@quantform/core 0.6.7 → 0.7.0-beta.5

package/dist/domain/session.d.ts

@@ -1,77 +0,0 @@
-import { Observable } from 'rxjs';
-import { AdapterAggregate } from '../adapter';
-import { AssetSelector, Balance, Instrument, InstrumentSelector, Ohlc, Order, Orderbook, Position, Trade } from '../domain';
-import { decimal } from '../shared';
-import { Measurement } from '../storage';
-import { Store } from '../store';
-declare type Optional<T, K extends keyof T> = Omit<T, K> & Partial<T>;
-export declare class Session {
-    readonly id: number;
-    readonly store: Store;
-    readonly aggregate: AdapterAggregate;
-    readonly measurement: Measurement | undefined;
-    private initialized;
-    get timestamp(): number;
-    constructor(id: number, store: Store, aggregate: AdapterAggregate, measurement: Measurement | undefined);
-    awake(): Promise<void>;
-    dispose(): Promise<void>;
-    /**
-     * Subscribes to specific instrument. Usually forces adapter to subscribe
-     * for orderbook and ticker streams.
-     */
-    subscribe(instrument: Array<InstrumentSelector>): Promise<void>;
-    /**
-     * Opens a new order.
-     */
-    open(order: {
-        instrument: InstrumentSelector;
-        quantity: decimal;
-        rate?: decimal;
-    }): Observable<Readonly<Order>>;
-    /**
-     * Cancels specific order.
-     */
-    cancel(order: Order): Observable<Readonly<Order>>;
-    /**
-     * Subscribes to specific instrument changes.
-     * When adapter awake then it will fetch collection of all available instruments.
-     */
-    instrument(selector: InstrumentSelector): Observable<Readonly<Instrument>>;
-    /**
-     * Subscribes to instruments changes.
-     * When adapter awake then it will fetch collection of all available instruments.
-     */
-    instruments(): Observable<Readonly<Instrument[]>>;
-    /**
-     * Subscribes to balance changes.
-     */
-    balance(selector: AssetSelector): Observable<Readonly<Balance>>;
-    /**
-     * Subscribes to trade/ticker changes.
-     */
-    trade(selector: InstrumentSelector): Observable<Readonly<Trade>>;
-    /**
-     * Subscribes to orderbook changes.
-     * Right now you can access only best bid and best ask.
-     */
-    orderbook(selector: InstrumentSelector): Observable<Readonly<Orderbook>>;
-    /**
-     * Subscribes to position on leveraged market.
-     */
-    position(selector: InstrumentSelector): Observable<Readonly<Position>>;
-    /**
-     * Subscribes to positions on leveraged markets.
-     */
-    positions(selector: InstrumentSelector): Observable<Readonly<Position[]>>;
-    order(selector: InstrumentSelector): Observable<Readonly<Order>>;
-    orders(selector: InstrumentSelector): Observable<Readonly<Order[]>>;
-    history(selector: InstrumentSelector, timeframe: number, length: number): Observable<Readonly<Ohlc>>;
-    measure<T extends {
-        timestamp: number;
-    }>(spec: {
-        kind: string;
-        timestamp?: number;
-    }, defaultValue?: Optional<T, 'timestamp'>): [Observable<T>, (value: T) => void];
-}
-export {};
-//# sourceMappingURL=session.d.ts.map

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

@@ -1 +0,0 @@
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package/dist/domain/session.js

@@ -1,156 +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.Session = void 0;
-const rxjs_1 = require("rxjs");
-const uuid_1 = require("uuid");
-const domain_1 = require("../domain");
-class Session {
-    constructor(id, store, aggregate, measurement) {
-        this.id = id;
-        this.store = store;
-        this.aggregate = aggregate;
-        this.measurement = measurement;
-        this.initialized = false;
-    }
-    get timestamp() {
-        return this.store.snapshot.timestamp;
-    }
-    awake() {
-        return __awaiter(this, void 0, void 0, function* () {
-            if (this.initialized) {
-                return;
-            }
-            this.initialized = true;
-            // awake all adapters and synchronize trading accounts with store.
-            yield this.aggregate.awake();
-        });
-    }
-    dispose() {
-        return __awaiter(this, void 0, void 0, function* () {
-            if (!this.initialized) {
-                return;
-            }
-            this.store.dispose();
-            yield this.aggregate.dispose();
-            this.initialized = false;
-        });
-    }
-    /**
-     * Subscribes to specific instrument. Usually forces adapter to subscribe
-     * for orderbook and ticker streams.
-     */
-    subscribe(instrument) {
-        return this.aggregate.subscribe(instrument);
-    }
-    /**
-     * Opens a new order.
-     */
-    open(order) {
-        const instrument = this.store.snapshot.universe.instrument.get(order.instrument.id);
-        if (!instrument) {
-            throw new domain_1.InvalidInstrumentSelectorError(order.instrument.id);
-        }
-        const newOrder = new domain_1.Order(this.timestamp, (0, uuid_1.v4)(), instrument, order.quantity, this.timestamp, order.rate);
-        return (0, rxjs_1.of)(newOrder).pipe((0, rxjs_1.switchMap)(() => this.aggregate.open(newOrder)), (0, rxjs_1.switchMap)(() => this.order(order.instrument).pipe((0, rxjs_1.filter)(it => it.id == newOrder.id))));
-    }
-    /**
-     * Cancels specific order.
-     */
-    cancel(order) {
-        return (0, rxjs_1.defer)(() => (0, rxjs_1.from)(this.aggregate.cancel(order))).pipe((0, rxjs_1.switchMap)(() => this.order(order.instrument).pipe((0, rxjs_1.filter)(it => it.id == order.id))));
-    }
-    /**
-     * Subscribes to specific instrument changes.
-     * When adapter awake then it will fetch collection of all available instruments.
-     */
-    instrument(selector) {
-        this.subscribe([selector]);
-        return this.store.changes$.pipe((0, domain_1.instrument)(selector, this.store.snapshot));
-    }
-    /**
-     * Subscribes to instruments changes.
-     * When adapter awake then it will fetch collection of all available instruments.
-     */
-    instruments() {
-        return this.store.changes$.pipe((0, domain_1.instruments)(this.store.snapshot));
-    }
-    /**
-     * Subscribes to balance changes.
-     */
-    balance(selector) {
-        return this.store.changes$.pipe((0, domain_1.balance)(selector, this.store.snapshot));
-    }
-    /**
-     * Subscribes to trade/ticker changes.
-     */
-    trade(selector) {
-        this.subscribe([selector]);
-        return this.store.changes$.pipe((0, domain_1.trade)(selector, this.store.snapshot));
-    }
-    /**
-     * Subscribes to orderbook changes.
-     * Right now you can access only best bid and best ask.
-     */
-    orderbook(selector) {
-        this.subscribe([selector]);
-        return this.store.changes$.pipe((0, domain_1.orderbook)(selector, this.store.snapshot));
-    }
-    /**
-     * Subscribes to position on leveraged market.
-     */
-    position(selector) {
-        this.subscribe([selector]);
-        return this.store.changes$.pipe((0, domain_1.position)(selector));
-    }
-    /**
-     * Subscribes to positions on leveraged markets.
-     */
-    positions(selector) {
-        this.subscribe([selector]);
-        return this.store.changes$.pipe((0, domain_1.positions)(selector, this.store.snapshot));
-    }
-    order(selector) {
-        this.subscribe([selector]);
-        return this.store.changes$.pipe((0, domain_1.order)(selector));
-    }
-    orders(selector) {
-        this.subscribe([selector]);
-        return this.store.changes$.pipe((0, domain_1.orders)(selector, this.store.snapshot));
-    }
-    history(selector, timeframe, length) {
-        return this.store.changes$.pipe((0, rxjs_1.startWith)(this.store.snapshot.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), (0, rxjs_1.switchMap)(() => (0, rxjs_1.from)(this.aggregate.history(selector, timeframe, length))), (0, rxjs_1.take)(1), (0, rxjs_1.shareReplay)(), (0, rxjs_1.mergeMap)(it => it));
-    }
-    measure(spec, defaultValue) {
-        var _a;
-        if (!this.measurement) {
-            throw new Error();
-        }
-        const changes$ = new rxjs_1.ReplaySubject();
-        const persisted$ = (0, rxjs_1.from)(this.measurement.query(this.id, {
-            to: (_a = spec.timestamp) !== null && _a !== void 0 ? _a : this.timestamp,
-            kind: spec.kind,
-            count: 1
-        })).pipe((0, rxjs_1.map)(it => it.length ? Object.assign({ timestamp: it[0].timestamp }, it[0].payload) : defaultValue), (0, rxjs_1.share)());
-        const setter = (value) => {
-            var _a, _b;
-            const timestamp = (_a = value.timestamp) !== null && _a !== void 0 ? _a : this.timestamp;
-            const measure = { timestamp, kind: spec.kind, payload: value };
-            (_b = this.measurement) === null || _b === void 0 ? void 0 : _b.save(this.id, [measure]);
-            changes$.next(Object.assign(Object.assign({}, value), { timestamp }));
-        };
-        return [
-            (0, rxjs_1.concat)(persisted$, changes$.asObservable()).pipe((0, rxjs_1.filter)(it => it !== undefined)),
-            setter
-        ];
-    }
-}
-exports.Session = Session;

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

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

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

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

package/dist/domain/session.spec.js

@@ -1,17 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const domain_1 = require("../domain");
-const shared_1 = require("../shared");
-const store_1 = require("../store");
-describe(domain_1.Session.name, () => {
-    test('should trigger once', done => {
-        const session = new domain_1.SessionBuilder().paper();
-        session.instruments().subscribe({
-            next: it => {
-                expect(it.length).toEqual(2);
-            },
-            complete: done()
-        });
-        session.store.dispatch(new store_1.InstrumentPatchEvent((0, shared_1.now)(), new domain_1.Asset('de30', 'cex', 2), new domain_1.Asset('usd', 'cex', 2), new domain_1.Commission(shared_1.d.Zero, shared_1.d.Zero), ''), new store_1.InstrumentPatchEvent((0, shared_1.now)(), new domain_1.Asset('wig20', 'cex', 2), new domain_1.Asset('pln', 'cex', 2), new domain_1.Commission(shared_1.d.Zero, shared_1.d.Zero), ''));
-    });
-});

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

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

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

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

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

@@ -1 +0,0 @@
-{"version":3,"file":"trade-operator.d.ts","sourceRoot":"","sources":["../../src/domain/trade-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,EAAE,KAAK,EAAE,KAAK,aAC7C,WAAW,SAAS,CAAC,uBAOvC"}

package/dist/domain/trade-operator.js

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

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

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

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

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

package/dist/domain/trade-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 shared_1 = require("../shared");
-const store_1 = require("../store");
-describe(domain_1.trade.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);
-    const state = new store_1.State();
-    beforeEach(() => {
-        state.trade.upsert(new domain_1.Trade(0, instrument, shared_1.d.Zero, shared_1.d.Zero));
-    });
-    test('should pipe an orderbook on subscription', done => {
-        new rxjs_1.Subject().pipe((0, domain_1.trade)(instrument, state)).subscribe({
-            next: it => {
-                expect(it.id).toEqual(instrument.id);
-                done();
-            }
-        });
-    });
-});

package/dist/domain/trade.d.ts

@@ -1,17 +0,0 @@
-import { Component, Instrument } from '../domain';
-import { decimal } from '../shared';
-/**
- * Simple trade or ticker executed on the market, it's a match of buyer
- * and seller of the same asset.
- */
-export declare class Trade implements Component {
-    timestamp: number;
-    readonly instrument: Instrument;
-    rate: decimal;
-    quantity: decimal;
-    static type: number;
-    readonly type: number;
-    readonly id: string;
-    constructor(timestamp: number, instrument: Instrument, rate: decimal, quantity: decimal);
-}
-//# sourceMappingURL=trade.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"trade.d.ts","sourceRoot":"","sources":["../../src/domain/trade.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACpD,OAAO,EAAE,OAAO,EAAQ,MAAM,aAAa,CAAC;AAE5C;;;GAGG;AACH,qBAAa,KAAM,YAAW,SAAS;IAO5B,SAAS,EAAE,MAAM;aACR,UAAU,EAAE,UAAU;IAC/B,IAAI,EAAE,OAAO;IACb,QAAQ,EAAE,OAAO;IAT1B,MAAM,CAAC,IAAI,SAAoB;IAC/B,QAAQ,CAAC,IAAI,SAAc;IAE3B,QAAQ,CAAC,EAAE,EAAE,MAAM,CAAC;gBAGX,SAAS,EAAE,MAAM,EACR,UAAU,EAAE,UAAU,EAC/B,IAAI,EAAE,OAAO,EACb,QAAQ,EAAE,OAAO;CAI3B"}

package/dist/domain/trade.js

@@ -1,20 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.Trade = void 0;
-const shared_1 = require("../shared");
-/**
- * Simple trade or ticker executed on the market, it's a match of buyer
- * and seller of the same asset.
- */
-class Trade {
-    constructor(timestamp, instrument, rate, quantity) {
-        this.timestamp = timestamp;
-        this.instrument = instrument;
-        this.rate = rate;
-        this.quantity = quantity;
-        this.type = Trade.type;
-        this.id = instrument.id;
-    }
-}
-exports.Trade = Trade;
-Trade.type = (0, shared_1.hash)(Trade.name);

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

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

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

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

package/dist/domain/trade.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.Trade.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 trade', () => {
-        const sut = new domain_1.Trade(0, instrument, shared_1.d.Zero, shared_1.d.Zero);
-        expect(sut.id).toEqual(instrument.id);
-    });
-});

package/dist/shared/collections.d.ts

@@ -1,29 +0,0 @@
-export declare class Set<T extends {
-    id: string;
-}> {
-    private readonly array;
-    constructor(values?: ReadonlyArray<T>);
-    get(id: string): T | undefined;
-    tryGetOrSet(id: string, setter: () => T): T;
-    upsert(value: T): T;
-    remove(value: T): void;
-    asReadonlyArray(): ReadonlyArray<T>;
-    clear(): void;
-}
-export declare class PriorityList<T extends {
-    next: T | undefined;
-}> {
-    private readonly comparer;
-    private readonly getKeyFn;
-    private valueByKey;
-    head: T | undefined;
-    constructor(comparer: (lhs: Omit<T, 'next'>, rhs: Omit<T, 'next'>) => number, getKeyFn: (key: Omit<T, 'next'>) => string);
-    getByKey(key: string): T;
-    private make;
-    enqueue(value: Omit<T, 'next'>): void;
-    dequeue(value: Omit<T, 'next'>): void;
-    clear(): void;
-    visit(fn: (value: T) => boolean): void;
-    reduce<K>(fn: (value: T, aggregate: K) => K, initValue: K): K;
-}
-//# sourceMappingURL=collections.d.ts.map

package/dist/shared/collections.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"collections.d.ts","sourceRoot":"","sources":["../../src/shared/collections.ts"],"names":[],"mappings":"AAAA,qBAAa,GAAG,CAAC,CAAC,SAAS;IAAE,EAAE,EAAE,MAAM,CAAA;CAAE;IACvC,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAgB;gBAE1B,MAAM,CAAC,EAAE,aAAa,CAAC,CAAC,CAAC;IAMrC,GAAG,CAAC,EAAE,EAAE,MAAM;IAId,WAAW,CAAC,EAAE,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,GAAG,CAAC;IAI3C,MAAM,CAAC,KAAK,EAAE,CAAC;IAcf,MAAM,CAAC,KAAK,EAAE,CAAC;IAOf,eAAe,IAAI,aAAa,CAAC,CAAC,CAAC;IAInC,KAAK;CAGN;AAED,qBAAa,YAAY,CAAC,CAAC,SAAS;IAAE,IAAI,EAAE,CAAC,GAAG,SAAS,CAAA;CAAE;IAMvD,OAAO,CAAC,QAAQ,CAAC,QAAQ;IACzB,OAAO,CAAC,QAAQ,CAAC,QAAQ;IAN3B,OAAO,CAAC,UAAU,CAAyB;IAE3C,IAAI,EAAE,CAAC,GAAG,SAAS,CAAC;gBAGD,QAAQ,EAAE,CAAC,GAAG,EAAE,IAAI,CAAC,CAAC,EAAE,MAAM,CAAC,EAAE,GAAG,EAAE,IAAI,CAAC,CAAC,EAAE,MAAM,CAAC,KAAK,MAAM,EAChE,QAAQ,EAAE,CAAC,GAAG,EAAE,IAAI,CAAC,CAAC,EAAE,MAAM,CAAC,KAAK,MAAM;IAG7D,QAAQ,CAAC,GAAG,EAAE,MAAM,GAAG,CAAC;IAIxB,OAAO,CAAC,IAAI;IAQZ,OAAO,CAAC,KAAK,EAAE,IAAI,CAAC,CAAC,EAAE,MAAM,CAAC;IAkC9B,OAAO,CAAC,KAAK,EAAE,IAAI,CAAC,CAAC,EAAE,MAAM,CAAC;IAwB9B,KAAK;IAKL,KAAK,CAAC,EAAE,EAAE,CAAC,KAAK,EAAE,CAAC,KAAK,OAAO;IAY/B,MAAM,CAAC,CAAC,EAAE,EAAE,EAAE,CAAC,KAAK,EAAE,CAAC,EAAE,SAAS,EAAE,CAAC,KAAK,CAAC,EAAE,SAAS,EAAE,CAAC;CAS1D"}

package/dist/shared/collections.js

@@ -1,123 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.PriorityList = exports.Set = void 0;
-class Set {
-    constructor(values) {
-        this.array = [];
-        if (values) {
-            values.forEach(it => this.upsert(it));
-        }
-    }
-    get(id) {
-        return this.array.find(it => it.id == id);
-    }
-    tryGetOrSet(id, setter) {
-        var _a;
-        return (_a = this.get(id)) !== null && _a !== void 0 ? _a : this.upsert(setter());
-    }
-    upsert(value) {
-        const index = this.array.findIndex(it => it.id == value.id);
-        if (index >= 0) {
-            this.array[index] = value;
-            return value;
-        }
-        this.array.push(value);
-        return value;
-    }
-    remove(value) {
-        const index = this.array.indexOf(value);
-        if (index > -1) {
-            this.array.splice(index, 1);
-        }
-    }
-    asReadonlyArray() {
-        return this.array;
-    }
-    clear() {
-        this.array.splice(0, this.array.length);
-    }
-}
-exports.Set = Set;
-class PriorityList {
-    constructor(comparer, getKeyFn) {
-        this.comparer = comparer;
-        this.getKeyFn = getKeyFn;
-        this.valueByKey = {};
-    }
-    getByKey(key) {
-        return this.valueByKey[key];
-    }
-    make(value, next = undefined) {
-        const node = Object.assign(Object.assign({}, value), { next });
-        this.valueByKey[this.getKeyFn(node)] = node;
-        return node;
-    }
-    enqueue(value) {
-        if (!this.head) {
-            this.head = this.make(value);
-        }
-        if (this.comparer(this.head, value) > 0) {
-            this.head = this.make(value, this.head);
-        }
-        else if (this.comparer(this.head, value) == 0) {
-            this.head = this.make(value, this.head.next);
-        }
-        else {
-            this.visit(it => {
-                if (it.next) {
-                    if (this.comparer(it.next, value) == 0) {
-                        it.next = this.make(value, it.next.next);
-                        return false;
-                    }
-                    if (this.comparer(it.next, value) > 0) {
-                        it.next = this.make(value, it.next);
-                        return false;
-                    }
-                    return true;
-                }
-                else {
-                    it.next = this.make(value);
-                    return false;
-                }
-            });
-        }
-    }
-    dequeue(value) {
-        if (!this.head) {
-            return;
-        }
-        if (this.comparer(this.head, value) == 0) {
-            this.head = this.head.next;
-            delete this.valueByKey[this.getKeyFn(value)];
-        }
-        this.visit(it => {
-            if (it.next && this.comparer(it.next, value) == 0) {
-                it.next = it.next.next;
-                delete this.valueByKey[this.getKeyFn(value)];
-                return true;
-            }
-            return false;
-        });
-    }
-    clear() {
-        this.head = undefined;
-        this.valueByKey = {};
-    }
-    visit(fn) {
-        let top = this.head;
-        while (top) {
-            if (!fn(top)) {
-                break;
-            }
-            top = top.next;
-        }
-    }
-    reduce(fn, initValue) {
-        this.visit(it => {
-            initValue = fn(it, initValue);
-            return true;
-        });
-        return initValue;
-    }
-}
-exports.PriorityList = PriorityList;

package/dist/shared/collections.spec.d.ts

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

package/dist/shared/collections.spec.d.ts.map

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

package/dist/shared/collections.spec.js

@@ -1,29 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const domain_1 = require("../domain");
-const shared_1 = require("../shared");
-describe('PriorityList', () => {
-    test('should patch a best bid and ask', () => {
-        var _a;
-        const input = [
-            { rate: (0, shared_1.d)(2), quantity: (0, shared_1.d)(2) },
-            { rate: (0, shared_1.d)(2), quantity: (0, shared_1.d)(3) },
-            { rate: (0, shared_1.d)(5), quantity: (0, shared_1.d)(1) },
-            { rate: (0, shared_1.d)(5), quantity: (0, shared_1.d)(2) },
-            { rate: (0, shared_1.d)(3), quantity: (0, shared_1.d)(1) },
-            { rate: (0, shared_1.d)(1), quantity: (0, shared_1.d)(8) },
-            { rate: (0, shared_1.d)(1), quantity: (0, shared_1.d)(0) },
-            { rate: (0, shared_1.d)(3), quantity: (0, shared_1.d)(0) },
-            { rate: (0, shared_1.d)(5), quantity: (0, shared_1.d)(0) }
-        ];
-        const sut = new shared_1.PriorityList(domain_1.LiquidityAskComparer, it => it.rate.toString());
-        input.forEach(it => (it.quantity.greaterThan(0) ? sut.enqueue(it) : sut.dequeue(it)));
-        const volume = sut.reduce((it, agg) => agg.add(it.quantity.mul(it.rate)), shared_1.d.Zero);
-        const head = (_a = sut.head) !== null && _a !== void 0 ? _a : fail();
-        expect(head.rate).toEqual((0, shared_1.d)(2));
-        expect(head.quantity).toEqual((0, shared_1.d)(3));
-        expect(volume).toEqual((0, shared_1.d)(6));
-        expect(sut.getByKey((0, shared_1.d)(2).toString()).quantity).toEqual((0, shared_1.d)(3));
-        expect(sut.getByKey((0, shared_1.d)(3).toString())).toEqual(undefined);
-    });
-});

package/dist/shared/hash.d.ts

@@ -1,2 +0,0 @@
-export declare function hash(str: string): number;
-//# sourceMappingURL=hash.d.ts.map

package/dist/shared/hash.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"hash.d.ts","sourceRoot":"","sources":["../../src/shared/hash.ts"],"names":[],"mappings":"AAAA,wBAAgB,IAAI,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CASxC"}

package/dist/shared/hash.js

@@ -1,12 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.hash = void 0;
-function hash(str) {
-    let hash = 7373;
-    let i = str.length;
-    while (i) {
-        hash = (hash * 77) ^ str.charCodeAt(--i);
-    }
-    return hash >>> 0;
-}
-exports.hash = hash;

package/dist/shared/logger.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"logger.d.ts","sourceRoot":"","sources":["../../src/shared/logger.ts"],"names":[],"mappings":"AAiBA,qBAAa,MAAM;IACL,OAAO,CAAC,QAAQ,CAAC,OAAO;gBAAP,OAAO,EAAE,MAAM;IAErC,IAAI,YAAa,GAAG,aAAa,OAAO,EAAE,UAGE;IAE5C,KAAK,YAAa,GAAG,aAAa,OAAO,EAAE,UAGE;IAE7C,IAAI,YAAa,GAAG,aAAa,OAAO,EAAE,UAGE;IAE5C,KAAK,YAAa,GAAG,aAAa,OAAO,EAAE,UAGE;IAE7C,MAAM,eAA+C;CAC7D;AAED,wBAAgB,GAAG,CAAC,OAAO,EAAE,MAAM,GAAG,MAAM,CAE3C"}

package/dist/shared/logger.js

@@ -1,40 +0,0 @@
-"use strict";
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.log = exports.Logger = void 0;
-const chalk_1 = __importDefault(require("chalk"));
-const shared_1 = require("../shared");
-const colorize = (content) => {
-    let hash = 0x811c9dc5;
-    for (let i = 0; i < content.length; i++) {
-        hash ^= content.charCodeAt(i);
-        hash += (hash << 1) + (hash << 4) + (hash << 7) + (hash << 8) + (hash << 24);
-    }
-    return chalk_1.default.hex('#' + (hash * 0xfffff * 1000000).toString(16).slice(0, 6))(content);
-};
-const time = () => chalk_1.default.gray(new Date((0, shared_1.now)()).toISOString());
-class Logger {
-    constructor(context) {
-        this.context = context;
-        this.info = (message, ...params) => (params === null || params === void 0 ? void 0 : params.length)
-            ? console.info(`${this.prefix()}: ${message}`, params)
-            : console.info(`${this.prefix()}: ${message}`);
-        this.debug = (message, ...params) => (params === null || params === void 0 ? void 0 : params.length)
-            ? console.debug(`${this.prefix()}: ${message}`, params)
-            : console.debug(`${this.prefix()}: ${message}`);
-        this.warn = (message, ...params) => (params === null || params === void 0 ? void 0 : params.length)
-            ? console.warn(`${this.prefix()}: ${message}`, params)
-            : console.warn(`${this.prefix()}: ${message}`);
-        this.error = (message, ...params) => (params === null || params === void 0 ? void 0 : params.length)
-            ? console.error(`${this.prefix()}: ${message}`, params)
-            : console.error(`${this.prefix()}: ${message}`);
-        this.prefix = () => `${time()} ${colorize(this.context)}`;
-    }
-}
-exports.Logger = Logger;
-function log(context) {
-    return new Logger(context);
-}
-exports.log = log;

package/dist/shared/policy.d.ts

@@ -1,2 +0,0 @@
-export declare function retry<T>(fn: () => Promise<T>): Promise<T>;
-//# sourceMappingURL=policy.d.ts.map

package/dist/shared/policy.d.ts.map

@@ -1 +0,0 @@
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