@quantform/core 0.6.6 → 0.7.0-beta.4

package/dist/as-readonly.d.ts

@@ -0,0 +1,3 @@
+import { Observable } from 'rxjs';
+export declare function asReadonly<T>(): (input: Observable<T>) => Observable<Readonly<T>>;
+//# sourceMappingURL=as-readonly.d.ts.map

package/dist/as-readonly.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"as-readonly.d.ts","sourceRoot":"","sources":["../src/as-readonly.ts"],"names":[],"mappings":"AAAA,OAAO,EAAO,UAAU,EAAE,MAAM,MAAM,CAAC;AAEvC,wBAAgB,UAAU,CAAC,CAAC,aACX,WAAW,CAAC,CAAC,6BAC7B"}

package/dist/as-readonly.js

@@ -0,0 +1,8 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.asReadonly = void 0;
+const rxjs_1 = require("rxjs");
+function asReadonly() {
+    return (input) => input.pipe((0, rxjs_1.map)(it => it));
+}
+exports.asReadonly = asReadonly;

package/dist/{domain → asset}/asset.d.ts

@@ -1,4 +1,4 @@
-import { decimal } from './../shared/decimals';
+import { decimal } from '../shared';
 export declare const AssetSelectorSeparator = ":";
 /**
  * Supposed to query specific @see Asset based on string notation.
@@ -8,6 +8,7 @@ export declare class AssetSelector {
     readonly name: string;
     readonly adapterName: string;
     constructor(name: string, adapterName: string);
+    toString(): string;
 }
 /**
  * Creates @see AssetSelector based on unified string notation.
@@ -21,6 +22,10 @@ export declare class Asset extends AssetSelector {
     readonly scale: number;
     readonly tickSize: decimal;
     constructor(name: string, adapterName: string, scale: number);
+    /**
+     * Formats a number to string with fixed number of decimal places.
+     */
+    fixed(number: decimal): string;
     /**
      * Rounds down a number to the asset precision.
      */

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

@@ -0,0 +1 @@
+{"version":3,"file":"asset.d.ts","sourceRoot":"","sources":["../../src/asset/asset.ts"],"names":[],"mappings":"AACA,OAAO,EAAK,OAAO,EAAE,MAAM,aAAa,CAAC;AAEzC,eAAO,MAAM,sBAAsB,MAAM,CAAC;AAE1C;;GAEG;AACH,qBAAa,aAAa;IACxB,QAAQ,CAAC,EAAE,EAAE,MAAM,CAAC;IACpB,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IACtB,QAAQ,CAAC,WAAW,EAAE,MAAM,CAAC;gBAEjB,IAAI,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM;IAc7C,QAAQ;CAGT;AAED;;GAEG;AACH,wBAAgB,OAAO,CAAC,QAAQ,EAAE,MAAM,GAAG,aAAa,CAQvD;AAED;;;GAGG;AACH,qBAAa,KAAM,SAAQ,aAAa;aAGyB,KAAK,EAAE,MAAM;IAF5E,QAAQ,CAAC,QAAQ,EAAE,OAAO,CAAC;gBAEf,IAAI,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,EAAkB,KAAK,EAAE,MAAM;IAU5E;;OAEG;IACH,KAAK,CAAC,MAAM,EAAE,OAAO,GAAG,MAAM;IAI9B;;OAEG;IACH,KAAK,CAAC,MAAM,EAAE,OAAO,GAAG,OAAO;IAI/B;;OAEG;IACH,IAAI,CAAC,MAAM,EAAE,OAAO,GAAG,OAAO;CAG/B"}

package/dist/{domain → asset}/asset.js

@@ -1,8 +1,8 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Asset = exports.assetOf = exports.AssetSelector = exports.AssetSelectorSeparator = void 0;
-const decimals_1 = require("./../shared/decimals");
-const error_1 = require("./error");
+const component_1 = require("../component");
+const shared_1 = require("../shared");
 exports.AssetSelectorSeparator = ':';
 /**
  * Supposed to query specific @see Asset based on string notation.
@@ -10,15 +10,18 @@ exports.AssetSelectorSeparator = ':';
 class AssetSelector {
     constructor(name, adapterName) {
         if (!(name === null || name === void 0 ? void 0 : name.length)) {
-            throw (0, error_1.invalidArgumentError)(name);
+            throw new component_1.InvalidArgumentsError({ name });
         }
         if (!(adapterName === null || adapterName === void 0 ? void 0 : adapterName.length)) {
-            throw (0, error_1.invalidArgumentError)(adapterName);
+            throw new component_1.InvalidArgumentsError({ adapterName });
         }
         this.name = name.toLowerCase();
         this.adapterName = adapterName.toLowerCase();
         this.id = `${this.adapterName}${exports.AssetSelectorSeparator}${this.name}`;
     }
+    toString() {
+        return this.id;
+    }
 }
 exports.AssetSelector = AssetSelector;
 /**
@@ -27,7 +30,7 @@ exports.AssetSelector = AssetSelector;
 function assetOf(selector) {
     const [adapterName, name, ...rest] = selector.split(exports.AssetSelectorSeparator);
     if (!adapterName || !name || rest.length) {
-        throw (0, error_1.invalidAssetSelectorError)(selector);
+        throw new component_1.InvalidAssetSelectorError(selector);
     }
     return new AssetSelector(name, adapterName);
 }
@@ -41,9 +44,15 @@ class Asset extends AssetSelector {
         super(name, adapterName);
         this.scale = scale;
         if (scale && (scale < 0 || Number.isNaN(scale))) {
-            throw (0, error_1.invalidArgumentError)(scale);
+            throw new component_1.InvalidArgumentsError({ scale });
         }
-        this.tickSize = (0, decimals_1.d)(1.0).div(Math.pow(10, this.scale));
+        this.tickSize = (0, shared_1.d)(1.0).div(Math.pow(10, this.scale));
+    }
+    /**
+     * Formats a number to string with fixed number of decimal places.
+     */
+    fixed(number) {
+        return number.toFixed(this.scale);
     }
     /**
      * Rounds down a number to the asset precision.

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

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

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

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

package/dist/asset/asset.spec.js

@@ -0,0 +1,54 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const component_1 = require("../component");
+const shared_1 = require("../shared");
+describe(component_1.Asset.name, () => {
+    test('should construct a new asset', () => {
+        const sut = new component_1.Asset('abc', 'xyz', 4);
+        expect(sut.name).toEqual('abc');
+        expect(sut.adapterName).toEqual('xyz');
+        expect(sut.scale).toEqual(4);
+        expect(sut.tickSize).toEqual((0, shared_1.d)(0.0001));
+        expect(sut.floor((0, shared_1.d)(1.1234567))).toEqual((0, shared_1.d)(1.1234));
+        expect(sut.ceil((0, shared_1.d)(1.1234567))).toEqual((0, shared_1.d)(1.1235));
+        expect(sut.id).toEqual('xyz:abc');
+    });
+    test('should throw for missing asset name', () => {
+        const fn = () => new component_1.Asset('xyz', '', 5);
+        expect(fn).toThrowError();
+    });
+    test('should throw for missing adapter name', () => {
+        const fn = () => new component_1.Asset('', 'xyz', 5);
+        expect(fn).toThrowError();
+    });
+});
+describe(component_1.AssetSelector.name, () => {
+    test('should construct a new asset selector from unified string', () => {
+        const sut = (0, component_1.assetOf)('xyz:abc');
+        expect(sut.name).toEqual('abc');
+        expect(sut.adapterName).toEqual('xyz');
+        expect(sut.id).toEqual('xyz:abc');
+    });
+    test('should instantiate proper asset selector capital case', () => {
+        const sut = (0, component_1.assetOf)('XYZ:ABC');
+        expect(sut.name).toEqual('abc');
+        expect(sut.adapterName).toEqual('xyz');
+        expect(sut.id).toEqual('xyz:abc');
+    });
+    test('should throw invalid format message for missing separator', () => {
+        const fn = () => (0, component_1.assetOf)('xyzabc');
+        expect(fn).toThrowError();
+    });
+    test('should throw for multiple separators', () => {
+        const fn = () => (0, component_1.assetOf)('xyz:abc:');
+        expect(fn).toThrowError();
+    });
+    test('should throw for missing asset name', () => {
+        const fn = () => (0, component_1.assetOf)('xyz:');
+        expect(fn).toThrowError();
+    });
+    test('should throw for missing adapter name', () => {
+        const fn = () => (0, component_1.assetOf)(':abc');
+        expect(fn).toThrowError();
+    });
+});

package/dist/asset/index.d.ts

@@ -0,0 +1,2 @@
+export * from '../asset/asset';
+//# sourceMappingURL=index.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/asset/index.ts"],"names":[],"mappings":"AAAA,cAAc,kBAAkB,CAAC"}

package/dist/{adapter/paper → asset}/index.js

@@ -14,5 +14,4 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
     for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-__exportStar(require("./paper-adapter"), exports);
-__exportStar(require("./engine/paper-engine"), exports);
+__exportStar(require("../asset/asset"), exports);

package/dist/cli/build.js

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

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

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

package/dist/cli/dev.js

@@ -36,22 +36,26 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 const path_1 = require("path");
-const __1 = require("..");
-const session_builder_1 = require("../domain/session-builder");
-const shared_1 = require("../shared");
-const build_1 = __importDefault(require("./build"));
-const workspace_1 = require("./internal/workspace");
+const rxjs_1 = require("rxjs");
+const build_1 = __importDefault(require("../cli/build"));
+const workspace_1 = require("../cli/internal/workspace");
+const core_1 = require("../core");
+const module_1 = require("../module");
+const use_execution_mode_1 = require("../use-execution-mode");
 function default_1(name, options) {
     return __awaiter(this, void 0, void 0, function* () {
         if (yield (0, build_1.default)()) {
             return;
         }
-        yield Promise.resolve().then(() => __importStar(require((0, path_1.join)((0, workspace_1.buildDirectory)(), 'index'))));
-        const builder = new session_builder_1.SessionBuilder().useSessionId(options.id ? Number(options.id) : (0, shared_1.now)());
-        const rules = yield (0, __1.spawn)(name, builder);
-        const session = builder.paper();
-        yield session.awake();
-        rules(session).subscribe();
+        const script = (yield Promise.resolve(`${(0, path_1.join)((0, workspace_1.buildDirectory)(), name)}`).then(s => __importStar(require(s)))).default;
+        const module = new module_1.Module([
+            ...(0, core_1.core)(),
+            ...script.dependencies,
+            (0, use_execution_mode_1.paperExecutionMode)({ recording: false })
+        ]);
+        const { act } = yield module.awake();
+        const output = yield act(() => (0, rxjs_1.lastValueFrom)(script.fn()));
+        console.log(output);
     });
 }
 exports.default = default_1;

package/dist/cli/index.js

@@ -16,11 +16,11 @@ Object.defineProperty(exports, "__esModule", { value: true });
 const child_process_1 = require("child_process");
 const commander_1 = require("commander");
 const node_watch_1 = __importDefault(require("node-watch"));
-const build_1 = __importDefault(require("./build"));
-const dev_1 = __importDefault(require("./dev"));
-const pull_1 = __importDefault(require("./pull"));
-const run_1 = __importDefault(require("./run"));
-const test_1 = __importDefault(require("./test"));
+const build_1 = __importDefault(require("../cli/build"));
+const dev_1 = __importDefault(require("../cli/dev"));
+const pull_1 = __importDefault(require("../cli/pull"));
+const replay_1 = __importDefault(require("../cli/replay"));
+const run_1 = __importDefault(require("../cli/run"));
 commander_1.program
     .command('build')
     .description('builds a production version of the app')
@@ -42,13 +42,13 @@ commander_1.program
     .description('executes strategy in paper e.g. simulation mode')
     .action(dev_1.default);
 commander_1.program
-    .command('test')
+    .command('replay')
     .description('executes strategy in backtesting mode for specified period')
     .argument('<name>', 'strategy to execute')
     .option('-f, --from <from>', 'date from')
     .option('-t, --to <to>', 'date to')
     .option('-w', 'watch mode')
-    .action(test_1.default);
+    .action(replay_1.default);
 commander_1.program
     .command('pull')
     .description('pulls instrument historical data to storage')
@@ -74,7 +74,7 @@ else {
                 child.kill();
             }
             child = (0, child_process_1.spawn)('node', argv, {
-                stdio: ['inherit', 'inherit', 'inherit', 'ipc']
+                stdio: 'pipe'
             });
         };
         spawnChildProcess();

package/dist/cli/internal/workspace.js

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

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

@@ -1 +1 @@
-{"version":3,"file":"pull.d.ts","sourceRoot":"","sources":["../../src/cli/pull.ts"],"names":[],"mappings":"AAWA,yBAA+B,IAAI,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,EAAE,OAAO,EAAE,GAAG,iBAmD5E"}
+{"version":3,"file":"pull.d.ts","sourceRoot":"","sources":["../../src/cli/pull.ts"],"names":[],"mappings":"AAUA,yBAA+B,IAAI,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,EAAE,OAAO,EAAE,GAAG,iBAgE5E"}

package/dist/cli/pull.js

@@ -35,43 +35,73 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-const cli_progress_1 = require("cli-progress");
 const path_1 = require("path");
-const __1 = require("..");
-const domain_1 = require("../domain");
-const session_builder_1 = require("../domain/session-builder");
-const shared_1 = require("../shared");
-const storage_1 = require("../storage");
-const build_1 = __importDefault(require("./build"));
-const workspace_1 = require("./internal/workspace");
+const build_1 = __importDefault(require("../cli/build"));
+const workspace_1 = require("../cli/internal/workspace");
+const core_1 = require("../core");
+const module_1 = require("../module");
+const use_execution_mode_1 = require("../use-execution-mode");
+const use_memo_1 = require("../use-memo");
 function default_1(name, instrument, options) {
     return __awaiter(this, void 0, void 0, function* () {
         if (yield (0, build_1.default)()) {
             return;
         }
-        yield Promise.resolve().then(() => __importStar(require((0, path_1.join)((0, workspace_1.buildDirectory)(), 'index'))));
-        const builder = new session_builder_1.SessionBuilder().useSessionId(options.id ? Number(options.id) : (0, shared_1.now)());
-        yield (0, __1.spawn)(name, builder);
+        yield Promise.resolve(`${(0, path_1.join)((0, workspace_1.buildDirectory)(), 'index')}`).then(s => __importStar(require(s)));
+        const script = (yield Promise.resolve(`${(0, path_1.join)((0, workspace_1.buildDirectory)(), name)}`).then(s => __importStar(require(s))));
+        const module = new module_1.Module([
+            ...(0, core_1.core)(),
+            ...script.dependencies,
+            (0, use_execution_mode_1.paperExecutionMode)({ recording: false })
+        ]);
+        const { act } = yield module.awake();
+        const o = yield act(() => script.fn());
+        console.log(module.get(use_memo_1.token));
+        /*const builder = new SessionBuilder().useSessionId(
+          options.id ? Number(options.id) : now()
+        );
+      
+        await spawn(name, builder);
+      
         const session = builder.paper();
+      
         console.time('Pulling completed in');
-        yield session.awake();
-        const bar = new cli_progress_1.SingleBar({
+      
+        await session.awake();
+      
+        const bar = new SingleBar(
+          {
             format: `Pulling ${instrument} [{bar}] {percentage}% | ETA: {eta}s | {value}/{total}`
-        }, cli_progress_1.Presets.rect);
-        const feed = new storage_1.Feed(builder.storage('feed'));
+          },
+          Presets.rect
+        );
+      
+        const feed = new Feed(builder.storage('feed'));
         const from = options.from ? Date.parse(options.from) : builder.period.from;
         const to = options.to ? Date.parse(options.to) : builder.period.to;
+      
         bar.start(100, 0);
-        yield session.aggregate.feed((0, domain_1.instrumentOf)(instrument), from, to, (timestamp, events) => __awaiter(this, void 0, void 0, function* () {
+      
+        await session.aggregate.feed(
+          instrumentOf(instrument),
+          from,
+          to,
+          async (timestamp, events) => {
             const duration = to - from;
             const completed = timestamp - from;
-            yield feed.save(events);
+      
+            await feed.save(events);
+      
             bar.update(Math.floor((completed / duration) * 100));
-        }));
+          }
+        );
+      
         bar.update(100);
         bar.stop();
-        yield session.dispose();
-        console.timeLog('Pulling completed in');
+      
+        await session.dispose();
+      
+        console.timeLog('Pulling completed in');*/
     });
 }
 exports.default = default_1;

package/dist/cli/{test.d.ts → replay.d.ts}

@@ -1,2 +1,2 @@
 export default function (name: string, options: any): Promise<void>;
-//# sourceMappingURL=test.d.ts.map
+//# sourceMappingURL=replay.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"replay.d.ts","sourceRoot":"","sources":["../../src/cli/replay.ts"],"names":[],"mappings":"AAUA,yBAA+B,IAAI,EAAE,MAAM,EAAE,OAAO,EAAE,GAAG,iBAoBxD"}

package/dist/cli/{test.js → replay.js}

@@ -36,31 +36,29 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 const path_1 = require("path");
-const session_builder_1 = require("../domain/session-builder");
-const shared_1 = require("../shared");
-const __1 = require("..");
-const build_1 = __importDefault(require("./build"));
-const workspace_1 = require("./internal/workspace");
+const rxjs_1 = require("rxjs");
+const build_1 = __importDefault(require("../cli/build"));
+const workspace_1 = require("../cli/internal/workspace");
+const core_1 = require("../core");
+const module_1 = require("../module");
+const replay_1 = require("../replay");
+const use_execution_mode_1 = require("../use-execution-mode");
 function default_1(name, options) {
     return __awaiter(this, void 0, void 0, function* () {
         if (yield (0, build_1.default)()) {
             return;
         }
-        yield Promise.resolve().then(() => __importStar(require((0, path_1.join)((0, workspace_1.buildDirectory)(), 'index'))));
-        const builder = new session_builder_1.SessionBuilder().useSessionId(options.id ? Number(options.id) : (0, shared_1.now)());
-        const rules = yield (0, __1.spawn)(name, builder);
-        const startTime = performance.now();
-        const [session, backtester] = builder.backtest({
-            onBacktestStarted: () => shared_1.Logger.info('backtest', `new session ${session.id} started`),
-            onBacktestCompleted: () => __awaiter(this, void 0, void 0, function* () {
-                yield session.dispose();
-                const seconds = ((performance.now() - startTime) / 1000).toFixed(3);
-                shared_1.Logger.info('backtest', `session ${session.id} completed in ${seconds}s`);
-            })
-        });
-        yield session.awake();
-        rules(session).subscribe();
-        backtester.tryContinue();
+        const script = yield Promise.resolve(`${(0, path_1.join)((0, workspace_1.buildDirectory)(), name)}`).then(s => __importStar(require(s)));
+        const dependencies = script.module2;
+        const module = new module_1.Module([
+            ...(0, core_1.core)(),
+            ...dependencies,
+            (0, replay_1.replayOptions)({ from: 0, to: Number.MAX_VALUE }),
+            (0, use_execution_mode_1.replayExecutionMode)()
+        ]);
+        const { act } = yield module.awake();
+        const output = yield act(() => (0, rxjs_1.lastValueFrom)(script.default(options)));
+        console.log(output);
     });
 }
 exports.default = default_1;

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

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

package/dist/cli/run.js

@@ -36,22 +36,27 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 const path_1 = require("path");
-const __1 = require("..");
-const session_builder_1 = require("../domain/session-builder");
-const shared_1 = require("../shared");
-const build_1 = __importDefault(require("./build"));
-const workspace_1 = require("./internal/workspace");
+const rxjs_1 = require("rxjs");
+const build_1 = __importDefault(require("../cli/build"));
+const workspace_1 = require("../cli/internal/workspace");
+const core_1 = require("../core");
+const module_1 = require("../module");
+const use_execution_mode_1 = require("../use-execution-mode");
 function default_1(name, options) {
     return __awaiter(this, void 0, void 0, function* () {
         if (yield (0, build_1.default)()) {
             return;
         }
-        yield Promise.resolve().then(() => __importStar(require((0, path_1.join)((0, workspace_1.buildDirectory)(), 'index'))));
-        const builder = new session_builder_1.SessionBuilder().useSessionId(options.id ? Number(options.id) : (0, shared_1.now)());
-        const rules = yield (0, __1.spawn)(name, builder);
-        const session = builder.live();
-        yield session.awake();
-        rules(session).subscribe();
+        const script = yield Promise.resolve(`${(0, path_1.join)((0, workspace_1.buildDirectory)(), name)}`).then(s => __importStar(require(s)));
+        const dependencies = script.module2;
+        const module = new module_1.Module([
+            ...(0, core_1.core)(),
+            ...dependencies,
+            (0, use_execution_mode_1.liveExecutionMode)({ recording: true })
+        ]);
+        const { act } = yield module.awake();
+        const output = yield act(() => (0, rxjs_1.lastValueFrom)(script.default(options)));
+        console.log(output);
     });
 }
 exports.default = default_1;

package/dist/component/distinct-until-timesamp-changed.d.ts

@@ -0,0 +1,5 @@
+import { Observable } from 'rxjs';
+export declare function distinctUntilTimestampChanged<T extends {
+    timestamp: number;
+}>(): (stream: Observable<T>) => Observable<T>;
+//# sourceMappingURL=distinct-until-timesamp-changed.d.ts.map

package/dist/component/distinct-until-timesamp-changed.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"distinct-until-timesamp-changed.d.ts","sourceRoot":"","sources":["../../src/component/distinct-until-timesamp-changed.ts"],"names":[],"mappings":"AAAA,OAAO,EAAU,UAAU,EAAO,MAAM,MAAM,CAAC;AAE/C,wBAAgB,6BAA6B,CAAC,CAAC,SAAS;IAAE,SAAS,EAAE,MAAM,CAAA;CAAE,cAG3D,WAAW,CAAC,CAAC,mBAK9B"}

package/dist/component/distinct-until-timesamp-changed.js

@@ -0,0 +1,9 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.distinctUntilTimestampChanged = void 0;
+const rxjs_1 = require("rxjs");
+function distinctUntilTimestampChanged() {
+    let prevTimestamp;
+    return (stream) => stream.pipe((0, rxjs_1.filter)(it => prevTimestamp === undefined || it.timestamp > prevTimestamp), (0, rxjs_1.tap)(it => (prevTimestamp = it.timestamp)));
+}
+exports.distinctUntilTimestampChanged = distinctUntilTimestampChanged;

package/dist/component/error.d.ts

@@ -0,0 +1,17 @@
+import { decimal } from '../shared';
+export declare class InsufficientFundsError extends Error {
+    constructor(assetName: string, requiredAmount: decimal, availableAmount: decimal);
+}
+export declare class InvalidArgumentsError extends Error {
+    constructor(argName: Record<string, unknown>);
+}
+export declare class InvalidAssetSelectorError extends Error {
+    constructor(selector: string);
+}
+export declare class InvalidInstrumentSelectorError extends Error {
+    constructor(selector: string);
+}
+export declare class AdapterMismatchError extends Error {
+    constructor();
+}
+//# sourceMappingURL=error.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"error.d.ts","sourceRoot":"","sources":["../../src/component/error.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,MAAM,aAAa,CAAC;AAEtC,qBAAa,sBAAuB,SAAQ,KAAK;gBACnC,SAAS,EAAE,MAAM,EAAE,cAAc,EAAE,OAAO,EAAE,eAAe,EAAE,OAAO;CAKjF;AAED,qBAAa,qBAAsB,SAAQ,KAAK;gBAClC,OAAO,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC;CAG7C;AAED,qBAAa,yBAA0B,SAAQ,KAAK;gBACtC,QAAQ,EAAE,MAAM;CAG7B;AACD,qBAAa,8BAA+B,SAAQ,KAAK;gBAC3C,QAAQ,EAAE,MAAM;CAG7B;AAED,qBAAa,oBAAqB,SAAQ,KAAK;;CAI9C"}

package/dist/component/error.js

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

package/dist/component/index.d.ts

@@ -0,0 +1,8 @@
+export * from '../asset';
+export * from '../component/error';
+export * from '../component/ohlc';
+export * from '../component/ohlc-operator';
+export * from '../instrument';
+export * from '../component/timeframe';
+export * from '../component/distinct-until-timesamp-changed';
+//# sourceMappingURL=index.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/component/index.ts"],"names":[],"mappings":"AAAA,cAAc,YAAY,CAAC;AAC3B,cAAc,sBAAsB,CAAC;AACrC,cAAc,qBAAqB,CAAC;AACpC,cAAc,8BAA8B,CAAC;AAC7C,cAAc,iBAAiB,CAAC;AAChC,cAAc,0BAA0B,CAAC;AACzC,cAAc,gDAAgD,CAAC"}

package/dist/{store → component}/index.js

@@ -14,12 +14,10 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
     for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-__exportStar(require("./store"), exports);
-__exportStar(require("./store-state"), exports);
-__exportStar(require("./store-balance-event"), exports);
-__exportStar(require("./store-instrument-event"), exports);
-__exportStar(require("./store-order-event"), exports);
-__exportStar(require("./store-orderbook-event"), exports);
-__exportStar(require("./store-position-event"), exports);
-__exportStar(require("./store-trade-event"), exports);
-__exportStar(require("./store-event"), exports);
+__exportStar(require("../asset"), exports);
+__exportStar(require("../component/error"), exports);
+__exportStar(require("../component/ohlc"), exports);
+__exportStar(require("../component/ohlc-operator"), exports);
+__exportStar(require("../instrument"), exports);
+__exportStar(require("../component/timeframe"), exports);
+__exportStar(require("../component/distinct-until-timesamp-changed"), exports);

package/dist/{domain → component}/ohlc-operator.d.ts

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

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

@@ -0,0 +1 @@
+{"version":3,"file":"ohlc-operator.d.ts","sourceRoot":"","sources":["../../src/component/ohlc-operator.ts"],"names":[],"mappings":"AAAA,OAAO,EAML,UAAU,EAKX,MAAM,MAAM,CAAC;AAEd,OAAO,EAAE,IAAI,EAAM,MAAM,gBAAgB,CAAC;AAC1C,OAAO,EAAE,OAAO,EAAE,MAAM,aAAa,CAAC;AAsBtC,wBAAgB,IAAI,CAAC,CAAC,SAAS;IAAE,SAAS,EAAE,MAAM,CAAA;CAAE,EAClD,SAAS,EAAE,MAAM,EACjB,EAAE,EAAE,CAAC,CAAC,EAAE,CAAC,KAAK,OAAO,EACrB,iBAAiB,CAAC,EAAE,IAAI,YAEC,WAAW,CAAC,CAAC,KAAG,WAAW,IAAI,CAAC,CAmC1D;AAED,wBAAgB,SAAS,CAAC,CAAC,SAAS;IAAE,SAAS,EAAE,MAAM,CAAA;CAAE,EACvD,SAAS,EAAE,MAAM,EACjB,EAAE,EAAE,CAAC,CAAC,EAAE,CAAC,KAAK,OAAO,EACrB,QAAQ,EAAE,UAAU,CAAC,IAAI,CAAC,aAEA,WAAW,CAAC,CAAC,KAAG,WAAW,IAAI,CAAC,CAY3D;AAED,wBAAgB,aAAa,IAAI,CAAC,MAAM,EAAE,UAAU,CAAC,IAAI,CAAC,KAAK,UAAU,CAAC,IAAI,CAAC,CAwB9E"}