@ultrade/shared 1.0.0

package/dist/helpers/interval.helpers.d.ts

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+import { DatepartType } from "../types";
+export declare function getDatepartValue(value: string): {
+    datepart: DatepartType;
+    value: number;
+    timeframe: string;
+};
+export declare function identityDatepart(interval: string): DatepartType | null;
+export declare function inMinCandles(value: number): boolean;
+export declare function inHourCandles(value: number): boolean;

package/dist/helpers/interval.helpers.js

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+(function webpackUniversalModuleDefinition(root, factory) {
+	if(typeof exports === 'object' && typeof module === 'object')
+		module.exports = factory();
+	else if(typeof define === 'function' && define.amd)
+		define([], factory);
+	else {
+		var a = factory();
+		for(var i in a) (typeof exports === 'object' ? exports : root)[i] = a[i];
+	}
+})(global, () => {
+return /******/ (() => { // webpackBootstrap
+/******/ 	"use strict";
+var __webpack_exports__ = {};
+// This entry needs to be wrapped in an IIFE because it uses a non-standard name for the exports (exports).
+(() => {
+var exports = __webpack_exports__;
+
+Object.defineProperty(exports, "__esModule", ({ value: true }));
+exports.getDatepartValue = getDatepartValue;
+exports.identityDatepart = identityDatepart;
+exports.inMinCandles = inMinCandles;
+exports.inHourCandles = inHourCandles;
+const intervalRegex = {
+    hour: /(\d+)[H]/i,
+    day: /(\d+)[D]/i,
+    week: /(\d+)[W]/i,
+    month: /(\d+)[M]/i,
+    year: /(\d+)[Y]/i,
+};
+function getDatepartValue(value) {
+    const datepart = identityDatepart(value);
+    if (datepart === null) {
+        throw new Error(`Cannot fetch datepart from interval: ${value}`);
+    }
+    const units = datepart === 'minute' ? Number(value) : Number(value.slice(0, -1));
+    if (!units) {
+        return mapWithTimeframe(datepart, 1);
+    }
+    if (datepart === 'minute' && units % (7 * 24 * 60) === 0) { // week
+        return mapWithTimeframe('week', units / (7 * 24 * 60));
+    }
+    if (datepart === 'minute' && units % (24 * 60) === 0) { // day
+        return mapWithTimeframe('day', units / (24 * 60));
+    }
+    if (datepart === 'minute' && units % 60 === 0) { // hour
+        return mapWithTimeframe('hour', units / 60);
+    }
+    if (datepart === 'hour' && units % (7 * 24) === 0) { // week
+        return mapWithTimeframe('week', units / (7 * 24));
+    }
+    if (datepart === 'hour' && units % 24 === 0) { // day
+        return mapWithTimeframe(units === 24 ? 'hour' : 'day', units === 24 ? 24 : units / 24);
+    }
+    if (datepart === 'day' && units % 7 === 0) { // week
+        return mapWithTimeframe('week', units / 7);
+    }
+    if (datepart === 'month' && units % 12 === 0) { // year
+        return mapWithTimeframe('year', units / 12);
+    }
+    return mapWithTimeframe(datepart, units);
+}
+function identityDatepart(interval) {
+    if (!isNaN(Number(interval))) {
+        return 'minute';
+    }
+    const lastLetter = interval.slice(-1);
+    const value = `1${lastLetter}`;
+    switch (true) {
+        case intervalRegex.hour.test(value): return 'hour';
+        case intervalRegex.day.test(value): return 'day';
+        case intervalRegex.week.test(value): return 'week';
+        case intervalRegex.month.test(value): return 'month';
+        case intervalRegex.year.test(value): return 'year';
+        default: return null;
+    }
+}
+function mapWithTimeframe(datepart, value) {
+    return { datepart, value, timeframe: mapDatepartToTimeframe(datepart, value) };
+}
+function inMinCandles(value) {
+    return [1, 3, 5, 15, 30].includes(value);
+}
+function inHourCandles(value) {
+    return [1, 2, 3, 4, 12].includes(value);
+}
+function mapDatepartToTimeframe(datepart, value) {
+    switch (datepart) {
+        case 'minute':
+            return inMinCandles(value) ? `${value}m` : '1m';
+        case 'hour':
+            return inHourCandles(value) ? `${value}h` : '1h';
+        case 'day':
+            return `1d`;
+        case 'week':
+            return `1w`;
+        case 'month':
+            return `1M`;
+        case 'year':
+            return `1Y`;
+        default:
+            throw new Error(`Unsupported datepart: ${datepart}`);
+    }
+}
+
+})();
+
+/******/ 	return __webpack_exports__;
+/******/ })()
+;
+});

package/dist/helpers/liquidity.helper.d.ts

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+export declare function computeLiquidityUsd(opts: {
+    buy: [string, string][];
+    sell: [string, string][];
+    baseDec: number;
+    baseUsd: number;
+}): number;

package/dist/helpers/liquidity.helper.js

@@ -0,0 +1,81 @@
+(function webpackUniversalModuleDefinition(root, factory) {
+	if(typeof exports === 'object' && typeof module === 'object')
+		module.exports = factory(require("bignumber.js"));
+	else if(typeof define === 'function' && define.amd)
+		define(["bignumber.js"], factory);
+	else {
+		var a = typeof exports === 'object' ? factory(require("bignumber.js")) : factory(root["bignumber.js"]);
+		for(var i in a) (typeof exports === 'object' ? exports : root)[i] = a[i];
+	}
+})(global, (__WEBPACK_EXTERNAL_MODULE__6168__) => {
+return /******/ (() => { // webpackBootstrap
+/******/ 	"use strict";
+/******/ 	var __webpack_modules__ = ({
+
+/***/ 6168:
+/***/ ((module) => {
+
+module.exports = __WEBPACK_EXTERNAL_MODULE__6168__;
+
+/***/ }),
+
+/***/ 6810:
+/***/ (function(__unused_webpack_module, exports, __webpack_require__) {
+
+
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", ({ value: true }));
+exports.computeLiquidityUsd = computeLiquidityUsd;
+const bignumber_js_1 = __importDefault(__webpack_require__(6168));
+function computeLiquidityUsd(opts) {
+    const { buy, sell, baseDec, baseUsd } = opts;
+    const sumQuoteRaw = buy.reduce((acc, [_, amount]) => acc.plus(new bignumber_js_1.default(amount)), new bignumber_js_1.default(0));
+    const asksBaseTokens = sell.reduce((acc, [, amount]) => acc.plus(new bignumber_js_1.default(amount)), new bignumber_js_1.default(0));
+    const liquidity = sumQuoteRaw.plus(asksBaseTokens).dividedBy(new bignumber_js_1.default(10).pow(baseDec));
+    const liquidityUsd = liquidity.multipliedBy(baseUsd);
+    const usdCeil = liquidityUsd.integerValue(bignumber_js_1.default.ROUND_CEIL);
+    return usdCeil.toNumber();
+}
+
+
+/***/ })
+
+/******/ 	});
+/************************************************************************/
+/******/ 	// The module cache
+/******/ 	var __webpack_module_cache__ = {};
+/******/ 	
+/******/ 	// The require function
+/******/ 	function __webpack_require__(moduleId) {
+/******/ 		// Check if module is in cache
+/******/ 		var cachedModule = __webpack_module_cache__[moduleId];
+/******/ 		if (cachedModule !== undefined) {
+/******/ 			return cachedModule.exports;
+/******/ 		}
+/******/ 		// Create a new module (and put it into the cache)
+/******/ 		var module = __webpack_module_cache__[moduleId] = {
+/******/ 			// no module.id needed
+/******/ 			// no module.loaded needed
+/******/ 			exports: {}
+/******/ 		};
+/******/ 	
+/******/ 		// Execute the module function
+/******/ 		__webpack_modules__[moduleId].call(module.exports, module, module.exports, __webpack_require__);
+/******/ 	
+/******/ 		// Return the exports of the module
+/******/ 		return module.exports;
+/******/ 	}
+/******/ 	
+/************************************************************************/
+/******/ 	
+/******/ 	// startup
+/******/ 	// Load entry module and return exports
+/******/ 	// This entry module is referenced by other modules so it can't be inlined
+/******/ 	var __webpack_exports__ = __webpack_require__(6810);
+/******/ 	
+/******/ 	return __webpack_exports__;
+/******/ })()
+;
+});

package/dist/helpers/order.helper.d.ts

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+import { OrderSide, OrderType } from "@enums";
+import { OrderSideShort, OrderTypeShort } from "../interfaces/order.interface";
+export declare function mapOrderSideFromShort(value: OrderSideShort): OrderSide;
+export declare function mapOrderSideToShort(value: OrderSide): OrderSideShort;
+export declare function mapOrderTypeShort(value: OrderTypeShort): OrderType;
+export declare function mapOrderSideFromShortToLong(value: OrderSideShort): string;
+export declare function mapOrderTypeShortToLong(value: OrderTypeShort): string;