@quantform/core 0.6.7 → 0.7.0-beta.5

package/src/store/store.spec.ts

@@ -1,196 +0,0 @@
-import { combineLatest } from 'rxjs';
-
-import { Asset, balance, Commission, Instrument, Order, order } from '@lib/domain';
-import { d, now } from '@lib/shared';
-import {
-  BalanceLoadEvent,
-  BalancePatchEvent,
-  OrderCanceledEvent,
-  OrderCancelingEvent,
-  OrderFilledEvent,
-  OrderLoadEvent,
-  OrderNewEvent,
-  OrderPendingEvent,
-  Store
-} from '@lib/store';
-
-const instrument = new Instrument(
-  0,
-  new Asset('abc', 'xyz', 4),
-  new Asset('def', 'xyz', 4),
-  'abc-def',
-  Commission.Zero
-);
-
-describe(Store.name, () => {
-  let store: Store;
-
-  beforeEach(() => {
-    store = new 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$.pipe(order(instrument)).subscribe({
-      next: () => {
-        hasUpdatedOrder = true;
-      }
-    });
-
-    store.dispatch(
-      new BalanceLoadEvent(instrument.quote, d(100), d.Zero, now()),
-      new OrderLoadEvent(new Order(0, '1', instrument, d(10), 0), now())
-    );
-
-    expect(hasUpdatedOrder).toBe(false);
-  });
-
-  test('should create a new order and pipe a changes', () => {
-    let hasUpdatedOrder = false;
-
-    store.changes$.pipe(order(instrument)).subscribe({
-      next: () => {
-        hasUpdatedOrder = true;
-      }
-    });
-
-    store.dispatch(
-      new BalanceLoadEvent(instrument.base, d(100), d.Zero, now()),
-      new BalanceLoadEvent(instrument.quote, d(100), d.Zero, now()),
-      new OrderNewEvent(new Order(0, '1', instrument, d(10), 0), now())
-    );
-
-    expect(hasUpdatedOrder).toBe(true);
-  });
-
-  test('should transition order state from new to pending', () => {
-    const states = ['NEW', 'PENDING'].reverse();
-
-    store.changes$.pipe(order(instrument)).subscribe({
-      next: it => {
-        expect(it.state).toBe(states.pop());
-      }
-    });
-
-    const buyOrder = new Order(0, '1', instrument, d(10), 0);
-
-    store.dispatch(new BalanceLoadEvent(instrument.base, d(100), d.Zero, now()));
-    store.dispatch(new BalanceLoadEvent(instrument.quote, d(100), d.Zero, now()));
-    store.dispatch(new OrderNewEvent(buyOrder, now()));
-    store.dispatch(new OrderPendingEvent(buyOrder.id, instrument, now()));
-
-    expect(buyOrder.state).toBe('PENDING');
-    expect(states.length).toBe(0);
-  });
-
-  test('should transition order state from new to filled', () => {
-    const states = ['NEW', 'PENDING', 'FILLED'].reverse();
-
-    store.changes$.pipe(order(instrument)).subscribe({
-      next: it => {
-        expect(it.state).toBe(states.pop());
-      }
-    });
-
-    const buyOrder = new Order(0, '1', instrument, d(10), 0);
-
-    store.dispatch(new BalanceLoadEvent(instrument.base, d(100), d.Zero, now()));
-    store.dispatch(new BalanceLoadEvent(instrument.quote, d(100), d.Zero, now()));
-    store.dispatch(new OrderNewEvent(buyOrder, now()));
-    store.dispatch(new OrderPendingEvent(buyOrder.id, instrument, now()));
-    store.dispatch(new OrderFilledEvent(buyOrder.id, instrument, d(44), now()));
-
-    expect(buyOrder.state).toBe('FILLED');
-    expect(buyOrder.averageExecutionRate).toEqual(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$.pipe(order(instrument)).subscribe({
-      next: it => {
-        expect(it.state).toBe(states.pop());
-      }
-    });
-
-    const buyOrder = new Order(0, '1', instrument, d(10), 0);
-
-    store.dispatch(new BalanceLoadEvent(instrument.base, d(100), d.Zero, now()));
-    store.dispatch(new BalanceLoadEvent(instrument.quote, d(100), d.Zero, now()));
-    store.dispatch(new OrderNewEvent(buyOrder, now()));
-    store.dispatch(new OrderPendingEvent(buyOrder.id, instrument, now()));
-    store.dispatch(new OrderCancelingEvent(buyOrder.id, instrument, now()));
-    store.dispatch(new OrderCanceledEvent(buyOrder.id, instrument, now()));
-
-    expect(buyOrder.state).toBe('CANCELED');
-    expect(states.length).toBe(0);
-  });
-
-  test('should patch balance with order and pipe changes once', done => {
-    combineLatest([
-      store.changes$.pipe(balance(instrument.quote, store.snapshot)),
-      store.changes$.pipe(order(instrument))
-    ]).subscribe({
-      next: ([balance, order]) => {
-        expect(balance.free).toEqual(d(10));
-        expect(order.state).toEqual('PENDING');
-
-        done();
-      }
-    });
-
-    const buyOrder = new Order(0, '1', instrument, d(10), 0);
-
-    store.dispatch(
-      new BalanceLoadEvent(instrument.base, d(10), d.Zero, now()),
-      new BalanceLoadEvent(instrument.quote, d(10), d.Zero, now()),
-      new OrderNewEvent(buyOrder, now()),
-      new OrderPendingEvent(buyOrder.id, instrument, now()),
-      new BalancePatchEvent(instrument.quote, d(10), d.Zero, now())
-    );
-  });
-
-  test('should pipe balance and order changes', done => {
-    let counter = 2;
-
-    store.changes$.pipe(balance(instrument.quote, store.snapshot)).subscribe({
-      next: it => {
-        counter--;
-
-        expect(it.free).toEqual(d(10));
-
-        if (!counter) {
-          done();
-        }
-      }
-    });
-
-    store.changes$.pipe(order(instrument)).subscribe({
-      next: it => {
-        counter--;
-
-        expect(it.state).toEqual('PENDING');
-
-        if (!counter) {
-          done();
-        }
-      }
-    });
-
-    const buyOrder = new Order(0, '1', instrument, d(10), 0);
-
-    store.dispatch(
-      new BalanceLoadEvent(instrument.base, d(10), d.Zero, now()),
-      new BalanceLoadEvent(instrument.quote, d(10), d.Zero, now()),
-      new OrderNewEvent(buyOrder, now()),
-      new OrderPendingEvent(buyOrder.id, instrument, now()),
-      new BalancePatchEvent(instrument.quote, d(10), d.Zero, now())
-    );
-  });
-});

package/src/store/store.ts

@@ -1,40 +0,0 @@
-import { Observable, Subject } from 'rxjs';
-
-import { Component } from '@lib/domain';
-import { State, StateChangeTracker, StoreEvent } from '@lib/store';
-
-export class Store implements StateChangeTracker {
-  private readonly pendingChanges = new Array<Component>();
-  private readonly changes = new Subject<Component>();
-
-  readonly snapshot = new State();
-
-  get changes$(): Observable<Component> {
-    return this.changes.asObservable();
-  }
-
-  dispatch(...events: StoreEvent[]) {
-    for (const event of events) {
-      event.handle(this.snapshot, this);
-    }
-
-    this.commitPendingChanges();
-  }
-
-  commit(component: 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();
-  }
-}

package/dist/{domain → component}/timeframe.js

@@ -3,7 +3,6 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.tf = exports.Timeframe = void 0;
 class Timeframe {
 }
-exports.Timeframe = Timeframe;
 Timeframe.S1 = 1000;
 Timeframe.M1 = Timeframe.S1 * 60;
 Timeframe.M5 = Timeframe.M1 * 5;
@@ -15,6 +14,7 @@ Timeframe.H6 = Timeframe.H1 * 6;
 Timeframe.H12 = Timeframe.H6 * 2;
 Timeframe.D1 = Timeframe.H12 * 2;
 Timeframe.W1 = Timeframe.D1 * 7;
+exports.Timeframe = Timeframe;
 function tf(timestamp, timeframe) {
     return timestamp - (timestamp % timeframe);
 }