cryptobot-types 1.2.8 → 1.2.9

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "cryptobot-types",
-  "version": "1.2.8",
+  "version": "1.2.9",
   "description": "Type package for the cryptobot trading framework.",
   "types": "types/index.d.ts",
   "registry": "https://registry.npmjs.org/",

package/types/mongodb.d.ts

@@ -1,4 +1,5 @@
 import { Position } from "./orderHelper";
+import { OrderType } from "okx-api";
 
 export interface GeneratedCandle {
   open: string;
@@ -18,12 +19,6 @@ export interface Candle {
   start: Date;
 }
 
-export interface TimeAndCloseCandle {
-  start: Date;
-  close: number;
-  volume: number;
-}
-
 export interface DatabaseType {
   start: Date;
   open: string;
@@ -33,52 +28,6 @@ export interface DatabaseType {
   volume: string;
 }
 
-export interface BacktestingResult {
-  trades: number;
-  identifier: string;
-  name: string;
-  startCapital: number;
-  symbol: string;
-  margin: number;
-  pnl: number;
-  winRatio: number;
-  stringifiedFunc: string;
-  time: Date;
-  start: Date;
-  end: Date;
-  pnl_pct: number;
-  hodl_pct: number;
-  liquidations: number;
-  exchange: string;
-  hodl_ratio: number;
-  maxDrawdown: number;
-  sharpeRatio: number;
-  sortinoRatio: number;
-  calmarRatio: number;
-  maxConsecutiveLosses: number;
-  annualizedReturn: number;
-  //TODO: not present anymore but keep it for now for compatibility
-  orders?: (CloseOrder | Order)[];
-  // to make easier changes, remove it when done
-  [key: string]: unknown;
-}
-
-export interface MongoLivePosition extends Position {
-  posId: string;
-  env: string;
-  realizedPnlUSD: number;
-  unrealizedPnlUSD: number;
-  strategy: {
-    name: string;
-    startCapital: number;
-    multiplier: number;
-  };
-  profitUSD: number;
-  exchange: string;
-  accHash: string;
-  timestamp: Date;
-}
-
 export interface TraderAction {
   symbol: string;
   posId: string;
@@ -89,3 +38,33 @@ export interface TraderAction {
   prev: string | number;
   after: string | number;
 }
+
+export interface DatabaseCandleType {
+  high: string;
+  low: string;
+  open: string;
+  close: string;
+  volume: string;
+  start: Date;
+}
+
+export interface DatabaseOpenOrderType {
+  orderId: string;
+  clOrdId: string;
+  symbol: string;
+  status: string;
+  type: "open";
+  orderType: OrderType;
+  direction: "long" | "short";
+  size: number;
+  price: number;
+  fee: number;
+  acc: string;
+  time: Date;
+}
+
+export interface DatabaseClosedOrderType
+  extends Omit<DatabaseOpenOrderType, "type"> {
+  type: "close";
+  pnl: number;
+}

package/types/orderHelper.d.ts

@@ -10,16 +10,14 @@ interface BasePosition {
   avgEntryPrice: number;
   liquidationPrice: number;
   fee: number;
-  orders: (Order | CloseOrder)[];
-  amountUSD: number;
   accHash: string;
-  posIdx: number;
 }
 
 interface OptionalPositionInfo {
   lowestPrice?: number;
   highestPrice?: number;
   maxDrawdown?: number;
+  [key: string]: any;
 }
 
 export interface Position extends BasePosition, OptionalPositionInfo {
@@ -27,41 +25,3 @@ export interface Position extends BasePosition, OptionalPositionInfo {
   unrealizedPnlPcnt: number;
   posSide: PositionSide;
 }
-
-export interface ClosedPosition extends BasePosition, OptionalPositionInfo {
-  realizedPnlUSD: number;
-  realizedPnlPcnt: number;
-  identifier: string;
-}
-
-export interface BaseOrder {
-  ordId: string;
-  posId?: string;
-  avgPrice: number;
-  fee: number;
-  margin: number;
-  lever: number;
-  size: number;
-  time: Date;
-  posAvgEntryPrice?: number;
-  posValue?: number;
-  symbol: string;
-  accHash: string;
-  indicators?: Indicators[];
-}
-
-export interface Order extends BaseOrder {
-  action: "open";
-}
-
-export interface CloseOrder
-  extends Pick<Order, Exclude<keyof Order, "action">> {
-  action: "close";
-  bruttoPnlUSD: number;
-}
-
-//extended order extends T with realizedFee ad realizedPnlUSD
-export interface ExtendedOrder<T extends BaseOrder> extends T {
-  realizedFee: number;
-  realizedPnlUSD: number;
-}

package/types/strategy.d.ts

@@ -1,6 +0,0 @@
-export interface Strategy {
-  readonly name: string;
-  readonly startCapital: number;
-  readonly requiresIndicators: boolean;
-  update(price: number, indicators: unknown[], time: Date): Promise<void>;
-}