hft-js 0.0.0 → 0.1.0

package/README.md

@@ -1,2 +1,5 @@
 # hft.js
+
+[![NPM Version](https://img.shields.io/npm/v/hft-js)](https://www.npmjs.com/package/hft-js)
+
 High-Frequency Trading in Node.js

package/lib/broker.d.ts

@@ -0,0 +1,33 @@
+import { OffsetType, OrderData, OrderFlag, SideType } from "./typedef.js";
+import { ICancelOrderResultReceiver, ICancelOrderRiskManager, ICommissionRateReceiver, IErrorReceiver, IInstrumentReceiver, IInstrumentsReceiver, IMarginRateReceiver, IMarketProvider, IOrdersReceiver, IPlaceOrderRiskManager, IPositionsReceiver, IRuntimeEngine, IStrategy, ITickReceiver, ITraderProvider, ITradingAccountsReceiver, IPlaceOrderResultReceiver, IPositionReceiver, IPositionDetailsReceiver } from "./interfaces.js";
+export declare class Broker implements IRuntimeEngine {
+    private readonly trader;
+    private readonly market;
+    private readonly traderLifecycle;
+    private readonly marketLifecycle;
+    private readonly strategies;
+    private readonly placeOrderRiskManagers;
+    private readonly cancelOrderRiskManagers;
+    constructor(trader: ITraderProvider, market: IMarketProvider, errorReceiver?: IErrorReceiver);
+    start(): boolean;
+    stop(): void;
+    addStrategy(strategy: IStrategy): void;
+    removeStrategy(strategy: IStrategy): void;
+    addPlaceOrderRiskManager(riskMgr: IPlaceOrderRiskManager): void;
+    addCancelOrderRiskManager(riskMgr: ICancelOrderRiskManager): void;
+    subscribe(symbols: string[], receiver: ITickReceiver): void;
+    unsubscribe(symbols: string[], receiver: ITickReceiver): void;
+    placeOrder(strategy: IStrategy, symbol: string, offset: OffsetType, side: SideType, volume: number, price: number, flag: OrderFlag, receiver: IPlaceOrderResultReceiver): void;
+    cancelOrder(strategy: IStrategy, order: OrderData, receiver: ICancelOrderResultReceiver): void;
+    getTradingDay(): number;
+    queryCommissionRate(symbol: string, receiver: ICommissionRateReceiver): void;
+    queryMarginRate(symbol: string, receiver: IMarginRateReceiver): void;
+    queryInstrument(symbol: string, receiver: IInstrumentReceiver): void;
+    queryPosition(symbol: string, receiver: IPositionReceiver): void;
+    queryInstruments(receiver: IInstrumentsReceiver): void;
+    queryTradingAccounts(receiver: ITradingAccountsReceiver): void;
+    queryPositions(receiver: IPositionsReceiver): void;
+    queryPositionDetails(receiver: IPositionDetailsReceiver): void;
+    queryOrders(receiver: IOrdersReceiver): void;
+}
+export declare const createBroker: (trader: ITraderProvider, market: IMarketProvider, errorReceiver?: IErrorReceiver) => Broker;

package/lib/broker.js

@@ -0,0 +1,168 @@
+"use strict";
+/*
+ * broker.ts
+ *
+ * Copyright (c) 2025 Xiongfei Shi
+ *
+ * Author: Xiongfei Shi <xiongfei.shi(a)icloud.com>
+ * License: Apache-2.0
+ *
+ * https://github.com/shixiongfei/hft.js
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createBroker = exports.Broker = void 0;
+var Broker = /** @class */ (function () {
+    function Broker(trader, market, errorReceiver) {
+        var _this = this;
+        this.strategies = [];
+        this.placeOrderRiskManagers = [];
+        this.cancelOrderRiskManagers = [];
+        this.trader = trader;
+        this.market = market;
+        this.marketLifecycle = {
+            onOpen: function () {
+                if (_this.market.hasRecorder()) {
+                    _this.trader.queryInstruments({
+                        onInstruments: function (instruments) {
+                            if (instruments) {
+                                _this.market.startRecorder(instruments);
+                            }
+                        },
+                    });
+                }
+                _this.strategies.forEach(function (strategy) { return strategy.onInit(_this); });
+            },
+            onClose: function () {
+                _this.strategies.forEach(function (strategy) { return strategy.onDestroy(_this); });
+                _this.market.stopRecorder();
+            },
+            onError: function (error, message) {
+                if (errorReceiver) {
+                    errorReceiver.onError(error, message);
+                }
+            },
+        };
+        this.traderLifecycle = {
+            onOpen: function () {
+                _this.market.open(_this.marketLifecycle);
+            },
+            onClose: function () {
+                _this.market.close(_this.marketLifecycle);
+            },
+            onError: function (error, message) {
+                if (errorReceiver) {
+                    errorReceiver.onError(error, message);
+                }
+            },
+        };
+    }
+    Broker.prototype.start = function () {
+        return this.trader.open(this.traderLifecycle);
+    };
+    Broker.prototype.stop = function () {
+        return this.trader.close(this.traderLifecycle);
+    };
+    Broker.prototype.addStrategy = function (strategy) {
+        if (!this.strategies.includes(strategy)) {
+            this.strategies.push(strategy);
+            this.trader.addReceiver(strategy);
+        }
+    };
+    Broker.prototype.removeStrategy = function (strategy) {
+        var index = this.strategies.indexOf(strategy);
+        if (index < 0) {
+            return;
+        }
+        this.strategies.splice(index, 1);
+        this.trader.removeReceiver(strategy);
+    };
+    Broker.prototype.addPlaceOrderRiskManager = function (riskMgr) {
+        if (!this.placeOrderRiskManagers.includes(riskMgr)) {
+            this.placeOrderRiskManagers.push(riskMgr);
+        }
+    };
+    Broker.prototype.addCancelOrderRiskManager = function (riskMgr) {
+        if (!this.cancelOrderRiskManagers.includes(riskMgr)) {
+            this.cancelOrderRiskManagers.push(riskMgr);
+        }
+    };
+    Broker.prototype.subscribe = function (symbols, receiver) {
+        return this.market.subscribe(symbols, receiver);
+    };
+    Broker.prototype.unsubscribe = function (symbols, receiver) {
+        return this.market.unsubscribe(symbols, receiver);
+    };
+    Broker.prototype.placeOrder = function (strategy, symbol, offset, side, volume, price, flag, receiver) {
+        for (var _i = 0, _a = this.placeOrderRiskManagers; _i < _a.length; _i++) {
+            var placeOrderRiskManager = _a[_i];
+            var result = placeOrderRiskManager.onPlaceOrder(symbol, offset, side, volume, price, flag);
+            if (typeof result === "boolean") {
+                if (!result) {
+                    strategy.onRisk("place-order-risk");
+                    receiver.onPlaceOrderError("Risk Rejected");
+                    return;
+                }
+            }
+            else {
+                strategy.onRisk("place-order-risk", result);
+                receiver.onPlaceOrderError("Risk Rejected");
+                return;
+            }
+        }
+        return this.trader.placeOrder(symbol, offset, side, volume, price, flag, receiver);
+    };
+    Broker.prototype.cancelOrder = function (strategy, order, receiver) {
+        for (var _i = 0, _a = this.cancelOrderRiskManagers; _i < _a.length; _i++) {
+            var cancelOrderRiskManager = _a[_i];
+            var result = cancelOrderRiskManager.onCancelOrder(order);
+            if (typeof result === "boolean") {
+                if (!result) {
+                    strategy.onRisk("cancel-order-risk");
+                    receiver.onCancelOrderError("Risk Rejected");
+                    return;
+                }
+            }
+            else {
+                strategy.onRisk("cancel-order-risk", result);
+                receiver.onCancelOrderError("Risk Rejected");
+                return;
+            }
+        }
+        return this.trader.cancelOrder(order, receiver);
+    };
+    Broker.prototype.getTradingDay = function () {
+        return this.trader.getTradingDay();
+    };
+    Broker.prototype.queryCommissionRate = function (symbol, receiver) {
+        return this.trader.queryCommissionRate(symbol, receiver);
+    };
+    Broker.prototype.queryMarginRate = function (symbol, receiver) {
+        return this.trader.queryMarginRate(symbol, receiver);
+    };
+    Broker.prototype.queryInstrument = function (symbol, receiver) {
+        return this.trader.queryInstrument(symbol, receiver);
+    };
+    Broker.prototype.queryPosition = function (symbol, receiver) {
+        return this.trader.queryPosition(symbol, receiver);
+    };
+    Broker.prototype.queryInstruments = function (receiver) {
+        return this.trader.queryInstruments(receiver);
+    };
+    Broker.prototype.queryTradingAccounts = function (receiver) {
+        return this.trader.queryTradingAccounts(receiver);
+    };
+    Broker.prototype.queryPositions = function (receiver) {
+        return this.trader.queryPositions(receiver);
+    };
+    Broker.prototype.queryPositionDetails = function (receiver) {
+        return this.trader.queryPositionDetails(receiver);
+    };
+    Broker.prototype.queryOrders = function (receiver) {
+        return this.trader.queryOrders(receiver);
+    };
+    return Broker;
+}());
+exports.Broker = Broker;
+var createBroker = function (trader, market, errorReceiver) { return new Broker(trader, market, errorReceiver); };
+exports.createBroker = createBroker;
+//# sourceMappingURL=broker.js.map

package/lib/broker.js.map

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package/lib/index.d.ts

@@ -0,0 +1,7 @@
+export * from "./typedef.js";
+export * from "./interfaces.js";
+export * from "./broker.js";
+export * from "./tape.js";
+export * from "./trader.js";
+export * from "./market.js";
+export { CTPUserInfo } from "./provider.js";

package/lib/index.js

@@ -1,3 +1,33 @@
 "use strict";
-console.log("High-Frequency Trading in Node.js");
+/*
+ * index.ts
+ *
+ * Copyright (c) 2025 Xiongfei Shi
+ *
+ * Author: Xiongfei Shi <xiongfei.shi(a)icloud.com>
+ * License: Apache-2.0
+ *
+ * https://github.com/shixiongfei/hft.js
+ */
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+__exportStar(require("./typedef.js"), exports);
+__exportStar(require("./interfaces.js"), exports);
+__exportStar(require("./broker.js"), exports);
+__exportStar(require("./tape.js"), exports);
+__exportStar(require("./trader.js"), exports);
+__exportStar(require("./market.js"), exports);
 //# sourceMappingURL=index.js.map

package/lib/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";AAAA,OAAO,CAAC,GAAG,CAAC,mCAAmC,CAAC,CAAC"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";AAAA;;;;;;;;;GASG;;;;;;;;;;;;;;;;AAEH,+CAA6B;AAC7B,kDAAgC;AAChC,8CAA4B;AAC5B,4CAA0B;AAC1B,8CAA4B;AAC5B,8CAA4B"}

package/lib/index.test.d.ts

@@ -0,0 +1,8 @@
+import * as hft from ".";
+export type Configure = {
+    FlowTdPath: string;
+    FlowMdPath: string;
+    FrontTdAddrs: string[];
+    FrontMdAddrs: string[];
+    UserInfo: hft.CTPUserInfo;
+};

package/lib/index.test.js

@@ -0,0 +1,207 @@
+"use strict";
+/*
+ * index.test.ts
+ *
+ * Copyright (c) 2025 Xiongfei Shi
+ *
+ * Author: Xiongfei Shi <xiongfei.shi(a)icloud.com>
+ * License: Apache-2.0
+ *
+ * https://github.com/shixiongfei/hft.js
+ */
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
+    Object.defineProperty(o, "default", { enumerable: true, value: v });
+}) : function(o, v) {
+    o["default"] = v;
+});
+var __importStar = (this && this.__importStar) || (function () {
+    var ownKeys = function(o) {
+        ownKeys = Object.getOwnPropertyNames || function (o) {
+            var ar = [];
+            for (var k in o) if (Object.prototype.hasOwnProperty.call(o, k)) ar[ar.length] = k;
+            return ar;
+        };
+        return ownKeys(o);
+    };
+    return function (mod) {
+        if (mod && mod.__esModule) return mod;
+        var result = {};
+        if (mod != null) for (var k = ownKeys(mod), i = 0; i < k.length; i++) if (k[i] !== "default") __createBinding(result, mod, k[i]);
+        __setModuleDefault(result, mod);
+        return result;
+    };
+})();
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+var node_fs_1 = __importDefault(require("node:fs"));
+var node_process_1 = require("node:process");
+var hft = __importStar(require("."));
+var existsFile = function (filename) {
+    try {
+        node_fs_1.default.accessSync(filename);
+        return true;
+    }
+    catch (_a) {
+        return false;
+    }
+};
+var config = JSON.parse(node_fs_1.default.readFileSync("test.conf.json", "utf8"));
+if (!existsFile(config.FlowTdPath)) {
+    node_fs_1.default.mkdirSync(config.FlowTdPath, { recursive: true });
+}
+if (!existsFile(config.FlowMdPath)) {
+    node_fs_1.default.mkdirSync(config.FlowMdPath, { recursive: true });
+}
+var Strategy = /** @class */ (function () {
+    function Strategy(engine) {
+        this.symbol = "ni2505.SHFE";
+        this.engine = engine;
+    }
+    Strategy.prototype.onInit = function (subscriber) {
+        var _this = this;
+        subscriber.subscribe([this.symbol], this);
+        console.log("Strategy init");
+        console.log("Trading Day", this.engine.getTradingDay());
+        this.engine.queryInstrument(this.symbol, {
+            onInstrument: function (instrument) {
+                if (!instrument) {
+                    console.error("Symbol", _this.symbol, "error");
+                    (0, node_process_1.exit)(1);
+                }
+                console.log("Instrument", instrument);
+            },
+        });
+        this.engine.queryCommissionRate(this.symbol, {
+            onCommissionRate: function (rate) {
+                console.log("Commission Rate", rate);
+            },
+        });
+        this.engine.queryMarginRate(this.symbol, {
+            onMarginRate: function (rate) {
+                console.log("Margin Rate", rate);
+            },
+        });
+        this.engine.queryTradingAccounts({
+            onTradingAccounts: function (accounts) {
+                console.log("Trading Accounts", accounts);
+            },
+        });
+        this.engine.queryOrders({
+            onOrders: function (orders) {
+                console.log("Orders", orders);
+            },
+        });
+        this.engine.queryPositionDetails({
+            onPositionDetails: function (positionDetails) {
+                console.log("Position Details", positionDetails);
+            },
+        });
+        this.engine.queryPositions({
+            onPositions: function (positions) {
+                console.log("Positions", positions);
+            },
+        });
+        setTimeout(function () {
+            if (!_this.lastTick) {
+                console.error("Market data is not found");
+                return;
+            }
+            _this.engine.placeOrder(_this, _this.symbol, "open", "long", 1, _this.lastTick.orderBook.asks.price[0], "limit", {
+                onPlaceOrderSent: function (receiptId) {
+                    console.log("Open Place Order Receipt Id", receiptId);
+                },
+                onPlaceOrderError: function (reason) {
+                    console.error("Open Place Order Error", reason);
+                },
+            });
+        }, 30 * 1000);
+    };
+    Strategy.prototype.onDestroy = function (unsubscriber) {
+        unsubscriber.unsubscribe([this.symbol], this);
+        console.log("Strategy destroy");
+    };
+    Strategy.prototype.onRisk = function (type, reason) {
+        console.log("Trigger Risk Control", type, reason);
+    };
+    Strategy.prototype.onEntrust = function (order) {
+        console.log("Entrust order", order);
+    };
+    Strategy.prototype.onTrade = function (order, trade) {
+        console.log("Order", order, "Traded", trade);
+    };
+    Strategy.prototype.onFinish = function (order) {
+        var _this = this;
+        console.log("Finish Order", order);
+        setTimeout(function () {
+            _this.engine.queryPosition(_this.symbol, {
+                onPosition: function (position) {
+                    if (!position || !_this.lastTick) {
+                        return;
+                    }
+                    var todayLong = position.today.long.position - position.today.long.frozen;
+                    if (todayLong > 0) {
+                        _this.engine.placeOrder(_this, _this.symbol, "close-today", "short", todayLong, _this.lastTick.orderBook.bids.price[0], "limit", {
+                            onPlaceOrderSent: function (receiptId) {
+                                console.log("Close Place Order Receipt Id", receiptId);
+                            },
+                            onPlaceOrderError: function (reason) {
+                                console.error("Close Place Order Error", reason);
+                            },
+                        });
+                    }
+                },
+            });
+        }, 30 * 1000);
+    };
+    Strategy.prototype.onCancel = function (order) {
+        console.log("Cancel Order", order);
+    };
+    Strategy.prototype.onReject = function (order) {
+        console.log("Reject Order", order);
+    };
+    Strategy.prototype.onTick = function (tick) {
+        //const tape = hft.calcTapeData(tick, this.lastTick);
+        //console.log(tick);
+        //console.log(tape);
+        this.lastTick = tick;
+    };
+    return Strategy;
+}());
+var trader = hft.createTrader(config.FlowTdPath, config.FrontTdAddrs, config.UserInfo);
+var market = hft.createMarket(config.FlowMdPath, config.FrontMdAddrs, config.UserInfo);
+var enableRecorder = false;
+if (enableRecorder) {
+    market.setRecorder({
+        onMarketData: function (marketData) {
+            console.log(marketData.InstrumentID, marketData.LastPrice);
+        },
+    }, function (instruments) {
+        return instruments
+            .filter(function (instrument) { return instrument.productType === "future"; })
+            .map(function (instrument) { return instrument.symbol; });
+    });
+}
+var broker = hft.createBroker(trader, market, {
+    onError: function (error, message) {
+        console.error(error, message);
+    },
+});
+broker.addStrategy(new Strategy(broker));
+if (!broker.start()) {
+    console.error("Broker start failed");
+    (0, node_process_1.exit)(1);
+}
+//# sourceMappingURL=index.test.js.map

package/lib/index.test.js.map

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package/lib/interfaces.d.ts

@@ -0,0 +1,116 @@
+import { CommissionRate, InstrumentData, MarginRate, OffsetType, OrderData, OrderFlag, PositionData, PositionDetail, ProductType, SideType, TickData, TradeData, TradingAccount } from "./typedef.js";
+export type RiskType = "place-order-risk" | "cancel-order-risk";
+export interface IPlaceOrderRiskManager {
+    onPlaceOrder: (symbol: string, offset: OffsetType, side: SideType, volume: number, price: number, flag: OrderFlag) => boolean | string;
+}
+export interface ICancelOrderRiskManager {
+    onCancelOrder: (order: OrderData) => boolean | string;
+}
+export interface IRiskManagerReceiver {
+    onRisk: (type: RiskType, reason?: string) => void;
+}
+export type ErrorType = "login-error" | "query-order-error" | "query-trade-error" | "query-instrument-error" | "query-margin-rate-error" | "query-commission-rate-error" | "query-accounts-error" | "query-positions-error" | "query-position-details-error";
+export interface IErrorReceiver {
+    onError: (error: ErrorType, message: string) => void;
+}
+export interface ILifecycleListener extends IErrorReceiver {
+    onOpen: () => void;
+    onClose: () => void;
+}
+export interface IOrderReceiver {
+    onEntrust: (order: OrderData) => void;
+    onTrade: (order: OrderData, trade: TradeData) => void;
+    onFinish: (order: OrderData) => void;
+    onCancel: (order: OrderData) => void;
+    onReject: (order: OrderData) => void;
+}
+export interface IOrdersReceiver {
+    onOrders: (orders: OrderData[]) => void;
+}
+export interface ITickReceiver {
+    onTick: (tick: TickData) => void;
+}
+export interface ITickSubscriber {
+    subscribe: (symbols: string[], receiver: ITickReceiver) => void;
+}
+export interface ITickUnsubscriber {
+    unsubscribe: (symbols: string[], receiver: ITickReceiver) => void;
+}
+export interface IStrategy extends IRiskManagerReceiver, IOrderReceiver {
+    onInit: (subscriber: ITickSubscriber) => void;
+    onDestroy: (unsubscriber: ITickUnsubscriber) => void;
+}
+export interface ICommissionRateReceiver {
+    onCommissionRate: (rate: CommissionRate | undefined) => void;
+}
+export interface IMarginRateReceiver {
+    onMarginRate: (rate: MarginRate | undefined) => void;
+}
+export interface IInstrumentReceiver {
+    onInstrument: (instrument: InstrumentData | undefined) => void;
+}
+export interface IInstrumentsReceiver {
+    onInstruments: (instruments: InstrumentData[] | undefined) => void;
+}
+export interface ITradingAccountsReceiver {
+    onTradingAccounts: (accounts: TradingAccount[] | undefined) => void;
+}
+export interface IPositionReceiver {
+    onPosition: (position: PositionData | undefined) => void;
+}
+export interface IPositionsReceiver {
+    onPositions: (positions: PositionData[] | undefined) => void;
+}
+export interface IPositionDetailsReceiver {
+    onPositionDetails: (positionDetails: PositionDetail[] | undefined) => void;
+}
+export interface IProvider {
+    open: (lifecycle: ILifecycleListener) => boolean;
+    close: (lifecycle: ILifecycleListener) => void;
+}
+export interface IOrderEmitter {
+    addReceiver: (receiver: IOrderReceiver) => void;
+    removeReceiver: (receiver: IOrderReceiver) => void;
+}
+export interface IQueryApi {
+    getTradingDay: () => number;
+    queryCommissionRate: (symbol: string, receiver: ICommissionRateReceiver) => void;
+    queryMarginRate: (symbol: string, receiver: IMarginRateReceiver) => void;
+    queryInstrument: (symbol: string, receiver: IInstrumentReceiver) => void;
+    queryPosition: (symbol: string, receiver: IPositionReceiver) => void;
+    queryInstruments: (receiver: IInstrumentsReceiver, type?: ProductType) => void;
+    queryTradingAccounts: (receiver: ITradingAccountsReceiver) => void;
+    queryPositions: (receiver: IPositionsReceiver) => void;
+    queryPositionDetails: (receiver: IPositionDetailsReceiver) => void;
+    queryOrders: (receiver: IOrdersReceiver) => void;
+}
+export interface IMarketRecorderReceiver {
+    onMarketData: (marketData: any) => void;
+}
+export type IMarketRecorderSymbols = (instrument: InstrumentData[]) => string[];
+export interface IMarketProvider extends IProvider, ITickSubscriber, ITickUnsubscriber {
+    hasRecorder: () => boolean;
+    setRecorder: (receiver: IMarketRecorderReceiver, symbols: IMarketRecorderSymbols) => void;
+    startRecorder: (instrument: InstrumentData[]) => void;
+    stopRecorder: () => void;
+}
+export type IPlaceOrderResultReceiver = {
+    onPlaceOrderSent: (receiptId: string) => void;
+    onPlaceOrderError: (reason: string) => void;
+};
+export type ICancelOrderResultReceiver = {
+    onCancelOrderSent: () => void;
+    onCancelOrderError: (reason: string) => void;
+};
+export interface ITraderProvider extends IProvider, IOrderEmitter, IQueryApi {
+    placeOrder: (symbol: string, offset: OffsetType, side: SideType, volume: number, price: number, flag: OrderFlag, receiver: IPlaceOrderResultReceiver) => void;
+    cancelOrder: (order: OrderData, receiver: ICancelOrderResultReceiver) => void;
+}
+export interface IRuntimeEngine extends IQueryApi, ITickSubscriber, ITickUnsubscriber {
+    addStrategy: (strategy: IStrategy) => void;
+    removeStrategy: (strategy: IStrategy) => void;
+    addPlaceOrderRiskManager: (riskMgr: IPlaceOrderRiskManager) => void;
+    addCancelOrderRiskManager: (riskMgr: ICancelOrderRiskManager) => void;
+    placeOrder: (strategy: IStrategy, symbol: string, offset: OffsetType, side: SideType, volume: number, price: number, flag: OrderFlag, receiver: IPlaceOrderResultReceiver) => void;
+    cancelOrder: (strategy: IStrategy, order: OrderData, receiver: ICancelOrderResultReceiver) => void;
+}

package/lib/interfaces.js

@@ -0,0 +1,13 @@
+"use strict";
+/*
+ * interfaces.ts
+ *
+ * Copyright (c) 2025 Xiongfei Shi
+ *
+ * Author: Xiongfei Shi <xiongfei.shi(a)icloud.com>
+ * License: Apache-2.0
+ *
+ * https://github.com/shixiongfei/hft.js
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=interfaces.js.map

package/lib/interfaces.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"interfaces.js","sourceRoot":"","sources":["../src/interfaces.ts"],"names":[],"mappings":";AAAA;;;;;;;;;GASG"}

package/lib/market.d.ts

@@ -0,0 +1,21 @@
+import { CTPProvider, CTPUserInfo } from "./provider.js";
+import { InstrumentData } from "./typedef.js";
+import { ILifecycleListener, IMarketProvider, IMarketRecorderReceiver, IMarketRecorderSymbols, ITickReceiver } from "./interfaces.js";
+export declare class Market extends CTPProvider implements IMarketProvider {
+    private marketApi?;
+    private recorder?;
+    private recorderSymbols?;
+    private readonly recordings;
+    private readonly symbols;
+    private readonly subscribers;
+    constructor(flowMdPath: string, frontMdAddrs: string | string[], userInfo: CTPUserInfo);
+    hasRecorder(): boolean;
+    setRecorder(receiver: IMarketRecorderReceiver, symbols: IMarketRecorderSymbols): void;
+    open(lifecycle: ILifecycleListener): boolean;
+    close(lifecycle: ILifecycleListener): void;
+    startRecorder(instrument: InstrumentData[]): void;
+    stopRecorder(): void;
+    subscribe(symbols: string[], receiver: ITickReceiver): void;
+    unsubscribe(symbols: string[], receiver: ITickReceiver): void;
+}
+export declare const createMarket: (flowMdPath: string, frontMdAddrs: string | string[], userInfo: CTPUserInfo) => Market;