@orderly.network/hooks 1.3.2 → 1.4.0-alpha.0

package/esm/services/orderCreator/generalCreator.d.ts

@@ -0,0 +1,8 @@
+import { OrderEntity } from "@orderly.network/types";
+import { BaseOrderCreator } from "./baseCreator";
+import { OrderFormEntity, ValuesDepConfig, VerifyResult } from "./interface";
+export declare class GeneralOrderCreator extends BaseOrderCreator<OrderEntity> {
+    create(data: OrderEntity): OrderEntity;
+    validate(values: OrderFormEntity, configs: ValuesDepConfig): Promise<VerifyResult>;
+}
+//# sourceMappingURL=generalCreator.d.ts.map

package/esm/services/orderCreator/generalCreator.d.ts.map

@@ -0,0 +1 @@
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package/esm/services/orderCreator/generalCreator.js

@@ -0,0 +1,15 @@
+import { BaseOrderCreator } from "./baseCreator";
+export class GeneralOrderCreator extends BaseOrderCreator {
+    create(data) {
+        return {
+            ...this.baseOrder(data),
+            order_price: data.order_price,
+            order_quantity: data.order_quantity
+        };
+    }
+    validate(values, configs) {
+        return super.baseValidate(values, configs);
+    }
+}
+
+//# sourceMappingURL=generalCreator.js.map

package/esm/services/orderCreator/generalCreator.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../../../src/services/orderCreator/generalCreator.ts"],"sourcesContent":["import { OrderEntity } from \"@orderly.network/types\";\nimport { BaseOrderCreator } from \"./baseCreator\";\nimport { OrderFormEntity, ValuesDepConfig, VerifyResult } from \"./interface\";\n\nexport class GeneralOrderCreator extends BaseOrderCreator<OrderEntity> {\n  create(data: OrderEntity): OrderEntity {\n    return {\n      ...this.baseOrder(data),\n      order_price: data.order_price,\n      order_quantity: data.order_quantity,\n    };\n  }\n  validate(\n    values: OrderFormEntity,\n    configs: ValuesDepConfig\n  ): Promise<VerifyResult> {\n    return super.baseValidate(values, configs);\n  }\n}\n"],"names":["BaseOrderCreator","GeneralOrderCreator","create","data","baseOrder","order_price","order_quantity","validate","values","configs","baseValidate"],"rangeMappings":";;;;;;;;;;;;","mappings":"AACA,SAASA,gBAAgB,QAAQ,gBAAgB;AAGjD,OAAO,MAAMC,4BAA4BD;IACvCE,OAAOC,IAAiB,EAAe;QACrC,OAAO;YACL,GAAG,IAAI,CAACC,SAAS,CAACD,KAAK;YACvBE,aAAaF,KAAKE,WAAW;YAC7BC,gBAAgBH,KAAKG,cAAc;QACrC;IACF;IACAC,SACEC,MAAuB,EACvBC,OAAwB,EACD;QACvB,OAAO,KAAK,CAACC,aAAaF,QAAQC;IACpC;AACF"}

package/esm/services/orderCreator/interface.d.ts

@@ -0,0 +1,23 @@
+import { API, OrderEntity } from "@orderly.network/types";
+export type VerifyResult = {
+    [P in keyof OrderEntity]?: {
+        type: string;
+        message: string;
+    };
+};
+export type OrderFormEntity = Pick<OrderEntity, "order_price" | "order_quantity" | "total" | "reduce_only">;
+export type ValuesDepConfig = {
+    symbol: API.SymbolExt;
+    maxQty: number;
+    markPrice: number;
+};
+export interface OrderCreator<T> {
+    create: (values: T, configs: ValuesDepConfig) => T;
+    validate: (values: T, configs: ValuesDepConfig) => Promise<{
+        [P in keyof T]?: {
+            type: string;
+            message: string;
+        };
+    }>;
+}
+//# sourceMappingURL=interface.d.ts.map

package/esm/services/orderCreator/interface.d.ts.map

@@ -0,0 +1 @@
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package/esm/services/orderCreator/interface.js

@@ -0,0 +1,3 @@
+export { };
+
+//# sourceMappingURL=interface.js.map

package/esm/services/orderCreator/interface.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../../../src/services/orderCreator/interface.ts"],"sourcesContent":["import { API, OrderEntity } from \"@orderly.network/types\";\n\nexport type VerifyResult = {\n  [P in keyof OrderEntity]?: { type: string; message: string };\n};\n\nexport type OrderFormEntity = Pick<\n  OrderEntity,\n  \"order_price\" | \"order_quantity\" | \"total\" | \"reduce_only\"\n>;\n\nexport type ValuesDepConfig = {\n  // token: API.TokenInfo;\n  symbol: API.SymbolExt;\n  maxQty: number;\n  markPrice: number;\n};\n\nexport interface OrderCreator<T> {\n  create: (values: T, configs: ValuesDepConfig) => T;\n  validate: (\n    values: T,\n    configs: ValuesDepConfig\n  ) => Promise<{\n    [P in keyof T]?: { type: string; message: string };\n  }>;\n}\n"],"names":[],"rangeMappings":"","mappings":"AAkBA,WAQC"}

package/esm/services/orderCreator/iocCreator.d.ts

@@ -0,0 +1,4 @@
+import { LimitOrderCreator } from "./limitOrderCreator";
+export declare class IOCOrderCreator extends LimitOrderCreator {
+}
+//# sourceMappingURL=iocCreator.d.ts.map

package/esm/services/orderCreator/iocCreator.d.ts.map

@@ -0,0 +1 @@
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package/esm/services/orderCreator/iocCreator.js

@@ -0,0 +1,5 @@
+import { LimitOrderCreator } from "./limitOrderCreator";
+export class IOCOrderCreator extends LimitOrderCreator {
+}
+
+//# sourceMappingURL=iocCreator.js.map

package/esm/services/orderCreator/iocCreator.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../../../src/services/orderCreator/iocCreator.ts"],"sourcesContent":["import { LimitOrderCreator } from \"./limitOrderCreator\";\n\nexport class IOCOrderCreator extends LimitOrderCreator {}\n"],"names":["LimitOrderCreator","IOCOrderCreator"],"rangeMappings":";;","mappings":"AAAA,SAASA,iBAAiB,QAAQ,sBAAsB;AAExD,OAAO,MAAMC,wBAAwBD;AAAmB"}

package/esm/services/orderCreator/limitOrderCreator.d.ts

@@ -0,0 +1,8 @@
+import { OrderEntity } from "@orderly.network/types";
+import { BaseOrderCreator } from "./baseCreator";
+import { OrderFormEntity, ValuesDepConfig, VerifyResult } from "./interface";
+export declare class LimitOrderCreator extends BaseOrderCreator<OrderEntity> {
+    create(values: OrderEntity, config?: ValuesDepConfig): OrderEntity;
+    validate(values: OrderFormEntity, config: ValuesDepConfig): Promise<VerifyResult>;
+}
+//# sourceMappingURL=limitOrderCreator.d.ts.map

package/esm/services/orderCreator/limitOrderCreator.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"limitOrderCreator.d.ts","sourceRoot":"","sources":["../../../src/services/orderCreator/limitOrderCreator.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,MAAM,wBAAwB,CAAC;AACrD,OAAO,EAAE,gBAAgB,EAAE,MAAM,eAAe,CAAC;AACjD,OAAO,EAAE,eAAe,EAAE,eAAe,EAAE,YAAY,EAAE,MAAM,aAAa,CAAC;AAO7E,qBAAa,iBAAkB,SAAQ,gBAAgB,CAAC,WAAW,CAAC;IAClE,MAAM,CAAC,MAAM,EAAE,WAAW,EAAE,MAAM,CAAC,EAAE,eAAe,GAAG,WAAW;IAyBlE,QAAQ,CACN,MAAM,EAAE,eAAe,EACvB,MAAM,EAAE,eAAe,GACtB,OAAO,CAAC,YAAY,CAAC;CAyDzB"}

package/esm/services/orderCreator/limitOrderCreator.js

@@ -0,0 +1,69 @@
+import { BaseOrderCreator } from "./baseCreator";
+import { Decimal } from "@orderly.network/utils";
+import { order as orderUntil } from "@orderly.network/perp";
+import { pick } from "ramda";
+const { maxPrice, minPrice, scropePrice } = orderUntil;
+export class LimitOrderCreator extends BaseOrderCreator {
+    create(values, config) {
+        const order = {
+            ...this.baseOrder(values),
+            order_price: values.order_price
+        };
+        this.totalToQuantity(order, config);
+        // console.log("create", order);
+        return pick([
+            "symbol",
+            "order_price",
+            "order_quantity",
+            "visible_quantity",
+            "reduce_only",
+            "side",
+            "order_type"
+        ], order);
+    // return order;
+    }
+    validate(values, config) {
+        return this.baseValidate(values, config).then((errors)=>{
+            // const errors = this.baseValidate(values, config);
+            // @ts-ignore
+            const { order_price, side } = values;
+            if (!order_price) {
+                errors.order_price = {
+                    type: "required",
+                    message: "price is required"
+                };
+            } else {
+                const price = new Decimal(order_price);
+                const { symbol } = config;
+                const { price_range, price_scope } = symbol;
+                const maxPriceNumber = maxPrice(config.markPrice, price_range);
+                const minPriceNumber = minPrice(config.markPrice, price_range);
+                const scropePriceNumbere = scropePrice(config.markPrice, price_scope, side);
+                const priceRange = side === "BUY" ? {
+                    min: scropePriceNumbere,
+                    max: maxPriceNumber
+                } : {
+                    min: minPriceNumber,
+                    max: scropePriceNumbere
+                };
+                /// if side is 'buy', only check max price,
+                /// if side is 'sell', only check min price,
+                if (price.gt(priceRange?.max)) {
+                    errors.order_price = {
+                        type: "max",
+                        message: `Price must be less than ${new Decimal(priceRange.max).todp(symbol.quote_dp)}`
+                    };
+                }
+                if (price.lt(priceRange?.min)) {
+                    errors.order_price = {
+                        type: "min",
+                        message: `Price must be greater than ${new Decimal(priceRange.min).todp(symbol.quote_dp)}`
+                    };
+                }
+            }
+            return errors;
+        });
+    }
+}
+
+//# sourceMappingURL=limitOrderCreator.js.map

package/esm/services/orderCreator/limitOrderCreator.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../../../src/services/orderCreator/limitOrderCreator.ts"],"sourcesContent":["import { OrderEntity } from \"@orderly.network/types\";\nimport { BaseOrderCreator } from \"./baseCreator\";\nimport { OrderFormEntity, ValuesDepConfig, VerifyResult } from \"./interface\";\nimport { Decimal } from \"@orderly.network/utils\";\nimport { order as orderUntil } from \"@orderly.network/perp\";\nimport { pick } from \"ramda\";\n\nconst { maxPrice, minPrice, scropePrice } = orderUntil;\n\nexport class LimitOrderCreator extends BaseOrderCreator<OrderEntity> {\n  create(values: OrderEntity, config?: ValuesDepConfig): OrderEntity {\n    const order = {\n      ...this.baseOrder(values),\n      order_price: values.order_price,\n    };\n\n    this.totalToQuantity(order, config!);\n\n    // console.log(\"create\", order);\n\n    return pick(\n      [\n        \"symbol\",\n        \"order_price\",\n        \"order_quantity\",\n        \"visible_quantity\",\n        \"reduce_only\",\n        \"side\",\n        \"order_type\",\n      ],\n      order\n    );\n\n    // return order;\n  }\n  validate(\n    values: OrderFormEntity,\n    config: ValuesDepConfig\n  ): Promise<VerifyResult> {\n    return this.baseValidate(values, config).then((errors) => {\n      // const errors = this.baseValidate(values, config);\n      // @ts-ignore\n      const { order_price, side } = values;\n\n      if (!order_price) {\n        errors.order_price = {\n          type: \"required\",\n          message: \"price is required\",\n        };\n      } else {\n        const price = new Decimal(order_price);\n        const { symbol } = config;\n        const { price_range, price_scope } = symbol;\n        const maxPriceNumber = maxPrice(config.markPrice, price_range);\n        const minPriceNumber = minPrice(config.markPrice, price_range);\n        const scropePriceNumbere = scropePrice(\n          config.markPrice,\n          price_scope,\n          side\n        );\n\n        const priceRange =\n          side === \"BUY\"\n            ? {\n                min: scropePriceNumbere,\n                max: maxPriceNumber,\n              }\n            : {\n                min: minPriceNumber,\n                max: scropePriceNumbere,\n              };\n\n        /// if side is 'buy', only check max price,\n        /// if side is 'sell', only check min price,\n        if (price.gt(priceRange?.max)) {\n          errors.order_price = {\n            type: \"max\",\n            message: `Price must be less than ${new Decimal(\n              priceRange.max\n            ).todp(symbol.quote_dp)}`,\n          };\n        }\n        if (price.lt(priceRange?.min)) {\n          errors.order_price = {\n            type: \"min\",\n            message: `Price must be greater than ${new Decimal(\n              priceRange.min\n            ).todp(symbol.quote_dp)}`,\n          };\n        }\n      }\n\n      return errors;\n    });\n  }\n}\n"],"names":["BaseOrderCreator","Decimal","order","orderUntil","pick","maxPrice","minPrice","scropePrice","LimitOrderCreator","create","values","config","baseOrder","order_price","totalToQuantity","validate","baseValidate","then","errors","side","type","message","price","symbol","price_range","price_scope","maxPriceNumber","markPrice","minPriceNumber","scropePriceNumbere","priceRange","min","max","gt","todp","quote_dp","lt"],"rangeMappings":";;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;","mappings":"AACA,SAASA,gBAAgB,QAAQ,gBAAgB;AAEjD,SAASC,OAAO,QAAQ,yBAAyB;AACjD,SAASC,SAASC,UAAU,QAAQ,wBAAwB;AAC5D,SAASC,IAAI,QAAQ,QAAQ;AAE7B,MAAM,EAAEC,QAAQ,EAAEC,QAAQ,EAAEC,WAAW,EAAE,GAAGJ;AAE5C,OAAO,MAAMK,0BAA0BR;IACrCS,OAAOC,MAAmB,EAAEC,MAAwB,EAAe;QACjE,MAAMT,QAAQ;YACZ,GAAG,IAAI,CAACU,SAAS,CAACF,OAAO;YACzBG,aAAaH,OAAOG,WAAW;QACjC;QAEA,IAAI,CAACC,eAAe,CAACZ,OAAOS;QAE5B,gCAAgC;QAEhC,OAAOP,KACL;YACE;YACA;YACA;YACA;YACA;YACA;YACA;SACD,EACDF;IAGF,gBAAgB;IAClB;IACAa,SACEL,MAAuB,EACvBC,MAAuB,EACA;QACvB,OAAO,IAAI,CAACK,YAAY,CAACN,QAAQC,QAAQM,IAAI,CAAC,CAACC;YAC7C,oDAAoD;YACpD,aAAa;YACb,MAAM,EAAEL,WAAW,EAAEM,IAAI,EAAE,GAAGT;YAE9B,IAAI,CAACG,aAAa;gBAChBK,OAAOL,WAAW,GAAG;oBACnBO,MAAM;oBACNC,SAAS;gBACX;YACF,OAAO;gBACL,MAAMC,QAAQ,IAAIrB,QAAQY;gBAC1B,MAAM,EAAEU,MAAM,EAAE,GAAGZ;gBACnB,MAAM,EAAEa,WAAW,EAAEC,WAAW,EAAE,GAAGF;gBACrC,MAAMG,iBAAiBrB,SAASM,OAAOgB,SAAS,EAAEH;gBAClD,MAAMI,iBAAiBtB,SAASK,OAAOgB,SAAS,EAAEH;gBAClD,MAAMK,qBAAqBtB,YACzBI,OAAOgB,SAAS,EAChBF,aACAN;gBAGF,MAAMW,aACJX,SAAS,QACL;oBACEY,KAAKF;oBACLG,KAAKN;gBACP,IACA;oBACEK,KAAKH;oBACLI,KAAKH;gBACP;gBAEN,2CAA2C;gBAC3C,4CAA4C;gBAC5C,IAAIP,MAAMW,EAAE,CAACH,YAAYE,MAAM;oBAC7Bd,OAAOL,WAAW,GAAG;wBACnBO,MAAM;wBACNC,SAAS,CAAC,wBAAwB,EAAE,IAAIpB,QACtC6B,WAAWE,GAAG,EACdE,IAAI,CAACX,OAAOY,QAAQ,EAAE,CAAC;oBAC3B;gBACF;gBACA,IAAIb,MAAMc,EAAE,CAACN,YAAYC,MAAM;oBAC7Bb,OAAOL,WAAW,GAAG;wBACnBO,MAAM;wBACNC,SAAS,CAAC,2BAA2B,EAAE,IAAIpB,QACzC6B,WAAWC,GAAG,EACdG,IAAI,CAACX,OAAOY,QAAQ,EAAE,CAAC;oBAC3B;gBACF;YACF;YAEA,OAAOjB;QACT;IACF;AACF"}

package/esm/services/orderCreator/marketOrderCreator.d.ts

@@ -0,0 +1,24 @@
+import { OrderEntity } from "@orderly.network/types";
+import { BaseOrderCreator } from "./baseCreator";
+import { OrderFormEntity, ValuesDepConfig, VerifyResult } from "./interface";
+export declare class MarketOrderCreator extends BaseOrderCreator<OrderEntity> {
+    create(values: OrderEntity): {
+        symbol: string;
+        order_type: import("@orderly.network/types").OrderType;
+        algo_type?: import("@orderly.network/types").AlgoOrderRootType | undefined;
+        order_type_ext?: import("@orderly.network/types").OrderType | undefined;
+        order_price?: string | number | undefined;
+        order_quantity?: string | number | undefined;
+        order_amount?: number | undefined;
+        visible_quantity?: number | undefined;
+        reduce_only?: boolean | undefined;
+        side: import("@orderly.network/types").OrderSide;
+        broker_id?: string | undefined;
+        total?: string | number | undefined;
+        isStopOrder?: boolean | undefined;
+        trigger_price?: string | number | undefined;
+        order_tag?: string | undefined;
+    };
+    validate(values: OrderFormEntity, configs: ValuesDepConfig): Promise<VerifyResult>;
+}
+//# sourceMappingURL=marketOrderCreator.d.ts.map

package/esm/services/orderCreator/marketOrderCreator.d.ts.map

@@ -0,0 +1 @@
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package/esm/services/orderCreator/marketOrderCreator.js

@@ -0,0 +1,18 @@
+import { BaseOrderCreator } from "./baseCreator";
+export class MarketOrderCreator extends BaseOrderCreator {
+    create(values) {
+        const data = this.baseOrder(values);
+        delete data["order_price"];
+        delete data["total"];
+        delete data["trigger_price"];
+        delete data["isStopOrder"];
+        return {
+            ...data
+        };
+    }
+    validate(values, configs) {
+        return this.baseValidate(values, configs);
+    }
+}
+
+//# sourceMappingURL=marketOrderCreator.js.map

package/esm/services/orderCreator/marketOrderCreator.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../../../src/services/orderCreator/marketOrderCreator.ts"],"sourcesContent":["import { OrderEntity } from \"@orderly.network/types\";\nimport { BaseOrderCreator } from \"./baseCreator\";\nimport { OrderFormEntity, ValuesDepConfig, VerifyResult } from \"./interface\";\n\nexport class MarketOrderCreator extends BaseOrderCreator<OrderEntity> {\n  create(values: OrderEntity) {\n    const data = this.baseOrder(values);\n\n    delete data[\"order_price\"];\n    delete data[\"total\"];\n    delete data[\"trigger_price\"];\n    delete data[\"isStopOrder\"];\n\n    return {\n      ...data,\n    };\n  }\n  validate(\n    values: OrderFormEntity,\n    configs: ValuesDepConfig\n  ): Promise<VerifyResult> {\n    return this.baseValidate(values, configs);\n  }\n}\n"],"names":["BaseOrderCreator","MarketOrderCreator","create","values","data","baseOrder","validate","configs","baseValidate"],"rangeMappings":";;;;;;;;;;;;;;;","mappings":"AACA,SAASA,gBAAgB,QAAQ,gBAAgB;AAGjD,OAAO,MAAMC,2BAA2BD;IACtCE,OAAOC,MAAmB,EAAE;QAC1B,MAAMC,OAAO,IAAI,CAACC,SAAS,CAACF;QAE5B,OAAOC,IAAI,CAAC,cAAc;QAC1B,OAAOA,IAAI,CAAC,QAAQ;QACpB,OAAOA,IAAI,CAAC,gBAAgB;QAC5B,OAAOA,IAAI,CAAC,cAAc;QAE1B,OAAO;YACL,GAAGA,IAAI;QACT;IACF;IACAE,SACEH,MAAuB,EACvBI,OAAwB,EACD;QACvB,OAAO,IAAI,CAACC,YAAY,CAACL,QAAQI;IACnC;AACF"}

package/esm/services/orderCreator/postOnlyCreator.d.ts

@@ -0,0 +1,4 @@
+import { LimitOrderCreator } from "./limitOrderCreator";
+export declare class PostOnlyOrderCreator extends LimitOrderCreator {
+}
+//# sourceMappingURL=postOnlyCreator.d.ts.map

package/esm/services/orderCreator/postOnlyCreator.d.ts.map

@@ -0,0 +1 @@
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package/esm/services/orderCreator/postOnlyCreator.js

@@ -0,0 +1,5 @@
+import { LimitOrderCreator } from "./limitOrderCreator";
+export class PostOnlyOrderCreator extends LimitOrderCreator {
+}
+
+//# sourceMappingURL=postOnlyCreator.js.map

package/esm/services/orderCreator/postOnlyCreator.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../../../src/services/orderCreator/postOnlyCreator.ts"],"sourcesContent":["import { LimitOrderCreator } from \"./limitOrderCreator\";\n\nexport class PostOnlyOrderCreator extends LimitOrderCreator {}\n"],"names":["LimitOrderCreator","PostOnlyOrderCreator"],"rangeMappings":";;","mappings":"AAAA,SAASA,iBAAiB,QAAQ,sBAAsB;AAExD,OAAO,MAAMC,6BAA6BD;AAAmB"}

package/esm/services/orderCreator/stopLimitOrderCreator.d.ts

@@ -0,0 +1,11 @@
+import { AlgoOrderEntity, AlgoOrderRootType } from "@orderly.network/types";
+import { OrderFormEntity, ValuesDepConfig, VerifyResult } from "./interface";
+import { BaseOrderCreator } from "./baseCreator";
+export declare class StopLimitOrderCreator extends BaseOrderCreator<AlgoOrderEntity> {
+    create(values: AlgoOrderEntity & {
+        order_quantity: number;
+        order_price: number;
+    }, config?: ValuesDepConfig): AlgoOrderEntity<AlgoOrderRootType.STOP>;
+    validate(values: OrderFormEntity, config: ValuesDepConfig): Promise<VerifyResult>;
+}
+//# sourceMappingURL=stopLimitOrderCreator.d.ts.map

package/esm/services/orderCreator/stopLimitOrderCreator.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"stopLimitOrderCreator.d.ts","sourceRoot":"","sources":["../../../src/services/orderCreator/stopLimitOrderCreator.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,eAAe,EACf,iBAAiB,EAGlB,MAAM,wBAAwB,CAAC;AAChC,OAAO,EAAE,eAAe,EAAE,eAAe,EAAE,YAAY,EAAE,MAAM,aAAa,CAAC;AAG7E,OAAO,EAAE,gBAAgB,EAAE,MAAM,eAAe,CAAC;AAMjD,qBAAa,qBAAsB,SAAQ,gBAAgB,CAAC,eAAe,CAAC;IAC1E,MAAM,CACJ,MAAM,EAAE,eAAe,GAAG;QACxB,cAAc,EAAE,MAAM,CAAC;QACvB,WAAW,EAAE,MAAM,CAAC;KACrB,EACD,MAAM,CAAC,EAAE,eAAe,GACvB,eAAe,CAAC,iBAAiB,CAAC,IAAI,CAAC;IA8B1C,QAAQ,CACN,MAAM,EAAE,eAAe,EACvB,MAAM,EAAE,eAAe,GACtB,OAAO,CAAC,YAAY,CAAC;CAkEzB"}

package/esm/services/orderCreator/stopLimitOrderCreator.js

@@ -0,0 +1,84 @@
+import { AlgoOrderRootType, TriggerPriceType } from "@orderly.network/types";
+import { Decimal } from "@orderly.network/utils";
+import { order as orderUntil } from "@orderly.network/perp";
+import { BaseOrderCreator } from "./baseCreator";
+import { OrderType } from "@orderly.network/types";
+import { pick } from "ramda";
+const { maxPrice, minPrice, scropePrice } = orderUntil;
+export class StopLimitOrderCreator extends BaseOrderCreator {
+    create(values, config) {
+        this.totalToQuantity(values, config);
+        const order = {
+            ...this.baseOrder(values),
+            trigger_price: values.trigger_price,
+            algo_type: AlgoOrderRootType.STOP,
+            type: OrderType.LIMIT,
+            quantity: values["order_quantity"],
+            price: values["order_price"],
+            trigger_price_type: TriggerPriceType.MARK_PRICE
+        };
+        return pick([
+            "symbol",
+            "trigger_price",
+            "algo_type",
+            "type",
+            "quantity",
+            "price",
+            "trigger_price_type",
+            "side",
+            "reduce_only",
+            "visible_quantity"
+        ], order);
+    }
+    validate(values, config) {
+        return this.baseValidate(values, config).then((errors)=>{
+            // const errors = this.baseValidate(values, config);
+            // @ts-ignore
+            const { order_price, trigger_price, side } = values;
+            if (!order_price) {
+                errors.order_price = {
+                    type: "required",
+                    message: "price is required"
+                };
+            }
+            if (!trigger_price) {
+                errors.trigger_price = {
+                    type: "required",
+                    message: "Trigger price is required"
+                };
+            }
+            if (trigger_price && order_price) {
+                const price = new Decimal(order_price);
+                const { symbol } = config;
+                const { price_range, price_scope } = symbol;
+                const maxPriceNumber = maxPrice(trigger_price, price_range);
+                const minPriceNumber = minPrice(trigger_price, price_range);
+                const scropePriceNumbere = scropePrice(trigger_price, price_scope, side);
+                const priceRange = side === "BUY" ? {
+                    min: scropePriceNumbere,
+                    max: maxPriceNumber
+                } : {
+                    min: minPriceNumber,
+                    max: scropePriceNumbere
+                };
+                /// if side is 'buy', only check max price,
+                /// if side is 'sell', only check min price,
+                if (price.gt(priceRange?.max)) {
+                    errors.order_price = {
+                        type: "max",
+                        message: `Price must be less than ${new Decimal(priceRange.max).todp(symbol.quote_dp)}`
+                    };
+                }
+                if (price.lt(priceRange?.min)) {
+                    errors.order_price = {
+                        type: "min",
+                        message: `Price must be greater than ${new Decimal(priceRange.min).todp(symbol.quote_dp)}`
+                    };
+                }
+            }
+            return errors;
+        });
+    }
+}
+
+//# sourceMappingURL=stopLimitOrderCreator.js.map

package/esm/services/orderCreator/stopLimitOrderCreator.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../../../src/services/orderCreator/stopLimitOrderCreator.ts"],"sourcesContent":["import {\n  AlgoOrderEntity,\n  AlgoOrderRootType,\n  OrderEntity,\n  TriggerPriceType,\n} from \"@orderly.network/types\";\nimport { OrderFormEntity, ValuesDepConfig, VerifyResult } from \"./interface\";\nimport { Decimal } from \"@orderly.network/utils\";\nimport { order as orderUntil } from \"@orderly.network/perp\";\nimport { BaseOrderCreator } from \"./baseCreator\";\nimport { OrderType } from \"@orderly.network/types\";\nimport { pick } from \"ramda\";\n\nconst { maxPrice, minPrice, scropePrice } = orderUntil;\n\nexport class StopLimitOrderCreator extends BaseOrderCreator<AlgoOrderEntity> {\n  create(\n    values: AlgoOrderEntity & {\n      order_quantity: number;\n      order_price: number;\n    },\n    config?: ValuesDepConfig\n  ): AlgoOrderEntity<AlgoOrderRootType.STOP> {\n    this.totalToQuantity(values, config!);\n\n    const order: AlgoOrderEntity<AlgoOrderRootType.STOP> = {\n      ...this.baseOrder(values as unknown as OrderEntity),\n\n      trigger_price: values.trigger_price!,\n      algo_type: AlgoOrderRootType.STOP,\n      type: OrderType.LIMIT,\n      quantity: values[\"order_quantity\"]!,\n      price: values[\"order_price\"],\n      trigger_price_type: TriggerPriceType.MARK_PRICE,\n    };\n\n    return pick(\n      [\n        \"symbol\",\n        \"trigger_price\",\n        \"algo_type\",\n        \"type\",\n        \"quantity\",\n        \"price\",\n        \"trigger_price_type\",\n        \"side\",\n        \"reduce_only\",\n        \"visible_quantity\",\n      ],\n      order\n    );\n  }\n  validate(\n    values: OrderFormEntity,\n    config: ValuesDepConfig\n  ): Promise<VerifyResult> {\n    return this.baseValidate(values, config).then((errors) => {\n      // const errors = this.baseValidate(values, config);\n      // @ts-ignore\n      const { order_price, trigger_price, side } = values;\n\n      if (!order_price) {\n        errors.order_price = {\n          type: \"required\",\n          message: \"price is required\",\n        };\n      }\n\n      if (!trigger_price) {\n        errors.trigger_price = {\n          type: \"required\",\n          message: \"Trigger price is required\",\n        };\n      }\n\n      if (trigger_price && order_price) {\n        const price = new Decimal(order_price);\n        const { symbol } = config;\n        const { price_range, price_scope } = symbol;\n        const maxPriceNumber = maxPrice(trigger_price, price_range);\n        const minPriceNumber = minPrice(trigger_price, price_range);\n        const scropePriceNumbere = scropePrice(\n          trigger_price,\n          price_scope,\n          side\n        );\n\n        const priceRange =\n          side === \"BUY\"\n            ? {\n                min: scropePriceNumbere,\n                max: maxPriceNumber,\n              }\n            : {\n                min: minPriceNumber,\n                max: scropePriceNumbere,\n              };\n\n        /// if side is 'buy', only check max price,\n        /// if side is 'sell', only check min price,\n        if (price.gt(priceRange?.max)) {\n          errors.order_price = {\n            type: \"max\",\n            message: `Price must be less than ${new Decimal(\n              priceRange.max\n            ).todp(symbol.quote_dp)}`,\n          };\n        }\n        if (price.lt(priceRange?.min)) {\n          errors.order_price = {\n            type: \"min\",\n            message: `Price must be greater than ${new Decimal(\n              priceRange.min\n            ).todp(symbol.quote_dp)}`,\n          };\n        }\n      }\n\n      return errors;\n    });\n  }\n}\n"],"names":["AlgoOrderRootType","TriggerPriceType","Decimal","order","orderUntil","BaseOrderCreator","OrderType","pick","maxPrice","minPrice","scropePrice","StopLimitOrderCreator","create","values","config","totalToQuantity","baseOrder","trigger_price","algo_type","STOP","type","LIMIT","quantity","price","trigger_price_type","MARK_PRICE","validate","baseValidate","then","errors","order_price","side","message","symbol","price_range","price_scope","maxPriceNumber","minPriceNumber","scropePriceNumbere","priceRange","min","max","gt","todp","quote_dp","lt"],"rangeMappings":";;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;","mappings":"AAAA,SAEEA,iBAAiB,EAEjBC,gBAAgB,QACX,yBAAyB;AAEhC,SAASC,OAAO,QAAQ,yBAAyB;AACjD,SAASC,SAASC,UAAU,QAAQ,wBAAwB;AAC5D,SAASC,gBAAgB,QAAQ,gBAAgB;AACjD,SAASC,SAAS,QAAQ,yBAAyB;AACnD,SAASC,IAAI,QAAQ,QAAQ;AAE7B,MAAM,EAAEC,QAAQ,EAAEC,QAAQ,EAAEC,WAAW,EAAE,GAAGN;AAE5C,OAAO,MAAMO,8BAA8BN;IACzCO,OACEC,MAGC,EACDC,MAAwB,EACiB;QACzC,IAAI,CAACC,eAAe,CAACF,QAAQC;QAE7B,MAAMX,QAAiD;YACrD,GAAG,IAAI,CAACa,SAAS,CAACH,OAAiC;YAEnDI,eAAeJ,OAAOI,aAAa;YACnCC,WAAWlB,kBAAkBmB,IAAI;YACjCC,MAAMd,UAAUe,KAAK;YACrBC,UAAUT,MAAM,CAAC,iBAAiB;YAClCU,OAAOV,MAAM,CAAC,cAAc;YAC5BW,oBAAoBvB,iBAAiBwB,UAAU;QACjD;QAEA,OAAOlB,KACL;YACE;YACA;YACA;YACA;YACA;YACA;YACA;YACA;YACA;YACA;SACD,EACDJ;IAEJ;IACAuB,SACEb,MAAuB,EACvBC,MAAuB,EACA;QACvB,OAAO,IAAI,CAACa,YAAY,CAACd,QAAQC,QAAQc,IAAI,CAAC,CAACC;YAC7C,oDAAoD;YACpD,aAAa;YACb,MAAM,EAAEC,WAAW,EAAEb,aAAa,EAAEc,IAAI,EAAE,GAAGlB;YAE7C,IAAI,CAACiB,aAAa;gBAChBD,OAAOC,WAAW,GAAG;oBACnBV,MAAM;oBACNY,SAAS;gBACX;YACF;YAEA,IAAI,CAACf,eAAe;gBAClBY,OAAOZ,aAAa,GAAG;oBACrBG,MAAM;oBACNY,SAAS;gBACX;YACF;YAEA,IAAIf,iBAAiBa,aAAa;gBAChC,MAAMP,QAAQ,IAAIrB,QAAQ4B;gBAC1B,MAAM,EAAEG,MAAM,EAAE,GAAGnB;gBACnB,MAAM,EAAEoB,WAAW,EAAEC,WAAW,EAAE,GAAGF;gBACrC,MAAMG,iBAAiB5B,SAASS,eAAeiB;gBAC/C,MAAMG,iBAAiB5B,SAASQ,eAAeiB;gBAC/C,MAAMI,qBAAqB5B,YACzBO,eACAkB,aACAJ;gBAGF,MAAMQ,aACJR,SAAS,QACL;oBACES,KAAKF;oBACLG,KAAKL;gBACP,IACA;oBACEI,KAAKH;oBACLI,KAAKH;gBACP;gBAEN,2CAA2C;gBAC3C,4CAA4C;gBAC5C,IAAIf,MAAMmB,EAAE,CAACH,YAAYE,MAAM;oBAC7BZ,OAAOC,WAAW,GAAG;wBACnBV,MAAM;wBACNY,SAAS,CAAC,wBAAwB,EAAE,IAAI9B,QACtCqC,WAAWE,GAAG,EACdE,IAAI,CAACV,OAAOW,QAAQ,EAAE,CAAC;oBAC3B;gBACF;gBACA,IAAIrB,MAAMsB,EAAE,CAACN,YAAYC,MAAM;oBAC7BX,OAAOC,WAAW,GAAG;wBACnBV,MAAM;wBACNY,SAAS,CAAC,2BAA2B,EAAE,IAAI9B,QACzCqC,WAAWC,GAAG,EACdG,IAAI,CAACV,OAAOW,QAAQ,EAAE,CAAC;oBAC3B;gBACF;YACF;YAEA,OAAOf;QACT;IACF;AACF"}

package/esm/services/orderCreator/stopMarketOrderCreator.d.ts

@@ -0,0 +1,30 @@
+import { AlgoOrderEntity, AlgoOrderRootType, OrderType, TriggerPriceType } from "@orderly.network/types";
+import { OrderFormEntity, ValuesDepConfig, VerifyResult } from "./interface";
+import { BaseOrderCreator } from "./baseCreator";
+export declare class StopMarketOrderCreator extends BaseOrderCreator<AlgoOrderEntity> {
+    create(values: AlgoOrderEntity & {
+        order_quantity: number;
+        order_price: number;
+    }): Pick<{
+        trigger_price: string | number;
+        algo_type: AlgoOrderRootType;
+        type: OrderType;
+        quantity: number;
+        trigger_price_type: TriggerPriceType;
+        symbol: string;
+        order_type: OrderType;
+        order_type_ext?: OrderType | undefined;
+        order_price?: string | number | undefined;
+        order_quantity?: string | number | undefined;
+        order_amount?: number | undefined;
+        visible_quantity?: number | undefined;
+        reduce_only?: boolean | undefined;
+        side: import("@orderly.network/types").OrderSide;
+        broker_id?: string | undefined;
+        total?: string | number | undefined;
+        isStopOrder?: boolean | undefined;
+        order_tag?: string | undefined;
+    }, "symbol" | "type" | "algo_type" | "trigger_price_type" | "side" | "quantity" | "visible_quantity" | "reduce_only" | "trigger_price">;
+    validate(values: OrderFormEntity, config: ValuesDepConfig): Promise<VerifyResult>;
+}
+//# sourceMappingURL=stopMarketOrderCreator.d.ts.map

package/esm/services/orderCreator/stopMarketOrderCreator.d.ts.map

@@ -0,0 +1 @@
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package/esm/services/orderCreator/stopMarketOrderCreator.js

@@ -0,0 +1,46 @@
+import { AlgoOrderRootType, OrderType, TriggerPriceType } from "@orderly.network/types";
+import { pick } from "ramda";
+import { BaseOrderCreator } from "./baseCreator";
+export class StopMarketOrderCreator extends BaseOrderCreator {
+    create(values) {
+        const order = {
+            ...this.baseOrder(values),
+            // order_price: values.order_price,
+            trigger_price: values.trigger_price,
+            algo_type: AlgoOrderRootType.STOP,
+            type: OrderType.MARKET,
+            quantity: values["order_quantity"],
+            // price: values["order_price"],
+            trigger_price_type: TriggerPriceType.MARK_PRICE
+        };
+        return pick([
+            "symbol",
+            "trigger_price",
+            "algo_type",
+            "type",
+            "quantity",
+            // "price",
+            "trigger_price_type",
+            "side",
+            "reduce_only",
+            "visible_quantity"
+        ], order);
+    // return order;
+    }
+    validate(values, config) {
+        return this.baseValidate(values, config).then((errors)=>{
+            // const errors = this.baseValidate(values, config);
+            // @ts-ignore
+            const { order_price, trigger_price, side } = values;
+            if (!trigger_price) {
+                errors.trigger_price = {
+                    type: "required",
+                    message: "Trigger price is required"
+                };
+            }
+            return errors;
+        });
+    }
+}
+
+//# sourceMappingURL=stopMarketOrderCreator.js.map

package/esm/services/orderCreator/stopMarketOrderCreator.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../../../src/services/orderCreator/stopMarketOrderCreator.ts"],"sourcesContent":["import {\n  AlgoOrderEntity,\n  AlgoOrderRootType,\n  OrderEntity,\n  OrderType,\n  TriggerPriceType,\n} from \"@orderly.network/types\";\nimport { OrderFormEntity, ValuesDepConfig, VerifyResult } from \"./interface\";\n\nimport { pick } from \"ramda\";\nimport { BaseOrderCreator } from \"./baseCreator\";\n\nexport class StopMarketOrderCreator extends BaseOrderCreator<AlgoOrderEntity> {\n  create(\n    values: AlgoOrderEntity & {\n      order_quantity: number;\n      order_price: number;\n    }\n  ) {\n    const order = {\n      ...this.baseOrder(values as unknown as OrderEntity),\n      // order_price: values.order_price,\n      trigger_price: values.trigger_price!,\n      algo_type: AlgoOrderRootType.STOP,\n      type: OrderType.MARKET,\n      quantity: values[\"order_quantity\"]!,\n      // price: values[\"order_price\"],\n      trigger_price_type: TriggerPriceType.MARK_PRICE,\n    };\n\n    return pick(\n      [\n        \"symbol\",\n        \"trigger_price\",\n        \"algo_type\",\n        \"type\",\n        \"quantity\",\n        // \"price\",\n        \"trigger_price_type\",\n        \"side\",\n        \"reduce_only\",\n        \"visible_quantity\",\n      ],\n      order\n    );\n\n    // return order;\n  }\n  validate(\n    values: OrderFormEntity,\n    config: ValuesDepConfig\n  ): Promise<VerifyResult> {\n    return this.baseValidate(values, config).then((errors) => {\n      // const errors = this.baseValidate(values, config);\n      // @ts-ignore\n      const { order_price, trigger_price, side } = values;\n\n      if (!trigger_price) {\n        errors.trigger_price = {\n          type: \"required\",\n          message: \"Trigger price is required\",\n        };\n      }\n\n      return errors;\n    });\n  }\n}\n"],"names":["AlgoOrderRootType","OrderType","TriggerPriceType","pick","BaseOrderCreator","StopMarketOrderCreator","create","values","order","baseOrder","trigger_price","algo_type","STOP","type","MARKET","quantity","trigger_price_type","MARK_PRICE","validate","config","baseValidate","then","errors","order_price","side","message"],"rangeMappings":";;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;","mappings":"AAAA,SAEEA,iBAAiB,EAEjBC,SAAS,EACTC,gBAAgB,QACX,yBAAyB;AAGhC,SAASC,IAAI,QAAQ,QAAQ;AAC7B,SAASC,gBAAgB,QAAQ,gBAAgB;AAEjD,OAAO,MAAMC,+BAA+BD;IAC1CE,OACEC,MAGC,EACD;QACA,MAAMC,QAAQ;YACZ,GAAG,IAAI,CAACC,SAAS,CAACF,OAAiC;YACnD,mCAAmC;YACnCG,eAAeH,OAAOG,aAAa;YACnCC,WAAWX,kBAAkBY,IAAI;YACjCC,MAAMZ,UAAUa,MAAM;YACtBC,UAAUR,MAAM,CAAC,iBAAiB;YAClC,gCAAgC;YAChCS,oBAAoBd,iBAAiBe,UAAU;QACjD;QAEA,OAAOd,KACL;YACE;YACA;YACA;YACA;YACA;YACA,WAAW;YACX;YACA;YACA;YACA;SACD,EACDK;IAGF,gBAAgB;IAClB;IACAU,SACEX,MAAuB,EACvBY,MAAuB,EACA;QACvB,OAAO,IAAI,CAACC,YAAY,CAACb,QAAQY,QAAQE,IAAI,CAAC,CAACC;YAC7C,oDAAoD;YACpD,aAAa;YACb,MAAM,EAAEC,WAAW,EAAEb,aAAa,EAAEc,IAAI,EAAE,GAAGjB;YAE7C,IAAI,CAACG,eAAe;gBAClBY,OAAOZ,aAAa,GAAG;oBACrBG,MAAM;oBACNY,SAAS;gBACX;YACF;YAEA,OAAOH;QACT;IACF;AACF"}

package/esm/services/orderCreator/tpslOrderCreator.d.ts

@@ -0,0 +1,32 @@
+import { AlgoOrderEntity, OrderType, API } from "@orderly.network/types";
+import { TriggerPriceType } from "@orderly.network/types";
+import { AlgoOrderType } from "@orderly.network/types";
+import { AlgoOrderRootType } from "@orderly.network/types";
+import { OrderSide } from "@orderly.network/types";
+import { AlgoOrderUpdateEntity, BaseAlgoOrderCreator } from "./baseAlgoCreator";
+import { ValuesDepConfig } from "./interface";
+export declare class TPSLOrderCreator extends BaseAlgoOrderCreator<AlgoOrderEntity<AlgoOrderRootType.TP_SL>> {
+    create(values: AlgoOrderEntity<AlgoOrderRootType.TP_SL>, config: ValuesDepConfig): {
+        algo_type: AlgoOrderRootType;
+        trigger_price_type: TriggerPriceType;
+        reduce_only: boolean;
+        quantity: string | number;
+        symbol: string;
+        child_orders: {
+            algo_type: AlgoOrderType;
+            reduce_only: boolean;
+            side: OrderSide;
+            type: OrderType;
+            trigger_price: string | number;
+            symbol: string;
+            is_activated: boolean;
+        }[];
+    };
+    crateUpdateOrder(values: AlgoOrderEntity<AlgoOrderRootType.TP_SL>, oldValue: API.AlgoOrder, config: ValuesDepConfig): [
+        {
+            child_orders: AlgoOrderUpdateEntity[];
+        },
+        AlgoOrderEntity<AlgoOrderRootType.TP_SL>
+    ];
+}
+//# sourceMappingURL=tpslOrderCreator.d.ts.map

package/esm/services/orderCreator/tpslOrderCreator.d.ts.map

@@ -0,0 +1 @@
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package/esm/services/orderCreator/tpslOrderCreator.js

@@ -0,0 +1,88 @@
+import { OrderType } from "@orderly.network/types";
+import { TriggerPriceType } from "@orderly.network/types";
+import { AlgoOrderType } from "@orderly.network/types";
+import { AlgoOrderRootType } from "@orderly.network/types";
+import { OrderSide } from "@orderly.network/types";
+import { BaseAlgoOrderCreator } from "./baseAlgoCreator";
+import { Decimal } from "@orderly.network/utils";
+export class TPSLOrderCreator extends BaseAlgoOrderCreator {
+    create(values, config) {
+        const side = values.side === OrderSide.BUY ? OrderSide.SELL : OrderSide.BUY;
+        const child_orders = [];
+        if (typeof values.tp_trigger_price !== "undefined") {
+            const tp_trigger_price = !!values.sl_trigger_price ? new Decimal(values.tp_trigger_price).todp(config.symbol.quote_dp).toNumber() : values.tp_trigger_price;
+            child_orders.push({
+                algo_type: AlgoOrderType.TAKE_PROFIT,
+                reduce_only: true,
+                side,
+                type: OrderType.MARKET,
+                trigger_price: tp_trigger_price,
+                symbol: values.symbol,
+                is_activated: !!values.tp_trigger_price
+            });
+        }
+        if (typeof values.sl_trigger_price !== "undefined") {
+            const sl_trigger_price = !!values.sl_trigger_price ? new Decimal(values.sl_trigger_price).todp(config.symbol.quote_dp).toNumber() : values.sl_trigger_price;
+            child_orders.push({
+                algo_type: AlgoOrderType.STOP_LOSS,
+                reduce_only: true,
+                side,
+                type: OrderType.MARKET,
+                trigger_price: sl_trigger_price,
+                symbol: values.symbol,
+                is_activated: !!values.sl_trigger_price
+            });
+        }
+        return {
+            algo_type: AlgoOrderRootType.TP_SL,
+            trigger_price_type: TriggerPriceType.MARK_PRICE,
+            reduce_only: true,
+            quantity: values.quantity,
+            symbol: values.symbol,
+            child_orders
+        };
+    }
+    crateUpdateOrder(values, oldValue, config) {
+        const data = this.create(values, config);
+        const newData = [];
+        const needUpdateQty = values.quantity !== oldValue.quantity;
+        data.child_orders.forEach((order)=>{
+            // find the old order
+            let _order = Object.create(null);
+            if (needUpdateQty) {
+                _order["quantity"] = data.quantity;
+            }
+            const oldOrder = oldValue.child_orders?.find((oldOrder)=>oldOrder.algo_type === order.algo_type);
+            if (oldOrder) {
+                if (!order.is_activated) {
+                    _order["is_activated"] = false;
+                } else if (oldOrder.trigger_price !== order.trigger_price) {
+                    // _order["order_id"] = Number(oldOrder.algo_order_id);
+                    _order["trigger_price"] = order.trigger_price;
+                }
+                if (Object.keys(_order).length > 0) {
+                    _order["order_id"] = Number(oldOrder.algo_order_id);
+                    newData.push(_order);
+                }
+            }
+        });
+        if (needUpdateQty && newData.length < 2) {
+            // if quantity is changed, need to update all child orders
+            const missingOrders = oldValue.child_orders.filter((order)=>order.algo_order_id !== newData[0].order_id);
+            if (missingOrders.length) {
+                newData.push({
+                    quantity: Number(data.quantity),
+                    order_id: missingOrders[0].algo_order_id
+                });
+            }
+        }
+        return [
+            {
+                child_orders: newData
+            },
+            data
+        ];
+    }
+}
+
+//# sourceMappingURL=tpslOrderCreator.js.map

package/esm/services/orderCreator/tpslOrderCreator.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../../../src/services/orderCreator/tpslOrderCreator.ts"],"sourcesContent":["import { AlgoOrderEntity, OrderType, API } from \"@orderly.network/types\";\nimport { TriggerPriceType } from \"@orderly.network/types\";\nimport { AlgoOrderType } from \"@orderly.network/types\";\nimport { AlgoOrderRootType } from \"@orderly.network/types\";\nimport { OrderSide } from \"@orderly.network/types\";\nimport { AlgoOrderUpdateEntity, BaseAlgoOrderCreator } from \"./baseAlgoCreator\";\nimport { ValuesDepConfig } from \"./interface\";\nimport { Decimal } from \"@orderly.network/utils\";\n\nexport class TPSLOrderCreator extends BaseAlgoOrderCreator<\n  AlgoOrderEntity<AlgoOrderRootType.TP_SL>\n> {\n  create(\n    values: AlgoOrderEntity<AlgoOrderRootType.TP_SL>,\n    config: ValuesDepConfig\n  ) {\n    const side =\n      values.side! === OrderSide.BUY ? OrderSide.SELL : OrderSide.BUY;\n\n    const child_orders = [];\n\n    if (typeof values.tp_trigger_price !== \"undefined\") {\n      const tp_trigger_price = !!values.sl_trigger_price\n        ? new Decimal(values.tp_trigger_price)\n            .todp(config.symbol.quote_dp)\n            .toNumber()\n        : values.tp_trigger_price;\n\n      child_orders.push({\n        algo_type: AlgoOrderType.TAKE_PROFIT,\n        reduce_only: true,\n        side,\n        type: OrderType.MARKET,\n        trigger_price: tp_trigger_price,\n        symbol: values.symbol,\n        is_activated: !!values.tp_trigger_price,\n      });\n    }\n\n    if (typeof values.sl_trigger_price !== \"undefined\") {\n      const sl_trigger_price = !!values.sl_trigger_price\n        ? new Decimal(values.sl_trigger_price)\n            .todp(config.symbol.quote_dp)\n            .toNumber()\n        : values.sl_trigger_price;\n      child_orders.push({\n        algo_type: AlgoOrderType.STOP_LOSS,\n        reduce_only: true,\n        side,\n        type: OrderType.MARKET,\n        trigger_price: sl_trigger_price,\n        symbol: values.symbol,\n        is_activated: !!values.sl_trigger_price,\n      });\n    }\n\n    return {\n      algo_type: AlgoOrderRootType.TP_SL,\n      trigger_price_type: TriggerPriceType.MARK_PRICE,\n      reduce_only: true,\n      quantity: values.quantity,\n      symbol: values.symbol,\n      child_orders,\n    };\n  }\n\n  crateUpdateOrder(\n    values: AlgoOrderEntity<AlgoOrderRootType.TP_SL>,\n    oldValue: API.AlgoOrder,\n    config: ValuesDepConfig\n  ): [\n    { child_orders: AlgoOrderUpdateEntity[] },\n    AlgoOrderEntity<AlgoOrderRootType.TP_SL>\n  ] {\n    const data = this.create(values, config);\n    const newData: AlgoOrderUpdateEntity[] = [];\n\n    const needUpdateQty = values.quantity !== oldValue.quantity;\n\n    data.child_orders.forEach((order) => {\n      // find the old order\n      let _order = Object.create(null);\n\n      if (needUpdateQty) {\n        _order[\"quantity\"] = data.quantity;\n      }\n\n      const oldOrder = oldValue.child_orders?.find(\n        (oldOrder) => oldOrder.algo_type === order.algo_type\n      );\n\n      if (oldOrder) {\n        if (!order.is_activated) {\n          _order[\"is_activated\"] = false;\n        } else if (oldOrder.trigger_price !== order.trigger_price) {\n          // _order[\"order_id\"] = Number(oldOrder.algo_order_id);\n          _order[\"trigger_price\"] = order.trigger_price as number;\n        }\n\n        if (Object.keys(_order).length > 0) {\n          _order[\"order_id\"] = Number(oldOrder.algo_order_id);\n          newData.push(_order);\n        }\n      }\n    });\n\n    if (needUpdateQty && newData.length < 2) {\n      // if quantity is changed, need to update all child orders\n      const missingOrders = oldValue.child_orders.filter(\n        (order) => order.algo_order_id !== newData[0].order_id\n      );\n\n      if (missingOrders.length) {\n        newData.push({\n          quantity: Number(data.quantity),\n          order_id: missingOrders[0].algo_order_id,\n        });\n      }\n    }\n\n    return [\n      {\n        child_orders: newData,\n      },\n      data,\n    ];\n  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