coinrayjs 1.9.11 → 2.0.0

package/dist/orders/limit.js

@@ -1,86 +0,0 @@
-import BaseOrder from "./base";
-import { BalanceLimit, OrderType } from "../types";
-import BigNumber from "bignumber.js";
-import { correctNumberPrecision, safeBigNumber } from "../util";
-import Coinray from "../coinray";
-export default class LimitOrder extends BaseOrder {
-    constructor(params, updateAmounts = true) {
-        super(params);
-        this.orderType = OrderType.LIMIT;
-        this.price = safeBigNumber(params.price || "0");
-        this.lockedOn = params.lockedOn;
-        this.baseAmount = safeBigNumber(params.baseAmount);
-        this.quoteAmount = safeBigNumber(params.quoteAmount);
-        if (updateAmounts) {
-            if (this.quoteAmount.gt(0) && this.lockedOn === "quoteAmount") {
-                this.updateQuoteAmount(this.quoteAmount);
-            }
-            else {
-                this.updateBaseAmount(this.baseAmount);
-            }
-        }
-    }
-    constraints() {
-        let maxBase = undefined;
-        let maxQuote = undefined;
-        if (this.balanceLimit === BalanceLimit.QUOTE) {
-            maxQuote = this.balances.quote || 0;
-        }
-        else if (this.balanceLimit === BalanceLimit.BASE) {
-            maxBase = this.balances.base || 0;
-        }
-        return {
-            baseAmount: {
-                bigNumericality: {
-                    greaterThanOrEqualTo: this.minBase.toNumber(),
-                    notGreaterThanOrEqualTo: `^${Coinray.I18n.t("validation.notGreaterThanOrEqualTo", { min: correctNumberPrecision(this.precisionBase, this.minBase) })}`,
-                    lessThanOrEqualTo: maxBase ? maxBase.toNumber() : undefined,
-                    notLessThanOrEqualTo: `^${Coinray.I18n.t("validation.insufficientFunds")}`,
-                }
-            },
-            quoteAmount: {
-                bigNumericality: {
-                    greaterThanOrEqualTo: this.minQuote.toNumber(),
-                    notGreaterThanOrEqualTo: `^${Coinray.I18n.t("validation.notGreaterThanOrEqualTo", { min: correctNumberPrecision(this.precisionQuote, this.minQuote) })}`,
-                    lessThanOrEqualTo: maxQuote ? maxQuote.toNumber() : undefined,
-                    notLessThanOrEqualTo: `^${Coinray.I18n.t("validation.insufficientFunds")}`,
-                }
-            },
-            price: {
-                bigNumericality: {
-                    greaterThan: 0,
-                }
-            }
-        };
-    }
-    updateBaseAmount(baseAmount) {
-        this.baseAmount = baseAmount;
-        this.quoteAmount = this.price.multipliedBy(this.baseAmount).decimalPlaces(this.precisionQuote > 0 ? this.precisionQuote : 0, BigNumber.ROUND_DOWN);
-        this.validate();
-    }
-    updateQuoteAmount(quoteAmount) {
-        this.quoteAmount = quoteAmount;
-        this.baseAmount = quoteAmount.dividedBy(this.price).decimalPlaces(this.precisionBase > 0 ? this.precisionBase : 0, BigNumber.ROUND_DOWN);
-        this.validate();
-    }
-    updateLockedOn(lockedOn) {
-        this.lockedOn = lockedOn;
-        this.validate();
-    }
-    quoteFee() {
-        return this.quoteAmount.multipliedBy(this.takerFee);
-    }
-    updatePrice(price) {
-        this.price = price.decimalPlaces(this.precisionPrice);
-        if (this.lockedOn === "baseAmount") {
-            this.updateBaseAmount(this.baseAmount);
-        }
-        else {
-            this.updateQuoteAmount(this.quoteAmount);
-        }
-    }
-    getOrders() {
-        return [this];
-    }
-}
-//# sourceMappingURL=limit.js.map

package/dist/orders/limit.js.map

@@ -1 +0,0 @@
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package/dist/orders/market.d.ts

@@ -1,37 +0,0 @@
-import BaseOrder from "./base";
-import { BaseOrderParams, OrderType } from "../types";
-import BigNumber from "bignumber.js";
-interface MarketOrderParams extends BaseOrderParams {
-    quoteAmount?: BigNumber;
-    baseAmount?: BigNumber;
-}
-export default class MarketOrder extends BaseOrder {
-    baseAmount?: BigNumber;
-    quoteAmount?: BigNumber;
-    price: BigNumber;
-    orderType: OrderType;
-    constraints: () => {
-        baseAmount: {
-            bigNumericality: {
-                greaterThanOrEqualTo: number;
-                notGreaterThanOrEqualTo: string;
-                lessThanOrEqualTo: any;
-                notLessThanOrEqualTo: string;
-            };
-        };
-        quoteAmount: {
-            bigNumericality: {
-                greaterThanOrEqualTo: number;
-                notGreaterThanOrEqualTo: string;
-                lessThanOrEqualTo: any;
-                notLessThanOrEqualTo: string;
-            };
-        };
-    };
-    constructor(params: MarketOrderParams);
-    updateBaseAmount(baseAmount: BigNumber): void;
-    updateQuoteAmount(quoteAmount: BigNumber): void;
-    updatePrice(price: BigNumber): void;
-    getOrders(): Array<BaseOrder>;
-}
-export {};

package/dist/orders/market.js

@@ -1,60 +0,0 @@
-import BaseOrder from "./base";
-import { BalanceLimit, OrderType } from "../types";
-import BigNumber from "bignumber.js";
-import Coinray from "../coinray";
-import { correctNumberPrecision } from "../util";
-export default class MarketOrder extends BaseOrder {
-    constructor(params) {
-        super(params);
-        this.orderType = OrderType.MARKET;
-        this.constraints = () => {
-            let maxBase = undefined;
-            let maxQuote = undefined;
-            if (this.balanceLimit === BalanceLimit.QUOTE) {
-                maxQuote = this.balances.quote || 0;
-            }
-            else if (this.balanceLimit === BalanceLimit.BASE) {
-                maxBase = this.balances.base || 0;
-            }
-            return {
-                baseAmount: {
-                    bigNumericality: {
-                        greaterThanOrEqualTo: maxBase ? this.minBase.toNumber() : undefined,
-                        notGreaterThanOrEqualTo: `^${Coinray.I18n.t("validation.notGreaterThanOrEqualTo", { min: correctNumberPrecision(this.precisionBase, this.minBase) })}`,
-                        lessThanOrEqualTo: maxBase ? maxBase.toNumber() : undefined,
-                        notLessThanOrEqualTo: `^${Coinray.I18n.t("validation.insufficientFunds")}`,
-                    }
-                },
-                quoteAmount: {
-                    bigNumericality: {
-                        greaterThanOrEqualTo: maxQuote ? this.minQuote.toNumber() : undefined,
-                        notGreaterThanOrEqualTo: `^${Coinray.I18n.t("validation.notGreaterThanOrEqualTo", { min: correctNumberPrecision(this.precisionQuote, this.minQuote) })}`,
-                        lessThanOrEqualTo: maxQuote ? maxQuote.toNumber() : undefined,
-                        notLessThanOrEqualTo: `^${Coinray.I18n.t("validation.insufficientFunds")}`,
-                    }
-                },
-            };
-        };
-        this.updateQuoteAmount(params.quoteAmount);
-        this.updateBaseAmount(params.baseAmount);
-    }
-    updateBaseAmount(baseAmount) {
-        this.baseAmount = baseAmount;
-        if (baseAmount)
-            this.quoteAmount = this.price.multipliedBy(this.baseAmount).decimalPlaces(this.precisionQuote > 0 ? this.precisionQuote : 0, BigNumber.ROUND_DOWN);
-        this.validate();
-    }
-    updateQuoteAmount(quoteAmount) {
-        this.quoteAmount = quoteAmount;
-        if (quoteAmount)
-            this.baseAmount = quoteAmount.dividedBy(this.price).decimalPlaces(this.precisionBase > 0 ? this.precisionBase : 0, BigNumber.ROUND_DOWN);
-        this.validate();
-    }
-    updatePrice(price) {
-        this.price = price.decimalPlaces(this.precisionPrice);
-    }
-    getOrders() {
-        return [this];
-    }
-}
-//# sourceMappingURL=market.js.map

package/dist/orders/market.js.map

@@ -1 +0,0 @@
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package/dist/orders/oco.d.ts

@@ -1,54 +0,0 @@
-import { OrderType } from "../types";
-import BigNumber from "bignumber.js";
-import LimitOrder, { LimitOrderParams } from "./limit";
-interface OcoOrderParams extends LimitOrderParams {
-    linkedOrderId: string;
-    otherPrice: BigNumber;
-    stopPrice: BigNumber;
-}
-export default class OcoOrder extends LimitOrder {
-    linkedOrderId: string;
-    otherPrice: BigNumber;
-    stopPrice: BigNumber;
-    orderType: OrderType;
-    constraints(): {
-        otherPrice: {
-            bigNumericality: {
-                greaterThan: number;
-            };
-        };
-        stopPrice: {
-            bigNumericality: {
-                greaterThan: number;
-            };
-        };
-        baseAmount: {
-            bigNumericality: {
-                greaterThanOrEqualTo: number;
-                notGreaterThanOrEqualTo: string;
-                lessThanOrEqualTo: any;
-                notLessThanOrEqualTo: string;
-            };
-        };
-        quoteAmount: {
-            bigNumericality: {
-                greaterThanOrEqualTo: number;
-                notGreaterThanOrEqualTo: string;
-                lessThanOrEqualTo: any;
-                notLessThanOrEqualTo: string;
-            };
-        };
-        price: {
-            bigNumericality: {
-                greaterThan: number;
-            };
-        };
-    };
-    constructor(params: OcoOrderParams);
-    updateQuoteAmount(quoteAmount: BigNumber): void;
-    updateBaseAmount(baseAmount: BigNumber): void;
-    updatePrice(price: BigNumber, priceOffset?: number): void;
-    updateOtherPrice(otherPrice: BigNumber, priceOffset?: number): void;
-    updateStopPrice(stopPrice: BigNumber, priceOffset?: number): void;
-}
-export {};

package/dist/orders/oco.js

@@ -1,70 +0,0 @@
-import { OrderSide, OrderType } from "../types";
-import BigNumber from "bignumber.js";
-import LimitOrder from "./limit";
-import { safeBigNumber } from "../util";
-export default class OcoOrder extends LimitOrder {
-    constructor(params) {
-        super(params, false);
-        this.orderType = OrderType.OCO;
-        this.otherPrice = safeBigNumber(params.otherPrice);
-        this.stopPrice = safeBigNumber(params.stopPrice);
-        if (this.quoteAmount.gt(0) && this.lockedOn === "quoteAmount") {
-            this.updateQuoteAmount(this.quoteAmount);
-        }
-        else {
-            this.updateBaseAmount(this.baseAmount);
-        }
-    }
-    constraints() {
-        const limitConstraints = super.constraints();
-        return Object.assign(Object.assign({}, limitConstraints), { otherPrice: {
-                bigNumericality: {
-                    greaterThan: 0,
-                }
-            }, stopPrice: {
-                bigNumericality: {
-                    greaterThan: 0,
-                }
-            } });
-    }
-    updateQuoteAmount(quoteAmount) {
-        this.quoteAmount = quoteAmount;
-        let basePrice = this.side === OrderSide.BUY ? this.otherPrice : this.price;
-        this.baseAmount = quoteAmount.dividedBy(basePrice).decimalPlaces(this.precisionBase > 0 ? this.precisionBase : 0, BigNumber.ROUND_DOWN);
-        this.validate();
-    }
-    updateBaseAmount(baseAmount) {
-        this.baseAmount = baseAmount;
-        let basePrice = this.side === OrderSide.BUY ? this.otherPrice : this.price;
-        this.quoteAmount = basePrice.multipliedBy(this.baseAmount).decimalPlaces(this.precisionQuote > 0 ? this.precisionQuote : 0, BigNumber.ROUND_DOWN);
-        this.validate();
-    }
-    updatePrice(price, priceOffset = 0.05) {
-        super.updatePrice(price);
-        if (price && this.otherPrice.eq(0)) {
-            const offset = this.side === OrderSide.BUY ? 1 + (priceOffset * 2) : 1 - (priceOffset * 2);
-            const stopOffset = this.side === OrderSide.BUY ? 1 + priceOffset : 1 - priceOffset;
-            this.otherPrice = price.multipliedBy(offset).decimalPlaces(this.precisionPrice > 0 ? this.precisionPrice : 0);
-            this.stopPrice = price.multipliedBy(stopOffset).decimalPlaces(this.precisionPrice > 0 ? this.precisionPrice : 0);
-        }
-    }
-    updateOtherPrice(otherPrice, priceOffset = 0.05) {
-        this.otherPrice = otherPrice.decimalPlaces(this.precisionPrice);
-        if (otherPrice && this.price.eq(0)) {
-            const offset = this.side === OrderSide.BUY ? 1 - (priceOffset * 2) : 1 + (priceOffset * 2);
-            const stopOffset = this.side === OrderSide.BUY ? 1 - priceOffset : 1 + priceOffset;
-            this.price = otherPrice.multipliedBy(offset).decimalPlaces(this.precisionPrice > 0 ? this.precisionPrice : 0);
-            this.stopPrice = otherPrice.multipliedBy(stopOffset).decimalPlaces(this.precisionPrice > 0 ? this.precisionPrice : 0);
-        }
-    }
-    updateStopPrice(stopPrice, priceOffset = 0.05) {
-        this.stopPrice = stopPrice.decimalPlaces(this.precisionPrice);
-        if (stopPrice && this.price.eq(0)) {
-            const offset = this.side === OrderSide.BUY ? 1 - priceOffset : 1 + priceOffset;
-            const otherOffset = this.side === OrderSide.BUY ? 1 + priceOffset : 1 - priceOffset;
-            this.price = stopPrice.multipliedBy(offset).decimalPlaces(this.precisionPrice > 0 ? this.precisionPrice : 0);
-            this.otherPrice = stopPrice.multipliedBy(otherOffset).decimalPlaces(this.precisionPrice > 0 ? this.precisionPrice : 0);
-        }
-    }
-}
-//# sourceMappingURL=oco.js.map

package/dist/orders/oco.js.map

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package/dist/orders/stop-limit.d.ts

@@ -1,42 +0,0 @@
-import { OrderType } from "../types";
-import BigNumber from "bignumber.js";
-import LimitOrder, { LimitOrderParams } from "./limit";
-interface StopLimitOrderParams extends LimitOrderParams {
-    stopPrice: BigNumber;
-}
-export default class StopLimitOrder extends LimitOrder {
-    stopPrice: BigNumber;
-    orderType: OrderType;
-    constraints(): {
-        stopPrice: {
-            bigNumericality: {
-                greaterThan: number;
-            };
-        };
-        baseAmount: {
-            bigNumericality: {
-                greaterThanOrEqualTo: number;
-                notGreaterThanOrEqualTo: string;
-                lessThanOrEqualTo: any;
-                notLessThanOrEqualTo: string;
-            };
-        };
-        quoteAmount: {
-            bigNumericality: {
-                greaterThanOrEqualTo: number;
-                notGreaterThanOrEqualTo: string;
-                lessThanOrEqualTo: any;
-                notLessThanOrEqualTo: string;
-            };
-        };
-        price: {
-            bigNumericality: {
-                greaterThan: number;
-            };
-        };
-    };
-    constructor(params: StopLimitOrderParams);
-    updatePrice(price: BigNumber, priceOffset?: number): void;
-    updateStopPrice(stopPrice: BigNumber, priceOffset?: number): void;
-}
-export {};

package/dist/orders/stop-limit.js

@@ -1,33 +0,0 @@
-import { OrderSide, OrderType } from "../types";
-import LimitOrder from "./limit";
-import { safeBigNumber } from "../util";
-export default class StopLimitOrder extends LimitOrder {
-    constructor(params) {
-        super(params);
-        this.orderType = OrderType.STOP_LOSS_LIMIT;
-        this.stopPrice = safeBigNumber(params.stopPrice);
-    }
-    constraints() {
-        const limitConstraints = super.constraints();
-        return Object.assign(Object.assign({}, limitConstraints), { stopPrice: {
-                bigNumericality: {
-                    greaterThan: 0,
-                }
-            } });
-    }
-    updatePrice(price, priceOffset = 0.05) {
-        super.updatePrice(price);
-        if (price && this.stopPrice.eq(0)) {
-            const offset = this.side === OrderSide.BUY ? 1 - priceOffset : 1 + priceOffset;
-            this.stopPrice = price.multipliedBy(offset).decimalPlaces(this.precisionPrice > 0 ? this.precisionPrice : 0);
-        }
-    }
-    updateStopPrice(stopPrice, priceOffset = 0.05) {
-        this.stopPrice = stopPrice.decimalPlaces(this.precisionPrice);
-        if (stopPrice && this.price.eq(0)) {
-            const offset = this.side === OrderSide.BUY ? 1 + priceOffset : 1 - priceOffset;
-            this.price = stopPrice.multipliedBy(offset).decimalPlaces(this.precisionPrice > 0 ? this.precisionPrice : 0);
-        }
-    }
-}
-//# sourceMappingURL=stop-limit.js.map

package/dist/orders/stop-limit.js.map

@@ -1 +0,0 @@
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package/dist/orders/validate.d.ts

@@ -1,2 +0,0 @@
-import validate from "validate.js";
-export default validate;

package/dist/orders/validate.js

@@ -1,6 +0,0 @@
-import validate from "validate.js";
-validate.validators.bigNumericality = (value, options, key, attributes) => {
-    return validate.validators.numericality(value ? value.toNumber() : value, options, attributes);
-};
-export default validate;
-//# sourceMappingURL=validate.js.map

package/dist/orders/validate.js.map

@@ -1 +0,0 @@
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package/dist/types.d.ts

@@ -1,213 +0,0 @@
-import BigNumber from "bignumber.js";
-import Market from "./market";
-export interface MarketParam {
-    coinraySymbol: string;
-}
-export interface Candle {
-    time: Date;
-    open: number;
-    high: number;
-    low: number;
-    close: number;
-    baseVolume: number;
-    quoteVolume: number;
-    numTrades: number;
-    skipVolume?: Boolean;
-}
-export interface CandleParam {
-    coinraySymbol: string;
-    resolution: string;
-    lastCandle?: Candle;
-}
-export interface CandlesParam {
-    coinraySymbol: string;
-    resolution: string;
-    start?: number;
-    end?: number;
-    useWebSocket?: boolean;
-}
-export interface MarketMap {
-    [key: string]: Market;
-}
-export interface MarketQuery {
-    query: string;
-    marketProperty: string;
-}
-export interface OrderBookSide {
-    [key: string]: number;
-}
-export interface OrderBook {
-    minSeq: number;
-    maxSeq: number;
-    asks: OrderBookSide;
-    bids: OrderBookSide;
-}
-export interface Trade {
-    id: string;
-    time: Date;
-    price: number;
-    quantity: number;
-    type: "sell" | "buy";
-}
-export interface Ticker {
-    coinraySymbol: string;
-    baseVolume: BigNumber;
-    quoteVolume: BigNumber;
-    btcVolume: BigNumber;
-    usdVolume: BigNumber;
-    openPrice24h: BigNumber;
-    highPrice24h: BigNumber;
-    lowPrice24h: BigNumber;
-    openPrice1s: BigNumber;
-    highPrice1s: BigNumber;
-    lowPrice1s: BigNumber;
-    lastPrice: BigNumber;
-    askPrice: BigNumber;
-    bidPrice: BigNumber;
-}
-export interface TradeList {
-    coinraySymbol: string;
-    trades: Trade[];
-}
-export declare enum OrderType {
-    MARKET = "MARKET",
-    LIMIT = "LIMIT",
-    LIMIT_LADDER = "LIMIT_LADDER",
-    STOP_LOSS = "STOP_LOSS",
-    OCO = "OCO",
-    STOP_LOSS_LIMIT = "STOP_LOSS_LIMIT",
-    STOP_LOSS_MARKET = "STOP_LOSS_MARKET",
-    TAKE_PROFIT = "TAKE_PROFIT",
-    TAKE_PROFIT_LIMIT = "TAKE_PROFIT_LIMIT",
-    TAKE_PROFIT_MARKET = "TAKE_PROFIT_MARKET"
-}
-export declare enum ExchangeFeatures {
-    HEDGE_MODE = "hedgeMode",
-    ORDER_QUOTE_AMOUNT = "orderQuoteAmount",
-    MARKET_BUY_QUOTE_ONLY = "marketBuyQuoteOnly",
-    UPDATE_LEVERAGE_ONLY_ON_OPEN_POSITIONS = "updateLeverageOnlyOnOpenPositions",
-    FAST_CONNECT = "fastConnect",
-    UNIFIED_BALANCE = "unifiedBalance"
-}
-export declare enum IpWhiteList {
-    NONE = "NONE",
-    LIST = "LIST",
-    COMMA = "COMMA",
-    COMMA_SPACE = "COMMA_SPACE",
-    SPACE = "SPACE"
-}
-export declare enum MarginType {
-    CROSSED = "CROSSED",
-    ISOLATED = "ISOLATED"
-}
-export declare enum OrderStatus {
-    OPEN = "open",
-    CLOSED = "closed",
-    CANCELED = "canceled"
-}
-export declare enum OrderSide {
-    BUY = "buy",
-    SELL = "sell"
-}
-export declare enum TimeInForce {
-    GTC = "gtc",
-    FOK = "fok",
-    IOC = "ioc"
-}
-export declare enum BalanceLimit {
-    QUOTE = "quote",
-    BASE = "base",
-    NONE = "none"
-}
-export interface BaseParams {
-    encryptedApiKey: string;
-    coinraySymbol: string;
-}
-export interface SmartOrderParams {
-    credential: string;
-    coinraySymbol?: String;
-    type?: OrderType;
-    side?: OrderSide;
-    quantity?: BigNumber;
-    price?: BigNumber;
-    stopPrice?: BigNumber;
-    allowParams?: string[];
-    reduceOnly?: boolean;
-    postOnly?: boolean;
-    timeInForce?: TimeInForce;
-}
-export interface CreateOrderParams extends BaseParams {
-    type: OrderType;
-    side: OrderSide;
-    quantity: BigNumber;
-    price?: BigNumber;
-    stopPrice?: BigNumber;
-    reduceOnly?: boolean;
-    postOnly?: boolean;
-    timeInForce?: TimeInForce;
-}
-export interface UpdateOrderParams extends BaseParams {
-    orderId: string;
-    type: OrderType;
-    side: OrderSide;
-    quantity: BigNumber;
-    price?: BigNumber;
-    stopPrice?: BigNumber;
-    reduceOnly?: boolean;
-    postOnly?: boolean;
-    timeInForce?: TimeInForce;
-}
-export interface CancelOrderParams extends BaseParams {
-    orderType: OrderType;
-    orderId: string;
-}
-export interface AccountTestParams extends BaseParams {
-    encryptedApiKey: string;
-    exchangeCode: string;
-}
-export interface BaseOrderParams {
-    externalId?: string;
-    coinraySymbol: string;
-    precisionBase: number;
-    precisionQuote: number;
-    precisionPrice: number;
-    minBase: BigNumber;
-    minQuote: BigNumber;
-    makerFee: BigNumber;
-    takerFee: BigNumber;
-    side: OrderSide;
-    balances: MarketBalance;
-    balanceLimit?: BalanceLimit;
-    reduceOnly?: boolean;
-    postOnly?: boolean;
-    timeInForce?: TimeInForce;
-}
-export interface Balance {
-    currency: string;
-    available: BigNumber;
-    inOrders: BigNumber;
-    total: BigNumber;
-    initialMargin?: BigNumber;
-    openOrderInitialMargin?: BigNumber;
-    positionInitialMargin?: BigNumber;
-    unrealizedProfit?: BigNumber;
-    crossWalletBalance?: BigNumber;
-    crossUnrealizedProfit?: BigNumber;
-}
-export interface MarketBalance {
-    [key: string]: Balance;
-    base: Balance;
-    quote: Balance;
-}
-export interface ApiCache {
-    exchanges?: Array<object>;
-    markets: {
-        [key: string]: Array<object>;
-    };
-}
-export interface CacheParams {
-    apiCache: ApiCache;
-    onStoreCache: {
-        (apiCache: object): void;
-    };
-}