ctrader-ts 0.1.0

package/dist/src/modules/trading.d.ts

@@ -0,0 +1,80 @@
+import type { CTraderConnection } from "../connection.js";
+import { OrderTriggerMethod, TimeInForce, TradeSide } from "../enums.js";
+import type { ExecutionEvent, OrderErrorEvent, TrailingSLChangedEvent } from "../types.js";
+export interface NewOrderParams {
+    symbolId: number;
+    tradeSide: TradeSide;
+    volume: number;
+    label?: string;
+    comment?: string;
+    clientOrderId?: string;
+    positionId?: number;
+    stopLoss?: number;
+    takeProfit?: number;
+    relativeStopLoss?: number;
+    relativeTakeProfit?: number;
+    guaranteedStopLoss?: boolean;
+    trailingStopLoss?: boolean;
+    stopTriggerMethod?: OrderTriggerMethod;
+}
+export interface LimitOrderParams extends NewOrderParams {
+    limitPrice: number;
+    timeInForce?: TimeInForce;
+    expirationTimestamp?: number;
+}
+export interface StopOrderParams extends NewOrderParams {
+    stopPrice: number;
+    timeInForce?: TimeInForce;
+    expirationTimestamp?: number;
+}
+export interface MarketRangeOrderParams extends NewOrderParams {
+    baseSlippagePrice: number;
+    slippageInPoints: number;
+}
+export interface StopLimitOrderParams extends NewOrderParams {
+    stopPrice: number;
+    slippageInPoints: number;
+    timeInForce?: TimeInForce;
+    expirationTimestamp?: number;
+}
+export interface AmendOrderParams {
+    volume?: number;
+    limitPrice?: number;
+    stopPrice?: number;
+    expirationTimestamp?: number;
+    stopLoss?: number;
+    takeProfit?: number;
+    slippageInPoints?: number;
+    relativeStopLoss?: number;
+    relativeTakeProfit?: number;
+    guaranteedStopLoss?: boolean;
+    trailingStopLoss?: boolean;
+    stopTriggerMethod?: OrderTriggerMethod;
+}
+export interface AmendSltpParams {
+    stopLoss?: number;
+    takeProfit?: number;
+    guaranteedStopLoss?: boolean;
+    trailingStopLoss?: boolean;
+    stopLossTriggerMethod?: OrderTriggerMethod;
+}
+export declare class CTraderTrading {
+    private readonly connection;
+    private accountId;
+    constructor(connection: CTraderConnection, accountId: number);
+    setAccountId(accountId: number): void;
+    marketOrder(params: NewOrderParams): Promise<ExecutionEvent>;
+    limitOrder(params: LimitOrderParams): Promise<ExecutionEvent>;
+    stopOrder(params: StopOrderParams): Promise<ExecutionEvent>;
+    stopLimitOrder(params: StopLimitOrderParams): Promise<ExecutionEvent>;
+    marketRangeOrder(params: MarketRangeOrderParams): Promise<ExecutionEvent>;
+    closePosition(positionId: number, volume: number): Promise<ExecutionEvent>;
+    amendPositionSltp(positionId: number, params: AmendSltpParams): Promise<void>;
+    amendOrder(orderId: number, params: AmendOrderParams): Promise<void>;
+    cancelOrder(orderId: number): Promise<void>;
+    onExecution(handler: (event: ExecutionEvent) => void): () => void;
+    onOrderError(handler: (event: OrderErrorEvent) => void): () => void;
+    onTrailingSLChanged(handler: (event: TrailingSLChangedEvent) => void): () => void;
+    private sendNewOrder;
+}
+//# sourceMappingURL=trading.d.ts.map

package/dist/src/modules/trading.d.ts.map

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package/dist/src/modules/trading.js

@@ -0,0 +1,150 @@
+import { OrderType, PayloadType } from "../enums.js";
+export class CTraderTrading {
+    connection;
+    accountId;
+    constructor(connection, accountId) {
+        this.connection = connection;
+        this.accountId = accountId;
+    }
+    setAccountId(accountId) {
+        this.accountId = accountId;
+    }
+    async marketOrder(params) {
+        return this.sendNewOrder({ ...params, orderType: OrderType.MARKET });
+    }
+    async limitOrder(params) {
+        return this.sendNewOrder({ ...params, orderType: OrderType.LIMIT });
+    }
+    async stopOrder(params) {
+        return this.sendNewOrder({ ...params, orderType: OrderType.STOP });
+    }
+    async stopLimitOrder(params) {
+        return this.sendNewOrder({ ...params, orderType: OrderType.STOP_LIMIT });
+    }
+    async marketRangeOrder(params) {
+        return this.sendNewOrder({ ...params, orderType: OrderType.MARKET_RANGE });
+    }
+    async closePosition(positionId, volume) {
+        const res = await this.connection.request(PayloadType.CLOSE_POSITION_REQ, {
+            ctidTraderAccountId: this.accountId,
+            positionId,
+            volume,
+        });
+        return res;
+    }
+    async amendPositionSltp(positionId, params) {
+        const payload = {
+            ctidTraderAccountId: this.accountId,
+            positionId,
+        };
+        if (params.stopLoss !== undefined)
+            payload["stopLoss"] = params.stopLoss;
+        if (params.takeProfit !== undefined)
+            payload["takeProfit"] = params.takeProfit;
+        if (params.guaranteedStopLoss !== undefined)
+            payload["guaranteedStopLoss"] = params.guaranteedStopLoss;
+        if (params.trailingStopLoss !== undefined)
+            payload["trailingStopLoss"] = params.trailingStopLoss;
+        if (params.stopLossTriggerMethod !== undefined)
+            payload["stopLossTriggerMethod"] = params.stopLossTriggerMethod;
+        await this.connection.request(PayloadType.AMEND_POSITION_SLTP_REQ, payload);
+    }
+    async amendOrder(orderId, params) {
+        const payload = {
+            ctidTraderAccountId: this.accountId,
+            orderId,
+        };
+        if (params.volume !== undefined)
+            payload["volume"] = params.volume;
+        if (params.limitPrice !== undefined)
+            payload["limitPrice"] = params.limitPrice;
+        if (params.stopPrice !== undefined)
+            payload["stopPrice"] = params.stopPrice;
+        if (params.expirationTimestamp !== undefined)
+            payload["expirationTimestamp"] = params.expirationTimestamp;
+        if (params.stopLoss !== undefined)
+            payload["stopLoss"] = params.stopLoss;
+        if (params.takeProfit !== undefined)
+            payload["takeProfit"] = params.takeProfit;
+        if (params.slippageInPoints !== undefined)
+            payload["slippageInPoints"] = params.slippageInPoints;
+        if (params.relativeStopLoss !== undefined)
+            payload["relativeStopLoss"] = params.relativeStopLoss;
+        if (params.relativeTakeProfit !== undefined)
+            payload["relativeTakeProfit"] = params.relativeTakeProfit;
+        if (params.guaranteedStopLoss !== undefined)
+            payload["guaranteedStopLoss"] = params.guaranteedStopLoss;
+        if (params.trailingStopLoss !== undefined)
+            payload["trailingStopLoss"] = params.trailingStopLoss;
+        if (params.stopTriggerMethod !== undefined)
+            payload["stopTriggerMethod"] = params.stopTriggerMethod;
+        await this.connection.request(PayloadType.AMEND_ORDER_REQ, payload);
+    }
+    async cancelOrder(orderId) {
+        await this.connection.request(PayloadType.CANCEL_ORDER_REQ, {
+            ctidTraderAccountId: this.accountId,
+            orderId,
+        });
+    }
+    onExecution(handler) {
+        return this.connection.on(PayloadType.EXECUTION_EVENT, (payload) => {
+            handler(payload);
+        });
+    }
+    onOrderError(handler) {
+        return this.connection.on(PayloadType.ORDER_ERROR_EVENT, (payload) => {
+            handler(payload);
+        });
+    }
+    onTrailingSLChanged(handler) {
+        return this.connection.on(PayloadType.TRAILING_SL_CHANGED_EVENT, (payload) => {
+            handler(payload);
+        });
+    }
+    async sendNewOrder(params) {
+        const payload = {
+            ctidTraderAccountId: this.accountId,
+            symbolId: params.symbolId,
+            orderType: params.orderType,
+            tradeSide: params.tradeSide,
+            volume: params.volume,
+        };
+        if ("limitPrice" in params && params.limitPrice !== undefined)
+            payload["limitPrice"] = params.limitPrice;
+        if ("stopPrice" in params && params.stopPrice !== undefined)
+            payload["stopPrice"] = params.stopPrice;
+        if ("baseSlippagePrice" in params && params.baseSlippagePrice !== undefined)
+            payload["baseSlippagePrice"] = params.baseSlippagePrice;
+        if ("slippageInPoints" in params && params.slippageInPoints !== undefined)
+            payload["slippageInPoints"] = params.slippageInPoints;
+        if ("timeInForce" in params && params.timeInForce !== undefined)
+            payload["timeInForce"] = params.timeInForce;
+        if ("expirationTimestamp" in params && params.expirationTimestamp !== undefined)
+            payload["expirationTimestamp"] = params.expirationTimestamp;
+        if (params.stopLoss !== undefined)
+            payload["stopLoss"] = params.stopLoss;
+        if (params.takeProfit !== undefined)
+            payload["takeProfit"] = params.takeProfit;
+        if (params.relativeStopLoss !== undefined)
+            payload["relativeStopLoss"] = params.relativeStopLoss;
+        if (params.relativeTakeProfit !== undefined)
+            payload["relativeTakeProfit"] = params.relativeTakeProfit;
+        if (params.guaranteedStopLoss !== undefined)
+            payload["guaranteedStopLoss"] = params.guaranteedStopLoss;
+        if (params.trailingStopLoss !== undefined)
+            payload["trailingStopLoss"] = params.trailingStopLoss;
+        if (params.stopTriggerMethod !== undefined)
+            payload["stopTriggerMethod"] = params.stopTriggerMethod;
+        if (params.label !== undefined)
+            payload["label"] = params.label;
+        if (params.comment !== undefined)
+            payload["comment"] = params.comment;
+        if (params.clientOrderId !== undefined)
+            payload["clientOrderId"] = params.clientOrderId;
+        if (params.positionId !== undefined)
+            payload["positionId"] = params.positionId;
+        const res = await this.connection.request(PayloadType.NEW_ORDER_REQ, payload);
+        return res;
+    }
+}
+//# sourceMappingURL=trading.js.map

package/dist/src/modules/trading.js.map

@@ -0,0 +1 @@
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package/dist/src/symbol-cache.d.ts

@@ -0,0 +1,14 @@
+import type { CTraderMarket } from "./modules/market.js";
+import type { LightSymbol } from "./types.js";
+export declare class SymbolCache {
+    private readonly market;
+    private nameToId;
+    private idToSymbol;
+    constructor(market: CTraderMarket);
+    resolveId(symbolOrId: string | number): Promise<number>;
+    getSymbol(symbolOrId: string | number): Promise<LightSymbol>;
+    refresh(): Promise<void>;
+    private getNameToId;
+    private getIdToSymbol;
+}
+//# sourceMappingURL=symbol-cache.d.ts.map

package/dist/src/symbol-cache.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"symbol-cache.d.ts","sourceRoot":"","sources":["../../src/symbol-cache.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,qBAAqB,CAAC;AACzD,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,YAAY,CAAC;AAE9C,qBAAa,WAAW;IACvB,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAgB;IACvC,OAAO,CAAC,QAAQ,CAAoC;IACpD,OAAO,CAAC,UAAU,CAAyC;gBAE/C,MAAM,EAAE,aAAa;IAI3B,SAAS,CAAC,UAAU,EAAE,MAAM,GAAG,MAAM,GAAG,OAAO,CAAC,MAAM,CAAC;IAQvD,SAAS,CAAC,UAAU,EAAE,MAAM,GAAG,MAAM,GAAG,OAAO,CAAC,WAAW,CAAC;IAQ5D,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;YAMhB,WAAW;YAKX,aAAa;CAI3B"}

package/dist/src/symbol-cache.js

@@ -0,0 +1,41 @@
+export class SymbolCache {
+    market;
+    nameToId = null;
+    idToSymbol = null;
+    constructor(market) {
+        this.market = market;
+    }
+    async resolveId(symbolOrId) {
+        if (typeof symbolOrId === "number")
+            return symbolOrId;
+        const map = await this.getNameToId();
+        const id = map.get(symbolOrId.toUpperCase());
+        if (id === undefined)
+            throw new Error(`Symbol not found: "${symbolOrId}". Call client.refreshSymbols() to update the cache.`);
+        return id;
+    }
+    async getSymbol(symbolOrId) {
+        const id = await this.resolveId(symbolOrId);
+        const map = await this.getIdToSymbol();
+        const sym = map.get(id);
+        if (sym === undefined)
+            throw new Error(`Symbol id ${id} not found in cache.`);
+        return sym;
+    }
+    async refresh() {
+        const { symbols } = await this.market.getSymbols();
+        this.nameToId = new Map(symbols.map((s) => [s.symbolName?.toUpperCase() ?? "", s.symbolId]));
+        this.idToSymbol = new Map(symbols.map((s) => [s.symbolId, s]));
+    }
+    async getNameToId() {
+        if (this.nameToId === null)
+            await this.refresh();
+        return this.nameToId;
+    }
+    async getIdToSymbol() {
+        if (this.idToSymbol === null)
+            await this.refresh();
+        return this.idToSymbol;
+    }
+}
+//# sourceMappingURL=symbol-cache.js.map

package/dist/src/symbol-cache.js.map

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