@quantform/core 0.6.6 → 0.7.0-beta.10

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (521) hide show
  1. package/dist/as-readonly.d.ts +3 -0
  2. package/dist/as-readonly.d.ts.map +1 -0
  3. package/dist/as-readonly.js +8 -0
  4. package/dist/{domain → asset}/asset.d.ts +6 -1
  5. package/dist/asset/asset.d.ts.map +1 -0
  6. package/dist/{domain → asset}/asset.js +16 -7
  7. package/dist/asset/asset.spec.d.ts +2 -0
  8. package/dist/asset/asset.spec.d.ts.map +1 -0
  9. package/dist/asset/asset.spec.js +54 -0
  10. package/dist/asset/index.d.ts +2 -0
  11. package/dist/asset/index.d.ts.map +1 -0
  12. package/dist/{adapter/paper → asset}/index.js +1 -2
  13. package/dist/cli/build.js +1 -1
  14. package/dist/cli/dev.d.ts.map +1 -1
  15. package/dist/cli/dev.js +15 -11
  16. package/dist/cli/index.js +8 -8
  17. package/dist/cli/internal/workspace.js +1 -1
  18. package/dist/cli/pull.d.ts.map +1 -1
  19. package/dist/cli/pull.js +50 -20
  20. package/dist/cli/{test.d.ts → replay.d.ts} +1 -1
  21. package/dist/cli/replay.d.ts.map +1 -0
  22. package/dist/cli/{test.js → replay.js} +18 -20
  23. package/dist/cli/run.d.ts.map +1 -1
  24. package/dist/cli/run.js +16 -11
  25. package/dist/component/distinct-until-timesamp-changed.d.ts +5 -0
  26. package/dist/component/distinct-until-timesamp-changed.d.ts.map +1 -0
  27. package/dist/component/distinct-until-timesamp-changed.js +9 -0
  28. package/dist/component/error.d.ts +17 -0
  29. package/dist/component/error.d.ts.map +1 -0
  30. package/dist/component/error.js +33 -0
  31. package/dist/component/index.d.ts +8 -0
  32. package/dist/component/index.d.ts.map +1 -0
  33. package/dist/{store → component}/index.js +7 -9
  34. package/dist/{domain → component}/ohlc-operator.d.ts +1 -1
  35. package/dist/component/ohlc-operator.d.ts.map +1 -0
  36. package/dist/{domain → component}/ohlc-operator.js +4 -5
  37. package/dist/component/ohlc-operator.spec.d.ts +2 -0
  38. package/dist/component/ohlc-operator.spec.d.ts.map +1 -0
  39. package/dist/component/ohlc-operator.spec.js +110 -0
  40. package/dist/component/ohlc.d.ts.map +1 -0
  41. package/dist/component/ohlc.spec.d.ts +2 -0
  42. package/dist/component/ohlc.spec.d.ts.map +1 -0
  43. package/dist/component/ohlc.spec.js +25 -0
  44. package/dist/component/timeframe.d.ts.map +1 -0
  45. package/dist/core.d.ts +3 -0
  46. package/dist/core.d.ts.map +1 -0
  47. package/dist/core.js +15 -0
  48. package/dist/defined.d.ts +3 -0
  49. package/dist/defined.d.ts.map +1 -0
  50. package/dist/defined.js +8 -0
  51. package/dist/errored.d.ts +2 -0
  52. package/dist/errored.d.ts.map +1 -0
  53. package/dist/{domain/component.js → errored.js} +2 -0
  54. package/dist/exclude.d.ts +3 -0
  55. package/dist/exclude.d.ts.map +1 -0
  56. package/dist/exclude.js +8 -0
  57. package/dist/index.d.ts +25 -27
  58. package/dist/index.d.ts.map +1 -1
  59. package/dist/index.js +25 -66
  60. package/dist/{domain → instrument/commission}/commission.d.ts +1 -1
  61. package/dist/instrument/commission/commission.d.ts.map +1 -0
  62. package/dist/{domain → instrument/commission}/commission.js +2 -2
  63. package/dist/instrument/commission/commission.spec.d.ts +2 -0
  64. package/dist/instrument/commission/commission.spec.d.ts.map +1 -0
  65. package/dist/instrument/commission/commission.spec.js +30 -0
  66. package/dist/instrument/index.d.ts +3 -0
  67. package/dist/instrument/index.d.ts.map +1 -0
  68. package/dist/{adapter → instrument}/index.js +2 -4
  69. package/dist/{domain → instrument}/instrument.d.ts +4 -4
  70. package/dist/instrument/instrument.d.ts.map +1 -0
  71. package/dist/{domain → instrument}/instrument.js +8 -5
  72. package/dist/instrument/instrument.spec.d.ts +2 -0
  73. package/dist/instrument/instrument.spec.d.ts.map +1 -0
  74. package/dist/instrument/instrument.spec.js +51 -0
  75. package/dist/make-test-module.d.ts +13 -0
  76. package/dist/make-test-module.d.ts.map +1 -0
  77. package/dist/make-test-module.js +46 -0
  78. package/dist/module.d.ts +57 -0
  79. package/dist/module.d.ts.map +1 -0
  80. package/dist/module.js +136 -0
  81. package/dist/module.spec.d.ts +2 -0
  82. package/dist/module.spec.d.ts.map +1 -0
  83. package/dist/module.spec.js +86 -0
  84. package/dist/replay/index.d.ts +7 -0
  85. package/dist/replay/index.d.ts.map +1 -0
  86. package/dist/replay/index.js +22 -0
  87. package/dist/replay/use-replay-coordinator.d.ts +10 -0
  88. package/dist/replay/use-replay-coordinator.d.ts.map +1 -0
  89. package/dist/replay/use-replay-coordinator.js +119 -0
  90. package/dist/replay/use-replay-options.d.ts +15 -0
  91. package/dist/replay/use-replay-options.d.ts.map +1 -0
  92. package/dist/replay/use-replay-options.js +20 -0
  93. package/dist/replay/use-replay-reader.d.ts +7 -0
  94. package/dist/replay/use-replay-reader.d.ts.map +1 -0
  95. package/dist/replay/use-replay-reader.js +32 -0
  96. package/dist/replay/use-replay-reader.spec.d.ts +2 -0
  97. package/dist/replay/use-replay-reader.spec.d.ts.map +1 -0
  98. package/dist/replay/use-replay-reader.spec.js +58 -0
  99. package/dist/replay/use-replay-storage.d.ts +10 -0
  100. package/dist/replay/use-replay-storage.d.ts.map +1 -0
  101. package/dist/replay/use-replay-storage.js +10 -0
  102. package/dist/replay/use-replay-writer.d.ts +6 -0
  103. package/dist/replay/use-replay-writer.d.ts.map +1 -0
  104. package/dist/replay/use-replay-writer.js +14 -0
  105. package/dist/replay/use-replay-writer.spec.d.ts +2 -0
  106. package/dist/replay/use-replay-writer.spec.d.ts.map +1 -0
  107. package/dist/replay/use-replay-writer.spec.js +53 -0
  108. package/dist/replay/use-replay.d.ts +10 -0
  109. package/dist/replay/use-replay.d.ts.map +1 -0
  110. package/dist/replay/use-replay.js +32 -0
  111. package/dist/replay/use-replay.spec.d.ts +2 -0
  112. package/dist/replay/use-replay.spec.d.ts.map +1 -0
  113. package/dist/replay/use-replay.spec.js +106 -0
  114. package/dist/replay/with-replay.d.ts +4 -0
  115. package/dist/replay/with-replay.d.ts.map +1 -0
  116. package/dist/replay/with-replay.js +8 -0
  117. package/dist/session/index.d.ts +4 -0
  118. package/dist/session/index.d.ts.map +1 -0
  119. package/dist/session/index.js +19 -0
  120. package/dist/session/use-session-object.d.ts +18 -0
  121. package/dist/session/use-session-object.d.ts.map +1 -0
  122. package/dist/session/use-session-object.js +13 -0
  123. package/dist/session/use-session-storage.d.ts +2 -0
  124. package/dist/session/use-session-storage.d.ts.map +1 -0
  125. package/dist/session/use-session-storage.js +10 -0
  126. package/dist/session/use-session.d.ts +4 -0
  127. package/dist/session/use-session.d.ts.map +1 -0
  128. package/dist/session/use-session.js +7 -0
  129. package/dist/shared/datetime.d.ts +1 -1
  130. package/dist/shared/datetime.d.ts.map +1 -1
  131. package/dist/shared/decimals.d.ts.map +1 -1
  132. package/dist/shared/decimals.js +5 -0
  133. package/dist/shared/decimals.spec.d.ts +2 -0
  134. package/dist/shared/decimals.spec.d.ts.map +1 -0
  135. package/dist/shared/decimals.spec.js +28 -0
  136. package/dist/shared/index.d.ts +3 -7
  137. package/dist/shared/index.d.ts.map +1 -1
  138. package/dist/shared/index.js +3 -7
  139. package/dist/simulator/index.d.ts +2 -0
  140. package/dist/simulator/index.d.ts.map +1 -0
  141. package/dist/{adapter/backtester → simulator}/index.js +1 -2
  142. package/dist/simulator/use-simulator.d.ts +2 -0
  143. package/dist/simulator/use-simulator.d.ts.map +1 -0
  144. package/dist/simulator/use-simulator.js +9 -0
  145. package/dist/simulator/use-simulator.spec.d.ts +2 -0
  146. package/dist/simulator/use-simulator.spec.d.ts.map +1 -0
  147. package/dist/simulator/use-simulator.spec.js +49 -0
  148. package/dist/storage/in-memory/in-memory-storage.d.ts +9 -0
  149. package/dist/storage/in-memory/in-memory-storage.d.ts.map +1 -0
  150. package/dist/storage/in-memory/in-memory-storage.factory.d.ts +6 -0
  151. package/dist/storage/in-memory/in-memory-storage.factory.d.ts.map +1 -0
  152. package/dist/storage/in-memory/in-memory-storage.factory.js +23 -0
  153. package/dist/storage/in-memory/in-memory-storage.js +72 -0
  154. package/dist/storage/in-memory/in-memory-storage.spec.d.ts +2 -0
  155. package/dist/storage/in-memory/in-memory-storage.spec.d.ts.map +1 -0
  156. package/dist/storage/in-memory/in-memory-storage.spec.js +167 -0
  157. package/dist/storage/in-memory/index.d.ts +3 -0
  158. package/dist/storage/in-memory/index.d.ts.map +1 -0
  159. package/dist/storage/in-memory/index.js +18 -0
  160. package/dist/storage/index.d.ts +3 -3
  161. package/dist/storage/index.d.ts.map +1 -1
  162. package/dist/storage/index.js +3 -3
  163. package/dist/storage/storage.d.ts +51 -61
  164. package/dist/storage/storage.d.ts.map +1 -1
  165. package/dist/storage/storage.js +20 -85
  166. package/dist/storage/use-cache.d.ts +4 -0
  167. package/dist/storage/use-cache.d.ts.map +1 -0
  168. package/dist/storage/use-cache.js +34 -0
  169. package/dist/storage/use-cache.spec.d.ts +2 -0
  170. package/dist/storage/use-cache.spec.d.ts.map +1 -0
  171. package/dist/storage/use-cache.spec.js +36 -0
  172. package/dist/storage/use-storage-factory.d.ts +10 -0
  173. package/dist/storage/use-storage-factory.d.ts.map +1 -0
  174. package/dist/storage/use-storage-factory.js +14 -0
  175. package/dist/storage/use-storage.d.ts +3 -0
  176. package/dist/storage/use-storage.d.ts.map +1 -0
  177. package/dist/storage/use-storage.js +11 -0
  178. package/dist/strat.d.ts +7 -0
  179. package/dist/strat.d.ts.map +1 -0
  180. package/dist/strat.js +7 -0
  181. package/dist/use-execution-mode.d.ts +29 -0
  182. package/dist/use-execution-mode.d.ts.map +1 -0
  183. package/dist/use-execution-mode.js +37 -0
  184. package/dist/use-hash.d.ts +5 -0
  185. package/dist/use-hash.d.ts.map +1 -0
  186. package/dist/use-hash.js +7 -0
  187. package/dist/use-hash.spec.d.ts +2 -0
  188. package/dist/use-hash.spec.d.ts.map +1 -0
  189. package/dist/use-hash.spec.js +16 -0
  190. package/dist/use-lock.d.ts +9 -0
  191. package/dist/use-lock.d.ts.map +1 -0
  192. package/dist/use-lock.js +40 -0
  193. package/dist/use-logger.d.ts +10 -0
  194. package/dist/use-logger.d.ts.map +1 -0
  195. package/dist/use-logger.js +37 -0
  196. package/dist/use-memo.d.ts +21 -0
  197. package/dist/use-memo.d.ts.map +1 -0
  198. package/dist/use-memo.js +35 -0
  199. package/dist/use-memo.spec.d.ts +2 -0
  200. package/dist/use-memo.spec.d.ts.map +1 -0
  201. package/dist/use-memo.spec.js +35 -0
  202. package/dist/use-request.d.ts +16 -0
  203. package/dist/use-request.d.ts.map +1 -0
  204. package/dist/use-request.js +27 -0
  205. package/dist/use-socket.d.ts +6 -0
  206. package/dist/use-socket.d.ts.map +1 -0
  207. package/dist/use-socket.js +53 -0
  208. package/dist/use-state.d.ts +4 -0
  209. package/dist/use-state.d.ts.map +1 -0
  210. package/dist/use-state.js +24 -0
  211. package/dist/use-state.spec.d.ts +2 -0
  212. package/dist/use-state.spec.d.ts.map +1 -0
  213. package/dist/use-state.spec.js +36 -0
  214. package/dist/use-timestamp.d.ts +2 -0
  215. package/dist/use-timestamp.d.ts.map +1 -0
  216. package/dist/use-timestamp.js +13 -0
  217. package/dist/use.d.ts +5 -0
  218. package/dist/use.d.ts.map +1 -0
  219. package/dist/use.js +20 -0
  220. package/dist/use.spec.d.ts +2 -0
  221. package/dist/use.spec.d.ts.map +1 -0
  222. package/dist/use.spec.js +47 -0
  223. package/jest.config.ts +23 -2
  224. package/package.json +14 -11
  225. package/src/as-readonly.ts +5 -0
  226. package/src/{domain → asset}/asset.spec.ts +4 -4
  227. package/src/{domain → asset}/asset.ts +17 -6
  228. package/src/asset/index.ts +1 -0
  229. package/src/cli/build.ts +1 -1
  230. package/src/cli/dev.ts +18 -13
  231. package/src/cli/index.ts +7 -7
  232. package/src/cli/internal/workspace.ts +1 -1
  233. package/src/cli/pull.ts +22 -10
  234. package/src/cli/replay.ts +31 -0
  235. package/src/cli/run.ts +17 -13
  236. package/src/component/distinct-until-timesamp-changed.ts +11 -0
  237. package/src/component/error.ts +32 -0
  238. package/src/component/index.ts +7 -0
  239. package/src/{domain → component}/ohlc-operator.spec.ts +5 -6
  240. package/src/{domain → component}/ohlc-operator.ts +2 -3
  241. package/src/{domain → component}/ohlc.spec.ts +2 -2
  242. package/src/{domain → component}/ohlc.ts +2 -2
  243. package/src/core.ts +14 -0
  244. package/src/defined.ts +6 -0
  245. package/src/errored.ts +1 -0
  246. package/src/exclude.ts +9 -0
  247. package/src/index.ts +27 -80
  248. package/src/{domain → instrument/commission}/commission.spec.ts +4 -3
  249. package/src/{domain → instrument/commission}/commission.ts +1 -1
  250. package/src/instrument/index.ts +2 -0
  251. package/src/{domain → instrument}/instrument.spec.ts +11 -6
  252. package/src/{domain → instrument}/instrument.ts +12 -8
  253. package/src/make-test-module.ts +46 -0
  254. package/src/module.spec.ts +74 -0
  255. package/src/module.ts +156 -0
  256. package/src/replay/index.ts +6 -0
  257. package/src/replay/use-replay-coordinator.ts +142 -0
  258. package/src/replay/use-replay-options.ts +23 -0
  259. package/src/replay/use-replay-reader.spec.ts +64 -0
  260. package/src/replay/use-replay-reader.ts +23 -0
  261. package/src/replay/use-replay-storage.ts +8 -0
  262. package/src/replay/use-replay-writer.spec.ts +56 -0
  263. package/src/replay/use-replay-writer.ts +17 -0
  264. package/src/replay/use-replay.spec.ts +132 -0
  265. package/src/replay/use-replay.ts +34 -0
  266. package/src/replay/with-replay.ts +10 -0
  267. package/src/session/index.ts +3 -0
  268. package/src/session/use-session-object.ts +26 -0
  269. package/src/session/use-session-storage.ts +9 -0
  270. package/src/session/use-session.ts +5 -0
  271. package/src/shared/decimals.spec.ts +1 -1
  272. package/src/shared/decimals.ts +5 -0
  273. package/src/shared/index.ts +3 -7
  274. package/src/simulator/index.ts +1 -0
  275. package/src/simulator/use-simulator.spec.ts +54 -0
  276. package/src/simulator/use-simulator.ts +7 -0
  277. package/src/storage/in-memory/in-memory-storage.factory.ts +16 -0
  278. package/src/storage/in-memory/in-memory-storage.spec.ts +193 -0
  279. package/src/storage/in-memory/in-memory-storage.ts +80 -0
  280. package/src/storage/in-memory/index.ts +2 -0
  281. package/src/storage/index.ts +3 -3
  282. package/src/storage/storage.ts +63 -119
  283. package/src/storage/use-cache.spec.ts +31 -0
  284. package/src/storage/use-cache.ts +50 -0
  285. package/src/storage/use-storage-factory.ts +17 -0
  286. package/src/storage/use-storage.ts +11 -0
  287. package/src/strat.ts +7 -0
  288. package/src/use-execution-mode.ts +41 -0
  289. package/src/use-hash.spec.ts +16 -0
  290. package/src/use-hash.ts +5 -0
  291. package/src/use-lock.ts +52 -0
  292. package/src/use-logger.ts +47 -0
  293. package/src/use-memo.spec.ts +30 -0
  294. package/src/use-memo.ts +35 -0
  295. package/src/use-request.ts +47 -0
  296. package/src/use-socket.ts +60 -0
  297. package/src/use-state.spec.ts +31 -0
  298. package/src/use-state.ts +30 -0
  299. package/src/use-timestamp.ts +12 -0
  300. package/src/use.spec.ts +46 -0
  301. package/src/use.ts +33 -0
  302. package/tsconfig.json +7 -4
  303. package/dist/adapter/adapter-aggregate.d.ts +0 -57
  304. package/dist/adapter/adapter-aggregate.d.ts.map +0 -1
  305. package/dist/adapter/adapter-aggregate.js +0 -157
  306. package/dist/adapter/adapter.d.ts +0 -54
  307. package/dist/adapter/adapter.d.ts.map +0 -1
  308. package/dist/adapter/adapter.js +0 -20
  309. package/dist/adapter/backtester/backtester-adapter.d.ts +0 -30
  310. package/dist/adapter/backtester/backtester-adapter.d.ts.map +0 -1
  311. package/dist/adapter/backtester/backtester-adapter.js +0 -67
  312. package/dist/adapter/backtester/backtester-cursor.d.ts +0 -16
  313. package/dist/adapter/backtester/backtester-cursor.d.ts.map +0 -1
  314. package/dist/adapter/backtester/backtester-cursor.js +0 -52
  315. package/dist/adapter/backtester/backtester-streamer.d.ts +0 -50
  316. package/dist/adapter/backtester/backtester-streamer.d.ts.map +0 -1
  317. package/dist/adapter/backtester/backtester-streamer.js +0 -119
  318. package/dist/adapter/backtester/error.d.ts +0 -3
  319. package/dist/adapter/backtester/error.d.ts.map +0 -1
  320. package/dist/adapter/backtester/error.js +0 -11
  321. package/dist/adapter/backtester/index.d.ts +0 -3
  322. package/dist/adapter/backtester/index.d.ts.map +0 -1
  323. package/dist/adapter/error.d.ts +0 -4
  324. package/dist/adapter/error.d.ts.map +0 -1
  325. package/dist/adapter/error.js +0 -15
  326. package/dist/adapter/index.d.ts +0 -5
  327. package/dist/adapter/index.d.ts.map +0 -1
  328. package/dist/adapter/paper/engine/paper-engine.d.ts +0 -12
  329. package/dist/adapter/paper/engine/paper-engine.d.ts.map +0 -1
  330. package/dist/adapter/paper/engine/paper-engine.js +0 -109
  331. package/dist/adapter/paper/index.d.ts +0 -3
  332. package/dist/adapter/paper/index.d.ts.map +0 -1
  333. package/dist/adapter/paper/paper-adapter.d.ts +0 -30
  334. package/dist/adapter/paper/paper-adapter.d.ts.map +0 -1
  335. package/dist/adapter/paper/paper-adapter.js +0 -87
  336. package/dist/cli/error.d.ts +0 -2
  337. package/dist/cli/error.d.ts.map +0 -1
  338. package/dist/cli/error.js +0 -7
  339. package/dist/cli/test.d.ts.map +0 -1
  340. package/dist/domain/asset.d.ts.map +0 -1
  341. package/dist/domain/balance-operator.d.ts +0 -7
  342. package/dist/domain/balance-operator.d.ts.map +0 -1
  343. package/dist/domain/balance-operator.js +0 -9
  344. package/dist/domain/balance.d.ts +0 -47
  345. package/dist/domain/balance.d.ts.map +0 -1
  346. package/dist/domain/balance.js +0 -97
  347. package/dist/domain/commission.d.ts.map +0 -1
  348. package/dist/domain/component.d.ts +0 -6
  349. package/dist/domain/component.d.ts.map +0 -1
  350. package/dist/domain/error.d.ts +0 -7
  351. package/dist/domain/error.d.ts.map +0 -1
  352. package/dist/domain/error.js +0 -23
  353. package/dist/domain/index.d.ts +0 -22
  354. package/dist/domain/index.d.ts.map +0 -1
  355. package/dist/domain/index.js +0 -37
  356. package/dist/domain/instrument-operator.d.ts +0 -7
  357. package/dist/domain/instrument-operator.d.ts.map +0 -1
  358. package/dist/domain/instrument-operator.js +0 -13
  359. package/dist/domain/instrument.d.ts.map +0 -1
  360. package/dist/domain/ohlc-operator.d.ts.map +0 -1
  361. package/dist/domain/ohlc.d.ts.map +0 -1
  362. package/dist/domain/order-operator.d.ts +0 -8
  363. package/dist/domain/order-operator.d.ts.map +0 -1
  364. package/dist/domain/order-operator.js +0 -16
  365. package/dist/domain/order.d.ts +0 -24
  366. package/dist/domain/order.d.ts.map +0 -1
  367. package/dist/domain/order.js +0 -49
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  461. package/src/cli/error.ts +0 -5
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  467. package/src/domain/component.ts +0 -6
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  483. package/src/domain/position.ts +0 -31
  484. package/src/domain/session-builder.ts +0 -158
  485. package/src/domain/session.spec.ts +0 -33
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  487. package/src/domain/trade-operator.spec.ts +0 -35
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  491. package/src/shared/collections.spec.ts +0 -34
  492. package/src/shared/collections.ts +0 -154
  493. package/src/shared/logger.ts +0 -39
  494. package/src/shared/pipe.ts +0 -12
  495. package/src/shared/policy.ts +0 -5
  496. package/src/storage/cache.spec.ts +0 -18
  497. package/src/storage/cache.ts +0 -37
  498. package/src/storage/feed.ts +0 -124
  499. package/src/storage/measurement.ts +0 -56
  500. package/src/store/error.ts +0 -36
  501. package/src/store/index.ts +0 -9
  502. package/src/store/store-balance-event.spec.ts +0 -30
  503. package/src/store/store-balance-event.ts +0 -167
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  505. package/src/store/store-instrument-event.spec.ts +0 -26
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  507. package/src/store/store-order-event.spec.ts +0 -32
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  509. package/src/store/store-orderbook-event.spec.ts +0 -39
  510. package/src/store/store-orderbook-event.ts +0 -56
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  512. package/src/store/store-state.ts +0 -48
  513. package/src/store/store-trade-event.spec.ts +0 -62
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  517. package/dist/{domain → component}/ohlc.d.ts +0 -0
  518. package/dist/{domain → component}/ohlc.js +0 -0
  519. package/dist/{domain → component}/timeframe.d.ts +0 -0
  520. package/dist/{domain → component}/timeframe.js +1 -1
  521. /package/src/{domain → component}/timeframe.ts +0 -0
@@ -1,29 +0,0 @@
1
- export declare class Set<T extends {
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- id: string;
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- }> {
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- private readonly array;
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- constructor(values?: ReadonlyArray<T>);
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- get(id: string): T | undefined;
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- tryGetOrSet(id: string, setter: () => T): T;
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- upsert(value: T): T;
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- remove(value: T): void;
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- asReadonlyArray(): ReadonlyArray<T>;
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- clear(): void;
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- }
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- export declare class PriorityList<T extends {
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- next: T | undefined;
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- }> {
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- private readonly comparer;
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- private readonly getKeyFn;
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- private valueByKey;
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- head: T | undefined;
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- constructor(comparer: (lhs: Omit<T, 'next'>, rhs: Omit<T, 'next'>) => number, getKeyFn: (key: Omit<T, 'next'>) => string);
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- getByKey(key: string): T;
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- private make;
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- enqueue(value: Omit<T, 'next'>): void;
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- dequeue(value: Omit<T, 'next'>): void;
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- clear(): void;
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- visit(fn: (value: T) => boolean): void;
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- reduce<K>(fn: (value: T, aggregate: K) => K, initValue: K): K;
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- }
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- //# sourceMappingURL=collections.d.ts.map
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@@ -1,123 +0,0 @@
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- "use strict";
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- Object.defineProperty(exports, "__esModule", { value: true });
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- exports.PriorityList = exports.Set = void 0;
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- class Set {
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- constructor(values) {
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- this.array = [];
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- if (values) {
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- values.forEach(it => this.upsert(it));
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- }
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- }
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- get(id) {
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- return this.array.find(it => it.id == id);
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- }
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- tryGetOrSet(id, setter) {
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- var _a;
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- return (_a = this.get(id)) !== null && _a !== void 0 ? _a : this.upsert(setter());
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- }
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- upsert(value) {
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- const index = this.array.findIndex(it => it.id == value.id);
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- if (index >= 0) {
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- this.array[index] = value;
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- return value;
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- }
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- this.array.push(value);
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- return value;
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- }
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- remove(value) {
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- const index = this.array.indexOf(value);
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- if (index > -1) {
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- this.array.splice(index, 1);
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- }
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- }
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- asReadonlyArray() {
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- return this.array;
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- }
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- clear() {
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- this.array.splice(0, this.array.length);
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- }
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- }
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- exports.Set = Set;
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- class PriorityList {
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- constructor(comparer, getKeyFn) {
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- this.comparer = comparer;
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- this.getKeyFn = getKeyFn;
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- this.valueByKey = {};
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- }
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- getByKey(key) {
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- return this.valueByKey[key];
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- }
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- make(value, next = undefined) {
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- const node = Object.assign(Object.assign({}, value), { next });
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- this.valueByKey[this.getKeyFn(node)] = node;
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- return node;
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- }
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- enqueue(value) {
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- if (!this.head) {
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- this.head = this.make(value);
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- }
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- if (this.comparer(this.head, value) > 0) {
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- this.head = this.make(value, this.head);
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- }
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- else if (this.comparer(this.head, value) == 0) {
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- this.head = this.make(value, this.head.next);
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- }
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- else {
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- this.visit(it => {
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- if (it.next) {
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- if (this.comparer(it.next, value) == 0) {
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- it.next = this.make(value, it.next.next);
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- return false;
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- }
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- if (this.comparer(it.next, value) > 0) {
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- it.next = this.make(value, it.next);
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- return false;
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- }
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- return true;
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- }
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- else {
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- it.next = this.make(value);
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- return false;
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- }
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- });
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- }
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- }
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- dequeue(value) {
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- if (!this.head) {
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- return;
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- }
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- if (this.comparer(this.head, value) == 0) {
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- this.head = this.head.next;
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- delete this.valueByKey[this.getKeyFn(value)];
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- }
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- this.visit(it => {
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- if (it.next && this.comparer(it.next, value) == 0) {
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- it.next = it.next.next;
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- delete this.valueByKey[this.getKeyFn(value)];
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- return true;
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- }
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- return false;
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- });
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- }
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- clear() {
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- this.head = undefined;
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- this.valueByKey = {};
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- }
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- visit(fn) {
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- let top = this.head;
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- while (top) {
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- if (!fn(top)) {
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- break;
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- }
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- top = top.next;
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- }
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- }
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- reduce(fn, initValue) {
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- this.visit(it => {
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- initValue = fn(it, initValue);
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- return true;
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- });
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- return initValue;
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- }
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- }
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- exports.PriorityList = PriorityList;
@@ -1,8 +0,0 @@
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- export declare class Logger {
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- static info: (context: string, message: string) => void;
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- static debug: (context: string, message: string) => void;
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- static warn: (context: string, message: string) => void;
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- static error: (context: string, error: unknown) => void;
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- static prefix: (context: string) => string;
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- }
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- //# sourceMappingURL=logger.d.ts.map
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@@ -1,33 +0,0 @@
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- "use strict";
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- var __importDefault = (this && this.__importDefault) || function (mod) {
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- return (mod && mod.__esModule) ? mod : { "default": mod };
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- };
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- var _a;
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- Object.defineProperty(exports, "__esModule", { value: true });
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- exports.Logger = void 0;
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- const chalk_1 = __importDefault(require("chalk"));
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- const datetime_1 = require("./datetime");
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- const colorize = (content) => {
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- let hash = 0x811c9dc5;
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- for (let i = 0; i < content.length; i++) {
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- hash ^= content.charCodeAt(i);
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- hash += (hash << 1) + (hash << 4) + (hash << 7) + (hash << 8) + (hash << 24);
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- return chalk_1.default.hex('#' + (hash * 0xfffff * 1000000).toString(16).slice(0, 6))(content);
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- };
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- const time = () => chalk_1.default.gray(new Date((0, datetime_1.now)()).toISOString());
19
- class Logger {
20
- }
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- exports.Logger = Logger;
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- _a = Logger;
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- Logger.info = (context, message) => console.info(`${_a.prefix(context)}: ${message}`);
24
- Logger.debug = (context, message) => console.debug(`${_a.prefix(context)}: ${message}`);
25
- Logger.warn = (context, message) => console.warn(`${_a.prefix(context)}: ${message}`);
26
- Logger.error = (context, error) => {
27
- let message = 'Unknown Error';
28
- if (error instanceof Error) {
29
- message = error.message;
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- }
31
- console.error(`${_a.prefix(context)}: ${message}`);
32
- };
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- Logger.prefix = (context) => `${time()} ${colorize(context)}`;
@@ -1,5 +0,0 @@
1
- import { Observable } from 'rxjs';
2
- declare type Constructor<T> = new (...args: any[]) => T;
3
- export declare function ofType<T extends K, K>(type: Constructor<T>): (input: Observable<K>) => Observable<T>;
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- export {};
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@@ -1,8 +0,0 @@
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- "use strict";
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- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.ofType = void 0;
4
- const rxjs_1 = require("rxjs");
5
- function ofType(type) {
6
- return (input) => input.pipe((0, rxjs_1.filter)(it => it instanceof type), (0, rxjs_1.map)(it => it));
7
- }
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- exports.ofType = ofType;
@@ -1,2 +0,0 @@
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- export declare function retry<T>(fn: () => Promise<T>): Promise<T>;
2
- //# sourceMappingURL=policy.d.ts.map
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@@ -1,8 +0,0 @@
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- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.retry = void 0;
4
- const ts_retry_1 = require("ts-retry");
5
- function retry(fn) {
6
- return (0, ts_retry_1.retryAsync)(fn, { delay: 1000, maxTry: 3 });
7
- }
8
- exports.retry = retry;
@@ -1,10 +0,0 @@
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- import { Storage } from './storage';
2
- export declare class Cache {
3
- private readonly storage;
4
- constructor(storage: Storage);
5
- tryGet<T>(getter: () => Promise<T>, options: {
6
- key: string;
7
- ttl?: number;
8
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@@ -1 +0,0 @@
1
- {"version":3,"file":"cache.d.ts","sourceRoot":"","sources":["../../src/storage/cache.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AAEpC,qBAAa,KAAK;IACJ,OAAO,CAAC,QAAQ,CAAC,OAAO;gBAAP,OAAO,EAAE,OAAO;IAEvC,MAAM,CAAC,CAAC,EACZ,MAAM,EAAE,MAAM,OAAO,CAAC,CAAC,CAAC,EACxB,OAAO,EAAE;QAAE,GAAG,EAAE,MAAM,CAAC;QAAC,GAAG,CAAC,EAAE,MAAM,CAAA;KAAE,GACrC,OAAO,CAAC,CAAC,CAAC;CA2Bd"}
@@ -1,43 +0,0 @@
1
- "use strict";
2
- var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
3
- function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
4
- return new (P || (P = Promise))(function (resolve, reject) {
5
- function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
6
- function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
7
- function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
8
- step((generator = generator.apply(thisArg, _arguments || [])).next());
9
- });
10
- };
11
- Object.defineProperty(exports, "__esModule", { value: true });
12
- exports.Cache = void 0;
13
- const shared_1 = require("../shared");
14
- class Cache {
15
- constructor(storage) {
16
- this.storage = storage;
17
- }
18
- tryGet(getter, options) {
19
- var _a;
20
- return __awaiter(this, void 0, void 0, function* () {
21
- const time = (0, shared_1.now)();
22
- const payload = yield this.storage.query(options.key, {
23
- kind: 'cache',
24
- count: 1,
25
- to: time + 1
26
- });
27
- const ttl = (_a = options.ttl) !== null && _a !== void 0 ? _a : 60 * 60 * 24;
28
- if (!payload.length || payload[0].timestamp < time - ttl) {
29
- const value = yield getter();
30
- yield this.storage.save(options.key, [
31
- {
32
- timestamp: time,
33
- kind: 'cache',
34
- json: JSON.stringify(value)
35
- }
36
- ]);
37
- return value;
38
- }
39
- return JSON.parse(payload[0].json);
40
- });
41
- }
42
- }
43
- exports.Cache = Cache;
@@ -1,38 +0,0 @@
1
- import { InstrumentSelector } from '../domain';
2
- import { OrderbookPatchEvent, TradePatchEvent } from '../store';
3
- import { Storage, StorageDocument, StorageQueryOptions } from './storage';
4
- export declare type StorageEvent = TradePatchEvent | OrderbookPatchEvent;
5
- /**
6
- * Represents a storage supposed to store historical data.
7
- * You can use CLI to fetch and save data in the Feed.
8
- */
9
- export declare class Feed {
10
- private readonly storage;
11
- constructor(storage: Storage);
12
- /**
13
- * Returns all instrument names stored in the feed.
14
- */
15
- index(): Promise<Array<string>>;
16
- /**
17
- *
18
- * @param events
19
- * @returns
20
- */
21
- save(events: StorageEvent[]): Promise<void>;
22
- /**
23
- *
24
- * @param instrument
25
- * @param options
26
- * @returns
27
- */
28
- query(instrument: InstrumentSelector, options: StorageQueryOptions): Promise<StorageEvent[]>;
29
- /**
30
- * Converts a StorageEvent to a persisted StorageDocument.
31
- */
32
- protected serializeEvent(event: StorageEvent): StorageDocument | undefined;
33
- /**
34
- * Converts a persisted StorageDocument to a StorageEvent.
35
- */
36
- protected deserializeEvent(document: StorageDocument, instrument: InstrumentSelector): StorageEvent;
37
- }
38
- //# sourceMappingURL=feed.d.ts.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"feed.d.ts","sourceRoot":"","sources":["../../src/storage/feed.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,MAAM,WAAW,CAAC;AAE/C,OAAO,EAAE,mBAAmB,EAAE,eAAe,EAAE,MAAM,UAAU,CAAC;AAChE,OAAO,EAAE,OAAO,EAAE,eAAe,EAAE,mBAAmB,EAAE,MAAM,WAAW,CAAC;AAE1E,oBAAY,YAAY,GAAG,eAAe,GAAG,mBAAmB,CAAC;AAEjE;;;GAGG;AACH,qBAAa,IAAI;IACH,OAAO,CAAC,QAAQ,CAAC,OAAO;gBAAP,OAAO,EAAE,OAAO;IAE7C;;OAEG;IACH,KAAK,IAAI,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;IAI/B;;;;OAIG;IACG,IAAI,CAAC,MAAM,EAAE,YAAY,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAsBjD;;;;;OAKG;IACG,KAAK,CACT,UAAU,EAAE,kBAAkB,EAC9B,OAAO,EAAE,mBAAmB,GAC3B,OAAO,CAAC,YAAY,EAAE,CAAC;IAM1B;;OAEG;IACH,SAAS,CAAC,cAAc,CAAC,KAAK,EAAE,YAAY,GAAG,eAAe,GAAG,SAAS;IA4B1E;;OAEG;IACH,SAAS,CAAC,gBAAgB,CACxB,QAAQ,EAAE,eAAe,EACzB,UAAU,EAAE,kBAAkB,GAC7B,YAAY;CAuBhB"}
@@ -1,108 +0,0 @@
1
- "use strict";
2
- var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
3
- function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
4
- return new (P || (P = Promise))(function (resolve, reject) {
5
- function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
6
- function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
7
- function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
8
- step((generator = generator.apply(thisArg, _arguments || [])).next());
9
- });
10
- };
11
- Object.defineProperty(exports, "__esModule", { value: true });
12
- exports.Feed = void 0;
13
- const shared_1 = require("../shared");
14
- const store_1 = require("../store");
15
- /**
16
- * Represents a storage supposed to store historical data.
17
- * You can use CLI to fetch and save data in the Feed.
18
- */
19
- class Feed {
20
- constructor(storage) {
21
- this.storage = storage;
22
- }
23
- /**
24
- * Returns all instrument names stored in the feed.
25
- */
26
- index() {
27
- return this.storage.index();
28
- }
29
- /**
30
- *
31
- * @param events
32
- * @returns
33
- */
34
- save(events) {
35
- return __awaiter(this, void 0, void 0, function* () {
36
- const grouped = events.reduce((aggregate, it) => {
37
- const document = this.serializeEvent(it);
38
- if (!document) {
39
- return aggregate;
40
- }
41
- if (aggregate[it.instrument.id]) {
42
- aggregate[it.instrument.id].push(document);
43
- }
44
- else {
45
- aggregate[it.instrument.id] = [document];
46
- }
47
- return aggregate;
48
- }, {});
49
- for (const instrument in grouped) {
50
- yield this.storage.save(instrument, grouped[instrument]);
51
- }
52
- });
53
- }
54
- /**
55
- *
56
- * @param instrument
57
- * @param options
58
- * @returns
59
- */
60
- query(instrument, options) {
61
- return __awaiter(this, void 0, void 0, function* () {
62
- const documents = yield this.storage.query(instrument.id, options);
63
- return documents.map(it => this.deserializeEvent(it, instrument));
64
- });
65
- }
66
- /**
67
- * Converts a StorageEvent to a persisted StorageDocument.
68
- */
69
- serializeEvent(event) {
70
- if (event instanceof store_1.OrderbookPatchEvent) {
71
- return {
72
- timestamp: event.timestamp,
73
- kind: 'orderbook',
74
- json: JSON.stringify({
75
- ar: event.ask.rate.toString(),
76
- ab: event.ask.quantity.toString(),
77
- br: event.bid.rate.toString(),
78
- bb: event.bid.quantity.toString()
79
- })
80
- };
81
- }
82
- if (event instanceof store_1.TradePatchEvent) {
83
- return {
84
- timestamp: event.timestamp,
85
- kind: 'trade',
86
- json: JSON.stringify({
87
- r: event.rate.toString(),
88
- q: event.quantity.toString()
89
- })
90
- };
91
- }
92
- return undefined;
93
- }
94
- /**
95
- * Converts a persisted StorageDocument to a StorageEvent.
96
- */
97
- deserializeEvent(document, instrument) {
98
- const payload = JSON.parse(document.json);
99
- if (document.kind === 'trade') {
100
- return new store_1.TradePatchEvent(instrument, (0, shared_1.d)(payload.r), (0, shared_1.d)(payload.q), document.timestamp);
101
- }
102
- if (document.kind === 'orderbook') {
103
- return new store_1.OrderbookPatchEvent(instrument, { rate: (0, shared_1.d)(payload.ar), quantity: (0, shared_1.d)(payload.aq), next: undefined }, { rate: (0, shared_1.d)(payload.bb), quantity: (0, shared_1.d)(payload.bq), next: undefined }, document.timestamp);
104
- }
105
- throw new Error(`Unsupported event: ${document.kind}`);
106
- }
107
- }
108
- exports.Feed = Feed;
@@ -1,34 +0,0 @@
1
- import { timestamp } from '../shared';
2
- import { Storage, StorageQueryOptions } from './storage';
3
- export interface Measure {
4
- timestamp: timestamp;
5
- kind: string;
6
- payload: any;
7
- }
8
- /**
9
- *
10
- */
11
- export declare class Measurement {
12
- private readonly storage;
13
- constructor(storage: Storage);
14
- /**
15
- *
16
- * @returns
17
- */
18
- index(): Promise<Array<number>>;
19
- /**
20
- *
21
- * @param session
22
- * @param measurements
23
- * @returns
24
- */
25
- save(session: number, measurements: Measure[]): Promise<void>;
26
- /**
27
- *
28
- * @param session
29
- * @param options
30
- * @returns
31
- */
32
- query(session: number, options: StorageQueryOptions): Promise<Measure[]>;
33
- }
34
- //# sourceMappingURL=measurement.d.ts.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"measurement.d.ts","sourceRoot":"","sources":["../../src/storage/measurement.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AACtC,OAAO,EAAE,OAAO,EAAE,mBAAmB,EAAE,MAAM,WAAW,CAAC;AAEzD,MAAM,WAAW,OAAO;IACtB,SAAS,EAAE,SAAS,CAAC;IACrB,IAAI,EAAE,MAAM,CAAC;IACb,OAAO,EAAE,GAAG,CAAC;CACd;AAED;;GAEG;AACH,qBAAa,WAAW;IACV,OAAO,CAAC,QAAQ,CAAC,OAAO;gBAAP,OAAO,EAAE,OAAO;IAE7C;;;OAGG;IACG,KAAK,IAAI,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;IAIrC;;;;;OAKG;IACH,IAAI,CAAC,OAAO,EAAE,MAAM,EAAE,YAAY,EAAE,OAAO,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAW7D;;;;;OAKG;IACG,KAAK,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,mBAAmB,GAAG,OAAO,CAAC,OAAO,EAAE,CAAC;CAS/E"}
@@ -1,59 +0,0 @@
1
- "use strict";
2
- var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
3
- function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
4
- return new (P || (P = Promise))(function (resolve, reject) {
5
- function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
6
- function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
7
- function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
8
- step((generator = generator.apply(thisArg, _arguments || [])).next());
9
- });
10
- };
11
- Object.defineProperty(exports, "__esModule", { value: true });
12
- exports.Measurement = void 0;
13
- /**
14
- *
15
- */
16
- class Measurement {
17
- constructor(storage) {
18
- this.storage = storage;
19
- }
20
- /**
21
- *
22
- * @returns
23
- */
24
- index() {
25
- return __awaiter(this, void 0, void 0, function* () {
26
- return (yield this.storage.index()).map(it => Number(it));
27
- });
28
- }
29
- /**
30
- *
31
- * @param session
32
- * @param measurements
33
- * @returns
34
- */
35
- save(session, measurements) {
36
- return this.storage.save(session.toString(), measurements.map(it => ({
37
- timestamp: it.timestamp,
38
- kind: it.kind,
39
- json: JSON.stringify(it.payload)
40
- })));
41
- }
42
- /**
43
- *
44
- * @param session
45
- * @param options
46
- * @returns
47
- */
48
- query(session, options) {
49
- return __awaiter(this, void 0, void 0, function* () {
50
- const rows = yield this.storage.query(session.toString(), options);
51
- return rows.map(it => ({
52
- timestamp: it.timestamp,
53
- kind: it.kind,
54
- payload: JSON.parse(it.json)
55
- }));
56
- });
57
- }
58
- }
59
- exports.Measurement = Measurement;
@@ -1,9 +0,0 @@
1
- import { AssetSelector, InstrumentSelector, OrderState } from '../domain';
2
- export declare function assetNotSupportedError(selector: AssetSelector): Error;
3
- export declare function instrumentNotSubscribedError(selector: InstrumentSelector): Error;
4
- export declare function instrumentNotSupportedError(selector: InstrumentSelector): Error;
5
- export declare function liquidationError(): Error;
6
- export declare function orderNotFoundError(id: string): Error;
7
- export declare function balanceNotFoundError(selector: AssetSelector): Error;
8
- export declare function orderInvalidStateError(currentState: OrderState, requiredStates: OrderState[]): Error;
9
- //# sourceMappingURL=error.d.ts.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"error.d.ts","sourceRoot":"","sources":["../../src/store/error.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,aAAa,EAAE,kBAAkB,EAAE,UAAU,EAAE,MAAM,WAAW,CAAC;AAE1E,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,aAAa,SAE7D;AAED,wBAAgB,4BAA4B,CAAC,QAAQ,EAAE,kBAAkB,SAExE;AAED,wBAAgB,2BAA2B,CAAC,QAAQ,EAAE,kBAAkB,SAEvE;AAED,wBAAgB,gBAAgB,UAE/B;AAED,wBAAgB,kBAAkB,CAAC,EAAE,EAAE,MAAM,SAE5C;AAED,wBAAgB,oBAAoB,CAAC,QAAQ,EAAE,aAAa,SAE3D;AAED,wBAAgB,sBAAsB,CACpC,YAAY,EAAE,UAAU,EACxB,cAAc,EAAE,UAAU,EAAE,SAO7B"}
@@ -1,31 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.orderInvalidStateError = exports.balanceNotFoundError = exports.orderNotFoundError = exports.liquidationError = exports.instrumentNotSupportedError = exports.instrumentNotSubscribedError = exports.assetNotSupportedError = void 0;
4
- function assetNotSupportedError(selector) {
5
- return new Error(`asset ${selector.id} not supported.`);
6
- }
7
- exports.assetNotSupportedError = assetNotSupportedError;
8
- function instrumentNotSubscribedError(selector) {
9
- return new Error(`trying to patch a not subscribed instrument ${selector.id}`);
10
- }
11
- exports.instrumentNotSubscribedError = instrumentNotSubscribedError;
12
- function instrumentNotSupportedError(selector) {
13
- return new Error(`instrument ${selector.id} not supported.`);
14
- }
15
- exports.instrumentNotSupportedError = instrumentNotSupportedError;
16
- function liquidationError() {
17
- return new Error('you have been liquidated.');
18
- }
19
- exports.liquidationError = liquidationError;
20
- function orderNotFoundError(id) {
21
- return new Error(`trying to patch unknown order: ${id}`);
22
- }
23
- exports.orderNotFoundError = orderNotFoundError;
24
- function balanceNotFoundError(selector) {
25
- return new Error(`balance not found: ${selector.id}`);
26
- }
27
- exports.balanceNotFoundError = balanceNotFoundError;
28
- function orderInvalidStateError(currentState, requiredStates) {
29
- return new Error(`order state ${currentState} is not in one of required states: ${requiredStates.join(', ')}`);
30
- }
31
- exports.orderInvalidStateError = orderInvalidStateError;
@@ -1,10 +0,0 @@
1
- export * from './store';
2
- export * from './store-state';
3
- export * from './store-balance-event';
4
- export * from './store-instrument-event';
5
- export * from './store-order-event';
6
- export * from './store-orderbook-event';
7
- export * from './store-position-event';
8
- export * from './store-trade-event';
9
- export * from './store-event';
10
- //# sourceMappingURL=index.d.ts.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/store/index.ts"],"names":[],"mappings":"AAAA,cAAc,SAAS,CAAC;AACxB,cAAc,eAAe,CAAC;AAC9B,cAAc,uBAAuB,CAAC;AACtC,cAAc,0BAA0B,CAAC;AACzC,cAAc,qBAAqB,CAAC;AACpC,cAAc,yBAAyB,CAAC;AACxC,cAAc,wBAAwB,CAAC;AACvC,cAAc,qBAAqB,CAAC;AACpC,cAAc,eAAe,CAAC"}
@@ -1,46 +0,0 @@
1
- import { AssetSelector, InstrumentSelector } from '../domain';
2
- import { decimal, timestamp } from '../shared';
3
- import { StoreEvent } from './store-event';
4
- import { State, StateChangeTracker } from './store-state';
5
- /**
6
- * Updates the free and freezed balance of the given asset.
7
- */
8
- export declare class BalancePatchEvent implements StoreEvent {
9
- readonly asset: AssetSelector;
10
- readonly free: decimal;
11
- readonly freezed: decimal;
12
- readonly timestamp: timestamp;
13
- constructor(asset: AssetSelector, free: decimal, freezed: decimal, timestamp: timestamp);
14
- handle(state: State, changes: StateChangeTracker): void;
15
- }
16
- /**
17
- *
18
- */
19
- export declare class BalanceTransactEvent implements StoreEvent {
20
- readonly asset: AssetSelector;
21
- readonly amount: decimal;
22
- readonly timestamp: timestamp;
23
- constructor(asset: AssetSelector, amount: decimal, timestamp: timestamp);
24
- handle(state: State, changes: StateChangeTracker): void;
25
- }
26
- /**
27
- *
28
- */
29
- export declare class BalanceLockOrderEvent implements StoreEvent {
30
- readonly orderId: string;
31
- readonly instrument: InstrumentSelector;
32
- readonly timestamp: timestamp;
33
- constructor(orderId: string, instrument: InstrumentSelector, timestamp: timestamp);
34
- handle(state: State, changes: StateChangeTracker): void;
35
- }
36
- /**
37
- *
38
- */
39
- export declare class BalanceUnlockOrderEvent implements StoreEvent {
40
- readonly orderId: string;
41
- readonly instrument: InstrumentSelector;
42
- readonly timestamp: timestamp;
43
- constructor(orderId: string, instrument: InstrumentSelector, timestamp: timestamp);
44
- handle(state: State, changes: StateChangeTracker): void;
45
- }
46
- //# sourceMappingURL=store-balance-event.d.ts.map