@quantform/core 0.6.7 → 0.7.0-beta.5

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

@@ -1 +0,0 @@
-{"version":3,"file":"asset.d.ts","sourceRoot":"","sources":["../../src/domain/asset.ts"],"names":[],"mappings":"AACA,OAAO,EAAK,OAAO,EAAE,MAAM,aAAa,CAAC;AAEzC,eAAO,MAAM,sBAAsB,MAAM,CAAC;AAE1C;;GAEG;AACH,qBAAa,aAAa;IACxB,QAAQ,CAAC,EAAE,EAAE,MAAM,CAAC;IACpB,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IACtB,QAAQ,CAAC,WAAW,EAAE,MAAM,CAAC;gBAEjB,IAAI,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM;CAa9C;AAED;;GAEG;AACH,wBAAgB,OAAO,CAAC,QAAQ,EAAE,MAAM,GAAG,aAAa,CAQvD;AAED;;;GAGG;AACH,qBAAa,KAAM,SAAQ,aAAa;aAGyB,KAAK,EAAE,MAAM;IAF5E,QAAQ,CAAC,QAAQ,EAAE,OAAO,CAAC;gBAEf,IAAI,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,EAAkB,KAAK,EAAE,MAAM;IAU5E;;OAEG;IACH,KAAK,CAAC,MAAM,EAAE,OAAO,GAAG,MAAM;IAI9B;;OAEG;IACH,KAAK,CAAC,MAAM,EAAE,OAAO,GAAG,OAAO;IAI/B;;OAEG;IACH,IAAI,CAAC,MAAM,EAAE,OAAO,GAAG,OAAO;CAG/B"}

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

@@ -1,5 +0,0 @@
-import { Observable } from 'rxjs';
-import { AssetSelector, Balance, Component } from '../domain';
-import { State } from '../store';
-export declare function balance(selector: AssetSelector, state: State): (source$: Observable<Component>) => Observable<Balance>;
-//# sourceMappingURL=balance-operator.d.ts.map

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

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

package/dist/domain/balance-operator.js

@@ -1,9 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.balance = void 0;
-const rxjs_1 = require("rxjs");
-const domain_1 = require("../domain");
-function balance(selector, state) {
-    return (source$) => source$.pipe((0, rxjs_1.startWith)(state.balance.get(selector.id)), (0, rxjs_1.filter)(it => it !== undefined && it.type === domain_1.Balance.type), (0, rxjs_1.map)(it => it), (0, rxjs_1.filter)(it => it.asset.id === selector.id));
-}
-exports.balance = balance;

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

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

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

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

package/dist/domain/balance-operator.spec.js

@@ -1,21 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const domain_1 = require("../domain");
-const store_1 = require("../store");
-describe(domain_1.balance.name, () => {
-    const timestamp = 0;
-    const asset = new domain_1.Asset('abc', 'xyz', 4);
-    const state = new store_1.State();
-    beforeEach(() => {
-        state.balance.upsert(new domain_1.Balance(timestamp, asset));
-    });
-    test('should pipe a balance snapshot when subscribed', done => {
-        new rxjs_1.Subject().pipe((0, domain_1.balance)(asset, state)).subscribe({
-            next: it => {
-                expect(it.asset).toEqual(asset);
-                done();
-            }
-        });
-    });
-});

package/dist/domain/balance.d.ts

@@ -1,46 +0,0 @@
-import { Asset, Component, Position, PositionMode } from '../domain';
-import { decimal } from '../shared';
-export interface Fundable {
-    id: string;
-    getFundingAmount(balance: Balance): decimal;
-}
-/**
- * Represents single asset balance in your wallet.
- */
-export declare class Balance implements Component {
-    timestamp: number;
-    readonly asset: Asset;
-    available: decimal;
-    unavailable: decimal;
-    static type: number;
-    readonly type: number;
-    id: string;
-    private transientFunding;
-    /**
-     * Returns available amount to trade.
-     */
-    get free(): decimal;
-    /**
-     * Return locked amount for order.
-     */
-    get locked(): decimal;
-    /**
-     * Return total amount of asset in wallet.
-     * Represents a sum of free, locked and opened positions.
-     */
-    get total(): decimal;
-    /**
-     * Collection of opened positions backed by this balance.
-     */
-    readonly position: Record<string, Position>;
-    constructor(timestamp: number, asset: Asset, available?: decimal, unavailable?: decimal);
-    /**
-     * Returns unrealized profit and loss for all positions backed by this balance.
-     */
-    getEstimatedUnrealizedPnL(mode?: PositionMode): decimal;
-    getEstimatedMargin(mode?: PositionMode): decimal;
-    tryAddTransientFunding(fundable: Fundable): boolean;
-    tryRemoveTransientFunding(fundable: Fundable): boolean;
-    clearTransientFunding(): void;
-}
-//# sourceMappingURL=balance.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"balance.d.ts","sourceRoot":"","sources":["../../src/domain/balance.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,EAAE,SAAS,EAAE,QAAQ,EAAE,YAAY,EAAE,MAAM,aAAa,CAAC;AACvE,OAAO,EAAK,OAAO,EAAQ,MAAM,aAAa,CAAC;AAE/C,MAAM,WAAW,QAAQ;IACvB,EAAE,EAAE,MAAM,CAAC;IACX,gBAAgB,CAAC,OAAO,EAAE,OAAO,GAAG,OAAO,CAAC;CAC7C;AAED;;GAEG;AACH,qBAAa,OAAQ,YAAW,SAAS;IAoC9B,SAAS,EAAE,MAAM;aACR,KAAK,EAAE,KAAK;IACrB,SAAS,EAAE,OAAO;IAClB,WAAW,EAAE,OAAO;IAtC7B,MAAM,CAAC,IAAI,SAAsB;IACjC,QAAQ,CAAC,IAAI,SAAgB;IAE7B,EAAE,EAAE,MAAM,CAAC;IAEX,OAAO,CAAC,gBAAgB,CAAgC;IAExD;;OAEG;IACH,IAAI,IAAI,IAAI,OAAO,CAElB;IAED;;OAEG;IACH,IAAI,MAAM,IAAI,OAAO,CAEpB;IAED;;;OAGG;IACH,IAAI,KAAK,IAAI,OAAO,CAEnB;IAED;;OAEG;IACH,QAAQ,CAAC,QAAQ,EAAE,MAAM,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAM;gBAGxC,SAAS,EAAE,MAAM,EACR,KAAK,EAAE,KAAK,EACrB,SAAS,GAAE,OAAgB,EAC3B,WAAW,GAAE,OAAgB;IAKtC;;OAEG;IACH,yBAAyB,CAAC,IAAI,CAAC,EAAE,YAAY,GAAG,OAAO;IAYvD,kBAAkB,CAAC,IAAI,CAAC,EAAE,YAAY,GAAG,OAAO;IAQhD,sBAAsB,CAAC,QAAQ,EAAE,QAAQ;IAezC,yBAAyB,CAAC,QAAQ,EAAE,QAAQ;IAa5C,qBAAqB;CAGtB"}

package/dist/domain/balance.js

@@ -1,79 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.Balance = void 0;
-const shared_1 = require("../shared");
-/**
- * Represents single asset balance in your wallet.
- */
-class Balance {
-    constructor(timestamp, asset, available = shared_1.d.Zero, unavailable = shared_1.d.Zero) {
-        this.timestamp = timestamp;
-        this.asset = asset;
-        this.available = available;
-        this.unavailable = unavailable;
-        this.type = Balance.type;
-        this.transientFunding = {};
-        /**
-         * Collection of opened positions backed by this balance.
-         */
-        this.position = {};
-        this.id = asset.id;
-    }
-    /**
-     * Returns available amount to trade.
-     */
-    get free() {
-        return this.available.add(this.getEstimatedUnrealizedPnL('CROSS'));
-    }
-    /**
-     * Return locked amount for order.
-     */
-    get locked() {
-        return this.unavailable;
-    }
-    /**
-     * Return total amount of asset in wallet.
-     * Represents a sum of free, locked and opened positions.
-     */
-    get total() {
-        return this.available.plus(this.unavailable).plus(this.getEstimatedUnrealizedPnL());
-    }
-    /**
-     * Returns unrealized profit and loss for all positions backed by this balance.
-     */
-    getEstimatedUnrealizedPnL(mode) {
-        return Object.values(this.position).reduce((aggregate, position) => {
-            var _a;
-            return aggregate.add(mode && mode != position.mode
-                ? shared_1.d.Zero
-                : (_a = position.estimatedUnrealizedPnL) !== null && _a !== void 0 ? _a : shared_1.d.Zero);
-        }, shared_1.d.Zero);
-    }
-    getEstimatedMargin(mode) {
-        return Object.values(this.position).reduce((aggregate, position) => (aggregate = aggregate.add(mode && mode != position.mode ? 0 : position.margin)), shared_1.d.Zero);
-    }
-    tryAddTransientFunding(fundable) {
-        if (fundable.id in this.transientFunding) {
-            return false;
-        }
-        this.transientFunding[fundable.id] = fundable;
-        const funding = fundable.getFundingAmount(this);
-        this.available = this.available.minus(funding);
-        this.unavailable = this.unavailable.plus(funding);
-        return true;
-    }
-    tryRemoveTransientFunding(fundable) {
-        if (!(fundable.id in this.transientFunding)) {
-            return false;
-        }
-        const funding = fundable.getFundingAmount(this);
-        this.available = this.available.plus(funding);
-        this.unavailable = this.unavailable.minus(funding);
-        return true;
-    }
-    clearTransientFunding() {
-        this.transientFunding = {};
-    }
-}
-exports.Balance = Balance;
-Balance.type = (0, shared_1.hash)(Balance.name);

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

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

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

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

package/dist/domain/balance.spec.js

@@ -1,32 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const domain_1 = require("../domain");
-const shared_1 = require("../shared");
-describe(domain_1.Balance.name, () => {
-    const asset = new domain_1.Asset('abc', 'xyz', 4);
-    const instrument = new domain_1.Instrument(0, new domain_1.Asset('abc', 'xyz', 4), new domain_1.Asset('def', 'xyz', 4), 'abc-def', domain_1.Commission.Zero);
-    test('should construct empty balance', () => {
-        const sut = new domain_1.Balance(0, asset);
-        expect(sut.asset.id).toEqual('xyz:abc');
-        expect(sut.free).toEqual(shared_1.d.Zero);
-        expect(sut.locked).toEqual(shared_1.d.Zero);
-        expect(Object.keys(sut.position).length).toEqual(0);
-    });
-    test('should construct balance', () => {
-        const sut = new domain_1.Balance(1, asset, (0, shared_1.d)(100));
-        expect(sut.asset.id).toEqual('xyz:abc');
-        expect(sut.free).toEqual((0, shared_1.d)(100));
-        expect(sut.locked).toEqual((0, shared_1.d)(0));
-        expect(sut.total).toEqual((0, shared_1.d)(100));
-        expect(Object.keys(sut.position).length).toEqual(0);
-    });
-    test('should return correct estimated unrealized pnl', () => {
-        const position = new domain_1.Position(0, '1', instrument, 'CROSS', (0, shared_1.d)(2511.81), (0, shared_1.d)(10.31), 20);
-        position.calculateEstimatedUnrealizedPnL((0, shared_1.d)(2576.44));
-        const sut = new domain_1.Balance(0, asset, (0, shared_1.d)(100));
-        sut.position['1'] = position;
-        expect(sut.getEstimatedUnrealizedPnL()).toEqual((0, shared_1.d)(0.2652));
-        expect(sut.free).toEqual((0, shared_1.d)(100).add((0, shared_1.d)(0.2652)));
-        expect(sut.total).toEqual((0, shared_1.d)(100).add((0, shared_1.d)(0.2652)));
-    });
-});

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

@@ -1 +0,0 @@
-{"version":3,"file":"commission.d.ts","sourceRoot":"","sources":["../../src/domain/commission.ts"],"names":[],"mappings":"AAAA,OAAO,EAAK,OAAO,EAAE,MAAM,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/commission.spec.d.ts.map

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

package/dist/domain/component.d.ts

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

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

@@ -1 +0,0 @@
-{"version":3,"file":"component.d.ts","sourceRoot":"","sources":["../../src/domain/component.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AAExC,MAAM,WAAW,SAAS;IACxB,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IACtB,QAAQ,CAAC,SAAS,EAAE,SAAS,CAAC;CAC/B"}

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

@@ -1 +0,0 @@
-{"version":3,"file":"error.d.ts","sourceRoot":"","sources":["../../src/domain/error.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,MAAM,aAAa,CAAC;AAEtC,qBAAa,sBAAuB,SAAQ,KAAK;gBACnC,SAAS,EAAE,MAAM,EAAE,cAAc,EAAE,OAAO,EAAE,eAAe,EAAE,OAAO;CAKjF;AAED,qBAAa,qBAAsB,SAAQ,KAAK;gBAClC,OAAO,EAAE,MAAM,CAAC,GAAG,EAAE,OAAO,CAAC;CAG1C;AAED,qBAAa,yBAA0B,SAAQ,KAAK;gBACtC,QAAQ,EAAE,MAAM;CAG7B;AACD,qBAAa,8BAA+B,SAAQ,KAAK;gBAC3C,QAAQ,EAAE,MAAM;CAG7B;AAED,qBAAa,oBAAqB,SAAQ,KAAK;;CAI9C"}

package/dist/domain/index.d.ts

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

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

@@ -1 +0,0 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/domain/index.ts"],"names":[],"mappings":"AAAA,cAAc,mBAAmB,CAAC;AAClC,cAAc,qBAAqB,CAAC;AACpC,cAAc,8BAA8B,CAAC;AAC7C,cAAc,mBAAmB,CAAC;AAClC,cAAc,kBAAkB,CAAC;AACjC,cAAc,2BAA2B,CAAC;AAC1C,cAAc,wBAAwB,CAAC;AACvC,cAAc,uBAAuB,CAAC;AACtC,cAAc,wBAAwB,CAAC;AACvC,cAAc,iCAAiC,CAAC;AAChD,cAAc,mBAAmB,CAAC;AAClC,cAAc,4BAA4B,CAAC;AAC3C,cAAc,uBAAuB,CAAC;AACtC,cAAc,gCAAgC,CAAC;AAC/C,cAAc,sBAAsB,CAAC;AACrC,cAAc,+BAA+B,CAAC;AAC9C,cAAc,qBAAqB,CAAC;AACpC,cAAc,6BAA6B,CAAC;AAC5C,cAAc,uBAAuB,CAAC;AACtC,cAAc,mBAAmB,CAAC;AAClC,cAAc,4BAA4B,CAAC"}

package/dist/domain/index.js

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

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

@@ -1,6 +0,0 @@
-import { Observable } from 'rxjs';
-import { Component, Instrument, InstrumentSelector } from '../domain';
-import { State } from '../store';
-export declare function instrument(selector: InstrumentSelector, state: State): (source$: Observable<Component>) => Observable<Instrument>;
-export declare function instruments(state: State): (source$: Observable<Component>) => Observable<readonly Instrument[]>;
-//# sourceMappingURL=instrument-operator.d.ts.map

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

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

package/dist/domain/instrument-operator.js

@@ -1,13 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.instruments = exports.instrument = void 0;
-const rxjs_1 = require("rxjs");
-const domain_1 = require("../domain");
-function instrument(selector, state) {
-    return (source$) => source$.pipe((0, rxjs_1.startWith)(state.universe.instrument.get(selector.id)), (0, rxjs_1.filter)(it => it !== undefined && it.type === domain_1.Instrument.type), (0, rxjs_1.map)(it => it), (0, rxjs_1.filter)(it => it.id == selector.id));
-}
-exports.instrument = instrument;
-function instruments(state) {
-    return (source$) => source$.pipe((0, rxjs_1.filter)(it => it.type === domain_1.Instrument.type), (0, rxjs_1.map)(() => state.universe.instrument.asReadonlyArray()), (0, rxjs_1.startWith)(state.universe.instrument.asReadonlyArray()), (0, rxjs_1.filter)(it => it.length > 0), (0, rxjs_1.distinctUntilChanged)((lhs, rhs) => lhs.length == rhs.length));
-}
-exports.instruments = instruments;

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

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

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

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

package/dist/domain/instrument-operator.spec.js

@@ -1,21 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const domain_1 = require("../domain");
-const store_1 = require("../store");
-describe(domain_1.instrument.name, () => {
-    const state = new store_1.State();
-    beforeEach(() => {
-        state.universe.instrument.upsert(new domain_1.Instrument(0, new domain_1.Asset('abc', 'xyz', 4), new domain_1.Asset('def', 'xyz', 4), 'abc-def', domain_1.Commission.Zero));
-    });
-    test('should pipe an instrument on subscription', done => {
-        new rxjs_1.Subject()
-            .pipe((0, domain_1.instrument)((0, domain_1.instrumentOf)('xyz:abc-def'), state))
-            .subscribe({
-            next: it => {
-                expect(it.id).toEqual('xyz:abc-def');
-                done();
-            }
-        });
-    });
-});

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

@@ -1 +0,0 @@
-{"version":3,"file":"instrument.d.ts","sourceRoot":"","sources":["../../src/domain/instrument.ts"],"names":[],"mappings":"AAAA,OAAO,EAEL,KAAK,EACL,aAAa,EAEb,UAAU,EACV,SAAS,EAEV,MAAM,aAAa,CAAC;AAGrB,eAAO,MAAM,2BAA2B,MAAM,CAAC;AAE/C,qBAAa,kBAAkB;IAC7B,QAAQ,CAAC,EAAE,EAAE,MAAM,CAAC;IACpB,QAAQ,CAAC,IAAI,EAAE,aAAa,CAAC;IAC7B,QAAQ,CAAC,KAAK,EAAE,aAAa,CAAC;gBAElB,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM;CAMzD;AAED;;GAEG;AACH,qBAAa,UAAW,SAAQ,kBAAmB,YAAW,SAAS;IAQ5D,SAAS,EAAE,MAAM;aACN,IAAI,EAAE,KAAK;aACX,KAAK,EAAE,KAAK;IAC9B,QAAQ,CAAC,GAAG,EAAE,MAAM;IACb,UAAU,EAAE,UAAU;IAX/B,MAAM,CAAC,IAAI,SAAyB;IACpC,QAAQ,CAAC,IAAI,SAAmB;IAEhC,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.spec.d.ts.map

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

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

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

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

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

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

@@ -1,110 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const domain_1 = require("../domain");
-const shared_1 = require("../shared");
-describe(domain_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 domain_1.Ohlc(0, (0, shared_1.d)(1), (0, shared_1.d)(1), (0, shared_1.d)(1), (0, shared_1.d)(1)),
-            new domain_1.Ohlc(0, (0, shared_1.d)(1), (0, shared_1.d)(2), (0, shared_1.d)(1), (0, shared_1.d)(2)),
-            new domain_1.Ohlc(0, (0, shared_1.d)(1), (0, shared_1.d)(3), (0, shared_1.d)(1), (0, shared_1.d)(3)),
-            new domain_1.Ohlc(0, (0, shared_1.d)(1), (0, shared_1.d)(3), shared_1.d.Zero, shared_1.d.Zero),
-            new domain_1.Ohlc(5, shared_1.d.Zero, (0, shared_1.d)(7), (0, shared_1.d)(7), (0, shared_1.d)(7)),
-            new domain_1.Ohlc(5, shared_1.d.Zero, (0, shared_1.d)(8), (0, shared_1.d)(7), (0, shared_1.d)(8))
-        ].reverse();
-        input$.pipe((0, domain_1.ohlc)(5, it => it.rate)).subscribe({
-            next: it => {
-                expect(it).toEqual(output.pop());
-                if (output.length === 0) {
-                    done();
-                }
-            }
-        });
-    });
-});
-describe(domain_1.ohlcCompleted.name, () => {
-    test('should aggregate and pipe distinct completed ohlc', done => {
-        const input$ = (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, domain_1.ohlc)(5, it => it.rate), (0, domain_1.ohlcCompleted)())
-            .subscribe({
-            next: it => {
-                expect(it).toEqual(new domain_1.Ohlc(0, (0, shared_1.d)(1), (0, shared_1.d)(3), shared_1.d.Zero, shared_1.d.Zero));
-                done();
-            }
-        });
-    });
-});
-describe(domain_1.mergeOhlc.name, () => {
-    test('should pipe and merge ohlc from history', done => {
-        const history$ = (0, rxjs_1.from)([
-            new domain_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 domain_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 domain_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 domain_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 domain_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 domain_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 domain_1.Ohlc(4, (0, shared_1.d)(5), (0, shared_1.d)(3), (0, shared_1.d)(3), (0, shared_1.d)(3)),
-            new domain_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$.pipe((0, domain_1.mergeOhlc)(1, it => it.rate, history$)).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 domain_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 domain_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 domain_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 domain_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 domain_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 domain_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 domain_1.Ohlc(4, (0, shared_1.d)(4), (0, shared_1.d)(5), (0, shared_1.d)(5), (0, shared_1.d)(5)),
-            new domain_1.Ohlc(5, (0, shared_1.d)(5), (0, shared_1.d)(3), (0, shared_1.d)(3), (0, shared_1.d)(3)),
-            new domain_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$.pipe((0, domain_1.mergeOhlc)(1, it => it.rate, history$)).subscribe({
-            next: it => {
-                expect(it).toEqual(output.pop());
-                if (output.length === 0) {
-                    done();
-                }
-            }
-        });
-    });
-});

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

@@ -1 +0,0 @@
-{"version":3,"file":"ohlc.d.ts","sourceRoot":"","sources":["../../src/domain/ohlc.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,SAAS,EAAE,MAAM,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/domain/order-operator.d.ts

@@ -1,6 +0,0 @@
-import { Observable } from 'rxjs';
-import { Component, InstrumentSelector, Order } from '../domain';
-import { State } from '../store';
-export declare function order(selector: InstrumentSelector): (source$: Observable<Component>) => Observable<Order>;
-export declare function orders(selector: InstrumentSelector, state: State): (source$: Observable<Component>) => Observable<readonly Order[]>;
-//# sourceMappingURL=order-operator.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"order-operator.d.ts","sourceRoot":"","sources":["../../src/domain/order-operator.ts"],"names":[],"mappings":"AAAA,OAAO,EAAe,UAAU,EAAa,MAAM,MAAM,CAAC;AAE1D,OAAO,EAAE,SAAS,EAAE,kBAAkB,EAAE,KAAK,EAAE,MAAM,aAAa,CAAC;AACnE,OAAO,EAAE,KAAK,EAAE,MAAM,YAAY,CAAC;AAEnC,wBAAgB,KAAK,CAAC,QAAQ,EAAE,kBAAkB,aAC/B,WAAW,SAAS,CAAC,uBAMvC;AAED,wBAAgB,MAAM,CAAC,QAAQ,EAAE,kBAAkB,EAAE,KAAK,EAAE,KAAK,aAC9C,WAAW,SAAS,CAAC,kCAQvC"}

package/dist/domain/order-operator.js

@@ -1,16 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.orders = exports.order = void 0;
-const rxjs_1 = require("rxjs");
-const domain_1 = require("../domain");
-function order(selector) {
-    return (source$) => source$.pipe((0, rxjs_1.filter)(it => it !== undefined && it.type === domain_1.Order.type), (0, rxjs_1.map)(it => it), (0, rxjs_1.filter)(it => it.instrument.id === selector.id));
-}
-exports.order = order;
-function orders(selector, state) {
-    return (source$) => {
-        var _a, _b;
-        return source$.pipe((0, rxjs_1.filter)(it => it.type === domain_1.Order.type), (0, rxjs_1.map)(it => it), (0, rxjs_1.filter)(it => it.instrument.id === selector.id), (0, rxjs_1.map)(() => { var _a, _b; return (_b = (_a = state.order.get(selector.id)) === null || _a === void 0 ? void 0 : _a.asReadonlyArray()) !== null && _b !== void 0 ? _b : []; }), (0, rxjs_1.startWith)((_b = (_a = state.order.get(selector.id)) === null || _a === void 0 ? void 0 : _a.asReadonlyArray()) !== null && _b !== void 0 ? _b : []));
-    };
-}
-exports.orders = orders;

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

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

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

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

package/dist/domain/order-operator.spec.js

@@ -1,61 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const domain_1 = require("../domain");
-const shared_1 = require("../shared");
-const store_1 = require("../store");
-const instrument = new domain_1.Instrument(0, new domain_1.Asset('abc', 'xyz', 4), new domain_1.Asset('def', 'xyz', 4), 'abc-def', domain_1.Commission.Zero);
-describe(domain_1.order.name, () => {
-    test('should pipe an order', done => {
-        new rxjs_1.BehaviorSubject(new domain_1.Order(0, '1', instrument, (0, shared_1.d)(-100), 0))
-            .pipe((0, domain_1.order)(instrument))
-            .subscribe({
-            next: it => {
-                expect(it.instrument).toEqual(instrument);
-                expect(it.quantity).toEqual((0, shared_1.d)(-100));
-                done();
-            }
-        });
-    });
-    test('should skip a pipe', done => {
-        new rxjs_1.BehaviorSubject(instrument).pipe((0, domain_1.order)(instrument)).subscribe({
-            next: () => fail(),
-            complete: done()
-        });
-    });
-});
-describe(domain_1.positions.name, () => {
-    let state;
-    let order1, order2, order3;
-    beforeEach(() => {
-        state = new store_1.State();
-        order1 = new domain_1.Order(0, '1', instrument, (0, shared_1.d)(-100), 0);
-        order2 = new domain_1.Order(0, '2', instrument, (0, shared_1.d)(100), 0, (0, shared_1.d)(10));
-        order3 = new domain_1.Order(0, '3', instrument, (0, shared_1.d)(100), 0);
-        state.order.upsert(new store_1.InnerSet(instrument.id, [order1, order2, order3]));
-    });
-    test('should pipe all orders on subscription start', done => {
-        order1.state = 'NEW';
-        order2.state = 'NEW';
-        order3.state = 'NEW';
-        new rxjs_1.Subject().pipe((0, domain_1.orders)(instrument, state)).subscribe({
-            next: it => {
-                expect(it.length).toEqual(3);
-                done();
-            }
-        });
-    });
-    test('should pipe pending orders on subscription start', done => {
-        order1.state = 'NEW';
-        order2.state = 'PENDING';
-        order3.state = 'PENDING';
-        new rxjs_1.Subject()
-            .pipe((0, domain_1.orders)(instrument, state), (0, rxjs_1.map)(it => it.filter(order => order.state === 'PENDING')))
-            .subscribe({
-            next: it => {
-                expect(it.length).toEqual(2);
-                done();
-            }
-        });
-    });
-});

package/dist/domain/order.d.ts

@@ -1,21 +0,0 @@
-import { Balance, Component, Fundable, Instrument } from '../domain';
-import { decimal } from '../shared';
-export declare type OrderState = 'NEW' | 'PENDING' | 'FILLED' | 'CANCELING' | 'CANCELED' | 'REJECTED';
-export declare class Order implements Fundable, Component {
-    timestamp: number;
-    readonly id: string;
-    readonly instrument: Instrument;
-    readonly quantity: decimal;
-    createdAt: number;
-    readonly rate?: decimal | undefined;
-    readonly stopRate?: decimal | undefined;
-    static type: number;
-    readonly type: number;
-    state: OrderState;
-    quantityExecuted: decimal;
-    averageExecutionRate?: decimal;
-    externalId?: string;
-    constructor(timestamp: number, id: string, instrument: Instrument, quantity: decimal, createdAt: number, rate?: decimal | undefined, stopRate?: decimal | undefined);
-    getFundingAmount(balance: Balance): decimal;
-}
-//# sourceMappingURL=order.d.ts.map

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

@@ -1 +0,0 @@
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