cryptobot-types 1.2.7 → 1.2.9
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 +31 -44
- package/types/orderHelper.d.ts +1 -41
- package/types/strategy.d.ts +0 -6
package/package.json
CHANGED
package/types/mongodb.d.ts
CHANGED
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@@ -1,4 +1,5 @@
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1
1
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import { Position } from "./orderHelper";
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2
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+
import { OrderType } from "okx-api";
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2
3
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3
4
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export interface GeneratedCandle {
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open: string;
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@@ -18,12 +19,6 @@ export interface Candle {
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start: Date;
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}
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21
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-
export interface TimeAndCloseCandle {
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start: Date;
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close: number;
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volume: number;
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}
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-
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export interface DatabaseType {
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start: Date;
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open: string;
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@@ -33,44 +28,6 @@ export interface DatabaseType {
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volume: string;
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}
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36
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-
export interface BacktestingResult {
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-
trades: number;
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identifier: string;
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39
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name: string;
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40
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-
startCapital: number;
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41
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-
symbol: string;
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-
margin: number;
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-
orders: (CloseOrder | Order)[];
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44
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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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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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maxDrawdown: number;
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}
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-
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-
export interface MongoLivePosition extends Position {
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posId: string;
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env: string;
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realizedPnlUSD: number;
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unrealizedPnlUSD: number;
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strategy: {
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name: string;
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startCapital: number;
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-
multiplier: number;
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-
};
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profitUSD: number;
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exchange: string;
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accHash: string;
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timestamp: Date;
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}
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-
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export interface TraderAction {
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symbol: string;
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posId: string;
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@@ -81,3 +38,33 @@ export interface TraderAction {
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prev: string | number;
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after: string | number;
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}
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+
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export interface DatabaseCandleType {
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high: string;
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low: string;
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open: string;
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close: string;
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volume: string;
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start: Date;
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}
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+
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+
export interface DatabaseOpenOrderType {
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orderId: string;
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clOrdId: string;
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symbol: string;
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status: string;
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type: "open";
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orderType: OrderType;
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direction: "long" | "short";
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size: number;
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price: number;
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fee: number;
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acc: string;
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time: Date;
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}
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+
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export interface DatabaseClosedOrderType
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extends Omit<DatabaseOpenOrderType, "type"> {
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type: "close";
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pnl: number;
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}
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package/types/orderHelper.d.ts
CHANGED
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@@ -10,16 +10,14 @@ interface BasePosition {
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avgEntryPrice: number;
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liquidationPrice: number;
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fee: number;
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orders: (Order | CloseOrder)[];
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amountUSD: number;
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accHash: string;
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posIdx: number;
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}
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interface OptionalPositionInfo {
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lowestPrice?: number;
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highestPrice?: number;
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maxDrawdown?: number;
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[key: string]: any;
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}
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export interface Position extends BasePosition, OptionalPositionInfo {
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@@ -27,41 +25,3 @@ export interface Position extends BasePosition, OptionalPositionInfo {
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unrealizedPnlPcnt: number;
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posSide: PositionSide;
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}
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-
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export interface ClosedPosition extends BasePosition, OptionalPositionInfo {
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realizedPnlUSD: number;
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realizedPnlPcnt: number;
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identifier: string;
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}
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-
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export interface BaseOrder {
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ordId: string;
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posId?: string;
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avgPrice: number;
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fee: number;
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margin: number;
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lever: number;
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size: number;
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time: Date;
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posAvgEntryPrice?: number;
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posValue?: number;
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symbol: string;
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accHash: string;
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indicators?: Indicators[];
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}
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export interface Order extends BaseOrder {
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action: "open";
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}
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export interface CloseOrder
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extends Pick<Order, Exclude<keyof Order, "action">> {
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action: "close";
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bruttoPnlUSD: number;
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}
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//extended order extends T with realizedFee ad realizedPnlUSD
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export interface ExtendedOrder<T extends BaseOrder> extends T {
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realizedFee: number;
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realizedPnlUSD: number;
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}
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