cryptobot-types 1.1.7 → 1.1.8
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/package.json +1 -1
- package/types/mongodb.d.ts +21 -10
- package/types/orderHelper.d.ts +1 -0
- package/types/strategy.d.ts +4 -3
- package/types/trading.d.ts +0 -72
package/package.json
CHANGED
package/types/mongodb.d.ts
CHANGED
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@@ -16,16 +16,6 @@ export interface Candle {
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start: Date;
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}
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18
18
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19
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-
export interface GetBacktestOptions {
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20
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_ids?: string[];
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21
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testedAfter?: string;
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22
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rule?: string;
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23
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minProfit?: number;
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24
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start?: {
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25
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$gt: string;
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26
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};
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27
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-
}
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28
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-
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19
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export interface TimeAndCloseCandle {
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start: Date;
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close: number;
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@@ -40,3 +30,24 @@ export interface DatabaseType {
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close: string;
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volume: string;
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}
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33
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+
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34
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+
export interface BacktestingResult {
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trades: number;
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36
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identifier: string;
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37
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+
name: string;
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38
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+
startCapital: number;
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39
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+
symbol: string;
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40
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margin: number;
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41
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orders: (CloseOrder | Order)[];
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+
pnl: number;
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+
winRatio: number;
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+
stringifiedFunc: string;
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+
time: Date;
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+
start: Date;
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47
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+
end: Date;
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48
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+
pnl_pct: number;
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49
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+
hodl_pct: number;
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+
liquidations: number;
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exchange: string;
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hodl_ratio: number;
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}
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package/types/orderHelper.d.ts
CHANGED
package/types/strategy.d.ts
CHANGED
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@@ -1,5 +1,6 @@
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1
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export interface Strategy {
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readonly name: string
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readonly startCapital: number
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-
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+
readonly name: string;
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readonly startCapital: number;
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readonly requiresIndicators: boolean;
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+
update(price: number, indicators: unknown[], time: Date): Promise<void>;
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}
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package/types/trading.d.ts
DELETED
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@@ -1,72 +0,0 @@
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1
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-
export type Rule = {
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long_entry: boolean[][];
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long_exit: boolean[][];
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short_entry: boolean[][];
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short_exit: boolean[][];
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noStrictVolume?: boolean;
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saveProfits?: boolean;
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isCorrelationTest?: boolean;
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};
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export type Exchanges =
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| "binance"
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| "coinbase"
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| "dydx"
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| "kraken"
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| "okx"
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| "bybit";
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export type EntryOrderTypes = "Long Entry" | "Short Entry";
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type ExitOrderTypes = "Long Exit" | "Short Exit";
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export type OrderTypes = EntryOrderTypes | ExitOrderTypes;
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-
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export interface BaseOrderObject {
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timestamp: Date;
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platform: Exchanges;
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invest: number;
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netInvest: number;
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portfolio: number;
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clOrdId?: string;
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leverage?: number;
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details: Record<string, unknown>;
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spread?: number;
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canExecuteOrder?: boolean;
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}
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export interface EntryOrderObject extends BaseOrderObject {
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price: number;
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type: EntryOrderTypes;
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fee: number;
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holdDuration: number;
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//trading
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positionSize?: number;
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netPositionSize?: number;
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}
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-
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export interface ExitOrderObject extends Omit<EntryOrderObject, "type"> {
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type: ExitOrderTypes;
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priceChangePercent: number;
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netProfitInPercent: number;
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netProfit: number;
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profit: number;
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highestPrice?: number;
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lowestPrice?: number;
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isLiquidated: boolean;
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//timeInLoss: number;
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//timeInLossInPercent: number;
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}
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-
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export type OrderObject = EntryOrderObject | ExitOrderObject;
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-
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export interface BacktestingResult {
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trades: number;
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identifier: string;
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name: string;
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pnl: number;
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winRatio: number;
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stringifiedFunc: string;
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time: Date;
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start: Date;
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end: Date;
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pnl_pct: number;
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}
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