hft-js 0.1.7 → 0.1.8

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (14) hide show
  1. package/lib/broker.d.ts +0 -4
  2. package/lib/broker.js +0 -12
  3. package/lib/broker.js.map +1 -1
  4. package/lib/index.test.js +2 -2
  5. package/lib/index.test.js.map +1 -1
  6. package/lib/interfaces.d.ts +0 -4
  7. package/lib/utils.d.ts +6 -1
  8. package/lib/utils.js +21 -1
  9. package/lib/utils.js.map +1 -1
  10. package/package.json +1 -1
  11. package/src/broker.ts +0 -78
  12. package/src/index.test.ts +4 -2
  13. package/src/interfaces.ts +0 -34
  14. package/src/utils.ts +88 -1
package/lib/broker.d.ts CHANGED
@@ -22,10 +22,6 @@ export declare class Broker implements IRuntimeEngine {
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  unsubscribeBar(symbols: string[], receiver: IBarReceiver): void;
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  placeOrder(strategy: IStrategy, symbol: string, offset: OffsetType, side: SideType, volume: number, price: number, flag: OrderFlag, receiver: IPlaceOrderResultReceiver): void;
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  cancelOrder(strategy: IStrategy, order: OrderData, receiver: ICancelOrderResultReceiver): void;
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- buyOpen(strategy: IStrategy, symbol: string, volume: number, price: number, receiver: IPlaceOrderResultReceiver): void;
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- buyClose(strategy: IStrategy, symbol: string, volume: number, price: number, isToday: boolean, receiver: IPlaceOrderResultReceiver): void;
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- sellOpen(strategy: IStrategy, symbol: string, volume: number, price: number, receiver: IPlaceOrderResultReceiver): void;
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- sellClose(strategy: IStrategy, symbol: string, volume: number, price: number, isToday: boolean, receiver: IPlaceOrderResultReceiver): void;
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  getTradingDay(): number;
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  getOrderStatistics(): Readonly<{
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  symbol: string;
package/lib/broker.js CHANGED
@@ -162,18 +162,6 @@ var Broker = /** @class */ (function () {
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  }
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  return this.trader.cancelOrder(order, receiver);
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  };
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- Broker.prototype.buyOpen = function (strategy, symbol, volume, price, receiver) {
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- return this.placeOrder(strategy, symbol, "open", "long", volume, price, "limit", receiver);
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- };
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- Broker.prototype.buyClose = function (strategy, symbol, volume, price, isToday, receiver) {
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- return this.placeOrder(strategy, symbol, isToday ? "close-today" : "close", "long", volume, price, "limit", receiver);
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- };
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- Broker.prototype.sellOpen = function (strategy, symbol, volume, price, receiver) {
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- return this.placeOrder(strategy, symbol, "open", "short", volume, price, "limit", receiver);
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- };
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- Broker.prototype.sellClose = function (strategy, symbol, volume, price, isToday, receiver) {
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- return this.placeOrder(strategy, symbol, isToday ? "close-today" : "close", "short", volume, price, "limit", receiver);
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- };
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  Broker.prototype.getTradingDay = function () {
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  return this.trader.getTradingDay();
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  };
package/lib/broker.js.map CHANGED
@@ -1 +1 @@
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1
+ 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package/lib/index.test.js CHANGED
@@ -123,7 +123,7 @@ var Strategy = /** @class */ (function () {
123
123
  if (_this.lastBar) {
124
124
  console.log(_this.lastBar);
125
125
  }
126
- _this.engine.buyOpen(_this, _this.symbol, 1, _this.lastTick.orderBook.asks.price[0], {
126
+ hft.buyOpen(_this.engine, _this, _this.symbol, 1, _this.lastTick.orderBook.asks.price[0], {
127
127
  onPlaceOrderSent: function (receiptId) {
128
128
  console.log("Open Place Order Receipt Id", receiptId);
129
129
  },
@@ -159,7 +159,7 @@ var Strategy = /** @class */ (function () {
159
159
  if (_this.lastBar) {
160
160
  console.log(_this.lastBar);
161
161
  }
162
- _this.engine.sellClose(_this, _this.symbol, todayLong, _this.lastTick.orderBook.bids.price[0], true, {
162
+ hft.sellClose(_this.engine, _this, _this.symbol, todayLong, _this.lastTick.orderBook.bids.price[0], true, {
163
163
  onPlaceOrderSent: function (receiptId) {
164
164
  console.log("Close Place Order Receipt Id", receiptId);
165
165
  },
package/lib/index.test.js.map CHANGED
@@ -1 +1 @@
1
- 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package/lib/interfaces.d.ts CHANGED
@@ -127,8 +127,4 @@ export interface IRuntimeEngine extends IQueryProvider, ITickSubscriber, ITickUn
127
127
  addCancelOrderRiskManager: (riskMgr: ICancelOrderRiskManager) => void;
128
128
  placeOrder: (strategy: IStrategy, symbol: string, offset: OffsetType, side: SideType, volume: number, price: number, flag: OrderFlag, receiver: IPlaceOrderResultReceiver) => void;
129
129
  cancelOrder: (strategy: IStrategy, order: OrderData, receiver: ICancelOrderResultReceiver) => void;
130
- buyOpen: (strategy: IStrategy, symbol: string, volume: number, price: number, receiver: IPlaceOrderResultReceiver) => void;
131
- buyClose: (strategy: IStrategy, symbol: string, volume: number, price: number, isToday: boolean, receiver: IPlaceOrderResultReceiver) => void;
132
- sellOpen: (strategy: IStrategy, symbol: string, volume: number, price: number, receiver: IPlaceOrderResultReceiver) => void;
133
- sellClose: (strategy: IStrategy, symbol: string, volume: number, price: number, isToday: boolean, receiver: IPlaceOrderResultReceiver) => void;
134
130
  }
package/lib/utils.d.ts CHANGED
@@ -1,6 +1,11 @@
1
- import { BarData } from "./typedef.js";
1
+ import { BarData, OrderFlag } from "./typedef.js";
2
+ import { IPlaceOrderResultReceiver, IRuntimeEngine, IStrategy } from "./interfaces.js";
2
3
  export declare const parseSymbol: (symbol: string) => [string, string];
3
4
  export declare const getBarBuyVolume: (bar: BarData, price: number) => number;
4
5
  export declare const getBarSellVolume: (bar: BarData, price: number) => number;
5
6
  export declare const getBarVolume: (bar: BarData, price: number) => number;
6
7
  export declare const mergeBarData: (bars: BarData[]) => BarData;
8
+ export declare const buyOpen: (engine: IRuntimeEngine, strategy: IStrategy, symbol: string, volume: number, price: number, receiver: IPlaceOrderResultReceiver, flag?: OrderFlag) => void;
9
+ export declare const buyClose: (engine: IRuntimeEngine, strategy: IStrategy, symbol: string, volume: number, price: number, isToday: boolean, receiver: IPlaceOrderResultReceiver, flag?: OrderFlag) => void;
10
+ export declare const sellOpen: (engine: IRuntimeEngine, strategy: IStrategy, symbol: string, volume: number, price: number, receiver: IPlaceOrderResultReceiver, flag?: OrderFlag) => void;
11
+ export declare const sellClose: (engine: IRuntimeEngine, strategy: IStrategy, symbol: string, volume: number, price: number, isToday: boolean, receiver: IPlaceOrderResultReceiver, flag?: OrderFlag) => void;
package/lib/utils.js CHANGED
@@ -21,7 +21,7 @@ var __assign = (this && this.__assign) || function () {
21
21
  return __assign.apply(this, arguments);
22
22
  };
23
23
  Object.defineProperty(exports, "__esModule", { value: true });
24
- exports.mergeBarData = exports.getBarVolume = exports.getBarSellVolume = exports.getBarBuyVolume = exports.parseSymbol = void 0;
24
+ exports.sellClose = exports.sellOpen = exports.buyClose = exports.buyOpen = exports.mergeBarData = exports.getBarVolume = exports.getBarSellVolume = exports.getBarBuyVolume = exports.parseSymbol = void 0;
25
25
  var parseSymbol = function (symbol) {
26
26
  var _a = symbol.split("."), instrumentId = _a[0], exchangeId = _a[1];
27
27
  return [instrumentId, exchangeId];
@@ -103,4 +103,24 @@ var mergeBarData = function (bars) {
103
103
  return Object.freeze(bar);
104
104
  };
105
105
  exports.mergeBarData = mergeBarData;
106
+ var buyOpen = function (engine, strategy, symbol, volume, price, receiver, flag) {
107
+ if (flag === void 0) { flag = "limit"; }
108
+ return engine.placeOrder(strategy, symbol, "open", "long", volume, price, flag, receiver);
109
+ };
110
+ exports.buyOpen = buyOpen;
111
+ var buyClose = function (engine, strategy, symbol, volume, price, isToday, receiver, flag) {
112
+ if (flag === void 0) { flag = "limit"; }
113
+ return engine.placeOrder(strategy, symbol, isToday ? "close-today" : "close", "long", volume, price, flag, receiver);
114
+ };
115
+ exports.buyClose = buyClose;
116
+ var sellOpen = function (engine, strategy, symbol, volume, price, receiver, flag) {
117
+ if (flag === void 0) { flag = "limit"; }
118
+ return engine.placeOrder(strategy, symbol, "open", "short", volume, price, flag, receiver);
119
+ };
120
+ exports.sellOpen = sellOpen;
121
+ var sellClose = function (engine, strategy, symbol, volume, price, isToday, receiver, flag) {
122
+ if (flag === void 0) { flag = "limit"; }
123
+ return engine.placeOrder(strategy, symbol, isToday ? "close-today" : "close", "short", volume, price, flag, receiver);
124
+ };
125
+ exports.sellClose = sellClose;
106
126
  //# sourceMappingURL=utils.js.map
package/lib/utils.js.map CHANGED
@@ -1 +1 @@
1
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1
+ {"version":3,"file":"utils.js","sourceRoot":"","sources":["../src/utils.ts"],"names":[],"mappings":";AAAA;;;;;;;;;GASG;;;;;;;;;;;;;;AAUI,IAAM,WAAW,GAAG,UAAC,MAAc;IAClC,IAAA,KAA6B,MAAM,CAAC,KAAK,CAAC,GAAG,CAAC,EAA7C,YAAY,QAAA,EAAE,UAAU,QAAqB,CAAC;IACrD,OAAO,CAAC,YAAY,EAAE,UAAU,CAAC,CAAC;AACpC,CAAC,CAAC;AAHW,QAAA,WAAW,eAGtB;AAEK,IAAM,eAAe,GAAG,UAAC,GAAY,EAAE,KAAa,YACzD,OAAA,MAAA,GAAG,CAAC,UAAU,CAAC,KAAK,CAAC,mCAAI,CAAC,CAAA,EAAA,CAAC;AADhB,QAAA,eAAe,mBACC;AAEtB,IAAM,gBAAgB,GAAG,UAAC,GAAY,EAAE,KAAa,YAC1D,OAAA,MAAA,GAAG,CAAC,WAAW,CAAC,KAAK,CAAC,mCAAI,CAAC,CAAA,EAAA,CAAC;AADjB,QAAA,gBAAgB,oBACC;AAEvB,IAAM,YAAY,GAAG,UAAC,GAAY,EAAE,KAAa;IACtD,OAAA,IAAA,uBAAe,EAAC,GAAG,EAAE,KAAK,CAAC,GAAG,IAAA,wBAAgB,EAAC,GAAG,EAAE,KAAK,CAAC;AAA1D,CAA0D,CAAC;AADhD,QAAA,YAAY,gBACoC;AAEtD,IAAM,YAAY,GAAG,UAAC,IAAe;;IAC1C,IAAI,IAAI,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QACtB,MAAM,IAAI,KAAK,CAAC,eAAe,CAAC,CAAC;IACnC,CAAC;IAED,IAAI,IAAI,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QACtB,OAAO,IAAI,CAAC,CAAC,CAAC,CAAC;IACjB,CAAC;IAED,IAAM,GAAG,GAAY;QACnB,MAAM,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,MAAM;QACtB,IAAI,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,IAAI;QAClB,IAAI,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,IAAI;QAClB,YAAY,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,YAAY;QAClC,SAAS,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,SAAS;QAC5B,SAAS,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,SAAS;QAC5B,QAAQ,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,QAAQ;QAC1B,UAAU,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,UAAU;QAC9B,MAAM,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,MAAM;QACtB,MAAM,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,MAAM;QACtB,KAAK,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,KAAK;QACpB,GAAG,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,GAAG;QAChB,UAAU,eAAO,IAAI,CAAC,CAAC,CAAC,CAAC,UAAU,CAAE;QACrC,WAAW,eAAO,IAAI,CAAC,CAAC,CAAC,CAAC,WAAW,CAAE;KACxC,CAAC;IAEF,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,MAAM,EAAE,EAAE,CAAC,EAAE,CAAC;QACrC,IAAM,OAAO,GAAG,IAAI,CAAC,CAAC,CAAC,CAAC;QAExB,GAAG,CAAC,YAAY,GAAG,OAAO,CAAC,YAAY,CAAC;QACxC,GAAG,CAAC,UAAU,GAAG,OAAO,CAAC,UAAU,CAAC;QAEpC,GAAG,CAAC,SAAS,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,SAAS,EAAE,OAAO,CAAC,SAAS,CAAC,CAAC;QAC3D,GAAG,CAAC,QAAQ,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,QAAQ,EAAE,OAAO,CAAC,QAAQ,CAAC,CAAC;QAExD,GAAG,CAAC,MAAM,IAAI,OAAO,CAAC,MAAM,CAAC;QAC7B,GAAG,CAAC,MAAM,IAAI,OAAO,CAAC,MAAM,CAAC;QAE7B,KAAK,IAAM,KAAK,IAAI,OAAO,CAAC,UAAU,EAAE,CAAC;YACvC,IAAM,WAAW,GAAG,OAAO,CAAC,UAAU,CAAC,KAAK,CAAC,CAAC;YAE9C,IAAI,KAAK,IAAI,GAAG,CAAC,UAAU,EAAE,CAAC;gBAC5B,GAAG,CAAC,UAAU,CAAC,KAAK,CAAC,IAAI,WAAW,CAAC;YACvC,CAAC;iBAAM,CAAC;gBACN,GAAG,CAAC,UAAU,CAAC,KAAK,CAAC,GAAG,WAAW,CAAC;YACtC,CAAC;YAED,GAAG,CAAC,KAAK,IAAI,WAAW,CAAC;YAEzB,IAAM,OAAO,GAAG,GAAG,CAAC,UAAU,CAAC,KAAK,CAAC,GAAG,CAAC,MAAA,GAAG,CAAC,WAAW,CAAC,KAAK,CAAC,mCAAI,CAAC,CAAC,CAAC;YACtE,IAAM,KAAK,GAAG,IAAA,oBAAY,EAAC,GAAG,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;YAEzC,IAAI,OAAO,GAAG,KAAK,EAAE,CAAC;gBACpB,GAAG,CAAC,GAAG,GAAG,UAAU,CAAC,KAAK,CAAC,CAAC;YAC9B,CAAC;QACH,CAAC;QAED,KAAK,IAAM,KAAK,IAAI,OAAO,CAAC,WAAW,EAAE,CAAC;YACxC,IAAM,WAAW,GAAG,OAAO,CAAC,WAAW,CAAC,KAAK,CAAC,CAAC;YAE/C,IAAI,KAAK,IAAI,GAAG,CAAC,WAAW,EAAE,CAAC;gBAC7B,GAAG,CAAC,WAAW,CAAC,KAAK,CAAC,IAAI,WAAW,CAAC;YACxC,CAAC;iBAAM,CAAC;gBACN,GAAG,CAAC,WAAW,CAAC,KAAK,CAAC,GAAG,WAAW,CAAC;YACvC,CAAC;YAED,GAAG,CAAC,KAAK,IAAI,WAAW,CAAC;YAEzB,IAAM,OAAO,GAAG,GAAG,CAAC,WAAW,CAAC,KAAK,CAAC,GAAG,CAAC,MAAA,GAAG,CAAC,UAAU,CAAC,KAAK,CAAC,mCAAI,CAAC,CAAC,CAAC;YACtE,IAAM,KAAK,GAAG,IAAA,oBAAY,EAAC,GAAG,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;YAEzC,IAAI,OAAO,GAAG,KAAK,EAAE,CAAC;gBACpB,GAAG,CAAC,GAAG,GAAG,UAAU,CAAC,KAAK,CAAC,CAAC;YAC9B,CAAC;QACH,CAAC;IACH,CAAC;IAED,MAAM,CAAC,MAAM,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IAC9B,MAAM,CAAC,MAAM,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC;IAE/B,OAAO,MAAM,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;AAC5B,CAAC,CAAC;AAjFW,QAAA,YAAY,gBAiFvB;AAEK,IAAM,OAAO,GAAG,UACrB,MAAsB,EACtB,QAAmB,EACnB,MAAc,EACd,MAAc,EACd,KAAa,EACb,QAAmC,EACnC,IAAyB;IAAzB,qBAAA,EAAA,cAAyB;IAEzB,OAAA,MAAM,CAAC,UAAU,CACf,QAAQ,EACR,MAAM,EACN,MAAM,EACN,MAAM,EACN,MAAM,EACN,KAAK,EACL,IAAI,EACJ,QAAQ,CACT;AATD,CASC,CAAC;AAlBS,QAAA,OAAO,WAkBhB;AAEG,IAAM,QAAQ,GAAG,UACtB,MAAsB,EACtB,QAAmB,EACnB,MAAc,EACd,MAAc,EACd,KAAa,EACb,OAAgB,EAChB,QAAmC,EACnC,IAAyB;IAAzB,qBAAA,EAAA,cAAyB;IAEzB,OAAA,MAAM,CAAC,UAAU,CACf,QAAQ,EACR,MAAM,EACN,OAAO,CAAC,CAAC,CAAC,aAAa,CAAC,CAAC,CAAC,OAAO,EACjC,MAAM,EACN,MAAM,EACN,KAAK,EACL,IAAI,EACJ,QAAQ,CACT;AATD,CASC,CAAC;AAnBS,QAAA,QAAQ,YAmBjB;AAEG,IAAM,QAAQ,GAAG,UACtB,MAAsB,EACtB,QAAmB,EACnB,MAAc,EACd,MAAc,EACd,KAAa,EACb,QAAmC,EACnC,IAAyB;IAAzB,qBAAA,EAAA,cAAyB;IAEzB,OAAA,MAAM,CAAC,UAAU,CACf,QAAQ,EACR,MAAM,EACN,MAAM,EACN,OAAO,EACP,MAAM,EACN,KAAK,EACL,IAAI,EACJ,QAAQ,CACT;AATD,CASC,CAAC;AAlBS,QAAA,QAAQ,YAkBjB;AAEG,IAAM,SAAS,GAAG,UACvB,MAAsB,EACtB,QAAmB,EACnB,MAAc,EACd,MAAc,EACd,KAAa,EACb,OAAgB,EAChB,QAAmC,EACnC,IAAyB;IAAzB,qBAAA,EAAA,cAAyB;IAEzB,OAAA,MAAM,CAAC,UAAU,CACf,QAAQ,EACR,MAAM,EACN,OAAO,CAAC,CAAC,CAAC,aAAa,CAAC,CAAC,CAAC,OAAO,EACjC,OAAO,EACP,MAAM,EACN,KAAK,EACL,IAAI,EACJ,QAAQ,CACT;AATD,CASC,CAAC;AAnBS,QAAA,SAAS,aAmBlB"}
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "hft-js",
3
- "version": "0.1.7",
3
+ "version": "0.1.8",
4
4
  "description": "High-Frequency Trading in Node.js",
5
5
  "main": "./lib/index.js",
6
6
  "types": "./lib/index.d.ts",
package/src/broker.ts CHANGED
@@ -252,84 +252,6 @@ export class Broker implements IRuntimeEngine {
252
252
  return this.trader.cancelOrder(order, receiver);
253
253
  }
254
254
 
255
- buyOpen(
256
- strategy: IStrategy,
257
- symbol: string,
258
- volume: number,
259
- price: number,
260
- receiver: IPlaceOrderResultReceiver,
261
- ) {
262
- return this.placeOrder(
263
- strategy,
264
- symbol,
265
- "open",
266
- "long",
267
- volume,
268
- price,
269
- "limit",
270
- receiver,
271
- );
272
- }
273
-
274
- buyClose(
275
- strategy: IStrategy,
276
- symbol: string,
277
- volume: number,
278
- price: number,
279
- isToday: boolean,
280
- receiver: IPlaceOrderResultReceiver,
281
- ) {
282
- return this.placeOrder(
283
- strategy,
284
- symbol,
285
- isToday ? "close-today" : "close",
286
- "long",
287
- volume,
288
- price,
289
- "limit",
290
- receiver,
291
- );
292
- }
293
-
294
- sellOpen(
295
- strategy: IStrategy,
296
- symbol: string,
297
- volume: number,
298
- price: number,
299
- receiver: IPlaceOrderResultReceiver,
300
- ) {
301
- return this.placeOrder(
302
- strategy,
303
- symbol,
304
- "open",
305
- "short",
306
- volume,
307
- price,
308
- "limit",
309
- receiver,
310
- );
311
- }
312
-
313
- sellClose(
314
- strategy: IStrategy,
315
- symbol: string,
316
- volume: number,
317
- price: number,
318
- isToday: boolean,
319
- receiver: IPlaceOrderResultReceiver,
320
- ) {
321
- return this.placeOrder(
322
- strategy,
323
- symbol,
324
- isToday ? "close-today" : "close",
325
- "short",
326
- volume,
327
- price,
328
- "limit",
329
- receiver,
330
- );
331
- }
332
-
333
255
  getTradingDay() {
334
256
  return this.trader.getTradingDay();
335
257
  }
package/src/index.test.ts CHANGED
@@ -117,7 +117,8 @@ class Strategy implements hft.IStrategy, hft.ITickReceiver, hft.IBarReceiver {
117
117
  console.log(this.lastBar);
118
118
  }
119
119
 
120
- this.engine.buyOpen(
120
+ hft.buyOpen(
121
+ this.engine,
121
122
  this,
122
123
  this.symbol,
123
124
  1,
@@ -168,7 +169,8 @@ class Strategy implements hft.IStrategy, hft.ITickReceiver, hft.IBarReceiver {
168
169
  console.log(this.lastBar);
169
170
  }
170
171
 
171
- this.engine.sellClose(
172
+ hft.sellClose(
173
+ this.engine,
172
174
  this,
173
175
  this.symbol,
174
176
  todayLong,
package/src/interfaces.ts CHANGED
@@ -258,38 +258,4 @@ export interface IRuntimeEngine
258
258
  order: OrderData,
259
259
  receiver: ICancelOrderResultReceiver,
260
260
  ) => void;
261
-
262
- buyOpen: (
263
- strategy: IStrategy,
264
- symbol: string,
265
- volume: number,
266
- price: number,
267
- receiver: IPlaceOrderResultReceiver,
268
- ) => void;
269
-
270
- buyClose: (
271
- strategy: IStrategy,
272
- symbol: string,
273
- volume: number,
274
- price: number,
275
- isToday: boolean,
276
- receiver: IPlaceOrderResultReceiver,
277
- ) => void;
278
-
279
- sellOpen: (
280
- strategy: IStrategy,
281
- symbol: string,
282
- volume: number,
283
- price: number,
284
- receiver: IPlaceOrderResultReceiver,
285
- ) => void;
286
-
287
- sellClose: (
288
- strategy: IStrategy,
289
- symbol: string,
290
- volume: number,
291
- price: number,
292
- isToday: boolean,
293
- receiver: IPlaceOrderResultReceiver,
294
- ) => void;
295
261
  }
package/src/utils.ts CHANGED
@@ -9,8 +9,13 @@
9
9
  * https://github.com/shixiongfei/hft.js
10
10
  */
11
11
 
12
- import { BarData } from "./typedef.js";
12
+ import { BarData, OrderFlag } from "./typedef.js";
13
13
  import { BarInfo } from "./bar.js";
14
+ import {
15
+ IPlaceOrderResultReceiver,
16
+ IRuntimeEngine,
17
+ IStrategy,
18
+ } from "./interfaces.js";
14
19
 
15
20
  export const parseSymbol = (symbol: string): [string, string] => {
16
21
  const [instrumentId, exchangeId] = symbol.split(".");
@@ -108,3 +113,85 @@ export const mergeBarData = (bars: BarData[]): BarData => {
108
113
 
109
114
  return Object.freeze(bar);
110
115
  };
116
+
117
+ export const buyOpen = (
118
+ engine: IRuntimeEngine,
119
+ strategy: IStrategy,
120
+ symbol: string,
121
+ volume: number,
122
+ price: number,
123
+ receiver: IPlaceOrderResultReceiver,
124
+ flag: OrderFlag = "limit",
125
+ ) =>
126
+ engine.placeOrder(
127
+ strategy,
128
+ symbol,
129
+ "open",
130
+ "long",
131
+ volume,
132
+ price,
133
+ flag,
134
+ receiver,
135
+ );
136
+
137
+ export const buyClose = (
138
+ engine: IRuntimeEngine,
139
+ strategy: IStrategy,
140
+ symbol: string,
141
+ volume: number,
142
+ price: number,
143
+ isToday: boolean,
144
+ receiver: IPlaceOrderResultReceiver,
145
+ flag: OrderFlag = "limit",
146
+ ) =>
147
+ engine.placeOrder(
148
+ strategy,
149
+ symbol,
150
+ isToday ? "close-today" : "close",
151
+ "long",
152
+ volume,
153
+ price,
154
+ flag,
155
+ receiver,
156
+ );
157
+
158
+ export const sellOpen = (
159
+ engine: IRuntimeEngine,
160
+ strategy: IStrategy,
161
+ symbol: string,
162
+ volume: number,
163
+ price: number,
164
+ receiver: IPlaceOrderResultReceiver,
165
+ flag: OrderFlag = "limit",
166
+ ) =>
167
+ engine.placeOrder(
168
+ strategy,
169
+ symbol,
170
+ "open",
171
+ "short",
172
+ volume,
173
+ price,
174
+ flag,
175
+ receiver,
176
+ );
177
+
178
+ export const sellClose = (
179
+ engine: IRuntimeEngine,
180
+ strategy: IStrategy,
181
+ symbol: string,
182
+ volume: number,
183
+ price: number,
184
+ isToday: boolean,
185
+ receiver: IPlaceOrderResultReceiver,
186
+ flag: OrderFlag = "limit",
187
+ ) =>
188
+ engine.placeOrder(
189
+ strategy,
190
+ symbol,
191
+ isToday ? "close-today" : "close",
192
+ "short",
193
+ volume,
194
+ price,
195
+ flag,
196
+ receiver,
197
+ );