@quantform/core 0.6.5 → 0.6.7

package/dist/store/store-balance-event.js

@@ -1,16 +1,16 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.BalanceUnlockOrderEvent = exports.BalanceLockOrderEvent = exports.BalanceTransactEvent = exports.BalancePatchEvent = void 0;
+exports.BalancePatchEvent = exports.BalanceLoadEvent = void 0;
 const domain_1 = require("../domain");
-const error_1 = require("./error");
+const store_1 = require("../store");
 /**
  * Updates the free and freezed balance of the given asset.
  */
-class BalancePatchEvent {
-    constructor(asset, free, freezed, timestamp) {
+class BalanceLoadEvent {
+    constructor(asset, available, unavailable, timestamp) {
         this.asset = asset;
-        this.free = free;
-        this.freezed = freezed;
+        this.available = available;
+        this.unavailable = unavailable;
         this.timestamp = timestamp;
     }
     handle(state, changes) {
@@ -24,111 +24,36 @@ class BalancePatchEvent {
         }
         const balance = state.balance.tryGetOrSet(this.asset.id, () => new domain_1.Balance(0, asset));
         balance.timestamp = this.timestamp;
-        balance.set(this.free, this.freezed);
+        balance.available = this.available;
+        balance.unavailable = this.unavailable;
+        balance.clearTransientFunding();
         state.timestamp = this.timestamp;
         changes.commit(balance);
     }
 }
-exports.BalancePatchEvent = BalancePatchEvent;
+exports.BalanceLoadEvent = BalanceLoadEvent;
 /**
  *
  */
-class BalanceTransactEvent {
-    constructor(asset, amount, timestamp) {
+class BalancePatchEvent {
+    constructor(asset, available, unavailable, timestamp) {
         this.asset = asset;
-        this.amount = amount;
+        this.available = available;
+        this.unavailable = unavailable;
         this.timestamp = timestamp;
     }
     handle(state, changes) {
         const asset = state.universe.asset.get(this.asset.id);
         if (!asset) {
-            throw (0, error_1.assetNotSupportedError)(this.asset);
+            throw new store_1.AssetNotSupportedError(this.asset);
         }
         const balance = state.balance.tryGetOrSet(this.asset.id, () => new domain_1.Balance(0, asset));
         balance.timestamp = this.timestamp;
-        balance.account(this.amount);
+        balance.available = this.available;
+        balance.unavailable = this.unavailable;
+        balance.clearTransientFunding();
         state.timestamp = this.timestamp;
         changes.commit(balance);
     }
 }
-exports.BalanceTransactEvent = BalanceTransactEvent;
-/**
- *
- */
-class BalanceLockOrderEvent {
-    constructor(orderId, instrument, timestamp) {
-        this.orderId = orderId;
-        this.instrument = instrument;
-        this.timestamp = timestamp;
-    }
-    handle(state, changes) {
-        var _a, _b;
-        const orders = state.order.get(this.instrument.id);
-        if (!orders) {
-            throw (0, error_1.instrumentNotSubscribedError)(this.instrument);
-        }
-        const order = orders.get(this.orderId);
-        if (!order) {
-            throw (0, error_1.orderNotFoundError)(this.orderId);
-        }
-        const base = state.balance.get(order.instrument.base.id);
-        if (!base) {
-            throw (0, error_1.balanceNotFoundError)(order.instrument.base);
-        }
-        const quote = state.balance.get(order.instrument.quote.id);
-        if (!quote) {
-            throw (0, error_1.balanceNotFoundError)(order.instrument.quote);
-        }
-        const balanceToLock = order.calculateBalanceToLock(base, quote);
-        state.timestamp = this.timestamp;
-        if ((_a = balanceToLock.base) === null || _a === void 0 ? void 0 : _a.greaterThan(0)) {
-            base.timestamp = this.timestamp;
-            base.lock(this.orderId, balanceToLock.base);
-            changes.commit(base);
-        }
-        if ((_b = balanceToLock.quote) === null || _b === void 0 ? void 0 : _b.greaterThan(0)) {
-            quote.timestamp = this.timestamp;
-            quote.lock(this.orderId, balanceToLock.quote);
-            changes.commit(quote);
-        }
-    }
-}
-exports.BalanceLockOrderEvent = BalanceLockOrderEvent;
-/**
- *
- */
-class BalanceUnlockOrderEvent {
-    constructor(orderId, instrument, timestamp) {
-        this.orderId = orderId;
-        this.instrument = instrument;
-        this.timestamp = timestamp;
-    }
-    handle(state, changes) {
-        const orders = state.order.get(this.instrument.id);
-        if (!orders) {
-            throw (0, error_1.instrumentNotSubscribedError)(this.instrument);
-        }
-        const order = orders.get(this.orderId);
-        if (!order) {
-            throw (0, error_1.orderNotFoundError)(this.orderId);
-        }
-        const base = state.balance.get(order.instrument.base.id);
-        if (!base) {
-            throw (0, error_1.balanceNotFoundError)(order.instrument.base);
-        }
-        const quote = state.balance.get(order.instrument.quote.id);
-        if (!quote) {
-            throw (0, error_1.balanceNotFoundError)(order.instrument.quote);
-        }
-        state.timestamp = this.timestamp;
-        if (base.tryUnlock(this.orderId)) {
-            base.timestamp = this.timestamp;
-            changes.commit(base);
-        }
-        if (quote.tryUnlock(this.orderId)) {
-            quote.timestamp = this.timestamp;
-            changes.commit(quote);
-        }
-    }
-}
-exports.BalanceUnlockOrderEvent = BalanceUnlockOrderEvent;
+exports.BalancePatchEvent = BalancePatchEvent;

package/dist/store/store-balance-event.spec.d.ts

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

package/dist/store/store-balance-event.spec.d.ts.map

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

package/dist/store/store-balance-event.spec.js

@@ -0,0 +1,24 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const domain_1 = require("../domain");
+const shared_1 = require("../shared");
+const store_1 = require("../store");
+describe(store_1.BalanceLoadEvent.name, () => {
+    test('should patch a store', () => {
+        var _a;
+        const base = new domain_1.Asset('de30', 'cex', 2);
+        const quote = new domain_1.Asset('usd', 'cex', 2);
+        const timestamp = (0, shared_1.now)();
+        const store = new store_1.Store();
+        let component;
+        store.changes$.subscribe(it => (component = it));
+        store.dispatch(new store_1.InstrumentPatchEvent(timestamp, base, quote, new domain_1.Commission(shared_1.d.Zero, shared_1.d.Zero), ''));
+        store.dispatch(new store_1.BalanceLoadEvent(base, (0, shared_1.d)(100), shared_1.d.Zero, timestamp));
+        const balance = (_a = store.snapshot.balance.get(base.id)) !== null && _a !== void 0 ? _a : fail();
+        expect(balance).toEqual(component);
+        expect(balance.free).toEqual((0, shared_1.d)(100));
+        expect(balance.locked).toEqual(shared_1.d.Zero);
+        expect(balance.timestamp).toEqual(timestamp);
+        expect(store.snapshot.timestamp).toEqual(timestamp);
+    });
+});

package/dist/store/store-event.d.ts

@@ -1,5 +1,5 @@
 import { timestamp } from '../shared';
-import { State, StateChangeTracker } from './store-state';
+import { State, StateChangeTracker } from '../store';
 export interface StoreEvent {
     timestamp: timestamp;
     handle(state: State, changes: StateChangeTracker): void;

package/dist/store/store-event.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"store-event.d.ts","sourceRoot":"","sources":["../../src/store/store-event.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACxC,OAAO,EAAE,KAAK,EAAE,kBAAkB,EAAE,MAAM,YAAY,CAAC;AAEvD,MAAM,WAAW,UAAU;IACzB,SAAS,EAAE,SAAS,CAAC;IAErB,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI,CAAC;CACzD"}

package/dist/store/store-instrument-event.d.ts

@@ -1,7 +1,6 @@
 import { Asset, Commission, InstrumentSelector } from '../domain';
 import { timestamp } from '../shared';
-import { State, StateChangeTracker } from '.';
-import { StoreEvent } from './store-event';
+import { State, StateChangeTracker, StoreEvent } from '../store';
 export declare class InstrumentPatchEvent implements StoreEvent {
     readonly timestamp: timestamp;
     readonly base: Asset;

package/dist/store/store-instrument-event.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"store-instrument-event.d.ts","sourceRoot":"","sources":["../../src/store/store-instrument-event.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,EAAE,UAAU,EAAc,kBAAkB,EAAE,MAAM,aAAa,CAAC;AAChF,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACxC,OAAO,EAIL,KAAK,EACL,kBAAkB,EAClB,UAAU,EACX,MAAM,YAAY,CAAC;AAEpB,qBAAa,oBAAqB,YAAW,UAAU;IAEnD,QAAQ,CAAC,SAAS,EAAE,SAAS;IAC7B,QAAQ,CAAC,IAAI,EAAE,KAAK;IACpB,QAAQ,CAAC,KAAK,EAAE,KAAK;IACrB,QAAQ,CAAC,UAAU,EAAE,UAAU;IAC/B,QAAQ,CAAC,GAAG,EAAE,MAAM;IACpB,QAAQ,CAAC,QAAQ,CAAC;gBALT,SAAS,EAAE,SAAS,EACpB,IAAI,EAAE,KAAK,EACX,KAAK,EAAE,KAAK,EACZ,UAAU,EAAE,UAAU,EACtB,GAAG,EAAE,MAAM,EACX,QAAQ,CAAC,oBAAQ;IAG5B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAgCxD;AAED,qBAAa,2BAA4B,YAAW,UAAU;IAE1D,QAAQ,CAAC,SAAS,EAAE,SAAS;IAC7B,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,UAAU,EAAE,OAAO;gBAFnB,SAAS,EAAE,SAAS,EACpB,UAAU,EAAE,kBAAkB,EAC9B,UAAU,EAAE,OAAO;IAG9B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAwBxD"}

package/dist/store/store-instrument-event.js

@@ -2,8 +2,7 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.InstrumentSubscriptionEvent = exports.InstrumentPatchEvent = void 0;
 const domain_1 = require("../domain");
-const error_1 = require("./error");
-const store_state_1 = require("./store-state");
+const store_1 = require("../store");
 class InstrumentPatchEvent {
     constructor(timestamp, base, quote, commission, raw, leverage) {
         this.timestamp = timestamp;
@@ -18,7 +17,7 @@ class InstrumentPatchEvent {
         const instrument = state.universe.instrument.tryGetOrSet(selector.id, () => {
             state.universe.asset.tryGetOrSet(this.base.id, () => new domain_1.Asset(this.base.name, this.base.adapterName, 8));
             state.universe.asset.tryGetOrSet(this.quote.id, () => new domain_1.Asset(this.quote.name, this.quote.adapterName, 8));
-            state.order.tryGetOrSet(selector.id, () => new store_state_1.InnerSet(selector.id));
+            state.order.tryGetOrSet(selector.id, () => new store_1.InnerSet(selector.id));
             return new domain_1.Instrument(0, this.base, this.quote, this.raw, domain_1.Commission.Zero);
         });
         instrument.timestamp = this.timestamp;
@@ -39,16 +38,16 @@ class InstrumentSubscriptionEvent {
     handle(state, changes) {
         const instrument = state.universe.instrument.get(this.instrument.id);
         if (!instrument) {
-            throw (0, error_1.instrumentNotSupportedError)(this.instrument);
+            throw new store_1.InstrumentNotSupportedError(this.instrument);
         }
         if (this.subscribed) {
             const base = state.universe.asset.get(instrument.base.id);
             if (!base) {
-                throw (0, error_1.assetNotSupportedError)(instrument.base);
+                throw new store_1.AssetNotSupportedError(instrument.base);
             }
             const quote = state.universe.asset.get(instrument.quote.id);
             if (!quote) {
-                throw (0, error_1.assetNotSupportedError)(instrument.quote);
+                throw new store_1.AssetNotSupportedError(instrument.quote);
             }
             state.subscription.instrument.upsert(instrument);
             state.subscription.asset.upsert(base);

package/dist/store/store-instrument-event.spec.d.ts

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

package/dist/store/store-instrument-event.spec.d.ts.map

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

package/dist/store/store-instrument-event.spec.js

@@ -0,0 +1,22 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const domain_1 = require("../domain");
+const shared_1 = require("../shared");
+const store_1 = require("../store");
+describe(store_1.InstrumentPatchEvent.name, () => {
+    test('should patch a store', () => {
+        var _a;
+        const timestamp = (0, shared_1.now)();
+        const store = new store_1.Store();
+        const base = new domain_1.Asset('de30', 'cex', 2);
+        const quote = new domain_1.Asset('usd', 'cex', 2);
+        store.dispatch(new store_1.InstrumentPatchEvent(timestamp, base, quote, new domain_1.Commission(shared_1.d.Zero, shared_1.d.Zero), ''));
+        const { universe } = store.snapshot;
+        const instrument = (_a = universe.instrument.get('cex:de30-usd')) !== null && _a !== void 0 ? _a : fail();
+        expect(instrument.base).toEqual(base);
+        expect(instrument.quote).toEqual(quote);
+        expect(instrument.timestamp).toEqual(timestamp);
+        expect(universe.instrument.asReadonlyArray().length).toEqual(1);
+        expect(universe.asset.asReadonlyArray().length).toEqual(2);
+    });
+});

package/dist/store/store-order-event.d.ts

@@ -1,7 +1,6 @@
 import { InstrumentSelector, Order } from '../domain';
 import { decimal, timestamp } from '../shared';
-import { StoreEvent } from './store-event';
-import { State, StateChangeTracker } from './store-state';
+import { State, StateChangeTracker, StoreEvent } from '../store';
 /**
  * Patches a store with an existing pending order.
  * No store changing events are propagated.

package/dist/store/store-order-event.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"store-order-event.d.ts","sourceRoot":"","sources":["../../src/store/store-order-event.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,KAAK,EAAE,MAAM,aAAa,CAAC;AACxD,OAAO,EAAE,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACjD,OAAO,EAKL,KAAK,EACL,kBAAkB,EAClB,UAAU,EACX,MAAM,YAAY,CAAC;AAEpB;;;GAGG;AACH,qBAAa,cAAe,YAAW,UAAU;IACnC,QAAQ,CAAC,KAAK,EAAE,KAAK;IAAE,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAA3C,KAAK,EAAE,KAAK,EAAW,SAAS,EAAE,SAAS;IAEhE,MAAM,CAAC,KAAK,EAAE,KAAK,GAAG,IAAI;CAU3B;AAED,qBAAa,aAAc,YAAW,UAAU;IAClC,QAAQ,CAAC,KAAK,EAAE,KAAK;IAAE,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAA3C,KAAK,EAAE,KAAK,EAAW,SAAS,EAAE,SAAS;IAEhE,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAsCxD;AAED,qBAAa,iBAAkB,YAAW,UAAU;IAEhD,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAkBxD;AAED,qBAAa,gBAAiB,YAAW,UAAU;IAE/C,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,oBAAoB,EAAE,OAAO;IACtC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAHpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,kBAAkB,EAC9B,oBAAoB,EAAE,OAAO,EAC7B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAoBxD;AAED,qBAAa,mBAAoB,YAAW,UAAU;IAElD,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAsBxD;AAED,qBAAa,kBAAmB,YAAW,UAAU;IAEjD,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CA2CxD;AAED,qBAAa,sBAAuB,YAAW,UAAU;IAErD,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAkBxD;AAED,qBAAa,kBAAmB,YAAW,UAAU;IAEjD,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAuCxD"}

package/dist/store/store-order-event.js

@@ -1,8 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.OrderRejectedEvent = exports.OrderCancelFailedEvent = exports.OrderCanceledEvent = exports.OrderCancelingEvent = exports.OrderFilledEvent = exports.OrderPendingEvent = exports.OrderNewEvent = exports.OrderLoadEvent = void 0;
-const error_1 = require("./error");
-const store_state_1 = require("./store-state");
+const store_1 = require("../store");
 /**
  * Patches a store with an existing pending order.
  * No store changing events are propagated.
@@ -14,7 +13,7 @@ class OrderLoadEvent {
     }
     handle(state) {
         this.order.timestamp = this.timestamp;
-        const orderByInstrument = state.order.tryGetOrSet(this.order.instrument.id, () => new store_state_1.InnerSet(this.order.instrument.id));
+        const orderByInstrument = state.order.tryGetOrSet(this.order.instrument.id, () => new store_1.InnerSet(this.order.instrument.id));
         orderByInstrument.upsert(this.order);
     }
 }
@@ -26,12 +25,25 @@ class OrderNewEvent {
     }
     handle(state, changes) {
         if (this.order.state != 'NEW') {
-            throw (0, error_1.orderInvalidStateError)(this.order.state, ['NEW']);
+            throw new store_1.OrderInvalidStateError(this.order.state, ['NEW']);
         }
         this.order.createdAt = this.timestamp;
         this.order.timestamp = this.timestamp;
-        const orderByInstrument = state.order.tryGetOrSet(this.order.instrument.id, () => new store_state_1.InnerSet(this.order.instrument.id));
+        const orderByInstrument = state.order.tryGetOrSet(this.order.instrument.id, () => new store_1.InnerSet(this.order.instrument.id));
         orderByInstrument.upsert(this.order);
+        const base = state.balance.get(this.order.instrument.base.id);
+        const quote = state.balance.get(this.order.instrument.quote.id);
+        if (!base || !quote) {
+            throw new store_1.BalanceNotFoundError(!base ? this.order.instrument.base : this.order.instrument.quote);
+        }
+        if (base.tryAddTransientFunding(this.order)) {
+            base.timestamp = this.timestamp;
+            changes.commit(base);
+        }
+        if (quote.tryAddTransientFunding(this.order)) {
+            quote.timestamp = this.timestamp;
+            changes.commit(quote);
+        }
         changes.commit(this.order);
     }
 }
@@ -45,13 +57,13 @@ class OrderPendingEvent {
     handle(state, changes) {
         const order = state.order
             .tryGetOrSet(this.instrument.id, () => {
-            throw (0, error_1.orderNotFoundError)(this.id);
+            throw new store_1.OrderNotFoundError(this.id);
         })
             .tryGetOrSet(this.id, () => {
-            throw (0, error_1.orderNotFoundError)(this.id);
+            throw new store_1.OrderNotFoundError(this.id);
         });
         if (order.state != 'NEW') {
-            throw (0, error_1.orderInvalidStateError)(order.state, ['NEW']);
+            throw new store_1.OrderInvalidStateError(order.state, ['NEW']);
         }
         order.state = 'PENDING';
         order.timestamp = this.timestamp;
@@ -69,13 +81,13 @@ class OrderFilledEvent {
     handle(state, changes) {
         const order = state.order
             .tryGetOrSet(this.instrument.id, () => {
-            throw (0, error_1.orderNotFoundError)(this.id);
+            throw new store_1.OrderNotFoundError(this.id);
         })
             .tryGetOrSet(this.id, () => {
-            throw (0, error_1.orderNotFoundError)(this.id);
+            throw new store_1.OrderNotFoundError(this.id);
         });
         if (order.state != 'PENDING' && order.state != 'CANCELING') {
-            throw (0, error_1.orderInvalidStateError)(order.state, ['PENDING', 'CANCELING']);
+            throw new store_1.OrderInvalidStateError(order.state, ['PENDING', 'CANCELING']);
         }
         order.state = 'FILLED';
         order.timestamp = this.timestamp;
@@ -94,16 +106,16 @@ class OrderCancelingEvent {
     handle(state, changes) {
         const order = state.order
             .tryGetOrSet(this.instrument.id, () => {
-            throw (0, error_1.orderNotFoundError)(this.id);
+            throw new store_1.OrderNotFoundError(this.id);
         })
             .tryGetOrSet(this.id, () => {
-            throw (0, error_1.orderNotFoundError)(this.id);
+            throw new store_1.OrderNotFoundError(this.id);
         });
         if (order.state == 'CANCELING' || order.state == 'CANCELED') {
             return;
         }
         if (order.state != 'PENDING') {
-            throw (0, error_1.orderInvalidStateError)(order.state, ['PENDING']);
+            throw new store_1.OrderInvalidStateError(order.state, ['PENDING']);
         }
         order.state = 'CANCELING';
         order.timestamp = this.timestamp;
@@ -120,19 +132,32 @@ class OrderCanceledEvent {
     handle(state, changes) {
         const order = state.order
             .tryGetOrSet(this.instrument.id, () => {
-            throw (0, error_1.orderNotFoundError)(this.id);
+            throw new store_1.OrderNotFoundError(this.id);
         })
             .tryGetOrSet(this.id, () => {
-            throw (0, error_1.orderNotFoundError)(this.id);
+            throw new store_1.OrderNotFoundError(this.id);
         });
         if (order.state == 'CANCELED') {
             return;
         }
         if (order.state != 'CANCELING') {
-            throw (0, error_1.orderInvalidStateError)(order.state, ['CANCELING']);
+            throw new store_1.OrderInvalidStateError(order.state, ['CANCELING']);
         }
         order.state = 'CANCELED';
         order.timestamp = this.timestamp;
+        const base = state.balance.get(order.instrument.base.id);
+        const quote = state.balance.get(order.instrument.quote.id);
+        if (!base || !quote) {
+            throw new store_1.BalanceNotFoundError(!base ? order.instrument.base : order.instrument.quote);
+        }
+        if (base.tryRemoveTransientFunding(order)) {
+            base.timestamp = this.timestamp;
+            changes.commit(base);
+        }
+        if (quote.tryRemoveTransientFunding(order)) {
+            quote.timestamp = this.timestamp;
+            changes.commit(quote);
+        }
         changes.commit(order);
     }
 }
@@ -146,10 +171,10 @@ class OrderCancelFailedEvent {
     handle(state, changes) {
         const order = state.order
             .tryGetOrSet(this.instrument.id, () => {
-            throw (0, error_1.orderNotFoundError)(this.id);
+            throw new store_1.OrderNotFoundError(this.id);
         })
             .tryGetOrSet(this.id, () => {
-            throw (0, error_1.orderNotFoundError)(this.id);
+            throw new store_1.OrderNotFoundError(this.id);
         });
         if (order.state != 'CANCELING') {
             return;
@@ -169,16 +194,29 @@ class OrderRejectedEvent {
     handle(state, changes) {
         const order = state.order
             .tryGetOrSet(this.instrument.id, () => {
-            throw (0, error_1.orderNotFoundError)(this.id);
+            throw new store_1.OrderNotFoundError(this.id);
         })
             .tryGetOrSet(this.id, () => {
-            throw (0, error_1.orderNotFoundError)(this.id);
+            throw new store_1.OrderNotFoundError(this.id);
         });
         if (order.state != 'NEW') {
-            throw (0, error_1.orderInvalidStateError)(order.state, ['NEW']);
+            throw new store_1.OrderInvalidStateError(order.state, ['NEW']);
         }
         order.state = 'REJECTED';
         order.timestamp = this.timestamp;
+        const base = state.balance.get(order.instrument.base.id);
+        const quote = state.balance.get(order.instrument.quote.id);
+        if (!base || !quote) {
+            throw new store_1.BalanceNotFoundError(!base ? order.instrument.base : order.instrument.quote);
+        }
+        if (base.tryRemoveTransientFunding(order)) {
+            base.timestamp = this.timestamp;
+            changes.commit(base);
+        }
+        if (quote.tryRemoveTransientFunding(order)) {
+            quote.timestamp = this.timestamp;
+            changes.commit(quote);
+        }
         changes.commit(order);
     }
 }

package/dist/store/store-order-event.spec.d.ts

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

package/dist/store/store-order-event.spec.d.ts.map

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

package/dist/store/store-order-event.spec.js

@@ -0,0 +1,23 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const domain_1 = require("../domain");
+const shared_1 = require("../shared");
+const store_1 = require("../store");
+describe(store_1.OrderLoadEvent.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 load order to store', () => {
+        var _a, _b;
+        const timestamp = (0, shared_1.now)();
+        const store = new store_1.Store();
+        const balance = new domain_1.Balance(0, instrument.quote, (0, shared_1.d)(1));
+        const order = new domain_1.Order(0, '1', instrument, (0, shared_1.d)(1.0), 0);
+        order.state = 'PENDING';
+        store.snapshot.universe.instrument.upsert(instrument);
+        store.snapshot.subscription.instrument.upsert(instrument);
+        store.snapshot.balance.upsert(balance);
+        store.dispatch(new store_1.OrderLoadEvent(order, timestamp));
+        const pendingOrder = (_b = (_a = store.snapshot.order.get(instrument.id)) === null || _a === void 0 ? void 0 : _a.get('1')) !== null && _b !== void 0 ? _b : fail();
+        expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
+        expect(pendingOrder).toEqual(order);
+    });
+});

package/dist/store/store-orderbook-event.d.ts

@@ -1,7 +1,6 @@
 import { InstrumentSelector, Liquidity } from '../domain';
 import { timestamp } from '../shared';
-import { StoreEvent } from './store-event';
-import { State, StateChangeTracker } from './store-state';
+import { State, StateChangeTracker, StoreEvent } from '../store';
 export declare class OrderbookPatchEvent implements StoreEvent {
     readonly instrument: InstrumentSelector;
     readonly ask: Liquidity;

package/dist/store/store-orderbook-event.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"store-orderbook-event.d.ts","sourceRoot":"","sources":["../../src/store/store-orderbook-event.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,SAAS,EAAa,MAAM,WAAW,CAAC;AACrE,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AAEtC,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,KAAK,EAAE,kBAAkB,EAAE,MAAM,eAAe,CAAC;AAE1D,qBAAa,mBAAoB,YAAW,UAAU;IAElD,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,GAAG,EAAE,SAAS;IACvB,QAAQ,CAAC,GAAG,EAAE,SAAS;IACvB,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAHpB,UAAU,EAAE,kBAAkB,EAC9B,GAAG,EAAE,SAAS,EACd,GAAG,EAAE,SAAS,EACd,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAyCxD"}
+{"version":3,"file":"store-orderbook-event.d.ts","sourceRoot":"","sources":["../../src/store/store-orderbook-event.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,SAAS,EAAa,MAAM,aAAa,CAAC;AACvE,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACxC,OAAO,EAGL,KAAK,EACL,kBAAkB,EAClB,UAAU,EACX,MAAM,YAAY,CAAC;AAEpB,qBAAa,mBAAoB,YAAW,UAAU;IAElD,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,GAAG,EAAE,SAAS;IACvB,QAAQ,CAAC,GAAG,EAAE,SAAS;IACvB,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAHpB,UAAU,EAAE,kBAAkB,EAC9B,GAAG,EAAE,SAAS,EACd,GAAG,EAAE,SAAS,EACd,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAyCxD"}

package/dist/store/store-orderbook-event.js

@@ -2,7 +2,7 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.OrderbookPatchEvent = void 0;
 const domain_1 = require("../domain");
-const error_1 = require("./error");
+const store_1 = require("../store");
 class OrderbookPatchEvent {
     constructor(instrument, ask, bid, timestamp) {
         this.instrument = instrument;
@@ -13,7 +13,7 @@ class OrderbookPatchEvent {
     handle(state, changes) {
         const instrument = state.universe.instrument.get(this.instrument.id);
         if (!instrument) {
-            throw (0, error_1.instrumentNotSupportedError)(this.instrument);
+            throw new store_1.InstrumentNotSupportedError(this.instrument);
         }
         const orderbook = state.orderbook.tryGetOrSet(this.instrument.id, () => new domain_1.Orderbook(0, instrument, this.ask, this.bid));
         state.timestamp = this.timestamp;
@@ -34,7 +34,7 @@ class OrderbookPatchEvent {
                 }
             }
             if (quote.total.lessThan(0)) {
-                throw (0, error_1.liquidationError)();
+                throw new store_1.LiquidationError();
             }
         }
         changes.commit(orderbook);

package/dist/store/store-orderbook-event.spec.d.ts

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

package/dist/store/store-orderbook-event.spec.d.ts.map

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

package/dist/store/store-orderbook-event.spec.js

@@ -0,0 +1,27 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const domain_1 = require("../domain");
+const shared_1 = require("../shared");
+const store_1 = require("../store");
+describe(store_1.OrderbookPatchEvent.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);
+    let store;
+    beforeEach(() => {
+        store = new store_1.Store();
+        store.snapshot.universe.instrument.upsert(instrument);
+        store.snapshot.subscription.instrument.upsert(instrument);
+    });
+    test('should set a best bid and ask', () => {
+        var _a;
+        const timestamp = (0, shared_1.now)();
+        const ask = { rate: (0, shared_1.d)(2), quantity: (0, shared_1.d)(2), next: undefined };
+        const bid = { rate: (0, shared_1.d)(1), quantity: (0, shared_1.d)(1), next: undefined };
+        store.dispatch(new store_1.OrderbookPatchEvent(instrument, ask, bid, timestamp));
+        const orderbook = (_a = store.snapshot.orderbook.get(instrument.id)) !== null && _a !== void 0 ? _a : fail();
+        expect(orderbook.timestamp).toEqual(timestamp);
+        expect(orderbook.instrument.id).toEqual(orderbook.instrument.id);
+        expect(orderbook.asks).toEqual(ask);
+        expect(orderbook.bids).toEqual(bid);
+        expect(store.snapshot.timestamp).toEqual(timestamp);
+    });
+});

package/dist/store/store-position-event.d.ts

@@ -1,7 +1,6 @@
 import { Instrument, Position, PositionMode } from '../domain';
 import { decimal, timestamp } from '../shared';
-import { StoreEvent } from './store-event';
-import { State, StateChangeTracker } from './store-state';
+import { State, StateChangeTracker, StoreEvent } from '../store';
 export declare class PositionLoadEvent implements StoreEvent {
     readonly position: Position;
     readonly timestamp: timestamp;

package/dist/store/store-position-event.d.ts.map

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