@quantform/core 0.6.7 → 0.7.0-beta.5

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (576) hide show
  1. package/dist/as-readonly.d.ts +3 -0
  2. package/dist/as-readonly.d.ts.map +1 -0
  3. package/dist/as-readonly.js +8 -0
  4. package/dist/{domain → asset}/asset.d.ts +1 -0
  5. package/dist/asset/asset.d.ts.map +1 -0
  6. package/dist/{domain → asset}/asset.js +8 -5
  7. package/dist/{domain → asset}/asset.spec.d.ts.map +1 -1
  8. package/dist/{domain → asset}/asset.spec.js +12 -12
  9. package/dist/asset/index.d.ts +2 -0
  10. package/dist/asset/index.d.ts.map +1 -0
  11. package/dist/{adapter/paper → asset}/index.js +1 -2
  12. package/dist/cli/dev.d.ts.map +1 -1
  13. package/dist/cli/dev.js +13 -9
  14. package/dist/cli/index.js +4 -4
  15. package/dist/cli/pull.d.ts.map +1 -1
  16. package/dist/cli/pull.js +48 -18
  17. package/dist/cli/{test.d.ts → replay.d.ts} +1 -1
  18. package/dist/cli/replay.d.ts.map +1 -0
  19. package/dist/cli/{test.js → replay.js} +16 -19
  20. package/dist/cli/run.d.ts.map +1 -1
  21. package/dist/cli/run.js +14 -9
  22. package/dist/component/distinct-until-timesamp-changed.d.ts +5 -0
  23. package/dist/component/distinct-until-timesamp-changed.d.ts.map +1 -0
  24. package/dist/component/distinct-until-timesamp-changed.js +9 -0
  25. package/dist/{domain → component}/error.d.ts +1 -1
  26. package/dist/component/error.d.ts.map +1 -0
  27. package/dist/component/index.d.ts +8 -0
  28. package/dist/component/index.d.ts.map +1 -0
  29. package/dist/{store → component}/index.js +7 -10
  30. package/dist/{domain → component}/ohlc-operator.d.ts +1 -1
  31. package/dist/component/ohlc-operator.d.ts.map +1 -0
  32. package/dist/{domain → component}/ohlc-operator.js +4 -4
  33. package/dist/component/ohlc-operator.spec.d.ts.map +1 -0
  34. package/dist/component/ohlc-operator.spec.js +110 -0
  35. package/dist/component/ohlc.d.ts.map +1 -0
  36. package/dist/{domain → component}/ohlc.spec.d.ts.map +1 -1
  37. package/dist/{domain → component}/ohlc.spec.js +3 -3
  38. package/dist/component/timeframe.d.ts.map +1 -0
  39. package/dist/core.d.ts +3 -0
  40. package/dist/core.d.ts.map +1 -0
  41. package/dist/core.js +15 -0
  42. package/dist/defined.d.ts +3 -0
  43. package/dist/defined.d.ts.map +1 -0
  44. package/dist/defined.js +8 -0
  45. package/dist/exclude.d.ts +3 -0
  46. package/dist/exclude.d.ts.map +1 -0
  47. package/dist/exclude.js +8 -0
  48. package/dist/index.d.ts +25 -27
  49. package/dist/index.d.ts.map +1 -1
  50. package/dist/index.js +25 -67
  51. package/dist/{domain → instrument/commission}/commission.d.ts +1 -1
  52. package/dist/instrument/commission/commission.d.ts.map +1 -0
  53. package/dist/{domain → instrument/commission}/commission.js +2 -2
  54. package/dist/instrument/commission/commission.spec.d.ts.map +1 -0
  55. package/dist/{domain → instrument/commission}/commission.spec.js +6 -6
  56. package/dist/instrument/index.d.ts +3 -0
  57. package/dist/instrument/index.d.ts.map +1 -0
  58. package/dist/{adapter → instrument}/index.js +2 -5
  59. package/dist/{domain → instrument}/instrument.d.ts +4 -4
  60. package/dist/instrument/instrument.d.ts.map +1 -0
  61. package/dist/{domain → instrument}/instrument.js +11 -10
  62. package/dist/instrument/instrument.spec.d.ts.map +1 -0
  63. package/dist/{domain → instrument}/instrument.spec.js +10 -10
  64. package/dist/make-test-module.d.ts +13 -0
  65. package/dist/make-test-module.d.ts.map +1 -0
  66. package/dist/make-test-module.js +46 -0
  67. package/dist/module.d.ts +57 -0
  68. package/dist/module.d.ts.map +1 -0
  69. package/dist/module.js +136 -0
  70. package/dist/module.spec.d.ts +2 -0
  71. package/dist/module.spec.d.ts.map +1 -0
  72. package/dist/module.spec.js +86 -0
  73. package/dist/not-found.d.ts +2 -0
  74. package/dist/not-found.d.ts.map +1 -0
  75. package/dist/{domain/component.js → not-found.js} +2 -0
  76. package/dist/replay/index.d.ts +7 -0
  77. package/dist/replay/index.d.ts.map +1 -0
  78. package/dist/replay/index.js +22 -0
  79. package/dist/replay/use-replay-coordinator.d.ts +10 -0
  80. package/dist/replay/use-replay-coordinator.d.ts.map +1 -0
  81. package/dist/replay/use-replay-coordinator.js +119 -0
  82. package/dist/replay/use-replay-options.d.ts +15 -0
  83. package/dist/replay/use-replay-options.d.ts.map +1 -0
  84. package/dist/replay/use-replay-options.js +20 -0
  85. package/dist/replay/use-replay-reader.d.ts +7 -0
  86. package/dist/replay/use-replay-reader.d.ts.map +1 -0
  87. package/dist/replay/use-replay-reader.js +32 -0
  88. package/dist/replay/use-replay-reader.spec.d.ts +2 -0
  89. package/dist/replay/use-replay-reader.spec.d.ts.map +1 -0
  90. package/dist/replay/use-replay-reader.spec.js +58 -0
  91. package/dist/replay/use-replay-storage.d.ts +10 -0
  92. package/dist/replay/use-replay-storage.d.ts.map +1 -0
  93. package/dist/replay/use-replay-storage.js +10 -0
  94. package/dist/replay/use-replay-writer.d.ts +6 -0
  95. package/dist/replay/use-replay-writer.d.ts.map +1 -0
  96. package/dist/replay/use-replay-writer.js +14 -0
  97. package/dist/replay/use-replay-writer.spec.d.ts +2 -0
  98. package/dist/replay/use-replay-writer.spec.d.ts.map +1 -0
  99. package/dist/replay/use-replay-writer.spec.js +53 -0
  100. package/dist/replay/use-replay.d.ts +10 -0
  101. package/dist/replay/use-replay.d.ts.map +1 -0
  102. package/dist/replay/use-replay.js +32 -0
  103. package/dist/replay/use-replay.spec.d.ts +2 -0
  104. package/dist/replay/use-replay.spec.d.ts.map +1 -0
  105. package/dist/replay/use-replay.spec.js +106 -0
  106. package/dist/replay/with-replay.d.ts +4 -0
  107. package/dist/replay/with-replay.d.ts.map +1 -0
  108. package/dist/replay/with-replay.js +8 -0
  109. package/dist/session/index.d.ts +4 -0
  110. package/dist/session/index.d.ts.map +1 -0
  111. package/dist/{adapter/backtester → session}/index.js +3 -4
  112. package/dist/session/use-session-object.d.ts +18 -0
  113. package/dist/session/use-session-object.d.ts.map +1 -0
  114. package/dist/session/use-session-object.js +13 -0
  115. package/dist/session/use-session-storage.d.ts +2 -0
  116. package/dist/session/use-session-storage.d.ts.map +1 -0
  117. package/dist/session/use-session-storage.js +10 -0
  118. package/dist/session/use-session.d.ts +4 -0
  119. package/dist/session/use-session.d.ts.map +1 -0
  120. package/dist/session/use-session.js +7 -0
  121. package/dist/shared/datetime.d.ts +1 -1
  122. package/dist/shared/datetime.d.ts.map +1 -1
  123. package/dist/shared/decimals.d.ts.map +1 -1
  124. package/dist/shared/decimals.js +5 -0
  125. package/dist/shared/index.d.ts +0 -4
  126. package/dist/shared/index.d.ts.map +1 -1
  127. package/dist/shared/index.js +0 -4
  128. package/dist/simulator/index.d.ts +2 -0
  129. package/dist/simulator/index.d.ts.map +1 -0
  130. package/dist/simulator/index.js +17 -0
  131. package/dist/simulator/use-simulator.d.ts +2 -0
  132. package/dist/simulator/use-simulator.d.ts.map +1 -0
  133. package/dist/simulator/use-simulator.js +9 -0
  134. package/dist/simulator/use-simulator.spec.d.ts +2 -0
  135. package/dist/simulator/use-simulator.spec.d.ts.map +1 -0
  136. package/dist/simulator/use-simulator.spec.js +49 -0
  137. package/dist/storage/in-memory/in-memory-storage.d.ts +9 -0
  138. package/dist/storage/in-memory/in-memory-storage.d.ts.map +1 -0
  139. package/dist/storage/in-memory/in-memory-storage.factory.d.ts +6 -0
  140. package/dist/storage/in-memory/in-memory-storage.factory.d.ts.map +1 -0
  141. package/dist/storage/in-memory/in-memory-storage.factory.js +23 -0
  142. package/dist/storage/in-memory/in-memory-storage.js +72 -0
  143. package/dist/storage/in-memory/in-memory-storage.spec.d.ts +2 -0
  144. package/dist/storage/in-memory/in-memory-storage.spec.d.ts.map +1 -0
  145. package/dist/storage/in-memory/in-memory-storage.spec.js +167 -0
  146. package/dist/storage/in-memory/index.d.ts +3 -0
  147. package/dist/storage/in-memory/index.d.ts.map +1 -0
  148. package/dist/storage/in-memory/index.js +18 -0
  149. package/dist/storage/index.d.ts +4 -4
  150. package/dist/storage/index.d.ts.map +1 -1
  151. package/dist/storage/index.js +4 -4
  152. package/dist/storage/storage.d.ts +51 -61
  153. package/dist/storage/storage.d.ts.map +1 -1
  154. package/dist/storage/storage.js +20 -85
  155. package/dist/storage/use-cache.d.ts +4 -0
  156. package/dist/storage/use-cache.d.ts.map +1 -0
  157. package/dist/storage/use-cache.js +34 -0
  158. package/dist/storage/use-cache.spec.d.ts +2 -0
  159. package/dist/storage/use-cache.spec.d.ts.map +1 -0
  160. package/dist/storage/use-cache.spec.js +36 -0
  161. package/dist/storage/use-storage-factory.d.ts +10 -0
  162. package/dist/storage/use-storage-factory.d.ts.map +1 -0
  163. package/dist/storage/use-storage-factory.js +14 -0
  164. package/dist/storage/use-storage.d.ts +3 -0
  165. package/dist/storage/use-storage.d.ts.map +1 -0
  166. package/dist/storage/use-storage.js +11 -0
  167. package/dist/strat.d.ts +7 -0
  168. package/dist/strat.d.ts.map +1 -0
  169. package/dist/strat.js +7 -0
  170. package/dist/use-execution-mode.d.ts +29 -0
  171. package/dist/use-execution-mode.d.ts.map +1 -0
  172. package/dist/use-execution-mode.js +37 -0
  173. package/dist/use-hash.d.ts +5 -0
  174. package/dist/use-hash.d.ts.map +1 -0
  175. package/dist/use-hash.js +7 -0
  176. package/dist/use-hash.spec.d.ts +2 -0
  177. package/dist/use-hash.spec.d.ts.map +1 -0
  178. package/dist/use-hash.spec.js +16 -0
  179. package/dist/use-lock.d.ts +9 -0
  180. package/dist/use-lock.d.ts.map +1 -0
  181. package/dist/use-lock.js +40 -0
  182. package/dist/{shared/logger.d.ts → use-logger.d.ts} +6 -7
  183. package/dist/use-logger.d.ts.map +1 -0
  184. package/dist/use-logger.js +37 -0
  185. package/dist/use-memo.d.ts +21 -0
  186. package/dist/use-memo.d.ts.map +1 -0
  187. package/dist/use-memo.js +35 -0
  188. package/dist/use-memo.spec.d.ts +2 -0
  189. package/dist/use-memo.spec.d.ts.map +1 -0
  190. package/dist/use-memo.spec.js +35 -0
  191. package/dist/use-request.d.ts +16 -0
  192. package/dist/use-request.d.ts.map +1 -0
  193. package/dist/use-request.js +27 -0
  194. package/dist/use-socket.d.ts +6 -0
  195. package/dist/use-socket.d.ts.map +1 -0
  196. package/dist/use-socket.js +52 -0
  197. package/dist/use-state.d.ts +4 -0
  198. package/dist/use-state.d.ts.map +1 -0
  199. package/dist/use-state.js +24 -0
  200. package/dist/use-state.spec.d.ts +2 -0
  201. package/dist/use-state.spec.d.ts.map +1 -0
  202. package/dist/use-state.spec.js +36 -0
  203. package/dist/use-timestamp.d.ts +2 -0
  204. package/dist/use-timestamp.d.ts.map +1 -0
  205. package/dist/use-timestamp.js +13 -0
  206. package/dist/use.d.ts +5 -0
  207. package/dist/use.d.ts.map +1 -0
  208. package/dist/use.js +20 -0
  209. package/dist/use.spec.d.ts +2 -0
  210. package/dist/use.spec.d.ts.map +1 -0
  211. package/dist/use.spec.js +47 -0
  212. package/package.json +13 -10
  213. package/src/as-readonly.ts +5 -0
  214. package/src/{domain → asset}/asset.spec.ts +1 -1
  215. package/src/{domain → asset}/asset.ts +5 -1
  216. package/src/asset/index.ts +1 -0
  217. package/src/cli/dev.ts +16 -11
  218. package/src/cli/index.ts +3 -3
  219. package/src/cli/pull.ts +20 -8
  220. package/src/cli/replay.ts +31 -0
  221. package/src/cli/run.ts +15 -11
  222. package/src/component/distinct-until-timesamp-changed.ts +11 -0
  223. package/src/{domain → component}/error.ts +1 -1
  224. package/src/component/index.ts +7 -0
  225. package/src/{domain → component}/ohlc-operator.spec.ts +1 -1
  226. package/src/{domain → component}/ohlc-operator.ts +1 -1
  227. package/src/{domain → component}/ohlc.spec.ts +1 -1
  228. package/src/core.ts +14 -0
  229. package/src/defined.ts +6 -0
  230. package/src/exclude.ts +9 -0
  231. package/src/index.ts +25 -79
  232. package/src/{domain → instrument/commission}/commission.spec.ts +2 -1
  233. package/src/instrument/index.ts +2 -0
  234. package/src/{domain → instrument}/instrument.spec.ts +1 -1
  235. package/src/{domain → instrument}/instrument.ts +9 -14
  236. package/src/make-test-module.ts +46 -0
  237. package/src/module.spec.ts +74 -0
  238. package/src/module.ts +156 -0
  239. package/src/not-found.ts +1 -0
  240. package/src/replay/index.ts +6 -0
  241. package/src/replay/use-replay-coordinator.ts +142 -0
  242. package/src/replay/use-replay-options.ts +23 -0
  243. package/src/replay/use-replay-reader.spec.ts +64 -0
  244. package/src/replay/use-replay-reader.ts +23 -0
  245. package/src/replay/use-replay-storage.ts +8 -0
  246. package/src/replay/use-replay-writer.spec.ts +56 -0
  247. package/src/replay/use-replay-writer.ts +17 -0
  248. package/src/replay/use-replay.spec.ts +132 -0
  249. package/src/replay/use-replay.ts +34 -0
  250. package/src/replay/with-replay.ts +10 -0
  251. package/src/session/index.ts +3 -0
  252. package/src/session/use-session-object.ts +26 -0
  253. package/src/session/use-session-storage.ts +9 -0
  254. package/src/session/use-session.ts +5 -0
  255. package/src/shared/decimals.ts +5 -0
  256. package/src/shared/index.ts +0 -4
  257. package/src/simulator/index.ts +1 -0
  258. package/src/simulator/use-simulator.spec.ts +54 -0
  259. package/src/simulator/use-simulator.ts +7 -0
  260. package/src/storage/in-memory/in-memory-storage.factory.ts +16 -0
  261. package/src/storage/in-memory/in-memory-storage.spec.ts +193 -0
  262. package/src/storage/in-memory/in-memory-storage.ts +80 -0
  263. package/src/storage/in-memory/index.ts +2 -0
  264. package/src/storage/index.ts +4 -4
  265. package/src/storage/storage.ts +63 -119
  266. package/src/storage/use-cache.spec.ts +31 -0
  267. package/src/storage/use-cache.ts +50 -0
  268. package/src/storage/use-storage-factory.ts +17 -0
  269. package/src/storage/use-storage.ts +11 -0
  270. package/src/strat.ts +7 -0
  271. package/src/use-execution-mode.ts +41 -0
  272. package/src/use-hash.spec.ts +16 -0
  273. package/src/use-hash.ts +5 -0
  274. package/src/use-lock.ts +52 -0
  275. package/src/use-logger.ts +47 -0
  276. package/src/use-memo.spec.ts +30 -0
  277. package/src/use-memo.ts +35 -0
  278. package/src/use-request.ts +47 -0
  279. package/src/use-socket.ts +59 -0
  280. package/src/use-state.spec.ts +31 -0
  281. package/src/use-state.ts +30 -0
  282. package/src/use-timestamp.ts +12 -0
  283. package/src/use.spec.ts +46 -0
  284. package/src/use.ts +33 -0
  285. package/dist/adapter/adapter-aggregate.d.ts +0 -57
  286. package/dist/adapter/adapter-aggregate.d.ts.map +0 -1
  287. package/dist/adapter/adapter-aggregate.js +0 -158
  288. package/dist/adapter/adapter.d.ts +0 -53
  289. package/dist/adapter/adapter.d.ts.map +0 -1
  290. package/dist/adapter/adapter.js +0 -20
  291. package/dist/adapter/backtester/backtester-adapter.d.ts +0 -26
  292. package/dist/adapter/backtester/backtester-adapter.d.ts.map +0 -1
  293. package/dist/adapter/backtester/backtester-adapter.js +0 -67
  294. package/dist/adapter/backtester/backtester-cursor.d.ts +0 -16
  295. package/dist/adapter/backtester/backtester-cursor.d.ts.map +0 -1
  296. package/dist/adapter/backtester/backtester-cursor.js +0 -52
  297. package/dist/adapter/backtester/backtester-cursor.spec.d.ts +0 -2
  298. package/dist/adapter/backtester/backtester-cursor.spec.d.ts.map +0 -1
  299. package/dist/adapter/backtester/backtester-cursor.spec.js +0 -47
  300. package/dist/adapter/backtester/backtester-streamer.d.ts +0 -50
  301. package/dist/adapter/backtester/backtester-streamer.d.ts.map +0 -1
  302. package/dist/adapter/backtester/backtester-streamer.js +0 -118
  303. package/dist/adapter/backtester/backtester-streamer.spec.d.ts +0 -2
  304. package/dist/adapter/backtester/backtester-streamer.spec.d.ts.map +0 -1
  305. package/dist/adapter/backtester/backtester-streamer.spec.js +0 -45
  306. package/dist/adapter/backtester/error.d.ts +0 -7
  307. package/dist/adapter/backtester/error.d.ts.map +0 -1
  308. package/dist/adapter/backtester/error.js +0 -15
  309. package/dist/adapter/backtester/index.d.ts +0 -5
  310. package/dist/adapter/backtester/index.d.ts.map +0 -1
  311. package/dist/adapter/error.d.ts +0 -10
  312. package/dist/adapter/error.d.ts.map +0 -1
  313. package/dist/adapter/error.js +0 -21
  314. package/dist/adapter/index.d.ts +0 -6
  315. package/dist/adapter/index.d.ts.map +0 -1
  316. package/dist/adapter/paper/engine/paper-engine.d.ts +0 -12
  317. package/dist/adapter/paper/engine/paper-engine.d.ts.map +0 -1
  318. package/dist/adapter/paper/engine/paper-engine.js +0 -108
  319. package/dist/adapter/paper/engine/paper-engine.spec.d.ts +0 -2
  320. package/dist/adapter/paper/engine/paper-engine.spec.d.ts.map +0 -1
  321. package/dist/adapter/paper/engine/paper-engine.spec.js +0 -63
  322. package/dist/adapter/paper/index.d.ts +0 -3
  323. package/dist/adapter/paper/index.d.ts.map +0 -1
  324. package/dist/adapter/paper/paper-adapter.d.ts +0 -28
  325. package/dist/adapter/paper/paper-adapter.d.ts.map +0 -1
  326. package/dist/adapter/paper/paper-adapter.js +0 -88
  327. package/dist/cli/test.d.ts.map +0 -1
  328. package/dist/domain/asset.d.ts.map +0 -1
  329. package/dist/domain/balance-operator.d.ts +0 -5
  330. package/dist/domain/balance-operator.d.ts.map +0 -1
  331. package/dist/domain/balance-operator.js +0 -9
  332. package/dist/domain/balance-operator.spec.d.ts +0 -2
  333. package/dist/domain/balance-operator.spec.d.ts.map +0 -1
  334. package/dist/domain/balance-operator.spec.js +0 -21
  335. package/dist/domain/balance.d.ts +0 -46
  336. package/dist/domain/balance.d.ts.map +0 -1
  337. package/dist/domain/balance.js +0 -79
  338. package/dist/domain/balance.spec.d.ts +0 -2
  339. package/dist/domain/balance.spec.d.ts.map +0 -1
  340. package/dist/domain/balance.spec.js +0 -32
  341. package/dist/domain/commission.d.ts.map +0 -1
  342. package/dist/domain/commission.spec.d.ts.map +0 -1
  343. package/dist/domain/component.d.ts +0 -6
  344. package/dist/domain/component.d.ts.map +0 -1
  345. package/dist/domain/error.d.ts.map +0 -1
  346. package/dist/domain/index.d.ts +0 -22
  347. package/dist/domain/index.d.ts.map +0 -1
  348. package/dist/domain/index.js +0 -37
  349. package/dist/domain/instrument-operator.d.ts +0 -6
  350. package/dist/domain/instrument-operator.d.ts.map +0 -1
  351. package/dist/domain/instrument-operator.js +0 -13
  352. package/dist/domain/instrument-operator.spec.d.ts +0 -2
  353. package/dist/domain/instrument-operator.spec.d.ts.map +0 -1
  354. package/dist/domain/instrument-operator.spec.js +0 -21
  355. package/dist/domain/instrument.d.ts.map +0 -1
  356. package/dist/domain/instrument.spec.d.ts.map +0 -1
  357. package/dist/domain/ohlc-operator.d.ts.map +0 -1
  358. package/dist/domain/ohlc-operator.spec.d.ts.map +0 -1
  359. package/dist/domain/ohlc-operator.spec.js +0 -110
  360. package/dist/domain/ohlc.d.ts.map +0 -1
  361. package/dist/domain/order-operator.d.ts +0 -6
  362. package/dist/domain/order-operator.d.ts.map +0 -1
  363. package/dist/domain/order-operator.js +0 -16
  364. package/dist/domain/order-operator.spec.d.ts +0 -2
  365. package/dist/domain/order-operator.spec.d.ts.map +0 -1
  366. package/dist/domain/order-operator.spec.js +0 -61
  367. package/dist/domain/order.d.ts +0 -21
  368. package/dist/domain/order.d.ts.map +0 -1
  369. package/dist/domain/order.js +0 -41
  370. package/dist/domain/order.spec.d.ts +0 -2
  371. package/dist/domain/order.spec.d.ts.map +0 -1
  372. package/dist/domain/order.spec.js +0 -27
  373. package/dist/domain/orderbook-operator.d.ts +0 -5
  374. package/dist/domain/orderbook-operator.d.ts.map +0 -1
  375. package/dist/domain/orderbook-operator.js +0 -9
  376. package/dist/domain/orderbook-operator.spec.d.ts +0 -2
  377. package/dist/domain/orderbook-operator.spec.d.ts.map +0 -1
  378. package/dist/domain/orderbook-operator.spec.js +0 -19
  379. package/dist/domain/orderbook.d.ts +0 -31
  380. package/dist/domain/orderbook.d.ts.map +0 -1
  381. package/dist/domain/orderbook.js +0 -23
  382. package/dist/domain/orderbook.spec.d.ts +0 -2
  383. package/dist/domain/orderbook.spec.d.ts.map +0 -1
  384. package/dist/domain/orderbook.spec.js +0 -11
  385. package/dist/domain/position-operator.d.ts +0 -11
  386. package/dist/domain/position-operator.d.ts.map +0 -1
  387. package/dist/domain/position-operator.js +0 -44
  388. package/dist/domain/position-operator.spec.d.ts +0 -2
  389. package/dist/domain/position-operator.spec.d.ts.map +0 -1
  390. package/dist/domain/position-operator.spec.js +0 -44
  391. package/dist/domain/position.d.ts +0 -19
  392. package/dist/domain/position.d.ts.map +0 -1
  393. package/dist/domain/position.js +0 -25
  394. package/dist/domain/position.spec.d.ts +0 -2
  395. package/dist/domain/position.spec.d.ts.map +0 -1
  396. package/dist/domain/position.spec.js +0 -28
  397. package/dist/domain/session-builder.d.ts +0 -58
  398. package/dist/domain/session-builder.d.ts.map +0 -1
  399. package/dist/domain/session-builder.js +0 -101
  400. package/dist/domain/session.d.ts +0 -77
  401. package/dist/domain/session.d.ts.map +0 -1
  402. package/dist/domain/session.js +0 -156
  403. package/dist/domain/session.spec.d.ts +0 -2
  404. package/dist/domain/session.spec.d.ts.map +0 -1
  405. package/dist/domain/session.spec.js +0 -17
  406. package/dist/domain/timeframe.d.ts.map +0 -1
  407. package/dist/domain/trade-operator.d.ts +0 -5
  408. package/dist/domain/trade-operator.d.ts.map +0 -1
  409. package/dist/domain/trade-operator.js +0 -9
  410. package/dist/domain/trade-operator.spec.d.ts +0 -2
  411. package/dist/domain/trade-operator.spec.d.ts.map +0 -1
  412. package/dist/domain/trade-operator.spec.js +0 -21
  413. package/dist/domain/trade.d.ts +0 -17
  414. package/dist/domain/trade.d.ts.map +0 -1
  415. package/dist/domain/trade.js +0 -20
  416. package/dist/domain/trade.spec.d.ts +0 -2
  417. package/dist/domain/trade.spec.d.ts.map +0 -1
  418. package/dist/domain/trade.spec.js +0 -11
  419. package/dist/shared/collections.d.ts +0 -29
  420. package/dist/shared/collections.d.ts.map +0 -1
  421. package/dist/shared/collections.js +0 -123
  422. package/dist/shared/collections.spec.d.ts +0 -2
  423. package/dist/shared/collections.spec.d.ts.map +0 -1
  424. package/dist/shared/collections.spec.js +0 -29
  425. package/dist/shared/hash.d.ts +0 -2
  426. package/dist/shared/hash.d.ts.map +0 -1
  427. package/dist/shared/hash.js +0 -12
  428. package/dist/shared/logger.d.ts.map +0 -1
  429. package/dist/shared/logger.js +0 -40
  430. package/dist/shared/policy.d.ts +0 -2
  431. package/dist/shared/policy.d.ts.map +0 -1
  432. package/dist/shared/policy.js +0 -8
  433. package/dist/storage/cache.d.ts +0 -10
  434. package/dist/storage/cache.d.ts.map +0 -1
  435. package/dist/storage/cache.js +0 -43
  436. package/dist/storage/cache.spec.d.ts +0 -2
  437. package/dist/storage/cache.spec.d.ts.map +0 -1
  438. package/dist/storage/cache.spec.js +0 -25
  439. package/dist/storage/feed.d.ts +0 -38
  440. package/dist/storage/feed.d.ts.map +0 -1
  441. package/dist/storage/feed.js +0 -108
  442. package/dist/storage/measurement.d.ts +0 -34
  443. package/dist/storage/measurement.d.ts.map +0 -1
  444. package/dist/storage/measurement.js +0 -59
  445. package/dist/store/error.d.ts +0 -23
  446. package/dist/store/error.d.ts.map +0 -1
  447. package/dist/store/error.js +0 -45
  448. package/dist/store/index.d.ts +0 -11
  449. package/dist/store/index.d.ts.map +0 -1
  450. package/dist/store/store-balance-event.d.ts +0 -26
  451. package/dist/store/store-balance-event.d.ts.map +0 -1
  452. package/dist/store/store-balance-event.js +0 -59
  453. package/dist/store/store-balance-event.spec.d.ts +0 -2
  454. package/dist/store/store-balance-event.spec.d.ts.map +0 -1
  455. package/dist/store/store-balance-event.spec.js +0 -24
  456. package/dist/store/store-event.d.ts +0 -7
  457. package/dist/store/store-event.d.ts.map +0 -1
  458. package/dist/store/store-event.js +0 -2
  459. package/dist/store/store-instrument-event.d.ts +0 -21
  460. package/dist/store/store-instrument-event.d.ts.map +0 -1
  461. package/dist/store/store-instrument-event.js +0 -59
  462. package/dist/store/store-instrument-event.spec.d.ts +0 -2
  463. package/dist/store/store-instrument-event.spec.d.ts.map +0 -1
  464. package/dist/store/store-instrument-event.spec.js +0 -22
  465. package/dist/store/store-order-event.d.ts +0 -63
  466. package/dist/store/store-order-event.d.ts.map +0 -1
  467. package/dist/store/store-order-event.js +0 -223
  468. package/dist/store/store-order-event.spec.d.ts +0 -2
  469. package/dist/store/store-order-event.spec.d.ts.map +0 -1
  470. package/dist/store/store-order-event.spec.js +0 -23
  471. package/dist/store/store-orderbook-event.d.ts +0 -12
  472. package/dist/store/store-orderbook-event.d.ts.map +0 -1
  473. package/dist/store/store-orderbook-event.js +0 -43
  474. package/dist/store/store-orderbook-event.spec.d.ts +0 -2
  475. package/dist/store/store-orderbook-event.spec.d.ts.map +0 -1
  476. package/dist/store/store-orderbook-event.spec.js +0 -27
  477. package/dist/store/store-position-event.d.ts +0 -21
  478. package/dist/store/store-position-event.d.ts.map +0 -1
  479. package/dist/store/store-position-event.js +0 -96
  480. package/dist/store/store-state.d.ts +0 -28
  481. package/dist/store/store-state.d.ts.map +0 -1
  482. package/dist/store/store-state.js +0 -29
  483. package/dist/store/store-trade-event.d.ts +0 -16
  484. package/dist/store/store-trade-event.d.ts.map +0 -1
  485. package/dist/store/store-trade-event.js +0 -34
  486. package/dist/store/store-trade-event.spec.d.ts +0 -2
  487. package/dist/store/store-trade-event.spec.d.ts.map +0 -1
  488. package/dist/store/store-trade-event.spec.js +0 -44
  489. package/dist/store/store.d.ts +0 -14
  490. package/dist/store/store.d.ts.map +0 -1
  491. package/dist/store/store.js +0 -35
  492. package/dist/store/store.spec.d.ts +0 -2
  493. package/dist/store/store.spec.d.ts.map +0 -1
  494. package/dist/store/store.spec.js +0 -122
  495. package/src/adapter/adapter-aggregate.ts +0 -185
  496. package/src/adapter/adapter.ts +0 -82
  497. package/src/adapter/backtester/backtester-adapter.ts +0 -100
  498. package/src/adapter/backtester/backtester-cursor.spec.ts +0 -44
  499. package/src/adapter/backtester/backtester-cursor.ts +0 -47
  500. package/src/adapter/backtester/backtester-streamer.spec.ts +0 -60
  501. package/src/adapter/backtester/backtester-streamer.ts +0 -158
  502. package/src/adapter/backtester/error.ts +0 -11
  503. package/src/adapter/backtester/index.ts +0 -4
  504. package/src/adapter/error.ts +0 -19
  505. package/src/adapter/index.ts +0 -5
  506. package/src/adapter/paper/engine/paper-engine.spec.ts +0 -110
  507. package/src/adapter/paper/engine/paper-engine.ts +0 -136
  508. package/src/adapter/paper/index.ts +0 -2
  509. package/src/adapter/paper/paper-adapter.ts +0 -118
  510. package/src/cli/test.ts +0 -41
  511. package/src/domain/balance-operator.spec.ts +0 -23
  512. package/src/domain/balance-operator.ts +0 -14
  513. package/src/domain/balance.spec.ts +0 -46
  514. package/src/domain/balance.ts +0 -110
  515. package/src/domain/component.ts +0 -6
  516. package/src/domain/index.ts +0 -21
  517. package/src/domain/instrument-operator.spec.ts +0 -38
  518. package/src/domain/instrument-operator.ts +0 -25
  519. package/src/domain/order-operator.spec.ts +0 -89
  520. package/src/domain/order-operator.ts +0 -24
  521. package/src/domain/order.spec.ts +0 -40
  522. package/src/domain/order.ts +0 -65
  523. package/src/domain/orderbook-operator.spec.ts +0 -42
  524. package/src/domain/orderbook-operator.ts +0 -14
  525. package/src/domain/orderbook.spec.ts +0 -23
  526. package/src/domain/orderbook.ts +0 -32
  527. package/src/domain/position-operator.spec.ts +0 -67
  528. package/src/domain/position-operator.ts +0 -74
  529. package/src/domain/position.spec.ts +0 -40
  530. package/src/domain/position.ts +0 -33
  531. package/src/domain/session-builder.ts +0 -158
  532. package/src/domain/session.spec.ts +0 -33
  533. package/src/domain/session.ts +0 -261
  534. package/src/domain/trade-operator.spec.ts +0 -30
  535. package/src/domain/trade-operator.ts +0 -14
  536. package/src/domain/trade.spec.ts +0 -18
  537. package/src/domain/trade.ts +0 -22
  538. package/src/shared/collections.spec.ts +0 -34
  539. package/src/shared/collections.ts +0 -154
  540. package/src/shared/hash.ts +0 -10
  541. package/src/shared/logger.ts +0 -46
  542. package/src/shared/policy.ts +0 -5
  543. package/src/storage/cache.spec.ts +0 -17
  544. package/src/storage/cache.ts +0 -37
  545. package/src/storage/feed.ts +0 -124
  546. package/src/storage/measurement.ts +0 -56
  547. package/src/store/error.ts +0 -47
  548. package/src/store/index.ts +0 -10
  549. package/src/store/store-balance-event.spec.ts +0 -28
  550. package/src/store/store-balance-event.ts +0 -72
  551. package/src/store/store-event.ts +0 -8
  552. package/src/store/store-instrument-event.spec.ts +0 -25
  553. package/src/store/store-instrument-event.ts +0 -87
  554. package/src/store/store-order-event.spec.ts +0 -33
  555. package/src/store/store-order-event.ts +0 -288
  556. package/src/store/store-orderbook-event.spec.ts +0 -38
  557. package/src/store/store-orderbook-event.ts +0 -60
  558. package/src/store/store-position-event.ts +0 -125
  559. package/src/store/store-state.ts +0 -48
  560. package/src/store/store-trade-event.spec.ts +0 -61
  561. package/src/store/store-trade-event.ts +0 -46
  562. package/src/store/store.spec.ts +0 -196
  563. package/src/store/store.ts +0 -40
  564. package/dist/{domain → asset}/asset.spec.d.ts +0 -0
  565. package/dist/{domain → component}/error.js +0 -0
  566. package/dist/{domain → component}/ohlc-operator.spec.d.ts +0 -0
  567. package/dist/{domain → component}/ohlc.d.ts +0 -0
  568. package/dist/{domain → component}/ohlc.js +0 -0
  569. package/dist/{domain → component}/ohlc.spec.d.ts +0 -0
  570. package/dist/{domain → component}/timeframe.d.ts +0 -0
  571. package/dist/{domain → component}/timeframe.js +1 -1
  572. /package/dist/{domain → instrument/commission}/commission.spec.d.ts +0 -0
  573. /package/dist/{domain → instrument}/instrument.spec.d.ts +0 -0
  574. /package/src/{domain → component}/ohlc.ts +0 -0
  575. /package/src/{domain → component}/timeframe.ts +0 -0
  576. /package/src/{domain → instrument/commission}/commission.ts +0 -0
@@ -1,8 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.retry = void 0;
4
- const ts_retry_1 = require("ts-retry");
5
- function retry(fn) {
6
- return (0, ts_retry_1.retryAsync)(fn, { delay: 1000, maxTry: 3 });
7
- }
8
- exports.retry = retry;
@@ -1,10 +0,0 @@
1
- import { Storage } from '../storage';
2
- export declare class Cache {
3
- private readonly storage;
4
- constructor(storage: Storage);
5
- tryGet<T>(getter: () => Promise<T>, options: {
6
- key: string;
7
- ttl?: number;
8
- }): Promise<T>;
9
- }
10
- //# sourceMappingURL=cache.d.ts.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"cache.d.ts","sourceRoot":"","sources":["../../src/storage/cache.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,OAAO,EAAE,MAAM,cAAc,CAAC;AAEvC,qBAAa,KAAK;IACJ,OAAO,CAAC,QAAQ,CAAC,OAAO;gBAAP,OAAO,EAAE,OAAO;IAEvC,MAAM,CAAC,CAAC,EACZ,MAAM,EAAE,MAAM,OAAO,CAAC,CAAC,CAAC,EACxB,OAAO,EAAE;QAAE,GAAG,EAAE,MAAM,CAAC;QAAC,GAAG,CAAC,EAAE,MAAM,CAAA;KAAE,GACrC,OAAO,CAAC,CAAC,CAAC;CA2Bd"}
@@ -1,43 +0,0 @@
1
- "use strict";
2
- var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
3
- function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
4
- return new (P || (P = Promise))(function (resolve, reject) {
5
- function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
6
- function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
7
- function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
8
- step((generator = generator.apply(thisArg, _arguments || [])).next());
9
- });
10
- };
11
- Object.defineProperty(exports, "__esModule", { value: true });
12
- exports.Cache = void 0;
13
- const shared_1 = require("../shared");
14
- class Cache {
15
- constructor(storage) {
16
- this.storage = storage;
17
- }
18
- tryGet(getter, options) {
19
- var _a;
20
- return __awaiter(this, void 0, void 0, function* () {
21
- const time = (0, shared_1.now)();
22
- const payload = yield this.storage.query(options.key, {
23
- kind: 'cache',
24
- count: 1,
25
- to: time + 1
26
- });
27
- const ttl = (_a = options.ttl) !== null && _a !== void 0 ? _a : 60 * 60 * 24;
28
- if (!payload.length || payload[0].timestamp < time - ttl) {
29
- const value = yield getter();
30
- yield this.storage.save(options.key, [
31
- {
32
- timestamp: time,
33
- kind: 'cache',
34
- json: JSON.stringify(value)
35
- }
36
- ]);
37
- return value;
38
- }
39
- return JSON.parse(payload[0].json);
40
- });
41
- }
42
- }
43
- exports.Cache = Cache;
@@ -1,2 +0,0 @@
1
- export {};
2
- //# sourceMappingURL=cache.spec.d.ts.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"cache.spec.d.ts","sourceRoot":"","sources":["../../src/storage/cache.spec.ts"],"names":[],"mappings":""}
@@ -1,25 +0,0 @@
1
- "use strict";
2
- var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
3
- function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
4
- return new (P || (P = Promise))(function (resolve, reject) {
5
- function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
6
- function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
7
- function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
8
- step((generator = generator.apply(thisArg, _arguments || [])).next());
9
- });
10
- };
11
- Object.defineProperty(exports, "__esModule", { value: true });
12
- const storage_1 = require("../storage");
13
- describe(storage_1.Cache.name, () => {
14
- test('should return cached value', () => __awaiter(void 0, void 0, void 0, function* () {
15
- const cache = new storage_1.Cache(new storage_1.InMemoryStorage());
16
- const value1 = yield cache.tryGet(() => Promise.resolve('quantform-1'), {
17
- key: 'test'
18
- });
19
- const value2 = yield cache.tryGet(() => Promise.resolve('quantform-2'), {
20
- key: 'test'
21
- });
22
- expect(value1).toEqual('quantform-1');
23
- expect(value2).toEqual('quantform-1');
24
- }));
25
- });
@@ -1,38 +0,0 @@
1
- import { InstrumentSelector } from '../domain';
2
- import { Storage, StorageDocument, StorageQueryOptions } from '../storage';
3
- import { OrderbookPatchEvent, TradePatchEvent } from '../store';
4
- export declare type StorageEvent = TradePatchEvent | OrderbookPatchEvent;
5
- /**
6
- * Represents a storage supposed to store historical data.
7
- * You can use CLI to fetch and save data in the Feed.
8
- */
9
- export declare class Feed {
10
- private readonly storage;
11
- constructor(storage: Storage);
12
- /**
13
- * Returns all instrument names stored in the feed.
14
- */
15
- index(): Promise<Array<string>>;
16
- /**
17
- *
18
- * @param events
19
- * @returns
20
- */
21
- save(events: StorageEvent[]): Promise<void>;
22
- /**
23
- *
24
- * @param instrument
25
- * @param options
26
- * @returns
27
- */
28
- query(instrument: InstrumentSelector, options: StorageQueryOptions): Promise<StorageEvent[]>;
29
- /**
30
- * Converts a StorageEvent to a persisted StorageDocument.
31
- */
32
- protected serializeEvent(event: StorageEvent): StorageDocument | undefined;
33
- /**
34
- * Converts a persisted StorageDocument to a StorageEvent.
35
- */
36
- protected deserializeEvent(document: StorageDocument, instrument: InstrumentSelector): StorageEvent;
37
- }
38
- //# sourceMappingURL=feed.d.ts.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"feed.d.ts","sourceRoot":"","sources":["../../src/storage/feed.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAC;AAEjD,OAAO,EAAE,OAAO,EAAE,eAAe,EAAE,mBAAmB,EAAE,MAAM,cAAc,CAAC;AAC7E,OAAO,EAAE,mBAAmB,EAAE,eAAe,EAAE,MAAM,YAAY,CAAC;AAElE,oBAAY,YAAY,GAAG,eAAe,GAAG,mBAAmB,CAAC;AAEjE;;;GAGG;AACH,qBAAa,IAAI;IACH,OAAO,CAAC,QAAQ,CAAC,OAAO;gBAAP,OAAO,EAAE,OAAO;IAE7C;;OAEG;IACH,KAAK,IAAI,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;IAI/B;;;;OAIG;IACG,IAAI,CAAC,MAAM,EAAE,YAAY,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAsBjD;;;;;OAKG;IACG,KAAK,CACT,UAAU,EAAE,kBAAkB,EAC9B,OAAO,EAAE,mBAAmB,GAC3B,OAAO,CAAC,YAAY,EAAE,CAAC;IAM1B;;OAEG;IACH,SAAS,CAAC,cAAc,CAAC,KAAK,EAAE,YAAY,GAAG,eAAe,GAAG,SAAS;IA4B1E;;OAEG;IACH,SAAS,CAAC,gBAAgB,CACxB,QAAQ,EAAE,eAAe,EACzB,UAAU,EAAE,kBAAkB,GAC7B,YAAY;CAuBhB"}
@@ -1,108 +0,0 @@
1
- "use strict";
2
- var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
3
- function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
4
- return new (P || (P = Promise))(function (resolve, reject) {
5
- function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
6
- function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
7
- function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
8
- step((generator = generator.apply(thisArg, _arguments || [])).next());
9
- });
10
- };
11
- Object.defineProperty(exports, "__esModule", { value: true });
12
- exports.Feed = void 0;
13
- const shared_1 = require("../shared");
14
- const store_1 = require("../store");
15
- /**
16
- * Represents a storage supposed to store historical data.
17
- * You can use CLI to fetch and save data in the Feed.
18
- */
19
- class Feed {
20
- constructor(storage) {
21
- this.storage = storage;
22
- }
23
- /**
24
- * Returns all instrument names stored in the feed.
25
- */
26
- index() {
27
- return this.storage.index();
28
- }
29
- /**
30
- *
31
- * @param events
32
- * @returns
33
- */
34
- save(events) {
35
- return __awaiter(this, void 0, void 0, function* () {
36
- const grouped = events.reduce((aggregate, it) => {
37
- const document = this.serializeEvent(it);
38
- if (!document) {
39
- return aggregate;
40
- }
41
- if (aggregate[it.instrument.id]) {
42
- aggregate[it.instrument.id].push(document);
43
- }
44
- else {
45
- aggregate[it.instrument.id] = [document];
46
- }
47
- return aggregate;
48
- }, {});
49
- for (const instrument in grouped) {
50
- yield this.storage.save(instrument, grouped[instrument]);
51
- }
52
- });
53
- }
54
- /**
55
- *
56
- * @param instrument
57
- * @param options
58
- * @returns
59
- */
60
- query(instrument, options) {
61
- return __awaiter(this, void 0, void 0, function* () {
62
- const documents = yield this.storage.query(instrument.id, options);
63
- return documents.map(it => this.deserializeEvent(it, instrument));
64
- });
65
- }
66
- /**
67
- * Converts a StorageEvent to a persisted StorageDocument.
68
- */
69
- serializeEvent(event) {
70
- if (event instanceof store_1.OrderbookPatchEvent) {
71
- return {
72
- timestamp: event.timestamp,
73
- kind: 'orderbook',
74
- json: JSON.stringify({
75
- ar: event.ask.rate.toString(),
76
- ab: event.ask.quantity.toString(),
77
- br: event.bid.rate.toString(),
78
- bb: event.bid.quantity.toString()
79
- })
80
- };
81
- }
82
- if (event instanceof store_1.TradePatchEvent) {
83
- return {
84
- timestamp: event.timestamp,
85
- kind: 'trade',
86
- json: JSON.stringify({
87
- r: event.rate.toString(),
88
- q: event.quantity.toString()
89
- })
90
- };
91
- }
92
- return undefined;
93
- }
94
- /**
95
- * Converts a persisted StorageDocument to a StorageEvent.
96
- */
97
- deserializeEvent(document, instrument) {
98
- const payload = JSON.parse(document.json);
99
- if (document.kind === 'trade') {
100
- return new store_1.TradePatchEvent(instrument, (0, shared_1.d)(payload.r), (0, shared_1.d)(payload.q), document.timestamp);
101
- }
102
- if (document.kind === 'orderbook') {
103
- return new store_1.OrderbookPatchEvent(instrument, { rate: (0, shared_1.d)(payload.ar), quantity: (0, shared_1.d)(payload.aq), next: undefined }, { rate: (0, shared_1.d)(payload.bb), quantity: (0, shared_1.d)(payload.bq), next: undefined }, document.timestamp);
104
- }
105
- throw new Error(`Unsupported event: ${document.kind}`);
106
- }
107
- }
108
- exports.Feed = Feed;
@@ -1,34 +0,0 @@
1
- import { timestamp } from '../shared';
2
- import { Storage, StorageQueryOptions } from '../storage';
3
- export interface Measure {
4
- timestamp: timestamp;
5
- kind: string;
6
- payload: any;
7
- }
8
- /**
9
- *
10
- */
11
- export declare class Measurement {
12
- private readonly storage;
13
- constructor(storage: Storage);
14
- /**
15
- *
16
- * @returns
17
- */
18
- index(): Promise<Array<number>>;
19
- /**
20
- *
21
- * @param session
22
- * @param measurements
23
- * @returns
24
- */
25
- save(session: number, measurements: Measure[]): Promise<void>;
26
- /**
27
- *
28
- * @param session
29
- * @param options
30
- * @returns
31
- */
32
- query(session: number, options: StorageQueryOptions): Promise<Measure[]>;
33
- }
34
- //# sourceMappingURL=measurement.d.ts.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"measurement.d.ts","sourceRoot":"","sources":["../../src/storage/measurement.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACxC,OAAO,EAAE,OAAO,EAAE,mBAAmB,EAAE,MAAM,cAAc,CAAC;AAE5D,MAAM,WAAW,OAAO;IACtB,SAAS,EAAE,SAAS,CAAC;IACrB,IAAI,EAAE,MAAM,CAAC;IACb,OAAO,EAAE,GAAG,CAAC;CACd;AAED;;GAEG;AACH,qBAAa,WAAW;IACV,OAAO,CAAC,QAAQ,CAAC,OAAO;gBAAP,OAAO,EAAE,OAAO;IAE7C;;;OAGG;IACG,KAAK,IAAI,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;IAIrC;;;;;OAKG;IACH,IAAI,CAAC,OAAO,EAAE,MAAM,EAAE,YAAY,EAAE,OAAO,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAW7D;;;;;OAKG;IACG,KAAK,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,mBAAmB,GAAG,OAAO,CAAC,OAAO,EAAE,CAAC;CAS/E"}
@@ -1,59 +0,0 @@
1
- "use strict";
2
- var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
3
- function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
4
- return new (P || (P = Promise))(function (resolve, reject) {
5
- function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
6
- function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
7
- function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
8
- step((generator = generator.apply(thisArg, _arguments || [])).next());
9
- });
10
- };
11
- Object.defineProperty(exports, "__esModule", { value: true });
12
- exports.Measurement = void 0;
13
- /**
14
- *
15
- */
16
- class Measurement {
17
- constructor(storage) {
18
- this.storage = storage;
19
- }
20
- /**
21
- *
22
- * @returns
23
- */
24
- index() {
25
- return __awaiter(this, void 0, void 0, function* () {
26
- return (yield this.storage.index()).map(it => Number(it));
27
- });
28
- }
29
- /**
30
- *
31
- * @param session
32
- * @param measurements
33
- * @returns
34
- */
35
- save(session, measurements) {
36
- return this.storage.save(session.toString(), measurements.map(it => ({
37
- timestamp: it.timestamp,
38
- kind: it.kind,
39
- json: JSON.stringify(it.payload)
40
- })));
41
- }
42
- /**
43
- *
44
- * @param session
45
- * @param options
46
- * @returns
47
- */
48
- query(session, options) {
49
- return __awaiter(this, void 0, void 0, function* () {
50
- const rows = yield this.storage.query(session.toString(), options);
51
- return rows.map(it => ({
52
- timestamp: it.timestamp,
53
- kind: it.kind,
54
- payload: JSON.parse(it.json)
55
- }));
56
- });
57
- }
58
- }
59
- exports.Measurement = Measurement;
@@ -1,23 +0,0 @@
1
- import { AssetSelector, InstrumentSelector, OrderState } from '../domain';
2
- export declare class AssetNotSupportedError extends Error {
3
- constructor(selector: AssetSelector);
4
- }
5
- export declare class InstrumentNotSubscribedError extends Error {
6
- constructor(selector: InstrumentSelector);
7
- }
8
- export declare class InstrumentNotSupportedError extends Error {
9
- constructor(selector: InstrumentSelector);
10
- }
11
- export declare class LiquidationError extends Error {
12
- constructor();
13
- }
14
- export declare class OrderNotFoundError extends Error {
15
- constructor(id: string);
16
- }
17
- export declare class BalanceNotFoundError extends Error {
18
- constructor(selector: AssetSelector);
19
- }
20
- export declare class OrderInvalidStateError extends Error {
21
- constructor(currentState: OrderState, requiredStates: OrderState[]);
22
- }
23
- //# sourceMappingURL=error.d.ts.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"error.d.ts","sourceRoot":"","sources":["../../src/store/error.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,aAAa,EAAE,kBAAkB,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AAE5E,qBAAa,sBAAuB,SAAQ,KAAK;gBACnC,QAAQ,EAAE,aAAa;CAGpC;AAED,qBAAa,4BAA6B,SAAQ,KAAK;gBACzC,QAAQ,EAAE,kBAAkB;CAGzC;AAED,qBAAa,2BAA4B,SAAQ,KAAK;gBACxC,QAAQ,EAAE,kBAAkB;CAGzC;AAED,qBAAa,gBAAiB,SAAQ,KAAK;;CAI1C;AAED,qBAAa,kBAAmB,SAAQ,KAAK;gBAC/B,EAAE,EAAE,MAAM;CAGvB;AAED,qBAAa,oBAAqB,SAAQ,KAAK;gBACjC,QAAQ,EAAE,aAAa;CAGpC;AAED,qBAAa,sBAAuB,SAAQ,KAAK;gBACnC,YAAY,EAAE,UAAU,EAAE,cAAc,EAAE,UAAU,EAAE;CAOnE"}
@@ -1,45 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.OrderInvalidStateError = exports.BalanceNotFoundError = exports.OrderNotFoundError = exports.LiquidationError = exports.InstrumentNotSupportedError = exports.InstrumentNotSubscribedError = exports.AssetNotSupportedError = void 0;
4
- class AssetNotSupportedError extends Error {
5
- constructor(selector) {
6
- super(`asset ${selector.id} not supported.`);
7
- }
8
- }
9
- exports.AssetNotSupportedError = AssetNotSupportedError;
10
- class InstrumentNotSubscribedError extends Error {
11
- constructor(selector) {
12
- super(`trying to patch a not subscribed instrument ${selector.id}`);
13
- }
14
- }
15
- exports.InstrumentNotSubscribedError = InstrumentNotSubscribedError;
16
- class InstrumentNotSupportedError extends Error {
17
- constructor(selector) {
18
- super(`instrument ${selector.id} not supported.`);
19
- }
20
- }
21
- exports.InstrumentNotSupportedError = InstrumentNotSupportedError;
22
- class LiquidationError extends Error {
23
- constructor() {
24
- super('you have been liquidated.');
25
- }
26
- }
27
- exports.LiquidationError = LiquidationError;
28
- class OrderNotFoundError extends Error {
29
- constructor(id) {
30
- super(`trying to patch unknown order: ${id}`);
31
- }
32
- }
33
- exports.OrderNotFoundError = OrderNotFoundError;
34
- class BalanceNotFoundError extends Error {
35
- constructor(selector) {
36
- super(`balance not found: ${selector.id}`);
37
- }
38
- }
39
- exports.BalanceNotFoundError = BalanceNotFoundError;
40
- class OrderInvalidStateError extends Error {
41
- constructor(currentState, requiredStates) {
42
- super(`order state ${currentState} is not in one of required states: ${requiredStates.join(', ')}`);
43
- }
44
- }
45
- exports.OrderInvalidStateError = OrderInvalidStateError;
@@ -1,11 +0,0 @@
1
- export * from '../store/store';
2
- export * from '../store/store-state';
3
- export * from '../store/store-balance-event';
4
- export * from '../store/store-instrument-event';
5
- export * from '../store/store-order-event';
6
- export * from '../store/store-orderbook-event';
7
- export * from '../store/store-position-event';
8
- export * from '../store/store-trade-event';
9
- export * from '../store/store-event';
10
- export * from '../store/error';
11
- //# sourceMappingURL=index.d.ts.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/store/index.ts"],"names":[],"mappings":"AAAA,cAAc,kBAAkB,CAAC;AACjC,cAAc,wBAAwB,CAAC;AACvC,cAAc,gCAAgC,CAAC;AAC/C,cAAc,mCAAmC,CAAC;AAClD,cAAc,8BAA8B,CAAC;AAC7C,cAAc,kCAAkC,CAAC;AACjD,cAAc,iCAAiC,CAAC;AAChD,cAAc,8BAA8B,CAAC;AAC7C,cAAc,wBAAwB,CAAC;AACvC,cAAc,kBAAkB,CAAC"}
@@ -1,26 +0,0 @@
1
- import { AssetSelector } from '../domain';
2
- import { decimal, timestamp } from '../shared';
3
- import { State, StateChangeTracker, StoreEvent } from '../store';
4
- /**
5
- * Updates the free and freezed balance of the given asset.
6
- */
7
- export declare class BalanceLoadEvent implements StoreEvent {
8
- readonly asset: AssetSelector;
9
- readonly available: decimal;
10
- readonly unavailable: decimal;
11
- readonly timestamp: timestamp;
12
- constructor(asset: AssetSelector, available: decimal, unavailable: decimal, timestamp: timestamp);
13
- handle(state: State, changes: StateChangeTracker): void;
14
- }
15
- /**
16
- *
17
- */
18
- export declare class BalancePatchEvent implements StoreEvent {
19
- readonly asset: AssetSelector;
20
- readonly available: decimal;
21
- readonly unavailable: decimal;
22
- readonly timestamp: timestamp;
23
- constructor(asset: AssetSelector, available: decimal, unavailable: decimal, timestamp: timestamp);
24
- handle(state: State, changes: StateChangeTracker): void;
25
- }
26
- //# sourceMappingURL=store-balance-event.d.ts.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"store-balance-event.d.ts","sourceRoot":"","sources":["../../src/store/store-balance-event.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,aAAa,EAAW,MAAM,aAAa,CAAC;AACrD,OAAO,EAAE,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACjD,OAAO,EAEL,KAAK,EACL,kBAAkB,EAClB,UAAU,EACX,MAAM,YAAY,CAAC;AAEpB;;GAEG;AACH,qBAAa,gBAAiB,YAAW,UAAU;IAE/C,QAAQ,CAAC,KAAK,EAAE,aAAa;IAC7B,QAAQ,CAAC,SAAS,EAAE,OAAO;IAC3B,QAAQ,CAAC,WAAW,EAAE,OAAO;IAC7B,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAHpB,KAAK,EAAE,aAAa,EACpB,SAAS,EAAE,OAAO,EAClB,WAAW,EAAE,OAAO,EACpB,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB;CAqBjD;AAED;;GAEG;AACH,qBAAa,iBAAkB,YAAW,UAAU;IAEhD,QAAQ,CAAC,KAAK,EAAE,aAAa;IAC7B,QAAQ,CAAC,SAAS,EAAE,OAAO;IAC3B,QAAQ,CAAC,WAAW,EAAE,OAAO;IAC7B,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAHpB,KAAK,EAAE,aAAa,EACpB,SAAS,EAAE,OAAO,EAClB,WAAW,EAAE,OAAO,EACpB,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB;CAiBjD"}
@@ -1,59 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.BalancePatchEvent = exports.BalanceLoadEvent = void 0;
4
- const domain_1 = require("../domain");
5
- const store_1 = require("../store");
6
- /**
7
- * Updates the free and freezed balance of the given asset.
8
- */
9
- class BalanceLoadEvent {
10
- constructor(asset, available, unavailable, timestamp) {
11
- this.asset = asset;
12
- this.available = available;
13
- this.unavailable = unavailable;
14
- this.timestamp = timestamp;
15
- }
16
- handle(state, changes) {
17
- /*
18
- * skip not tradeable assets (for example, you can have an unlisted
19
- * asset in your wallet).
20
- */
21
- const asset = state.universe.asset.get(this.asset.id);
22
- if (!asset) {
23
- return;
24
- }
25
- const balance = state.balance.tryGetOrSet(this.asset.id, () => new domain_1.Balance(0, asset));
26
- balance.timestamp = this.timestamp;
27
- balance.available = this.available;
28
- balance.unavailable = this.unavailable;
29
- balance.clearTransientFunding();
30
- state.timestamp = this.timestamp;
31
- changes.commit(balance);
32
- }
33
- }
34
- exports.BalanceLoadEvent = BalanceLoadEvent;
35
- /**
36
- *
37
- */
38
- class BalancePatchEvent {
39
- constructor(asset, available, unavailable, timestamp) {
40
- this.asset = asset;
41
- this.available = available;
42
- this.unavailable = unavailable;
43
- this.timestamp = timestamp;
44
- }
45
- handle(state, changes) {
46
- const asset = state.universe.asset.get(this.asset.id);
47
- if (!asset) {
48
- throw new store_1.AssetNotSupportedError(this.asset);
49
- }
50
- const balance = state.balance.tryGetOrSet(this.asset.id, () => new domain_1.Balance(0, asset));
51
- balance.timestamp = this.timestamp;
52
- balance.available = this.available;
53
- balance.unavailable = this.unavailable;
54
- balance.clearTransientFunding();
55
- state.timestamp = this.timestamp;
56
- changes.commit(balance);
57
- }
58
- }
59
- exports.BalancePatchEvent = BalancePatchEvent;
@@ -1,2 +0,0 @@
1
- export {};
2
- //# sourceMappingURL=store-balance-event.spec.d.ts.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"store-balance-event.spec.d.ts","sourceRoot":"","sources":["../../src/store/store-balance-event.spec.ts"],"names":[],"mappings":""}
@@ -1,24 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
3
- const domain_1 = require("../domain");
4
- const shared_1 = require("../shared");
5
- const store_1 = require("../store");
6
- describe(store_1.BalanceLoadEvent.name, () => {
7
- test('should patch a store', () => {
8
- var _a;
9
- const base = new domain_1.Asset('de30', 'cex', 2);
10
- const quote = new domain_1.Asset('usd', 'cex', 2);
11
- const timestamp = (0, shared_1.now)();
12
- const store = new store_1.Store();
13
- let component;
14
- store.changes$.subscribe(it => (component = it));
15
- store.dispatch(new store_1.InstrumentPatchEvent(timestamp, base, quote, new domain_1.Commission(shared_1.d.Zero, shared_1.d.Zero), ''));
16
- store.dispatch(new store_1.BalanceLoadEvent(base, (0, shared_1.d)(100), shared_1.d.Zero, timestamp));
17
- const balance = (_a = store.snapshot.balance.get(base.id)) !== null && _a !== void 0 ? _a : fail();
18
- expect(balance).toEqual(component);
19
- expect(balance.free).toEqual((0, shared_1.d)(100));
20
- expect(balance.locked).toEqual(shared_1.d.Zero);
21
- expect(balance.timestamp).toEqual(timestamp);
22
- expect(store.snapshot.timestamp).toEqual(timestamp);
23
- });
24
- });
@@ -1,7 +0,0 @@
1
- import { timestamp } from '../shared';
2
- import { State, StateChangeTracker } from '../store';
3
- export interface StoreEvent {
4
- timestamp: timestamp;
5
- handle(state: State, changes: StateChangeTracker): void;
6
- }
7
- //# sourceMappingURL=store-event.d.ts.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"store-event.d.ts","sourceRoot":"","sources":["../../src/store/store-event.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACxC,OAAO,EAAE,KAAK,EAAE,kBAAkB,EAAE,MAAM,YAAY,CAAC;AAEvD,MAAM,WAAW,UAAU;IACzB,SAAS,EAAE,SAAS,CAAC;IAErB,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI,CAAC;CACzD"}
@@ -1,2 +0,0 @@
1
- "use strict";
2
- Object.defineProperty(exports, "__esModule", { value: true });
@@ -1,21 +0,0 @@
1
- import { Asset, Commission, InstrumentSelector } from '../domain';
2
- import { timestamp } from '../shared';
3
- import { State, StateChangeTracker, StoreEvent } from '../store';
4
- export declare class InstrumentPatchEvent implements StoreEvent {
5
- readonly timestamp: timestamp;
6
- readonly base: Asset;
7
- readonly quote: Asset;
8
- readonly commission: Commission;
9
- readonly raw: string;
10
- readonly leverage?: number | undefined;
11
- constructor(timestamp: timestamp, base: Asset, quote: Asset, commission: Commission, raw: string, leverage?: number | undefined);
12
- handle(state: State, changes: StateChangeTracker): void;
13
- }
14
- export declare class InstrumentSubscriptionEvent implements StoreEvent {
15
- readonly timestamp: timestamp;
16
- readonly instrument: InstrumentSelector;
17
- readonly subscribed: boolean;
18
- constructor(timestamp: timestamp, instrument: InstrumentSelector, subscribed: boolean);
19
- handle(state: State, changes: StateChangeTracker): void;
20
- }
21
- //# sourceMappingURL=store-instrument-event.d.ts.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"store-instrument-event.d.ts","sourceRoot":"","sources":["../../src/store/store-instrument-event.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,EAAE,UAAU,EAAc,kBAAkB,EAAE,MAAM,aAAa,CAAC;AAChF,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACxC,OAAO,EAIL,KAAK,EACL,kBAAkB,EAClB,UAAU,EACX,MAAM,YAAY,CAAC;AAEpB,qBAAa,oBAAqB,YAAW,UAAU;IAEnD,QAAQ,CAAC,SAAS,EAAE,SAAS;IAC7B,QAAQ,CAAC,IAAI,EAAE,KAAK;IACpB,QAAQ,CAAC,KAAK,EAAE,KAAK;IACrB,QAAQ,CAAC,UAAU,EAAE,UAAU;IAC/B,QAAQ,CAAC,GAAG,EAAE,MAAM;IACpB,QAAQ,CAAC,QAAQ,CAAC;gBALT,SAAS,EAAE,SAAS,EACpB,IAAI,EAAE,KAAK,EACX,KAAK,EAAE,KAAK,EACZ,UAAU,EAAE,UAAU,EACtB,GAAG,EAAE,MAAM,EACX,QAAQ,CAAC,oBAAQ;IAG5B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAgCxD;AAED,qBAAa,2BAA4B,YAAW,UAAU;IAE1D,QAAQ,CAAC,SAAS,EAAE,SAAS;IAC7B,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,UAAU,EAAE,OAAO;gBAFnB,SAAS,EAAE,SAAS,EACpB,UAAU,EAAE,kBAAkB,EAC9B,UAAU,EAAE,OAAO;IAG9B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAwBxD"}