@quantform/core 0.6.6 → 0.7.0-beta.4

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/exclude.d.ts +3 -0
  52. package/dist/exclude.d.ts.map +1 -0
  53. package/dist/exclude.js +8 -0
  54. package/dist/index.d.ts +25 -27
  55. package/dist/index.d.ts.map +1 -1
  56. package/dist/index.js +25 -66
  57. package/dist/{domain → instrument/commission}/commission.d.ts +1 -1
  58. package/dist/instrument/commission/commission.d.ts.map +1 -0
  59. package/dist/{domain → instrument/commission}/commission.js +2 -2
  60. package/dist/instrument/commission/commission.spec.d.ts +2 -0
  61. package/dist/instrument/commission/commission.spec.d.ts.map +1 -0
  62. package/dist/instrument/commission/commission.spec.js +30 -0
  63. package/dist/instrument/index.d.ts +3 -0
  64. package/dist/instrument/index.d.ts.map +1 -0
  65. package/dist/{adapter → instrument}/index.js +2 -4
  66. package/dist/{domain → instrument}/instrument.d.ts +4 -4
  67. package/dist/instrument/instrument.d.ts.map +1 -0
  68. package/dist/{domain → instrument}/instrument.js +8 -5
  69. package/dist/instrument/instrument.spec.d.ts +2 -0
  70. package/dist/instrument/instrument.spec.d.ts.map +1 -0
  71. package/dist/instrument/instrument.spec.js +51 -0
  72. package/dist/make-test-module.d.ts +13 -0
  73. package/dist/make-test-module.d.ts.map +1 -0
  74. package/dist/make-test-module.js +46 -0
  75. package/dist/module.d.ts +57 -0
  76. package/dist/module.d.ts.map +1 -0
  77. package/dist/module.js +136 -0
  78. package/dist/module.spec.d.ts +2 -0
  79. package/dist/module.spec.d.ts.map +1 -0
  80. package/dist/module.spec.js +86 -0
  81. package/dist/not-found.d.ts +2 -0
  82. package/dist/not-found.d.ts.map +1 -0
  83. package/dist/{domain/component.js → not-found.js} +2 -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 +52 -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/exclude.ts +9 -0
  246. package/src/index.ts +27 -80
  247. package/src/{domain → instrument/commission}/commission.spec.ts +4 -3
  248. package/src/{domain → instrument/commission}/commission.ts +1 -1
  249. package/src/instrument/index.ts +2 -0
  250. package/src/{domain → instrument}/instrument.spec.ts +11 -6
  251. package/src/{domain → instrument}/instrument.ts +12 -8
  252. package/src/make-test-module.ts +46 -0
  253. package/src/module.spec.ts +74 -0
  254. package/src/module.ts +156 -0
  255. package/src/not-found.ts +1 -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 +59 -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
  368. package/dist/domain/orderbook-operator.d.ts +0 -7
  369. package/dist/domain/orderbook-operator.d.ts.map +0 -1
  370. package/dist/domain/orderbook-operator.js +0 -9
  371. package/dist/domain/orderbook.d.ts +0 -30
  372. package/dist/domain/orderbook.d.ts.map +0 -1
  373. package/dist/domain/orderbook.js +0 -20
  374. package/dist/domain/position-operator.d.ts +0 -13
  375. package/dist/domain/position-operator.d.ts.map +0 -1
  376. package/dist/domain/position-operator.js +0 -45
  377. package/dist/domain/position.d.ts +0 -18
  378. package/dist/domain/position.d.ts.map +0 -1
  379. package/dist/domain/position.js +0 -23
  380. package/dist/domain/session-builder.d.ts +0 -54
  381. package/dist/domain/session-builder.d.ts.map +0 -1
  382. package/dist/domain/session-builder.js +0 -106
  383. package/dist/domain/session.d.ts +0 -77
  384. package/dist/domain/session.d.ts.map +0 -1
  385. package/dist/domain/session.js +0 -162
  386. package/dist/domain/timeframe.d.ts.map +0 -1
  387. package/dist/domain/trade-operator.d.ts +0 -7
  388. package/dist/domain/trade-operator.d.ts.map +0 -1
  389. package/dist/domain/trade-operator.js +0 -9
  390. package/dist/domain/trade.d.ts +0 -16
  391. package/dist/domain/trade.d.ts.map +0 -1
  392. package/dist/domain/trade.js +0 -17
  393. package/dist/shared/collections.d.ts +0 -29
  394. package/dist/shared/collections.d.ts.map +0 -1
  395. package/dist/shared/collections.js +0 -123
  396. package/dist/shared/logger.d.ts +0 -8
  397. package/dist/shared/logger.d.ts.map +0 -1
  398. package/dist/shared/logger.js +0 -33
  399. package/dist/shared/pipe.d.ts +0 -5
  400. package/dist/shared/pipe.d.ts.map +0 -1
  401. package/dist/shared/pipe.js +0 -8
  402. package/dist/shared/policy.d.ts +0 -2
  403. package/dist/shared/policy.d.ts.map +0 -1
  404. package/dist/shared/policy.js +0 -8
  405. package/dist/storage/cache.d.ts +0 -10
  406. package/dist/storage/cache.d.ts.map +0 -1
  407. package/dist/storage/cache.js +0 -43
  408. package/dist/storage/feed.d.ts +0 -38
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  410. package/dist/storage/feed.js +0 -108
  411. package/dist/storage/measurement.d.ts +0 -34
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  413. package/dist/storage/measurement.js +0 -59
  414. package/dist/store/error.d.ts +0 -9
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  416. package/dist/store/error.js +0 -31
  417. package/dist/store/index.d.ts +0 -10
  418. package/dist/store/index.d.ts.map +0 -1
  419. package/dist/store/store-balance-event.d.ts +0 -46
  420. package/dist/store/store-balance-event.d.ts.map +0 -1
  421. package/dist/store/store-balance-event.js +0 -134
  422. package/dist/store/store-event.d.ts +0 -7
  423. package/dist/store/store-event.d.ts.map +0 -1
  424. package/dist/store/store-event.js +0 -2
  425. package/dist/store/store-instrument-event.d.ts +0 -22
  426. package/dist/store/store-instrument-event.d.ts.map +0 -1
  427. package/dist/store/store-instrument-event.js +0 -60
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  429. package/dist/store/store-order-event.d.ts.map +0 -1
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  431. package/dist/store/store-orderbook-event.d.ts +0 -13
  432. package/dist/store/store-orderbook-event.d.ts.map +0 -1
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  434. package/dist/store/store-position-event.d.ts +0 -22
  435. package/dist/store/store-position-event.d.ts.map +0 -1
  436. package/dist/store/store-position-event.js +0 -96
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  438. package/dist/store/store-state.d.ts.map +0 -1
  439. package/dist/store/store-state.js +0 -29
  440. package/dist/store/store-trade-event.d.ts +0 -17
  441. package/dist/store/store-trade-event.d.ts.map +0 -1
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  447. package/src/adapter/adapter.ts +0 -83
  448. package/src/adapter/backtester/backtester-adapter.ts +0 -96
  449. package/src/adapter/backtester/backtester-cursor.spec.ts +0 -44
  450. package/src/adapter/backtester/backtester-cursor.ts +0 -47
  451. package/src/adapter/backtester/backtester-streamer.spec.ts +0 -60
  452. package/src/adapter/backtester/backtester-streamer.ts +0 -155
  453. package/src/adapter/backtester/error.ts +0 -7
  454. package/src/adapter/backtester/index.ts +0 -2
  455. package/src/adapter/error.ts +0 -13
  456. package/src/adapter/index.ts +0 -4
  457. package/src/adapter/paper/engine/paper-engine.spec.ts +0 -116
  458. package/src/adapter/paper/engine/paper-engine.ts +0 -151
  459. package/src/adapter/paper/index.ts +0 -2
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  461. package/src/cli/error.ts +0 -5
  462. package/src/cli/test.ts +0 -40
  463. package/src/domain/balance-operator.spec.ts +0 -26
  464. package/src/domain/balance-operator.ts +0 -15
  465. package/src/domain/balance.spec.ts +0 -116
  466. package/src/domain/balance.ts +0 -123
  467. package/src/domain/component.ts +0 -6
  468. package/src/domain/error.ts +0 -27
  469. package/src/domain/index.ts +0 -21
  470. package/src/domain/instrument-operator.spec.ts +0 -35
  471. package/src/domain/instrument-operator.ts +0 -25
  472. package/src/domain/order-operator.spec.ts +0 -85
  473. package/src/domain/order-operator.ts +0 -23
  474. package/src/domain/order.spec.ts +0 -43
  475. package/src/domain/order.ts +0 -68
  476. package/src/domain/orderbook-operator.spec.ts +0 -40
  477. package/src/domain/orderbook-operator.ts +0 -15
  478. package/src/domain/orderbook.spec.ts +0 -26
  479. package/src/domain/orderbook.ts +0 -30
  480. package/src/domain/position-operator.spec.ts +0 -64
  481. package/src/domain/position-operator.ts +0 -71
  482. package/src/domain/position.spec.ts +0 -43
  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
  486. package/src/domain/session.ts +0 -256
  487. package/src/domain/trade-operator.spec.ts +0 -35
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  489. package/src/domain/trade.spec.ts +0 -21
  490. package/src/domain/trade.ts +0 -20
  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
  504. package/src/store/store-event.ts +0 -8
  505. package/src/store/store-instrument-event.spec.ts +0 -26
  506. package/src/store/store-instrument-event.ts +0 -83
  507. package/src/store/store-order-event.spec.ts +0 -32
  508. package/src/store/store-order-event.ts +0 -219
  509. package/src/store/store-orderbook-event.spec.ts +0 -39
  510. package/src/store/store-orderbook-event.ts +0 -56
  511. package/src/store/store-position-event.ts +0 -121
  512. package/src/store/store-state.ts +0 -48
  513. package/src/store/store-trade-event.spec.ts +0 -62
  514. package/src/store/store-trade-event.ts +0 -42
  515. package/src/store/store.spec.ts +0 -182
  516. package/src/store/store.ts +0 -37
  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
@@ -1,108 +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
@@ -1 +0,0 @@
1
- {"version":3,"file":"store-balance-event.d.ts","sourceRoot":"","sources":["../../src/store/store-balance-event.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,aAAa,EAAW,kBAAkB,EAAE,MAAM,WAAW,CAAC;AACvE,OAAO,EAAE,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AAO/C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,OAAO,EAAE,KAAK,EAAE,kBAAkB,EAAE,MAAM,eAAe,CAAC;AAE1D;;GAEG;AACH,qBAAa,iBAAkB,YAAW,UAAU;IAEhD,QAAQ,CAAC,KAAK,EAAE,aAAa;IAC7B,QAAQ,CAAC,IAAI,EAAE,OAAO;IACtB,QAAQ,CAAC,OAAO,EAAE,OAAO;IACzB,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAHpB,KAAK,EAAE,aAAa,EACpB,IAAI,EAAE,OAAO,EACb,OAAO,EAAE,OAAO,EAChB,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB;CAmBjD;AAED;;GAEG;AACH,qBAAa,oBAAqB,YAAW,UAAU;IAEnD,QAAQ,CAAC,KAAK,EAAE,aAAa;IAC7B,QAAQ,CAAC,MAAM,EAAE,OAAO;IACxB,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,KAAK,EAAE,aAAa,EACpB,MAAM,EAAE,OAAO,EACf,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB;CAejD;AAED;;GAEG;AACH,qBAAa,qBAAsB,YAAW,UAAU;IAEpD,QAAQ,CAAC,OAAO,EAAE,MAAM;IACxB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,OAAO,EAAE,MAAM,EACf,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB;CAuCjD;AAED;;GAEG;AACH,qBAAa,uBAAwB,YAAW,UAAU;IAEtD,QAAQ,CAAC,OAAO,EAAE,MAAM;IACxB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,OAAO,EAAE,MAAM,EACf,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB;CAmCjD"}
@@ -1,134 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.BalanceUnlockOrderEvent = exports.BalanceLockOrderEvent = exports.BalanceTransactEvent = exports.BalancePatchEvent = void 0;
4
- const domain_1 = require("../domain");
5
- const error_1 = require("./error");
6
- /**
7
- * Updates the free and freezed balance of the given asset.
8
- */
9
- class BalancePatchEvent {
10
- constructor(asset, free, freezed, timestamp) {
11
- this.asset = asset;
12
- this.free = free;
13
- this.freezed = freezed;
14
- this.timestamp = timestamp;
15
- }
16
- handle(state, changes) {
17
- /*
18
- * skip not tradeable assets (for example, you can have an unlisted
19
- * asset in your wallet).
20
- */
21
- const asset = state.universe.asset.get(this.asset.id);
22
- if (!asset) {
23
- return;
24
- }
25
- const balance = state.balance.tryGetOrSet(this.asset.id, () => new domain_1.Balance(0, asset));
26
- balance.timestamp = this.timestamp;
27
- balance.set(this.free, this.freezed);
28
- state.timestamp = this.timestamp;
29
- changes.commit(balance);
30
- }
31
- }
32
- exports.BalancePatchEvent = BalancePatchEvent;
33
- /**
34
- *
35
- */
36
- class BalanceTransactEvent {
37
- constructor(asset, amount, timestamp) {
38
- this.asset = asset;
39
- this.amount = amount;
40
- this.timestamp = timestamp;
41
- }
42
- handle(state, changes) {
43
- const asset = state.universe.asset.get(this.asset.id);
44
- if (!asset) {
45
- throw (0, error_1.assetNotSupportedError)(this.asset);
46
- }
47
- const balance = state.balance.tryGetOrSet(this.asset.id, () => new domain_1.Balance(0, asset));
48
- balance.timestamp = this.timestamp;
49
- balance.account(this.amount);
50
- state.timestamp = this.timestamp;
51
- changes.commit(balance);
52
- }
53
- }
54
- exports.BalanceTransactEvent = BalanceTransactEvent;
55
- /**
56
- *
57
- */
58
- class BalanceLockOrderEvent {
59
- constructor(orderId, instrument, timestamp) {
60
- this.orderId = orderId;
61
- this.instrument = instrument;
62
- this.timestamp = timestamp;
63
- }
64
- handle(state, changes) {
65
- var _a, _b;
66
- const orders = state.order.get(this.instrument.id);
67
- if (!orders) {
68
- throw (0, error_1.instrumentNotSubscribedError)(this.instrument);
69
- }
70
- const order = orders.get(this.orderId);
71
- if (!order) {
72
- throw (0, error_1.orderNotFoundError)(this.orderId);
73
- }
74
- const base = state.balance.get(order.instrument.base.id);
75
- if (!base) {
76
- throw (0, error_1.balanceNotFoundError)(order.instrument.base);
77
- }
78
- const quote = state.balance.get(order.instrument.quote.id);
79
- if (!quote) {
80
- throw (0, error_1.balanceNotFoundError)(order.instrument.quote);
81
- }
82
- const balanceToLock = order.calculateBalanceToLock(base, quote);
83
- state.timestamp = this.timestamp;
84
- if ((_a = balanceToLock.base) === null || _a === void 0 ? void 0 : _a.greaterThan(0)) {
85
- base.timestamp = this.timestamp;
86
- base.lock(this.orderId, balanceToLock.base);
87
- changes.commit(base);
88
- }
89
- if ((_b = balanceToLock.quote) === null || _b === void 0 ? void 0 : _b.greaterThan(0)) {
90
- quote.timestamp = this.timestamp;
91
- quote.lock(this.orderId, balanceToLock.quote);
92
- changes.commit(quote);
93
- }
94
- }
95
- }
96
- exports.BalanceLockOrderEvent = BalanceLockOrderEvent;
97
- /**
98
- *
99
- */
100
- class BalanceUnlockOrderEvent {
101
- constructor(orderId, instrument, timestamp) {
102
- this.orderId = orderId;
103
- this.instrument = instrument;
104
- this.timestamp = timestamp;
105
- }
106
- handle(state, changes) {
107
- const orders = state.order.get(this.instrument.id);
108
- if (!orders) {
109
- throw (0, error_1.instrumentNotSubscribedError)(this.instrument);
110
- }
111
- const order = orders.get(this.orderId);
112
- if (!order) {
113
- throw (0, error_1.orderNotFoundError)(this.orderId);
114
- }
115
- const base = state.balance.get(order.instrument.base.id);
116
- if (!base) {
117
- throw (0, error_1.balanceNotFoundError)(order.instrument.base);
118
- }
119
- const quote = state.balance.get(order.instrument.quote.id);
120
- if (!quote) {
121
- throw (0, error_1.balanceNotFoundError)(order.instrument.quote);
122
- }
123
- state.timestamp = this.timestamp;
124
- if (base.tryUnlock(this.orderId)) {
125
- base.timestamp = this.timestamp;
126
- changes.commit(base);
127
- }
128
- if (quote.tryUnlock(this.orderId)) {
129
- quote.timestamp = this.timestamp;
130
- changes.commit(quote);
131
- }
132
- }
133
- }
134
- exports.BalanceUnlockOrderEvent = BalanceUnlockOrderEvent;
@@ -1,7 +0,0 @@
1
- import { timestamp } from '../shared';
2
- import { State, StateChangeTracker } from './store-state';
3
- export interface StoreEvent {
4
- timestamp: timestamp;
5
- handle(state: State, changes: StateChangeTracker): void;
6
- }
7
- //# sourceMappingURL=store-event.d.ts.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"store-event.d.ts","sourceRoot":"","sources":["../../src/store/store-event.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AACtC,OAAO,EAAE,KAAK,EAAE,kBAAkB,EAAE,MAAM,eAAe,CAAC;AAE1D,MAAM,WAAW,UAAU;IACzB,SAAS,EAAE,SAAS,CAAC;IAErB,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI,CAAC;CACzD"}
@@ -1,2 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
@@ -1,22 +0,0 @@
1
- import { Asset, Commission, InstrumentSelector } from '../domain';
2
- import { timestamp } from '../shared';
3
- import { State, StateChangeTracker } from '.';
4
- import { StoreEvent } from './store-event';
5
- export declare class InstrumentPatchEvent implements StoreEvent {
6
- readonly timestamp: timestamp;
7
- readonly base: Asset;
8
- readonly quote: Asset;
9
- readonly commission: Commission;
10
- readonly raw: string;
11
- readonly leverage?: number | undefined;
12
- constructor(timestamp: timestamp, base: Asset, quote: Asset, commission: Commission, raw: string, leverage?: number | undefined);
13
- handle(state: State, changes: StateChangeTracker): void;
14
- }
15
- export declare class InstrumentSubscriptionEvent implements StoreEvent {
16
- readonly timestamp: timestamp;
17
- readonly instrument: InstrumentSelector;
18
- readonly subscribed: boolean;
19
- constructor(timestamp: timestamp, instrument: InstrumentSelector, subscribed: boolean);
20
- handle(state: State, changes: StateChangeTracker): void;
21
- }
22
- //# sourceMappingURL=store-instrument-event.d.ts.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"store-instrument-event.d.ts","sourceRoot":"","sources":["../../src/store/store-instrument-event.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,EAAE,UAAU,EAAc,kBAAkB,EAAE,MAAM,WAAW,CAAC;AAC9E,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AACtC,OAAO,EAAE,KAAK,EAAE,kBAAkB,EAAE,MAAM,GAAG,CAAC;AAE9C,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAG3C,qBAAa,oBAAqB,YAAW,UAAU;IAEnD,QAAQ,CAAC,SAAS,EAAE,SAAS;IAC7B,QAAQ,CAAC,IAAI,EAAE,KAAK;IACpB,QAAQ,CAAC,KAAK,EAAE,KAAK;IACrB,QAAQ,CAAC,UAAU,EAAE,UAAU;IAC/B,QAAQ,CAAC,GAAG,EAAE,MAAM;IACpB,QAAQ,CAAC,QAAQ,CAAC;gBALT,SAAS,EAAE,SAAS,EACpB,IAAI,EAAE,KAAK,EACX,KAAK,EAAE,KAAK,EACZ,UAAU,EAAE,UAAU,EACtB,GAAG,EAAE,MAAM,EACX,QAAQ,CAAC,oBAAQ;IAG5B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAgCxD;AAED,qBAAa,2BAA4B,YAAW,UAAU;IAE1D,QAAQ,CAAC,SAAS,EAAE,SAAS;IAC7B,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,UAAU,EAAE,OAAO;gBAFnB,SAAS,EAAE,SAAS,EACpB,UAAU,EAAE,kBAAkB,EAC9B,UAAU,EAAE,OAAO;IAG9B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAwBxD"}
@@ -1,60 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.InstrumentSubscriptionEvent = exports.InstrumentPatchEvent = void 0;
4
- const domain_1 = require("../domain");
5
- const error_1 = require("./error");
6
- const store_state_1 = require("./store-state");
7
- class InstrumentPatchEvent {
8
- constructor(timestamp, base, quote, commission, raw, leverage) {
9
- this.timestamp = timestamp;
10
- this.base = base;
11
- this.quote = quote;
12
- this.commission = commission;
13
- this.raw = raw;
14
- this.leverage = leverage;
15
- }
16
- handle(state, changes) {
17
- const selector = new domain_1.InstrumentSelector(this.base.name, this.quote.name, this.base.adapterName);
18
- const instrument = state.universe.instrument.tryGetOrSet(selector.id, () => {
19
- state.universe.asset.tryGetOrSet(this.base.id, () => new domain_1.Asset(this.base.name, this.base.adapterName, 8));
20
- state.universe.asset.tryGetOrSet(this.quote.id, () => new domain_1.Asset(this.quote.name, this.quote.adapterName, 8));
21
- state.order.tryGetOrSet(selector.id, () => new store_state_1.InnerSet(selector.id));
22
- return new domain_1.Instrument(0, this.base, this.quote, this.raw, domain_1.Commission.Zero);
23
- });
24
- instrument.timestamp = this.timestamp;
25
- instrument.commission = this.commission;
26
- if (this.leverage) {
27
- instrument.leverage = this.leverage;
28
- }
29
- changes.commit(instrument);
30
- }
31
- }
32
- exports.InstrumentPatchEvent = InstrumentPatchEvent;
33
- class InstrumentSubscriptionEvent {
34
- constructor(timestamp, instrument, subscribed) {
35
- this.timestamp = timestamp;
36
- this.instrument = instrument;
37
- this.subscribed = subscribed;
38
- }
39
- handle(state, changes) {
40
- const instrument = state.universe.instrument.get(this.instrument.id);
41
- if (!instrument) {
42
- throw (0, error_1.instrumentNotSupportedError)(this.instrument);
43
- }
44
- if (this.subscribed) {
45
- const base = state.universe.asset.get(instrument.base.id);
46
- if (!base) {
47
- throw (0, error_1.assetNotSupportedError)(instrument.base);
48
- }
49
- const quote = state.universe.asset.get(instrument.quote.id);
50
- if (!quote) {
51
- throw (0, error_1.assetNotSupportedError)(instrument.quote);
52
- }
53
- state.subscription.instrument.upsert(instrument);
54
- state.subscription.asset.upsert(base);
55
- state.subscription.asset.upsert(quote);
56
- }
57
- changes.commit(instrument);
58
- }
59
- }
60
- exports.InstrumentSubscriptionEvent = InstrumentSubscriptionEvent;
@@ -1,64 +0,0 @@
1
- import { InstrumentSelector, Order } from '../domain';
2
- import { decimal, timestamp } from '../shared';
3
- import { StoreEvent } from './store-event';
4
- import { State, StateChangeTracker } from './store-state';
5
- /**
6
- * Patches a store with an existing pending order.
7
- * No store changing events are propagated.
8
- */
9
- export declare class OrderLoadEvent implements StoreEvent {
10
- readonly order: Order;
11
- readonly timestamp: timestamp;
12
- constructor(order: Order, timestamp: timestamp);
13
- handle(state: State): void;
14
- }
15
- export declare class OrderNewEvent implements StoreEvent {
16
- readonly order: Order;
17
- readonly timestamp: timestamp;
18
- constructor(order: Order, timestamp: timestamp);
19
- handle(state: State, changes: StateChangeTracker): void;
20
- }
21
- export declare class OrderPendingEvent implements StoreEvent {
22
- readonly id: string;
23
- readonly instrument: InstrumentSelector;
24
- readonly timestamp: timestamp;
25
- constructor(id: string, instrument: InstrumentSelector, timestamp: timestamp);
26
- handle(state: State, changes: StateChangeTracker): void;
27
- }
28
- export declare class OrderFilledEvent implements StoreEvent {
29
- readonly id: string;
30
- readonly instrument: InstrumentSelector;
31
- readonly averageExecutionRate: decimal;
32
- readonly timestamp: timestamp;
33
- constructor(id: string, instrument: InstrumentSelector, averageExecutionRate: decimal, timestamp: timestamp);
34
- handle(state: State, changes: StateChangeTracker): void;
35
- }
36
- export declare class OrderCancelingEvent implements StoreEvent {
37
- readonly id: string;
38
- readonly instrument: InstrumentSelector;
39
- readonly timestamp: timestamp;
40
- constructor(id: string, instrument: InstrumentSelector, timestamp: timestamp);
41
- handle(state: State, changes: StateChangeTracker): void;
42
- }
43
- export declare class OrderCanceledEvent implements StoreEvent {
44
- readonly id: string;
45
- readonly instrument: InstrumentSelector;
46
- readonly timestamp: timestamp;
47
- constructor(id: string, instrument: InstrumentSelector, timestamp: timestamp);
48
- handle(state: State, changes: StateChangeTracker): void;
49
- }
50
- export declare class OrderCancelFailedEvent implements StoreEvent {
51
- readonly id: string;
52
- readonly instrument: InstrumentSelector;
53
- readonly timestamp: timestamp;
54
- constructor(id: string, instrument: InstrumentSelector, timestamp: timestamp);
55
- handle(state: State, changes: StateChangeTracker): void;
56
- }
57
- export declare class OrderRejectedEvent implements StoreEvent {
58
- readonly id: string;
59
- readonly instrument: InstrumentSelector;
60
- readonly timestamp: timestamp;
61
- constructor(id: string, instrument: InstrumentSelector, timestamp: timestamp);
62
- handle(state: State, changes: StateChangeTracker): void;
63
- }
64
- //# sourceMappingURL=store-order-event.d.ts.map
@@ -1 +0,0 @@
1
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