hft-js 0.0.0 → 0.1.1

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;

package/lib/market.js

@@ -0,0 +1,285 @@
+"use strict";
+/*
+ * market.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 __extends = (this && this.__extends) || (function () {
+    var extendStatics = function (d, b) {
+        extendStatics = Object.setPrototypeOf ||
+            ({ __proto__: [] } instanceof Array && function (d, b) { d.__proto__ = b; }) ||
+            function (d, b) { for (var p in b) if (Object.prototype.hasOwnProperty.call(b, p)) d[p] = b[p]; };
+        return extendStatics(d, b);
+    };
+    return function (d, b) {
+        if (typeof b !== "function" && b !== null)
+            throw new TypeError("Class extends value " + String(b) + " is not a constructor or null");
+        extendStatics(d, b);
+        function __() { this.constructor = d; }
+        d.prototype = b === null ? Object.create(b) : (__.prototype = b.prototype, new __());
+    };
+})();
+var __spreadArray = (this && this.__spreadArray) || function (to, from, pack) {
+    if (pack || arguments.length === 2) for (var i = 0, l = from.length, ar; i < l; i++) {
+        if (ar || !(i in from)) {
+            if (!ar) ar = Array.prototype.slice.call(from, 0, i);
+            ar[i] = from[i];
+        }
+    }
+    return to.concat(ar || Array.prototype.slice.call(from));
+};
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createMarket = exports.Market = void 0;
+var napi_ctp_1 = __importDefault(require("napi-ctp"));
+var provider_js_1 = require("./provider.js");
+var isValidPrice = function (x) { return x !== Number.MAX_VALUE && x !== 0; };
+var isValidVolume = function (x) { return x !== Number.MAX_VALUE && x !== 0; };
+var Market = /** @class */ (function (_super) {
+    __extends(Market, _super);
+    function Market(flowMdPath, frontMdAddrs, userInfo) {
+        var _this = _super.call(this, flowMdPath, frontMdAddrs, userInfo) || this;
+        _this.recordings = new Set();
+        _this.symbols = new Map();
+        _this.subscribers = new Map();
+        return _this;
+    }
+    Market.prototype.hasRecorder = function () {
+        return !!this.recorder;
+    };
+    Market.prototype.setRecorder = function (receiver, symbols) {
+        this.recorder = receiver;
+        this.recorderSymbols = symbols;
+    };
+    Market.prototype.open = function (lifecycle) {
+        var _this = this;
+        if (this.marketApi) {
+            return true;
+        }
+        this.marketApi = napi_ctp_1.default.createMarketData(this.flowPath, this.frontAddrs);
+        this.marketApi.on(napi_ctp_1.default.MarketDataEvent.FrontConnected, function () {
+            _this._withRetry(function () { return _this.marketApi.reqUserLogin(_this.userInfo); });
+        });
+        var fired = false;
+        this.marketApi.on(napi_ctp_1.default.MarketDataEvent.RspUserLogin, function (_, options) {
+            if (_this._isErrorResp(lifecycle, options, "login-error")) {
+                return;
+            }
+            var instrumentIds = new Set(__spreadArray(__spreadArray([], Array.from(_this.recordings), true), Object.keys(_this.subscribers), true));
+            if (instrumentIds.size > 0) {
+                _this._withRetry(function () {
+                    return _this.marketApi.subscribeMarketData(Array.from(instrumentIds));
+                });
+            }
+            if (!fired) {
+                fired = true;
+                lifecycle.onOpen();
+            }
+        });
+        this.marketApi.on(napi_ctp_1.default.MarketDataEvent.RtnDepthMarketData, function (depthMarketData) {
+            var instrumentId = depthMarketData.InstrumentID;
+            if (_this.recorder && _this.recordings.has(instrumentId)) {
+                _this.recorder.onMarketData(depthMarketData);
+            }
+            var symbol = _this.symbols.get(instrumentId);
+            if (!symbol) {
+                return;
+            }
+            var receivers = _this.subscribers.get(instrumentId);
+            if (!receivers || receivers.length === 0) {
+                return;
+            }
+            var orderBook = {
+                asks: { price: [], volume: [] },
+                bids: { price: [], volume: [] },
+            };
+            if (isValidPrice(depthMarketData.AskPrice1) &&
+                isValidVolume(depthMarketData.AskVolume1)) {
+                orderBook.asks.price.push(depthMarketData.AskPrice1);
+                orderBook.asks.volume.push(depthMarketData.AskVolume1);
+                if (isValidPrice(depthMarketData.AskPrice2) &&
+                    isValidVolume(depthMarketData.AskVolume2)) {
+                    orderBook.asks.price.push(depthMarketData.AskPrice2);
+                    orderBook.asks.volume.push(depthMarketData.AskVolume2);
+                    if (isValidPrice(depthMarketData.AskPrice3) &&
+                        isValidVolume(depthMarketData.AskVolume3)) {
+                        orderBook.asks.price.push(depthMarketData.AskPrice3);
+                        orderBook.asks.volume.push(depthMarketData.AskVolume3);
+                        if (isValidPrice(depthMarketData.AskPrice4) &&
+                            isValidVolume(depthMarketData.AskVolume4)) {
+                            orderBook.asks.price.push(depthMarketData.AskPrice4);
+                            orderBook.asks.volume.push(depthMarketData.AskVolume4);
+                            if (isValidPrice(depthMarketData.AskPrice5) &&
+                                isValidVolume(depthMarketData.AskVolume5)) {
+                                orderBook.asks.price.push(depthMarketData.AskPrice5);
+                                orderBook.asks.volume.push(depthMarketData.AskVolume5);
+                            }
+                        }
+                    }
+                }
+            }
+            if (isValidPrice(depthMarketData.BidPrice1) &&
+                isValidVolume(depthMarketData.BidVolume1)) {
+                orderBook.bids.price.push(depthMarketData.BidPrice1);
+                orderBook.bids.volume.push(depthMarketData.BidVolume1);
+                if (isValidPrice(depthMarketData.BidPrice2) &&
+                    isValidVolume(depthMarketData.BidVolume2)) {
+                    orderBook.bids.price.push(depthMarketData.BidPrice2);
+                    orderBook.bids.volume.push(depthMarketData.BidVolume2);
+                    if (isValidPrice(depthMarketData.BidPrice3) &&
+                        isValidVolume(depthMarketData.BidVolume3)) {
+                        orderBook.bids.price.push(depthMarketData.BidPrice3);
+                        orderBook.bids.volume.push(depthMarketData.BidVolume3);
+                        if (isValidPrice(depthMarketData.BidPrice4) &&
+                            isValidVolume(depthMarketData.BidVolume4)) {
+                            orderBook.bids.price.push(depthMarketData.BidPrice4);
+                            orderBook.bids.volume.push(depthMarketData.BidVolume4);
+                            if (isValidPrice(depthMarketData.BidPrice5) &&
+                                isValidVolume(depthMarketData.BidVolume5)) {
+                                orderBook.bids.price.push(depthMarketData.BidPrice5);
+                                orderBook.bids.volume.push(depthMarketData.BidVolume5);
+                            }
+                        }
+                    }
+                }
+            }
+            var time = _this._parseTime(depthMarketData.UpdateTime);
+            var tick = Object.freeze({
+                symbol: symbol,
+                date: parseInt(depthMarketData.ActionDay),
+                time: time + depthMarketData.UpdateMillisec / 1000,
+                tradingDay: parseInt(depthMarketData.TradingDay),
+                preOpenInterest: depthMarketData.PreOpenInterest,
+                preClose: depthMarketData.PreClosePrice,
+                openInterest: depthMarketData.OpenInterest,
+                openPrice: depthMarketData.OpenPrice,
+                highPrice: depthMarketData.HighestPrice,
+                lowPrice: depthMarketData.LowestPrice,
+                lastPrice: depthMarketData.LastPrice,
+                volume: depthMarketData.Volume,
+                amount: depthMarketData.Turnover,
+                limits: Object.freeze({
+                    upper: depthMarketData.UpperLimitPrice,
+                    lower: depthMarketData.LowerLimitPrice,
+                }),
+                bandings: Object.freeze({
+                    upper: depthMarketData.BandingUpperPrice,
+                    lower: depthMarketData.BandingLowerPrice,
+                }),
+                orderBook: Object.freeze(orderBook),
+            });
+            receivers.forEach(function (receiver) { return receiver.onTick(tick); });
+        });
+        return true;
+    };
+    Market.prototype.close = function (lifecycle) {
+        if (!this.marketApi) {
+            return;
+        }
+        this.marketApi.close();
+        this.marketApi = undefined;
+        lifecycle.onClose();
+    };
+    Market.prototype.startRecorder = function (instrument) {
+        var _this = this;
+        if (!this.recorderSymbols) {
+            return;
+        }
+        var symbols = this.recorderSymbols(instrument);
+        var instrumentIds = new Set();
+        symbols.forEach(function (symbol) {
+            var instrumentId = _this._parseSymbol(symbol)[0];
+            if (_this.recordings.has(instrumentId)) {
+                return;
+            }
+            _this.recordings.add(instrumentId);
+            if (!_this.subscribers.has(instrumentId)) {
+                _this.symbols.set(instrumentId, symbol);
+                instrumentIds.add(instrumentId);
+            }
+        });
+        if (instrumentIds.size > 0) {
+            this._withRetry(function () { var _a; return (_a = _this.marketApi) === null || _a === void 0 ? void 0 : _a.subscribeMarketData(Array.from(instrumentIds)); });
+        }
+    };
+    Market.prototype.stopRecorder = function () {
+        var _this = this;
+        if (this.recordings.size === 0) {
+            return;
+        }
+        var instrumentIds = new Set();
+        this.recordings.forEach(function (instrumentId) {
+            if (!_this.subscribers.has(instrumentId)) {
+                _this.symbols.delete(instrumentId);
+                instrumentIds.add(instrumentId);
+            }
+        });
+        this.recordings.clear();
+        if (instrumentIds.size > 0) {
+            this._withRetry(function () { var _a; return (_a = _this.marketApi) === null || _a === void 0 ? void 0 : _a.unsubscribeMarketData(Array.from(instrumentIds)); });
+        }
+    };
+    Market.prototype.subscribe = function (symbols, receiver) {
+        var _this = this;
+        var instrumentIds = new Set();
+        symbols.forEach(function (symbol) {
+            var instrumentId = _this._parseSymbol(symbol)[0];
+            var receivers = _this.subscribers.get(instrumentId);
+            if (receivers) {
+                if (!receivers.includes(receiver)) {
+                    receivers.push(receiver);
+                }
+            }
+            else {
+                _this.subscribers.set(instrumentId, [receiver]);
+                if (!_this.recordings.has(instrumentId)) {
+                    _this.symbols.set(instrumentId, symbol);
+                    instrumentIds.add(instrumentId);
+                }
+            }
+        });
+        if (instrumentIds.size > 0) {
+            this._withRetry(function () { var _a; return (_a = _this.marketApi) === null || _a === void 0 ? void 0 : _a.subscribeMarketData(Array.from(instrumentIds)); });
+        }
+    };
+    Market.prototype.unsubscribe = function (symbols, receiver) {
+        var _this = this;
+        var instrumentIds = new Set();
+        symbols.forEach(function (symbol) {
+            var instrumentId = _this._parseSymbol(symbol)[0];
+            var receivers = _this.subscribers.get(instrumentId);
+            if (!receivers) {
+                return;
+            }
+            if (receivers.length > 0) {
+                var index = receivers.indexOf(receiver);
+                if (index < 0) {
+                    return;
+                }
+                receivers.splice(index, 1);
+            }
+            if (receivers.length === 0) {
+                _this.subscribers.delete(instrumentId);
+                if (!_this.recordings.has(instrumentId)) {
+                    _this.symbols.delete(instrumentId);
+                    instrumentIds.add(instrumentId);
+                }
+            }
+        });
+        if (instrumentIds.size > 0) {
+            this._withRetry(function () { var _a; return (_a = _this.marketApi) === null || _a === void 0 ? void 0 : _a.unsubscribeMarketData(Array.from(instrumentIds)); });
+        }
+    };
+    return Market;
+}(provider_js_1.CTPProvider));
+exports.Market = Market;
+var createMarket = function (flowMdPath, frontMdAddrs, userInfo) { return new Market(flowMdPath, frontMdAddrs, userInfo); };
+exports.createMarket = createMarket;
+//# sourceMappingURL=market.js.map

package/lib/market.js.map

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package/lib/provider.d.ts

@@ -0,0 +1,22 @@
+import ctp from "napi-ctp";
+import { ErrorType, ILifecycleListener } from "./interfaces.js";
+export type CTPUserInfo = {
+    BrokerID: string;
+    UserID: string;
+    Password: string;
+    InvestorID: string;
+    UserProductInfo: string;
+    AuthCode: string;
+    AppID: string;
+};
+export declare class CTPProvider {
+    protected readonly flowPath: string;
+    protected readonly frontAddrs: string | string[];
+    protected readonly userInfo: CTPUserInfo;
+    constructor(flowPath: string, frontAddrs: string | string[], userInfo: CTPUserInfo);
+    private _sleep;
+    protected _withRetry(request: () => number | undefined, ms?: number): Promise<number | undefined>;
+    protected _parseSymbol(symbol: string): [string, string];
+    protected _isErrorResp(lifecycle: ILifecycleListener, options: ctp.CallbackOptions, error: ErrorType): boolean;
+    protected _parseTime(time: string): number;
+}

package/lib/provider.js

@@ -0,0 +1,107 @@
+"use strict";
+/*
+ * provider.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 __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+var __generator = (this && this.__generator) || function (thisArg, body) {
+    var _ = { label: 0, sent: function() { if (t[0] & 1) throw t[1]; return t[1]; }, trys: [], ops: [] }, f, y, t, g = Object.create((typeof Iterator === "function" ? Iterator : Object).prototype);
+    return g.next = verb(0), g["throw"] = verb(1), g["return"] = verb(2), typeof Symbol === "function" && (g[Symbol.iterator] = function() { return this; }), g;
+    function verb(n) { return function (v) { return step([n, v]); }; }
+    function step(op) {
+        if (f) throw new TypeError("Generator is already executing.");
+        while (g && (g = 0, op[0] && (_ = 0)), _) try {
+            if (f = 1, y && (t = op[0] & 2 ? y["return"] : op[0] ? y["throw"] || ((t = y["return"]) && t.call(y), 0) : y.next) && !(t = t.call(y, op[1])).done) return t;
+            if (y = 0, t) op = [op[0] & 2, t.value];
+            switch (op[0]) {
+                case 0: case 1: t = op; break;
+                case 4: _.label++; return { value: op[1], done: false };
+                case 5: _.label++; y = op[1]; op = [0]; continue;
+                case 7: op = _.ops.pop(); _.trys.pop(); continue;
+                default:
+                    if (!(t = _.trys, t = t.length > 0 && t[t.length - 1]) && (op[0] === 6 || op[0] === 2)) { _ = 0; continue; }
+                    if (op[0] === 3 && (!t || (op[1] > t[0] && op[1] < t[3]))) { _.label = op[1]; break; }
+                    if (op[0] === 6 && _.label < t[1]) { _.label = t[1]; t = op; break; }
+                    if (t && _.label < t[2]) { _.label = t[2]; _.ops.push(op); break; }
+                    if (t[2]) _.ops.pop();
+                    _.trys.pop(); continue;
+            }
+            op = body.call(thisArg, _);
+        } catch (e) { op = [6, e]; y = 0; } finally { f = t = 0; }
+        if (op[0] & 5) throw op[1]; return { value: op[0] ? op[1] : void 0, done: true };
+    }
+};
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.CTPProvider = void 0;
+var napi_ctp_1 = __importDefault(require("napi-ctp"));
+var CTPProvider = /** @class */ (function () {
+    function CTPProvider(flowPath, frontAddrs, userInfo) {
+        this.flowPath = flowPath;
+        this.frontAddrs = frontAddrs;
+        this.userInfo = userInfo;
+    }
+    CTPProvider.prototype._sleep = function (ms) {
+        return new Promise(function (resolve) {
+            setTimeout(resolve, ms);
+        });
+    };
+    CTPProvider.prototype._withRetry = function (request_1) {
+        return __awaiter(this, arguments, void 0, function (request, ms) {
+            var retval;
+            if (ms === void 0) { ms = 100; }
+            return __generator(this, function (_a) {
+                switch (_a.label) {
+                    case 0:
+                        retval = request();
+                        if (retval === 0) {
+                            return [2 /*return*/, napi_ctp_1.default.getLastRequestId()];
+                        }
+                        if (-2 !== retval && -3 !== retval) {
+                            return [2 /*return*/, retval];
+                        }
+                        return [4 /*yield*/, this._sleep(ms)];
+                    case 1:
+                        _a.sent();
+                        _a.label = 2;
+                    case 2: return [3 /*break*/, 0];
+                    case 3: return [2 /*return*/];
+                }
+            });
+        });
+    };
+    CTPProvider.prototype._parseSymbol = function (symbol) {
+        var _a = symbol.split("."), instrumentId = _a[0], exchangeId = _a[1];
+        return [instrumentId, exchangeId];
+    };
+    CTPProvider.prototype._isErrorResp = function (lifecycle, options, error) {
+        if (!options.rspInfo) {
+            return false;
+        }
+        lifecycle.onError(error, "".concat(options.rspInfo.ErrorID, ":").concat(options.rspInfo.ErrorMsg));
+        return true;
+    };
+    CTPProvider.prototype._parseTime = function (time) {
+        var _a = time.split(":").map(function (x) { return parseInt(x); }), hour = _a[0], minute = _a[1], second = _a[2];
+        return hour * 10000 + minute * 100 + second;
+    };
+    return CTPProvider;
+}());
+exports.CTPProvider = CTPProvider;
+//# sourceMappingURL=provider.js.map

package/lib/provider.js.map

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package/lib/tape.d.ts

@@ -0,0 +1,2 @@
+import { TapeData, TickData } from "./typedef.js";
+export declare const calcTapeData: (tick: TickData, preTick?: TickData) => TapeData;

package/lib/tape.js

@@ -0,0 +1,125 @@
+"use strict";
+/*
+ * tape.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.calcTapeData = void 0;
+var calcTapeType = function (volumeDelta, interestDelta) {
+    if (interestDelta > 0) {
+        return volumeDelta === interestDelta ? "dual-open" : "open";
+    }
+    if (interestDelta < 0) {
+        return volumeDelta + interestDelta === 0 ? "dual-close" : "close";
+    }
+    if (volumeDelta > 0) {
+        return "turnover";
+    }
+    return "no-deal";
+};
+var calcTapeDirection = function (tick, preTick) {
+    var _a, _b, _c, _d, _e, _f;
+    var lastPrice = tick.lastPrice;
+    if (preTick) {
+        var preAskPrice1 = (_a = preTick.orderBook.asks.price[0]) !== null && _a !== void 0 ? _a : Number.MAX_VALUE;
+        if (lastPrice >= preAskPrice1) {
+            return "up";
+        }
+        var preBidPrice1 = (_b = preTick.orderBook.bids.price[0]) !== null && _b !== void 0 ? _b : Number.MIN_VALUE;
+        if (lastPrice <= preBidPrice1) {
+            return "down";
+        }
+        var askPrice1 = (_c = tick.orderBook.asks.price[0]) !== null && _c !== void 0 ? _c : Number.MAX_VALUE;
+        if (lastPrice >= askPrice1) {
+            return "up";
+        }
+        var bidPrice1 = (_d = tick.orderBook.bids.price[0]) !== null && _d !== void 0 ? _d : Number.MIN_VALUE;
+        if (lastPrice <= bidPrice1) {
+            return "down";
+        }
+        var prePrice = preTick.lastPrice;
+        if (lastPrice > prePrice) {
+            return "up";
+        }
+        if (lastPrice < prePrice) {
+            return "down";
+        }
+        if (bidPrice1 >= preAskPrice1) {
+            return "up";
+        }
+        if (askPrice1 <= preBidPrice1) {
+            return "down";
+        }
+        return "none";
+    }
+    else {
+        var askPrice1 = (_e = tick.orderBook.asks.price[0]) !== null && _e !== void 0 ? _e : Number.MAX_VALUE;
+        if (lastPrice >= askPrice1) {
+            return "up";
+        }
+        var bidPrice1 = (_f = tick.orderBook.bids.price[0]) !== null && _f !== void 0 ? _f : Number.MIN_VALUE;
+        if (lastPrice <= bidPrice1) {
+            return "down";
+        }
+        if (lastPrice > tick.preClose) {
+            return "up";
+        }
+        if (lastPrice < tick.preClose) {
+            return "down";
+        }
+        return "none";
+    }
+};
+var calcTapeStatus = function (tapeType, tapeDirection) {
+    if (tapeType === "open" && tapeDirection === "up") {
+        return "open-long";
+    }
+    if (tapeType === "open" && tapeDirection === "down") {
+        return "open-short";
+    }
+    if (tapeType === "close" && tapeDirection === "up") {
+        return "close-short";
+    }
+    if (tapeType === "close" && tapeDirection === "down") {
+        return "close-long";
+    }
+    if (tapeType === "turnover" && tapeDirection === "up") {
+        return "turnover-long";
+    }
+    if (tapeType === "turnover" && tapeDirection === "down") {
+        return "turnover-short";
+    }
+    if (tapeType === "dual-open") {
+        return "dual-open";
+    }
+    if (tapeType === "dual-close") {
+        return "dual-close";
+    }
+    return "invalid";
+};
+var calcTapeData = function (tick, preTick) {
+    var _a = preTick
+        ? [tick.volume - preTick.volume, tick.openInterest - preTick.openInterest]
+        : [tick.volume, tick.openInterest - tick.preOpenInterest], volumeDelta = _a[0], interestDelta = _a[1];
+    var tapeType = calcTapeType(volumeDelta, interestDelta);
+    var tapeDirection = calcTapeDirection(tick, preTick);
+    var tapeStatus = calcTapeStatus(tapeType, tapeDirection);
+    return {
+        symbol: tick.symbol,
+        date: tick.date,
+        time: tick.time,
+        volumeDelta: volumeDelta,
+        interestDelta: interestDelta,
+        type: tapeType,
+        direction: tapeDirection,
+        status: tapeStatus,
+    };
+};
+exports.calcTapeData = calcTapeData;
+//# sourceMappingURL=tape.js.map

package/lib/tape.js.map

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