@tradecanvas/commons 1.19.1 → 1.20.0

package/dist/market/index.d.ts

@@ -1,3 +1,3 @@
-export type { MarketType, StockExchange, MarketConfig, TradingSession, MarketColorScheme, PriceLimitInfo } from './types.js';
-export { VN_COLORS, HOSE_SESSIONS, HNX_SESSIONS, MARKET_HOSE, MARKET_HNX, MARKET_UPCOM, MARKET_CRYPTO, MARKET_NYSE, createVNTheme, computePriceLimits, getCurrentSession, } from './presets.js';
+export type { MarketType, StockExchange, MarketConfig, PriceStepBand, TradingSession, MarketColorScheme, PriceLimitInfo, VN30FContract } from './types.js';
+export { VN_COLORS, HOSE_SESSIONS, HNX_SESSIONS, UPCOM_SESSIONS, VN30F_SESSIONS, MARKET_HOSE, MARKET_HOSE_ETF, MARKET_HNX, MARKET_UPCOM, MARKET_VN30F, MARKET_CRYPTO, MARKET_NYSE, createVNTheme, priceStepAt, roundToPriceStep, computePriceLimits, scaleMarketPrices, getCurrentSession, vn30fLastTradingDay, vn30fContracts, } from './presets.js';
 //# sourceMappingURL=index.d.ts.map

package/dist/market/index.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/market/index.ts"],"names":[],"mappings":"AAAA,YAAY,EAAE,UAAU,EAAE,aAAa,EAAE,YAAY,EAAE,aAAa,EAAE,cAAc,EAAE,iBAAiB,EAAE,cAAc,EAAE,aAAa,EAAE,MAAM,YAAY,CAAC;AAC3J,OAAO,EACL,SAAS,EACT,aAAa,EACb,YAAY,EACZ,cAAc,EACd,cAAc,EACd,WAAW,EACX,eAAe,EACf,UAAU,EACV,YAAY,EACZ,YAAY,EACZ,aAAa,EACb,WAAW,EACX,aAAa,EACb,WAAW,EACX,gBAAgB,EAChB,kBAAkB,EAClB,iBAAiB,EACjB,iBAAiB,EACjB,mBAAmB,EACnB,cAAc,GACf,MAAM,cAAc,CAAC"}

package/dist/market/presets.d.ts

@@ -1,18 +1,69 @@
-import { MarketConfig, MarketColorScheme, TradingSession } from './types.js';
+import { MarketConfig, MarketColorScheme, TradingSession, VN30FContract } from './types.js';
 import { Theme } from '../types/theme.js';
+/**
+ * Vietnamese price boards: green up, red down, purple at the ceiling (trần),
+ * cyan at the floor (sàn), yellow at the reference price (tham chiếu).
+ */
 export declare const VN_COLORS: MarketColorScheme;
 export declare const HOSE_SESSIONS: TradingSession[];
 export declare const HNX_SESSIONS: TradingSession[];
+export declare const UPCOM_SESSIONS: TradingSession[];
+export declare const VN30F_SESSIONS: TradingSession[];
 export declare const MARKET_HOSE: MarketConfig;
+/** HOSE ETFs and covered warrants: 10 dong at every price. */
+export declare const MARKET_HOSE_ETF: MarketConfig;
 export declare const MARKET_HNX: MarketConfig;
 export declare const MARKET_UPCOM: MarketConfig;
+/** VN30 index futures on HNX: index points, 0.1 a step, 100,000 dong a point. */
+export declare const MARKET_VN30F: MarketConfig;
 export declare const MARKET_CRYPTO: MarketConfig;
 export declare const MARKET_NYSE: MarketConfig;
 export declare function createVNTheme(base: Theme): Theme;
+/**
+ * The price step at `price`: the band it falls in, else the market's
+ * `priceStep`; undefined when the market names no step.
+ */
+export declare function priceStepAt(price: number, config: MarketConfig): number | undefined;
+/**
+ * `price` on the step of its band: to the nearest step, or `'down'` / `'up'`.
+ * A market without a step leaves it as it is.
+ */
+export declare function roundToPriceStep(price: number, config: MarketConfig, mode?: 'nearest' | 'down' | 'up'): number;
+/**
+ * The day's ceiling, floor and reference prices. With a price step, the
+ * ceiling rounds down and the floor up to a valid price; when one would land
+ * back on the reference it moves a step off it, and a reference of one step
+ * keeps the floor at the reference (the exchanges' rules).
+ */
 export declare function computePriceLimits(referencePrice: number, config: MarketConfig): {
     ceiling: number;
     floor: number;
     reference: number;
 } | null;
-export declare function getCurrentSession(sessions: TradingSession[]): TradingSession | null;
+/**
+ * A copy of `config` for prices `factor` times larger (a power of ten):
+ * steps, bands, the reference price and the decimals follow; a contract's
+ * multiplier stays. `scaleMarketPrices(MARKET_HOSE, 1000)` reads prices in
+ * dong (25350) instead of thousands (25.35).
+ */
+export declare function scaleMarketPrices(config: MarketConfig, factor: number): MarketConfig;
+/**
+ * The session `now` falls in: by the clock of `timeZone` (a market's
+ * `timeZone`), or of this computer without one. Null outside them all, and
+ * for a time zone it doesn't know. By the time of day only: weekends and
+ * holidays are yours to tell.
+ */
+export declare function getCurrentSession(sessions: TradingSession[], now?: number, timeZone?: string): TradingSession | null;
+/**
+ * The last trading day of the VN30 futures contract of `month` (1–12): the
+ * third Thursday, or the trading day before it when that is a holiday
+ * (`isHoliday` gets `YYYY-MM-DD`). As `YYYY-MM-DD`.
+ */
+export declare function vn30fLastTradingDay(year: number, month: number, isHoliday?: (day: string) => boolean): string;
+/**
+ * The VN30 futures contracts listed at `now`: this month's (until its last
+ * trading day), the next month's, and the last months of the two quarters
+ * after that.
+ */
+export declare function vn30fContracts(now: number, isHoliday?: (day: string) => boolean): VN30FContract[];
 //# sourceMappingURL=presets.d.ts.map

package/dist/market/presets.d.ts.map

@@ -1 +1 @@
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package/dist/market/types.d.ts

@@ -1,5 +1,10 @@
-export type MarketType = 'crypto' | 'stock' | 'forex';
+export type MarketType = 'crypto' | 'stock' | 'forex' | 'futures';
 export type StockExchange = 'HOSE' | 'HNX' | 'UPCOM' | 'NYSE' | 'NASDAQ' | string;
+/** From `from` up to the next band, prices move in steps of `step`. */
+export interface PriceStepBand {
+    from: number;
+    step: number;
+}
 export interface MarketConfig {
     type: MarketType;
     exchange?: StockExchange;
@@ -7,6 +12,15 @@ export interface MarketConfig {
     pricePrecision?: number;
     volumeUnit?: number;
     priceStep?: number;
+    /**
+     * Steps that depend on the price, lowest band first (HOSE: 10, 50 or 100
+     * dong). Prices below the first band use `priceStep`.
+     */
+    priceSteps?: readonly PriceStepBand[];
+    /** The exchange's IANA time zone, which its session times are in. */
+    timeZone?: string;
+    /** Currency per point of a futures contract (VN30F: 100,000 dong). */
+    contractMultiplier?: number;
     priceLimits?: {
         enabled: boolean;
         ceilingPercent?: number;
@@ -20,7 +34,8 @@ export interface TradingSession {
     name: string;
     startTime: string;
     endTime: string;
-    type: 'preOpen' | 'continuous' | 'preClose' | 'closed';
+    /** `preOpen` / `preClose`: the opening and closing auctions; `postClose`: trading after the close. */
+    type: 'preOpen' | 'continuous' | 'preClose' | 'postClose' | 'closed';
 }
 export interface MarketColorScheme {
     up: string;
@@ -35,4 +50,13 @@ export interface PriceLimitInfo {
     floor: number;
     reference: number;
 }
+/** One listed VN30 index futures contract. */
+export interface VN30FContract {
+    /** `VN30F` with the year and month of expiry: `VN30F2611`. */
+    symbol: string;
+    year: number;
+    month: number;
+    /** Its last trading day, `YYYY-MM-DD`. */
+    lastTradingDay: string;
+}
 //# sourceMappingURL=types.d.ts.map

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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradecanvas/commons",
-  "version": "1.19.1",
+  "version": "1.20.0",
   "type": "module",
   "description": "Shared types and utilities for @tradecanvas/chart",
   "license": "MIT",