@quantform/core 0.6.6 → 0.7.0-beta.4

package/dist/adapter/paper/engine/paper-engine.d.ts

@@ -1,12 +0,0 @@
-import { Order } from '../../../domain';
-import { Store } from '../../../store';
-export declare class PaperEngine {
-    private readonly store;
-    constructor(store: Store);
-    open(order: Order): void;
-    cancel(order: Order): void;
-    private onOrderbook;
-    private onTrade;
-    private completeOrder;
-}
-//# sourceMappingURL=paper-engine.d.ts.map

package/dist/adapter/paper/engine/paper-engine.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"paper-engine.d.ts","sourceRoot":"","sources":["../../../../src/adapter/paper/engine/paper-engine.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,KAAK,EAAoB,MAAM,iBAAiB,CAAC;AAE1D,OAAO,EAUL,KAAK,EACN,MAAM,gBAAgB,CAAC;AAGxB,qBAAa,WAAW;IACV,OAAO,CAAC,QAAQ,CAAC,KAAK;gBAAL,KAAK,EAAE,KAAK;IAclC,IAAI,CAAC,KAAK,EAAE,KAAK;IAkBjB,MAAM,CAAC,KAAK,EAAE,KAAK;IAW1B,OAAO,CAAC,WAAW;IA2BnB,OAAO,CAAC,OAAO;IAuBf,OAAO,CAAC,aAAa;CAsCtB"}

package/dist/adapter/paper/engine/paper-engine.js

@@ -1,109 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.PaperEngine = void 0;
-const rxjs_1 = require("rxjs");
-const domain_1 = require("../../../domain");
-const shared_1 = require("../../../shared");
-const store_1 = require("../../../store");
-const error_1 = require("../../../store/error");
-class PaperEngine {
-    constructor(store) {
-        this.store = store;
-        store.changes$
-            .pipe((0, rxjs_1.tap)(it => {
-            if (it instanceof domain_1.Orderbook) {
-                this.onOrderbook(it);
-            }
-            else if (it instanceof domain_1.Trade) {
-                this.onTrade(it);
-            }
-        }))
-            .subscribe();
-    }
-    open(order) {
-        const { timestamp } = this.store.snapshot;
-        try {
-            this.store.dispatch(new store_1.OrderNewEvent(order, timestamp), new store_1.BalanceLockOrderEvent(order.id, order.instrument, timestamp));
-            this.store.dispatch(new store_1.OrderPendingEvent(order.id, order.instrument, timestamp));
-        }
-        catch (error) {
-            this.store.dispatch(new store_1.BalanceUnlockOrderEvent(order.id, order.instrument, timestamp), new store_1.OrderRejectedEvent(order.id, order.instrument, timestamp));
-        }
-    }
-    cancel(order) {
-        const { timestamp } = this.store.snapshot;
-        this.store.dispatch(new store_1.OrderCancelingEvent(order.id, order.instrument, timestamp));
-        this.store.dispatch(new store_1.BalanceUnlockOrderEvent(order.id, order.instrument, timestamp), new store_1.OrderCanceledEvent(order.id, order.instrument, timestamp));
-    }
-    onOrderbook(orderbook) {
-        const orders = this.store.snapshot.order.get(orderbook.instrument.id);
-        if (!orders) {
-            return;
-        }
-        orders.asReadonlyArray().forEach(it => {
-            if (it.state != 'PENDING') {
-                return;
-            }
-            if (it.rate) {
-                if (it.quantity.greaterThan(0) && it.rate.greaterThan(orderbook.asks.rate)) {
-                    this.completeOrder(it, orderbook.asks.rate);
-                }
-                else if (it.quantity.lessThan(0) && it.rate.lessThan(orderbook.bids.rate)) {
-                    this.completeOrder(it, orderbook.bids.rate);
-                }
-            }
-            else {
-                if (it.quantity.greaterThan(0)) {
-                    this.completeOrder(it, orderbook.asks.rate);
-                }
-                else if (it.quantity.lessThan(0)) {
-                    this.completeOrder(it, orderbook.bids.rate);
-                }
-            }
-        });
-    }
-    onTrade(trade) {
-        const orders = this.store.snapshot.order.get(trade.instrument.id);
-        if (!orders) {
-            return;
-        }
-        orders.asReadonlyArray().forEach(it => {
-            if (it.state != 'PENDING') {
-                return;
-            }
-            if (it.rate) {
-                if (it.quantity.greaterThan(0) && it.rate.greaterThan(trade.rate)) {
-                    this.completeOrder(it, trade.rate);
-                }
-                else if (it.quantity.lessThan(0) && it.rate.lessThan(trade.rate)) {
-                    this.completeOrder(it, trade.rate);
-                }
-            }
-            else {
-                this.completeOrder(it, trade.rate);
-            }
-        });
-    }
-    completeOrder(order, averageExecutionRate) {
-        const { timestamp } = this.store.snapshot;
-        const instrument = this.store.snapshot.universe.instrument.get(order.instrument.id);
-        if (!instrument) {
-            throw (0, error_1.instrumentNotSupportedError)(order.instrument);
-        }
-        const transacted = {
-            base: shared_1.d.Zero,
-            quote: shared_1.d.Zero
-        };
-        const qty = order.quantity.abs();
-        if (order.quantity.greaterThan(0)) {
-            transacted.base = transacted.base.plus(instrument.base.floor(instrument.commission.applyMakerFee(qty)));
-            transacted.quote = transacted.quote.minus(instrument.quote.floor(averageExecutionRate.mul(qty)));
-        }
-        else if (order.quantity.lessThan(0)) {
-            transacted.base = transacted.base.minus(instrument.base.floor(qty));
-            transacted.quote = transacted.quote.plus(instrument.quote.floor(instrument.commission.applyMakerFee(averageExecutionRate.mul(qty))));
-        }
-        this.store.dispatch(new store_1.BalanceUnlockOrderEvent(order.id, order.instrument, timestamp), new store_1.OrderFilledEvent(order.id, order.instrument, averageExecutionRate, timestamp), new store_1.BalanceTransactEvent(instrument.base, transacted.base, timestamp), new store_1.BalanceTransactEvent(instrument.quote, transacted.quote, timestamp));
-    }
-}
-exports.PaperEngine = PaperEngine;

package/dist/adapter/paper/index.d.ts

@@ -1,3 +0,0 @@
-export * from './paper-adapter';
-export * from './engine/paper-engine';
-//# sourceMappingURL=index.d.ts.map

package/dist/adapter/paper/index.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/adapter/paper/index.ts"],"names":[],"mappings":"AAAA,cAAc,iBAAiB,CAAC;AAChC,cAAc,uBAAuB,CAAC"}

package/dist/adapter/paper/paper-adapter.d.ts

@@ -1,30 +0,0 @@
-import { InstrumentSelector, Ohlc, Order } from '../../domain';
-import { decimal, timestamp } from '../../shared';
-import { Store } from '../../store';
-import { Adapter } from '..';
-import { AdapterFactory, FeedAsyncCallback } from '../adapter';
-import { PaperEngine } from './engine/paper-engine';
-export interface PaperOptions {
-    balance: {
-        [key: string]: decimal;
-    };
-}
-export declare function createPaperAdapterFactory(decoratedAdapterFactory: AdapterFactory, options: PaperOptions): AdapterFactory;
-export declare class PaperAdapter extends Adapter {
-    readonly decoratedAdapter: Adapter;
-    readonly store: Store;
-    readonly options: PaperOptions;
-    readonly name: string;
-    private engine?;
-    constructor(decoratedAdapter: Adapter, store: Store, options: PaperOptions);
-    awake(): Promise<void>;
-    dispose(): Promise<void>;
-    subscribe(instruments: InstrumentSelector[]): Promise<void>;
-    account(): Promise<void>;
-    open(order: Order): Promise<void>;
-    cancel(order: Order): Promise<void>;
-    history(instrument: InstrumentSelector, timeframe: number, length: number): Promise<Ohlc[]>;
-    feed(instrument: InstrumentSelector, from: timestamp, to: timestamp, callback: FeedAsyncCallback): Promise<void>;
-    createPaperEngine(adapter: PaperAdapter): PaperEngine;
-}
-//# sourceMappingURL=paper-adapter.d.ts.map

package/dist/adapter/paper/paper-adapter.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"paper-adapter.d.ts","sourceRoot":"","sources":["../../../src/adapter/paper/paper-adapter.ts"],"names":[],"mappings":"AAAA,OAAO,EAAW,kBAAkB,EAAE,IAAI,EAAE,KAAK,EAAE,MAAM,cAAc,CAAC;AACxE,OAAO,EAAK,OAAO,EAAE,SAAS,EAAE,MAAM,cAAc,CAAC;AACrD,OAAO,EAAqB,KAAK,EAAE,MAAM,aAAa,CAAC;AACvD,OAAO,EAAE,OAAO,EAAE,MAAM,IAAI,CAAC;AAC7B,OAAO,EAAE,cAAc,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAC;AAE/D,OAAO,EAAE,WAAW,EAAE,MAAM,uBAAuB,CAAC;AAEpD,MAAM,WAAW,YAAY;IAC3B,OAAO,EAAE;QAAE,CAAC,GAAG,EAAE,MAAM,GAAG,OAAO,CAAA;KAAE,CAAC;CACrC;AAED,wBAAgB,yBAAyB,CACvC,uBAAuB,EAAE,cAAc,EACvC,OAAO,EAAE,YAAY,GACpB,cAAc,CAGhB;AAED,qBAAa,YAAa,SAAQ,OAAO;IAKrC,QAAQ,CAAC,gBAAgB,EAAE,OAAO;IAClC,QAAQ,CAAC,KAAK,EAAE,KAAK;IACrB,QAAQ,CAAC,OAAO,EAAE,YAAY;IANhC,QAAQ,CAAC,IAAI,SAA8B;IAC3C,OAAO,CAAC,MAAM,CAAC,CAAc;gBAGlB,gBAAgB,EAAE,OAAO,EACzB,KAAK,EAAE,KAAK,EACZ,OAAO,EAAE,YAAY;IAO1B,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC;IAM5B,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAIxB,SAAS,CAAC,WAAW,EAAE,kBAAkB,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAIrD,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IA0BxB,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAQjC,MAAM,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAAC,IAAI,CAAC;IAQzC,OAAO,CACL,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,MAAM,EACjB,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,IAAI,EAAE,CAAC;IAIlB,IAAI,CACF,UAAU,EAAE,kBAAkB,EAC9B,IAAI,EAAE,SAAS,EACf,EAAE,EAAE,SAAS,EACb,QAAQ,EAAE,iBAAiB,GAC1B,OAAO,CAAC,IAAI,CAAC;IAIhB,iBAAiB,CAAC,OAAO,EAAE,YAAY,GAAG,WAAW;CAGtD"}

package/dist/adapter/paper/paper-adapter.js

@@ -1,87 +0,0 @@
-"use strict";
-var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
-    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
-    return new (P || (P = Promise))(function (resolve, reject) {
-        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
-        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
-        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
-        step((generator = generator.apply(thisArg, _arguments || [])).next());
-    });
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.PaperAdapter = exports.createPaperAdapterFactory = void 0;
-const domain_1 = require("../../domain");
-const shared_1 = require("../../shared");
-const store_1 = require("../../store");
-const __1 = require("..");
-const error_1 = require("../error");
-function createPaperAdapterFactory(decoratedAdapterFactory, options) {
-    return (timeProvider, store, cache) => new PaperAdapter(decoratedAdapterFactory(timeProvider, store, cache), store, options);
-}
-exports.createPaperAdapterFactory = createPaperAdapterFactory;
-class PaperAdapter extends __1.Adapter {
-    constructor(decoratedAdapter, store, options) {
-        super({
-            timestamp: () => this.decoratedAdapter.timestamp()
-        });
-        this.decoratedAdapter = decoratedAdapter;
-        this.store = store;
-        this.options = options;
-        this.name = this.decoratedAdapter.name;
-    }
-    awake() {
-        return __awaiter(this, void 0, void 0, function* () {
-            this.engine = this.createPaperEngine(this);
-            yield this.decoratedAdapter.awake();
-        });
-    }
-    dispose() {
-        return this.decoratedAdapter.dispose();
-    }
-    subscribe(instruments) {
-        return this.decoratedAdapter.subscribe(instruments);
-    }
-    account() {
-        return __awaiter(this, void 0, void 0, function* () {
-            let subscribed = Object.values(this.store.snapshot.subscription.asset).filter(it => it.adapterName == this.name);
-            for (const balance in this.options.balance) {
-                const asset = (0, domain_1.assetOf)(balance);
-                if (asset.adapterName != this.name) {
-                    continue;
-                }
-                const free = this.options.balance[balance];
-                subscribed = subscribed.filter(it => it.id != asset.id);
-                this.store.dispatch(new store_1.BalancePatchEvent(asset, free, shared_1.d.Zero, this.timestamp()));
-            }
-            for (const missingAsset of subscribed) {
-                this.store.dispatch(new store_1.BalancePatchEvent(missingAsset, shared_1.d.Zero, shared_1.d.Zero, this.timestamp()));
-            }
-        });
-    }
-    open(order) {
-        return __awaiter(this, void 0, void 0, function* () {
-            if (!this.engine) {
-                throw (0, error_1.noPaperEngineProvidedError)();
-            }
-            this.engine.open(order);
-        });
-    }
-    cancel(order) {
-        return __awaiter(this, void 0, void 0, function* () {
-            if (!this.engine) {
-                throw (0, error_1.noPaperEngineProvidedError)();
-            }
-            this.engine.cancel(order);
-        });
-    }
-    history(instrument, timeframe, length) {
-        return this.decoratedAdapter.history(instrument, timeframe, length);
-    }
-    feed(instrument, from, to, callback) {
-        return this.decoratedAdapter.feed(instrument, from, to, callback);
-    }
-    createPaperEngine(adapter) {
-        return this.decoratedAdapter.createPaperEngine(adapter);
-    }
-}
-exports.PaperAdapter = PaperAdapter;

package/dist/cli/error.d.ts

@@ -1,2 +0,0 @@
-export declare function missingDescriptorParameterError(parameterName: string): Error;
-//# sourceMappingURL=error.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"error.d.ts","sourceRoot":"","sources":["../../src/cli/error.ts"],"names":[],"mappings":"AAAA,wBAAgB,+BAA+B,CAAC,aAAa,EAAE,MAAM,SAIpE"}

package/dist/cli/error.js

@@ -1,7 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.missingDescriptorParameterError = void 0;
-function missingDescriptorParameterError(parameterName) {
-    return new Error(`please set a "${parameterName}" date in session descriptor or provide the date as parameter.`);
-}
-exports.missingDescriptorParameterError = missingDescriptorParameterError;

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

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

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

@@ -1 +0,0 @@
-{"version":3,"file":"asset.d.ts","sourceRoot":"","sources":["../../src/domain/asset.ts"],"names":[],"mappings":"AAAA,OAAO,EAAK,OAAO,EAAE,MAAM,sBAAsB,CAAC;AAGlD,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;CAa9C;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,OAAO;IAI/B;;OAEG;IACH,IAAI,CAAC,MAAM,EAAE,OAAO,GAAG,OAAO;CAG/B"}

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

@@ -1,7 +0,0 @@
-import { Observable } from 'rxjs';
-import { State } from '../store';
-import { AssetSelector } from './asset';
-import { Balance } from './balance';
-import { Component } from './component';
-export declare function balance(selector: AssetSelector, state: State): (source$: Observable<Component>) => Observable<Balance>;
-//# sourceMappingURL=balance-operator.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"balance-operator.d.ts","sourceRoot":"","sources":["../../src/domain/balance-operator.ts"],"names":[],"mappings":"AAAA,OAAO,EAAe,UAAU,EAAa,MAAM,MAAM,CAAC;AAE1D,OAAO,EAAE,KAAK,EAAE,MAAM,UAAU,CAAC;AACjC,OAAO,EAAE,aAAa,EAAE,MAAM,SAAS,CAAC;AACxC,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AACpC,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AAExC,wBAAgB,OAAO,CAAC,QAAQ,EAAE,aAAa,EAAE,KAAK,EAAE,KAAK,aAC1C,WAAW,SAAS,CAAC,yBAMvC"}

package/dist/domain/balance-operator.js

@@ -1,9 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.balance = void 0;
-const rxjs_1 = require("rxjs");
-const balance_1 = require("./balance");
-function balance(selector, state) {
-    return (source$) => source$.pipe((0, rxjs_1.startWith)(state.balance.get(selector.id)), (0, rxjs_1.filter)(it => it instanceof balance_1.Balance && (!selector || it.asset.id == selector.id)), (0, rxjs_1.map)(it => it));
-}
-exports.balance = balance;

package/dist/domain/balance.d.ts

@@ -1,47 +0,0 @@
-import { decimal } from '../shared';
-import { Asset } from './';
-import { Component } from './component';
-import { Position, PositionMode } from './position';
-/**
- * Represents single asset balance in your wallet.
- */
-export declare class Balance implements Component {
-    timestamp: number;
-    readonly asset: Asset;
-    id: string;
-    private locker;
-    private available;
-    private unavailable;
-    /**
-     * Returns available amount to trade.
-     */
-    get free(): decimal;
-    /**
-     * Return locked amount for order.
-     */
-    get locked(): decimal;
-    /**
-     * Return total amount of asset in wallet.
-     * Represents a sum of free, locked and opened positions.
-     */
-    get total(): decimal;
-    /**
-     * Collection of opened positions backed by this balance.
-     */
-    readonly position: Record<string, Position>;
-    constructor(timestamp: number, asset: Asset);
-    account(amount: decimal): void;
-    set(free: decimal, locked: decimal): void;
-    /**
-     * Lock specific amount of asset.
-     * If you place new pending order, you will lock your balance to fund order.
-     */
-    lock(id: string, amount: decimal): void;
-    tryUnlock(id: string): boolean;
-    /**
-     * Returns unrealized profit and loss for all positions backed by this balance.
-     */
-    getEstimatedUnrealizedPnL(mode?: PositionMode): decimal;
-    getEstimatedMargin(mode?: PositionMode): decimal;
-}
-//# sourceMappingURL=balance.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"balance.d.ts","sourceRoot":"","sources":["../../src/domain/balance.ts"],"names":[],"mappings":"AAAA,OAAO,EAAK,OAAO,EAAE,MAAM,WAAW,CAAC;AACvC,OAAO,EAAE,KAAK,EAAE,MAAM,IAAI,CAAC;AAC3B,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AAExC,OAAO,EAAE,QAAQ,EAAE,YAAY,EAAE,MAAM,YAAY,CAAC;AAEpD;;GAEG;AACH,qBAAa,OAAQ,YAAW,SAAS;IAoCpB,SAAS,EAAE,MAAM;aAAkB,KAAK,EAAE,KAAK;IAnClE,EAAE,EAAE,MAAM,CAAC;IAEX,OAAO,CAAC,MAAM,CAA+B;IAC7C,OAAO,CAAC,SAAS,CAAU;IAC3B,OAAO,CAAC,WAAW,CAAU;IAE7B;;OAEG;IACH,IAAI,IAAI,IAAI,OAAO,CAElB;IAED;;OAEG;IACH,IAAI,MAAM,IAAI,OAAO,CAEpB;IAED;;;OAGG;IACH,IAAI,KAAK,IAAI,OAAO,CAInB;IAED;;OAEG;IACH,QAAQ,CAAC,QAAQ,EAAE,MAAM,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAM;gBAE9B,SAAS,EAAE,MAAM,EAAkB,KAAK,EAAE,KAAK;IAIlE,OAAO,CAAC,MAAM,EAAE,OAAO;IAQvB,GAAG,CAAC,IAAI,EAAE,OAAO,EAAE,MAAM,EAAE,OAAO;IAMlC;;;OAGG;IACH,IAAI,CAAC,EAAE,EAAE,MAAM,EAAE,MAAM,EAAE,OAAO;IAchC,SAAS,CAAC,EAAE,EAAE,MAAM,GAAG,OAAO;IAmB9B;;OAEG;IACH,yBAAyB,CAAC,IAAI,CAAC,EAAE,YAAY,GAAG,OAAO;IAYvD,kBAAkB,CAAC,IAAI,CAAC,EAAE,YAAY,GAAG,OAAO;CAOjD"}

package/dist/domain/balance.js

@@ -1,97 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.Balance = void 0;
-const shared_1 = require("../shared");
-const error_1 = require("./error");
-/**
- * Represents single asset balance in your wallet.
- */
-class Balance {
-    constructor(timestamp, asset) {
-        this.timestamp = timestamp;
-        this.asset = asset;
-        this.locker = {};
-        this.available = shared_1.d.Zero;
-        this.unavailable = shared_1.d.Zero;
-        /**
-         * Collection of opened positions backed by this balance.
-         */
-        this.position = {};
-        this.id = asset.id;
-    }
-    /**
-     * Returns available amount to trade.
-     */
-    get free() {
-        return this.asset.floor(this.available).add(this.getEstimatedUnrealizedPnL('CROSS'));
-    }
-    /**
-     * Return locked amount for order.
-     */
-    get locked() {
-        return this.unavailable;
-    }
-    /**
-     * Return total amount of asset in wallet.
-     * Represents a sum of free, locked and opened positions.
-     */
-    get total() {
-        return this.asset
-            .floor(this.available.add(this.unavailable))
-            .add(this.getEstimatedUnrealizedPnL());
-    }
-    account(amount) {
-        if (this.available.add(amount).lessThan(0)) {
-            throw (0, error_1.insufficientFundsError)(this.id, amount, this.available);
-        }
-        this.available = this.available.add(amount);
-    }
-    set(free, locked) {
-        this.available = free;
-        this.unavailable = locked;
-        this.locker = {};
-    }
-    /**
-     * Lock specific amount of asset.
-     * If you place new pending order, you will lock your balance to fund order.
-     */
-    lock(id, amount) {
-        if (this.available.lessThan(amount)) {
-            throw (0, error_1.insufficientFundsError)(this.id, amount, this.available);
-        }
-        if (this.locker[id]) {
-            throw (0, error_1.invalidArgumentError)(id);
-        }
-        this.locker[id] = amount;
-        this.available = this.available.minus(amount);
-        this.unavailable = this.unavailable.plus(amount);
-    }
-    tryUnlock(id) {
-        if (!this.locker[id]) {
-            return false;
-        }
-        const amount = this.locker[id];
-        delete this.locker[id];
-        if (this.unavailable < amount) {
-            throw (0, error_1.insufficientFundsError)(this.id, amount, this.unavailable);
-        }
-        this.available = this.available.add(amount);
-        this.unavailable = this.unavailable.minus(amount);
-        return true;
-    }
-    /**
-     * Returns unrealized profit and loss for all positions backed by this balance.
-     */
-    getEstimatedUnrealizedPnL(mode) {
-        return Object.values(this.position).reduce((aggregate, position) => {
-            var _a;
-            return aggregate.add(mode && mode != position.mode
-                ? shared_1.d.Zero
-                : (_a = position.estimatedUnrealizedPnL) !== null && _a !== void 0 ? _a : shared_1.d.Zero);
-        }, shared_1.d.Zero);
-    }
-    getEstimatedMargin(mode) {
-        return Object.values(this.position).reduce((aggregate, position) => (aggregate = aggregate.add(mode && mode != position.mode ? 0 : position.margin)), shared_1.d.Zero);
-    }
-}
-exports.Balance = Balance;

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

@@ -1 +0,0 @@
-{"version":3,"file":"commission.d.ts","sourceRoot":"","sources":["../../src/domain/commission.ts"],"names":[],"mappings":"AAAA,OAAO,EAAK,OAAO,EAAE,MAAM,WAAW,CAAC;AAEvC,qBAAa,UAAU;IAGT,QAAQ,CAAC,SAAS,EAAE,OAAO;IAAE,QAAQ,CAAC,SAAS,EAAE,OAAO;IAFpE,MAAM,CAAC,QAAQ,CAAC,IAAI,aAAyD;gBAExD,SAAS,EAAE,OAAO,EAAW,SAAS,EAAE,OAAO;IAEpE,iBAAiB,CAAC,KAAK,EAAE,OAAO;IAIhC,iBAAiB,CAAC,KAAK,EAAE,OAAO;IAIhC,aAAa,CAAC,KAAK,EAAE,OAAO,GAAG,OAAO;IAItC,aAAa,CAAC,KAAK,EAAE,OAAO,GAAG,OAAO;CAGvC;AAED,wBAAgB,mBAAmB,CAAC,IAAI,EAAE;IAAE,KAAK,EAAE,OAAO,CAAC;IAAC,KAAK,EAAE,OAAO,CAAA;CAAE,cAE3E"}

package/dist/domain/component.d.ts

@@ -1,6 +0,0 @@
-import { timestamp } from '../shared';
-export interface Component {
-    id: string;
-    timestamp: timestamp;
-}
-//# sourceMappingURL=component.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"component.d.ts","sourceRoot":"","sources":["../../src/domain/component.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AAEtC,MAAM,WAAW,SAAS;IACxB,EAAE,EAAE,MAAM,CAAC;IACX,SAAS,EAAE,SAAS,CAAC;CACtB"}

package/dist/domain/error.d.ts

@@ -1,7 +0,0 @@
-import { decimal } from '../shared';
-export declare function insufficientFundsError(assetName: string, requiredAmount: decimal, availableAmount: decimal): Error;
-export declare function invalidArgumentError(value: any): Error;
-export declare function invalidAssetSelectorError(selector: string): Error;
-export declare function invalidInstrumentSelectorError(selector: string): Error;
-export declare function adapterMismatchError(): Error;
-//# sourceMappingURL=error.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"error.d.ts","sourceRoot":"","sources":["../../src/domain/error.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AAEpC,wBAAgB,sBAAsB,CACpC,SAAS,EAAE,MAAM,EACjB,cAAc,EAAE,OAAO,EACvB,eAAe,EAAE,OAAO,SAKzB;AAED,wBAAgB,oBAAoB,CAAC,KAAK,EAAE,GAAG,SAE9C;AAED,wBAAgB,yBAAyB,CAAC,QAAQ,EAAE,MAAM,SAEzD;AAED,wBAAgB,8BAA8B,CAAC,QAAQ,EAAE,MAAM,SAE9D;AAED,wBAAgB,oBAAoB,UAEnC"}

package/dist/domain/error.js

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

package/dist/domain/index.d.ts

@@ -1,22 +0,0 @@
-export * from './asset';
-export * from './balance';
-export * from './balance-operator';
-export * from './error';
-export * from './ohlc';
-export * from './ohlc-operator';
-export * from './commission';
-export * from './component';
-export * from './instrument';
-export * from './instrument-operator';
-export * from './order';
-export * from './order-operator';
-export * from './orderbook';
-export * from './orderbook-operator';
-export * from './position';
-export * from './position-operator';
-export * from './session';
-export * from './session-builder';
-export * from './timeframe';
-export * from './trade';
-export * from './trade-operator';
-//# sourceMappingURL=index.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/domain/index.ts"],"names":[],"mappings":"AAAA,cAAc,SAAS,CAAC;AACxB,cAAc,WAAW,CAAC;AAC1B,cAAc,oBAAoB,CAAC;AACnC,cAAc,SAAS,CAAC;AACxB,cAAc,QAAQ,CAAC;AACvB,cAAc,iBAAiB,CAAC;AAChC,cAAc,cAAc,CAAC;AAC7B,cAAc,aAAa,CAAC;AAC5B,cAAc,cAAc,CAAC;AAC7B,cAAc,uBAAuB,CAAC;AACtC,cAAc,SAAS,CAAC;AACxB,cAAc,kBAAkB,CAAC;AACjC,cAAc,aAAa,CAAC;AAC5B,cAAc,sBAAsB,CAAC;AACrC,cAAc,YAAY,CAAC;AAC3B,cAAc,qBAAqB,CAAC;AACpC,cAAc,WAAW,CAAC;AAC1B,cAAc,mBAAmB,CAAC;AAClC,cAAc,aAAa,CAAC;AAC5B,cAAc,SAAS,CAAC;AACxB,cAAc,kBAAkB,CAAC"}

package/dist/domain/index.js

@@ -1,37 +0,0 @@
-"use strict";
-var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    var desc = Object.getOwnPropertyDescriptor(m, k);
-    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
-      desc = { enumerable: true, get: function() { return m[k]; } };
-    }
-    Object.defineProperty(o, k2, desc);
-}) : (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    o[k2] = m[k];
-}));
-var __exportStar = (this && this.__exportStar) || function(m, exports) {
-    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-__exportStar(require("./asset"), exports);
-__exportStar(require("./balance"), exports);
-__exportStar(require("./balance-operator"), exports);
-__exportStar(require("./error"), exports);
-__exportStar(require("./ohlc"), exports);
-__exportStar(require("./ohlc-operator"), exports);
-__exportStar(require("./commission"), exports);
-__exportStar(require("./component"), exports);
-__exportStar(require("./instrument"), exports);
-__exportStar(require("./instrument-operator"), exports);
-__exportStar(require("./order"), exports);
-__exportStar(require("./order-operator"), exports);
-__exportStar(require("./orderbook"), exports);
-__exportStar(require("./orderbook-operator"), exports);
-__exportStar(require("./position"), exports);
-__exportStar(require("./position-operator"), exports);
-__exportStar(require("./session"), exports);
-__exportStar(require("./session-builder"), exports);
-__exportStar(require("./timeframe"), exports);
-__exportStar(require("./trade"), exports);
-__exportStar(require("./trade-operator"), exports);

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

@@ -1,7 +0,0 @@
-import { Observable } from 'rxjs';
-import { State } from '../store';
-import { Component } from './component';
-import { Instrument, InstrumentSelector } from './instrument';
-export declare function instrument(selector: InstrumentSelector, state: State): (source$: Observable<Component>) => Observable<Instrument>;
-export declare function instruments(state: State): (source$: Observable<Component>) => Observable<readonly Instrument[]>;
-//# sourceMappingURL=instrument-operator.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"instrument-operator.d.ts","sourceRoot":"","sources":["../../src/domain/instrument-operator.ts"],"names":[],"mappings":"AAAA,OAAO,EAAqC,UAAU,EAAa,MAAM,MAAM,CAAC;AAEhF,OAAO,EAAE,KAAK,EAAE,MAAM,UAAU,CAAC;AACjC,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACxC,OAAO,EAAE,UAAU,EAAE,kBAAkB,EAAE,MAAM,cAAc,CAAC;AAE9D,wBAAgB,UAAU,CAAC,QAAQ,EAAE,kBAAkB,EAAE,KAAK,EAAE,KAAK,aAClD,WAAW,SAAS,CAAC,4BAMvC;AAED,wBAAgB,WAAW,CAAC,KAAK,EAAE,KAAK,aACrB,WAAW,SAAS,CAAC,uCAQvC"}

package/dist/domain/instrument-operator.js

@@ -1,13 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.instruments = exports.instrument = void 0;
-const rxjs_1 = require("rxjs");
-const instrument_1 = require("./instrument");
-function instrument(selector, state) {
-    return (source$) => source$.pipe((0, rxjs_1.startWith)(state.universe.instrument.get(selector.id)), (0, rxjs_1.filter)(it => it instanceof instrument_1.Instrument && it.id == selector.id), (0, rxjs_1.map)(it => it));
-}
-exports.instrument = instrument;
-function instruments(state) {
-    return (source$) => source$.pipe((0, rxjs_1.filter)(it => it instanceof instrument_1.Instrument), (0, rxjs_1.map)(() => state.universe.instrument.asReadonlyArray()), (0, rxjs_1.startWith)(state.universe.instrument.asReadonlyArray()), (0, rxjs_1.filter)(it => it.length > 0), (0, rxjs_1.distinctUntilChanged)((lhs, rhs) => lhs.length == rhs.length));
-}
-exports.instruments = instruments;

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

@@ -1 +0,0 @@
-{"version":3,"file":"instrument.d.ts","sourceRoot":"","sources":["../../src/domain/instrument.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,EAAE,aAAa,EAA0B,MAAM,SAAS,CAAC;AACvE,OAAO,EAAE,UAAU,EAAE,MAAM,cAAc,CAAC;AAC1C,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AAGxC,eAAO,MAAM,2BAA2B,MAAM,CAAC;AAE/C,qBAAa,kBAAkB;IAC7B,QAAQ,CAAC,EAAE,EAAE,MAAM,CAAC;IACpB,QAAQ,CAAC,IAAI,EAAE,aAAa,CAAC;IAC7B,QAAQ,CAAC,KAAK,EAAE,aAAa,CAAC;gBAElB,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM;CAMzD;AAED;;GAEG;AACH,qBAAa,UAAW,SAAQ,kBAAmB,YAAW,SAAS;IAK5D,SAAS,EAAE,MAAM;aACN,IAAI,EAAE,KAAK;aACX,KAAK,EAAE,KAAK;IAC9B,QAAQ,CAAC,GAAG,EAAE,MAAM;IACb,UAAU,EAAE,UAAU;IAR/B,QAAQ,CAAC,KAAK,EAAE,UAAU,GAAG,SAAS,CAAC;IACvC,QAAQ,EAAE,MAAM,GAAG,SAAS,CAAa;gBAGhC,SAAS,EAAE,MAAM,EACN,IAAI,EAAE,KAAK,EACX,KAAK,EAAE,KAAK,EACrB,GAAG,EAAE,MAAM,EACb,UAAU,EAAE,UAAU;CAQhC;AAED,wBAAgB,YAAY,CAAC,QAAQ,EAAE,MAAM,GAAG,kBAAkB,CAYjE"}

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

@@ -1 +0,0 @@
-{"version":3,"file":"ohlc-operator.d.ts","sourceRoot":"","sources":["../../src/domain/ohlc-operator.ts"],"names":[],"mappings":"AAAA,OAAO,EAML,UAAU,EAKX,MAAM,MAAM,CAAC;AAEd,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AACpC,OAAO,EAAE,IAAI,EAAE,MAAM,QAAQ,CAAC;AAuB9B,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"}

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

@@ -1 +0,0 @@
-{"version":3,"file":"ohlc.d.ts","sourceRoot":"","sources":["../../src/domain/ohlc.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AAE/C,qBAAa,IAAI;IAEN,SAAS,EAAE,SAAS;IACpB,IAAI,EAAE,OAAO;IACb,IAAI,EAAE,OAAO;IACb,GAAG,EAAE,OAAO;IACZ,KAAK,EAAE,OAAO;IACd,MAAM,CAAC;gBALP,SAAS,EAAE,SAAS,EACpB,IAAI,EAAE,OAAO,EACb,IAAI,EAAE,OAAO,EACb,GAAG,EAAE,OAAO,EACZ,KAAK,EAAE,OAAO,EACd,MAAM,CAAC,qBAAS;IAGzB,KAAK,CAAC,KAAK,EAAE,OAAO;CAKrB"}

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

@@ -1,8 +0,0 @@
-import { Observable } from 'rxjs';
-import { State } from '../store';
-import { Component } from './component';
-import { InstrumentSelector } from './instrument';
-import { Order } from './order';
-export declare function order(selector: InstrumentSelector): (source$: Observable<Component>) => Observable<Order>;
-export declare function orders(selector: InstrumentSelector, state: State): (source$: Observable<Component>) => Observable<readonly Order[]>;
-//# sourceMappingURL=order-operator.d.ts.map

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

@@ -1 +0,0 @@
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