cryptobot-types 1.0.3 → 1.0.5

package/package.json

@@ -1,19 +1,19 @@
-{
-  "name": "cryptobot-types",
-  "version": "1.0.3",
-  "description": "",
-  "types": "types/index.d.ts",
-  "registry": "https://registry.npmjs.org/",
-  "scripts": {
-    "build": "tsc -b"
-  },
-  "files": [
-    "types"
-  ],
-  "author": "",
-  "license": "ISC",
-  "dependencies": {
-    "@types/node": "^20.8.0",
-    "okx-api": "^1.1.3"
-  }
-}
+{
+  "name": "cryptobot-types",
+  "version": "1.0.5",
+  "description": "",
+  "types": "types/index.d.ts",
+  "registry": "https://registry.npmjs.org/",
+  "scripts": {
+    "build": "tsc -b"
+  },
+  "files": [
+    "types"
+  ],
+  "author": "",
+  "license": "ISC",
+  "dependencies": {
+    "@types/node": "^20.8.3",
+    "okx-api": "^1.1.3"
+  }
+}

package/types/index.d.ts

@@ -1,6 +1,6 @@
-export * from "./indicators";
-export * from "./mongodb";
-export * from "./okx";
-export * from "./orderHelper";
-export * from "./strategy";
-export * from "./trading";
+export * from "./indicators";
+export * from "./mongodb";
+export * from "./okx";
+export * from "./orderHelper";
+export * from "./strategy";
+export * from "./trading";

package/types/indicators.d.ts

@@ -1,50 +1,50 @@
-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
-}
+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

@@ -1,42 +1,42 @@
-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;
-}
+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

@@ -1,160 +1,160 @@
-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";
-};
+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

@@ -1,41 +1,47 @@
-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
-}
+interface BasePosition {
+  symbol: string;
+  type: "long" | "short";
+  ctSize: number;
+  margin: number;
+  leverage: number;
+  avgEntryPrice: number;
+  liquidationPrice: number;
+  fee: number;
+  orders: (Order | CloseOrder)[];
+  amountUSD: number;
+}
+
+interface OptionalPositionInfo {
+  lowestPrice?: number;
+  highestPrice?: number;
+}
+
+export interface Position extends BasePosition, OptionalPositionInfo {
+  unrealizedPnlUSD: number;
+  unrealizedPnlPcnt: number;
+}
+
+export interface ClosedPosition extends BasePosition, OptionalPositionInfo {
+  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

@@ -1,5 +1,5 @@
-export interface Strategy {
-  readonly name: string
-  readonly startCapital: number
-  update(price: number, indicators: unknown[], time: Date): Promise<void>
-}
+export interface Strategy {
+  readonly name: string
+  readonly startCapital: number
+  update(price: number, indicators: unknown[], time: Date): Promise<void>
+}

package/types/trading.d.ts

@@ -1,87 +1,66 @@
-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;
-}
+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 BacktestingResult {
+  trades: number;
+  identifier: string;
+  name: string;
+  pnl: number;
+  winRatio: number;
+  stringifiedFunc: string;
+  time: Date;
+  start: Date;
+  end: Date;
+  pnl_pct: number;
+}