@quantform/core 0.6.7 → 0.7.0-beta.5

package/dist/store/store-instrument-event.js

@@ -1,59 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.InstrumentSubscriptionEvent = exports.InstrumentPatchEvent = void 0;
-const domain_1 = require("../domain");
-const store_1 = require("../store");
-class InstrumentPatchEvent {
-    constructor(timestamp, base, quote, commission, raw, leverage) {
-        this.timestamp = timestamp;
-        this.base = base;
-        this.quote = quote;
-        this.commission = commission;
-        this.raw = raw;
-        this.leverage = leverage;
-    }
-    handle(state, changes) {
-        const selector = new domain_1.InstrumentSelector(this.base.name, this.quote.name, this.base.adapterName);
-        const instrument = state.universe.instrument.tryGetOrSet(selector.id, () => {
-            state.universe.asset.tryGetOrSet(this.base.id, () => new domain_1.Asset(this.base.name, this.base.adapterName, 8));
-            state.universe.asset.tryGetOrSet(this.quote.id, () => new domain_1.Asset(this.quote.name, this.quote.adapterName, 8));
-            state.order.tryGetOrSet(selector.id, () => new store_1.InnerSet(selector.id));
-            return new domain_1.Instrument(0, this.base, this.quote, this.raw, domain_1.Commission.Zero);
-        });
-        instrument.timestamp = this.timestamp;
-        instrument.commission = this.commission;
-        if (this.leverage) {
-            instrument.leverage = this.leverage;
-        }
-        changes.commit(instrument);
-    }
-}
-exports.InstrumentPatchEvent = InstrumentPatchEvent;
-class InstrumentSubscriptionEvent {
-    constructor(timestamp, instrument, subscribed) {
-        this.timestamp = timestamp;
-        this.instrument = instrument;
-        this.subscribed = subscribed;
-    }
-    handle(state, changes) {
-        const instrument = state.universe.instrument.get(this.instrument.id);
-        if (!instrument) {
-            throw new store_1.InstrumentNotSupportedError(this.instrument);
-        }
-        if (this.subscribed) {
-            const base = state.universe.asset.get(instrument.base.id);
-            if (!base) {
-                throw new store_1.AssetNotSupportedError(instrument.base);
-            }
-            const quote = state.universe.asset.get(instrument.quote.id);
-            if (!quote) {
-                throw new store_1.AssetNotSupportedError(instrument.quote);
-            }
-            state.subscription.instrument.upsert(instrument);
-            state.subscription.asset.upsert(base);
-            state.subscription.asset.upsert(quote);
-        }
-        changes.commit(instrument);
-    }
-}
-exports.InstrumentSubscriptionEvent = InstrumentSubscriptionEvent;

package/dist/store/store-instrument-event.spec.d.ts

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

package/dist/store/store-instrument-event.spec.d.ts.map

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

package/dist/store/store-instrument-event.spec.js

@@ -1,22 +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(store_1.InstrumentPatchEvent.name, () => {
-    test('should patch a store', () => {
-        var _a;
-        const timestamp = (0, shared_1.now)();
-        const store = new store_1.Store();
-        const base = new domain_1.Asset('de30', 'cex', 2);
-        const quote = new domain_1.Asset('usd', 'cex', 2);
-        store.dispatch(new store_1.InstrumentPatchEvent(timestamp, base, quote, new domain_1.Commission(shared_1.d.Zero, shared_1.d.Zero), ''));
-        const { universe } = store.snapshot;
-        const instrument = (_a = universe.instrument.get('cex:de30-usd')) !== null && _a !== void 0 ? _a : fail();
-        expect(instrument.base).toEqual(base);
-        expect(instrument.quote).toEqual(quote);
-        expect(instrument.timestamp).toEqual(timestamp);
-        expect(universe.instrument.asReadonlyArray().length).toEqual(1);
-        expect(universe.asset.asReadonlyArray().length).toEqual(2);
-    });
-});

package/dist/store/store-order-event.d.ts

@@ -1,63 +0,0 @@
-import { InstrumentSelector, Order } from '../domain';
-import { decimal, timestamp } from '../shared';
-import { State, StateChangeTracker, StoreEvent } from '../store';
-/**
- * Patches a store with an existing pending order.
- * No store changing events are propagated.
- */
-export declare class OrderLoadEvent implements StoreEvent {
-    readonly order: Order;
-    readonly timestamp: timestamp;
-    constructor(order: Order, timestamp: timestamp);
-    handle(state: State): void;
-}
-export declare class OrderNewEvent implements StoreEvent {
-    readonly order: Order;
-    readonly timestamp: timestamp;
-    constructor(order: Order, timestamp: timestamp);
-    handle(state: State, changes: StateChangeTracker): void;
-}
-export declare class OrderPendingEvent implements StoreEvent {
-    readonly id: string;
-    readonly instrument: InstrumentSelector;
-    readonly timestamp: timestamp;
-    constructor(id: string, instrument: InstrumentSelector, timestamp: timestamp);
-    handle(state: State, changes: StateChangeTracker): void;
-}
-export declare class OrderFilledEvent implements StoreEvent {
-    readonly id: string;
-    readonly instrument: InstrumentSelector;
-    readonly averageExecutionRate: decimal;
-    readonly timestamp: timestamp;
-    constructor(id: string, instrument: InstrumentSelector, averageExecutionRate: decimal, timestamp: timestamp);
-    handle(state: State, changes: StateChangeTracker): void;
-}
-export declare class OrderCancelingEvent implements StoreEvent {
-    readonly id: string;
-    readonly instrument: InstrumentSelector;
-    readonly timestamp: timestamp;
-    constructor(id: string, instrument: InstrumentSelector, timestamp: timestamp);
-    handle(state: State, changes: StateChangeTracker): void;
-}
-export declare class OrderCanceledEvent implements StoreEvent {
-    readonly id: string;
-    readonly instrument: InstrumentSelector;
-    readonly timestamp: timestamp;
-    constructor(id: string, instrument: InstrumentSelector, timestamp: timestamp);
-    handle(state: State, changes: StateChangeTracker): void;
-}
-export declare class OrderCancelFailedEvent implements StoreEvent {
-    readonly id: string;
-    readonly instrument: InstrumentSelector;
-    readonly timestamp: timestamp;
-    constructor(id: string, instrument: InstrumentSelector, timestamp: timestamp);
-    handle(state: State, changes: StateChangeTracker): void;
-}
-export declare class OrderRejectedEvent implements StoreEvent {
-    readonly id: string;
-    readonly instrument: InstrumentSelector;
-    readonly timestamp: timestamp;
-    constructor(id: string, instrument: InstrumentSelector, timestamp: timestamp);
-    handle(state: State, changes: StateChangeTracker): void;
-}
-//# sourceMappingURL=store-order-event.d.ts.map

package/dist/store/store-order-event.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"store-order-event.d.ts","sourceRoot":"","sources":["../../src/store/store-order-event.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,KAAK,EAAE,MAAM,aAAa,CAAC;AACxD,OAAO,EAAE,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACjD,OAAO,EAKL,KAAK,EACL,kBAAkB,EAClB,UAAU,EACX,MAAM,YAAY,CAAC;AAEpB;;;GAGG;AACH,qBAAa,cAAe,YAAW,UAAU;IACnC,QAAQ,CAAC,KAAK,EAAE,KAAK;IAAE,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAA3C,KAAK,EAAE,KAAK,EAAW,SAAS,EAAE,SAAS;IAEhE,MAAM,CAAC,KAAK,EAAE,KAAK,GAAG,IAAI;CAU3B;AAED,qBAAa,aAAc,YAAW,UAAU;IAClC,QAAQ,CAAC,KAAK,EAAE,KAAK;IAAE,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAA3C,KAAK,EAAE,KAAK,EAAW,SAAS,EAAE,SAAS;IAEhE,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAsCxD;AAED,qBAAa,iBAAkB,YAAW,UAAU;IAEhD,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAkBxD;AAED,qBAAa,gBAAiB,YAAW,UAAU;IAE/C,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,oBAAoB,EAAE,OAAO;IACtC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAHpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,kBAAkB,EAC9B,oBAAoB,EAAE,OAAO,EAC7B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAoBxD;AAED,qBAAa,mBAAoB,YAAW,UAAU;IAElD,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAsBxD;AAED,qBAAa,kBAAmB,YAAW,UAAU;IAEjD,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CA2CxD;AAED,qBAAa,sBAAuB,YAAW,UAAU;IAErD,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAkBxD;AAED,qBAAa,kBAAmB,YAAW,UAAU;IAEjD,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAFpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,kBAAkB,EAC9B,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAuCxD"}

package/dist/store/store-order-event.js

@@ -1,223 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.OrderRejectedEvent = exports.OrderCancelFailedEvent = exports.OrderCanceledEvent = exports.OrderCancelingEvent = exports.OrderFilledEvent = exports.OrderPendingEvent = exports.OrderNewEvent = exports.OrderLoadEvent = void 0;
-const store_1 = require("../store");
-/**
- * Patches a store with an existing pending order.
- * No store changing events are propagated.
- */
-class OrderLoadEvent {
-    constructor(order, timestamp) {
-        this.order = order;
-        this.timestamp = timestamp;
-    }
-    handle(state) {
-        this.order.timestamp = this.timestamp;
-        const orderByInstrument = state.order.tryGetOrSet(this.order.instrument.id, () => new store_1.InnerSet(this.order.instrument.id));
-        orderByInstrument.upsert(this.order);
-    }
-}
-exports.OrderLoadEvent = OrderLoadEvent;
-class OrderNewEvent {
-    constructor(order, timestamp) {
-        this.order = order;
-        this.timestamp = timestamp;
-    }
-    handle(state, changes) {
-        if (this.order.state != 'NEW') {
-            throw new store_1.OrderInvalidStateError(this.order.state, ['NEW']);
-        }
-        this.order.createdAt = this.timestamp;
-        this.order.timestamp = this.timestamp;
-        const orderByInstrument = state.order.tryGetOrSet(this.order.instrument.id, () => new store_1.InnerSet(this.order.instrument.id));
-        orderByInstrument.upsert(this.order);
-        const base = state.balance.get(this.order.instrument.base.id);
-        const quote = state.balance.get(this.order.instrument.quote.id);
-        if (!base || !quote) {
-            throw new store_1.BalanceNotFoundError(!base ? this.order.instrument.base : this.order.instrument.quote);
-        }
-        if (base.tryAddTransientFunding(this.order)) {
-            base.timestamp = this.timestamp;
-            changes.commit(base);
-        }
-        if (quote.tryAddTransientFunding(this.order)) {
-            quote.timestamp = this.timestamp;
-            changes.commit(quote);
-        }
-        changes.commit(this.order);
-    }
-}
-exports.OrderNewEvent = OrderNewEvent;
-class OrderPendingEvent {
-    constructor(id, instrument, timestamp) {
-        this.id = id;
-        this.instrument = instrument;
-        this.timestamp = timestamp;
-    }
-    handle(state, changes) {
-        const order = state.order
-            .tryGetOrSet(this.instrument.id, () => {
-            throw new store_1.OrderNotFoundError(this.id);
-        })
-            .tryGetOrSet(this.id, () => {
-            throw new store_1.OrderNotFoundError(this.id);
-        });
-        if (order.state != 'NEW') {
-            throw new store_1.OrderInvalidStateError(order.state, ['NEW']);
-        }
-        order.state = 'PENDING';
-        order.timestamp = this.timestamp;
-        changes.commit(order);
-    }
-}
-exports.OrderPendingEvent = OrderPendingEvent;
-class OrderFilledEvent {
-    constructor(id, instrument, averageExecutionRate, timestamp) {
-        this.id = id;
-        this.instrument = instrument;
-        this.averageExecutionRate = averageExecutionRate;
-        this.timestamp = timestamp;
-    }
-    handle(state, changes) {
-        const order = state.order
-            .tryGetOrSet(this.instrument.id, () => {
-            throw new store_1.OrderNotFoundError(this.id);
-        })
-            .tryGetOrSet(this.id, () => {
-            throw new store_1.OrderNotFoundError(this.id);
-        });
-        if (order.state != 'PENDING' && order.state != 'CANCELING') {
-            throw new store_1.OrderInvalidStateError(order.state, ['PENDING', 'CANCELING']);
-        }
-        order.state = 'FILLED';
-        order.timestamp = this.timestamp;
-        order.quantityExecuted = order.quantity;
-        order.averageExecutionRate = this.averageExecutionRate;
-        changes.commit(order);
-    }
-}
-exports.OrderFilledEvent = OrderFilledEvent;
-class OrderCancelingEvent {
-    constructor(id, instrument, timestamp) {
-        this.id = id;
-        this.instrument = instrument;
-        this.timestamp = timestamp;
-    }
-    handle(state, changes) {
-        const order = state.order
-            .tryGetOrSet(this.instrument.id, () => {
-            throw new store_1.OrderNotFoundError(this.id);
-        })
-            .tryGetOrSet(this.id, () => {
-            throw new store_1.OrderNotFoundError(this.id);
-        });
-        if (order.state == 'CANCELING' || order.state == 'CANCELED') {
-            return;
-        }
-        if (order.state != 'PENDING') {
-            throw new store_1.OrderInvalidStateError(order.state, ['PENDING']);
-        }
-        order.state = 'CANCELING';
-        order.timestamp = this.timestamp;
-        changes.commit(order);
-    }
-}
-exports.OrderCancelingEvent = OrderCancelingEvent;
-class OrderCanceledEvent {
-    constructor(id, instrument, timestamp) {
-        this.id = id;
-        this.instrument = instrument;
-        this.timestamp = timestamp;
-    }
-    handle(state, changes) {
-        const order = state.order
-            .tryGetOrSet(this.instrument.id, () => {
-            throw new store_1.OrderNotFoundError(this.id);
-        })
-            .tryGetOrSet(this.id, () => {
-            throw new store_1.OrderNotFoundError(this.id);
-        });
-        if (order.state == 'CANCELED') {
-            return;
-        }
-        if (order.state != 'CANCELING') {
-            throw new store_1.OrderInvalidStateError(order.state, ['CANCELING']);
-        }
-        order.state = 'CANCELED';
-        order.timestamp = this.timestamp;
-        const base = state.balance.get(order.instrument.base.id);
-        const quote = state.balance.get(order.instrument.quote.id);
-        if (!base || !quote) {
-            throw new store_1.BalanceNotFoundError(!base ? order.instrument.base : order.instrument.quote);
-        }
-        if (base.tryRemoveTransientFunding(order)) {
-            base.timestamp = this.timestamp;
-            changes.commit(base);
-        }
-        if (quote.tryRemoveTransientFunding(order)) {
-            quote.timestamp = this.timestamp;
-            changes.commit(quote);
-        }
-        changes.commit(order);
-    }
-}
-exports.OrderCanceledEvent = OrderCanceledEvent;
-class OrderCancelFailedEvent {
-    constructor(id, instrument, timestamp) {
-        this.id = id;
-        this.instrument = instrument;
-        this.timestamp = timestamp;
-    }
-    handle(state, changes) {
-        const order = state.order
-            .tryGetOrSet(this.instrument.id, () => {
-            throw new store_1.OrderNotFoundError(this.id);
-        })
-            .tryGetOrSet(this.id, () => {
-            throw new store_1.OrderNotFoundError(this.id);
-        });
-        if (order.state != 'CANCELING') {
-            return;
-        }
-        order.state = 'PENDING';
-        order.timestamp = this.timestamp;
-        changes.commit(order);
-    }
-}
-exports.OrderCancelFailedEvent = OrderCancelFailedEvent;
-class OrderRejectedEvent {
-    constructor(id, instrument, timestamp) {
-        this.id = id;
-        this.instrument = instrument;
-        this.timestamp = timestamp;
-    }
-    handle(state, changes) {
-        const order = state.order
-            .tryGetOrSet(this.instrument.id, () => {
-            throw new store_1.OrderNotFoundError(this.id);
-        })
-            .tryGetOrSet(this.id, () => {
-            throw new store_1.OrderNotFoundError(this.id);
-        });
-        if (order.state != 'NEW') {
-            throw new store_1.OrderInvalidStateError(order.state, ['NEW']);
-        }
-        order.state = 'REJECTED';
-        order.timestamp = this.timestamp;
-        const base = state.balance.get(order.instrument.base.id);
-        const quote = state.balance.get(order.instrument.quote.id);
-        if (!base || !quote) {
-            throw new store_1.BalanceNotFoundError(!base ? order.instrument.base : order.instrument.quote);
-        }
-        if (base.tryRemoveTransientFunding(order)) {
-            base.timestamp = this.timestamp;
-            changes.commit(base);
-        }
-        if (quote.tryRemoveTransientFunding(order)) {
-            quote.timestamp = this.timestamp;
-            changes.commit(quote);
-        }
-        changes.commit(order);
-    }
-}
-exports.OrderRejectedEvent = OrderRejectedEvent;

package/dist/store/store-order-event.spec.d.ts

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

package/dist/store/store-order-event.spec.d.ts.map

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

package/dist/store/store-order-event.spec.js

@@ -1,23 +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(store_1.OrderLoadEvent.name, () => {
-    const instrument = new domain_1.Instrument(0, new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt', domain_1.Commission.Zero);
-    test('should load order to store', () => {
-        var _a, _b;
-        const timestamp = (0, shared_1.now)();
-        const store = new store_1.Store();
-        const balance = new domain_1.Balance(0, instrument.quote, (0, shared_1.d)(1));
-        const order = new domain_1.Order(0, '1', instrument, (0, shared_1.d)(1.0), 0);
-        order.state = 'PENDING';
-        store.snapshot.universe.instrument.upsert(instrument);
-        store.snapshot.subscription.instrument.upsert(instrument);
-        store.snapshot.balance.upsert(balance);
-        store.dispatch(new store_1.OrderLoadEvent(order, timestamp));
-        const pendingOrder = (_b = (_a = store.snapshot.order.get(instrument.id)) === null || _a === void 0 ? void 0 : _a.get('1')) !== null && _b !== void 0 ? _b : fail();
-        expect(store.snapshot.order.asReadonlyArray().length).toEqual(1);
-        expect(pendingOrder).toEqual(order);
-    });
-});

package/dist/store/store-orderbook-event.d.ts

@@ -1,12 +0,0 @@
-import { InstrumentSelector, Liquidity } from '../domain';
-import { timestamp } from '../shared';
-import { State, StateChangeTracker, StoreEvent } from '../store';
-export declare class OrderbookPatchEvent implements StoreEvent {
-    readonly instrument: InstrumentSelector;
-    readonly ask: Liquidity;
-    readonly bid: Liquidity;
-    readonly timestamp: timestamp;
-    constructor(instrument: InstrumentSelector, ask: Liquidity, bid: Liquidity, timestamp: timestamp);
-    handle(state: State, changes: StateChangeTracker): void;
-}
-//# sourceMappingURL=store-orderbook-event.d.ts.map

package/dist/store/store-orderbook-event.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"store-orderbook-event.d.ts","sourceRoot":"","sources":["../../src/store/store-orderbook-event.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAE,SAAS,EAAa,MAAM,aAAa,CAAC;AACvE,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACxC,OAAO,EAGL,KAAK,EACL,kBAAkB,EAClB,UAAU,EACX,MAAM,YAAY,CAAC;AAEpB,qBAAa,mBAAoB,YAAW,UAAU;IAElD,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,GAAG,EAAE,SAAS;IACvB,QAAQ,CAAC,GAAG,EAAE,SAAS;IACvB,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAHpB,UAAU,EAAE,kBAAkB,EAC9B,GAAG,EAAE,SAAS,EACd,GAAG,EAAE,SAAS,EACd,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAyCxD"}

package/dist/store/store-orderbook-event.js

@@ -1,43 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.OrderbookPatchEvent = void 0;
-const domain_1 = require("../domain");
-const store_1 = require("../store");
-class OrderbookPatchEvent {
-    constructor(instrument, ask, bid, timestamp) {
-        this.instrument = instrument;
-        this.ask = ask;
-        this.bid = bid;
-        this.timestamp = timestamp;
-    }
-    handle(state, changes) {
-        const instrument = state.universe.instrument.get(this.instrument.id);
-        if (!instrument) {
-            throw new store_1.InstrumentNotSupportedError(this.instrument);
-        }
-        const orderbook = state.orderbook.tryGetOrSet(this.instrument.id, () => new domain_1.Orderbook(0, instrument, this.ask, this.bid));
-        state.timestamp = this.timestamp;
-        orderbook.timestamp = this.timestamp;
-        orderbook.asks = this.ask;
-        orderbook.bids = this.bid;
-        const quote = state.balance.get(orderbook.instrument.quote.id);
-        if (quote) {
-            for (const position of Object.values(quote.position)) {
-                if (position.instrument.id != orderbook.instrument.id) {
-                    continue;
-                }
-                const rate = position.size.greaterThanOrEqualTo(0)
-                    ? orderbook.bids.rate
-                    : orderbook.asks.rate;
-                if (rate) {
-                    position.calculateEstimatedUnrealizedPnL(rate);
-                }
-            }
-            if (quote.total.lessThan(0)) {
-                throw new store_1.LiquidationError();
-            }
-        }
-        changes.commit(orderbook);
-    }
-}
-exports.OrderbookPatchEvent = OrderbookPatchEvent;

package/dist/store/store-orderbook-event.spec.d.ts

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

package/dist/store/store-orderbook-event.spec.d.ts.map

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

package/dist/store/store-orderbook-event.spec.js

@@ -1,27 +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(store_1.OrderbookPatchEvent.name, () => {
-    const instrument = new domain_1.Instrument(0, new domain_1.Asset('btc', 'binance', 8), new domain_1.Asset('usdt', 'binance', 2), 'binance:btc-usdt', domain_1.Commission.Zero);
-    let store;
-    beforeEach(() => {
-        store = new store_1.Store();
-        store.snapshot.universe.instrument.upsert(instrument);
-        store.snapshot.subscription.instrument.upsert(instrument);
-    });
-    test('should set a best bid and ask', () => {
-        var _a;
-        const timestamp = (0, shared_1.now)();
-        const ask = { rate: (0, shared_1.d)(2), quantity: (0, shared_1.d)(2), next: undefined };
-        const bid = { rate: (0, shared_1.d)(1), quantity: (0, shared_1.d)(1), next: undefined };
-        store.dispatch(new store_1.OrderbookPatchEvent(instrument, ask, bid, timestamp));
-        const orderbook = (_a = store.snapshot.orderbook.get(instrument.id)) !== null && _a !== void 0 ? _a : fail();
-        expect(orderbook.timestamp).toEqual(timestamp);
-        expect(orderbook.instrument.id).toEqual(orderbook.instrument.id);
-        expect(orderbook.asks).toEqual(ask);
-        expect(orderbook.bids).toEqual(bid);
-        expect(store.snapshot.timestamp).toEqual(timestamp);
-    });
-});

package/dist/store/store-position-event.d.ts

@@ -1,21 +0,0 @@
-import { Instrument, Position, PositionMode } from '../domain';
-import { decimal, timestamp } from '../shared';
-import { State, StateChangeTracker, StoreEvent } from '../store';
-export declare class PositionLoadEvent implements StoreEvent {
-    readonly position: Position;
-    readonly timestamp: timestamp;
-    constructor(position: Position, timestamp: timestamp);
-    handle(state: State): void;
-}
-export declare class PositionPatchEvent implements StoreEvent {
-    readonly id: string;
-    readonly instrument: Instrument;
-    readonly rate: decimal;
-    readonly size: decimal;
-    readonly leverage: number;
-    readonly mode: PositionMode;
-    readonly timestamp: timestamp;
-    constructor(id: string, instrument: Instrument, rate: decimal, size: decimal, leverage: number, mode: PositionMode, timestamp: timestamp);
-    handle(state: State, changes: StateChangeTracker): void;
-}
-//# sourceMappingURL=store-position-event.d.ts.map

package/dist/store/store-position-event.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"store-position-event.d.ts","sourceRoot":"","sources":["../../src/store/store-position-event.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAE,YAAY,EAAE,MAAM,aAAa,CAAC;AACjE,OAAO,EAAE,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACjD,OAAO,EAGL,KAAK,EACL,kBAAkB,EAClB,UAAU,EACX,MAAM,YAAY,CAAC;AAEpB,qBAAa,iBAAkB,YAAW,UAAU;IACtC,QAAQ,CAAC,QAAQ,EAAE,QAAQ;IAAE,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAAjD,QAAQ,EAAE,QAAQ,EAAW,SAAS,EAAE,SAAS;IAEtE,MAAM,CAAC,KAAK,EAAE,KAAK,GAAG,IAAI;CAyB3B;AAED,qBAAa,kBAAmB,YAAW,UAAU;IAEjD,QAAQ,CAAC,EAAE,EAAE,MAAM;IACnB,QAAQ,CAAC,UAAU,EAAE,UAAU;IAC/B,QAAQ,CAAC,IAAI,EAAE,OAAO;IACtB,QAAQ,CAAC,IAAI,EAAE,OAAO;IACtB,QAAQ,CAAC,QAAQ,EAAE,MAAM;IACzB,QAAQ,CAAC,IAAI,EAAE,YAAY;IAC3B,QAAQ,CAAC,SAAS,EAAE,SAAS;gBANpB,EAAE,EAAE,MAAM,EACV,UAAU,EAAE,UAAU,EACtB,IAAI,EAAE,OAAO,EACb,IAAI,EAAE,OAAO,EACb,QAAQ,EAAE,MAAM,EAChB,IAAI,EAAE,YAAY,EAClB,SAAS,EAAE,SAAS;IAI/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAwExD"}

package/dist/store/store-position-event.js

@@ -1,96 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.PositionPatchEvent = exports.PositionLoadEvent = void 0;
-const domain_1 = require("../domain");
-const store_1 = require("../store");
-class PositionLoadEvent {
-    constructor(position, timestamp) {
-        this.position = position;
-        this.timestamp = timestamp;
-    }
-    handle(state) {
-        if (!state.subscription.instrument.get(this.position.instrument.id)) {
-            throw new store_1.InstrumentNotSubscribedError(this.position.instrument);
-        }
-        this.position.timestamp = this.timestamp;
-        const balance = state.balance.get(this.position.instrument.quote.id);
-        if (!balance) {
-            throw new store_1.BalanceNotFoundError(this.position.instrument.quote);
-        }
-        balance.position[this.position.id] = this.position;
-        const orderbook = state.orderbook.get(this.position.instrument.id);
-        if (orderbook) {
-            const rate = this.position.size.greaterThanOrEqualTo(0)
-                ? orderbook.bids.rate
-                : orderbook.asks.rate;
-            if (rate) {
-                this.position.calculateEstimatedUnrealizedPnL(rate);
-            }
-        }
-    }
-}
-exports.PositionLoadEvent = PositionLoadEvent;
-class PositionPatchEvent {
-    constructor(id, instrument, rate, size, leverage, mode, timestamp) {
-        this.id = id;
-        this.instrument = instrument;
-        this.rate = rate;
-        this.size = size;
-        this.leverage = leverage;
-        this.mode = mode;
-        this.timestamp = timestamp;
-    }
-    // eslint-disable-next-line complexity
-    handle(state, changes) {
-        if (!state.subscription.instrument.get(this.instrument.id)) {
-            throw new store_1.InstrumentNotSubscribedError(this.instrument);
-        }
-        const balance = state.balance.get(this.instrument.quote.id);
-        if (!balance) {
-            throw new store_1.BalanceNotFoundError(this.instrument.quote);
-        }
-        const orderbook = state.orderbook.get(this.instrument.id);
-        let position = balance.position[this.id];
-        if (this.size.equals(0)) {
-            if (position) {
-                position.averageExecutionRate = this.instrument.quote.floor(this.rate);
-                position.size = this.instrument.base.floor(this.size);
-                position.leverage = this.leverage;
-                delete balance.position[this.id];
-                if (orderbook) {
-                    const rate = position.size.greaterThanOrEqualTo(0)
-                        ? orderbook.bids.rate
-                        : orderbook.asks.rate;
-                    if (rate) {
-                        position.calculateEstimatedUnrealizedPnL(rate);
-                    }
-                }
-                changes.commit(position);
-                changes.commit(balance);
-            }
-        }
-        const size = (position.size = this.instrument.base.floor(this.size));
-        const averageExecutionRate = (position.averageExecutionRate =
-            this.instrument.quote.floor(this.rate));
-        if (!position) {
-            position = new domain_1.Position(this.timestamp, this.id, this.instrument, this.mode, averageExecutionRate, size, this.leverage);
-            balance.position[this.id] = position;
-        }
-        else {
-            position.averageExecutionRate = averageExecutionRate;
-            position.size = size;
-            position.leverage = this.leverage;
-        }
-        if (orderbook) {
-            const rate = position.size.greaterThanOrEqualTo(0)
-                ? orderbook.bids.rate
-                : orderbook.asks.rate;
-            if (rate) {
-                position.calculateEstimatedUnrealizedPnL(rate);
-            }
-        }
-        changes.commit(position);
-        changes.commit(balance);
-    }
-}
-exports.PositionPatchEvent = PositionPatchEvent;

package/dist/store/store-state.d.ts

@@ -1,28 +0,0 @@
-import { Asset, AssetSelector, Balance, Component, Instrument, InstrumentSelector, Order, Orderbook, Trade } from '../domain';
-import { Set, timestamp } from '../shared';
-export interface StateChangeTracker {
-    commit(component: Component): void;
-    commitPendingChanges(): void;
-}
-export declare class InnerSet<T extends {
-    id: string;
-}> extends Set<T> {
-    readonly id: string;
-    constructor(id: string, values?: ReadonlyArray<T>);
-}
-export declare class State {
-    timestamp: timestamp;
-    universe: {
-        asset: Set<Asset>;
-        instrument: Set<Instrument>;
-    };
-    subscription: {
-        asset: Set<AssetSelector>;
-        instrument: Set<InstrumentSelector>;
-    };
-    trade: Set<Trade>;
-    orderbook: Set<Orderbook>;
-    balance: Set<Balance>;
-    order: Set<InnerSet<Order>>;
-}
-//# sourceMappingURL=store-state.d.ts.map