@quantform/core 0.6.6 → 0.7.0-beta.4

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

@@ -2,19 +2,18 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.ohlcCompleted = exports.mergeOhlc = exports.ohlc = void 0;
 const rxjs_1 = require("rxjs");
-const ohlc_1 = require("./ohlc");
-const timeframe_1 = require("./timeframe");
+const component_1 = require("../component");
 function aggregate(candle, timeframe, value, timestamp) {
-    const frame = (0, timeframe_1.tf)(timestamp, timeframe);
+    const frame = (0, component_1.tf)(timestamp, timeframe);
     if (!candle) {
-        return new ohlc_1.Ohlc(frame, value, value, value, value);
+        return new component_1.Ohlc(frame, value, value, value, value);
     }
     if (candle.timestamp === frame) {
         candle.apply(value);
         return undefined;
     }
     else {
-        return new ohlc_1.Ohlc(frame, candle.close, value, value, value);
+        return new component_1.Ohlc(frame, candle.close, value, value, value);
     }
 }
 function ohlc(timeframe, fn, candleToStartWith) {

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

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

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

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

package/dist/component/ohlc-operator.spec.js

@@ -0,0 +1,110 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const rxjs_1 = require("rxjs");
+const component_1 = require("../component");
+const shared_1 = require("../shared");
+describe(component_1.ohlc.name, () => {
+    test('should aggregate and pipe ohlc updates', done => {
+        const input$ = (0, rxjs_1.from)([
+            { timestamp: 1, rate: (0, shared_1.d)(1) },
+            { timestamp: 2, rate: (0, shared_1.d)(2) },
+            { timestamp: 3, rate: (0, shared_1.d)(3) },
+            { timestamp: 4, rate: shared_1.d.Zero },
+            { timestamp: 5, rate: (0, shared_1.d)(7) },
+            { timestamp: 6, rate: (0, shared_1.d)(8) }
+        ]);
+        const output = [
+            new component_1.Ohlc(0, (0, shared_1.d)(1), (0, shared_1.d)(1), (0, shared_1.d)(1), (0, shared_1.d)(1)),
+            new component_1.Ohlc(0, (0, shared_1.d)(1), (0, shared_1.d)(2), (0, shared_1.d)(1), (0, shared_1.d)(2)),
+            new component_1.Ohlc(0, (0, shared_1.d)(1), (0, shared_1.d)(3), (0, shared_1.d)(1), (0, shared_1.d)(3)),
+            new component_1.Ohlc(0, (0, shared_1.d)(1), (0, shared_1.d)(3), shared_1.d.Zero, shared_1.d.Zero),
+            new component_1.Ohlc(5, shared_1.d.Zero, (0, shared_1.d)(7), (0, shared_1.d)(7), (0, shared_1.d)(7)),
+            new component_1.Ohlc(5, shared_1.d.Zero, (0, shared_1.d)(8), (0, shared_1.d)(7), (0, shared_1.d)(8))
+        ].reverse();
+        input$.pipe((0, component_1.ohlc)(5, it => it.rate)).subscribe({
+            next: it => {
+                expect(it).toEqual(output.pop());
+                if (output.length === 0) {
+                    done();
+                }
+            }
+        });
+    });
+});
+describe(component_1.ohlcCompleted.name, () => {
+    test('should aggregate and pipe distinct completed ohlc', done => {
+        const input$ = (0, rxjs_1.from)([
+            { timestamp: 1, rate: (0, shared_1.d)(1) },
+            { timestamp: 2, rate: (0, shared_1.d)(2) },
+            { timestamp: 3, rate: (0, shared_1.d)(3) },
+            { timestamp: 4, rate: shared_1.d.Zero },
+            { timestamp: 5, rate: (0, shared_1.d)(7) },
+            { timestamp: 6, rate: (0, shared_1.d)(8) }
+        ]);
+        input$
+            .pipe((0, component_1.ohlc)(5, it => it.rate), (0, component_1.ohlcCompleted)())
+            .subscribe({
+            next: it => {
+                expect(it).toEqual(new component_1.Ohlc(0, (0, shared_1.d)(1), (0, shared_1.d)(3), shared_1.d.Zero, shared_1.d.Zero));
+                done();
+            }
+        });
+    });
+});
+describe(component_1.mergeOhlc.name, () => {
+    test('should pipe and merge ohlc from history', done => {
+        const history$ = (0, rxjs_1.from)([
+            new component_1.Ohlc(1, (0, shared_1.d)(1), (0, shared_1.d)(1.5), (0, shared_1.d)(0.5), (0, shared_1.d)(2)),
+            new component_1.Ohlc(2, (0, shared_1.d)(2), (0, shared_1.d)(2.5), (0, shared_1.d)(1.5), (0, shared_1.d)(3)),
+            new component_1.Ohlc(3, (0, shared_1.d)(3), (0, shared_1.d)(3.5), (0, shared_1.d)(2.5), (0, shared_1.d)(4))
+        ]);
+        const input$ = (0, rxjs_1.from)([
+            { timestamp: 3, rate: (0, shared_1.d)(5) },
+            { timestamp: 4, rate: (0, shared_1.d)(3) },
+            { timestamp: 5, rate: (0, shared_1.d)(4) }
+        ]);
+        const output = [
+            new component_1.Ohlc(1, (0, shared_1.d)(1), (0, shared_1.d)(1.5), (0, shared_1.d)(0.5), (0, shared_1.d)(2)),
+            new component_1.Ohlc(2, (0, shared_1.d)(2), (0, shared_1.d)(2.5), (0, shared_1.d)(1.5), (0, shared_1.d)(3)),
+            new component_1.Ohlc(3, (0, shared_1.d)(3), (0, shared_1.d)(5), (0, shared_1.d)(2.5), (0, shared_1.d)(5)),
+            new component_1.Ohlc(4, (0, shared_1.d)(5), (0, shared_1.d)(3), (0, shared_1.d)(3), (0, shared_1.d)(3)),
+            new component_1.Ohlc(5, (0, shared_1.d)(3), (0, shared_1.d)(4), (0, shared_1.d)(4), (0, shared_1.d)(4))
+        ].reverse();
+        input$.pipe((0, component_1.mergeOhlc)(1, it => it.rate, history$)).subscribe({
+            next: it => {
+                expect(it).toEqual(output.pop());
+                if (output.length === 0) {
+                    done();
+                }
+            }
+        });
+    });
+    test('should pipe and not merge ohlc from history', done => {
+        const history$ = (0, rxjs_1.from)([
+            new component_1.Ohlc(1, (0, shared_1.d)(1), (0, shared_1.d)(1.5), (0, shared_1.d)(0.5), (0, shared_1.d)(2)),
+            new component_1.Ohlc(2, (0, shared_1.d)(2), (0, shared_1.d)(2.5), (0, shared_1.d)(1.5), (0, shared_1.d)(3)),
+            new component_1.Ohlc(3, (0, shared_1.d)(3), (0, shared_1.d)(3.5), (0, shared_1.d)(2.5), (0, shared_1.d)(4))
+        ]);
+        const input$ = (0, rxjs_1.from)([
+            { timestamp: 4, rate: (0, shared_1.d)(5) },
+            { timestamp: 5, rate: (0, shared_1.d)(3) },
+            { timestamp: 6, rate: (0, shared_1.d)(4) }
+        ]);
+        const output = [
+            new component_1.Ohlc(1, (0, shared_1.d)(1), (0, shared_1.d)(1.5), (0, shared_1.d)(0.5), (0, shared_1.d)(2)),
+            new component_1.Ohlc(2, (0, shared_1.d)(2), (0, shared_1.d)(2.5), (0, shared_1.d)(1.5), (0, shared_1.d)(3)),
+            new component_1.Ohlc(3, (0, shared_1.d)(3), (0, shared_1.d)(3.5), (0, shared_1.d)(2.5), (0, shared_1.d)(4)),
+            new component_1.Ohlc(4, (0, shared_1.d)(4), (0, shared_1.d)(5), (0, shared_1.d)(5), (0, shared_1.d)(5)),
+            new component_1.Ohlc(5, (0, shared_1.d)(5), (0, shared_1.d)(3), (0, shared_1.d)(3), (0, shared_1.d)(3)),
+            new component_1.Ohlc(6, (0, shared_1.d)(3), (0, shared_1.d)(4), (0, shared_1.d)(4), (0, shared_1.d)(4))
+        ].reverse();
+        input$.pipe((0, component_1.mergeOhlc)(1, it => it.rate, history$)).subscribe({
+            next: it => {
+                expect(it).toEqual(output.pop());
+                if (output.length === 0) {
+                    done();
+                }
+            }
+        });
+    });
+});

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

@@ -0,0 +1 @@
+{"version":3,"file":"ohlc.d.ts","sourceRoot":"","sources":["../../src/component/ohlc.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AAEjD,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/component/ohlc.spec.d.ts

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

package/dist/component/ohlc.spec.d.ts.map

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

package/dist/component/ohlc.spec.js

@@ -0,0 +1,25 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const component_1 = require("../component");
+const shared_1 = require("../shared");
+describe('Ohlc', () => {
+    test('should construct a ohlc', () => {
+        const timestamp = (0, shared_1.now)();
+        const sut = new component_1.Ohlc(timestamp, (0, shared_1.d)(2), (0, shared_1.d)(4), (0, shared_1.d)(1), (0, shared_1.d)(3));
+        expect(sut.timestamp).toEqual(timestamp);
+        expect(sut.open).toEqual((0, shared_1.d)(2));
+        expect(sut.high).toEqual((0, shared_1.d)(4));
+        expect(sut.low).toEqual((0, shared_1.d)(1));
+        expect(sut.close).toEqual((0, shared_1.d)(3));
+    });
+    test('should modify a ohlc', () => {
+        const timestamp = (0, shared_1.now)();
+        const sut = new component_1.Ohlc(timestamp, (0, shared_1.d)(2), (0, shared_1.d)(4), (0, shared_1.d)(1), (0, shared_1.d)(3));
+        sut.apply((0, shared_1.d)(10));
+        expect(sut.timestamp).toEqual(timestamp);
+        expect(sut.open).toEqual((0, shared_1.d)(2));
+        expect(sut.high).toEqual((0, shared_1.d)(10));
+        expect(sut.low).toEqual((0, shared_1.d)(1));
+        expect(sut.close).toEqual((0, shared_1.d)(10));
+    });
+});

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

@@ -0,0 +1 @@
+{"version":3,"file":"timeframe.d.ts","sourceRoot":"","sources":["../../src/component/timeframe.ts"],"names":[],"mappings":"AAAA,qBAAa,SAAS;IACpB,MAAM,CAAC,EAAE,SAAQ;IACjB,MAAM,CAAC,EAAE,SAAqB;IAC9B,MAAM,CAAC,EAAE,SAAoB;IAC7B,MAAM,CAAC,GAAG,SAAoB;IAC9B,MAAM,CAAC,GAAG,SAAqB;IAC/B,MAAM,CAAC,EAAE,SAAqB;IAC9B,MAAM,CAAC,EAAE,SAAoB;IAC7B,MAAM,CAAC,EAAE,SAAoB;IAC7B,MAAM,CAAC,GAAG,SAAoB;IAC9B,MAAM,CAAC,EAAE,SAAqB;IAC9B,MAAM,CAAC,EAAE,SAAoB;CAC9B;AAED,wBAAgB,EAAE,CAAC,SAAS,EAAE,MAAM,EAAE,SAAS,EAAE,MAAM,GAAG,MAAM,CAE/D"}

package/dist/core.d.ts

@@ -0,0 +1,3 @@
+import { Dependency } from './module';
+export declare function core(): Dependency[];
+//# sourceMappingURL=core.d.ts.map

package/dist/core.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"core.d.ts","sourceRoot":"","sources":["../src/core.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AAOzC,wBAAgB,IAAI,IAAI,UAAU,EAAE,CAMnC"}

package/dist/core.js

@@ -0,0 +1,15 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.core = void 0;
+const use_memo_1 = require("./use-memo");
+const storage_1 = require("./storage");
+const use_storage_factory_1 = require("./storage/use-storage-factory");
+const use_execution_mode_1 = require("./use-execution-mode");
+function core() {
+    return [
+        (0, use_memo_1.memo)(),
+        (0, use_execution_mode_1.paperExecutionMode)({ recording: false }),
+        (0, use_storage_factory_1.storage)(new storage_1.InMemoryStorageFactory())
+    ];
+}
+exports.core = core;

package/dist/defined.d.ts

@@ -0,0 +1,3 @@
+import { Observable } from 'rxjs';
+export declare function defined<T>(): (observable: Observable<T | undefined | null>) => Observable<T | null | undefined>;
+//# sourceMappingURL=defined.d.ts.map

package/dist/defined.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"defined.d.ts","sourceRoot":"","sources":["../src/defined.ts"],"names":[],"mappings":"AAAA,OAAO,EAAU,UAAU,EAAE,MAAM,MAAM,CAAC;AAE1C,wBAAgB,OAAO,CAAC,CAAC,kBACH,WAAW,CAAC,GAAG,SAAS,GAAG,IAAI,CAAC,sCAErD"}

package/dist/defined.js

@@ -0,0 +1,8 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.defined = void 0;
+const rxjs_1 = require("rxjs");
+function defined() {
+    return (observable) => observable.pipe((0, rxjs_1.filter)(it => it !== undefined && it !== null));
+}
+exports.defined = defined;

package/dist/exclude.d.ts

@@ -0,0 +1,3 @@
+import { Observable } from 'rxjs';
+export declare function exclude<T, S extends symbol>(s: S): (observable: Observable<T | S>) => Observable<Exclude<T, S>>;
+//# sourceMappingURL=exclude.d.ts.map

package/dist/exclude.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"exclude.d.ts","sourceRoot":"","sources":["../src/exclude.ts"],"names":[],"mappings":"AAAA,OAAO,EAAe,UAAU,EAAE,MAAM,MAAM,CAAC;AAE/C,wBAAgB,OAAO,CAAC,CAAC,EAAE,CAAC,SAAS,MAAM,EAAE,CAAC,EAAE,CAAC,gBAC3B,WAAW,CAAC,GAAG,CAAC,CAAC,+BAKtC"}

package/dist/exclude.js

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

package/dist/index.d.ts

@@ -1,30 +1,28 @@
-import { Observable } from 'rxjs';
-import { Session, SessionBuilder, SessionFeature } from './domain';
-export * from './adapter';
-export * from './domain';
+export * from './component';
 export * from './shared';
 export * from './storage';
-export * from './store';
-export declare type SessionHook = (session: Session) => Observable<any>;
-/**
- * Describes a single strategy logic
- */
-export declare let rule: (name: string | undefined, describe: SessionHook) => void;
-/**
- *
- */
-export declare let beforeAll: (describe: SessionHook) => void;
-/**
- *
- * @param name
- * @param describe
- */
-export declare function describe(name: string, describe: () => Array<SessionFeature>): void;
-/**
- *
- * @param name
- * @param builder
- * @returns
- */
-export declare function spawn(name: string, builder: SessionBuilder): Promise<(session: Session) => Observable<any[]>>;
+export * from './module';
+export * from './use-memo';
+export * from './use-timestamp';
+export * from './simulator';
+export * from './make-test-module';
+export * from './core';
+export * from './use-state';
+export * from './replay/use-replay-coordinator';
+export * from './use-execution-mode';
+export * from './storage/use-storage';
+export * from './storage/use-cache';
+export * from './use-logger';
+export * from './replay';
+export * from './replay/use-replay-coordinator';
+export * from './use-socket';
+export * from './use-request';
+export * from './defined';
+export * from './as-readonly';
+export * from './use';
+export * from './session';
+export * from './exclude';
+export * from './use-lock';
+export * from './strat';
+export * from './not-found';
 //# sourceMappingURL=index.d.ts.map

package/dist/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAsB,UAAU,EAAiB,MAAM,MAAM,CAAC;AAErE,OAAO,EAAE,OAAO,EAAE,cAAc,EAAE,cAAc,EAAE,MAAM,UAAU,CAAC;AACnE,cAAc,WAAW,CAAC;AAC1B,cAAc,UAAU,CAAC;AACzB,cAAc,UAAU,CAAC;AACzB,cAAc,WAAW,CAAC;AAC1B,cAAc,SAAS,CAAC;AAMxB,oBAAY,WAAW,GAAG,CAAC,OAAO,EAAE,OAAO,KAAK,UAAU,CAAC,GAAG,CAAC,CAAC;AAEhE;;GAEG;AACH,eAAO,IAAI,IAAI,EAAE,CAAC,IAAI,EAAE,MAAM,GAAG,SAAS,EAAE,QAAQ,EAAE,WAAW,KAAK,IAAI,CAAC;AAE3E;;GAEG;AACH,eAAO,IAAI,SAAS,EAAE,CAAC,QAAQ,EAAE,WAAW,KAAK,IAAI,CAAC;AAEtD;;;;GAIG;AACH,wBAAgB,QAAQ,CAAC,IAAI,EAAE,MAAM,EAAE,QAAQ,EAAE,MAAM,KAAK,CAAC,cAAc,CAAC,QAE3E;AAED;;;;;GAKG;AACH,wBAAsB,KAAK,CAAC,IAAI,EAAE,MAAM,EAAE,OAAO,EAAE,cAAc,qBAyB9C,OAAO,wBAazB"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,cAAc,gBAAgB,CAAC;AAC/B,cAAc,aAAa,CAAC;AAC5B,cAAc,cAAc,CAAC;AAC7B,cAAc,aAAa,CAAC;AAC5B,cAAc,eAAe,CAAC;AAC9B,cAAc,oBAAoB,CAAC;AACnC,cAAc,gBAAgB,CAAC;AAC/B,cAAc,uBAAuB,CAAC;AACtC,cAAc,WAAW,CAAC;AAC1B,cAAc,gBAAgB,CAAC;AAC/B,cAAc,oCAAoC,CAAC;AACnD,cAAc,yBAAyB,CAAC;AACxC,cAAc,0BAA0B,CAAC;AACzC,cAAc,wBAAwB,CAAC;AACvC,cAAc,iBAAiB,CAAC;AAChC,cAAc,aAAa,CAAC;AAC5B,cAAc,oCAAoC,CAAC;AACnD,cAAc,iBAAiB,CAAC;AAChC,cAAc,kBAAkB,CAAC;AACjC,cAAc,cAAc,CAAC;AAC7B,cAAc,kBAAkB,CAAC;AACjC,cAAc,UAAU,CAAC;AACzB,cAAc,cAAc,CAAC;AAC7B,cAAc,cAAc,CAAC;AAC7B,cAAc,eAAe,CAAC;AAC9B,cAAc,YAAY,CAAC;AAC3B,cAAc,gBAAgB,CAAC"}

package/dist/index.js

@@ -13,72 +13,31 @@ var __createBinding = (this && this.__createBinding) || (Object.create ? (functi
 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);
 };
-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());
-    });
-};
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.spawn = exports.describe = exports.beforeAll = exports.rule = void 0;
-const chalk_1 = __importDefault(require("chalk"));
-const rxjs_1 = require("rxjs");
-__exportStar(require("./adapter"), exports);
-__exportStar(require("./domain"), exports);
+__exportStar(require("./component"), exports);
 __exportStar(require("./shared"), exports);
 __exportStar(require("./storage"), exports);
-__exportStar(require("./store"), exports);
-const shared_1 = require("./shared");
-const registry = {};
-/**
- *
- * @param name
- * @param describe
- */
-function describe(name, describe) {
-    registry[name] = describe;
-}
-exports.describe = describe;
-/**
- *
- * @param name
- * @param builder
- * @returns
- */
-function spawn(name, builder) {
-    return __awaiter(this, void 0, void 0, function* () {
-        const describe = registry[name];
-        if (!describe) {
-            throw new Error(`missing strategy: ${name}`);
-        }
-        const ruleHooks = new Array();
-        const beforeAllHooks = new Array();
-        exports.beforeAll = (describe) => {
-            beforeAllHooks.push(describe);
-        };
-        exports.rule = (ruleName, describe) => {
-            if (ruleName) {
-                shared_1.Logger.info(name, `${chalk_1.default.italic(ruleName)} rule found`);
-            }
-            ruleHooks.push(describe);
-        };
-        for (const feature of describe()) {
-            feature(builder);
-        }
-        return (session) => {
-            const beforeAll$ = beforeAllHooks.map(it => it(session));
-            const rule$ = ruleHooks.map(it => it(session));
-            if (!beforeAll$.length) {
-                beforeAll$.push((0, rxjs_1.of)(true));
-            }
-            return (0, rxjs_1.forkJoin)(beforeAll$).pipe((0, rxjs_1.switchMap)(() => (0, rxjs_1.forkJoin)(rule$)), (0, rxjs_1.finalize)(() => session.dispose()));
-        };
-    });
-}
-exports.spawn = spawn;
+__exportStar(require("./module"), exports);
+__exportStar(require("./use-memo"), exports);
+__exportStar(require("./use-timestamp"), exports);
+__exportStar(require("./simulator"), exports);
+__exportStar(require("./make-test-module"), exports);
+__exportStar(require("./core"), exports);
+__exportStar(require("./use-state"), exports);
+__exportStar(require("./replay/use-replay-coordinator"), exports);
+__exportStar(require("./use-execution-mode"), exports);
+__exportStar(require("./storage/use-storage"), exports);
+__exportStar(require("./storage/use-cache"), exports);
+__exportStar(require("./use-logger"), exports);
+__exportStar(require("./replay"), exports);
+__exportStar(require("./replay/use-replay-coordinator"), exports);
+__exportStar(require("./use-socket"), exports);
+__exportStar(require("./use-request"), exports);
+__exportStar(require("./defined"), exports);
+__exportStar(require("./as-readonly"), exports);
+__exportStar(require("./use"), exports);
+__exportStar(require("./session"), exports);
+__exportStar(require("./exclude"), exports);
+__exportStar(require("./use-lock"), exports);
+__exportStar(require("./strat"), exports);
+__exportStar(require("./not-found"), exports);

package/dist/{domain → instrument/commission}/commission.d.ts

@@ -1,4 +1,4 @@
-import { decimal } from '../shared';
+import { decimal } from '../../shared';
 export declare class Commission {
     readonly makerRate: decimal;
     readonly takerRate: decimal;

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

@@ -0,0 +1 @@
+{"version":3,"file":"commission.d.ts","sourceRoot":"","sources":["../../../src/instrument/commission/commission.ts"],"names":[],"mappings":"AAAA,OAAO,EAAK,OAAO,EAAE,MAAM,aAAa,CAAC;AAEzC,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 → instrument/commission}/commission.js

@@ -1,7 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.commissionPercentOf = exports.Commission = void 0;
-const shared_1 = require("../shared");
+const shared_1 = require("../../shared");
 class Commission {
     constructor(makerRate, takerRate) {
         this.makerRate = makerRate;
@@ -20,8 +20,8 @@ class Commission {
         return value.minus(this.calculateTakerFee(value));
     }
 }
-exports.Commission = Commission;
 Commission.Zero = commissionPercentOf({ maker: shared_1.d.Zero, taker: shared_1.d.Zero });
+exports.Commission = Commission;
 function commissionPercentOf(fees) {
     return new Commission(fees.maker.div(100.0), fees.taker.div(100.0));
 }

package/dist/instrument/commission/commission.spec.d.ts

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

package/dist/instrument/commission/commission.spec.d.ts.map

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

package/dist/instrument/commission/commission.spec.js

@@ -0,0 +1,30 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const shared_1 = require("../../shared");
+const commission_1 = require("./commission");
+describe(commission_1.Commission.name, () => {
+    test('should construct a Commission', () => {
+        const sut = (0, commission_1.commissionPercentOf)({
+            maker: (0, shared_1.d)(0.1),
+            taker: (0, shared_1.d)(0.2)
+        });
+        expect(sut.makerRate).toEqual((0, shared_1.d)(0.001));
+        expect(sut.takerRate).toEqual((0, shared_1.d)(0.002));
+    });
+    test('should calculate a maker fee', () => {
+        const sut = (0, commission_1.commissionPercentOf)({
+            maker: (0, shared_1.d)(0.1),
+            taker: (0, shared_1.d)(0.2)
+        });
+        expect(sut.calculateMakerFee((0, shared_1.d)(2000))).toEqual((0, shared_1.d)(2));
+        expect(sut.applyMakerFee((0, shared_1.d)(2000))).toEqual((0, shared_1.d)(1998));
+    });
+    test('should calculate a taker fee', () => {
+        const sut = (0, commission_1.commissionPercentOf)({
+            maker: (0, shared_1.d)(0.1),
+            taker: (0, shared_1.d)(0.2)
+        });
+        expect(sut.calculateTakerFee((0, shared_1.d)(2000))).toEqual((0, shared_1.d)(4));
+        expect(sut.applyTakerFee((0, shared_1.d)(2000))).toEqual((0, shared_1.d)(1996));
+    });
+});

package/dist/instrument/index.d.ts

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

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

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/instrument/index.ts"],"names":[],"mappings":"AAAA,cAAc,4BAA4B,CAAC;AAC3C,cAAc,uCAAuC,CAAC"}

package/dist/{adapter → instrument}/index.js

@@ -14,7 +14,5 @@ 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("./adapter"), exports);
-__exportStar(require("./adapter-aggregate"), exports);
-__exportStar(require("./backtester"), exports);
-__exportStar(require("./paper"), exports);
+__exportStar(require("../instrument/instrument"), exports);
+__exportStar(require("../instrument/commission/commission"), exports);

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

@@ -1,17 +1,17 @@
-import { Asset, AssetSelector } from './asset';
-import { Commission } from './commission';
-import { Component } from './component';
+import { Asset, AssetSelector } from '../asset';
+import { Commission } from './commission/commission';
 export declare const InstrumentSelectorSeparator = "-";
 export declare class InstrumentSelector {
     readonly id: string;
     readonly base: AssetSelector;
     readonly quote: AssetSelector;
     constructor(base: string, quote: string, adapter: string);
+    toString(): string;
 }
 /**
  * Represents trading market which is made up by two trading assets (base and quoted).
  */
-export declare class Instrument extends InstrumentSelector implements Component {
+export declare class Instrument extends InstrumentSelector {
     timestamp: number;
     readonly base: Asset;
     readonly quote: Asset;

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

@@ -0,0 +1 @@
+{"version":3,"file":"instrument.d.ts","sourceRoot":"","sources":["../../src/instrument/instrument.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,EAAE,aAAa,EAA0B,MAAM,YAAY,CAAC;AAG1E,OAAO,EAAE,UAAU,EAAE,MAAM,yBAAyB,CAAC;AAErD,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;IAOxD,QAAQ;CAGT;AAED;;GAEG;AACH,qBAAa,UAAW,SAAQ,kBAAkB;IAKvC,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 → instrument}/instrument.js

@@ -1,8 +1,8 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.instrumentOf = exports.Instrument = exports.InstrumentSelector = exports.InstrumentSelectorSeparator = void 0;
-const asset_1 = require("./asset");
-const error_1 = require("./error");
+const asset_1 = require("../asset");
+const component_1 = require("../component");
 exports.InstrumentSelectorSeparator = '-';
 class InstrumentSelector {
     constructor(base, quote, adapter) {
@@ -10,6 +10,9 @@ class InstrumentSelector {
         this.quote = new asset_1.AssetSelector(quote.toLowerCase(), adapter.toLowerCase());
         this.id = `${this.base.id}${exports.InstrumentSelectorSeparator}${this.quote.name}`;
     }
+    toString() {
+        return this.id;
+    }
 }
 exports.InstrumentSelector = InstrumentSelector;
 /**
@@ -25,7 +28,7 @@ class Instrument extends InstrumentSelector {
         this.commission = commission;
         this.leverage = undefined;
         if (base.adapterName != quote.adapterName) {
-            throw (0, error_1.adapterMismatchError)();
+            throw new component_1.AdapterMismatchError();
         }
     }
 }
@@ -33,11 +36,11 @@ exports.Instrument = Instrument;
 function instrumentOf(selector) {
     const [adapterName, asset, ...rest] = selector.split(asset_1.AssetSelectorSeparator);
     if (!adapterName || !asset || rest.length) {
-        throw (0, error_1.invalidInstrumentSelectorError)(selector);
+        throw new component_1.InvalidInstrumentSelectorError(selector);
     }
     const [baseAssetName, quoteAssetName] = asset.split(exports.InstrumentSelectorSeparator);
     if (!baseAssetName || !quoteAssetName) {
-        throw (0, error_1.invalidInstrumentSelectorError)(selector);
+        throw new component_1.InvalidInstrumentSelectorError(selector);
     }
     return new InstrumentSelector(baseAssetName, quoteAssetName, adapterName);
 }

package/dist/instrument/instrument.spec.d.ts

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

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

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