@quantform/core 0.6.7 → 0.7.0-beta.5

package/dist/domain/order.js

@@ -1,41 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.Order = void 0;
-const domain_1 = require("../domain");
-const shared_1 = require("../shared");
-class Order {
-    constructor(timestamp, id, instrument, quantity, createdAt, rate, stopRate) {
-        this.timestamp = timestamp;
-        this.id = id;
-        this.instrument = instrument;
-        this.quantity = quantity;
-        this.createdAt = createdAt;
-        this.rate = rate;
-        this.stopRate = stopRate;
-        this.type = Order.type;
-        this.state = 'NEW';
-        this.quantityExecuted = shared_1.d.Zero;
-        if (!quantity || Number.isNaN(quantity)) {
-            throw new domain_1.InvalidArgumentsError({ quantity });
-        }
-        if (rate && rate.lessThanOrEqualTo(0)) {
-            throw new domain_1.InvalidArgumentsError({ rate });
-        }
-    }
-    getFundingAmount(balance) {
-        const quantityLeft = this.quantity.abs().minus(this.quantityExecuted);
-        if (this.instrument.quote.id === balance.asset.id &&
-            this.quantity.greaterThan(shared_1.d.Zero)) {
-            if (this.rate) {
-                return quantityLeft.mul(this.rate).abs();
-            }
-            return balance.free;
-        }
-        if (this.instrument.base.id === balance.asset.id && this.quantity.lessThan(shared_1.d.Zero)) {
-            return quantityLeft;
-        }
-        return shared_1.d.Zero;
-    }
-}
-exports.Order = Order;
-Order.type = (0, shared_1.hash)(Order.name);

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

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

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

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

package/dist/domain/order.spec.js

@@ -1,27 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const domain_1 = require("../domain");
-const shared_1 = require("../shared");
-describe(domain_1.Order.name, () => {
-    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 a market buy order', () => {
-        const sut = new domain_1.Order(0, '1', instrument, (0, shared_1.d)(100), 0);
-        expect(sut.quantity).toEqual((0, shared_1.d)(100));
-        expect(sut.rate).toEqual(undefined);
-    });
-    test('should construct a market sell order', () => {
-        const sut = new domain_1.Order(0, '1', instrument, (0, shared_1.d)(-100), 0);
-        expect(sut.quantity).toEqual((0, shared_1.d)(-100));
-        expect(sut.rate).toEqual(undefined);
-    });
-    test('should construct a limit buy order', () => {
-        const sut = new domain_1.Order(0, '1', instrument, (0, shared_1.d)(100), 0, (0, shared_1.d)(2000));
-        expect(sut.quantity).toEqual((0, shared_1.d)(100));
-        expect(sut.rate).toEqual((0, shared_1.d)(2000));
-    });
-    test('should construct a limit sell order', () => {
-        const sut = new domain_1.Order(0, '1', instrument, (0, shared_1.d)(-100), 0, (0, shared_1.d)(2000));
-        expect(sut.quantity).toEqual((0, shared_1.d)(-100));
-        expect(sut.rate).toEqual((0, shared_1.d)(2000));
-    });
-});

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

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

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

@@ -1 +0,0 @@
-{"version":3,"file":"orderbook-operator.d.ts","sourceRoot":"","sources":["../../src/domain/orderbook-operator.ts"],"names":[],"mappings":"AAAA,OAAO,EAAe,UAAU,EAAa,MAAM,MAAM,CAAC;AAE1D,OAAO,EAAE,SAAS,EAAE,kBAAkB,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACvE,OAAO,EAAE,KAAK,EAAE,MAAM,YAAY,CAAC;AAEnC,wBAAgB,SAAS,CAAC,QAAQ,EAAE,kBAAkB,EAAE,KAAK,EAAE,KAAK,aACjD,WAAW,SAAS,CAAC,2BAOvC"}

package/dist/domain/orderbook-operator.js

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

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

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

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

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

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

@@ -1,19 +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");
-describe(domain_1.orderbook.name, () => {
-    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 pipe an orderbook on subscription', done => {
-        const state = new store_1.State();
-        state.orderbook.upsert(new domain_1.Orderbook(0, instrument, { rate: (0, shared_1.d)(2), quantity: (0, shared_1.d)(1), next: undefined }, { rate: (0, shared_1.d)(1), quantity: (0, shared_1.d)(1), next: undefined }));
-        new rxjs_1.Subject().pipe((0, domain_1.orderbook)(instrument, state)).subscribe({
-            next: it => {
-                expect(it.id).toEqual(instrument.id);
-                done();
-            }
-        });
-    });
-});

package/dist/domain/orderbook.d.ts

@@ -1,31 +0,0 @@
-import { Component, Instrument } from '../domain';
-import { decimal } from '../shared';
-export interface Liquidity {
-    rate: decimal;
-    quantity: decimal;
-    next: this | undefined;
-}
-export declare const LiquidityAskComparer: (lhs: {
-    rate: decimal;
-}, rhs: {
-    rate: decimal;
-}) => number;
-export declare const LiquidityBidComparer: (lhs: {
-    rate: decimal;
-}, rhs: {
-    rate: decimal;
-}) => number;
-/**
- * Provides an access to pending buy and sell orders on the specific market.
- */
-export declare class Orderbook implements Component {
-    timestamp: number;
-    readonly instrument: Instrument;
-    asks: Liquidity;
-    bids: Liquidity;
-    static type: number;
-    readonly type: number;
-    readonly id: string;
-    constructor(timestamp: number, instrument: Instrument, asks: Liquidity, bids: Liquidity);
-}
-//# sourceMappingURL=orderbook.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"orderbook.d.ts","sourceRoot":"","sources":["../../src/domain/orderbook.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACpD,OAAO,EAAE,OAAO,EAAQ,MAAM,aAAa,CAAC;AAE5C,MAAM,WAAW,SAAS;IACxB,IAAI,EAAE,OAAO,CAAC;IACd,QAAQ,EAAE,OAAO,CAAC;IAClB,IAAI,EAAE,IAAI,GAAG,SAAS,CAAC;CACxB;AAED,eAAO,MAAM,oBAAoB,QAAS;IAAE,IAAI,EAAE,OAAO,CAAA;CAAE,OAAO;IAAE,IAAI,EAAE,OAAO,CAAA;CAAE,WACpD,CAAC;AAChC,eAAO,MAAM,oBAAoB,QAAS;IAAE,IAAI,EAAE,OAAO,CAAA;CAAE,OAAO;IAAE,IAAI,EAAE,OAAO,CAAA;CAAE,WACpD,CAAC;AAEhC;;GAEG;AACH,qBAAa,SAAU,YAAW,SAAS;IAOhC,SAAS,EAAE,MAAM;aACR,UAAU,EAAE,UAAU;IAC/B,IAAI,EAAE,SAAS;IACf,IAAI,EAAE,SAAS;IATxB,MAAM,CAAC,IAAI,SAAwB;IACnC,QAAQ,CAAC,IAAI,SAAkB;IAE/B,QAAQ,CAAC,EAAE,EAAE,MAAM,CAAC;gBAGX,SAAS,EAAE,MAAM,EACR,UAAU,EAAE,UAAU,EAC/B,IAAI,EAAE,SAAS,EACf,IAAI,EAAE,SAAS;CAIzB"}

package/dist/domain/orderbook.js

@@ -1,23 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.Orderbook = exports.LiquidityBidComparer = exports.LiquidityAskComparer = void 0;
-const shared_1 = require("../shared");
-const LiquidityAskComparer = (lhs, rhs) => lhs.rate.comparedTo(rhs.rate);
-exports.LiquidityAskComparer = LiquidityAskComparer;
-const LiquidityBidComparer = (lhs, rhs) => rhs.rate.comparedTo(lhs.rate);
-exports.LiquidityBidComparer = LiquidityBidComparer;
-/**
- * Provides an access to pending buy and sell orders on the specific market.
- */
-class Orderbook {
-    constructor(timestamp, instrument, asks, bids) {
-        this.timestamp = timestamp;
-        this.instrument = instrument;
-        this.asks = asks;
-        this.bids = bids;
-        this.type = Orderbook.type;
-        this.id = instrument.id;
-    }
-}
-exports.Orderbook = Orderbook;
-Orderbook.type = (0, shared_1.hash)(Orderbook.name);

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

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

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

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

package/dist/domain/orderbook.spec.js

@@ -1,11 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const domain_1 = require("../domain");
-const shared_1 = require("../shared");
-describe(domain_1.Orderbook.name, () => {
-    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 an empty orderbook', () => {
-        const sut = new domain_1.Orderbook(0, instrument, { rate: (0, shared_1.d)(2), quantity: (0, shared_1.d)(1), next: undefined }, { rate: (0, shared_1.d)(1), quantity: (0, shared_1.d)(1), next: undefined });
-        expect(sut.id).toEqual(instrument.id);
-    });
-});

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

@@ -1,11 +0,0 @@
-import { Observable } from 'rxjs';
-import { Component, InstrumentSelector, Position } from '../domain';
-import { decimal } from '../shared';
-import { State } from '../store';
-export declare function position(selector: InstrumentSelector): (source: Observable<Component>) => Observable<Readonly<Position>>;
-export declare function positions(selector: InstrumentSelector, state: State): (source: Observable<Component>) => Observable<Readonly<Position>[]>;
-export declare function flatten(): (source: Observable<Position[]>) => Observable<{
-    size: decimal;
-    rate: decimal;
-}>;
-//# sourceMappingURL=position-operator.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"position-operator.d.ts","sourceRoot":"","sources":["../../src/domain/position-operator.ts"],"names":[],"mappings":"AAAA,OAAO,EAAe,UAAU,EAAoB,MAAM,MAAM,CAAC;AAEjE,OAAO,EACL,SAAS,EACT,kBAAkB,EAElB,QAAQ,EACT,MAAM,aAAa,CAAC;AACrB,OAAO,EAAK,OAAO,EAAgB,MAAM,aAAa,CAAC;AACvD,OAAO,EAAE,KAAK,EAAE,MAAM,YAAY,CAAC;AAEnC,wBAAgB,QAAQ,CAAC,QAAQ,EAAE,kBAAkB,YACnC,WAAW,SAAS,CAAC,oCAMtC;AAED,wBAAgB,SAAS,CAAC,QAAQ,EAAE,kBAAkB,EAAE,KAAK,EAAE,KAAK,YAWlD,WAAW,SAAS,CAAC,sCAMtC;AAED,wBAAgB,OAAO,aAEX,WAAW,QAAQ,EAAE,CAAC,KAC7B,WAAW;IAAE,IAAI,EAAE,OAAO,CAAC;IAAC,IAAI,EAAE,OAAO,CAAA;CAAE,CAAC,CA+BhD"}

package/dist/domain/position-operator.js

@@ -1,44 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.flatten = exports.positions = exports.position = void 0;
-const rxjs_1 = require("rxjs");
-const domain_1 = require("../domain");
-const shared_1 = require("../shared");
-function position(selector) {
-    return (source) => source.pipe((0, rxjs_1.filter)(it => it.type === domain_1.Position.type), (0, rxjs_1.map)(it => it), (0, rxjs_1.filter)(it => it.instrument.id === selector.id));
-}
-exports.position = position;
-function positions(selector, state) {
-    const balance = state.balance.get(selector.quote.id);
-    if (!balance) {
-        throw new domain_1.InvalidInstrumentSelectorError(selector.id);
-    }
-    const getter = () => Object.values(balance.position)
-        .filter(it => it.instrument.id == selector.id)
-        .map(it => it);
-    return (source) => source.pipe(position(selector), (0, rxjs_1.map)(() => getter()), (0, rxjs_1.startWith)(getter()));
-}
-exports.positions = positions;
-function flatten() {
-    return function (source) {
-        return source.pipe((0, rxjs_1.map)(it => {
-            if (it.length > 1) {
-                return {
-                    size: it.reduce((aggregate, position) => aggregate.add(position.size), shared_1.d.Zero),
-                    rate: (0, shared_1.weightedMean)(it.map(x => x.averageExecutionRate), it.map(x => x.size))
-                };
-            }
-            if (it.length == 1) {
-                return {
-                    size: it[0].size,
-                    rate: it[0].averageExecutionRate
-                };
-            }
-            return {
-                size: shared_1.d.Zero,
-                rate: shared_1.d.Zero
-            };
-        }), (0, rxjs_1.share)());
-    };
-}
-exports.flatten = flatten;

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

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

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

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

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

@@ -1,44 +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.position.name, () => {
-    test('should pipe a position', done => {
-        new rxjs_1.BehaviorSubject(new domain_1.Position(0, '1', instrument, 'CROSS', (0, shared_1.d)(10), (0, shared_1.d)(2), 3))
-            .pipe((0, domain_1.position)(instrument))
-            .subscribe({
-            next: it => {
-                expect(it.id).toEqual('1');
-                done();
-            }
-        });
-    });
-    test('should skip a pipe', done => {
-        new rxjs_1.BehaviorSubject(instrument).pipe((0, domain_1.position)(instrument)).subscribe({
-            next: () => fail(),
-            complete: done()
-        });
-    });
-});
-describe(domain_1.positions.name, () => {
-    const state = new store_1.State();
-    const balance = new domain_1.Balance(0, instrument.quote);
-    const position1 = new domain_1.Position(0, '1', instrument, 'CROSS', (0, shared_1.d)(10), (0, shared_1.d)(2), 3);
-    const position2 = new domain_1.Position(0, '2', instrument, 'CROSS', (0, shared_1.d)(20), (0, shared_1.d)(2), 3);
-    beforeEach(() => {
-        state.balance.upsert(balance);
-        balance.position['1'] = position1;
-        balance.position['2'] = position2;
-    });
-    test('should pipe an array of positions on subscription start', done => {
-        new rxjs_1.Subject().pipe((0, domain_1.positions)(instrument, state)).subscribe({
-            next: it => {
-                expect(it.length).toEqual(2);
-                done();
-            }
-        });
-    });
-});

package/dist/domain/position.d.ts

@@ -1,19 +0,0 @@
-import { Component, Instrument } from '../domain';
-import { decimal } from '../shared';
-export declare type PositionMode = 'CROSS' | 'ISOLATED';
-export declare class Position implements Component {
-    timestamp: number;
-    readonly id: string;
-    readonly instrument: Instrument;
-    readonly mode: PositionMode;
-    averageExecutionRate: decimal;
-    size: decimal;
-    leverage: number;
-    static type: number;
-    readonly type: number;
-    estimatedUnrealizedPnL?: decimal;
-    get margin(): decimal;
-    constructor(timestamp: number, id: string, instrument: Instrument, mode: PositionMode, averageExecutionRate: decimal, size: decimal, leverage: number);
-    calculateEstimatedUnrealizedPnL(rate: decimal): decimal;
-}
-//# sourceMappingURL=position.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../../src/domain/position.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACpD,OAAO,EAAE,OAAO,EAAa,MAAM,aAAa,CAAC;AAEjD,oBAAY,YAAY,GAAG,OAAO,GAAG,UAAU,CAAC;AAEhD,qBAAa,QAAS,YAAW,SAAS;IAW/B,SAAS,EAAE,MAAM;IACxB,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,UAAU;IAC/B,QAAQ,CAAC,IAAI,EAAE,YAAY;IACpB,oBAAoB,EAAE,OAAO;IAC7B,IAAI,EAAE,OAAO;IACb,QAAQ,EAAE,MAAM;IAhBzB,MAAM,CAAC,IAAI,SAAuB;IAClC,QAAQ,CAAC,IAAI,SAAiB;IAE9B,sBAAsB,CAAC,EAAE,OAAO,CAAC;IAEjC,IAAI,MAAM,IAAI,OAAO,CAEpB;gBAGQ,SAAS,EAAE,MAAM,EACf,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,UAAU,EACtB,IAAI,EAAE,YAAY,EACpB,oBAAoB,EAAE,OAAO,EAC7B,IAAI,EAAE,OAAO,EACb,QAAQ,EAAE,MAAM;IAGzB,+BAA+B,CAAC,IAAI,EAAE,OAAO,GAAG,OAAO;CAOxD"}

package/dist/domain/position.js

@@ -1,25 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.Position = void 0;
-const shared_1 = require("../shared");
-class Position {
-    constructor(timestamp, id, instrument, mode, averageExecutionRate, size, leverage) {
-        this.timestamp = timestamp;
-        this.id = id;
-        this.instrument = instrument;
-        this.mode = mode;
-        this.averageExecutionRate = averageExecutionRate;
-        this.size = size;
-        this.leverage = leverage;
-        this.type = Position.type;
-    }
-    get margin() {
-        return this.instrument.quote.floor(this.size.abs().div(this.leverage));
-    }
-    calculateEstimatedUnrealizedPnL(rate) {
-        this.estimatedUnrealizedPnL = this.instrument.quote.floor((0, shared_1.pnl)(this.averageExecutionRate, rate, this.size));
-        return this.estimatedUnrealizedPnL;
-    }
-}
-exports.Position = Position;
-Position.type = (0, shared_1.hash)(Position.name);

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

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

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

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

package/dist/domain/position.spec.js

@@ -1,28 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const domain_1 = require("../domain");
-const shared_1 = require("../shared");
-describe(domain_1.Position.name, () => {
-    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 a position', () => {
-        const sut = new domain_1.Position(0, '1', instrument, 'CROSS', (0, shared_1.d)(10), (0, shared_1.d)(2), 3);
-        expect(sut.id).toEqual('1');
-        expect(sut.mode).toEqual('CROSS');
-        expect(sut.averageExecutionRate).toEqual((0, shared_1.d)(10));
-        expect(sut.size).toEqual((0, shared_1.d)(2));
-        expect(sut.leverage).toEqual(3);
-        expect(sut.estimatedUnrealizedPnL).toEqual(undefined);
-        expect(sut.id).toEqual('1');
-    });
-    test('should calculate correct margin', () => {
-        const sut = new domain_1.Position(0, '1', instrument, 'CROSS', (0, shared_1.d)(2511.81), (0, shared_1.d)(10.31), 20);
-        expect(sut.margin).toEqual((0, shared_1.d)(0.5155));
-        expect(sut.estimatedUnrealizedPnL).toEqual(undefined);
-    });
-    test('should calculate correct unrealized pnl', () => {
-        const sut = new domain_1.Position(0, '1', instrument, 'CROSS', (0, shared_1.d)(2511.81), (0, shared_1.d)(10.31), 20);
-        const pnl = sut.calculateEstimatedUnrealizedPnL((0, shared_1.d)(2576.44));
-        expect(pnl).toEqual((0, shared_1.d)(0.2652));
-        expect(sut.estimatedUnrealizedPnL).toEqual((0, shared_1.d)(0.2652));
-    });
-});

package/dist/domain/session-builder.d.ts

@@ -1,58 +0,0 @@
-import { AdapterFactory, BacktesterListener, BacktesterStreamer } from '../adapter';
-import { AssetSelector, Session } from '../domain';
-import { decimal } from '../shared';
-import { StorageFactory } from '../storage';
-export declare type SessionFeature = (builder: SessionBuilder) => void;
-export declare function simulate({ period, balance }: {
-    period: {
-        from: Date;
-        to?: Date;
-    };
-    balance: [AssetSelector, decimal][];
-}): SessionFeature;
-export declare class SessionBuilder {
-    id: number;
-    adapter: AdapterFactory[];
-    storage: StorageFactory;
-    balance: Record<string, decimal>;
-    period: {
-        from: number;
-        to: number;
-    };
-    /**
-     * Unique session identifier, used to identify session in the storage.
-     * You can generate new id every time you start the new session or provide
-     * session id explicitly to resume previous session (in code or via CLI).
-     * If you don't provide session id, it will generate new one based on time.
-     */
-    useSessionId(id: number): SessionBuilder;
-    /**
-     * Collection of adapters used to connect to the exchanges.
-     */
-    useAdapter(adapter: AdapterFactory): SessionBuilder;
-    /**
-     * Provides historical data for backtest, it's not required for live and paper
-     * sessions. Stores session variables i.e. indicators, orders, or any other type of time
-     * series data. You can install @quantform/editor to render this data in your browser.
-     */
-    useStorage(storage: StorageFactory): SessionBuilder;
-    useBalance(selector: AssetSelector, amount: decimal): SessionBuilder;
-    usePeriod(from: number, to: number): SessionBuilder;
-    /**
-     * Starts a new backtest session.
-     * @param listener backtest event listener.
-     * @returns new session object.
-     */
-    backtest(listener?: BacktesterListener): [Session, BacktesterStreamer];
-    /**
-     * Starts a new paper session.
-     * @returns new session object.
-     */
-    paper(): Session;
-    /**
-     * Starts a new live session.
-     * @returns new session object.
-     */
-    live(): Session;
-}
-//# sourceMappingURL=session-builder.d.ts.map

package/dist/domain/session-builder.d.ts.map

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package/dist/domain/session-builder.js

@@ -1,101 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.SessionBuilder = exports.simulate = void 0;
-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");
-function simulate({ period, balance }) {
-    return (builder) => {
-        var _a, _b;
-        builder.usePeriod(period.from.getTime(), (_b = (_a = period.to) === null || _a === void 0 ? void 0 : _a.getTime()) !== null && _b !== void 0 ? _b : (0, shared_1.now)());
-        balance.forEach(([selector, amount]) => builder.useBalance(selector, amount));
-    };
-}
-exports.simulate = simulate;
-class SessionBuilder {
-    constructor() {
-        this.id = (0, shared_1.now)();
-        this.adapter = new Array();
-        this.storage = (0, storage_1.inMemoryStorageFactory)();
-        this.balance = {};
-        this.period = {
-            from: 0,
-            to: Number.MAX_VALUE
-        };
-    }
-    /**
-     * Unique session identifier, used to identify session in the storage.
-     * You can generate new id every time you start the new session or provide
-     * session id explicitly to resume previous session (in code or via CLI).
-     * If you don't provide session id, it will generate new one based on time.
-     */
-    useSessionId(id) {
-        this.id = id;
-        return this;
-    }
-    /**
-     * Collection of adapters used to connect to the exchanges.
-     */
-    useAdapter(adapter) {
-        this.adapter.push(adapter);
-        return this;
-    }
-    /**
-     * Provides historical data for backtest, it's not required for live and paper
-     * sessions. Stores session variables i.e. indicators, orders, or any other type of time
-     * series data. You can install @quantform/editor to render this data in your browser.
-     */
-    useStorage(storage) {
-        this.storage = storage;
-        return this;
-    }
-    useBalance(selector, amount) {
-        this.balance[selector.id] = amount;
-        return this;
-    }
-    usePeriod(from, to) {
-        this.period.from = from;
-        this.period.to = to;
-        return this;
-    }
-    /**
-     * Starts a new backtest session.
-     * @param listener backtest event listener.
-     * @returns new session object.
-     */
-    backtest(listener) {
-        const store = new store_1.Store();
-        const feed = new storage_1.Feed(this.storage('feed'));
-        const cache = new storage_1.Cache(this.storage('cache'));
-        const measurement = new storage_1.Measurement(this.storage('measurement'));
-        const streamer = new adapter_1.BacktesterStreamer(store, feed, this.period, listener);
-        const aggregate = new adapter_1.AdapterAggregate(this.adapter.map(it => (0, adapter_1.createBacktesterAdapterFactory)((0, adapter_1.createPaperAdapterFactory)(it, { balance: this.balance }), streamer)), streamer.getTimeProvider(), store, cache);
-        const session = new domain_1.Session(this.id, store, aggregate, measurement);
-        return [session, streamer];
-    }
-    /**
-     * Starts a new paper session.
-     * @returns new session object.
-     */
-    paper() {
-        const store = new store_1.Store();
-        const cache = new storage_1.Cache(this.storage('cache'));
-        const measurement = new storage_1.Measurement(this.storage('measurement'));
-        const aggregate = new adapter_1.AdapterAggregate(this.adapter.map(it => (0, adapter_1.createPaperAdapterFactory)(it, { balance: this.balance })), adapter_1.DefaultTimeProvider, store, cache);
-        return new domain_1.Session(this.id, store, aggregate, measurement);
-    }
-    /**
-     * Starts a new live session.
-     * @returns new session object.
-     */
-    live() {
-        const store = new store_1.Store();
-        const cache = new storage_1.Cache(this.storage('cache'));
-        const measurement = new storage_1.Measurement(this.storage('measurement'));
-        const aggregate = new adapter_1.AdapterAggregate(this.adapter, adapter_1.DefaultTimeProvider, store, cache);
-        return new domain_1.Session(this.id, store, aggregate, measurement);
-    }
-}
-exports.SessionBuilder = SessionBuilder;