports.InvalidAssetSelectorError = exports.InvalidArgumentsError = exports.InsufficientFundsError = void 0;
+class InsufficientFundsError extends Error {
+    constructor(assetName, requiredAmount, availableAmount) {
+        super(`insufficient funds of ${assetName} has: ${availableAmount.toString()} requires: ${requiredAmount.toString()}`);
+    }
 }
-exports.insufficientFundsError = insufficientFundsError;
-function invalidArgumentError(value) {
-    return new Error(`invalid argument: ${value}`);
+exports.InsufficientFundsError = InsufficientFundsError;
+class InvalidArgumentsError extends Error {
+    constructor(argName) {
+        super(`invalid arguments: ${argName}`);
+    }
 }
-exports.invalidArgumentError = invalidArgumentError;
-function invalidAssetSelectorError(selector) {
-    return new Error(`invalid asset selector: ${selector}`);
+exports.InvalidArgumentsError = InvalidArgumentsError;
+class InvalidAssetSelectorError extends Error {
+    constructor(selector) {
+        super(`invalid asset selector: ${selector}`);
+    }
 }
-exports.invalidAssetSelectorError = invalidAssetSelectorError;
-function invalidInstrumentSelectorError(selector) {
-    return new Error(`invalid instrument selector: ${selector}`);
+exports.InvalidAssetSelectorError = InvalidAssetSelectorError;
+class InvalidInstrumentSelectorError extends Error {
+    constructor(selector) {
+        super(`invalid instrument selector: ${selector}`);
+    }
 }
-exports.invalidInstrumentSelectorError = invalidInstrumentSelectorError;
-function adapterMismatchError() {
-    return new Error('adapters must be the same');
+exports.InvalidInstrumentSelectorError = InvalidInstrumentSelectorError;
+class AdapterMismatchError extends Error {
+    constructor() {
+        super('adapters must be the same');
+    }
 }
-exports.adapterMismatchError = adapterMismatchError;
+exports.AdapterMismatchError = AdapterMismatchError;

package/dist/domain/index.d.ts

@@ -1,22 +1,22 @@
-export * from './asset';
-export * from './balance';
-export * from './balance-operator';
-export * from './error';
-export * from './ohlc';
-export * from './ohlc-operator';
-export * from './commission';
-export * from './component';
-export * from './instrument';
-export * from './instrument-operator';
-export * from './order';
-export * from './order-operator';
-export * from './orderbook';
-export * from './orderbook-operator';
-export * from './position';
-export * from './position-operator';
-export * from './session';
-export * from './session-builder';
-export * from './timeframe';
-export * from './trade';
-export * from './trade-operator';
+export * from '../domain/asset';
+export * from '../domain/balance';
+export * from '../domain/balance-operator';
+export * from '../domain/error';
+export * from '../domain/ohlc';
+export * from '../domain/ohlc-operator';
+export * from '../domain/commission';
+export * from '../domain/component';
+export * from '../domain/instrument';
+export * from '../domain/instrument-operator';
+export * from '../domain/order';
+export * from '../domain/order-operator';
+export * from '../domain/orderbook';
+export * from '../domain/orderbook-operator';
+export * from '../domain/position';
+export * from '../domain/position-operator';
+export * from '../domain/session';
+export * from '../domain/session-builder';
+export * from '../domain/timeframe';
+export * from '../domain/trade';
+export * from '../domain/trade-operator';
 //# sourceMappingURL=index.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/domain/index.ts"],"names":[],"mappings":"AAAA,cAAc,SAAS,CAAC;AACxB,cAAc,WAAW,CAAC;AAC1B,cAAc,oBAAoB,CAAC;AACnC,cAAc,SAAS,CAAC;AACxB,cAAc,QAAQ,CAAC;AACvB,cAAc,iBAAiB,CAAC;AAChC,cAAc,cAAc,CAAC;AAC7B,cAAc,aAAa,CAAC;AAC5B,cAAc,cAAc,CAAC;AAC7B,cAAc,uBAAuB,CAAC;AACtC,cAAc,SAAS,CAAC;AACxB,cAAc,kBAAkB,CAAC;AACjC,cAAc,aAAa,CAAC;AAC5B,cAAc,sBAAsB,CAAC;AACrC,cAAc,YAAY,CAAC;AAC3B,cAAc,qBAAqB,CAAC;AACpC,cAAc,WAAW,CAAC;AAC1B,cAAc,mBAAmB,CAAC;AAClC,cAAc,aAAa,CAAC;AAC5B,cAAc,SAAS,CAAC;AACxB,cAAc,kBAAkB,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/domain/index.ts"],"names":[],"mappings":"AAAA,cAAc,mBAAmB,CAAC;AAClC,cAAc,qBAAqB,CAAC;AACpC,cAAc,8BAA8B,CAAC;AAC7C,cAAc,mBAAmB,CAAC;AAClC,cAAc,kBAAkB,CAAC;AACjC,cAAc,2BAA2B,CAAC;AAC1C,cAAc,wBAAwB,CAAC;AACvC,cAAc,uBAAuB,CAAC;AACtC,cAAc,wBAAwB,CAAC;AACvC,cAAc,iCAAiC,CAAC;AAChD,cAAc,mBAAmB,CAAC;AAClC,cAAc,4BAA4B,CAAC;AAC3C,cAAc,uBAAuB,CAAC;AACtC,cAAc,gCAAgC,CAAC;AAC/C,cAAc,sBAAsB,CAAC;AACrC,cAAc,+BAA+B,CAAC;AAC9C,cAAc,qBAAqB,CAAC;AACpC,cAAc,6BAA6B,CAAC;AAC5C,cAAc,uBAAuB,CAAC;AACtC,cAAc,mBAAmB,CAAC;AAClC,cAAc,4BAA4B,CAAC"}

package/dist/domain/index.js

@@ -14,24 +14,24 @@ 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("./asset"), exports);
-__exportStar(require("./balance"), exports);
-__exportStar(require("./balance-operator"), exports);
-__exportStar(require("./error"), exports);
-__exportStar(require("./ohlc"), exports);
-__exportStar(require("./ohlc-operator"), exports);
-__exportStar(require("./commission"), exports);
-__exportStar(require("./component"), exports);
-__exportStar(require("./instrument"), exports);
-__exportStar(require("./instrument-operator"), exports);
-__exportStar(require("./order"), exports);
-__exportStar(require("./order-operator"), exports);
-__exportStar(require("./orderbook"), exports);
-__exportStar(require("./orderbook-operator"), exports);
-__exportStar(require("./position"), exports);
-__exportStar(require("./position-operator"), exports);
-__exportStar(require("./session"), exports);
-__exportStar(require("./session-builder"), exports);
-__exportStar(require("./timeframe"), exports);
-__exportStar(require("./trade"), exports);
-__exportStar(require("./trade-operator"), exports);
+__exportStar(require("../domain/asset"), exports);
+__exportStar(require("../domain/balance"), exports);
+__exportStar(require("../domain/balance-operator"), exports);
+__exportStar(require("../domain/error"), exports);
+__exportStar(require("../domain/ohlc"), exports);
+__exportStar(require("../domain/ohlc-operator"), exports);
+__exportStar(require("../domain/commission"), exports);
+__exportStar(require("../domain/component"), exports);
+__exportStar(require("../domain/instrument"), exports);
+__exportStar(require("../domain/instrument-operator"), exports);
+__exportStar(require("../domain/order"), exports);
+__exportStar(require("../domain/order-operator"), exports);
+__exportStar(require("../domain/orderbook"), exports);
+__exportStar(require("../domain/orderbook-operator"), exports);
+__exportStar(require("../domain/position"), exports);
+__exportStar(require("../domain/position-operator"), exports);
+__exportStar(require("../domain/session"), exports);
+__exportStar(require("../domain/session-builder"), exports);
+__exportStar(require("../domain/timeframe"), exports);
+__exportStar(require("../domain/trade"), exports);
+__exportStar(require("../domain/trade-operator"), exports);

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

@@ -1,7 +1,6 @@
 import { Observable } from 'rxjs';
+import { Component, Instrument, InstrumentSelector } from '../domain';
 import { State } from '../store';
-import { Component } from './component';
-import { Instrument, InstrumentSelector } from './instrument';
 export declare function instrument(selector: InstrumentSelector, state: State): (source$: Observable<Component>) => Observable<Instrument>;
 export declare function instruments(state: State): (source$: Observable<Component>) => Observable<readonly Instrument[]>;
 //# sourceMappingURL=instrument-operator.d.ts.map

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

@@ -1 +1 @@
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+{"version":3,"file":"instrument-operator.d.ts","sourceRoot":"","sources":["../../src/domain/instrument-operator.ts"],"names":[],"mappings":"AAAA,OAAO,EAAqC,UAAU,EAAa,MAAM,MAAM,CAAC;AAEhF,OAAO,EAAE,SAAS,EAAE,UAAU,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAC;AACxE,OAAO,EAAE,KAAK,EAAE,MAAM,YAAY,CAAC;AAEnC,wBAAgB,UAAU,CAAC,QAAQ,EAAE,kBAAkB,EAAE,KAAK,EAAE,KAAK,aAClD,WAAW,SAAS,CAAC,4BAOvC;AAED,wBAAgB,WAAW,CAAC,KAAK,EAAE,KAAK,aACrB,WAAW,SAAS,CAAC,uCAQvC"}

package/dist/domain/instrument-operator.js

@@ -2,12 +2,12 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.instruments = exports.instrument = void 0;
 const rxjs_1 = require("rxjs");
-const instrument_1 = require("./instrument");
+const domain_1 = require("../domain");
 function instrument(selector, state) {
-    return (source$) => source$.pipe((0, rxjs_1.startWith)(state.universe.instrument.get(selector.id)), (0, rxjs_1.filter)(it => it instanceof instrument_1.Instrument && it.id == selector.id), (0, rxjs_1.map)(it => it));
+    return (source$) => source$.pipe((0, rxjs_1.startWith)(state.universe.instrument.get(selector.id)), (0, rxjs_1.filter)(it => it !== undefined && it.type === domain_1.Instrument.type), (0, rxjs_1.map)(it => it), (0, rxjs_1.filter)(it => it.id == selector.id));
 }
 exports.instrument = instrument;
 function instruments(state) {
-    return (source$) => source$.pipe((0, rxjs_1.filter)(it => it instanceof instrument_1.Instrument), (0, rxjs_1.map)(() => state.universe.instrument.asReadonlyArray()), (0, rxjs_1.startWith)(state.universe.instrument.asReadonlyArray()), (0, rxjs_1.filter)(it => it.length > 0), (0, rxjs_1.distinctUntilChanged)((lhs, rhs) => lhs.length == rhs.length));
+    return (source$) => source$.pipe((0, rxjs_1.filter)(it => it.type === domain_1.Instrument.type), (0, rxjs_1.map)(() => state.universe.instrument.asReadonlyArray()), (0, rxjs_1.startWith)(state.universe.instrument.asReadonlyArray()), (0, rxjs_1.filter)(it => it.length > 0), (0, rxjs_1.distinctUntilChanged)((lhs, rhs) => lhs.length == rhs.length));
 }
 exports.instruments = instruments;

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

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

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

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

package/dist/domain/instrument-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.instrument.name, () => {
+    const state = new store_1.State();
+    beforeEach(() => {
+        state.universe.instrument.upsert(new domain_1.Instrument(0, new domain_1.Asset('abc', 'xyz', 4), new domain_1.Asset('def', 'xyz', 4), 'abc-def', domain_1.Commission.Zero));
+    });
+    test('should pipe an instrument on subscription', done => {
+        new rxjs_1.Subject()
+            .pipe((0, domain_1.instrument)((0, domain_1.instrumentOf)('xyz:abc-def'), state))
+            .subscribe({
+            next: it => {
+                expect(it.id).toEqual('xyz:abc-def');
+                done();
+            }
+        });
+    });
+});

package/dist/domain/instrument.d.ts

@@ -1,6 +1,4 @@
-import { Asset, AssetSelector } from './asset';
-import { Commission } from './commission';
-import { Component } from './component';
+import { Asset, AssetSelector, Commission, Component } from '../domain';
 export declare const InstrumentSelectorSeparator = "-";
 export declare class InstrumentSelector {
     readonly id: string;
@@ -17,6 +15,8 @@ export declare class Instrument extends InstrumentSelector implements Component
     readonly quote: Asset;
     readonly raw: string;
     commission: Commission;
+    static type: number;
+    readonly type: number;
     readonly cross: Instrument | undefined;
     leverage: number | undefined;
     constructor(timestamp: number, base: Asset, quote: Asset, raw: string, commission: Commission);

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

@@ -1 +1 @@
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+{"version":3,"file":"instrument.d.ts","sourceRoot":"","sources":["../../src/domain/instrument.ts"],"names":[],"mappings":"AAAA,OAAO,EAEL,KAAK,EACL,aAAa,EAEb,UAAU,EACV,SAAS,EAEV,MAAM,aAAa,CAAC;AAGrB,eAAO,MAAM,2BAA2B,MAAM,CAAC;AAE/C,qBAAa,kBAAkB;IAC7B,QAAQ,CAAC,EAAE,EAAE,MAAM,CAAC;IACpB,QAAQ,CAAC,IAAI,EAAE,aAAa,CAAC;IAC7B,QAAQ,CAAC,KAAK,EAAE,aAAa,CAAC;gBAElB,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM;CAMzD;AAED;;GAEG;AACH,qBAAa,UAAW,SAAQ,kBAAmB,YAAW,SAAS;IAQ5D,SAAS,EAAE,MAAM;aACN,IAAI,EAAE,KAAK;aACX,KAAK,EAAE,KAAK;IAC9B,QAAQ,CAAC,GAAG,EAAE,MAAM;IACb,UAAU,EAAE,UAAU;IAX/B,MAAM,CAAC,IAAI,SAAyB;IACpC,QAAQ,CAAC,IAAI,SAAmB;IAEhC,QAAQ,CAAC,KAAK,EAAE,UAAU,GAAG,SAAS,CAAC;IACvC,QAAQ,EAAE,MAAM,GAAG,SAAS,CAAa;gBAGhC,SAAS,EAAE,MAAM,EACN,IAAI,EAAE,KAAK,EACX,KAAK,EAAE,KAAK,EACrB,GAAG,EAAE,MAAM,EACb,UAAU,EAAE,UAAU;CAQhC;AAED,wBAAgB,YAAY,CAAC,QAAQ,EAAE,MAAM,GAAG,kBAAkB,CAYjE"}

package/dist/domain/instrument.js

@@ -1,13 +1,13 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.instrumentOf = exports.Instrument = exports.InstrumentSelector = exports.InstrumentSelectorSeparator = void 0;
-const asset_1 = require("./asset");
-const error_1 = require("./error");
+const domain_1 = require("../domain");
+const shared_1 = require("../shared");
 exports.InstrumentSelectorSeparator = '-';
 class InstrumentSelector {
     constructor(base, quote, adapter) {
-        this.base = new asset_1.AssetSelector(base.toLowerCase(), adapter.toLowerCase());
-        this.quote = new asset_1.AssetSelector(quote.toLowerCase(), adapter.toLowerCase());
+        this.base = new domain_1.AssetSelector(base.toLowerCase(), adapter.toLowerCase());
+        this.quote = new domain_1.AssetSelector(quote.toLowerCase(), adapter.toLowerCase());
         this.id = `${this.base.id}${exports.InstrumentSelectorSeparator}${this.quote.name}`;
     }
 }
@@ -23,21 +23,23 @@ class Instrument extends InstrumentSelector {
         this.quote = quote;
         this.raw = raw;
         this.commission = commission;
+        this.type = Instrument.type;
         this.leverage = undefined;
         if (base.adapterName != quote.adapterName) {
-            throw (0, error_1.adapterMismatchError)();
+            throw new domain_1.AdapterMismatchError();
         }
     }
 }
 exports.Instrument = Instrument;
+Instrument.type = (0, shared_1.hash)(Instrument.name);
 function instrumentOf(selector) {
-    const [adapterName, asset, ...rest] = selector.split(asset_1.AssetSelectorSeparator);
+    const [adapterName, asset, ...rest] = selector.split(domain_1.AssetSelectorSeparator);
     if (!adapterName || !asset || rest.length) {
-        throw (0, error_1.invalidInstrumentSelectorError)(selector);
+        throw new domain_1.InvalidInstrumentSelectorError(selector);
     }
     const [baseAssetName, quoteAssetName] = asset.split(exports.InstrumentSelectorSeparator);
     if (!baseAssetName || !quoteAssetName) {
-        throw (0, error_1.invalidInstrumentSelectorError)(selector);
+        throw new domain_1.InvalidInstrumentSelectorError(selector);
     }
     return new InstrumentSelector(baseAssetName, quoteAssetName, adapterName);
 }

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

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

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

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

package/dist/domain/instrument.spec.js

@@ -0,0 +1,51 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const domain_1 = require("../domain");
+const shared_1 = require("../shared");
+describe(domain_1.Instrument.name, () => {
+    test('should construct a instrument', () => {
+        const sut = new domain_1.Instrument(0, new domain_1.Asset('abc', 'xyz', 4), new domain_1.Asset('def', 'xyz', 4), 'abc-def', (0, domain_1.commissionPercentOf)({
+            maker: shared_1.d.Zero,
+            taker: shared_1.d.Zero
+        }));
+        expect(sut.base.name).toEqual('abc');
+        expect(sut.base.adapterName).toEqual('xyz');
+        expect(sut.quote.name).toEqual('def');
+        expect(sut.quote.adapterName).toEqual('xyz');
+        expect(sut.id).toEqual('xyz:abc-def');
+    });
+});
+describe(domain_1.InstrumentSelector.name, () => {
+    test('should construct a instrument selector', () => {
+        const sut = (0, domain_1.instrumentOf)('xyz:abc-def');
+        expect(sut.base.name).toEqual('abc');
+        expect(sut.base.adapterName).toEqual('xyz');
+        expect(sut.quote.name).toEqual('def');
+        expect(sut.quote.adapterName).toEqual('xyz');
+        expect(sut.id).toEqual('xyz:abc-def');
+    });
+    test('should construct a instrument selector capital case', () => {
+        const sut = (0, domain_1.instrumentOf)('XYZ:ABC-DEF');
+        expect(sut.base.name).toEqual('abc');
+        expect(sut.base.adapterName).toEqual('xyz');
+        expect(sut.quote.name).toEqual('def');
+        expect(sut.quote.adapterName).toEqual('xyz');
+        expect(sut.id).toEqual('xyz:abc-def');
+    });
+    test('should throw invalid format message for missing separator', () => {
+        const fn = () => (0, domain_1.instrumentOf)('xyzabc-def');
+        expect(fn).toThrowError();
+    });
+    test('should throw invalid format message for multiple separators', () => {
+        const fn = () => (0, domain_1.instrumentOf)('xyz:abc:-def');
+        expect(fn).toThrowError();
+    });
+    test('should throw invalid format message for missing pair name', () => {
+        const fn = () => (0, domain_1.instrumentOf)('xyz:');
+        expect(fn).toThrowError();
+    });
+    test('should throw invalid format message for missing adapter name', () => {
+        const fn = () => (0, domain_1.assetOf)(':abc-def');
+        expect(fn).toThrowError();
+    });
+});

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

@@ -1,6 +1,6 @@
 import { Observable } from 'rxjs';
+import { Ohlc } from '../domain';
 import { decimal } from '../shared';
-import { Ohlc } from './ohlc';
 export declare function ohlc<T extends {
     timestamp: number;
 }>(timeframe: number, fn: (x: T) => decimal, candleToStartWith?: Ohlc): (source: Observable<T>) => Observable<Ohlc>;

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

@@ -1 +1 @@
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+{"version":3,"file":"ohlc-operator.d.ts","sourceRoot":"","sources":["../../src/domain/ohlc-operator.ts"],"names":[],"mappings":"AAAA,OAAO,EAML,UAAU,EAKX,MAAM,MAAM,CAAC;AAEd,OAAO,EAAE,IAAI,EAAM,MAAM,aAAa,CAAC;AACvC,OAAO,EAAE,OAAO,EAAE,MAAM,aAAa,CAAC;AAsBtC,wBAAgB,IAAI,CAAC,CAAC,SAAS;IAAE,SAAS,EAAE,MAAM,CAAA;CAAE,EAClD,SAAS,EAAE,MAAM,EACjB,EAAE,EAAE,CAAC,CAAC,EAAE,CAAC,KAAK,OAAO,EACrB,iBAAiB,CAAC,EAAE,IAAI,YAEC,WAAW,CAAC,CAAC,KAAG,WAAW,IAAI,CAAC,CAmC1D;AAED,wBAAgB,SAAS,CAAC,CAAC,SAAS;IAAE,SAAS,EAAE,MAAM,CAAA;CAAE,EACvD,SAAS,EAAE,MAAM,EACjB,EAAE,EAAE,CAAC,CAAC,EAAE,CAAC,KAAK,OAAO,EACrB,QAAQ,EAAE,UAAU,CAAC,IAAI,CAAC,aAEA,WAAW,CAAC,CAAC,KAAG,WAAW,IAAI,CAAC,CAY3D;AAED,wBAAgB,aAAa,IAAI,CAAC,MAAM,EAAE,UAAU,CAAC,IAAI,CAAC,KAAK,UAAU,CAAC,IAAI,CAAC,CAwB9E"}