@quantform/core 0.6.6 → 0.7.0-beta.10

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

@@ -1 +0,0 @@
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package/dist/store/store-balance-event.js

@@ -1,134 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.BalanceUnlockOrderEvent = exports.BalanceLockOrderEvent = exports.BalanceTransactEvent = exports.BalancePatchEvent = void 0;
-const domain_1 = require("../domain");
-const error_1 = require("./error");
-/**
- * Updates the free and freezed balance of the given asset.
- */
-class BalancePatchEvent {
-    constructor(asset, free, freezed, timestamp) {
-        this.asset = asset;
-        this.free = free;
-        this.freezed = freezed;
-        this.timestamp = timestamp;
-    }
-    handle(state, changes) {
-        /*
-         * skip not tradeable assets (for example, you can have an unlisted
-         * asset in your wallet).
-         */
-        const asset = state.universe.asset.get(this.asset.id);
-        if (!asset) {
-            return;
-        }
-        const balance = state.balance.tryGetOrSet(this.asset.id, () => new domain_1.Balance(0, asset));
-        balance.timestamp = this.timestamp;
-        balance.set(this.free, this.freezed);
-        state.timestamp = this.timestamp;
-        changes.commit(balance);
-    }
-}
-exports.BalancePatchEvent = BalancePatchEvent;
-/**
- *
- */
-class BalanceTransactEvent {
-    constructor(asset, amount, timestamp) {
-        this.asset = asset;
-        this.amount = amount;
-        this.timestamp = timestamp;
-    }
-    handle(state, changes) {
-        const asset = state.universe.asset.get(this.asset.id);
-        if (!asset) {
-            throw (0, error_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);
-        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;

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

@@ -1,7 +0,0 @@
-import { timestamp } from '../shared';
-import { State, StateChangeTracker } from './store-state';
-export interface StoreEvent {
-    timestamp: timestamp;
-    handle(state: State, changes: StateChangeTracker): void;
-}
-//# sourceMappingURL=store-event.d.ts.map

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

@@ -1 +0,0 @@
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package/dist/store/store-event.js

@@ -1,2 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });

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

@@ -1,22 +0,0 @@
-import { Asset, Commission, InstrumentSelector } from '../domain';
-import { timestamp } from '../shared';
-import { State, StateChangeTracker } from '.';
-import { StoreEvent } from './store-event';
-export declare class InstrumentPatchEvent implements StoreEvent {
-    readonly timestamp: timestamp;
-    readonly base: Asset;
-    readonly quote: Asset;
-    readonly commission: Commission;
-    readonly raw: string;
-    readonly leverage?: number | undefined;
-    constructor(timestamp: timestamp, base: Asset, quote: Asset, commission: Commission, raw: string, leverage?: number | undefined);
-    handle(state: State, changes: StateChangeTracker): void;
-}
-export declare class InstrumentSubscriptionEvent implements StoreEvent {
-    readonly timestamp: timestamp;
-    readonly instrument: InstrumentSelector;
-    readonly subscribed: boolean;
-    constructor(timestamp: timestamp, instrument: InstrumentSelector, subscribed: boolean);
-    handle(state: State, changes: StateChangeTracker): void;
-}
-//# sourceMappingURL=store-instrument-event.d.ts.map

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

@@ -1 +0,0 @@
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package/dist/store/store-instrument-event.js

@@ -1,60 +0,0 @@
-"use strict";
-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");
-class InstrumentPatchEvent {
-    constructor(timestamp, base, quote, commission, raw, leverage) {
-        this.timestamp = timestamp;
-        this.base = base;
-        this.quote = quote;
-        this.commission = commission;
-        this.raw = raw;
-        this.leverage = leverage;
-    }
-    handle(state, changes) {
-        const selector = new domain_1.InstrumentSelector(this.base.name, this.quote.name, this.base.adapterName);
-        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));
-            return new domain_1.Instrument(0, this.base, this.quote, this.raw, domain_1.Commission.Zero);
-        });
-        instrument.timestamp = this.timestamp;
-        instrument.commission = this.commission;
-        if (this.leverage) {
-            instrument.leverage = this.leverage;
-        }
-        changes.commit(instrument);
-    }
-}
-exports.InstrumentPatchEvent = InstrumentPatchEvent;
-class InstrumentSubscriptionEvent {
-    constructor(timestamp, instrument, subscribed) {
-        this.timestamp = timestamp;
-        this.instrument = instrument;
-        this.subscribed = subscribed;
-    }
-    handle(state, changes) {
-        const instrument = state.universe.instrument.get(this.instrument.id);
-        if (!instrument) {
-            throw (0, error_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);
-            }
-            const quote = state.universe.asset.get(instrument.quote.id);
-            if (!quote) {
-                throw (0, error_1.assetNotSupportedError)(instrument.quote);
-            }
-            state.subscription.instrument.upsert(instrument);
-            state.subscription.asset.upsert(base);
-            state.subscription.asset.upsert(quote);
-        }
-        changes.commit(instrument);
-    }
-}
-exports.InstrumentSubscriptionEvent = InstrumentSubscriptionEvent;

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

@@ -1,64 +0,0 @@
-import { InstrumentSelector, Order } from '../domain';
-import { decimal, timestamp } from '../shared';
-import { StoreEvent } from './store-event';
-import { State, StateChangeTracker } from './store-state';
-/**
- * Patches a store with an existing pending order.
- * No store changing events are propagated.
- */
-export declare class OrderLoadEvent implements StoreEvent {
-    readonly order: Order;
-    readonly timestamp: timestamp;
-    constructor(order: Order, timestamp: timestamp);
-    handle(state: State): void;
-}
-export declare class OrderNewEvent implements StoreEvent {
-    readonly order: Order;
-    readonly timestamp: timestamp;
-    constructor(order: Order, timestamp: timestamp);
-    handle(state: State, changes: StateChangeTracker): void;
-}
-export declare class OrderPendingEvent implements StoreEvent {
-    readonly id: string;
-    readonly instrument: InstrumentSelector;
-    readonly timestamp: timestamp;
-    constructor(id: string, instrument: InstrumentSelector, timestamp: timestamp);
-    handle(state: State, changes: StateChangeTracker): void;
-}
-export declare class OrderFilledEvent implements StoreEvent {
-    readonly id: string;
-    readonly instrument: InstrumentSelector;
-    readonly averageExecutionRate: decimal;
-    readonly timestamp: timestamp;
-    constructor(id: string, instrument: InstrumentSelector, averageExecutionRate: decimal, timestamp: timestamp);
-    handle(state: State, changes: StateChangeTracker): void;
-}
-export declare class OrderCancelingEvent implements StoreEvent {
-    readonly id: string;
-    readonly instrument: InstrumentSelector;
-    readonly timestamp: timestamp;
-    constructor(id: string, instrument: InstrumentSelector, timestamp: timestamp);
-    handle(state: State, changes: StateChangeTracker): void;
-}
-export declare class OrderCanceledEvent implements StoreEvent {
-    readonly id: string;
-    readonly instrument: InstrumentSelector;
-    readonly timestamp: timestamp;
-    constructor(id: string, instrument: InstrumentSelector, timestamp: timestamp);
-    handle(state: State, changes: StateChangeTracker): void;
-}
-export declare class OrderCancelFailedEvent implements StoreEvent {
-    readonly id: string;
-    readonly instrument: InstrumentSelector;
-    readonly timestamp: timestamp;
-    constructor(id: string, instrument: InstrumentSelector, timestamp: timestamp);
-    handle(state: State, changes: StateChangeTracker): void;
-}
-export declare class OrderRejectedEvent implements StoreEvent {
-    readonly id: string;
-    readonly instrument: InstrumentSelector;
-    readonly timestamp: timestamp;
-    constructor(id: string, instrument: InstrumentSelector, timestamp: timestamp);
-    handle(state: State, changes: StateChangeTracker): void;
-}
-//# sourceMappingURL=store-order-event.d.ts.map

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

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

@@ -1,185 +0,0 @@
-"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");
-/**
- * Patches a store with an existing pending order.
- * No store changing events are propagated.
- */
-class OrderLoadEvent {
-    constructor(order, timestamp) {
-        this.order = order;
-        this.timestamp = timestamp;
-    }
-    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));
-        orderByInstrument.upsert(this.order);
-    }
-}
-exports.OrderLoadEvent = OrderLoadEvent;
-class OrderNewEvent {
-    constructor(order, timestamp) {
-        this.order = order;
-        this.timestamp = timestamp;
-    }
-    handle(state, changes) {
-        if (this.order.state != 'NEW') {
-            throw (0, error_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));
-        orderByInstrument.upsert(this.order);
-        changes.commit(this.order);
-    }
-}
-exports.OrderNewEvent = OrderNewEvent;
-class OrderPendingEvent {
-    constructor(id, instrument, timestamp) {
-        this.id = id;
-        this.instrument = instrument;
-        this.timestamp = timestamp;
-    }
-    handle(state, changes) {
-        const order = state.order
-            .tryGetOrSet(this.instrument.id, () => {
-            throw (0, error_1.orderNotFoundError)(this.id);
-        })
-            .tryGetOrSet(this.id, () => {
-            throw (0, error_1.orderNotFoundError)(this.id);
-        });
-        if (order.state != 'NEW') {
-            throw (0, error_1.orderInvalidStateError)(order.state, ['NEW']);
-        }
-        order.state = 'PENDING';
-        order.timestamp = this.timestamp;
-        changes.commit(order);
-    }
-}
-exports.OrderPendingEvent = OrderPendingEvent;
-class OrderFilledEvent {
-    constructor(id, instrument, averageExecutionRate, timestamp) {
-        this.id = id;
-        this.instrument = instrument;
-        this.averageExecutionRate = averageExecutionRate;
-        this.timestamp = timestamp;
-    }
-    handle(state, changes) {
-        const order = state.order
-            .tryGetOrSet(this.instrument.id, () => {
-            throw (0, error_1.orderNotFoundError)(this.id);
-        })
-            .tryGetOrSet(this.id, () => {
-            throw (0, error_1.orderNotFoundError)(this.id);
-        });
-        if (order.state != 'PENDING' && order.state != 'CANCELING') {
-            throw (0, error_1.orderInvalidStateError)(order.state, ['PENDING', 'CANCELING']);
-        }
-        order.state = 'FILLED';
-        order.timestamp = this.timestamp;
-        order.quantityExecuted = order.quantity;
-        order.averageExecutionRate = this.averageExecutionRate;
-        changes.commit(order);
-    }
-}
-exports.OrderFilledEvent = OrderFilledEvent;
-class OrderCancelingEvent {
-    constructor(id, instrument, timestamp) {
-        this.id = id;
-        this.instrument = instrument;
-        this.timestamp = timestamp;
-    }
-    handle(state, changes) {
-        const order = state.order
-            .tryGetOrSet(this.instrument.id, () => {
-            throw (0, error_1.orderNotFoundError)(this.id);
-        })
-            .tryGetOrSet(this.id, () => {
-            throw (0, error_1.orderNotFoundError)(this.id);
-        });
-        if (order.state == 'CANCELING' || order.state == 'CANCELED') {
-            return;
-        }
-        if (order.state != 'PENDING') {
-            throw (0, error_1.orderInvalidStateError)(order.state, ['PENDING']);
-        }
-        order.state = 'CANCELING';
-        order.timestamp = this.timestamp;
-        changes.commit(order);
-    }
-}
-exports.OrderCancelingEvent = OrderCancelingEvent;
-class OrderCanceledEvent {
-    constructor(id, instrument, timestamp) {
-        this.id = id;
-        this.instrument = instrument;
-        this.timestamp = timestamp;
-    }
-    handle(state, changes) {
-        const order = state.order
-            .tryGetOrSet(this.instrument.id, () => {
-            throw (0, error_1.orderNotFoundError)(this.id);
-        })
-            .tryGetOrSet(this.id, () => {
-            throw (0, error_1.orderNotFoundError)(this.id);
-        });
-        if (order.state == 'CANCELED') {
-            return;
-        }
-        if (order.state != 'CANCELING') {
-            throw (0, error_1.orderInvalidStateError)(order.state, ['CANCELING']);
-        }
-        order.state = 'CANCELED';
-        order.timestamp = this.timestamp;
-        changes.commit(order);
-    }
-}
-exports.OrderCanceledEvent = OrderCanceledEvent;
-class OrderCancelFailedEvent {
-    constructor(id, instrument, timestamp) {
-        this.id = id;
-        this.instrument = instrument;
-        this.timestamp = timestamp;
-    }
-    handle(state, changes) {
-        const order = state.order
-            .tryGetOrSet(this.instrument.id, () => {
-            throw (0, error_1.orderNotFoundError)(this.id);
-        })
-            .tryGetOrSet(this.id, () => {
-            throw (0, error_1.orderNotFoundError)(this.id);
-        });
-        if (order.state != 'CANCELING') {
-            return;
-        }
-        order.state = 'PENDING';
-        order.timestamp = this.timestamp;
-        changes.commit(order);
-    }
-}
-exports.OrderCancelFailedEvent = OrderCancelFailedEvent;
-class OrderRejectedEvent {
-    constructor(id, instrument, timestamp) {
-        this.id = id;
-        this.instrument = instrument;
-        this.timestamp = timestamp;
-    }
-    handle(state, changes) {
-        const order = state.order
-            .tryGetOrSet(this.instrument.id, () => {
-            throw (0, error_1.orderNotFoundError)(this.id);
-        })
-            .tryGetOrSet(this.id, () => {
-            throw (0, error_1.orderNotFoundError)(this.id);
-        });
-        if (order.state != 'NEW') {
-            throw (0, error_1.orderInvalidStateError)(order.state, ['NEW']);
-        }
-        order.state = 'REJECTED';
-        order.timestamp = this.timestamp;
-        changes.commit(order);
-    }
-}
-exports.OrderRejectedEvent = OrderRejectedEvent;

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

@@ -1,13 +0,0 @@
-import { InstrumentSelector, Liquidity } from '../domain';
-import { timestamp } from '../shared';
-import { StoreEvent } from './store-event';
-import { State, StateChangeTracker } from './store-state';
-export declare class OrderbookPatchEvent implements StoreEvent {
-    readonly instrument: InstrumentSelector;
-    readonly ask: Liquidity;
-    readonly bid: Liquidity;
-    readonly timestamp: timestamp;
-    constructor(instrument: InstrumentSelector, ask: Liquidity, bid: Liquidity, timestamp: timestamp);
-    handle(state: State, changes: StateChangeTracker): void;
-}
-//# sourceMappingURL=store-orderbook-event.d.ts.map

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

@@ -1 +0,0 @@
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package/dist/store/store-orderbook-event.js

@@ -1,43 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.OrderbookPatchEvent = void 0;
-const domain_1 = require("../domain");
-const error_1 = require("./error");
-class OrderbookPatchEvent {
-    constructor(instrument, ask, bid, timestamp) {
-        this.instrument = instrument;
-        this.ask = ask;
-        this.bid = bid;
-        this.timestamp = timestamp;
-    }
-    handle(state, changes) {
-        const instrument = state.universe.instrument.get(this.instrument.id);
-        if (!instrument) {
-            throw (0, error_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;
-        orderbook.timestamp = this.timestamp;
-        orderbook.asks = this.ask;
-        orderbook.bids = this.bid;
-        const quote = state.balance.get(orderbook.instrument.quote.id);
-        if (quote) {
-            for (const position of Object.values(quote.position)) {
-                if (position.instrument.id != orderbook.instrument.id) {
-                    continue;
-                }
-                const rate = position.size.greaterThanOrEqualTo(0)
-                    ? orderbook.bids.rate
-                    : orderbook.asks.rate;
-                if (rate) {
-                    position.calculateEstimatedUnrealizedPnL(rate);
-                }
-            }
-            if (quote.total.lessThan(0)) {
-                throw (0, error_1.liquidationError)();
-            }
-        }
-        changes.commit(orderbook);
-    }
-}
-exports.OrderbookPatchEvent = OrderbookPatchEvent;

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

@@ -1,22 +0,0 @@
-import { Instrument, Position, PositionMode } from '../domain';
-import { decimal, timestamp } from '../shared';
-import { StoreEvent } from './store-event';
-import { State, StateChangeTracker } from './store-state';
-export declare class PositionLoadEvent implements StoreEvent {
-    readonly position: Position;
-    readonly timestamp: timestamp;
-    constructor(position: Position, timestamp: timestamp);
-    handle(state: State): void;
-}
-export declare class PositionPatchEvent implements StoreEvent {
-    readonly id: string;
-    readonly instrument: Instrument;
-    readonly rate: decimal;
-    readonly size: decimal;
-    readonly leverage: number;
-    readonly mode: PositionMode;
-    readonly timestamp: timestamp;
-    constructor(id: string, instrument: Instrument, rate: decimal, size: decimal, leverage: number, mode: PositionMode, timestamp: timestamp);
-    handle(state: State, changes: StateChangeTracker): void;
-}
-//# sourceMappingURL=store-position-event.d.ts.map

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

@@ -1 +0,0 @@
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