hft-js 0.0.0 → 0.1.1

package/lib/trader.d.ts

@@ -0,0 +1,71 @@
+import { CTPProvider, CTPUserInfo } from "./provider.js";
+import { OffsetType, OrderData, OrderFlag, ProductType, SideType } from "./typedef.js";
+import { ICancelOrderResultReceiver, ICommissionRateReceiver, IInstrumentReceiver, IInstrumentsReceiver, ILifecycleListener, IMarginRateReceiver, IOrderReceiver, IOrdersReceiver, IPlaceOrderResultReceiver, IPositionDetailsReceiver, IPositionReceiver, IPositionsReceiver, ITraderProvider, ITradingAccountsReceiver } from "./interfaces.js";
+export declare class Trader extends CTPProvider implements ITraderProvider {
+    private traderApi?;
+    private tradingDay;
+    private frontId;
+    private sessionId;
+    private orderRef;
+    private accountsQueryTime;
+    private positionDetailsChanged;
+    private readonly receivers;
+    private readonly instruments;
+    private readonly accounts;
+    private readonly positionDetails;
+    private readonly symbols;
+    private readonly positions;
+    private readonly orders;
+    private readonly trades;
+    private readonly marginRates;
+    private readonly commRates;
+    private readonly placeOrders;
+    private readonly cancelOrders;
+    private readonly marginRatesQueue;
+    private readonly commRatesQueue;
+    private readonly accountsQueue;
+    private readonly positionDetailsQueue;
+    constructor(flowTdPath: string, frontTdAddrs: string | string[], userInfo: CTPUserInfo);
+    open(lifecycle: ILifecycleListener): boolean;
+    close(lifecycle: ILifecycleListener): void;
+    addReceiver(receiver: IOrderReceiver): void;
+    removeReceiver(receiver: IOrderReceiver): 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, type?: ProductType): void;
+    queryTradingAccounts(receiver: ITradingAccountsReceiver): void;
+    queryPositionDetails(receiver: IPositionDetailsReceiver): void;
+    queryPositions(receiver: IPositionsReceiver): void;
+    queryOrders(receiver: IOrdersReceiver): void;
+    placeOrder(symbol: string, offset: OffsetType, side: SideType, volume: number, price: number, flag: OrderFlag, receiver: IPlaceOrderResultReceiver): void;
+    cancelOrder(order: OrderData, receiver: ICancelOrderResultReceiver): void;
+    private _calcOrderId;
+    private _calcReceiptId;
+    private _calcOrderStatus;
+    private _calcOrderFlag;
+    private _calcSideType;
+    private _toDirection;
+    private _calcOffsetType;
+    private _toOffsetFlag;
+    private _calcProductType;
+    private _ensurePositionInfo;
+    private _calcPosition;
+    private _recordPending;
+    private _recoverPending;
+    private _freezePosition;
+    private _unfreezePosition;
+    private _toTradeData;
+    private _toOrderData;
+    private _toInstrumentData;
+    private _toCommissionRate;
+    private _toMarginRate;
+    private _toTradingAccount;
+    private _toPositionDetail;
+    private _toPositionData;
+    private _processMarginRatesQueue;
+    private _processCommissionRatesQueue;
+}
+export declare const createTrader: (flowTdPath: string, frontTdAddrs: string | string[], userInfo: CTPUserInfo) => Trader;