@quantform/core 0.6.7 → 0.7.0-beta.5

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

@@ -1 +0,0 @@
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package/dist/store/store-state.js

@@ -1,29 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.State = exports.InnerSet = void 0;
-const shared_1 = require("../shared");
-class InnerSet extends shared_1.Set {
-    constructor(id, values) {
-        super(values);
-        this.id = id;
-    }
-}
-exports.InnerSet = InnerSet;
-class State {
-    constructor() {
-        this.timestamp = 0;
-        this.universe = {
-            asset: new shared_1.Set(),
-            instrument: new shared_1.Set()
-        };
-        this.subscription = {
-            asset: new shared_1.Set(),
-            instrument: new shared_1.Set()
-        };
-        this.trade = new shared_1.Set();
-        this.orderbook = new shared_1.Set();
-        this.balance = new shared_1.Set();
-        this.order = new shared_1.Set();
-    }
-}
-exports.State = State;

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

@@ -1,16 +0,0 @@
-import { InstrumentSelector } from '../domain';
-import { decimal, timestamp } from '../shared';
-import { State, StateChangeTracker, StoreEvent } from '../store';
-/**
- * Patches a store with specific event @see TradePatchEvent
- * If there is no specific @see Trade in store, it will create a new one.
- */
-export declare class TradePatchEvent implements StoreEvent {
-    readonly instrument: InstrumentSelector;
-    readonly rate: decimal;
-    readonly quantity: decimal;
-    readonly timestamp: timestamp;
-    constructor(instrument: InstrumentSelector, rate: decimal, quantity: decimal, timestamp: timestamp);
-    handle(state: State, changes: StateChangeTracker): void;
-}
-//# sourceMappingURL=store-trade-event.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"store-trade-event.d.ts","sourceRoot":"","sources":["../../src/store/store-trade-event.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,kBAAkB,EAAS,MAAM,aAAa,CAAC;AACxD,OAAO,EAAK,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACpD,OAAO,EAGL,KAAK,EACL,kBAAkB,EAClB,UAAU,EACX,MAAM,YAAY,CAAC;AAEpB;;;GAGG;AACH,qBAAa,eAAgB,YAAW,UAAU;IAE9C,QAAQ,CAAC,UAAU,EAAE,kBAAkB;IACvC,QAAQ,CAAC,IAAI,EAAE,OAAO;IACtB,QAAQ,CAAC,QAAQ,EAAE,OAAO;IAC1B,QAAQ,CAAC,SAAS,EAAE,SAAS;gBAHpB,UAAU,EAAE,kBAAkB,EAC9B,IAAI,EAAE,OAAO,EACb,QAAQ,EAAE,OAAO,EACjB,SAAS,EAAE,SAAS;IAG/B,MAAM,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,EAAE,kBAAkB,GAAG,IAAI;CAuBxD"}

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

@@ -1,34 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.TradePatchEvent = void 0;
-const domain_1 = require("../domain");
-const shared_1 = require("../shared");
-const store_1 = require("../store");
-/**
- * Patches a store with specific event @see TradePatchEvent
- * If there is no specific @see Trade in store, it will create a new one.
- */
-class TradePatchEvent {
-    constructor(instrument, rate, quantity, timestamp) {
-        this.instrument = instrument;
-        this.rate = rate;
-        this.quantity = quantity;
-        this.timestamp = timestamp;
-    }
-    handle(state, changes) {
-        if (!state.subscription.instrument.get(this.instrument.id)) {
-            throw new store_1.InstrumentNotSubscribedError(this.instrument);
-        }
-        const instrument = state.universe.instrument.get(this.instrument.id);
-        if (!instrument) {
-            throw new store_1.InstrumentNotSupportedError(this.instrument);
-        }
-        const trade = state.trade.tryGetOrSet(this.instrument.id, () => new domain_1.Trade(0, instrument, shared_1.d.Zero, shared_1.d.Zero));
-        state.timestamp = this.timestamp;
-        trade.timestamp = this.timestamp;
-        trade.rate = trade.instrument.quote.floor(this.rate);
-        trade.quantity = trade.instrument.base.floor(this.quantity);
-        changes.commit(trade);
-    }
-}
-exports.TradePatchEvent = TradePatchEvent;

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

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

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

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

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

@@ -1,44 +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");
-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);
-describe(store_1.TradePatchEvent.name, () => {
-    test('should create a new trade object and patch a store', () => {
-        var _a;
-        const timestamp = (0, shared_1.now)();
-        const store = new store_1.Store();
-        store.snapshot.universe.instrument.upsert(instrument);
-        store.snapshot.subscription.instrument.upsert(instrument);
-        store.dispatch(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(1000), (0, shared_1.d)(0.1), timestamp));
-        const trade = (_a = store.snapshot.trade.get(instrument.id)) !== null && _a !== void 0 ? _a : fail();
-        expect(trade.timestamp).toEqual(timestamp);
-        expect(trade.instrument.id).toEqual(trade.instrument.id);
-        expect(trade.rate).toEqual((0, shared_1.d)(1000));
-        expect(trade.quantity).toEqual((0, shared_1.d)(0.1));
-        expect(store.snapshot.timestamp).toEqual(timestamp);
-    });
-    test('should use the existing instance of trade when patching a store', () => {
-        var _a;
-        const store = new store_1.Store();
-        const timestamp = (0, shared_1.now)();
-        store.snapshot.universe.instrument.upsert(instrument);
-        store.snapshot.subscription.instrument.upsert(instrument);
-        store.dispatch(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(1000), (0, shared_1.d)(0.1), timestamp));
-        const trade = (_a = store.snapshot.trade.get(instrument.id)) !== null && _a !== void 0 ? _a : fail();
-        store.dispatch(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(2000), (0, shared_1.d)(0.2), timestamp));
-        expect(trade.timestamp).toEqual(timestamp);
-        expect(trade.instrument.id).toEqual(instrument.id);
-        expect(trade.rate).toEqual((0, shared_1.d)(2000));
-        expect(trade.quantity).toEqual((0, shared_1.d)(0.2));
-        expect(store.snapshot.timestamp).toEqual(timestamp);
-    });
-    test('should throw exception when patching unsubscribed instrument', () => {
-        const store = new store_1.Store();
-        const fn = () => {
-            store.dispatch(new store_1.TradePatchEvent(instrument, (0, shared_1.d)(1000), (0, shared_1.d)(0.1), (0, shared_1.now)()));
-        };
-        expect(fn).toThrow(Error);
-    });
-});

package/dist/store/store.d.ts

@@ -1,14 +0,0 @@
-import { Observable } from 'rxjs';
-import { Component } from '../domain';
-import { State, StateChangeTracker, StoreEvent } from '../store';
-export declare class Store implements StateChangeTracker {
-    private readonly pendingChanges;
-    private readonly changes;
-    readonly snapshot: State;
-    get changes$(): Observable<Component>;
-    dispatch(...events: StoreEvent[]): void;
-    commit(component: Component): void;
-    commitPendingChanges(): void;
-    dispose(): void;
-}
-//# sourceMappingURL=store.d.ts.map

package/dist/store/store.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"store.d.ts","sourceRoot":"","sources":["../../src/store/store.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAW,MAAM,MAAM,CAAC;AAE3C,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AACxC,OAAO,EAAE,KAAK,EAAE,kBAAkB,EAAE,UAAU,EAAE,MAAM,YAAY,CAAC;AAEnE,qBAAa,KAAM,YAAW,kBAAkB;IAC9C,OAAO,CAAC,QAAQ,CAAC,cAAc,CAA0B;IACzD,OAAO,CAAC,QAAQ,CAAC,OAAO,CAA4B;IAEpD,QAAQ,CAAC,QAAQ,QAAe;IAEhC,IAAI,QAAQ,IAAI,UAAU,CAAC,SAAS,CAAC,CAEpC;IAED,QAAQ,CAAC,GAAG,MAAM,EAAE,UAAU,EAAE;IAQhC,MAAM,CAAC,SAAS,EAAE,SAAS;IAQ3B,oBAAoB;IAKpB,OAAO;CAGR"}

package/dist/store/store.js

@@ -1,35 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.Store = void 0;
-const rxjs_1 = require("rxjs");
-const store_1 = require("../store");
-class Store {
-    constructor() {
-        this.pendingChanges = new Array();
-        this.changes = new rxjs_1.Subject();
-        this.snapshot = new store_1.State();
-    }
-    get changes$() {
-        return this.changes.asObservable();
-    }
-    dispatch(...events) {
-        for (const event of events) {
-            event.handle(this.snapshot, this);
-        }
-        this.commitPendingChanges();
-    }
-    commit(component) {
-        if (this.pendingChanges.some(it => it === component)) {
-            return;
-        }
-        this.pendingChanges.push(component);
-    }
-    commitPendingChanges() {
-        this.pendingChanges.forEach(it => this.changes.next(it));
-        this.pendingChanges.splice(0, this.pendingChanges.length);
-    }
-    dispose() {
-        this.changes.complete();
-    }
-}
-exports.Store = Store;

package/dist/store/store.spec.d.ts

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

package/dist/store/store.spec.d.ts.map

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

package/dist/store/store.spec.js

@@ -1,122 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const domain_1 = require("../domain");
-const shared_1 = require("../shared");
-const store_1 = require("../store");
-const instrument = new domain_1.Instrument(0, new domain_1.Asset('abc', 'xyz', 4), new domain_1.Asset('def', 'xyz', 4), 'abc-def', domain_1.Commission.Zero);
-describe(store_1.Store.name, () => {
-    let store;
-    beforeEach(() => {
-        store = new store_1.Store();
-        store.snapshot.universe.asset.upsert(instrument.base);
-        store.snapshot.universe.asset.upsert(instrument.quote);
-        store.snapshot.universe.instrument.upsert(instrument);
-    });
-    test('should load an existing order and not pipe a changes', () => {
-        let hasUpdatedOrder = false;
-        store.changes$.pipe((0, domain_1.order)(instrument)).subscribe({
-            next: () => {
-                hasUpdatedOrder = true;
-            }
-        });
-        store.dispatch(new store_1.BalanceLoadEvent(instrument.quote, (0, shared_1.d)(100), shared_1.d.Zero, (0, shared_1.now)()), new store_1.OrderLoadEvent(new domain_1.Order(0, '1', instrument, (0, shared_1.d)(10), 0), (0, shared_1.now)()));
-        expect(hasUpdatedOrder).toBe(false);
-    });
-    test('should create a new order and pipe a changes', () => {
-        let hasUpdatedOrder = false;
-        store.changes$.pipe((0, domain_1.order)(instrument)).subscribe({
-            next: () => {
-                hasUpdatedOrder = true;
-            }
-        });
-        store.dispatch(new store_1.BalanceLoadEvent(instrument.base, (0, shared_1.d)(100), shared_1.d.Zero, (0, shared_1.now)()), new store_1.BalanceLoadEvent(instrument.quote, (0, shared_1.d)(100), shared_1.d.Zero, (0, shared_1.now)()), new store_1.OrderNewEvent(new domain_1.Order(0, '1', instrument, (0, shared_1.d)(10), 0), (0, shared_1.now)()));
-        expect(hasUpdatedOrder).toBe(true);
-    });
-    test('should transition order state from new to pending', () => {
-        const states = ['NEW', 'PENDING'].reverse();
-        store.changes$.pipe((0, domain_1.order)(instrument)).subscribe({
-            next: it => {
-                expect(it.state).toBe(states.pop());
-            }
-        });
-        const buyOrder = new domain_1.Order(0, '1', instrument, (0, shared_1.d)(10), 0);
-        store.dispatch(new store_1.BalanceLoadEvent(instrument.base, (0, shared_1.d)(100), shared_1.d.Zero, (0, shared_1.now)()));
-        store.dispatch(new store_1.BalanceLoadEvent(instrument.quote, (0, shared_1.d)(100), shared_1.d.Zero, (0, shared_1.now)()));
-        store.dispatch(new store_1.OrderNewEvent(buyOrder, (0, shared_1.now)()));
-        store.dispatch(new store_1.OrderPendingEvent(buyOrder.id, instrument, (0, shared_1.now)()));
-        expect(buyOrder.state).toBe('PENDING');
-        expect(states.length).toBe(0);
-    });
-    test('should transition order state from new to filled', () => {
-        const states = ['NEW', 'PENDING', 'FILLED'].reverse();
-        store.changes$.pipe((0, domain_1.order)(instrument)).subscribe({
-            next: it => {
-                expect(it.state).toBe(states.pop());
-            }
-        });
-        const buyOrder = new domain_1.Order(0, '1', instrument, (0, shared_1.d)(10), 0);
-        store.dispatch(new store_1.BalanceLoadEvent(instrument.base, (0, shared_1.d)(100), shared_1.d.Zero, (0, shared_1.now)()));
-        store.dispatch(new store_1.BalanceLoadEvent(instrument.quote, (0, shared_1.d)(100), shared_1.d.Zero, (0, shared_1.now)()));
-        store.dispatch(new store_1.OrderNewEvent(buyOrder, (0, shared_1.now)()));
-        store.dispatch(new store_1.OrderPendingEvent(buyOrder.id, instrument, (0, shared_1.now)()));
-        store.dispatch(new store_1.OrderFilledEvent(buyOrder.id, instrument, (0, shared_1.d)(44), (0, shared_1.now)()));
-        expect(buyOrder.state).toBe('FILLED');
-        expect(buyOrder.averageExecutionRate).toEqual((0, shared_1.d)(44));
-        expect(states.length).toBe(0);
-    });
-    test('should transition order state from new to canceled', () => {
-        const states = ['NEW', 'PENDING', 'CANCELING', 'CANCELED'].reverse();
-        store.changes$.pipe((0, domain_1.order)(instrument)).subscribe({
-            next: it => {
-                expect(it.state).toBe(states.pop());
-            }
-        });
-        const buyOrder = new domain_1.Order(0, '1', instrument, (0, shared_1.d)(10), 0);
-        store.dispatch(new store_1.BalanceLoadEvent(instrument.base, (0, shared_1.d)(100), shared_1.d.Zero, (0, shared_1.now)()));
-        store.dispatch(new store_1.BalanceLoadEvent(instrument.quote, (0, shared_1.d)(100), shared_1.d.Zero, (0, shared_1.now)()));
-        store.dispatch(new store_1.OrderNewEvent(buyOrder, (0, shared_1.now)()));
-        store.dispatch(new store_1.OrderPendingEvent(buyOrder.id, instrument, (0, shared_1.now)()));
-        store.dispatch(new store_1.OrderCancelingEvent(buyOrder.id, instrument, (0, shared_1.now)()));
-        store.dispatch(new store_1.OrderCanceledEvent(buyOrder.id, instrument, (0, shared_1.now)()));
-        expect(buyOrder.state).toBe('CANCELED');
-        expect(states.length).toBe(0);
-    });
-    test('should patch balance with order and pipe changes once', done => {
-        (0, rxjs_1.combineLatest)([
-            store.changes$.pipe((0, domain_1.balance)(instrument.quote, store.snapshot)),
-            store.changes$.pipe((0, domain_1.order)(instrument))
-        ]).subscribe({
-            next: ([balance, order]) => {
-                expect(balance.free).toEqual((0, shared_1.d)(10));
-                expect(order.state).toEqual('PENDING');
-                done();
-            }
-        });
-        const buyOrder = new domain_1.Order(0, '1', instrument, (0, shared_1.d)(10), 0);
-        store.dispatch(new store_1.BalanceLoadEvent(instrument.base, (0, shared_1.d)(10), shared_1.d.Zero, (0, shared_1.now)()), new store_1.BalanceLoadEvent(instrument.quote, (0, shared_1.d)(10), shared_1.d.Zero, (0, shared_1.now)()), new store_1.OrderNewEvent(buyOrder, (0, shared_1.now)()), new store_1.OrderPendingEvent(buyOrder.id, instrument, (0, shared_1.now)()), new store_1.BalancePatchEvent(instrument.quote, (0, shared_1.d)(10), shared_1.d.Zero, (0, shared_1.now)()));
-    });
-    test('should pipe balance and order changes', done => {
-        let counter = 2;
-        store.changes$.pipe((0, domain_1.balance)(instrument.quote, store.snapshot)).subscribe({
-            next: it => {
-                counter--;
-                expect(it.free).toEqual((0, shared_1.d)(10));
-                if (!counter) {
-                    done();
-                }
-            }
-        });
-        store.changes$.pipe((0, domain_1.order)(instrument)).subscribe({
-            next: it => {
-                counter--;
-                expect(it.state).toEqual('PENDING');
-                if (!counter) {
-                    done();
-                }
-            }
-        });
-        const buyOrder = new domain_1.Order(0, '1', instrument, (0, shared_1.d)(10), 0);
-        store.dispatch(new store_1.BalanceLoadEvent(instrument.base, (0, shared_1.d)(10), shared_1.d.Zero, (0, shared_1.now)()), new store_1.BalanceLoadEvent(instrument.quote, (0, shared_1.d)(10), shared_1.d.Zero, (0, shared_1.now)()), new store_1.OrderNewEvent(buyOrder, (0, shared_1.now)()), new store_1.OrderPendingEvent(buyOrder.id, instrument, (0, shared_1.now)()), new store_1.BalancePatchEvent(instrument.quote, (0, shared_1.d)(10), shared_1.d.Zero, (0, shared_1.now)()));
-    });
-});

package/src/adapter/adapter-aggregate.ts

@@ -1,185 +0,0 @@
-import {
-  Adapter,
-  AdapterFactory,
-  AdapterNotFoundError,
-  AdapterTimeProvider,
-  FeedAsyncCallback
-} from '@lib/adapter';
-import { InstrumentSelector, Ohlc, Order } from '@lib/domain';
-import { log, timestamp } from '@lib/shared';
-import { Cache } from '@lib/storage';
-import { Store } from '@lib/store';
-
-/**
- * Manages instances of all adapters provided in session descriptor.
- * Awakes and disposes adapters, routes and executes commands.
- */
-export class AdapterAggregate {
-  private readonly logger = log(AdapterAggregate.name);
-  private readonly adapter: Record<string, Adapter> = {};
-
-  constructor(
-    private readonly factories: AdapterFactory[],
-    private readonly timeProvider: AdapterTimeProvider,
-    private readonly store: Store,
-    private readonly cache: Cache
-  ) {}
-
-  /**
-   * Returns adapter by name.
-   * @param adapterName adapter name.
-   * @returns
-   */
-  get(adapterName: string): Adapter {
-    const adapter = this.adapter[adapterName];
-
-    if (!adapter) {
-      throw new AdapterNotFoundError(adapterName);
-    }
-
-    return adapter;
-  }
-
-  /**
-   * Sets up all adapters.
-   */
-  async awake(): Promise<void> {
-    for (const factory of this.factories) {
-      const adapter = factory(this.timeProvider, this.store, this.cache);
-
-      try {
-        await adapter.awake();
-        await adapter.account();
-      } catch (error) {
-        this.logger.error(`unable to awake for ${adapter.name}`, error);
-      }
-
-      this.adapter[adapter.name] = adapter;
-    }
-  }
-
-  /**
-   * Disposes all adapters.
-   */
-  async dispose(): Promise<void> {
-    for (const adapter of Object.values(this.adapter)) {
-      try {
-        await adapter.dispose();
-      } catch (error) {
-        this.logger.error(`unable to dispose for ${adapter.name}`, error);
-      }
-    }
-  }
-
-  /**
-   * Subscribe to collection of instruments.
-   * @param selectors
-   */
-  async subscribe(selectors: InstrumentSelector[]): Promise<void> {
-    const grouped = selectors.reduce((aggregate, it) => {
-      const adapter = it.base.adapterName;
-
-      if (aggregate[adapter]) {
-        aggregate[adapter].push(it);
-      } else {
-        aggregate[adapter] = [it];
-      }
-
-      return aggregate;
-    }, {} as Record<string, InstrumentSelector[]>);
-
-    for (const adapterName in grouped) {
-      try {
-        await this.get(adapterName).subscribe(grouped[adapterName]);
-      } catch (error) {
-        this.logger.error(
-          `unable to subscribe for ${adapterName}`,
-          grouped[adapterName],
-          error
-        );
-
-        throw error;
-      }
-    }
-  }
-
-  /**
-   * Opens new order.
-   * @param order an order to open.
-   */
-  async open(order: Order): Promise<void> {
-    const { adapterName } = order.instrument.base;
-
-    this.logger.debug(`opening a new order on ${order.instrument.id} as ${order.id}`);
-
-    try {
-      await this.get(adapterName).open(order);
-    } catch (error) {
-      this.logger.error(`unable to open a new order for ${adapterName}`, order, error);
-
-      throw error;
-    }
-  }
-
-  /**
-   * Cancels specific order.
-   */
-  cancel(order: Order): Promise<void> {
-    const { adapterName } = order.instrument.base;
-
-    this.logger.debug(`canceling a ${order.id} order`);
-
-    try {
-      return this.get(adapterName).cancel(order);
-    } catch (error) {
-      this.logger.error(`unable to cancel a order for ${adapterName}`, order, error);
-
-      throw error;
-    }
-  }
-
-  /**
-   *
-   * @returns
-   */
-  history(
-    instrument: InstrumentSelector,
-    timeframe: number,
-    length: number
-  ): Promise<Ohlc[]> {
-    try {
-      return this.get(instrument.base.adapterName).history(instrument, timeframe, length);
-    } catch (error) {
-      this.logger.error(
-        `unable to get history ${instrument.base.adapterName}`,
-        { instrument, timeframe, length },
-        error
-      );
-
-      throw error;
-    }
-  }
-
-  /**
-   * Feeds a storage with historical instrument data.
-   * @returns
-   */
-  feed(
-    instrument: InstrumentSelector,
-    from: timestamp,
-    to: timestamp,
-    callback: FeedAsyncCallback
-  ): Promise<void> {
-    try {
-      return this.get(instrument.base.adapterName).feed(instrument, from, to, callback);
-    } catch (error) {
-      this.logger.error(
-        `unable to get feed ${instrument.base.adapterName}`,
-        { instrument, from, to },
-        error
-      );
-
-      throw error;
-    }
-  }
-}

package/src/adapter/adapter.ts

@@ -1,82 +0,0 @@
-import { PaperAdapter, PaperEngine } from '@lib/adapter';
-import { InstrumentSelector, Ohlc, Order } from '@lib/domain';
-import { now, timestamp } from '@lib/shared';
-import { Cache, StorageEvent } from '@lib/storage';
-import { Store } from '@lib/store';
-
-export type AdapterTimeProvider = {
-  timestamp: () => number;
-};
-
-export const DefaultTimeProvider = {
-  timestamp: () => now()
-};
-
-export type FeedAsyncCallback = (timestamp: number, chunk: StorageEvent[]) => void;
-
-export type AdapterFactory = (
-  timeProvider: AdapterTimeProvider,
-  store: Store,
-  cache: Cache
-) => Adapter;
-
-/**
- * Base adapter class, you should derive your own adapter from this class.
- * @abstract
- */
-export abstract class Adapter {
-  abstract name: string;
-
-  timestamp(): timestamp {
-    return this.timeProvider.timestamp();
-  }
-
-  constructor(private readonly timeProvider: AdapterTimeProvider) {}
-
-  /**
-   * Setup an adapter.
-   */
-  abstract awake(): Promise<void>;
-
-  /**
-   * Dispose an adapter.
-   */
-  abstract dispose(): Promise<void>;
-
-  /**
-   * Subscribe to collection of instruments.
-   * @param instruments
-   */
-  abstract subscribe(instruments: InstrumentSelector[]): Promise<void>;
-
-  /**
-   *
-   */
-  abstract account(): Promise<void>;
-
-  /**
-   * Opens new order.
-   * @param order an order to open.
-   */
-  abstract open(order: Order): Promise<void>;
-
-  /**
-   * Cancels specific order.
-   */
-  abstract cancel(order: Order): Promise<void>;
-
-  abstract history(
-    instrument: InstrumentSelector,
-    timeframe: number,
-    length: number
-  ): Promise<Ohlc[]>;
-
-  abstract feed(
-    instrument: InstrumentSelector,
-    from: timestamp,
-    to: timestamp,
-    callback: FeedAsyncCallback
-  ): Promise<void>;
-
-  abstract createPaperEngine(adapter: PaperAdapter): PaperEngine;
-}