coinrayjs 1.9.12 → 2.0.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/coinrayjs.es.js +13220 -0
- package/dist/coinrayjs.es.js.map +1 -0
- package/dist/coinrayjs.js +52 -0
- package/dist/coinrayjs.js.map +1 -0
- package/package.json +50 -81
- package/dist/candles-cache.d.ts +0 -7
- package/dist/candles-cache.js +0 -57
- package/dist/candles-cache.js.map +0 -1
- package/dist/coinray-cache.d.ts +0 -47
- package/dist/coinray-cache.js +0 -249
- package/dist/coinray-cache.js.map +0 -1
- package/dist/coinray.d.ts +0 -183
- package/dist/coinray.js +0 -1118
- package/dist/coinray.js.map +0 -1
- package/dist/crypto.d.ts +0 -1
- package/dist/crypto.js +0 -57
- package/dist/crypto.js.map +0 -1
- package/dist/current-market.d.ts +0 -62
- package/dist/current-market.js +0 -285
- package/dist/current-market.js.map +0 -1
- package/dist/errors.d.ts +0 -25
- package/dist/errors.js +0 -50
- package/dist/errors.js.map +0 -1
- package/dist/event-emitter.d.ts +0 -9
- package/dist/event-emitter.js +0 -36
- package/dist/event-emitter.js.map +0 -1
- package/dist/exchange.d.ts +0 -55
- package/dist/exchange.js +0 -167
- package/dist/exchange.js.map +0 -1
- package/dist/i18n/locales.d.ts +0 -21
- package/dist/i18n/locales.js +0 -21
- package/dist/i18n/locales.js.map +0 -1
- package/dist/i18n.d.ts +0 -4
- package/dist/i18n.js +0 -16
- package/dist/i18n.js.map +0 -1
- package/dist/index.d.ts +0 -9
- package/dist/index.js +0 -10
- package/dist/index.js.map +0 -1
- package/dist/lru.d.ts +0 -26
- package/dist/lru.js +0 -93
- package/dist/lru.js.map +0 -1
- package/dist/market.d.ts +0 -65
- package/dist/market.js +0 -162
- package/dist/market.js.map +0 -1
- package/dist/orders/base.d.ts +0 -29
- package/dist/orders/base.js +0 -47
- package/dist/orders/base.js.map +0 -1
- package/dist/orders/index.d.ts +0 -6
- package/dist/orders/index.js +0 -7
- package/dist/orders/index.js.map +0 -1
- package/dist/orders/limit-ladder.d.ts +0 -87
- package/dist/orders/limit-ladder.js +0 -229
- package/dist/orders/limit-ladder.js.map +0 -1
- package/dist/orders/limit.d.ts +0 -47
- package/dist/orders/limit.js +0 -86
- package/dist/orders/limit.js.map +0 -1
- package/dist/orders/market.d.ts +0 -37
- package/dist/orders/market.js +0 -60
- package/dist/orders/market.js.map +0 -1
- package/dist/orders/oco.d.ts +0 -54
- package/dist/orders/oco.js +0 -70
- package/dist/orders/oco.js.map +0 -1
- package/dist/orders/stop-limit.d.ts +0 -42
- package/dist/orders/stop-limit.js +0 -33
- package/dist/orders/stop-limit.js.map +0 -1
- package/dist/orders/validate.d.ts +0 -2
- package/dist/orders/validate.js +0 -6
- package/dist/orders/validate.js.map +0 -1
- package/dist/trade.d.ts +0 -10
- package/dist/trade.js +0 -32
- package/dist/trade.js.map +0 -1
- package/dist/types.d.ts +0 -213
- package/dist/types.js +0 -59
- package/dist/types.js.map +0 -1
- package/dist/util.d.ts +0 -48
- package/dist/util.js +0 -407
- package/dist/util.js.map +0 -1
package/dist/orders/limit.js
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import BaseOrder from "./base";
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import { BalanceLimit, OrderType } from "../types";
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import BigNumber from "bignumber.js";
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import { correctNumberPrecision, safeBigNumber } from "../util";
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import Coinray from "../coinray";
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export default class LimitOrder extends BaseOrder {
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constructor(params, updateAmounts = true) {
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super(params);
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this.orderType = OrderType.LIMIT;
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this.price = safeBigNumber(params.price || "0");
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this.lockedOn = params.lockedOn;
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this.baseAmount = safeBigNumber(params.baseAmount);
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this.quoteAmount = safeBigNumber(params.quoteAmount);
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if (updateAmounts) {
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if (this.quoteAmount.gt(0) && this.lockedOn === "quoteAmount") {
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this.updateQuoteAmount(this.quoteAmount);
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}
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else {
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this.updateBaseAmount(this.baseAmount);
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}
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}
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}
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constraints() {
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let maxBase = undefined;
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let maxQuote = undefined;
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if (this.balanceLimit === BalanceLimit.QUOTE) {
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maxQuote = this.balances.quote || 0;
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}
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else if (this.balanceLimit === BalanceLimit.BASE) {
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maxBase = this.balances.base || 0;
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}
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return {
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baseAmount: {
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bigNumericality: {
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greaterThanOrEqualTo: this.minBase.toNumber(),
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notGreaterThanOrEqualTo: `^${Coinray.I18n.t("validation.notGreaterThanOrEqualTo", { min: correctNumberPrecision(this.precisionBase, this.minBase) })}`,
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lessThanOrEqualTo: maxBase ? maxBase.toNumber() : undefined,
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notLessThanOrEqualTo: `^${Coinray.I18n.t("validation.insufficientFunds")}`,
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}
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},
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quoteAmount: {
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bigNumericality: {
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greaterThanOrEqualTo: this.minQuote.toNumber(),
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notGreaterThanOrEqualTo: `^${Coinray.I18n.t("validation.notGreaterThanOrEqualTo", { min: correctNumberPrecision(this.precisionQuote, this.minQuote) })}`,
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lessThanOrEqualTo: maxQuote ? maxQuote.toNumber() : undefined,
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notLessThanOrEqualTo: `^${Coinray.I18n.t("validation.insufficientFunds")}`,
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}
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},
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price: {
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bigNumericality: {
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greaterThan: 0,
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}
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}
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};
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}
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updateBaseAmount(baseAmount) {
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this.baseAmount = baseAmount;
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this.quoteAmount = this.price.multipliedBy(this.baseAmount).decimalPlaces(this.precisionQuote > 0 ? this.precisionQuote : 0, BigNumber.ROUND_DOWN);
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this.validate();
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}
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updateQuoteAmount(quoteAmount) {
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this.quoteAmount = quoteAmount;
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this.baseAmount = quoteAmount.dividedBy(this.price).decimalPlaces(this.precisionBase > 0 ? this.precisionBase : 0, BigNumber.ROUND_DOWN);
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this.validate();
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}
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updateLockedOn(lockedOn) {
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this.lockedOn = lockedOn;
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this.validate();
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}
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quoteFee() {
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return this.quoteAmount.multipliedBy(this.takerFee);
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}
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updatePrice(price) {
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this.price = price.decimalPlaces(this.precisionPrice);
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if (this.lockedOn === "baseAmount") {
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this.updateBaseAmount(this.baseAmount);
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}
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else {
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this.updateQuoteAmount(this.quoteAmount);
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}
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}
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getOrders() {
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return [this];
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}
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}
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//# sourceMappingURL=limit.js.map
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package/dist/orders/limit.js.map
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package/dist/orders/market.d.ts
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import BaseOrder from "./base";
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import { BaseOrderParams, OrderType } from "../types";
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import BigNumber from "bignumber.js";
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interface MarketOrderParams extends BaseOrderParams {
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quoteAmount?: BigNumber;
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baseAmount?: BigNumber;
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}
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export default class MarketOrder extends BaseOrder {
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baseAmount?: BigNumber;
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quoteAmount?: BigNumber;
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price: BigNumber;
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orderType: OrderType;
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constraints: () => {
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baseAmount: {
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bigNumericality: {
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greaterThanOrEqualTo: number;
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notGreaterThanOrEqualTo: string;
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lessThanOrEqualTo: any;
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notLessThanOrEqualTo: string;
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};
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};
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quoteAmount: {
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bigNumericality: {
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greaterThanOrEqualTo: number;
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notGreaterThanOrEqualTo: string;
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lessThanOrEqualTo: any;
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notLessThanOrEqualTo: string;
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};
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};
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};
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constructor(params: MarketOrderParams);
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updateBaseAmount(baseAmount: BigNumber): void;
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updateQuoteAmount(quoteAmount: BigNumber): void;
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updatePrice(price: BigNumber): void;
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getOrders(): Array<BaseOrder>;
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}
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export {};
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package/dist/orders/market.js
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import BaseOrder from "./base";
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import { BalanceLimit, OrderType } from "../types";
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import BigNumber from "bignumber.js";
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import Coinray from "../coinray";
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import { correctNumberPrecision } from "../util";
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export default class MarketOrder extends BaseOrder {
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constructor(params) {
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super(params);
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this.orderType = OrderType.MARKET;
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this.constraints = () => {
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let maxBase = undefined;
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let maxQuote = undefined;
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if (this.balanceLimit === BalanceLimit.QUOTE) {
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maxQuote = this.balances.quote || 0;
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}
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else if (this.balanceLimit === BalanceLimit.BASE) {
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maxBase = this.balances.base || 0;
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}
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return {
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baseAmount: {
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bigNumericality: {
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greaterThanOrEqualTo: maxBase ? this.minBase.toNumber() : undefined,
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notGreaterThanOrEqualTo: `^${Coinray.I18n.t("validation.notGreaterThanOrEqualTo", { min: correctNumberPrecision(this.precisionBase, this.minBase) })}`,
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lessThanOrEqualTo: maxBase ? maxBase.toNumber() : undefined,
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notLessThanOrEqualTo: `^${Coinray.I18n.t("validation.insufficientFunds")}`,
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}
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},
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quoteAmount: {
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bigNumericality: {
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greaterThanOrEqualTo: maxQuote ? this.minQuote.toNumber() : undefined,
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notGreaterThanOrEqualTo: `^${Coinray.I18n.t("validation.notGreaterThanOrEqualTo", { min: correctNumberPrecision(this.precisionQuote, this.minQuote) })}`,
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lessThanOrEqualTo: maxQuote ? maxQuote.toNumber() : undefined,
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notLessThanOrEqualTo: `^${Coinray.I18n.t("validation.insufficientFunds")}`,
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}
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},
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};
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};
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this.updateQuoteAmount(params.quoteAmount);
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this.updateBaseAmount(params.baseAmount);
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}
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updateBaseAmount(baseAmount) {
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this.baseAmount = baseAmount;
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if (baseAmount)
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this.quoteAmount = this.price.multipliedBy(this.baseAmount).decimalPlaces(this.precisionQuote > 0 ? this.precisionQuote : 0, BigNumber.ROUND_DOWN);
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this.validate();
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}
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updateQuoteAmount(quoteAmount) {
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this.quoteAmount = quoteAmount;
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if (quoteAmount)
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this.baseAmount = quoteAmount.dividedBy(this.price).decimalPlaces(this.precisionBase > 0 ? this.precisionBase : 0, BigNumber.ROUND_DOWN);
|
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|
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}
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updatePrice(price) {
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this.price = price.decimalPlaces(this.precisionPrice);
|
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|
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getOrders() {
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//# sourceMappingURL=market.js.map
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@@ -1 +0,0 @@
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{"version":3,"file":"market.js","sourceRoot":"","sources":["../../lib/orders/market.ts"],"names":[],"mappings":"AAAA,OAAO,SAAS,MAAM,QAAQ,CAAC;AAC/B,OAAO,EAAC,YAAY,EAAmB,SAAS,EAAC,MAAM,UAAU,CAAC;AAClE,OAAO,SAAS,MAAM,cAAc,CAAC;AACrC,OAAO,OAAO,MAAM,YAAY,CAAC;AACjC,OAAO,EAAC,sBAAsB,EAAgB,MAAM,SAAS,CAAC;AAQ9D,MAAM,CAAC,OAAO,OAAO,WAAY,SAAQ,SAAS;IAmChD,YAAY,MAAyB;QACnC,KAAK,CAAC,MAAM,CAAC,CAAC;QAhChB,cAAS,GAAG,SAAS,CAAC,MAAM,CAAC;QAE7B,gBAAW,GAAG,GAAG,EAAE;YACjB,IAAI,OAAO,GAAG,SAAS,CAAC;YACxB,IAAI,QAAQ,GAAG,SAAS,CAAC;YACzB,IAAI,IAAI,CAAC,YAAY,KAAK,YAAY,CAAC,KAAK,EAAE;gBAC5C,QAAQ,GAAG,IAAI,CAAC,QAAQ,CAAC,KAAK,IAAI,CAAC,CAAA;aACpC;iBAAM,IAAI,IAAI,CAAC,YAAY,KAAK,YAAY,CAAC,IAAI,EAAE;gBAClD,OAAO,GAAG,IAAI,CAAC,QAAQ,CAAC,IAAI,IAAI,CAAC,CAAA;aAClC;YAED,OAAO;gBACL,UAAU,EAAE;oBACV,eAAe,EAAE;wBACf,oBAAoB,EAAE,OAAO,CAAC,CAAC,CAAC,IAAI,CAAC,OAAO,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAC,SAAS;wBACnE,uBAAuB,EAAE,IAAI,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,oCAAoC,EAAE,EAAC,GAAG,EAAE,sBAAsB,CAAC,IAAI,CAAC,aAAa,EAAE,IAAI,CAAC,OAAO,CAAC,EAAC,CAAC,EAAE;wBACpJ,iBAAiB,EAAE,OAAO,CAAC,CAAC,CAAC,OAAO,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAC,SAAS;wBAC3D,oBAAoB,EAAE,IAAI,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,8BAA8B,CAAC,EAAE;qBAC3E;iBACF;gBACD,WAAW,EAAE;oBACX,eAAe,EAAE;wBACf,oBAAoB,EAAE,QAAQ,CAAC,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAC,SAAS;wBACrE,uBAAuB,EAAE,IAAI,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,oCAAoC,EAAE,EAAC,GAAG,EAAE,sBAAsB,CAAC,IAAI,CAAC,cAAc,EAAE,IAAI,CAAC,QAAQ,CAAC,EAAC,CAAC,EAAE;wBACtJ,iBAAiB,EAAE,QAAQ,CAAC,CAAC,CAAC,QAAQ,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAC,SAAS;wBAC7D,oBAAoB,EAAE,IAAI,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,8BAA8B,CAAC,EAAE;qBAC3E;iBACF;aACF,CAAA;QACH,CAAC,CAAC;QAIA,IAAI,CAAC,iBAAiB,CAAC,MAAM,CAAC,WAAW,CAAC,CAAC;QAC3C,IAAI,CAAC,gBAAgB,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IAC3C,CAAC;IAED,gBAAgB,CAAC,UAAqB;QACpC,IAAI,CAAC,UAAU,GAAG,UAAU,CAAC;QAC7B,IAAI,UAAU;YAAE,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,KAAK,CAAC,YAAY,CAAC,IAAI,CAAC,UAAU,CAAC,CAAC,aAAa,CAAC,IAAI,CAAC,cAAc,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,EAAE,SAAS,CAAC,UAAU,CAAC,CAAC;QACnK,IAAI,CAAC,QAAQ,EAAE,CAAA;IACjB,CAAC;IAED,iBAAiB,CAAC,WAAsB;QACtC,IAAI,CAAC,WAAW,GAAG,WAAW,CAAC;QAC/B,IAAI,WAAW;YAAE,IAAI,CAAC,UAAU,GAAG,WAAW,CAAC,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,aAAa,CAAC,IAAI,CAAC,aAAa,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC,EAAE,SAAS,CAAC,UAAU,CAAC,CAAC;QAC1J,IAAI,CAAC,QAAQ,EAAE,CAAA;IACjB,CAAC;IAED,WAAW,CAAC,KAAgB;QAC1B,IAAI,CAAC,KAAK,GAAG,KAAK,CAAC,aAAa,CAAC,IAAI,CAAC,cAAc,CAAC,CAAC;IACxD,CAAC;IAED,SAAS;QACP,OAAO,CAAC,IAAI,CAAC,CAAA;IACf,CAAC;CACF"}
|
package/dist/orders/oco.d.ts
DELETED
|
@@ -1,54 +0,0 @@
|
|
|
1
|
-
import { OrderType } from "../types";
|
|
2
|
-
import BigNumber from "bignumber.js";
|
|
3
|
-
import LimitOrder, { LimitOrderParams } from "./limit";
|
|
4
|
-
interface OcoOrderParams extends LimitOrderParams {
|
|
5
|
-
linkedOrderId: string;
|
|
6
|
-
otherPrice: BigNumber;
|
|
7
|
-
stopPrice: BigNumber;
|
|
8
|
-
}
|
|
9
|
-
export default class OcoOrder extends LimitOrder {
|
|
10
|
-
linkedOrderId: string;
|
|
11
|
-
otherPrice: BigNumber;
|
|
12
|
-
stopPrice: BigNumber;
|
|
13
|
-
orderType: OrderType;
|
|
14
|
-
constraints(): {
|
|
15
|
-
otherPrice: {
|
|
16
|
-
bigNumericality: {
|
|
17
|
-
greaterThan: number;
|
|
18
|
-
};
|
|
19
|
-
};
|
|
20
|
-
stopPrice: {
|
|
21
|
-
bigNumericality: {
|
|
22
|
-
greaterThan: number;
|
|
23
|
-
};
|
|
24
|
-
};
|
|
25
|
-
baseAmount: {
|
|
26
|
-
bigNumericality: {
|
|
27
|
-
greaterThanOrEqualTo: number;
|
|
28
|
-
notGreaterThanOrEqualTo: string;
|
|
29
|
-
lessThanOrEqualTo: any;
|
|
30
|
-
notLessThanOrEqualTo: string;
|
|
31
|
-
};
|
|
32
|
-
};
|
|
33
|
-
quoteAmount: {
|
|
34
|
-
bigNumericality: {
|
|
35
|
-
greaterThanOrEqualTo: number;
|
|
36
|
-
notGreaterThanOrEqualTo: string;
|
|
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|
-
lessThanOrEqualTo: any;
|
|
38
|
-
notLessThanOrEqualTo: string;
|
|
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|
-
};
|
|
40
|
-
};
|
|
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|
-
price: {
|
|
42
|
-
bigNumericality: {
|
|
43
|
-
greaterThan: number;
|
|
44
|
-
};
|
|
45
|
-
};
|
|
46
|
-
};
|
|
47
|
-
constructor(params: OcoOrderParams);
|
|
48
|
-
updateQuoteAmount(quoteAmount: BigNumber): void;
|
|
49
|
-
updateBaseAmount(baseAmount: BigNumber): void;
|
|
50
|
-
updatePrice(price: BigNumber, priceOffset?: number): void;
|
|
51
|
-
updateOtherPrice(otherPrice: BigNumber, priceOffset?: number): void;
|
|
52
|
-
updateStopPrice(stopPrice: BigNumber, priceOffset?: number): void;
|
|
53
|
-
}
|
|
54
|
-
export {};
|
package/dist/orders/oco.js
DELETED
|
@@ -1,70 +0,0 @@
|
|
|
1
|
-
import { OrderSide, OrderType } from "../types";
|
|
2
|
-
import BigNumber from "bignumber.js";
|
|
3
|
-
import LimitOrder from "./limit";
|
|
4
|
-
import { safeBigNumber } from "../util";
|
|
5
|
-
export default class OcoOrder extends LimitOrder {
|
|
6
|
-
constructor(params) {
|
|
7
|
-
super(params, false);
|
|
8
|
-
this.orderType = OrderType.OCO;
|
|
9
|
-
this.otherPrice = safeBigNumber(params.otherPrice);
|
|
10
|
-
this.stopPrice = safeBigNumber(params.stopPrice);
|
|
11
|
-
if (this.quoteAmount.gt(0) && this.lockedOn === "quoteAmount") {
|
|
12
|
-
this.updateQuoteAmount(this.quoteAmount);
|
|
13
|
-
}
|
|
14
|
-
else {
|
|
15
|
-
this.updateBaseAmount(this.baseAmount);
|
|
16
|
-
}
|
|
17
|
-
}
|
|
18
|
-
constraints() {
|
|
19
|
-
const limitConstraints = super.constraints();
|
|
20
|
-
return Object.assign(Object.assign({}, limitConstraints), { otherPrice: {
|
|
21
|
-
bigNumericality: {
|
|
22
|
-
greaterThan: 0,
|
|
23
|
-
}
|
|
24
|
-
}, stopPrice: {
|
|
25
|
-
bigNumericality: {
|
|
26
|
-
greaterThan: 0,
|
|
27
|
-
}
|
|
28
|
-
} });
|
|
29
|
-
}
|
|
30
|
-
updateQuoteAmount(quoteAmount) {
|
|
31
|
-
this.quoteAmount = quoteAmount;
|
|
32
|
-
let basePrice = this.side === OrderSide.BUY ? this.otherPrice : this.price;
|
|
33
|
-
this.baseAmount = quoteAmount.dividedBy(basePrice).decimalPlaces(this.precisionBase > 0 ? this.precisionBase : 0, BigNumber.ROUND_DOWN);
|
|
34
|
-
this.validate();
|
|
35
|
-
}
|
|
36
|
-
updateBaseAmount(baseAmount) {
|
|
37
|
-
this.baseAmount = baseAmount;
|
|
38
|
-
let basePrice = this.side === OrderSide.BUY ? this.otherPrice : this.price;
|
|
39
|
-
this.quoteAmount = basePrice.multipliedBy(this.baseAmount).decimalPlaces(this.precisionQuote > 0 ? this.precisionQuote : 0, BigNumber.ROUND_DOWN);
|
|
40
|
-
this.validate();
|
|
41
|
-
}
|
|
42
|
-
updatePrice(price, priceOffset = 0.05) {
|
|
43
|
-
super.updatePrice(price);
|
|
44
|
-
if (price && this.otherPrice.eq(0)) {
|
|
45
|
-
const offset = this.side === OrderSide.BUY ? 1 + (priceOffset * 2) : 1 - (priceOffset * 2);
|
|
46
|
-
const stopOffset = this.side === OrderSide.BUY ? 1 + priceOffset : 1 - priceOffset;
|
|
47
|
-
this.otherPrice = price.multipliedBy(offset).decimalPlaces(this.precisionPrice > 0 ? this.precisionPrice : 0);
|
|
48
|
-
this.stopPrice = price.multipliedBy(stopOffset).decimalPlaces(this.precisionPrice > 0 ? this.precisionPrice : 0);
|
|
49
|
-
}
|
|
50
|
-
}
|
|
51
|
-
updateOtherPrice(otherPrice, priceOffset = 0.05) {
|
|
52
|
-
this.otherPrice = otherPrice.decimalPlaces(this.precisionPrice);
|
|
53
|
-
if (otherPrice && this.price.eq(0)) {
|
|
54
|
-
const offset = this.side === OrderSide.BUY ? 1 - (priceOffset * 2) : 1 + (priceOffset * 2);
|
|
55
|
-
const stopOffset = this.side === OrderSide.BUY ? 1 - priceOffset : 1 + priceOffset;
|
|
56
|
-
this.price = otherPrice.multipliedBy(offset).decimalPlaces(this.precisionPrice > 0 ? this.precisionPrice : 0);
|
|
57
|
-
this.stopPrice = otherPrice.multipliedBy(stopOffset).decimalPlaces(this.precisionPrice > 0 ? this.precisionPrice : 0);
|
|
58
|
-
}
|
|
59
|
-
}
|
|
60
|
-
updateStopPrice(stopPrice, priceOffset = 0.05) {
|
|
61
|
-
this.stopPrice = stopPrice.decimalPlaces(this.precisionPrice);
|
|
62
|
-
if (stopPrice && this.price.eq(0)) {
|
|
63
|
-
const offset = this.side === OrderSide.BUY ? 1 - priceOffset : 1 + priceOffset;
|
|
64
|
-
const otherOffset = this.side === OrderSide.BUY ? 1 + priceOffset : 1 - priceOffset;
|
|
65
|
-
this.price = stopPrice.multipliedBy(offset).decimalPlaces(this.precisionPrice > 0 ? this.precisionPrice : 0);
|
|
66
|
-
this.otherPrice = stopPrice.multipliedBy(otherOffset).decimalPlaces(this.precisionPrice > 0 ? this.precisionPrice : 0);
|
|
67
|
-
}
|
|
68
|
-
}
|
|
69
|
-
}
|
|
70
|
-
//# sourceMappingURL=oco.js.map
|
package/dist/orders/oco.js.map
DELETED
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"oco.js","sourceRoot":"","sources":["../../lib/orders/oco.ts"],"names":[],"mappings":"AAAA,OAAO,EAAC,SAAS,EAAE,SAAS,EAAC,MAAM,UAAU,CAAC;AAC9C,OAAO,SAAS,MAAM,cAAc,CAAC;AACrC,OAAO,UAA8B,MAAM,SAAS,CAAC;AACrD,OAAO,EAAC,aAAa,EAAC,MAAM,SAAS,CAAC;AAQtC,MAAM,CAAC,OAAO,OAAO,QAAS,SAAQ,UAAU;IAuB9C,YAAY,MAAsB;QAChC,KAAK,CAAC,MAAM,EAAE,KAAK,CAAC,CAAC;QApBvB,cAAS,GAAG,SAAS,CAAC,GAAG,CAAC;QAqBxB,IAAI,CAAC,UAAU,GAAG,aAAa,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;QACnD,IAAI,CAAC,SAAS,GAAG,aAAa,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC;QAEjD,IAAI,IAAI,CAAC,WAAW,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,QAAQ,KAAK,aAAa,EAAE;YAC7D,IAAI,CAAC,iBAAiB,CAAC,IAAI,CAAC,WAAW,CAAC,CAAA;SACzC;aAAM;YACL,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC,UAAU,CAAC,CAAA;SACvC;IACH,CAAC;IA3BD,WAAW;QACT,MAAM,gBAAgB,GAAG,KAAK,CAAC,WAAW,EAAE,CAAC;QAC7C,uCACK,gBAAgB,KACnB,UAAU,EAAE;gBACV,eAAe,EAAE;oBACf,WAAW,EAAE,CAAC;iBACf;aACF,EACD,SAAS,EAAE;gBACT,eAAe,EAAE;oBACf,WAAW,EAAE,CAAC;iBACf;aACF,IACF;IACH,CAAC;IAcD,iBAAiB,CAAC,WAAsB;QACtC,IAAI,CAAC,WAAW,GAAG,WAAW,CAAC;QAC/B,IAAI,SAAS,GAAG,IAAI,CAAC,IAAI,KAAK,SAAS,CAAC,GAAG,CAAC,CAAC,CAAC,IAAI,CAAC,UAAU,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC;QAC3E,IAAI,CAAC,UAAU,GAAG,WAAW,CAAC,SAAS,CAAC,SAAS,CAAC,CAAC,aAAa,CAAC,IAAI,CAAC,aAAa,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,aAAa,CAAC,CAAC,CAAC,CAAC,EAAE,SAAS,CAAC,UAAU,CAAC,CAAC;QACxI,IAAI,CAAC,QAAQ,EAAE,CAAA;IACjB,CAAC;IAED,gBAAgB,CAAC,UAAqB;QACpC,IAAI,CAAC,UAAU,GAAG,UAAU,CAAC;QAC7B,IAAI,SAAS,GAAG,IAAI,CAAC,IAAI,KAAK,SAAS,CAAC,GAAG,CAAC,CAAC,CAAC,IAAI,CAAC,UAAU,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC;QAC3E,IAAI,CAAC,WAAW,GAAG,SAAS,CAAC,YAAY,CAAC,IAAI,CAAC,UAAU,CAAC,CAAC,aAAa,CAAC,IAAI,CAAC,cAAc,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,EAAE,SAAS,CAAC,UAAU,CAAC,CAAC;QAClJ,IAAI,CAAC,QAAQ,EAAE,CAAA;IACjB,CAAC;IAED,WAAW,CAAC,KAAgB,EAAE,WAAW,GAAG,IAAI;QAC9C,KAAK,CAAC,WAAW,CAAC,KAAK,CAAC,CAAC;QACzB,IAAI,KAAK,IAAI,IAAI,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE;YAClC,MAAM,MAAM,GAAG,IAAI,CAAC,IAAI,KAAK,SAAS,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,WAAW,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,WAAW,GAAG,CAAC,CAAC,CAAC;YAC3F,MAAM,UAAU,GAAG,IAAI,CAAC,IAAI,KAAK,SAAS,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,WAAW,CAAC,CAAC,CAAC,CAAC,GAAG,WAAW,CAAC;YAEnF,IAAI,CAAC,UAAU,GAAG,KAAK,CAAC,YAAY,CAAC,MAAM,CAAC,CAAC,aAAa,CAAC,IAAI,CAAC,cAAc,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;YAC9G,IAAI,CAAC,SAAS,GAAG,KAAK,CAAC,YAAY,CAAC,UAAU,CAAC,CAAC,aAAa,CAAC,IAAI,CAAC,cAAc,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,CAAC,CAAA;SACjH;IACH,CAAC;IAED,gBAAgB,CAAC,UAAqB,EAAE,WAAW,GAAG,IAAI;QACxD,IAAI,CAAC,UAAU,GAAG,UAAU,CAAC,aAAa,CAAC,IAAI,CAAC,cAAc,CAAC,CAAC;QAChE,IAAI,UAAU,IAAI,IAAI,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE;YAClC,MAAM,MAAM,GAAG,IAAI,CAAC,IAAI,KAAK,SAAS,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,WAAW,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,WAAW,GAAG,CAAC,CAAC,CAAC;YAC3F,MAAM,UAAU,GAAG,IAAI,CAAC,IAAI,KAAK,SAAS,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,WAAW,CAAC,CAAC,CAAC,CAAC,GAAG,WAAW,CAAC;YAEnF,IAAI,CAAC,KAAK,GAAG,UAAU,CAAC,YAAY,CAAC,MAAM,CAAC,CAAC,aAAa,CAAC,IAAI,CAAC,cAAc,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;YAC9G,IAAI,CAAC,SAAS,GAAG,UAAU,CAAC,YAAY,CAAC,UAAU,CAAC,CAAC,aAAa,CAAC,IAAI,CAAC,cAAc,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,CAAC,CAAA;SACtH;IACH,CAAC;IAED,eAAe,CAAC,SAAoB,EAAE,WAAW,GAAG,IAAI;QACtD,IAAI,CAAC,SAAS,GAAG,SAAS,CAAC,aAAa,CAAC,IAAI,CAAC,cAAc,CAAC,CAAC;QAC9D,IAAI,SAAS,IAAI,IAAI,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE;YACjC,MAAM,MAAM,GAAG,IAAI,CAAC,IAAI,KAAK,SAAS,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,WAAW,CAAC,CAAC,CAAC,CAAC,GAAG,WAAW,CAAC;YAC/E,MAAM,WAAW,GAAG,IAAI,CAAC,IAAI,KAAK,SAAS,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,WAAW,CAAC,CAAC,CAAC,CAAC,GAAG,WAAW,CAAC;YAEpF,IAAI,CAAC,KAAK,GAAG,SAAS,CAAC,YAAY,CAAC,MAAM,CAAC,CAAC,aAAa,CAAC,IAAI,CAAC,cAAc,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;YAC7G,IAAI,CAAC,UAAU,GAAG,SAAS,CAAC,YAAY,CAAC,WAAW,CAAC,CAAC,aAAa,CAAC,IAAI,CAAC,cAAc,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;SACxH;IACH,CAAC;CACF"}
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@@ -1,42 +0,0 @@
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1
|
-
import { OrderType } from "../types";
|
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2
|
-
import BigNumber from "bignumber.js";
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|
-
import LimitOrder, { LimitOrderParams } from "./limit";
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|
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interface StopLimitOrderParams extends LimitOrderParams {
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-
stopPrice: BigNumber;
|
|
6
|
-
}
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7
|
-
export default class StopLimitOrder extends LimitOrder {
|
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8
|
-
stopPrice: BigNumber;
|
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9
|
-
orderType: OrderType;
|
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10
|
-
constraints(): {
|
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11
|
-
stopPrice: {
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12
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-
bigNumericality: {
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-
greaterThan: number;
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-
};
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-
};
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-
baseAmount: {
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bigNumericality: {
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greaterThanOrEqualTo: number;
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notGreaterThanOrEqualTo: string;
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lessThanOrEqualTo: any;
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notLessThanOrEqualTo: string;
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};
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};
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-
quoteAmount: {
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25
|
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bigNumericality: {
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greaterThanOrEqualTo: number;
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notGreaterThanOrEqualTo: string;
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lessThanOrEqualTo: any;
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notLessThanOrEqualTo: string;
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};
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};
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price: {
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33
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bigNumericality: {
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greaterThan: number;
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-
};
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};
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-
};
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|
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|
-
constructor(params: StopLimitOrderParams);
|
|
39
|
-
updatePrice(price: BigNumber, priceOffset?: number): void;
|
|
40
|
-
updateStopPrice(stopPrice: BigNumber, priceOffset?: number): void;
|
|
41
|
-
}
|
|
42
|
-
export {};
|
|
@@ -1,33 +0,0 @@
|
|
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1
|
-
import { OrderSide, OrderType } from "../types";
|
|
2
|
-
import LimitOrder from "./limit";
|
|
3
|
-
import { safeBigNumber } from "../util";
|
|
4
|
-
export default class StopLimitOrder extends LimitOrder {
|
|
5
|
-
constructor(params) {
|
|
6
|
-
super(params);
|
|
7
|
-
this.orderType = OrderType.STOP_LOSS_LIMIT;
|
|
8
|
-
this.stopPrice = safeBigNumber(params.stopPrice);
|
|
9
|
-
}
|
|
10
|
-
constraints() {
|
|
11
|
-
const limitConstraints = super.constraints();
|
|
12
|
-
return Object.assign(Object.assign({}, limitConstraints), { stopPrice: {
|
|
13
|
-
bigNumericality: {
|
|
14
|
-
greaterThan: 0,
|
|
15
|
-
}
|
|
16
|
-
} });
|
|
17
|
-
}
|
|
18
|
-
updatePrice(price, priceOffset = 0.05) {
|
|
19
|
-
super.updatePrice(price);
|
|
20
|
-
if (price && this.stopPrice.eq(0)) {
|
|
21
|
-
const offset = this.side === OrderSide.BUY ? 1 - priceOffset : 1 + priceOffset;
|
|
22
|
-
this.stopPrice = price.multipliedBy(offset).decimalPlaces(this.precisionPrice > 0 ? this.precisionPrice : 0);
|
|
23
|
-
}
|
|
24
|
-
}
|
|
25
|
-
updateStopPrice(stopPrice, priceOffset = 0.05) {
|
|
26
|
-
this.stopPrice = stopPrice.decimalPlaces(this.precisionPrice);
|
|
27
|
-
if (stopPrice && this.price.eq(0)) {
|
|
28
|
-
const offset = this.side === OrderSide.BUY ? 1 + priceOffset : 1 - priceOffset;
|
|
29
|
-
this.price = stopPrice.multipliedBy(offset).decimalPlaces(this.precisionPrice > 0 ? this.precisionPrice : 0);
|
|
30
|
-
}
|
|
31
|
-
}
|
|
32
|
-
}
|
|
33
|
-
//# sourceMappingURL=stop-limit.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"stop-limit.js","sourceRoot":"","sources":["../../lib/orders/stop-limit.ts"],"names":[],"mappings":"AAAA,OAAO,EAAC,SAAS,EAAE,SAAS,EAAC,MAAM,UAAU,CAAC;AAE9C,OAAO,UAA8B,MAAM,SAAS,CAAC;AACrD,OAAO,EAAC,aAAa,EAAY,MAAM,SAAS,CAAC;AAMjD,MAAM,CAAC,OAAO,OAAO,cAAe,SAAQ,UAAU;IAgBpD,YAAY,MAA4B;QACtC,KAAK,CAAC,MAAM,CAAC,CAAC;QAfhB,cAAS,GAAG,SAAS,CAAC,eAAe,CAAC;QAgBpC,IAAI,CAAC,SAAS,GAAG,aAAa,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC;IACnD,CAAC;IAfD,WAAW;QACT,MAAM,gBAAgB,GAAG,KAAK,CAAC,WAAW,EAAE,CAAC;QAC7C,uCACK,gBAAgB,KACnB,SAAS,EAAE;gBACT,eAAe,EAAE;oBACf,WAAW,EAAE,CAAC;iBACf;aACF,IACF;IACH,CAAC;IAOD,WAAW,CAAC,KAAgB,EAAE,WAAW,GAAG,IAAI;QAC9C,KAAK,CAAC,WAAW,CAAC,KAAK,CAAC,CAAC;QAEzB,IAAI,KAAK,IAAI,IAAI,CAAC,SAAS,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE;YACjC,MAAM,MAAM,GAAG,IAAI,CAAC,IAAI,KAAK,SAAS,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,WAAW,CAAC,CAAC,CAAC,CAAC,GAAG,WAAW,CAAC;YAC/E,IAAI,CAAC,SAAS,GAAG,KAAK,CAAC,YAAY,CAAC,MAAM,CAAC,CAAC,aAAa,CAAC,IAAI,CAAC,cAAc,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,CAAC,CAAA;SAC7G;IACH,CAAC;IAED,eAAe,CAAC,SAAoB,EAAE,WAAW,GAAG,IAAI;QACtD,IAAI,CAAC,SAAS,GAAG,SAAS,CAAC,aAAa,CAAC,IAAI,CAAC,cAAc,CAAC,CAAC;QAC9D,IAAI,SAAS,IAAI,IAAI,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE;YACjC,MAAM,MAAM,GAAG,IAAI,CAAC,IAAI,KAAK,SAAS,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,WAAW,CAAC,CAAC,CAAC,CAAC,GAAG,WAAW,CAAC;YAC/E,IAAI,CAAC,KAAK,GAAG,SAAS,CAAC,YAAY,CAAC,MAAM,CAAC,CAAC,aAAa,CAAC,IAAI,CAAC,cAAc,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,CAAC,CAAA;SAC7G;IACH,CAAC;CACF"}
|
package/dist/orders/validate.js
DELETED
|
@@ -1,6 +0,0 @@
|
|
|
1
|
-
import validate from "validate.js";
|
|
2
|
-
validate.validators.bigNumericality = (value, options, key, attributes) => {
|
|
3
|
-
return validate.validators.numericality(value ? value.toNumber() : value, options, attributes);
|
|
4
|
-
};
|
|
5
|
-
export default validate;
|
|
6
|
-
//# sourceMappingURL=validate.js.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"validate.js","sourceRoot":"","sources":["../../lib/orders/validate.ts"],"names":[],"mappings":"AAAA,OAAO,QAAQ,MAAM,aAAa,CAAC;AAEnC,QAAQ,CAAC,UAAU,CAAC,eAAe,GAAG,CAAC,KAAU,EAAE,OAAY,EAAE,GAAW,EAAE,UAAkB,EAAE,EAAE;IAClG,OAAO,QAAQ,CAAC,UAAU,CAAC,YAAY,CAAC,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAC,KAAK,EAAE,OAAO,EAAE,UAAU,CAAC,CAAA;AAChG,CAAC,CAAC;AAEF,eAAe,QAAQ,CAAA"}
|
package/dist/trade.d.ts
DELETED
|
@@ -1,10 +0,0 @@
|
|
|
1
|
-
import BigNumber from "bignumber.js";
|
|
2
|
-
export default class Trade {
|
|
3
|
-
readonly id: string;
|
|
4
|
-
readonly time: Date;
|
|
5
|
-
readonly price: BigNumber;
|
|
6
|
-
readonly quantity: BigNumber;
|
|
7
|
-
readonly type: "sell" | "buy";
|
|
8
|
-
static Create(d: any): Trade;
|
|
9
|
-
private constructor();
|
|
10
|
-
}
|
package/dist/trade.js
DELETED
|
@@ -1,32 +0,0 @@
|
|
|
1
|
-
"use strict";
|
|
2
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
var util_1 = require("./util");
|
|
4
|
-
var Trade = /** @class */ (function () {
|
|
5
|
-
function Trade(d) {
|
|
6
|
-
this.id = d.id;
|
|
7
|
-
this.time = util_1.safeTime(d.time);
|
|
8
|
-
this.price = util_1.safeBigNumber(d.price);
|
|
9
|
-
this.quantity = util_1.safeBigNumber(d.quantity);
|
|
10
|
-
this.type = d.type;
|
|
11
|
-
}
|
|
12
|
-
Trade.Create = function (d) {
|
|
13
|
-
if (d === null || d === undefined) {
|
|
14
|
-
util_1.throwNull2NonNull(d);
|
|
15
|
-
}
|
|
16
|
-
else if (typeof (d) !== 'object') {
|
|
17
|
-
util_1.throwNotObject(d, false);
|
|
18
|
-
}
|
|
19
|
-
else if (Array.isArray(d)) {
|
|
20
|
-
util_1.throwIsArray(d, false);
|
|
21
|
-
}
|
|
22
|
-
util_1.checkString(d.id, false, "id");
|
|
23
|
-
util_1.checkNumber(d.time, false, "time");
|
|
24
|
-
util_1.checkBigNumber(d.price, false, "price");
|
|
25
|
-
util_1.checkBigNumber(d.quantity, false, "quantity");
|
|
26
|
-
util_1.checkString(d.type, false, "type");
|
|
27
|
-
return new Trade(d);
|
|
28
|
-
};
|
|
29
|
-
return Trade;
|
|
30
|
-
}());
|
|
31
|
-
exports.default = Trade;
|
|
32
|
-
//# sourceMappingURL=trade.js.map
|
package/dist/trade.js.map
DELETED
|
@@ -1 +0,0 @@
|
|
|
1
|
-
{"version":3,"file":"trade.js","sourceRoot":"","sources":["../lib/trade.ts"],"names":[],"mappings":";;AAEA,+BAKgB;AAEhB;IAwBE,eAAoB,CAAM;QACxB,IAAI,CAAC,EAAE,GAAG,CAAC,CAAC,EAAE,CAAC;QACf,IAAI,CAAC,IAAI,GAAG,eAAQ,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC;QAC7B,IAAI,CAAC,KAAK,GAAG,oBAAa,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC;QACpC,IAAI,CAAC,QAAQ,GAAG,oBAAa,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC;QAC1C,IAAI,CAAC,IAAI,GAAG,CAAC,CAAC,IAAI,CAAA;IACpB,CAAC;IAvBa,YAAM,GAApB,UAAqB,CAAM;QACzB,IAAI,CAAC,KAAK,IAAI,IAAI,CAAC,KAAK,SAAS,EAAE;YACjC,wBAAiB,CAAC,CAAC,CAAC,CAAC;SACtB;aAAM,IAAI,OAAO,CAAC,CAAC,CAAC,KAAK,QAAQ,EAAE;YAClC,qBAAc,CAAC,CAAC,EAAE,KAAK,CAAC,CAAC;SAC1B;aAAM,IAAI,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE;YAC3B,mBAAY,CAAC,CAAC,EAAE,KAAK,CAAC,CAAC;SACxB;QACD,kBAAW,CAAC,CAAC,CAAC,EAAE,EAAE,KAAK,EAAE,IAAI,CAAC,CAAC;QAC/B,kBAAW,CAAC,CAAC,CAAC,IAAI,EAAE,KAAK,EAAE,MAAM,CAAC,CAAC;QACnC,qBAAc,CAAC,CAAC,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,CAAC,CAAC;QACxC,qBAAc,CAAC,CAAC,CAAC,QAAQ,EAAE,KAAK,EAAE,UAAU,CAAC,CAAC;QAC9C,kBAAW,CAAC,CAAC,CAAC,IAAI,EAAE,KAAK,EAAE,MAAM,CAAC,CAAC;QAEnC,OAAO,IAAI,KAAK,CAAC,CAAC,CAAC,CAAA;IACrB,CAAC;IASH,YAAC;AAAD,CAAC,AA/BD,IA+BC"}
|