@orderly.network/hooks 1.3.2 → 1.4.0-alpha.1

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 @@
+{"version":3,"file":"tpslOrderCreator.d.ts","sourceRoot":"","sources":["../../../src/services/orderCreator/tpslOrderCreator.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,eAAe,EAAE,SAAS,EAAE,GAAG,EAAE,MAAM,wBAAwB,CAAC;AACzE,OAAO,EAAE,gBAAgB,EAAE,MAAM,wBAAwB,CAAC;AAC1D,OAAO,EAAE,aAAa,EAAE,MAAM,wBAAwB,CAAC;AACvD,OAAO,EAAE,iBAAiB,EAAE,MAAM,wBAAwB,CAAC;AAC3D,OAAO,EAAE,SAAS,EAAE,MAAM,wBAAwB,CAAC;AACnD,OAAO,EAAE,qBAAqB,EAAE,oBAAoB,EAAE,MAAM,mBAAmB,CAAC;AAChF,OAAO,EAAE,eAAe,EAAE,MAAM,aAAa,CAAC;AAG9C,qBAAa,gBAAiB,SAAQ,oBAAoB,CACxD,eAAe,CAAC,iBAAiB,CAAC,KAAK,CAAC,CACzC;IACC,MAAM,CACJ,MAAM,EAAE,eAAe,CAAC,iBAAiB,CAAC,KAAK,CAAC,EAChD,MAAM,EAAE,eAAe;;;;;;;;;;;;;;;;IAoDzB,gBAAgB,CACd,MAAM,EAAE,eAAe,CAAC,iBAAiB,CAAC,KAAK,CAAC,EAChD,QAAQ,EAAE,GAAG,CAAC,SAAS,EACvB,MAAM,EAAE,eAAe,GACtB;QACD;YAAE,YAAY,EAAE,qBAAqB,EAAE,CAAA;SAAE;QACzC,eAAe,CAAC,iBAAiB,CAAC,KAAK,CAAC;KACzC;CAsDF"}

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.tp_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.tp_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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package/esm/services/orderCreator/tpslPositionOrderCreator.d.ts

@@ -0,0 +1,33 @@
+import { AlgoOrderEntity, AlgoOrderType, OrderType, TriggerPriceType, AlgoOrderRootType } from "@orderly.network/types";
+import { OrderSide } from "@orderly.network/types";
+import { API } from "@orderly.network/types";
+import { AlgoOrderUpdateEntity, BaseAlgoOrderCreator } from "./baseAlgoCreator";
+import { ValuesDepConfig } from "./interface";
+export declare class TPSLPositionOrderCreator extends BaseAlgoOrderCreator<AlgoOrderEntity<AlgoOrderRootType.POSITIONAL_TP_SL>> {
+    create(values: AlgoOrderEntity<AlgoOrderRootType.POSITIONAL_TP_SL>, config: ValuesDepConfig): {
+        algo_type: AlgoOrderRootType;
+        trigger_price_type: TriggerPriceType;
+        symbol: string;
+        child_orders: {
+            algo_type: AlgoOrderType;
+            reduce_only: boolean;
+            side: OrderSide;
+            type: OrderType;
+            trigger_price: string | number;
+            trigger_price_type: TriggerPriceType;
+            symbol: string;
+            is_activated: boolean;
+        }[];
+    };
+    crateUpdateOrder(values: AlgoOrderEntity<AlgoOrderRootType.POSITIONAL_TP_SL>, 
+    /**
+     * The old value of the order
+     */
+    oldValue: API.AlgoOrder, config: ValuesDepConfig): [
+        {
+            child_orders: AlgoOrderUpdateEntity[];
+        },
+        AlgoOrderEntity<AlgoOrderRootType.POSITIONAL_TP_SL>
+    ];
+}
+//# sourceMappingURL=tpslPositionOrderCreator.d.ts.map

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

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

@@ -0,0 +1,74 @@
+import { AlgoOrderType, OrderType, TriggerPriceType, AlgoOrderRootType } from "@orderly.network/types";
+import { OrderSide } from "@orderly.network/types";
+import { BaseAlgoOrderCreator } from "./baseAlgoCreator";
+import { Decimal } from "@orderly.network/utils";
+export class TPSLPositionOrderCreator 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.tp_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.CLOSE_POSITION,
+                trigger_price: tp_trigger_price,
+                trigger_price_type: TriggerPriceType.MARK_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.CLOSE_POSITION,
+                trigger_price: sl_trigger_price,
+                trigger_price_type: TriggerPriceType.MARK_PRICE,
+                symbol: values.symbol,
+                is_activated: !!values.sl_trigger_price
+            });
+        }
+        return {
+            algo_type: AlgoOrderRootType.POSITIONAL_TP_SL,
+            trigger_price_type: TriggerPriceType.MARK_PRICE,
+            // reduce_only: true,
+            symbol: values.symbol,
+            child_orders
+        };
+    }
+    crateUpdateOrder(values, /**
+     * The old value of the order
+     */ oldValue, config) {
+        const data = this.create(values, config);
+        const newData = [];
+        data.child_orders.forEach((order)=>{
+            // find the old order
+            const oldOrder = oldValue.child_orders?.find((oldOrder)=>oldOrder.algo_type === order.algo_type);
+            if (oldOrder) {
+                if (!order.is_activated) {
+                    newData.push({
+                        is_activated: false,
+                        order_id: Number(oldOrder.algo_order_id)
+                    });
+                } else if (oldOrder.trigger_price !== order.trigger_price) {
+                    newData.push({
+                        trigger_price: order.trigger_price,
+                        order_id: Number(oldOrder.algo_order_id)
+                    });
+                }
+            }
+        });
+        return [
+            {
+                child_orders: newData
+            },
+            data
+        ];
+    }
+}
+
+//# sourceMappingURL=tpslPositionOrderCreator.js.map

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

@@ -0,0 +1 @@
+{"version":3,"sources":["../../../src/services/orderCreator/tpslPositionOrderCreator.ts"],"sourcesContent":["import {\n  AlgoOrderEntity,\n  AlgoOrderType,\n  OrderType,\n  TriggerPriceType,\n  AlgoOrderRootType,\n} from \"@orderly.network/types\";\nimport { OrderSide } from \"@orderly.network/types\";\nimport { API } from \"@orderly.network/types\";\nimport { AlgoOrderUpdateEntity, BaseAlgoOrderCreator } from \"./baseAlgoCreator\";\nimport { ValuesDepConfig } from \"./interface\";\nimport { Decimal } from \"@orderly.network/utils\";\n\nexport class TPSLPositionOrderCreator extends BaseAlgoOrderCreator<\n  AlgoOrderEntity<AlgoOrderRootType.POSITIONAL_TP_SL>\n> {\n  create(\n    values: AlgoOrderEntity<AlgoOrderRootType.POSITIONAL_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.tp_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.CLOSE_POSITION,\n        trigger_price: tp_trigger_price,\n        trigger_price_type: TriggerPriceType.MARK_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.CLOSE_POSITION,\n        trigger_price: sl_trigger_price,\n        trigger_price_type: TriggerPriceType.MARK_PRICE,\n        symbol: values.symbol,\n        is_activated: !!values.sl_trigger_price,\n      });\n    }\n\n    return {\n      algo_type: AlgoOrderRootType.POSITIONAL_TP_SL,\n      trigger_price_type: TriggerPriceType.MARK_PRICE,\n      // reduce_only: true,\n      symbol: values.symbol,\n      child_orders,\n    };\n  }\n\n  crateUpdateOrder(\n    values: AlgoOrderEntity<AlgoOrderRootType.POSITIONAL_TP_SL>,\n    /**\n     * The old value of the order\n     */\n    oldValue: API.AlgoOrder,\n    config: ValuesDepConfig\n  ): [\n    { child_orders: AlgoOrderUpdateEntity[] },\n    AlgoOrderEntity<AlgoOrderRootType.POSITIONAL_TP_SL>\n  ] {\n    const data = this.create(values, config);\n    const newData: {\n      trigger_price?: number;\n      order_id: number;\n      is_activated?: boolean;\n    }[] = [];\n    data.child_orders.forEach((order) => {\n      // find the old order\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          newData.push({\n            is_activated: false,\n            order_id: Number(oldOrder.algo_order_id),\n          });\n        } else if (oldOrder.trigger_price !== order.trigger_price) {\n          newData.push({\n            trigger_price: order.trigger_price as number,\n            order_id: Number(oldOrder.algo_order_id),\n          });\n        }\n      }\n    });\n\n    return [\n      {\n        child_orders: newData,\n      },\n      data,\n    ];\n  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package/esm/services/orderMerge/algoOrderMergeHandler.d.ts

@@ -0,0 +1,9 @@
+import { API, WSMessage } from "@orderly.network/types";
+import { BaseMergeHandler } from "./baseMergeHandler";
+export declare class AlgoOrderMergeHandler extends BaseMergeHandler<WSMessage.AlgoOrder[], API.AlgoOrder> {
+    get orderId(): number;
+    get status(): string;
+    pre(message: WSMessage.AlgoOrder[], prevData?: API.OrderResponse[]): API.AlgoOrder;
+    static groupOrders(orders: WSMessage.AlgoOrder[]): API.AlgoOrder;
+}
+//# sourceMappingURL=algoOrderMergeHandler.d.ts.map

package/esm/services/orderMerge/algoOrderMergeHandler.d.ts.map

@@ -0,0 +1 @@
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package/esm/services/orderMerge/algoOrderMergeHandler.js

@@ -0,0 +1,38 @@
+import { BaseMergeHandler } from "./baseMergeHandler";
+import { object2underscore } from "../../utils/ws";
+export class AlgoOrderMergeHandler extends BaseMergeHandler {
+    get orderId() {
+        return this.data.algo_order_id;
+    }
+    get status() {
+        return this.data.root_algo_status;
+    }
+    //   merge(
+    //     key: string,
+    //     message: WSMessage.AlgoOrder[],
+    //     prevData: API.OrderResponse[]
+    //   ): API.OrderResponse[] | undefined {
+    //     switch (this.status) {
+    //       case "TRIGGER": {
+    //       }
+    //       default:
+    //         return super.merge(key, message, prevData);
+    //     }
+    //   }
+    pre(message, prevData) {
+        return AlgoOrderMergeHandler.groupOrders(message);
+    }
+    static groupOrders(orders) {
+        const rootOrderIndex = orders.findIndex((order)=>order.parentAlgoOrderId === 0 && order.algoOrderId === order.rootAlgoOrderId);
+        if (rootOrderIndex === -1) {
+            throw new Error("Root order not found");
+        }
+        const rootOrder_ = object2underscore(orders[rootOrderIndex]);
+        rootOrder_.child_orders = orders.filter((_, index)=>index !== rootOrderIndex).map((order)=>{
+            return object2underscore(order);
+        });
+        return rootOrder_;
+    }
+}
+
+//# sourceMappingURL=algoOrderMergeHandler.js.map

package/esm/services/orderMerge/algoOrderMergeHandler.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../../../src/services/orderMerge/algoOrderMergeHandler.ts"],"sourcesContent":["import { API, WSMessage } from \"@orderly.network/types\";\nimport { BaseMergeHandler } from \"./baseMergeHandler\";\nimport { object2underscore } from \"../../utils/ws\";\n\nexport class AlgoOrderMergeHandler extends BaseMergeHandler<\n  WSMessage.AlgoOrder[],\n  API.AlgoOrder\n> {\n  get orderId(): number {\n    return this.data.algo_order_id;\n  }\n\n  get status(): string {\n    return this.data.root_algo_status;\n  }\n\n  //   merge(\n  //     key: string,\n  //     message: WSMessage.AlgoOrder[],\n  //     prevData: API.OrderResponse[]\n  //   ): API.OrderResponse[] | undefined {\n  //     switch (this.status) {\n  //       case \"TRIGGER\": {\n  //       }\n  //       default:\n  //         return super.merge(key, message, prevData);\n  //     }\n  //   }\n\n  pre(\n    message: WSMessage.AlgoOrder[],\n    prevData?: API.OrderResponse[]\n  ): API.AlgoOrder {\n    return AlgoOrderMergeHandler.groupOrders(message);\n  }\n\n  static groupOrders(orders: WSMessage.AlgoOrder[]): API.AlgoOrder {\n    const rootOrderIndex = orders.findIndex(\n      (order) =>\n        order.parentAlgoOrderId === 0 &&\n        order.algoOrderId === order.rootAlgoOrderId\n    );\n    if (rootOrderIndex === -1) {\n      throw new Error(\"Root order not found\");\n    }\n\n    const rootOrder_ = object2underscore(\n      orders[rootOrderIndex]\n    ) as unknown as API.AlgoOrder;\n\n    rootOrder_.child_orders = orders\n      .filter((_, index) => index !== rootOrderIndex)\n      .map((order) => {\n        return object2underscore(order) as unknown as API.AlgoOrder;\n      });\n\n    return rootOrder_;\n  }\n}\n"],"names":["BaseMergeHandler","object2underscore","AlgoOrderMergeHandler","orderId","data","algo_order_id","status","root_algo_status","pre","message","prevData","groupOrders","orders","rootOrderIndex","findIndex","order","parentAlgoOrderId","algoOrderId","rootAlgoOrderId","Error","rootOrder_","child_orders","filter","_","index","map"],"rangeMappings":";;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;","mappings":"AACA,SAASA,gBAAgB,QAAQ,qBAAqB;AACtD,SAASC,iBAAiB,QAAQ,iBAAiB;AAEnD,OAAO,MAAMC,8BAA8BF;IAIzC,IAAIG,UAAkB;QACpB,OAAO,IAAI,CAACC,IAAI,CAACC,aAAa;IAChC;IAEA,IAAIC,SAAiB;QACnB,OAAO,IAAI,CAACF,IAAI,CAACG,gBAAgB;IACnC;IAEA,WAAW;IACX,mBAAmB;IACnB,sCAAsC;IACtC,oCAAoC;IACpC,yCAAyC;IACzC,6BAA6B;IAC7B,0BAA0B;IAC1B,UAAU;IACV,iBAAiB;IACjB,sDAAsD;IACtD,QAAQ;IACR,MAAM;IAENC,IACEC,OAA8B,EAC9BC,QAA8B,EACf;QACf,OAAOR,sBAAsBS,WAAW,CAACF;IAC3C;IAEA,OAAOE,YAAYC,MAA6B,EAAiB;QAC/D,MAAMC,iBAAiBD,OAAOE,SAAS,CACrC,CAACC,QACCA,MAAMC,iBAAiB,KAAK,KAC5BD,MAAME,WAAW,KAAKF,MAAMG,eAAe;QAE/C,IAAIL,mBAAmB,CAAC,GAAG;YACzB,MAAM,IAAIM,MAAM;QAClB;QAEA,MAAMC,aAAanB,kBACjBW,MAAM,CAACC,eAAe;QAGxBO,WAAWC,YAAY,GAAGT,OACvBU,MAAM,CAAC,CAACC,GAAGC,QAAUA,UAAUX,gBAC/BY,GAAG,CAAC,CAACV;YACJ,OAAOd,kBAAkBc;QAC3B;QAEF,OAAOK;IACT;AACF"}

package/esm/services/orderMerge/baseMergeHandler.d.ts

@@ -0,0 +1,22 @@
+import { WSMessage, API } from "@orderly.network/types";
+import { IOrderMergeHandler } from "./interface";
+export declare abstract class BaseMergeHandler<T extends WSMessage.AlgoOrder[] | WSMessage.Order, D extends API.AlgoOrder | API.Order> implements IOrderMergeHandler<T, D> {
+    private message;
+    data: D;
+    constructor(message: T);
+    abstract get status(): string;
+    abstract get orderId(): number;
+    abstract pre(message: T, prevData?: API.OrderResponse[]): D;
+    /**
+     * format the order data;
+     */
+    formatOrder(message: T): D;
+    merge(key: string, message: T, prevData: API.OrderResponse[]): API.OrderResponse[];
+    insert(orders?: API.OrderResponse[] | undefined): API.OrderResponse[];
+    insetOrUpdate(orders: API.OrderResponse[]): API.OrderResponse[];
+    update(prevData: API.OrderResponse[]): API.OrderResponse[];
+    remove(prevData: API.OrderResponse[]): API.OrderResponse[];
+    findOrderIndex(orders: API.OrderResponse[]): number[] | undefined;
+    orderIsExisting(orders: API.OrderResponse[]): boolean;
+}
+//# sourceMappingURL=baseMergeHandler.d.ts.map

package/esm/services/orderMerge/baseMergeHandler.d.ts.map

@@ -0,0 +1 @@
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package/esm/services/orderMerge/baseMergeHandler.js

@@ -0,0 +1,160 @@
+import { lensIndex, over } from "ramda";
+export class BaseMergeHandler {
+    message;
+    data;
+    constructor(message){
+        this.message = message;
+        this.data = this.formatOrder(message);
+    }
+    /**
+   * format the order data;
+   */ formatOrder(message) {
+        const data = this.pre(message);
+        if (!data.created_time) {
+            data.created_time = data.timestamp;
+        }
+        if (data.type && data.type.endsWith("_ORDER")) {
+            data.type = data.type.replace("_ORDER", "");
+        }
+        return data;
+    }
+    merge(key, message, prevData) {
+        switch(this.status){
+            case "NEW":
+                {
+                    if (key.startsWith("orders:CANCELLED") || key.startsWith("orders:FILLED") || key.startsWith("orders:REJECTED")) {
+                        return prevData;
+                    }
+                    return this.insetOrUpdate(prevData);
+                }
+            case "CANCELLED":
+                {
+                    if (key.startsWith("orders:FILLED") || key.startsWith("orders:REJECTED")) {
+                        return prevData;
+                    }
+                    if (key.startsWith("orders:NEW") || key.startsWith("orders:INCOMPLETE")) {
+                        return this.remove(prevData);
+                    }
+                    if (key.startsWith("orders:CANCELLED")) {
+                        return this.insert(prevData);
+                    }
+                    return this.update(prevData);
+                }
+            case "REPLACED":
+                return this.update(prevData);
+            case "FILLED":
+                {
+                    if (this.orderIsExisting(prevData)) {
+                        // for new list, remove the order if it exists
+                        if (key.startsWith("orders:INCOMPLETE") || key.startsWith("orders:NEW")) {
+                            // if fullfilled, remove from the list
+                            if ("total_executed_quantity" in this.data && this.data.total_executed_quantity === this.data.quantity) {
+                                return this.remove(prevData);
+                            }
+                            // update
+                            return this.update(prevData);
+                        }
+                    } else {
+                        // for filled list, insert the order if it doesn't exist
+                        if (key.startsWith("orders:CANCELLED") || key.startsWith("orders:INCOMPLETE") || key.startsWith("orders:NEW")) {
+                            return prevData;
+                        }
+                        // if filled/history list:
+                        return this.insert(prevData);
+                    }
+                }
+            default:
+                return prevData || [];
+        }
+    }
+    insert(orders) {
+        const index = lensIndex(0);
+        return over(//@ts-ignore
+        index, (item)=>({
+                meta: {
+                    ...item.meta,
+                    total: item.meta.total + 1
+                },
+                rows: [
+                    this.data,
+                    ...item.rows
+                ]
+            }), orders);
+    }
+    insetOrUpdate(orders) {
+        if (this.orderIsExisting(orders)) {
+            return this.update(orders);
+        }
+        return this.insert(orders);
+    }
+    update(prevData) {
+        const idx = this.findOrderIndex(prevData);
+        if (!Array.isArray(idx)) {
+            return prevData || [];
+        }
+        const [index, index2] = idx;
+        return prevData.map((item, i)=>{
+            return {
+                meta: {
+                    ...item.meta
+                },
+                rows: item.rows.map((order, j)=>{
+                    if (index === i && index2 === j) {
+                        return {
+                            ...order,
+                            ...this.data
+                        };
+                    }
+                    return order;
+                })
+            };
+        });
+    }
+    remove(prevData) {
+        const idx = this.findOrderIndex(prevData);
+        if (!Array.isArray(idx)) {
+            return prevData;
+        }
+        const [index, index2] = idx;
+        return prevData.map((item, i)=>{
+            return {
+                meta: {
+                    ...item.meta,
+                    total: item.meta.total - 1
+                },
+                rows: index === i ? item.rows.filter((_, i)=>i !== index2) : item.rows
+            };
+        });
+    }
+    findOrderIndex(orders) {
+        let index = 0;
+        let index2;
+        for(; index < orders.length; index++){
+            // index = idx;
+            const item = orders[index];
+            for(let idx2 = 0; idx2 < item.rows.length; idx2++){
+                const element = item.rows[idx2];
+                if (element.algo_order_id === this.orderId || element.order_id === this.orderId) {
+                    index2 = idx2;
+                    break;
+                }
+            }
+            if (typeof index2 !== "undefined") {
+                break;
+            }
+        }
+        if (typeof index2 === "undefined") {
+            return;
+        }
+        return [
+            index,
+            index2
+        ];
+    }
+    orderIsExisting(orders) {
+        const index = this.findOrderIndex(orders);
+        return Array.isArray(index);
+    }
+}
+
+//# sourceMappingURL=baseMergeHandler.js.map

package/esm/services/orderMerge/baseMergeHandler.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../../../src/services/orderMerge/baseMergeHandler.ts"],"sourcesContent":["import { WSMessage, API } from \"@orderly.network/types\";\nimport { IOrderMergeHandler } from \"./interface\";\nimport { lensIndex, over } from \"ramda\";\n\nexport abstract class BaseMergeHandler<\n  T extends WSMessage.AlgoOrder[] | WSMessage.Order,\n  D extends API.AlgoOrder | API.Order\n> implements IOrderMergeHandler<T, D>\n{\n  data: D;\n  constructor(private message: T) {\n    this.data = this.formatOrder(message);\n  }\n  abstract get status(): string;\n  abstract get orderId(): number;\n  abstract pre(message: T, prevData?: API.OrderResponse[]): D;\n\n  /**\n   * format the order data;\n   */\n  formatOrder(message: T): D {\n    const data = this.pre(message);\n\n    if (!data.created_time) {\n      data.created_time = (data as any).timestamp;\n    }\n\n    if (data.type && data.type.endsWith(\"_ORDER\")) {\n      data.type = data.type.replace(\"_ORDER\", \"\");\n    }\n\n    return data;\n  }\n\n  merge(\n    key: string,\n    message: T,\n    prevData: API.OrderResponse[]\n  ): API.OrderResponse[] {\n    switch (this.status) {\n      case \"NEW\": {\n        if (\n          key.startsWith(\"orders:CANCELLED\") ||\n          key.startsWith(\"orders:FILLED\") ||\n          key.startsWith(\"orders:REJECTED\")\n        ) {\n          return prevData;\n        }\n        return this.insetOrUpdate(prevData);\n      }\n      case \"CANCELLED\": {\n        if (\n          key.startsWith(\"orders:FILLED\") ||\n          key.startsWith(\"orders:REJECTED\")\n        ) {\n          return prevData;\n        }\n        if (\n          key.startsWith(\"orders:NEW\") ||\n          key.startsWith(\"orders:INCOMPLETE\")\n        ) {\n          return this.remove(prevData);\n        }\n\n        if (key.startsWith(\"orders:CANCELLED\")) {\n          return this.insert(prevData);\n        }\n\n        return this.update(prevData);\n      }\n\n      case \"REPLACED\":\n        return this.update(prevData);\n\n      case \"FILLED\": {\n        if (this.orderIsExisting(prevData)) {\n          // for new list, remove the order if it exists\n          if (\n            key.startsWith(\"orders:INCOMPLETE\") ||\n            key.startsWith(\"orders:NEW\")\n          ) {\n            // if fullfilled, remove from the list\n            if (\n              \"total_executed_quantity\" in this.data &&\n              this.data.total_executed_quantity === this.data.quantity\n            ) {\n              return this.remove(prevData);\n            }\n\n            // update\n            return this.update(prevData);\n          }\n        } else {\n          // for filled list, insert the order if it doesn't exist\n\n          if (\n            key.startsWith(\"orders:CANCELLED\") ||\n            key.startsWith(\"orders:INCOMPLETE\") ||\n            key.startsWith(\"orders:NEW\")\n          ) {\n            return prevData;\n          }\n          // if filled/history list:\n          return this.insert(prevData);\n        }\n      }\n\n      default:\n        return prevData || [];\n    }\n  }\n\n  insert(orders?: API.OrderResponse[] | undefined): API.OrderResponse[] {\n    const index = lensIndex<API.OrderResponse>(0);\n    return over(\n      //@ts-ignore\n      index,\n      (item: any) => ({\n        meta: {\n          ...item.meta,\n          total: item.meta.total + 1,\n        },\n        rows: [this.data, ...item.rows],\n      }),\n      orders\n    ) as API.OrderResponse[];\n  }\n\n  insetOrUpdate(orders: API.OrderResponse[]): API.OrderResponse[] {\n    if (this.orderIsExisting(orders)) {\n      return this.update(orders);\n    }\n    return this.insert(orders);\n  }\n\n  update(prevData: API.OrderResponse[]): API.OrderResponse[] {\n    const idx = this.findOrderIndex(prevData);\n    if (!Array.isArray(idx)) {\n      return prevData || [];\n    }\n\n    const [index, index2] = idx;\n\n    return prevData.map((item, i) => {\n      return {\n        meta: { ...item.meta },\n        rows: item.rows.map((order, j) => {\n          if (index === i && index2 === j) {\n            return { ...order, ...this.data };\n          }\n          return order;\n        }),\n      };\n    });\n  }\n\n  remove(prevData: API.OrderResponse[]): API.OrderResponse[] {\n    const idx = this.findOrderIndex(prevData);\n    if (!Array.isArray(idx)) {\n      return prevData;\n    }\n\n    const [index, index2] = idx;\n\n    return prevData.map((item, i) => {\n      return {\n        meta: { ...item.meta, total: item.meta.total - 1 },\n        rows:\n          index === i ? item.rows.filter((_, i) => i !== index2) : item.rows,\n      };\n    });\n  }\n\n  findOrderIndex(orders: API.OrderResponse[]): number[] | undefined {\n    let index: number = 0;\n    let index2: number | undefined;\n\n    for (; 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package/esm/services/orderMerge/interface.d.ts

@@ -0,0 +1,8 @@
+import { API } from "@orderly.network/types";
+export interface IOrderMergeHandler<T, D> {
+    merge(key: string, updatedOrder: T, prevData: API.OrderResponse[]): API.OrderResponse[];
+    insert(prevData: API.OrderResponse[]): API.OrderResponse[];
+    update(prevData: API.OrderResponse[]): API.OrderResponse[];
+    remove(prevData: API.OrderResponse[]): API.OrderResponse[];
+}
+//# sourceMappingURL=interface.d.ts.map

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

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

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

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

@@ -0,0 +1 @@
+{"version":3,"sources":["../../../src/services/orderMerge/interface.ts"],"sourcesContent":["import { API, WSMessage } from \"@orderly.network/types\";\n\nexport interface IOrderMergeHandler<T, D> {\n  merge(\n    key: string,\n    updatedOrder: T,\n    prevData: API.OrderResponse[]\n  ): API.OrderResponse[];\n  insert(prevData: API.OrderResponse[]): API.OrderResponse[];\n  update(prevData: API.OrderResponse[]): API.OrderResponse[];\n  remove(prevData: API.OrderResponse[]): API.OrderResponse[];\n}\n"],"names":[],"rangeMappings":"","mappings":"AAEA,WASC"}