@quantform/core 0.7.0-beta.8 → 0.7.9

package/jest.config.ts

@@ -23,7 +23,7 @@ const config: Config = {
       }
     ]
   },
-  testPathIgnorePatterns: ['<rootDir>/dist/', '<rootDir>/src/cli/test.ts'],
+  testPathIgnorePatterns: ['<rootDir>/lib/', '<rootDir>/src/cli/test.ts'],
   roots: ['<rootDir>'],
   modulePaths: [compilerOptions.baseUrl],
   moduleNameMapper: pathsToModuleNameMapper(compilerOptions.paths, {

package/{dist → lib}/asset/asset.d.ts

@@ -1,5 +1,8 @@
 import { decimal } from '../shared';
 export declare const AssetSelectorSeparator = ":";
+export declare class MissingAssetError extends Error {
+    constructor(asset: AssetSelector);
+}
 /**
  * Supposed to query specific @see Asset based on string notation.
  */

package/lib/asset/asset.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"asset.d.ts","sourceRoot":"","sources":["../../src/asset/asset.ts"],"names":[],"mappings":"AACA,OAAO,EAAK,OAAO,EAAE,MAAM,aAAa,CAAC;AAEzC,eAAO,MAAM,sBAAsB,MAAM,CAAC;AAE1C,qBAAa,iBAAkB,SAAQ,KAAK;gBAC9B,KAAK,EAAE,aAAa;CAGjC;AAED;;GAEG;AACH,qBAAa,aAAa;IACxB,QAAQ,CAAC,EAAE,EAAE,MAAM,CAAC;IACpB,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IACtB,QAAQ,CAAC,WAAW,EAAE,MAAM,CAAC;gBAEjB,IAAI,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM;IAc7C,QAAQ;CAGT;AAED;;GAEG;AACH,wBAAgB,OAAO,CAAC,QAAQ,EAAE,MAAM,GAAG,aAAa,CAQvD;AAED;;;GAGG;AACH,qBAAa,KAAM,SAAQ,aAAa;aAGyB,KAAK,EAAE,MAAM;IAF5E,QAAQ,CAAC,QAAQ,EAAE,OAAO,CAAC;gBAEf,IAAI,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,EAAkB,KAAK,EAAE,MAAM;IAU5E;;OAEG;IACH,KAAK,CAAC,MAAM,EAAE,OAAO,GAAG,MAAM;IAI9B;;OAEG;IACH,KAAK,CAAC,MAAM,EAAE,OAAO,GAAG,OAAO;IAI/B;;OAEG;IACH,IAAI,CAAC,MAAM,EAAE,OAAO,GAAG,OAAO;CAG/B"}

package/{dist → lib}/asset/asset.js

@@ -1,9 +1,16 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.Asset = exports.assetOf = exports.AssetSelector = exports.AssetSelectorSeparator = void 0;
+exports.Asset = exports.AssetSelector = exports.MissingAssetError = exports.AssetSelectorSeparator = void 0;
+exports.assetOf = assetOf;
 const component_1 = require("../component");
 const shared_1 = require("../shared");
 exports.AssetSelectorSeparator = ':';
+class MissingAssetError extends Error {
+    constructor(asset) {
+        super(`Missing asset: ${asset}`);
+    }
+}
+exports.MissingAssetError = MissingAssetError;
 /**
  * Supposed to query specific @see Asset based on string notation.
  */
@@ -34,7 +41,6 @@ function assetOf(selector) {
     }
     return new AssetSelector(name, adapterName);
 }
-exports.assetOf = assetOf;
 /**
  * Represents a security that you can trade or hold in your wallet.
  * For example, you can combine two trading assets to create a trading instrument.

package/{dist → lib}/cli/index.js

@@ -17,10 +17,10 @@ const child_process_1 = require("child_process");
 const commander_1 = require("commander");
 const node_watch_1 = __importDefault(require("node-watch"));
 const build_1 = __importDefault(require("../cli/build"));
-const dev_1 = __importDefault(require("../cli/dev"));
+const live_1 = __importDefault(require("../cli/live"));
+const paper_1 = __importDefault(require("../cli/paper"));
 const pull_1 = __importDefault(require("../cli/pull"));
 const replay_1 = __importDefault(require("../cli/replay"));
-const run_1 = __importDefault(require("../cli/run"));
 commander_1.program
     .command('build')
     .description('builds a production version of the app')
@@ -28,23 +28,26 @@ commander_1.program
     yield (0, build_1.default)();
 }));
 commander_1.program
-    .command('run')
+    .command('live')
     .argument('<name>', 'strategy to execute')
     .option('-i, --id <id>', 'session identifier')
+    .option('-r, --recording', 'recording mode for replay purposes')
     .option('-w', 'watch mode')
     .description('executes strategy in live trading mode')
-    .action(run_1.default);
+    .action(live_1.default);
 commander_1.program
-    .command('dev')
+    .command('paper')
     .argument('<name>', 'strategy to execute')
     .option('-i, --id <id>', 'session identifier')
+    .option('-r, --recording', 'recording mode for replay purposes')
     .option('-w', 'watch mode')
     .description('executes strategy in paper e.g. simulation mode')
-    .action(dev_1.default);
+    .action(paper_1.default);
 commander_1.program
     .command('replay')
     .description('executes strategy in backtesting mode for specified period')
     .argument('<name>', 'strategy to execute')
+    .option('-i, --id <id>', 'session identifier')
     .option('-f, --from <from>', 'date from')
     .option('-t, --to <to>', 'date to')
     .option('-w', 'watch mode')

package/lib/cli/internal/script.d.ts

@@ -0,0 +1,8 @@
+import { Dependency } from '../../module';
+export declare class Script {
+    private readonly filename;
+    private readonly dependencies;
+    constructor(filename: string, dependencies: Dependency[]);
+    run(): Promise<unknown[]>;
+}
+//# sourceMappingURL=script.d.ts.map

package/lib/cli/internal/script.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"script.d.ts","sourceRoot":"","sources":["../../../src/cli/internal/script.ts"],"names":[],"mappings":"AAeA,OAAO,EAAE,UAAU,EAAU,MAAM,aAAa,CAAC;AAMjD,qBAAa,MAAM;IAEf,OAAO,CAAC,QAAQ,CAAC,QAAQ;IACzB,OAAO,CAAC,QAAQ,CAAC,YAAY;gBADZ,QAAQ,EAAE,MAAM,EAChB,YAAY,EAAE,UAAU,EAAE;IAGvC,GAAG;CA0CV"}

package/lib/cli/internal/script.js

@@ -0,0 +1,75 @@
+"use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
+    Object.defineProperty(o, "default", { enumerable: true, value: v });
+}) : function(o, v) {
+    o["default"] = v;
+});
+var __importStar = (this && this.__importStar) || (function () {
+    var ownKeys = function(o) {
+        ownKeys = Object.getOwnPropertyNames || function (o) {
+            var ar = [];
+            for (var k in o) if (Object.prototype.hasOwnProperty.call(o, k)) ar[ar.length] = k;
+            return ar;
+        };
+        return ownKeys(o);
+    };
+    return function (mod) {
+        if (mod && mod.__esModule) return mod;
+        var result = {};
+        if (mod != null) for (var k = ownKeys(mod), i = 0; i < k.length; i++) if (k[i] !== "default") __createBinding(result, mod, k[i]);
+        __setModuleDefault(result, mod);
+        return result;
+    };
+})();
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.Script = void 0;
+const path_1 = require("path");
+const rxjs_1 = require("rxjs");
+const core_1 = require("../../core");
+const module_1 = require("../../module");
+const replay_1 = require("../../replay");
+const workspace_1 = require("./workspace");
+class Script {
+    constructor(filename, dependencies) {
+        this.filename = filename;
+        this.dependencies = dependencies;
+    }
+    run() {
+        return __awaiter(this, void 0, void 0, function* () {
+            const script = yield Promise.resolve(`${(0, path_1.join)((0, workspace_1.buildDirectory)(), this.filename)}`).then(s => __importStar(require(s)));
+            const { dependencies, description } = script.default;
+            const module = new module_1.Module([...(0, core_1.core)(), ...dependencies, ...this.dependencies]);
+            const { act } = yield module.awake();
+            return yield act(() => {
+                process.stdin.resume();
+                return (0, rxjs_1.firstValueFrom)((0, rxjs_1.merge)((0, rxjs_1.forkJoin)(description.before.map(before => before()))
+                    .pipe((0, rxjs_1.switchMap)(() => (0, rxjs_1.forkJoin)(description.behavior.map(behavior => behavior())).pipe((0, rxjs_1.last)())))
+                    .pipe((0, rxjs_1.last)()), (0, replay_1.whenReplayFinished)().pipe((0, rxjs_1.last)()), (0, rxjs_1.fromEvent)(process, 'exit'), (0, rxjs_1.fromEvent)(process, 'SIGINT'), (0, rxjs_1.fromEvent)(process, 'SIGUSR1'), (0, rxjs_1.fromEvent)(process, 'SIGUSR2'), (0, rxjs_1.fromEvent)(process, 'uncaughtException')).pipe((0, rxjs_1.catchError)(e => {
+                    console.error(e);
+                    return (0, rxjs_1.of)(e);
+                }), (0, rxjs_1.take)(1), (0, rxjs_1.switchMap)(it => { var _a; return (_a = (0, rxjs_1.forkJoin)(description.after.map(after => after())).pipe((0, rxjs_1.last)())) !== null && _a !== void 0 ? _a : (0, rxjs_1.of)(it); }), (0, rxjs_1.finalize)(() => process.exit(0))));
+            });
+        });
+    }
+}
+exports.Script = Script;

package/{dist → lib}/cli/internal/workspace.js

@@ -1,9 +1,8 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.buildDirectory = void 0;
+exports.buildDirectory = buildDirectory;
 const path_1 = require("path");
 const shared_1 = require("../../shared");
 function buildDirectory() {
     return (0, path_1.join)(process.cwd(), (0, shared_1.workingDirectory)(), 'build');
 }
-exports.buildDirectory = buildDirectory;

package/lib/cli/live.d.ts

@@ -0,0 +1,5 @@
+export default function (name: string, options: {
+    id?: string;
+    recording?: boolean;
+}): Promise<void>;
+//# sourceMappingURL=live.d.ts.map

package/lib/cli/live.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"live.d.ts","sourceRoot":"","sources":["../../src/cli/live.ts"],"names":[],"mappings":"AAMA,yBACE,IAAI,EAAE,MAAM,EACZ,OAAO,EAAE;IAAE,EAAE,CAAC,EAAE,MAAM,CAAC;IAAC,SAAS,CAAC,EAAE,OAAO,CAAA;CAAE,iBAa9C"}

package/lib/cli/live.js

@@ -0,0 +1,33 @@
+"use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.default = default_1;
+const build_1 = __importDefault(require("../cli/build"));
+const session_1 = require("../session");
+const use_execution_mode_1 = require("../use-execution-mode");
+const script_1 = require("./internal/script");
+function default_1(name, options) {
+    return __awaiter(this, void 0, void 0, function* () {
+        var _a, _b;
+        if (yield (0, build_1.default)()) {
+            return;
+        }
+        const script = new script_1.Script(name, [
+            session_1.useSession.options({ id: (_a = options.id) !== null && _a !== void 0 ? _a : Date.now().toString() }),
+            use_execution_mode_1.useExecutionMode.liveOptions({ recording: (_b = options.recording) !== null && _b !== void 0 ? _b : false })
+        ]);
+        const output = yield script.run();
+        console.log(output);
+    });
+}

package/lib/cli/paper.d.ts

@@ -0,0 +1,5 @@
+export default function (name: string, options: {
+    id?: string;
+    recording?: boolean;
+}): Promise<void>;
+//# sourceMappingURL=paper.d.ts.map

package/lib/cli/paper.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"paper.d.ts","sourceRoot":"","sources":["../../src/cli/paper.ts"],"names":[],"mappings":"AAMA,yBACE,IAAI,EAAE,MAAM,EACZ,OAAO,EAAE;IAAE,EAAE,CAAC,EAAE,MAAM,CAAC;IAAC,SAAS,CAAC,EAAE,OAAO,CAAA;CAAE,iBAa9C"}

package/lib/cli/paper.js

@@ -0,0 +1,33 @@
+"use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.default = default_1;
+const build_1 = __importDefault(require("../cli/build"));
+const session_1 = require("../session");
+const use_execution_mode_1 = require("../use-execution-mode");
+const script_1 = require("./internal/script");
+function default_1(name, options) {
+    return __awaiter(this, void 0, void 0, function* () {
+        var _a, _b;
+        if (yield (0, build_1.default)()) {
+            return;
+        }
+        const script = new script_1.Script(name, [
+            session_1.useSession.options({ id: (_a = options.id) !== null && _a !== void 0 ? _a : Date.now().toString() }),
+            use_execution_mode_1.useExecutionMode.paperOptions({ recording: (_b = options.recording) !== null && _b !== void 0 ? _b : false })
+        ]);
+        const output = yield script.run();
+        console.log(output);
+    });
+}

package/lib/cli/pull.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"pull.d.ts","sourceRoot":"","sources":["../../src/cli/pull.ts"],"names":[],"mappings":"AAKA,yBAA+B,IAAI,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,EAAE,OAAO,EAAE,GAAG,iBAS5E"}

package/lib/cli/pull.js

@@ -0,0 +1,28 @@
+"use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.default = default_1;
+const build_1 = __importDefault(require("../cli/build"));
+const use_execution_mode_1 = require("../use-execution-mode");
+const script_1 = require("./internal/script");
+function default_1(name, instrument, options) {
+    return __awaiter(this, void 0, void 0, function* () {
+        if (yield (0, build_1.default)()) {
+            return;
+        }
+        const script = new script_1.Script(name, [use_execution_mode_1.useExecutionMode.idleOptions()]);
+        //const output = await script.run();
+        //console.log(output);
+    });
+}

package/lib/cli/replay.d.ts

@@ -0,0 +1,6 @@
+export default function (name: string, options: {
+    id?: string;
+    from?: string;
+    to?: string;
+}): Promise<void>;
+//# sourceMappingURL=replay.d.ts.map

package/lib/cli/replay.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"replay.d.ts","sourceRoot":"","sources":["../../src/cli/replay.ts"],"names":[],"mappings":"AAOA,yBACE,IAAI,EAAE,MAAM,EACZ,OAAO,EAAE;IAAE,EAAE,CAAC,EAAE,MAAM,CAAC;IAAC,IAAI,CAAC,EAAE,MAAM,CAAC;IAAC,EAAE,CAAC,EAAE,MAAM,CAAA;CAAE,iBAiBrD"}

package/lib/cli/replay.js

@@ -0,0 +1,37 @@
+"use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.default = default_1;
+const build_1 = __importDefault(require("../cli/build"));
+const replay_1 = require("../replay");
+const session_1 = require("../session");
+const use_execution_mode_1 = require("../use-execution-mode");
+const script_1 = require("./internal/script");
+function default_1(name, options) {
+    return __awaiter(this, void 0, void 0, function* () {
+        var _a;
+        if (yield (0, build_1.default)()) {
+            return;
+        }
+        const from = options.from ? new Date(options.from).getTime() : 0;
+        const to = options.to ? new Date(options.to).getTime() : Number.MAX_VALUE;
+        const script = new script_1.Script(name, [
+            session_1.useSession.options({ id: (_a = options.id) !== null && _a !== void 0 ? _a : Date.now().toString() }),
+            (0, replay_1.replayOptions)({ from, to }),
+            use_execution_mode_1.useExecutionMode.replayOptions()
+        ]);
+        const output = yield script.run();
+        console.log(output);
+    });
+}

package/{dist → lib}/component/distinct-until-timesamp-changed.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"distinct-until-timesamp-changed.d.ts","sourceRoot":"","sources":["../../src/component/distinct-until-timesamp-changed.ts"],"names":[],"mappings":"AAAA,OAAO,EAAU,UAAU,EAAO,MAAM,MAAM,CAAC;AAE/C,wBAAgB,6BAA6B,CAAC,CAAC,SAAS;IAAE,SAAS,EAAE,MAAM,CAAA;CAAE,cAG3D,WAAW,CAAC,CAAC,mBAK9B"}
+{"version":3,"file":"distinct-until-timesamp-changed.d.ts","sourceRoot":"","sources":["../../src/component/distinct-until-timesamp-changed.ts"],"names":[],"mappings":"AAAA,OAAO,EAAU,UAAU,EAAO,MAAM,MAAM,CAAC;AAE/C,wBAAgB,6BAA6B,CAAC,CAAC,SAAS;IAAE,SAAS,EAAE,MAAM,CAAA;CAAE,cAG3D,UAAU,CAAC,CAAC,CAAC,mBAK9B"}

package/{dist → lib}/component/distinct-until-timesamp-changed.js

@@ -1,9 +1,8 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.distinctUntilTimestampChanged = void 0;
+exports.distinctUntilTimestampChanged = distinctUntilTimestampChanged;
 const rxjs_1 = require("rxjs");
 function distinctUntilTimestampChanged() {
     let prevTimestamp;
     return (stream) => stream.pipe((0, rxjs_1.filter)(it => prevTimestamp === undefined || it.timestamp > prevTimestamp), (0, rxjs_1.tap)(it => (prevTimestamp = it.timestamp)));
 }
-exports.distinctUntilTimestampChanged = distinctUntilTimestampChanged;

package/lib/component/ohlc-operator.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"ohlc-operator.d.ts","sourceRoot":"","sources":["../../src/component/ohlc-operator.ts"],"names":[],"mappings":"AAAA,OAAO,EAML,UAAU,EAKX,MAAM,MAAM,CAAC;AAEd,OAAO,EAAE,IAAI,EAAM,MAAM,gBAAgB,CAAC;AAC1C,OAAO,EAAE,OAAO,EAAE,MAAM,aAAa,CAAC;AAsBtC,wBAAgB,IAAI,CAAC,CAAC,SAAS;IAAE,SAAS,EAAE,MAAM,CAAA;CAAE,EAClD,SAAS,EAAE,MAAM,EACjB,EAAE,EAAE,CAAC,CAAC,EAAE,CAAC,KAAK,OAAO,EACrB,iBAAiB,CAAC,EAAE,IAAI,YAEC,UAAU,CAAC,CAAC,CAAC,KAAG,UAAU,CAAC,IAAI,CAAC,CAmC1D;AAED,wBAAgB,SAAS,CAAC,CAAC,SAAS;IAAE,SAAS,EAAE,MAAM,CAAA;CAAE,EACvD,SAAS,EAAE,MAAM,EACjB,EAAE,EAAE,CAAC,CAAC,EAAE,CAAC,KAAK,OAAO,EACrB,QAAQ,EAAE,UAAU,CAAC,IAAI,CAAC,aAEA,UAAU,CAAC,CAAC,CAAC,KAAG,UAAU,CAAC,IAAI,CAAC,CAY3D;AAED,wBAAgB,aAAa,IAAI,CAAC,MAAM,EAAE,UAAU,CAAC,IAAI,CAAC,KAAK,UAAU,CAAC,IAAI,CAAC,CAwB9E"}

package/{dist → lib}/component/ohlc-operator.js

@@ -1,6 +1,8 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.ohlcCompleted = exports.mergeOhlc = exports.ohlc = void 0;
+exports.ohlc = ohlc;
+exports.mergeOhlc = mergeOhlc;
+exports.ohlcCompleted = ohlcCompleted;
 const rxjs_1 = require("rxjs");
 const component_1 = require("../component");
 function aggregate(candle, timeframe, value, timestamp) {
@@ -42,13 +44,11 @@ function ohlc(timeframe, fn, candleToStartWith) {
         }), (0, rxjs_1.mergeMap)(it => it), (0, rxjs_1.share)());
     };
 }
-exports.ohlc = ohlc;
 function mergeOhlc(timeframe, fn, history$) {
     return function (source$) {
         return (0, rxjs_1.concat)(history$.pipe((0, rxjs_1.skipLast)(1)), history$.pipe((0, rxjs_1.last)(), (0, rxjs_1.switchMap)(lastHistoricalCandle => source$.pipe(ohlc(timeframe, fn, lastHistoricalCandle))), (0, rxjs_1.share)()));
     };
 }
-exports.mergeOhlc = mergeOhlc;
 function ohlcCompleted() {
     let currCandle;
     return (source) => source.pipe((0, rxjs_1.map)(it => {
@@ -66,4 +66,3 @@ function ohlcCompleted() {
         }
     }), (0, rxjs_1.filter)(it => it !== undefined), (0, rxjs_1.share)());
 }
-exports.ohlcCompleted = ohlcCompleted;

package/{dist → lib}/component/ohlc.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"ohlc.d.ts","sourceRoot":"","sources":["../../src/component/ohlc.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AAEjD,qBAAa,IAAI;IAEN,SAAS,EAAE,SAAS;IACpB,IAAI,EAAE,OAAO;IACb,IAAI,EAAE,OAAO;IACb,GAAG,EAAE,OAAO;IACZ,KAAK,EAAE,OAAO;IACd,MAAM,CAAC;gBALP,SAAS,EAAE,SAAS,EACpB,IAAI,EAAE,OAAO,EACb,IAAI,EAAE,OAAO,EACb,GAAG,EAAE,OAAO,EACZ,KAAK,EAAE,OAAO,EACd,MAAM,CAAC,qBAAS;IAGzB,KAAK,CAAC,KAAK,EAAE,OAAO;CAKrB"}
+{"version":3,"file":"ohlc.d.ts","sourceRoot":"","sources":["../../src/component/ohlc.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,SAAS,EAAE,MAAM,aAAa,CAAC;AAEjD,qBAAa,IAAI;IAEN,SAAS,EAAE,SAAS;IACpB,IAAI,EAAE,OAAO;IACb,IAAI,EAAE,OAAO;IACb,GAAG,EAAE,OAAO;IACZ,KAAK,EAAE,OAAO;IACd,MAAM,CAAC,EAAE,OAAO;gBALhB,SAAS,EAAE,SAAS,EACpB,IAAI,EAAE,OAAO,EACb,IAAI,EAAE,OAAO,EACb,GAAG,EAAE,OAAO,EACZ,KAAK,EAAE,OAAO,EACd,MAAM,CAAC,EAAE,OAAO,YAAA;IAGzB,KAAK,CAAC,KAAK,EAAE,OAAO;CAKrB"}

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

@@ -1,8 +1,10 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.tf = exports.Timeframe = void 0;
+exports.Timeframe = void 0;
+exports.tf = tf;
 class Timeframe {
 }
+exports.Timeframe = Timeframe;
 Timeframe.S1 = 1000;
 Timeframe.M1 = Timeframe.S1 * 60;
 Timeframe.M5 = Timeframe.M1 * 5;
@@ -14,8 +16,6 @@ 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);
 }
-exports.tf = tf;

package/{dist → lib}/core.js

@@ -1,15 +1,14 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.core = void 0;
+exports.core = core;
 const use_memo_1 = require("./use-memo");
 const storage_1 = require("./storage");
 const use_storage_factory_1 = require("./storage/use-storage-factory");
 const use_execution_mode_1 = require("./use-execution-mode");
 function core() {
     return [
-        (0, use_memo_1.memo)(),
-        (0, use_execution_mode_1.paperExecutionMode)({ recording: false }),
-        (0, use_storage_factory_1.storage)(new storage_1.InMemoryStorageFactory())
+        use_memo_1.useMemo.options(),
+        use_execution_mode_1.useExecutionMode.paperOptions({ recording: false }),
+        use_storage_factory_1.useStorageFactory.options(new storage_1.InMemoryStorageFactory())
     ];
 }
-exports.core = core;

package/lib/index.d.ts

@@ -0,0 +1,21 @@
+export * from './component';
+export * from './shared';
+export * from './storage';
+export * from './module';
+export * from './use-memo';
+export * from './use-timestamp';
+export * from './simulator';
+export * from './make-test-module';
+export * from './core';
+export * from './use-execution-mode';
+export * from './storage';
+export * from './use-logger';
+export * from './replay';
+export * from './use-socket';
+export * from './when-socket';
+export * from './with-request';
+export * from './with-memo';
+export * from './session';
+export * from './strategy';
+export * from './operators';
+//# sourceMappingURL=index.d.ts.map

package/lib/index.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,cAAc,gBAAgB,CAAC;AAC/B,cAAc,aAAa,CAAC;AAC5B,cAAc,cAAc,CAAC;AAC7B,cAAc,aAAa,CAAC;AAC5B,cAAc,eAAe,CAAC;AAC9B,cAAc,oBAAoB,CAAC;AACnC,cAAc,gBAAgB,CAAC;AAC/B,cAAc,uBAAuB,CAAC;AACtC,cAAc,WAAW,CAAC;AAC1B,cAAc,yBAAyB,CAAC;AACxC,cAAc,cAAc,CAAC;AAC7B,cAAc,iBAAiB,CAAC;AAChC,cAAc,aAAa,CAAC;AAC5B,cAAc,iBAAiB,CAAC;AAChC,cAAc,kBAAkB,CAAC;AACjC,cAAc,mBAAmB,CAAC;AAClC,cAAc,gBAAgB,CAAC;AAC/B,cAAc,cAAc,CAAC;AAC7B,cAAc,eAAe,CAAC;AAC9B,cAAc,gBAAgB,CAAC"}

package/{dist → lib}/index.js

@@ -23,21 +23,14 @@ __exportStar(require("./use-timestamp"), exports);
 __exportStar(require("./simulator"), exports);
 __exportStar(require("./make-test-module"), exports);
 __exportStar(require("./core"), exports);
-__exportStar(require("./use-state"), exports);
-__exportStar(require("./replay/use-replay-coordinator"), exports);
 __exportStar(require("./use-execution-mode"), exports);
-__exportStar(require("./storage/use-storage"), exports);
-__exportStar(require("./storage/use-cache"), exports);
+__exportStar(require("./storage"), exports);
 __exportStar(require("./use-logger"), exports);
 __exportStar(require("./replay"), exports);
-__exportStar(require("./replay/use-replay-coordinator"), exports);
 __exportStar(require("./use-socket"), exports);
-__exportStar(require("./use-request"), exports);
-__exportStar(require("./defined"), exports);
-__exportStar(require("./as-readonly"), exports);
-__exportStar(require("./use"), exports);
+__exportStar(require("./when-socket"), exports);
+__exportStar(require("./with-request"), exports);
+__exportStar(require("./with-memo"), exports);
 __exportStar(require("./session"), exports);
-__exportStar(require("./exclude"), exports);
-__exportStar(require("./use-lock"), exports);
-__exportStar(require("./strat"), exports);
-__exportStar(require("./missed"), exports);
+__exportStar(require("./strategy"), exports);
+__exportStar(require("./operators"), exports);

package/{dist → lib}/instrument/commission/commission.js

@@ -1,6 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.commissionPercentOf = exports.Commission = void 0;
+exports.Commission = void 0;
+exports.commissionPercentOf = commissionPercentOf;
 const shared_1 = require("../../shared");
 class Commission {
     constructor(makerRate, takerRate) {
@@ -20,9 +21,8 @@ class Commission {
         return value.minus(this.calculateTakerFee(value));
     }
 }
-Commission.Zero = commissionPercentOf({ maker: shared_1.d.Zero, taker: shared_1.d.Zero });
 exports.Commission = Commission;
+Commission.Zero = commissionPercentOf({ maker: shared_1.d.Zero, taker: shared_1.d.Zero });
 function commissionPercentOf(fees) {
     return new Commission(fees.maker.div(100.0), fees.taker.div(100.0));
 }
-exports.commissionPercentOf = commissionPercentOf;

package/{dist → lib}/instrument/instrument.d.ts

@@ -1,6 +1,9 @@
 import { Asset, AssetSelector } from '../asset';
 import { Commission } from './commission/commission';
 export declare const InstrumentSelectorSeparator = "-";
+export declare class MissingInstrumentError extends Error {
+    constructor(instrument: InstrumentSelector);
+}
 export declare class InstrumentSelector {
     readonly id: string;
     readonly base: AssetSelector;

package/lib/instrument/instrument.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"instrument.d.ts","sourceRoot":"","sources":["../../src/instrument/instrument.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,EAAE,aAAa,EAA0B,MAAM,YAAY,CAAC;AAG1E,OAAO,EAAE,UAAU,EAAE,MAAM,yBAAyB,CAAC;AAErD,eAAO,MAAM,2BAA2B,MAAM,CAAC;AAE/C,qBAAa,sBAAuB,SAAQ,KAAK;gBACnC,UAAU,EAAE,kBAAkB;CAG3C;AAED,qBAAa,kBAAkB;IAC7B,QAAQ,CAAC,EAAE,EAAE,MAAM,CAAC;IACpB,QAAQ,CAAC,IAAI,EAAE,aAAa,CAAC;IAC7B,QAAQ,CAAC,KAAK,EAAE,aAAa,CAAC;gBAElB,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM;IAOxD,QAAQ;CAGT;AAED;;GAEG;AACH,qBAAa,UAAW,SAAQ,kBAAkB;IAKvC,SAAS,EAAE,MAAM;aACN,IAAI,EAAE,KAAK;aACX,KAAK,EAAE,KAAK;IAC9B,QAAQ,CAAC,GAAG,EAAE,MAAM;IACb,UAAU,EAAE,UAAU;IAR/B,QAAQ,CAAC,KAAK,EAAE,UAAU,GAAG,SAAS,CAAC;IACvC,QAAQ,EAAE,MAAM,GAAG,SAAS,CAAa;gBAGhC,SAAS,EAAE,MAAM,EACN,IAAI,EAAE,KAAK,EACX,KAAK,EAAE,KAAK,EACrB,GAAG,EAAE,MAAM,EACb,UAAU,EAAE,UAAU;CAQhC;AAED,wBAAgB,YAAY,CAAC,QAAQ,EAAE,MAAM,GAAG,kBAAkB,CAYjE"}

package/{dist → lib}/instrument/instrument.js

@@ -1,9 +1,16 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.instrumentOf = exports.Instrument = exports.InstrumentSelector = exports.InstrumentSelectorSeparator = void 0;
+exports.Instrument = exports.InstrumentSelector = exports.MissingInstrumentError = exports.InstrumentSelectorSeparator = void 0;
+exports.instrumentOf = instrumentOf;
 const asset_1 = require("../asset");
 const component_1 = require("../component");
 exports.InstrumentSelectorSeparator = '-';
+class MissingInstrumentError extends Error {
+    constructor(instrument) {
+        super(`Missing instrument: ${instrument}`);
+    }
+}
+exports.MissingInstrumentError = MissingInstrumentError;
 class InstrumentSelector {
     constructor(base, quote, adapter) {
         this.base = new asset_1.AssetSelector(base.toLowerCase(), adapter.toLowerCase());
@@ -44,4 +51,3 @@ function instrumentOf(selector) {
     }
     return new InstrumentSelector(baseAssetName, quoteAssetName, adapterName);
 }
-exports.instrumentOf = instrumentOf;

package/lib/make-test-module.d.ts

@@ -0,0 +1,13 @@
+import { Observable, Subject } from 'rxjs';
+import { Dependency } from './module';
+export declare function makeTestModule(dependencies: Dependency[]): Promise<{
+    act: <T>(func: () => T) => T;
+    get: <T>(token: import("tsyringe").InjectionToken<T>) => T;
+}>;
+type MockableFunction = (...args: any[]) => any;
+export declare const mockedFunc: <Func extends MockableFunction>(mockedFunc: Func) => jest.MockedFunction<typeof mockedFunc>;
+export declare function toArray<T>(observable: Observable<T>): (Error | T)[];
+export type InferObservableType<T> = T extends Observable<infer U> ? U : never;
+export declare function mockSubject<T extends jest.FunctionProperties<Required<T>>, M extends keyof jest.FunctionProperties<Required<T>>>(object: T, method: M): Subject<InferObservableType<ReturnType<jest.FunctionProperties<Required<T>>[M]>>>;
+export {};
+//# sourceMappingURL=make-test-module.d.ts.map

package/lib/make-test-module.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"make-test-module.d.ts","sourceRoot":"","sources":["../src/make-test-module.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,OAAO,EAAE,MAAM,MAAM,CAAC;AAG3C,OAAO,EAAE,UAAU,EAAU,MAAM,aAAa,CAAC;AAEjD,wBAAsB,cAAc,CAAC,YAAY,EAAE,UAAU,EAAE;;;GAS9D;AAED,KAAK,gBAAgB,GAAG,CAAC,GAAG,IAAI,EAAE,GAAG,EAAE,KAAK,GAAG,CAAC;AAEhD,eAAO,MAAM,UAAU,GAAI,IAAI,SAAS,gBAAgB,cAAc,IAAI,KAC1D,IAAI,CAAC,cAAc,CAAC,OAAO,UAAU,CAAC,CAAC;AAEvD,wBAAgB,OAAO,CAAC,CAAC,EAAE,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,iBAyBnD;AAED,MAAM,MAAM,mBAAmB,CAAC,CAAC,IAAI,CAAC,SAAS,UAAU,CAAC,MAAM,CAAC,CAAC,GAAG,CAAC,GAAG,KAAK,CAAC;AAE/E,wBAAgB,WAAW,CACzB,CAAC,SAAS,IAAI,CAAC,kBAAkB,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,EAC9C,CAAC,SAAS,MAAM,IAAI,CAAC,kBAAkB,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,EACpD,MAAM,EAAE,CAAC,EAAE,MAAM,EAAE,CAAC,qFAQrB"}