@quantform/core 0.6.7 → 0.7.0-beta.5

package/dist/adapter/backtester/backtester-streamer.d.ts

@@ -1,50 +0,0 @@
-import { AdapterTimeProvider } from '../../adapter';
-import { InstrumentSelector } from '../../domain';
-import { timestamp } from '../../shared';
-import { Feed } from '../../storage';
-import { Store } from '../../store';
-/**
- * Listen to backtest session events.
- */
-export interface BacktesterListener {
-    /**
-     * Called once when backtest started.
-     */
-    onBacktestStarted?(streamer: BacktesterStreamer): void;
-    /**
-     * Called every time when backtest progress updated.
-     */
-    onBacktestUpdated?(streamer: BacktesterStreamer): void;
-    /**
-     * Called once when backtest completed.
-     */
-    onBacktestCompleted?(streamer: BacktesterStreamer): void;
-}
-export declare class BacktesterStreamer {
-    private readonly store;
-    private readonly feed;
-    private readonly period;
-    private readonly listener?;
-    private sequenceUpdateBatch;
-    private cursor;
-    private stopAcquire;
-    timestamp: timestamp;
-    sequence: number;
-    constructor(store: Store, feed: Feed, period: {
-        from: number;
-        to: number;
-    }, listener?: BacktesterListener | undefined);
-    getTimeProvider(): AdapterTimeProvider;
-    subscribe(instrument: InstrumentSelector): void;
-    /**
-     * Increments stop counter.
-     */
-    stop(): void;
-    /**
-     * Decreases stop counter and continues execution if no more stops requested.
-     */
-    tryContinue(): void;
-    private processNext;
-    private current;
-}
-//# sourceMappingURL=backtester-streamer.d.ts.map

package/dist/adapter/backtester/backtester-streamer.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"backtester-streamer.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/backtester-streamer.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,mBAAmB,EAIpB,MAAM,cAAc,CAAC;AACtB,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAC;AACjD,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACxC,OAAO,EAAE,IAAI,EAAE,MAAM,cAAc,CAAC;AACpC,OAAO,EAAE,KAAK,EAAE,MAAM,YAAY,CAAC;AAEnC;;GAEG;AACH,MAAM,WAAW,kBAAkB;IACjC;;OAEG;IACH,iBAAiB,CAAC,CAAC,QAAQ,EAAE,kBAAkB,GAAG,IAAI,CAAC;IAEvD;;OAEG;IACH,iBAAiB,CAAC,CAAC,QAAQ,EAAE,kBAAkB,GAAG,IAAI,CAAC;IAEvD;;OAEG;IACH,mBAAmB,CAAC,CAAC,QAAQ,EAAE,kBAAkB,GAAG,IAAI,CAAC;CAC1D;AAED,qBAAa,kBAAkB;IAS3B,OAAO,CAAC,QAAQ,CAAC,KAAK;IACtB,OAAO,CAAC,QAAQ,CAAC,IAAI;IACrB,OAAO,CAAC,QAAQ,CAAC,MAAM;IACvB,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAC;IAX5B,OAAO,CAAC,mBAAmB,CAAS;IACpC,OAAO,CAAC,MAAM,CAAwC;IACtD,OAAO,CAAC,WAAW,CAAK;IAExB,SAAS,EAAE,SAAS,CAAC;IACrB,QAAQ,SAAK;gBAGM,KAAK,EAAE,KAAK,EACZ,IAAI,EAAE,IAAI,EACV,MAAM,EAAE;QAAE,IAAI,EAAE,MAAM,CAAC;QAAC,EAAE,EAAE,MAAM,CAAA;KAAE,EACpC,QAAQ,CAAC,gCAAoB;IAShD,eAAe,IAAI,mBAAmB;IAQtC,SAAS,CAAC,UAAU,EAAE,kBAAkB;IAUxC;;OAEG;IACH,IAAI;IAIJ;;OAEG;IACH,WAAW;YAsCG,WAAW;YAwBX,OAAO;CAetB"}

package/dist/adapter/backtester/backtester-streamer.js

@@ -1,118 +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.BacktesterStreamer = void 0;
-const adapter_1 = require("../../adapter");
-class BacktesterStreamer {
-    constructor(store, feed, period, listener) {
-        this.store = store;
-        this.feed = feed;
-        this.period = period;
-        this.listener = listener;
-        this.sequenceUpdateBatch = 10000;
-        this.cursor = {};
-        this.stopAcquire = 1;
-        this.sequence = 0;
-        if (period.from == undefined || period.to == undefined) {
-            throw new adapter_1.MissingPeriodParametersError();
-        }
-        this.timestamp = period.from;
-    }
-    getTimeProvider() {
-        const provider = {
-            timestamp: () => this.timestamp
-        };
-        return provider;
-    }
-    subscribe(instrument) {
-        if (instrument.id in this.cursor) {
-            return;
-        }
-        const cursor = new adapter_1.BacktesterCursor(instrument, this.feed);
-        this.cursor[instrument.id] = cursor;
-    }
-    /**
-     * Increments stop counter.
-     */
-    stop() {
-        this.stopAcquire++;
-    }
-    /**
-     * Decreases stop counter and continues execution if no more stops requested.
-     */
-    tryContinue() {
-        var _a;
-        if (this.stopAcquire == 0) {
-            return;
-        }
-        this.stopAcquire = Math.max(0, this.stopAcquire - 1);
-        if (this.stopAcquire != 0) {
-            return;
-        }
-        if (this.sequence == 0) {
-            if ((_a = this.listener) === null || _a === void 0 ? void 0 : _a.onBacktestStarted) {
-                this.listener.onBacktestStarted(this);
-            }
-        }
-        const next = () => __awaiter(this, void 0, void 0, function* () {
-            var _b, _c;
-            if (yield this.processNext()) {
-                if (this.sequence % this.sequenceUpdateBatch == 0) {
-                    if ((_b = this.listener) === null || _b === void 0 ? void 0 : _b.onBacktestUpdated) {
-                        this.listener.onBacktestUpdated(this);
-                    }
-                }
-                if (this.stopAcquire === 0) {
-                    setImmediate(next);
-                }
-            }
-            else {
-                if ((_c = this.listener) === null || _c === void 0 ? void 0 : _c.onBacktestCompleted) {
-                    this.listener.onBacktestCompleted(this);
-                }
-            }
-        });
-        next();
-    }
-    processNext() {
-        return __awaiter(this, void 0, void 0, function* () {
-            const cursor = yield this.current(this.timestamp, this.period.to);
-            if (!cursor) {
-                return false;
-            }
-            const event = cursor.peek();
-            if (!event) {
-                return false;
-            }
-            this.timestamp = event.timestamp;
-            this.sequence++;
-            this.store.dispatch(event);
-            if (cursor.dequeue().timestamp != event.timestamp) {
-                throw new adapter_1.InvalidEventSequenceError();
-            }
-            return true;
-        });
-    }
-    current(from, to) {
-        return __awaiter(this, void 0, void 0, function* () {
-            for (const cursor of Object.values(this.cursor)) {
-                if (cursor.size == 0 && !cursor.completed) {
-                    yield cursor.fetchNextPage(from, to);
-                }
-            }
-            return Object.values(this.cursor)
-                .filter(it => it !== undefined)
-                .sort((lhs, rhs) => { var _a, _b, _c, _d; return ((_b = (_a = lhs === null || lhs === void 0 ? void 0 : lhs.peek()) === null || _a === void 0 ? void 0 : _a.timestamp) !== null && _b !== void 0 ? _b : 0) - ((_d = (_c = rhs === null || rhs === void 0 ? void 0 : rhs.peek()) === null || _c === void 0 ? void 0 : _c.timestamp) !== null && _d !== void 0 ? _d : 0); })
-                .find(() => true);
-        });
-    }
-}
-exports.BacktesterStreamer = BacktesterStreamer;

package/dist/adapter/backtester/backtester-streamer.spec.d.ts

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

package/dist/adapter/backtester/backtester-streamer.spec.d.ts.map

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

package/dist/adapter/backtester/backtester-streamer.spec.js

@@ -1,45 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const adapter_1 = require("../../adapter");
-const domain_1 = require("../../domain");
-const shared_1 = require("../../shared");
-const storage_1 = require("../../storage");
-const store_1 = require("../../store");
-describe(adapter_1.BacktesterStreamer.name, () => {
-    const instrument = new domain_1.Instrument(0, new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt', domain_1.Commission.Zero);
-    test('should repeat specific events', done => {
-        const feed = new storage_1.Feed(new storage_1.InMemoryStorage());
-        const store = new store_1.Store();
-        store.snapshot.universe.instrument.upsert(instrument);
-        store.snapshot.subscription.instrument.upsert(instrument);
-        const streamer = new adapter_1.BacktesterStreamer(store, feed, {
-            from: 0,
-            to: 10
-        }, {
-            onBacktestCompleted: () => {
-                var _a;
-                const trade = (_a = store.snapshot.trade.get(instrument.id)) !== null && _a !== void 0 ? _a : fail();
-                expect(trade.timestamp).toEqual(8);
-                expect(trade.rate).toEqual((0, shared_1.d)(8));
-                expect(trade.quantity).toEqual((0, shared_1.d)(8));
-                expect(store.snapshot.timestamp).toEqual(8);
-                done();
-            }
-        });
-        feed
-            .save([
-            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(1), (0, shared_1.d)(1), 1),
-            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(2), (0, shared_1.d)(2), 2),
-            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(3), (0, shared_1.d)(3), 3),
-            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(4), (0, shared_1.d)(4), 4),
-            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(5), (0, shared_1.d)(5), 5),
-            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(6), (0, shared_1.d)(6), 6),
-            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(7), (0, shared_1.d)(7), 7),
-            new store_1.TradePatchEvent(instrument, (0, shared_1.d)(8), (0, shared_1.d)(8), 8)
-        ])
-            .then(() => {
-            streamer.subscribe(instrument);
-            streamer.tryContinue();
-        });
-    });
-});

package/dist/adapter/backtester/error.d.ts

@@ -1,7 +0,0 @@
-export declare class MissingPeriodParametersError extends Error {
-    constructor();
-}
-export declare class InvalidEventSequenceError extends Error {
-    constructor();
-}
-//# sourceMappingURL=error.d.ts.map

package/dist/adapter/backtester/error.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"error.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/error.ts"],"names":[],"mappings":"AAAA,qBAAa,4BAA6B,SAAQ,KAAK;;CAItD;AAED,qBAAa,yBAA0B,SAAQ,KAAK;;CAInD"}

package/dist/adapter/backtester/error.js

@@ -1,15 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.InvalidEventSequenceError = exports.MissingPeriodParametersError = void 0;
-class MissingPeriodParametersError extends Error {
-    constructor() {
-        super('invalid backtest options, please provide from and to period.');
-    }
-}
-exports.MissingPeriodParametersError = MissingPeriodParametersError;
-class InvalidEventSequenceError extends Error {
-    constructor() {
-        super('invalid event to consume');
-    }
-}
-exports.InvalidEventSequenceError = InvalidEventSequenceError;

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

@@ -1,5 +0,0 @@
-export * from '../../adapter/backtester/backtester-adapter';
-export * from '../../adapter/backtester/backtester-streamer';
-export * from '../../adapter/backtester/backtester-cursor';
-export * from '../../adapter/backtester/error';
-//# sourceMappingURL=index.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/adapter/backtester/index.ts"],"names":[],"mappings":"AAAA,cAAc,4CAA4C,CAAC;AAC3D,cAAc,6CAA6C,CAAC;AAC5D,cAAc,2CAA2C,CAAC;AAC1D,cAAc,+BAA+B,CAAC"}

package/dist/adapter/error.d.ts

@@ -1,10 +0,0 @@
-export declare class AdapterNotFoundError extends Error {
-    constructor(adapterName: string);
-}
-export declare class NoPaperEngineProvidedError extends Error {
-    constructor();
-}
-export declare class BacktestPageNotEmpty extends Error {
-    constructor();
-}
-//# sourceMappingURL=error.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"error.d.ts","sourceRoot":"","sources":["../../src/adapter/error.ts"],"names":[],"mappings":"AAAA,qBAAa,oBAAqB,SAAQ,KAAK;gBACjC,WAAW,EAAE,MAAM;CAKhC;AAED,qBAAa,0BAA2B,SAAQ,KAAK;;CAIpD;AAED,qBAAa,oBAAqB,SAAQ,KAAK;;CAI9C"}

package/dist/adapter/error.js

@@ -1,21 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.BacktestPageNotEmpty = exports.NoPaperEngineProvidedError = exports.AdapterNotFoundError = void 0;
-class AdapterNotFoundError extends Error {
-    constructor(adapterName) {
-        super(`Unknown adapter: ${adapterName}. You should provide adapter in session descriptor.`);
-    }
-}
-exports.AdapterNotFoundError = AdapterNotFoundError;
-class NoPaperEngineProvidedError extends Error {
-    constructor() {
-        super('No paper engine provided.');
-    }
-}
-exports.NoPaperEngineProvidedError = NoPaperEngineProvidedError;
-class BacktestPageNotEmpty extends Error {
-    constructor() {
-        super('Backtest page is not empty');
-    }
-}
-exports.BacktestPageNotEmpty = BacktestPageNotEmpty;

package/dist/adapter/index.d.ts

@@ -1,6 +0,0 @@
-export * from '../adapter/adapter';
-export * from '../adapter/adapter-aggregate';
-export * from '../adapter/backtester';
-export * from '../adapter/paper';
-export * from '../adapter/error';
-//# sourceMappingURL=index.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/adapter/index.ts"],"names":[],"mappings":"AAAA,cAAc,sBAAsB,CAAC;AACrC,cAAc,gCAAgC,CAAC;AAC/C,cAAc,yBAAyB,CAAC;AACxC,cAAc,oBAAoB,CAAC;AACnC,cAAc,oBAAoB,CAAC"}

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,aAAa,CAAC;AAEtD,OAAO,EAQL,KAAK,EACN,MAAM,YAAY,CAAC;AAEpB,qBAAa,WAAW;IACV,OAAO,CAAC,QAAQ,CAAC,KAAK;gBAAL,KAAK,EAAE,KAAK;IAclC,IAAI,CAAC,KAAK,EAAE,KAAK;IAYjB,MAAM,CAAC,KAAK,EAAE,KAAK;IAQ1B,OAAO,CAAC,WAAW;IA2BnB,OAAO,CAAC,OAAO;IAuBf,OAAO,CAAC,aAAa;CAmCtB"}

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

@@ -1,108 +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");
-class PaperEngine {
-    constructor(store) {
-        this.store = store;
-        store.changes$
-            .pipe((0, rxjs_1.tap)(it => {
-            if (it.type === domain_1.Orderbook.type) {
-                this.onOrderbook(it);
-            }
-            else if (it.type === domain_1.Trade.type) {
-                this.onTrade(it);
-            }
-        }))
-            .subscribe();
-    }
-    open(order) {
-        const { timestamp } = this.store.snapshot;
-        try {
-            this.store.dispatch(new store_1.OrderNewEvent(order, timestamp));
-            this.store.dispatch(new store_1.OrderPendingEvent(order.id, order.instrument, timestamp));
-        }
-        catch (error) {
-            this.store.dispatch(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.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 new store_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.OrderFilledEvent(order.id, order.instrument, averageExecutionRate, timestamp));
-    }
-}
-exports.PaperEngine = PaperEngine;

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

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

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

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

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

@@ -1,63 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const adapter_1 = require("../../../adapter");
-const domain_1 = require("../../../domain");
-const shared_1 = require("../../../shared");
-const store_1 = require("../../../store");
-describe('PaperEngine', () => {
-    const instrument = new domain_1.Instrument(0, new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt', domain_1.Commission.Zero);
-    const commission = (0, domain_1.commissionPercentOf)({
-        maker: (0, shared_1.d)(0.1),
-        taker: (0, shared_1.d)(0.1)
-    });
-    test('should open a new buy market order', () => {
-        var _a, _b, _c;
-        const store = new store_1.Store();
-        const engine = new adapter_1.PaperEngine(store);
-        const order = new domain_1.Order(0, '1', instrument, (0, shared_1.d)(1.0), 0);
-        store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), instrument.base, instrument.quote, commission, ''), new store_1.BalancePatchEvent(instrument.base, (0, shared_1.d)(1), shared_1.d.Zero, (0, shared_1.now)()), new store_1.BalancePatchEvent(instrument.quote, (0, shared_1.d)(1000), shared_1.d.Zero, (0, shared_1.now)()));
-        engine.open(order);
-        const pendingOrder = (_b = (_a = store.snapshot.order.get(instrument.id)) === null || _a === void 0 ? void 0 : _a.get(order.id)) !== null && _b !== void 0 ? _b : fail();
-        const balance = (_c = store.snapshot.balance.get(instrument.quote.id)) !== null && _c !== void 0 ? _c : fail();
-        expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
-        expect(pendingOrder).toEqual(order);
-        expect(balance.free).toEqual(shared_1.d.Zero);
-        expect(balance.locked).toEqual((0, shared_1.d)(1000));
-    });
-    test('should open a new sell market order', () => {
-        var _a, _b, _c;
-        const store = new store_1.Store();
-        const engine = new adapter_1.PaperEngine(store);
-        const order = new domain_1.Order(0, '1', instrument, (0, shared_1.d)(-0.6), 0);
-        store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), instrument.base, instrument.quote, commission, ''), new store_1.BalancePatchEvent(instrument.base, (0, shared_1.d)(1), shared_1.d.Zero, (0, shared_1.now)()), new store_1.BalancePatchEvent(instrument.quote, (0, shared_1.d)(1000), shared_1.d.Zero, (0, shared_1.now)()));
-        engine.open(order);
-        const pendingOrder = (_b = (_a = store.snapshot.order.get(instrument.id)) === null || _a === void 0 ? void 0 : _a.get(order.id)) !== null && _b !== void 0 ? _b : fail();
-        const balance = (_c = store.snapshot.balance.get(instrument.base.id)) !== null && _c !== void 0 ? _c : fail();
-        expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
-        expect(pendingOrder).toEqual(order);
-        expect(balance.free).toEqual((0, shared_1.d)(0.4));
-        expect(balance.locked).toEqual((0, shared_1.d)(0.6));
-    });
-    test('should open and fill a new sell limit order', () => {
-        var _a, _b, _c, _d;
-        const store = new store_1.Store();
-        const engine = new adapter_1.PaperEngine(store);
-        const order = new domain_1.Order(0, '1', instrument, (0, shared_1.d)(-0.6), 0, (0, shared_1.d)(100));
-        store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), instrument.base, instrument.quote, commission, ''), new store_1.BalancePatchEvent(instrument.base, (0, shared_1.d)(1), shared_1.d.Zero, (0, shared_1.now)()), new store_1.BalancePatchEvent(instrument.quote, (0, shared_1.d)(1000), shared_1.d.Zero, (0, shared_1.now)()), new store_1.InstrumentSubscriptionEvent((0, shared_1.now)(), instrument, true));
-        engine.open(order);
-        const pendingOrder = (_b = (_a = store.snapshot.order.get(instrument.id)) === null || _a === void 0 ? void 0 : _a.get(order.id)) !== null && _b !== void 0 ? _b : fail();
-        const baseBalance = (_c = store.snapshot.balance.get(instrument.base.id)) !== null && _c !== void 0 ? _c : fail();
-        expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
-        expect(pendingOrder.state).toEqual('PENDING');
-        expect(baseBalance.free).toEqual((0, shared_1.d)(0.4));
-        expect(baseBalance.locked).toEqual((0, shared_1.d)(0.6));
-        store.dispatch(new store_1.OrderbookPatchEvent(instrument, { rate: (0, shared_1.d)(102), quantity: (0, shared_1.d)(1), next: undefined }, { rate: (0, shared_1.d)(101), quantity: (0, shared_1.d)(1), next: undefined }, (0, shared_1.now)()));
-        const quoteBalance = (_d = store.snapshot.balance.get(instrument.quote.id)) !== null && _d !== void 0 ? _d : fail();
-        expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
-        expect(pendingOrder.state).toEqual('FILLED');
-        expect(baseBalance.free).toEqual((0, shared_1.d)(0.4));
-        expect(baseBalance.locked).toEqual((0, shared_1.d)(0.6));
-        expect(quoteBalance.free).toEqual((0, shared_1.d)(1000));
-        expect(quoteBalance.locked).toEqual(shared_1.d.Zero);
-    });
-});

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

@@ -1,3 +0,0 @@
-export * from '../../adapter/paper/paper-adapter';
-export * from '../../adapter/paper/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,kCAAkC,CAAC;AACjD,cAAc,wCAAwC,CAAC"}

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

@@ -1,28 +0,0 @@
-import { Adapter, AdapterFactory, FeedAsyncCallback, PaperEngine } from '../../adapter';
-import { InstrumentSelector, Ohlc, Order } from '../../domain';
-import { decimal, timestamp } from '../../shared';
-import { Store } from '../../store';
-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,EACL,OAAO,EACP,cAAc,EACd,iBAAiB,EAEjB,WAAW,EACZ,MAAM,cAAc,CAAC;AACtB,OAAO,EAAW,kBAAkB,EAAE,IAAI,EAAE,KAAK,EAAE,MAAM,aAAa,CAAC;AACvE,OAAO,EAAK,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACpD,OAAO,EAAmC,KAAK,EAAE,MAAM,YAAY,CAAC;AAEpE,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;IAYjC,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

@@ -1,88 +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 adapter_1 = require("../../adapter");
-const domain_1 = require("../../domain");
-const shared_1 = require("../../shared");
-const store_1 = require("../../store");
-function createPaperAdapterFactory(decoratedAdapterFactory, options) {
-    return (timeProvider, store, cache) => new PaperAdapter(decoratedAdapterFactory(timeProvider, store, cache), store, options);
-}
-exports.createPaperAdapterFactory = createPaperAdapterFactory;
-class PaperAdapter extends adapter_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.BalanceLoadEvent(asset, free, shared_1.d.Zero, this.timestamp()));
-            }
-            for (const missingAsset of subscribed) {
-                this.store.dispatch(new store_1.BalanceLoadEvent(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 new adapter_1.NoPaperEngineProvidedError();
-            }
-            const { timestamp } = this.store.snapshot;
-            this.store.dispatch(new store_1.OrderNewEvent(order, timestamp));
-            this.engine.open(order);
-        });
-    }
-    cancel(order) {
-        return __awaiter(this, void 0, void 0, function* () {
-            if (!this.engine) {
-                throw new adapter_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/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,iBAgCxD"}