cryptobot-types 1.0.0

package/.gitattributes

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+# Auto detect text files and perform LF normalization
+* text=auto

package/README.md

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+# cryptobot-types
+ 

package/dist/indicators.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });

package/dist/mongodb.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });

package/dist/okx.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.isOrderUpdateEvent = exports.isPositionUpdateEvent = exports.isTickerUpdateEvent = void 0;
+const isTickerUpdateEvent = (event) => {
+    return event.arg.channel === "tickers";
+};
+exports.isTickerUpdateEvent = isTickerUpdateEvent;
+const isPositionUpdateEvent = (event) => {
+    return event.arg.channel === "positions";
+};
+exports.isPositionUpdateEvent = isPositionUpdateEvent;
+const isOrderUpdateEvent = (event) => {
+    return event.arg.channel === "orders";
+};
+exports.isOrderUpdateEvent = isOrderUpdateEvent;

package/dist/orderHelper.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });

package/dist/strategy.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });

package/dist/trading.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });

package/package.json

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+{
+  "name": "cryptobot-types",
+  "version": "1.0.0",
+  "description": "",
+  "main": "index.js",
+  "types": "types/index.d.ts",
+  "scripts": {
+    "build": "tsc -b"
+  },
+  "author": "",
+  "license": "ISC",
+  "dependencies": {
+    "@types/node": "^20.8.0",
+    "okx-api": "^1.1.3"
+  }
+}

package/tsconfig.json

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+{
+  "compilerOptions": {
+    "target": "es6",
+    "module": "commonjs",
+    "outDir": "dist",
+    "strict": true,
+    "esModuleInterop": true,
+    "skipLibCheck": true,
+    "forceConsistentCasingInFileNames": true
+  },
+  "include": ["types/**/*"],
+  "exclude": ["node_modules", "**/*.spec.ts"]
+}

package/types/index.d.ts

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+export * from "./indicators";
+export * from "./mongodb";
+export * from "./okx";
+export * from "./orderHelper";
+export * from "./strategy";
+export * from "./trading";

package/types/indicators.d.ts

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+import { Candle } from './mongodb'
+
+export interface Indicators {
+  granularity: number
+  ema_8: number
+  ema_13: number
+  ema_21: number
+  ema_55: number
+  bollinger_bands: {
+    upper: number
+    middle: number
+    lower: number
+  }
+  MACD: {
+    macd: number
+    emaFast: number
+    emaSlow: number
+    signal: number
+    histogram: number
+  }
+  vol: number
+  RSI: number
+  ADX: { adx: number; pdi: number; mdi: number }
+  ATR: number
+  ATR_percent: number
+  candle: Candle
+  stochRSI: { k: number; d: number }
+  HA: {
+    o: number
+    c: number
+    h: number
+    l: number
+  }
+  CCI: number
+  ChaikinOS: number
+  ROC: number
+  PSAR: number
+  OBV: undefined | number
+  OBV_RSI: number
+  OBV_SMA: number
+  VWAP: undefined | number
+  VWAP_deviation: {
+    basis: number
+    upperDeviation2: number
+    upperDeviation3: number
+    lowerDeviation2: number
+    lowerDeviation3: number
+  }
+  avgCandleSize: number
+}

package/types/mongodb.d.ts

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+export interface GeneratedCandle {
+  open: string;
+  high: string;
+  low: string;
+  close: string;
+  volume: number;
+  start: Date;
+}
+
+export interface Candle {
+  open: number;
+  high: number;
+  low: number;
+  close: number;
+  volume: number;
+  start: Date;
+}
+
+export interface GetBacktestOptions {
+  _ids?: string[];
+  testedAfter?: string;
+  rule?: string;
+  minProfit?: number;
+  start?: {
+    $gt: string;
+  };
+}
+
+export interface TimeAndCloseCandle {
+  start: Date;
+  close: number;
+  volume: number;
+}
+
+export interface DatabaseType {
+  start: Date;
+  open: string;
+  high: string;
+  low: string;
+  close: string;
+  volume: string;
+}

package/types/okx.d.ts

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+import { WsDataEvent } from "okx-api";
+
+export interface TickerUpdateData {
+  instType: string;
+  instId: string;
+  last: string;
+  lastSz: string;
+  askPx: string;
+  askSz: string;
+  bidPx: string;
+  bidSz: string;
+  open24h: string;
+  high24h: string;
+  low24h: string;
+  sodUtc0: string;
+  sodUtc8: string;
+  volCcy24h: string;
+  vol24h: string;
+  ts: string;
+}
+
+export interface PositionUpdateData {
+  adl: string;
+  availPos: string;
+  avgPx: string;
+  baseBal: string;
+  baseBorrowed: string;
+  baseInterest: string;
+  bizRefId: string;
+  bizRefType: string;
+  cTime: string;
+  ccy: string;
+  closeOrderAlgo: string[];
+  deltaBS: string;
+  deltaPA: string;
+  gammaBS: string;
+  gammaPA: string;
+  imr: string;
+  instId: string;
+  instType: string;
+  interest: string;
+  last: string;
+  lever: string;
+  liab: string;
+  liabCcy: string;
+  liqPx: string;
+  margin: string;
+  markPx: string;
+  mgnMode: string;
+  mgnRatio: string;
+  mmr: string;
+  notionalUsd: string;
+  optVal: string;
+  pTime: string;
+  pendingCloseOrdLiabVal: string;
+  pos: string;
+  posCcy: string;
+  posId: string;
+  posSide: string;
+  quoteBal: string;
+  quoteBorrowed: string;
+  quoteInterest: string;
+  spotInUseAmt: string;
+  spotInUseCcy: string;
+  thetaBS: string;
+  thetaPA: string;
+  tradeId: string;
+  uTime: string;
+  upl: string;
+  uplRatio: string;
+  usdPx: string;
+  vegaBS: string;
+  vegaPA: string;
+}
+
+export interface OrderUpdateData {
+  instType: string;
+  instId: string;
+  tgtCcy: string;
+  ccy: string;
+  ordId: string;
+  clOrdId: string;
+  tag: string;
+  px: string;
+  sz: string;
+  notionalUsd: string;
+  ordType: string;
+  side: string;
+  posSide: string;
+  tdMode: string;
+  fillPx: string;
+  tradeId: string;
+  fillSz: string;
+  fillFee: string;
+  fillFeeCcy: string;
+  execType: string;
+  accFillSize: string;
+  fillNotionalUsd: string;
+  avgPx: string;
+  state: string;
+  lever: string;
+  tpTriggerPx: string;
+  tpTriggerPxType: string;
+  tpOrdPx: string;
+  slTriggerPx: string;
+  slTriggerPxType: string;
+  slOrdPx: string;
+  feeCcy: string;
+  fee: string;
+  rebateCcy: string;
+  rebate: string;
+  pnl: string;
+  source: string;
+  cancelSource: string;
+  amendSource: string;
+  category: string;
+  uTIme: string;
+  cTime: string;
+  reqId: string;
+  amendResult: string;
+  reduceOnly: string;
+  quickMgnType: string;
+  algoClOrdId: string;
+  algoId: string;
+  code: string;
+  msg: string;
+}
+
+export type TickerUpdateEvent = Omit<WsDataEvent, "data"> & {
+  data: TickerUpdateData[];
+  wsKey: string;
+};
+
+export type PositionUpdateEvent = Omit<WsDataEvent, "data"> & {
+  data: PositionUpdateData[];
+  wsKey: string;
+};
+
+export type OrderUpdateEvent = Omit<WsDataEvent, "data"> & {
+  data: OrderUpdateData[];
+  wsKey: string;
+};
+
+export const isTickerUpdateEvent = (
+  event: WsDataEvent
+): event is TickerUpdateEvent => {
+  return event.arg.channel === "tickers";
+};
+
+export const isPositionUpdateEvent = (
+  event: WsDataEvent
+): event is PositionUpdateEvent => {
+  return event.arg.channel === "positions";
+};
+
+export const isOrderUpdateEvent = (
+  event: WsDataEvent
+): event is OrderUpdateEvent => {
+  return event.arg.channel === "orders";
+};

package/types/orderHelper.d.ts

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+interface BasePosition {
+  symbol: string
+  type: 'long' | 'short'
+  ctSize: number
+  margin: number
+  leverage: number
+  avgEntryPrice: number
+  liquidationPrice: number
+  fee: number
+  orders: (Order | CloseOrder)[]
+  amountUSD: number
+}
+
+export interface Position extends BasePosition {
+  unrealizedPnlUSD: number
+  unrealizedPnlPcnt: number
+}
+
+export interface ClosedPosition extends BasePosition {
+  realizedPnlUSD: number
+  realizedPnlPcnt: number
+  identifier: string
+}
+
+export interface BaseOrder {
+  ordId: string
+  avgPrice: number
+  fee: number
+  amountUSD: number
+  size: number
+  time: Date
+}
+
+export interface Order extends BaseOrder {
+  action: 'open'
+}
+
+export interface CloseOrder extends Pick<Order, Exclude<keyof Order, 'action'>> {
+  action: 'close'
+  bruttoPnlUSD: number
+}

package/types/strategy.d.ts

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+export interface Strategy {
+  readonly name: string
+  readonly startCapital: number
+  update(price: number, indicators: unknown[], time: Date): Promise<void>
+}

package/types/trading.d.ts

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+export type Rule = {
+  long_entry: boolean[][];
+  long_exit: boolean[][];
+  short_entry: boolean[][];
+  short_exit: boolean[][];
+  noStrictVolume?: boolean;
+  saveProfits?: boolean;
+  isCorrelationTest?: boolean;
+};
+
+export type Exchanges = "binance" | "coinbase" | "dydx" | "kraken" | "okx";
+
+export type EntryOrderTypes = "Long Entry" | "Short Entry";
+type ExitOrderTypes = "Long Exit" | "Short Exit";
+export type OrderTypes = EntryOrderTypes | ExitOrderTypes;
+
+export interface BaseOrderObject {
+  timestamp: Date;
+  platform: Exchanges;
+  invest: number;
+  netInvest: number;
+  portfolio: number;
+  clOrdId?: string;
+  leverage?: number;
+  details: Record<string, unknown>;
+  spread?: number;
+  canExecuteOrder?: boolean;
+}
+
+export interface EntryOrderObject extends BaseOrderObject {
+  price: number;
+  type: EntryOrderTypes;
+  fee: number;
+  holdDuration: number;
+  //trading
+  positionSize?: number;
+  netPositionSize?: number;
+}
+
+export interface ExitOrderObject extends Omit<EntryOrderObject, "type"> {
+  type: ExitOrderTypes;
+  priceChangePercent: number;
+  netProfitInPercent: number;
+  netProfit: number;
+  profit: number;
+  highestPrice?: number;
+  lowestPrice?: number;
+  isLiquidated: boolean;
+  //timeInLoss: number;
+  //timeInLossInPercent: number;
+}
+
+export type OrderObject = EntryOrderObject | ExitOrderObject;
+
+export interface BaseBacktestOptions {
+  successRate: number;
+  timestamp: Date;
+  startCapital: number;
+  trades: OrderObject[];
+  netProfit: string;
+  netProfitInPercent: number;
+  avgHoldDuration: number;
+  profitInMonth: {
+    profit: number;
+    netProfit: number;
+    netProfitInPercent: number;
+    executedOrders: number;
+    key: string | number;
+  }[];
+  gotLiquidated: boolean;
+  shortLongRatio: string;
+  executedOrders: number;
+  lineOfBestFit: number[];
+  //avgTimeInLoss: number;
+  //avgTimeInLossInPercent: number;
+}
+
+export interface BacktestingResult extends BaseBacktestOptions {
+  strategyName: string;
+  exchange: Exchanges;
+  symbol: string;
+  start: Date;
+  end: Date;
+  leverage: number;
+  hodlProfitInPercent: number;
+  tradesCount: number;
+}