hft-js 0.1.8 → 0.2.0
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.
- package/lib/index.test.d.ts +3 -0
- package/lib/index.test.js +10 -23
- package/lib/index.test.js.map +1 -1
- package/lib/interfaces.d.ts +1 -1
- package/lib/market.d.ts +24 -3
- package/lib/market.js +29 -26
- package/lib/market.js.map +1 -1
- package/lib/provider.js +12 -6
- package/lib/provider.js.map +1 -1
- package/lib/trader.d.ts +13 -3
- package/lib/trader.js +146 -18
- package/lib/trader.js.map +1 -1
- package/lib/utils.d.ts +2 -0
- package/lib/utils.js +9 -5
- package/lib/utils.js.map +1 -1
- package/package.json +1 -1
- package/src/index.test.ts +16 -29
- package/src/interfaces.ts +2 -1
- package/src/market.ts +16 -8
- package/src/provider.ts +11 -3
- package/src/trader.ts +284 -25
- package/src/utils.ts +7 -4
package/lib/index.test.d.ts
CHANGED
package/lib/index.test.js
CHANGED
|
@@ -49,25 +49,10 @@ Object.defineProperty(exports, "__esModule", { value: true });
|
|
|
49
49
|
var node_fs_1 = __importDefault(require("node:fs"));
|
|
50
50
|
var node_process_1 = require("node:process");
|
|
51
51
|
var hft = __importStar(require("."));
|
|
52
|
-
var existsFile = function (filename) {
|
|
53
|
-
try {
|
|
54
|
-
node_fs_1.default.accessSync(filename);
|
|
55
|
-
return true;
|
|
56
|
-
}
|
|
57
|
-
catch (_a) {
|
|
58
|
-
return false;
|
|
59
|
-
}
|
|
60
|
-
};
|
|
61
52
|
var config = JSON.parse(node_fs_1.default.readFileSync("test.conf.json", "utf8"));
|
|
62
|
-
if (!existsFile(config.FlowTdPath)) {
|
|
63
|
-
node_fs_1.default.mkdirSync(config.FlowTdPath, { recursive: true });
|
|
64
|
-
}
|
|
65
|
-
if (!existsFile(config.FlowMdPath)) {
|
|
66
|
-
node_fs_1.default.mkdirSync(config.FlowMdPath, { recursive: true });
|
|
67
|
-
}
|
|
68
53
|
var Strategy = /** @class */ (function () {
|
|
69
54
|
function Strategy(engine) {
|
|
70
|
-
this.symbol =
|
|
55
|
+
this.symbol = config.Test.Symbol;
|
|
71
56
|
this.engine = engine;
|
|
72
57
|
}
|
|
73
58
|
Strategy.prototype.onInit = function () {
|
|
@@ -159,7 +144,7 @@ var Strategy = /** @class */ (function () {
|
|
|
159
144
|
if (_this.lastBar) {
|
|
160
145
|
console.log(_this.lastBar);
|
|
161
146
|
}
|
|
162
|
-
hft.sellClose(_this.engine, _this, _this.symbol, todayLong,
|
|
147
|
+
hft.sellClose(_this.engine, _this, _this.symbol, todayLong, 0, true, {
|
|
163
148
|
onPlaceOrderSent: function (receiptId) {
|
|
164
149
|
console.log("Close Place Order Receipt Id", receiptId);
|
|
165
150
|
},
|
|
@@ -190,15 +175,17 @@ var Strategy = /** @class */ (function () {
|
|
|
190
175
|
};
|
|
191
176
|
return Strategy;
|
|
192
177
|
}());
|
|
193
|
-
var trader = hft.createTrader(config.FlowTdPath, config.FrontTdAddrs, config.UserInfo);
|
|
194
178
|
var market = hft.createMarket(config.FlowMdPath, config.FrontMdAddrs, {
|
|
195
|
-
|
|
196
|
-
|
|
197
|
-
|
|
198
|
-
|
|
199
|
-
|
|
179
|
+
listener: {
|
|
180
|
+
onSubscribed: function (symbol) {
|
|
181
|
+
console.log("Market subscribed: ".concat(symbol));
|
|
182
|
+
},
|
|
183
|
+
onUnsubscribed: function (symbol) {
|
|
184
|
+
console.log("Market unsubscribed: ".concat(symbol));
|
|
185
|
+
},
|
|
200
186
|
},
|
|
201
187
|
});
|
|
188
|
+
var trader = hft.createTrader(config.FlowTdPath, config.FrontTdAddrs, config.UserInfo, { fastQueryLastTick: function (instrumentId) { return market.getLastTick(instrumentId); } });
|
|
202
189
|
var recorder = market.getRecorder();
|
|
203
190
|
var enableRecorder = false;
|
|
204
191
|
if (enableRecorder && recorder) {
|
package/lib/index.test.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.test.js","sourceRoot":"","sources":["../src/index.test.ts"],"names":[],"mappings":";AAAA;;;;;;;;;GASG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAEH,oDAAyB;AACzB,6CAAoC;AAEpC,qCAAyB;
|
|
1
|
+
{"version":3,"file":"index.test.js","sourceRoot":"","sources":["../src/index.test.ts"],"names":[],"mappings":";AAAA;;;;;;;;;GASG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAEH,oDAAyB;AACzB,6CAAoC;AAEpC,qCAAyB;AAWzB,IAAM,MAAM,GAAG,IAAI,CAAC,KAAK,CACvB,iBAAE,CAAC,YAAY,CAAC,gBAAgB,EAAE,MAAM,CAAC,CAC7B,CAAC;AAEf;IAME,kBAAY,MAA0B;QAF7B,WAAM,GAAG,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC;QAGnC,IAAI,CAAC,MAAM,GAAG,MAAM,CAAC;IACvB,CAAC;IAED,yBAAM,GAAN;QAAA,iBAiFC;QAhFC,IAAI,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE,IAAI,CAAC,CAAC;QAC3C,IAAI,CAAC,MAAM,CAAC,YAAY,CAAC,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE,IAAI,CAAC,CAAC;QAE9C,OAAO,CAAC,GAAG,CAAC,eAAe,CAAC,CAAC;QAC7B,OAAO,CAAC,GAAG,CAAC,aAAa,EAAE,IAAI,CAAC,MAAM,CAAC,aAAa,EAAE,CAAC,CAAC;QAExD,IAAI,CAAC,MAAM,CAAC,eAAe,CAAC,IAAI,CAAC,MAAM,EAAE;YACvC,YAAY,EAAE,UAAC,UAAU;gBACvB,IAAI,CAAC,UAAU,EAAE,CAAC;oBAChB,OAAO,CAAC,KAAK,CAAC,QAAQ,EAAE,KAAI,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC;oBAC9C,IAAA,mBAAI,EAAC,CAAC,CAAC,CAAC;gBACV,CAAC;gBAED,OAAO,CAAC,GAAG,CAAC,YAAY,EAAE,UAAU,CAAC,CAAC;YACxC,CAAC;SACF,CAAC,CAAC;QAEH,IAAI,CAAC,MAAM,CAAC,mBAAmB,CAAC,IAAI,CAAC,MAAM,EAAE;YAC3C,gBAAgB,EAAE,UAAC,IAAI;gBACrB,OAAO,CAAC,GAAG,CAAC,iBAAiB,EAAE,IAAI,CAAC,CAAC;YACvC,CAAC;SACF,CAAC,CAAC;QAEH,IAAI,CAAC,MAAM,CAAC,eAAe,CAAC,IAAI,CAAC,MAAM,EAAE;YACvC,YAAY,EAAE,UAAC,IAAI;gBACjB,OAAO,CAAC,GAAG,CAAC,aAAa,EAAE,IAAI,CAAC,CAAC;YACnC,CAAC;SACF,CAAC,CAAC;QAEH,IAAI,CAAC,MAAM,CAAC,oBAAoB,CAAC;YAC/B,iBAAiB,EAAE,UAAC,QAAQ;gBAC1B,OAAO,CAAC,GAAG,CAAC,kBAAkB,EAAE,QAAQ,CAAC,CAAC;YAC5C,CAAC;SACF,CAAC,CAAC;QAEH,IAAI,CAAC,MAAM,CAAC,WAAW,CAAC;YACtB,QAAQ,EAAE,UAAC,MAAM;gBACf,OAAO,CAAC,GAAG,CAAC,QAAQ,EAAE,MAAM,CAAC,CAAC;YAChC,CAAC;SACF,CAAC,CAAC;QAEH,IAAI,CAAC,MAAM,CAAC,oBAAoB,CAAC;YAC/B,iBAAiB,EAAE,UAAC,eAAe;gBACjC,OAAO,CAAC,GAAG,CAAC,kBAAkB,EAAE,eAAe,CAAC,CAAC;YACnD,CAAC;SACF,CAAC,CAAC;QAEH,IAAI,CAAC,MAAM,CAAC,cAAc,CAAC;YACzB,WAAW,EAAE,UAAC,SAAS;gBACrB,OAAO,CAAC,GAAG,CAAC,WAAW,EAAE,SAAS,CAAC,CAAC;YACtC,CAAC;SACF,CAAC,CAAC;QAEH,UAAU,CAAC;YACT,IAAI,CAAC,KAAI,CAAC,QAAQ,EAAE,CAAC;gBACnB,OAAO,CAAC,KAAK,CAAC,0BAA0B,CAAC,CAAC;gBAC1C,OAAO;YACT,CAAC;YAED,IAAI,KAAI,CAAC,OAAO,EAAE,CAAC;gBACjB,OAAO,CAAC,GAAG,CAAC,KAAI,CAAC,OAAO,CAAC,CAAC;YAC5B,CAAC;YAED,GAAG,CAAC,OAAO,CACT,KAAI,CAAC,MAAM,EACX,KAAI,EACJ,KAAI,CAAC,MAAM,EACX,CAAC,EACD,KAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,EACrC;gBACE,gBAAgB,EAAE,UAAC,SAAS;oBAC1B,OAAO,CAAC,GAAG,CAAC,6BAA6B,EAAE,SAAS,CAAC,CAAC;gBACxD,CAAC;gBAED,iBAAiB,EAAE,UAAC,MAAM;oBACxB,OAAO,CAAC,KAAK,CAAC,wBAAwB,EAAE,MAAM,CAAC,CAAC;gBAClD,CAAC;aACF,CACF,CAAC;QACJ,CAAC,EAAE,EAAE,GAAG,IAAI,CAAC,CAAC;IAChB,CAAC;IAED,4BAAS,GAAT;QACE,IAAI,CAAC,MAAM,CAAC,cAAc,CAAC,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE,IAAI,CAAC,CAAC;QAChD,IAAI,CAAC,MAAM,CAAC,WAAW,CAAC,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE,IAAI,CAAC,CAAC;QAC7C,OAAO,CAAC,GAAG,CAAC,kBAAkB,CAAC,CAAC;IAClC,CAAC;IAED,yBAAM,GAAN,UAAO,IAAkB,EAAE,MAAe;QACxC,OAAO,CAAC,GAAG,CAAC,sBAAsB,EAAE,IAAI,EAAE,MAAM,CAAC,CAAC;IACpD,CAAC;IAED,4BAAS,GAAT,UAAU,KAAoB;QAC5B,OAAO,CAAC,GAAG,CAAC,eAAe,EAAE,KAAK,CAAC,CAAC;IACtC,CAAC;IAED,0BAAO,GAAP,UAAQ,KAAoB,EAAE,KAAoB;QAAlD,iBAyCC;QAxCC,OAAO,CAAC,GAAG,CAAC,OAAO,EAAE,KAAK,EAAE,QAAQ,EAAE,KAAK,CAAC,CAAC;QAE7C,IAAI,KAAK,CAAC,MAAM,KAAK,QAAQ,EAAE,CAAC;YAC9B,UAAU,CAAC;gBACT,KAAI,CAAC,MAAM,CAAC,aAAa,CAAC,KAAI,CAAC,MAAM,EAAE;oBACrC,UAAU,EAAE,UAAC,QAAQ;wBACnB,IAAI,CAAC,QAAQ,IAAI,CAAC,KAAI,CAAC,QAAQ,EAAE,CAAC;4BAChC,OAAO;wBACT,CAAC;wBAED,IAAM,SAAS,GACb,QAAQ,CAAC,KAAK,CAAC,IAAI,CAAC,QAAQ,GAAG,QAAQ,CAAC,KAAK,CAAC,IAAI,CAAC,MAAM,CAAC;wBAE5D,IAAI,SAAS,GAAG,CAAC,EAAE,CAAC;4BAClB,IAAI,KAAI,CAAC,OAAO,EAAE,CAAC;gCACjB,OAAO,CAAC,GAAG,CAAC,KAAI,CAAC,OAAO,CAAC,CAAC;4BAC5B,CAAC;4BAED,GAAG,CAAC,SAAS,CACX,KAAI,CAAC,MAAM,EACX,KAAI,EACJ,KAAI,CAAC,MAAM,EACX,SAAS,EACT,CAAC,EACD,IAAI,EACJ;gCACE,gBAAgB,EAAE,UAAC,SAAS;oCAC1B,OAAO,CAAC,GAAG,CAAC,8BAA8B,EAAE,SAAS,CAAC,CAAC;gCACzD,CAAC;gCAED,iBAAiB,EAAE,UAAC,MAAM;oCACxB,OAAO,CAAC,KAAK,CAAC,yBAAyB,EAAE,MAAM,CAAC,CAAC;gCACnD,CAAC;6BACF,CACF,CAAC;wBACJ,CAAC;oBACH,CAAC;iBACF,CAAC,CAAC;YACL,CAAC,EAAE,EAAE,GAAG,IAAI,CAAC,CAAC;QAChB,CAAC;IACH,CAAC;IAED,2BAAQ,GAAR,UAAS,KAAoB;QAC3B,OAAO,CAAC,GAAG,CAAC,cAAc,EAAE,KAAK,CAAC,CAAC;IACrC,CAAC;IAED,2BAAQ,GAAR,UAAS,KAAoB;QAC3B,OAAO,CAAC,GAAG,CAAC,cAAc,EAAE,KAAK,CAAC,CAAC;IACrC,CAAC;IAED,yBAAM,GAAN,UAAO,IAAkB,EAAE,IAAkB;QAC3C,oBAAoB;QACpB,oBAAoB;QAEpB,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC;IACvB,CAAC;IAED,wBAAK,GAAL,UAAM,GAAgB;QACpB,OAAO,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;QAEjB,IAAI,CAAC,OAAO,GAAG,GAAG,CAAC;IACrB,CAAC;IACH,eAAC;AAAD,CAAC,AA1KD,IA0KC;AAED,IAAM,MAAM,GAAG,GAAG,CAAC,YAAY,CAAC,MAAM,CAAC,UAAU,EAAE,MAAM,CAAC,YAAY,EAAE;IACtE,QAAQ,EAAE;QACR,YAAY,EAAE,UAAC,MAAM;YACnB,OAAO,CAAC,GAAG,CAAC,6BAAsB,MAAM,CAAE,CAAC,CAAC;QAC9C,CAAC;QAED,cAAc,EAAE,UAAC,MAAM;YACrB,OAAO,CAAC,GAAG,CAAC,+BAAwB,MAAM,CAAE,CAAC,CAAC;QAChD,CAAC;KACF;CACF,CAAC,CAAC;AAEH,IAAM,MAAM,GAAG,GAAG,CAAC,YAAY,CAC7B,MAAM,CAAC,UAAU,EACjB,MAAM,CAAC,YAAY,EACnB,MAAM,CAAC,QAAQ,EACf,EAAE,iBAAiB,EAAE,UAAC,YAAY,IAAK,OAAA,MAAM,CAAC,WAAW,CAAC,YAAY,CAAC,EAAhC,CAAgC,EAAE,CAC1E,CAAC;AAEF,IAAM,QAAQ,GAAG,MAAM,CAAC,WAAW,EAAE,CAAC;AACtC,IAAM,cAAc,GAAG,KAAK,CAAC;AAE7B,IAAI,cAAc,IAAI,QAAQ,EAAE,CAAC;IAC/B,QAAQ,CAAC,WAAW,CAClB;QACE,YAAY,EAAE,UAAC,UAAoC;YACjD,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,YAAY,EAAE,UAAU,CAAC,SAAS,CAAC,CAAC;QAC7D,CAAC;KACF,EACD,UAAC,WAAW;QACV,OAAA,WAAW;aACR,MAAM,CAAC,UAAC,UAAU,IAAK,OAAA,UAAU,CAAC,WAAW,KAAK,SAAS,EAApC,CAAoC,CAAC;aAC5D,GAAG,CAAC,UAAC,UAAU,IAAK,OAAA,UAAU,CAAC,MAAM,EAAjB,CAAiB,CAAC;IAFzC,CAEyC,CAC5C,CAAC;AACJ,CAAC;AAED,IAAM,MAAM,GAAG,GAAG,CAAC,YAAY,CAAC,MAAM,EAAE,MAAM,EAAE;IAC9C,OAAO,YAAC,KAAK,EAAE,OAAO;QACpB,OAAO,CAAC,KAAK,CAAC,KAAK,EAAE,OAAO,CAAC,CAAC;IAChC,CAAC;CACF,CAAC,CAAC;AAEH,MAAM,CAAC,WAAW,CAAC,IAAI,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC;AAEzC,IAAI,CAAC,MAAM,CAAC,KAAK,EAAE,EAAE,CAAC;IACpB,OAAO,CAAC,KAAK,CAAC,qBAAqB,CAAC,CAAC;IACrC,IAAA,mBAAI,EAAC,CAAC,CAAC,CAAC;AACV,CAAC"}
|
package/lib/interfaces.d.ts
CHANGED
|
@@ -9,7 +9,7 @@ export interface ICancelOrderRiskManager {
|
|
|
9
9
|
export interface IRiskManagerReceiver {
|
|
10
10
|
onRisk: (type: RiskType, reason?: string) => void;
|
|
11
11
|
}
|
|
12
|
-
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";
|
|
12
|
+
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" | "query-depth-market-data-error";
|
|
13
13
|
export interface IErrorReceiver {
|
|
14
14
|
onError: (error: ErrorType, message: string) => void;
|
|
15
15
|
}
|
package/lib/market.d.ts
CHANGED
|
@@ -1,10 +1,13 @@
|
|
|
1
1
|
import { CTPProvider } from "./provider.js";
|
|
2
|
-
import { InstrumentData } from "./typedef.js";
|
|
2
|
+
import { InstrumentData, OrderBook } from "./typedef.js";
|
|
3
3
|
import { ILifecycleListener, IMarketProvider, IMarketRecorderProvider, IMarketRecorderReceiver, IMarketRecorderSymbols, ITickReceiver } from "./interfaces.js";
|
|
4
4
|
export interface IMarketListener {
|
|
5
5
|
onSubscribed: (symbol: string) => void;
|
|
6
6
|
onUnsubscribed: (symbol: string) => void;
|
|
7
7
|
}
|
|
8
|
+
export type MarketOptions = {
|
|
9
|
+
listener?: IMarketListener;
|
|
10
|
+
};
|
|
8
11
|
export declare class Market extends CTPProvider implements IMarketProvider, IMarketRecorderProvider {
|
|
9
12
|
private marketApi?;
|
|
10
13
|
private recorder?;
|
|
@@ -15,10 +18,28 @@ export declare class Market extends CTPProvider implements IMarketProvider, IMar
|
|
|
15
18
|
private readonly symbols;
|
|
16
19
|
private readonly lastTicks;
|
|
17
20
|
private readonly subscribers;
|
|
18
|
-
constructor(flowMdPath: string, frontMdAddrs: string | string[],
|
|
21
|
+
constructor(flowMdPath: string, frontMdAddrs: string | string[], options?: MarketOptions);
|
|
19
22
|
getRecorder(): this;
|
|
20
23
|
isRecorderReady(): boolean;
|
|
21
24
|
setRecorder(receiver: IMarketRecorderReceiver, symbols: IMarketRecorderSymbols): void;
|
|
25
|
+
getLastTick(instrumentId: string): Readonly<{
|
|
26
|
+
symbol: string;
|
|
27
|
+
date: number;
|
|
28
|
+
time: number;
|
|
29
|
+
tradingDay: number;
|
|
30
|
+
preOpenInterest: number;
|
|
31
|
+
preClose: number;
|
|
32
|
+
openInterest: number;
|
|
33
|
+
openPrice: number;
|
|
34
|
+
highPrice: number;
|
|
35
|
+
lowPrice: number;
|
|
36
|
+
lastPrice: number;
|
|
37
|
+
volume: number;
|
|
38
|
+
amount: number;
|
|
39
|
+
limits: import("./typedef.js").PriceRange;
|
|
40
|
+
bandings: import("./typedef.js").PriceRange;
|
|
41
|
+
orderBook: OrderBook;
|
|
42
|
+
}> | undefined;
|
|
22
43
|
open(lifecycle: ILifecycleListener): boolean;
|
|
23
44
|
close(lifecycle: ILifecycleListener): void;
|
|
24
45
|
startRecorder(instrument: InstrumentData[]): void;
|
|
@@ -26,4 +47,4 @@ export declare class Market extends CTPProvider implements IMarketProvider, IMar
|
|
|
26
47
|
subscribe(symbols: string[], receiver: ITickReceiver): void;
|
|
27
48
|
unsubscribe(symbols: string[], receiver: ITickReceiver): void;
|
|
28
49
|
}
|
|
29
|
-
export declare const createMarket: (flowMdPath: string, frontMdAddrs: string | string[],
|
|
50
|
+
export declare const createMarket: (flowMdPath: string, frontMdAddrs: string | string[], options?: MarketOptions) => Market;
|
package/lib/market.js
CHANGED
|
@@ -40,20 +40,20 @@ Object.defineProperty(exports, "__esModule", { value: true });
|
|
|
40
40
|
exports.createMarket = exports.Market = void 0;
|
|
41
41
|
var napi_ctp_1 = __importDefault(require("napi-ctp"));
|
|
42
42
|
var provider_js_1 = require("./provider.js");
|
|
43
|
-
var tape_js_1 = require("./tape.js");
|
|
44
43
|
var utils_js_1 = require("./utils.js");
|
|
45
|
-
var
|
|
46
|
-
var isValidVolume = function (x) { return x !== Number.MAX_VALUE && x !== 0; };
|
|
44
|
+
var tape_js_1 = require("./tape.js");
|
|
47
45
|
var Market = /** @class */ (function (_super) {
|
|
48
46
|
__extends(Market, _super);
|
|
49
|
-
function Market(flowMdPath, frontMdAddrs,
|
|
47
|
+
function Market(flowMdPath, frontMdAddrs, options) {
|
|
50
48
|
var _this = _super.call(this, flowMdPath, frontMdAddrs) || this;
|
|
51
|
-
_this.listener = listener;
|
|
52
49
|
_this.tradingDay = 0;
|
|
53
50
|
_this.recordings = new Set();
|
|
54
51
|
_this.symbols = new Map();
|
|
55
52
|
_this.lastTicks = new Map();
|
|
56
53
|
_this.subscribers = new Map();
|
|
54
|
+
if (options === null || options === void 0 ? void 0 : options.listener) {
|
|
55
|
+
_this.listener = options.listener;
|
|
56
|
+
}
|
|
57
57
|
return _this;
|
|
58
58
|
}
|
|
59
59
|
Market.prototype.getRecorder = function () {
|
|
@@ -66,6 +66,9 @@ var Market = /** @class */ (function (_super) {
|
|
|
66
66
|
this.recorder = receiver;
|
|
67
67
|
this.recorderSymbols = symbols;
|
|
68
68
|
};
|
|
69
|
+
Market.prototype.getLastTick = function (instrumentId) {
|
|
70
|
+
return this.lastTicks.get(instrumentId);
|
|
71
|
+
};
|
|
69
72
|
Market.prototype.open = function (lifecycle) {
|
|
70
73
|
var _this = this;
|
|
71
74
|
if (this.marketApi) {
|
|
@@ -123,24 +126,24 @@ var Market = /** @class */ (function (_super) {
|
|
|
123
126
|
asks: { price: [], volume: [] },
|
|
124
127
|
bids: { price: [], volume: [] },
|
|
125
128
|
};
|
|
126
|
-
if (isValidPrice(depthMarketData.AskPrice1) &&
|
|
127
|
-
isValidVolume(depthMarketData.AskVolume1)) {
|
|
129
|
+
if ((0, utils_js_1.isValidPrice)(depthMarketData.AskPrice1) &&
|
|
130
|
+
(0, utils_js_1.isValidVolume)(depthMarketData.AskVolume1)) {
|
|
128
131
|
orderBook.asks.price.push(depthMarketData.AskPrice1);
|
|
129
132
|
orderBook.asks.volume.push(depthMarketData.AskVolume1);
|
|
130
|
-
if (isValidPrice(depthMarketData.AskPrice2) &&
|
|
131
|
-
isValidVolume(depthMarketData.AskVolume2)) {
|
|
133
|
+
if ((0, utils_js_1.isValidPrice)(depthMarketData.AskPrice2) &&
|
|
134
|
+
(0, utils_js_1.isValidVolume)(depthMarketData.AskVolume2)) {
|
|
132
135
|
orderBook.asks.price.push(depthMarketData.AskPrice2);
|
|
133
136
|
orderBook.asks.volume.push(depthMarketData.AskVolume2);
|
|
134
|
-
if (isValidPrice(depthMarketData.AskPrice3) &&
|
|
135
|
-
isValidVolume(depthMarketData.AskVolume3)) {
|
|
137
|
+
if ((0, utils_js_1.isValidPrice)(depthMarketData.AskPrice3) &&
|
|
138
|
+
(0, utils_js_1.isValidVolume)(depthMarketData.AskVolume3)) {
|
|
136
139
|
orderBook.asks.price.push(depthMarketData.AskPrice3);
|
|
137
140
|
orderBook.asks.volume.push(depthMarketData.AskVolume3);
|
|
138
|
-
if (isValidPrice(depthMarketData.AskPrice4) &&
|
|
139
|
-
isValidVolume(depthMarketData.AskVolume4)) {
|
|
141
|
+
if ((0, utils_js_1.isValidPrice)(depthMarketData.AskPrice4) &&
|
|
142
|
+
(0, utils_js_1.isValidVolume)(depthMarketData.AskVolume4)) {
|
|
140
143
|
orderBook.asks.price.push(depthMarketData.AskPrice4);
|
|
141
144
|
orderBook.asks.volume.push(depthMarketData.AskVolume4);
|
|
142
|
-
if (isValidPrice(depthMarketData.AskPrice5) &&
|
|
143
|
-
isValidVolume(depthMarketData.AskVolume5)) {
|
|
145
|
+
if ((0, utils_js_1.isValidPrice)(depthMarketData.AskPrice5) &&
|
|
146
|
+
(0, utils_js_1.isValidVolume)(depthMarketData.AskVolume5)) {
|
|
144
147
|
orderBook.asks.price.push(depthMarketData.AskPrice5);
|
|
145
148
|
orderBook.asks.volume.push(depthMarketData.AskVolume5);
|
|
146
149
|
}
|
|
@@ -148,24 +151,24 @@ var Market = /** @class */ (function (_super) {
|
|
|
148
151
|
}
|
|
149
152
|
}
|
|
150
153
|
}
|
|
151
|
-
if (isValidPrice(depthMarketData.BidPrice1) &&
|
|
152
|
-
isValidVolume(depthMarketData.BidVolume1)) {
|
|
154
|
+
if ((0, utils_js_1.isValidPrice)(depthMarketData.BidPrice1) &&
|
|
155
|
+
(0, utils_js_1.isValidVolume)(depthMarketData.BidVolume1)) {
|
|
153
156
|
orderBook.bids.price.push(depthMarketData.BidPrice1);
|
|
154
157
|
orderBook.bids.volume.push(depthMarketData.BidVolume1);
|
|
155
|
-
if (isValidPrice(depthMarketData.BidPrice2) &&
|
|
156
|
-
isValidVolume(depthMarketData.BidVolume2)) {
|
|
158
|
+
if ((0, utils_js_1.isValidPrice)(depthMarketData.BidPrice2) &&
|
|
159
|
+
(0, utils_js_1.isValidVolume)(depthMarketData.BidVolume2)) {
|
|
157
160
|
orderBook.bids.price.push(depthMarketData.BidPrice2);
|
|
158
161
|
orderBook.bids.volume.push(depthMarketData.BidVolume2);
|
|
159
|
-
if (isValidPrice(depthMarketData.BidPrice3) &&
|
|
160
|
-
isValidVolume(depthMarketData.BidVolume3)) {
|
|
162
|
+
if ((0, utils_js_1.isValidPrice)(depthMarketData.BidPrice3) &&
|
|
163
|
+
(0, utils_js_1.isValidVolume)(depthMarketData.BidVolume3)) {
|
|
161
164
|
orderBook.bids.price.push(depthMarketData.BidPrice3);
|
|
162
165
|
orderBook.bids.volume.push(depthMarketData.BidVolume3);
|
|
163
|
-
if (isValidPrice(depthMarketData.BidPrice4) &&
|
|
164
|
-
isValidVolume(depthMarketData.BidVolume4)) {
|
|
166
|
+
if ((0, utils_js_1.isValidPrice)(depthMarketData.BidPrice4) &&
|
|
167
|
+
(0, utils_js_1.isValidVolume)(depthMarketData.BidVolume4)) {
|
|
165
168
|
orderBook.bids.price.push(depthMarketData.BidPrice4);
|
|
166
169
|
orderBook.bids.volume.push(depthMarketData.BidVolume4);
|
|
167
|
-
if (isValidPrice(depthMarketData.BidPrice5) &&
|
|
168
|
-
isValidVolume(depthMarketData.BidVolume5)) {
|
|
170
|
+
if ((0, utils_js_1.isValidPrice)(depthMarketData.BidPrice5) &&
|
|
171
|
+
(0, utils_js_1.isValidVolume)(depthMarketData.BidVolume5)) {
|
|
169
172
|
orderBook.bids.price.push(depthMarketData.BidPrice5);
|
|
170
173
|
orderBook.bids.volume.push(depthMarketData.BidVolume5);
|
|
171
174
|
}
|
|
@@ -309,6 +312,6 @@ var Market = /** @class */ (function (_super) {
|
|
|
309
312
|
return Market;
|
|
310
313
|
}(provider_js_1.CTPProvider));
|
|
311
314
|
exports.Market = Market;
|
|
312
|
-
var createMarket = function (flowMdPath, frontMdAddrs,
|
|
315
|
+
var createMarket = function (flowMdPath, frontMdAddrs, options) { return new Market(flowMdPath, frontMdAddrs, options); };
|
|
313
316
|
exports.createMarket = createMarket;
|
|
314
317
|
//# sourceMappingURL=market.js.map
|
package/lib/market.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"market.js","sourceRoot":"","sources":["../src/market.ts"],"names":[],"mappings":";AAAA;;;;;;;;;GASG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAEH,sDAA2B;AAC3B,6CAA4C;AAE5C,qCAAyC;AACzC,uCAAyC;AAUzC,IAAM,YAAY,GAAG,UAAC,CAAS,IAAK,OAAA,CAAC,KAAK,MAAM,CAAC,SAAS,IAAI,CAAC,KAAK,CAAC,EAAjC,CAAiC,CAAC;AACtE,IAAM,aAAa,GAAG,UAAC,CAAS,IAAK,OAAA,CAAC,KAAK,MAAM,CAAC,SAAS,IAAI,CAAC,KAAK,CAAC,EAAjC,CAAiC,CAAC;AAOvE;IACU,0BAAW;IAanB,gBACE,UAAkB,EAClB,YAA+B,EAC/B,QAA0B;QAE1B,YAAA,MAAK,YAAC,UAAU,EAAE,YAAY,CAAC,SAAC;QAChC,KAAI,CAAC,QAAQ,GAAG,QAAQ,CAAC;QACzB,KAAI,CAAC,UAAU,GAAG,CAAC,CAAC;QACpB,KAAI,CAAC,UAAU,GAAG,IAAI,GAAG,EAAE,CAAC;QAC5B,KAAI,CAAC,OAAO,GAAG,IAAI,GAAG,EAAE,CAAC;QACzB,KAAI,CAAC,SAAS,GAAG,IAAI,GAAG,EAAE,CAAC;QAC3B,KAAI,CAAC,WAAW,GAAG,IAAI,GAAG,EAAE,CAAC;;IAC/B,CAAC;IAED,4BAAW,GAAX;QACE,OAAO,IAAI,CAAC;IACd,CAAC;IAED,gCAAe,GAAf;QACE,OAAO,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC;IACzB,CAAC;IAED,4BAAW,GAAX,UACE,QAAiC,EACjC,OAA+B;QAE/B,IAAI,CAAC,QAAQ,GAAG,QAAQ,CAAC;QACzB,IAAI,CAAC,eAAe,GAAG,OAAO,CAAC;IACjC,CAAC;IAED,qBAAI,GAAJ,UAAK,SAA6B;QAAlC,iBAoNC;QAnNC,IAAI,IAAI,CAAC,SAAS,EAAE,CAAC;YACnB,OAAO,IAAI,CAAC;QACd,CAAC;QAED,IAAI,CAAC,SAAS,GAAG,kBAAG,CAAC,gBAAgB,CAAC,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,UAAU,CAAC,CAAC;QAEtE,IAAI,CAAC,SAAS,CAAC,EAAE,CAAC,kBAAG,CAAC,eAAe,CAAC,cAAc,EAAE;YACpD,KAAI,CAAC,UAAU,CAAC,cAAM,OAAA,KAAI,CAAC,SAAU,CAAC,YAAY,EAAE,EAA9B,CAA8B,CAAC,CAAC;QACxD,CAAC,CAAC,CAAC;QAEH,IAAI,KAAK,GAAG,KAAK,CAAC;QAElB,IAAI,CAAC,SAAS,CAAC,EAAE,CACf,kBAAG,CAAC,eAAe,CAAC,YAAY,EAChC,UAAC,CAAC,EAAE,OAAO;YACT,IAAI,KAAI,CAAC,YAAY,CAAC,SAAS,EAAE,OAAO,EAAE,aAAa,CAAC,EAAE,CAAC;gBACzD,OAAO;YACT,CAAC;YAED,IAAM,UAAU,GAAG,QAAQ,CAAC,KAAI,CAAC,SAAU,CAAC,aAAa,EAAE,CAAC,CAAC;YAE7D,IAAI,KAAI,CAAC,UAAU,KAAK,UAAU,EAAE,CAAC;gBACnC,KAAI,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC;gBACvB,KAAI,CAAC,UAAU,GAAG,UAAU,CAAC;YAC/B,CAAC;YAED,IAAM,aAAa,GAAG,IAAI,GAAG,iCACxB,KAAK,CAAC,IAAI,CAAC,KAAI,CAAC,UAAU,CAAC,SAC3B,MAAM,CAAC,IAAI,CAAC,KAAI,CAAC,WAAW,CAAC,QAChC,CAAC;YAEH,IAAI,aAAa,CAAC,IAAI,GAAG,CAAC,EAAE,CAAC;gBAC3B,KAAI,CAAC,UAAU,CAAC;oBACd,OAAA,KAAI,CAAC,SAAU,CAAC,mBAAmB,CAAC,KAAK,CAAC,IAAI,CAAC,aAAa,CAAC,CAAC;gBAA9D,CAA8D,CAC/D,CAAC;YACJ,CAAC;YAED,IAAI,CAAC,KAAK,EAAE,CAAC;gBACX,KAAK,GAAG,IAAI,CAAC;gBACb,SAAS,CAAC,MAAM,EAAE,CAAC;YACrB,CAAC;QACH,CAAC,CACF,CAAC;QAEF,IAAI,CAAC,SAAS,CAAC,EAAE,CACf,kBAAG,CAAC,eAAe,CAAC,gBAAgB,EACpC,UAAC,UAAU;YACT,IAAI,CAAC,KAAI,CAAC,QAAQ,EAAE,CAAC;gBACnB,OAAO;YACT,CAAC;YAED,IAAM,MAAM,GAAG,KAAI,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,YAAY,CAAC,CAAC;YAEzD,KAAI,CAAC,QAAQ,CAAC,YAAY,CAAC,MAAM,aAAN,MAAM,cAAN,MAAM,GAAI,UAAU,CAAC,YAAY,CAAC,CAAC;QAChE,CAAC,CACF,CAAC;QAEF,IAAI,CAAC,SAAS,CAAC,EAAE,CACf,kBAAG,CAAC,eAAe,CAAC,kBAAkB,EACtC,UAAC,UAAU;YACT,IAAI,CAAC,KAAI,CAAC,QAAQ,EAAE,CAAC;gBACnB,OAAO;YACT,CAAC;YAED,IAAM,MAAM,GAAG,KAAI,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,YAAY,CAAC,CAAC;YAEzD,KAAI,CAAC,QAAQ,CAAC,cAAc,CAAC,MAAM,aAAN,MAAM,cAAN,MAAM,GAAI,UAAU,CAAC,YAAY,CAAC,CAAC;QAClE,CAAC,CACF,CAAC;QAEF,IAAI,CAAC,SAAS,CAAC,EAAE,CACf,kBAAG,CAAC,eAAe,CAAC,kBAAkB,EACtC,UAAC,eAAe;YACd,IAAM,YAAY,GAAG,eAAe,CAAC,YAAY,CAAC;YAElD,IAAI,KAAI,CAAC,QAAQ,IAAI,KAAI,CAAC,UAAU,CAAC,GAAG,CAAC,YAAY,CAAC,EAAE,CAAC;gBACvD,KAAI,CAAC,QAAQ,CAAC,YAAY,CAAC,eAAe,CAAC,CAAC;YAC9C,CAAC;YAED,IAAM,MAAM,GAAG,KAAI,CAAC,OAAO,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;YAE9C,IAAI,CAAC,MAAM,EAAE,CAAC;gBACZ,OAAO;YACT,CAAC;YAED,IAAM,SAAS,GAAc;gBAC3B,IAAI,EAAE,EAAE,KAAK,EAAE,EAAE,EAAE,MAAM,EAAE,EAAE,EAAE;gBAC/B,IAAI,EAAE,EAAE,KAAK,EAAE,EAAE,EAAE,MAAM,EAAE,EAAE,EAAE;aAChC,CAAC;YAEF,IACE,YAAY,CAAC,eAAe,CAAC,SAAS,CAAC;gBACvC,aAAa,CAAC,eAAe,CAAC,UAAU,CAAC,EACzC,CAAC;gBACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,SAAS,CAAC,CAAC;gBACrD,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;gBAEvD,IACE,YAAY,CAAC,eAAe,CAAC,SAAS,CAAC;oBACvC,aAAa,CAAC,eAAe,CAAC,UAAU,CAAC,EACzC,CAAC;oBACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,SAAS,CAAC,CAAC;oBACrD,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;oBAEvD,IACE,YAAY,CAAC,eAAe,CAAC,SAAS,CAAC;wBACvC,aAAa,CAAC,eAAe,CAAC,UAAU,CAAC,EACzC,CAAC;wBACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,SAAS,CAAC,CAAC;wBACrD,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;wBAEvD,IACE,YAAY,CAAC,eAAe,CAAC,SAAS,CAAC;4BACvC,aAAa,CAAC,eAAe,CAAC,UAAU,CAAC,EACzC,CAAC;4BACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,SAAS,CAAC,CAAC;4BACrD,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;4BAEvD,IACE,YAAY,CAAC,eAAe,CAAC,SAAS,CAAC;gCACvC,aAAa,CAAC,eAAe,CAAC,UAAU,CAAC,EACzC,CAAC;gCACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,SAAS,CAAC,CAAC;gCACrD,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;4BACzD,CAAC;wBACH,CAAC;oBACH,CAAC;gBACH,CAAC;YACH,CAAC;YAED,IACE,YAAY,CAAC,eAAe,CAAC,SAAS,CAAC;gBACvC,aAAa,CAAC,eAAe,CAAC,UAAU,CAAC,EACzC,CAAC;gBACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,SAAS,CAAC,CAAC;gBACrD,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;gBAEvD,IACE,YAAY,CAAC,eAAe,CAAC,SAAS,CAAC;oBACvC,aAAa,CAAC,eAAe,CAAC,UAAU,CAAC,EACzC,CAAC;oBACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,SAAS,CAAC,CAAC;oBACrD,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;oBAEvD,IACE,YAAY,CAAC,eAAe,CAAC,SAAS,CAAC;wBACvC,aAAa,CAAC,eAAe,CAAC,UAAU,CAAC,EACzC,CAAC;wBACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,SAAS,CAAC,CAAC;wBACrD,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;wBAEvD,IACE,YAAY,CAAC,eAAe,CAAC,SAAS,CAAC;4BACvC,aAAa,CAAC,eAAe,CAAC,UAAU,CAAC,EACzC,CAAC;4BACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,SAAS,CAAC,CAAC;4BACrD,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;4BAEvD,IACE,YAAY,CAAC,eAAe,CAAC,SAAS,CAAC;gCACvC,aAAa,CAAC,eAAe,CAAC,UAAU,CAAC,EACzC,CAAC;gCACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,SAAS,CAAC,CAAC;gCACrD,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;4BACzD,CAAC;wBACH,CAAC;oBACH,CAAC;gBACH,CAAC;YACH,CAAC;YAED,IAAM,IAAI,GAAG,KAAI,CAAC,UAAU,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;YAEzD,IAAM,IAAI,GAAa,MAAM,CAAC,MAAM,CAAC;gBACnC,MAAM,EAAE,MAAM;gBACd,IAAI,EAAE,QAAQ,CAAC,eAAe,CAAC,SAAS,CAAC;gBACzC,IAAI,EAAE,IAAI,GAAG,eAAe,CAAC,cAAc,GAAG,IAAI;gBAClD,UAAU,EAAE,QAAQ,CAAC,eAAe,CAAC,UAAU,CAAC;gBAChD,eAAe,EAAE,eAAe,CAAC,eAAe;gBAChD,QAAQ,EAAE,eAAe,CAAC,aAAa;gBACvC,YAAY,EAAE,eAAe,CAAC,YAAY;gBAC1C,SAAS,EAAE,eAAe,CAAC,SAAS;gBACpC,SAAS,EAAE,eAAe,CAAC,YAAY;gBACvC,QAAQ,EAAE,eAAe,CAAC,WAAW;gBACrC,SAAS,EAAE,eAAe,CAAC,SAAS;gBACpC,MAAM,EAAE,eAAe,CAAC,MAAM;gBAC9B,MAAM,EAAE,eAAe,CAAC,QAAQ;gBAChC,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC;oBACpB,KAAK,EAAE,eAAe,CAAC,eAAe;oBACtC,KAAK,EAAE,eAAe,CAAC,eAAe;iBACvC,CAAC;gBACF,QAAQ,EAAE,MAAM,CAAC,MAAM,CAAC;oBACtB,KAAK,EAAE,eAAe,CAAC,iBAAiB;oBACxC,KAAK,EAAE,eAAe,CAAC,iBAAiB;iBACzC,CAAC;gBACF,SAAS,EAAE,MAAM,CAAC,MAAM,CAAC,SAAS,CAAC;aACpC,CAAC,CAAC;YAEH,IAAM,SAAS,GAAG,KAAI,CAAC,WAAW,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;YAErD,IAAI,SAAS,IAAI,SAAS,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;gBACtC,IAAM,QAAQ,GAAG,KAAI,CAAC,SAAS,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;gBAClD,IAAM,MAAI,GAAG,IAAA,sBAAY,EAAC,IAAI,EAAE,QAAQ,CAAC,CAAC;gBAE1C,SAAS,CAAC,OAAO,CAAC,UAAC,QAAQ,IAAK,OAAA,QAAQ,CAAC,MAAM,CAAC,IAAI,EAAE,MAAI,CAAC,EAA3B,CAA2B,CAAC,CAAC;YAC/D,CAAC;YAED,KAAI,CAAC,SAAS,CAAC,GAAG,CAAC,YAAY,EAAE,IAAI,CAAC,CAAC;QACzC,CAAC,CACF,CAAC;QAEF,OAAO,IAAI,CAAC;IACd,CAAC;IAED,sBAAK,GAAL,UAAM,SAA6B;QACjC,IAAI,CAAC,IAAI,CAAC,SAAS,EAAE,CAAC;YACpB,OAAO;QACT,CAAC;QAED,IAAI,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC;QACvB,IAAI,CAAC,SAAS,GAAG,SAAS,CAAC;QAE3B,SAAS,CAAC,OAAO,EAAE,CAAC;IACtB,CAAC;IAED,8BAAa,GAAb,UAAc,UAA4B;QAA1C,iBA4BC;QA3BC,IAAI,CAAC,IAAI,CAAC,eAAe,EAAE,CAAC;YAC1B,OAAO;QACT,CAAC;QAED,IAAM,OAAO,GAAG,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;QACjD,IAAM,aAAa,GAAG,IAAI,GAAG,EAAU,CAAC;QAExC,OAAO,CAAC,OAAO,CAAC,UAAC,MAAM;YACd,IAAA,YAAY,GAAI,IAAA,sBAAW,EAAC,MAAM,CAAC,GAAvB,CAAwB;YAE3C,IAAI,KAAI,CAAC,UAAU,CAAC,GAAG,CAAC,YAAY,CAAC,EAAE,CAAC;gBACtC,OAAO;YACT,CAAC;YAED,KAAI,CAAC,UAAU,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;YAElC,IAAI,CAAC,KAAI,CAAC,WAAW,CAAC,GAAG,CAAC,YAAY,CAAC,EAAE,CAAC;gBACxC,KAAI,CAAC,OAAO,CAAC,GAAG,CAAC,YAAY,EAAE,MAAM,CAAC,CAAC;gBACvC,aAAa,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;YAClC,CAAC;QACH,CAAC,CAAC,CAAC;QAEH,IAAI,aAAa,CAAC,IAAI,GAAG,CAAC,EAAE,CAAC;YAC3B,IAAI,CAAC,UAAU,CAAC,sBACd,OAAA,MAAA,KAAI,CAAC,SAAS,0CAAE,mBAAmB,CAAC,KAAK,CAAC,IAAI,CAAC,aAAa,CAAC,CAAC,CAAA,EAAA,CAC/D,CAAC;QACJ,CAAC;IACH,CAAC;IAED,6BAAY,GAAZ;QAAA,iBAqBC;QApBC,IAAI,IAAI,CAAC,UAAU,CAAC,IAAI,KAAK,CAAC,EAAE,CAAC;YAC/B,OAAO;QACT,CAAC;QAED,IAAM,aAAa,GAAG,IAAI,GAAG,EAAU,CAAC;QAExC,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,UAAC,YAAY;YACnC,IAAI,CAAC,KAAI,CAAC,WAAW,CAAC,GAAG,CAAC,YAAY,CAAC,EAAE,CAAC;gBACxC,KAAI,CAAC,OAAO,CAAC,MAAM,CAAC,YAAY,CAAC,CAAC;gBAClC,aAAa,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;YAClC,CAAC;QACH,CAAC,CAAC,CAAC;QAEH,IAAI,CAAC,UAAU,CAAC,KAAK,EAAE,CAAC;QAExB,IAAI,aAAa,CAAC,IAAI,GAAG,CAAC,EAAE,CAAC;YAC3B,IAAI,CAAC,UAAU,CAAC,sBACd,OAAA,MAAA,KAAI,CAAC,SAAS,0CAAE,qBAAqB,CAAC,KAAK,CAAC,IAAI,CAAC,aAAa,CAAC,CAAC,CAAA,EAAA,CACjE,CAAC;QACJ,CAAC;IACH,CAAC;IAED,0BAAS,GAAT,UAAU,OAAiB,EAAE,QAAuB;QAApD,iBA0BC;QAzBC,IAAM,aAAa,GAAG,IAAI,GAAG,EAAU,CAAC;QAExC,OAAO,CAAC,OAAO,CAAC,UAAC,MAAM;YACd,IAAA,YAAY,GAAI,IAAA,sBAAW,EAAC,MAAM,CAAC,GAAvB,CAAwB;YAC3C,IAAM,SAAS,GAAG,KAAI,CAAC,WAAW,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;YAErD,IAAI,SAAS,EAAE,CAAC;gBACd,IAAI,CAAC,SAAS,CAAC,QAAQ,CAAC,QAAQ,CAAC,EAAE,CAAC;oBAClC,SAAS,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;gBAC3B,CAAC;YACH,CAAC;iBAAM,CAAC;gBACN,KAAI,CAAC,WAAW,CAAC,GAAG,CAAC,YAAY,EAAE,CAAC,QAAQ,CAAC,CAAC,CAAC;gBAE/C,IAAI,CAAC,KAAI,CAAC,UAAU,CAAC,GAAG,CAAC,YAAY,CAAC,EAAE,CAAC;oBACvC,KAAI,CAAC,OAAO,CAAC,GAAG,CAAC,YAAY,EAAE,MAAM,CAAC,CAAC;oBACvC,aAAa,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;gBAClC,CAAC;YACH,CAAC;QACH,CAAC,CAAC,CAAC;QAEH,IAAI,aAAa,CAAC,IAAI,GAAG,CAAC,EAAE,CAAC;YAC3B,IAAI,CAAC,UAAU,CAAC,sBACd,OAAA,MAAA,KAAI,CAAC,SAAS,0CAAE,mBAAmB,CAAC,KAAK,CAAC,IAAI,CAAC,aAAa,CAAC,CAAC,CAAA,EAAA,CAC/D,CAAC;QACJ,CAAC;IACH,CAAC;IAED,4BAAW,GAAX,UAAY,OAAiB,EAAE,QAAuB;QAAtD,iBAoCC;QAnCC,IAAM,aAAa,GAAG,IAAI,GAAG,EAAU,CAAC;QAExC,OAAO,CAAC,OAAO,CAAC,UAAC,MAAM;YACd,IAAA,YAAY,GAAI,IAAA,sBAAW,EAAC,MAAM,CAAC,GAAvB,CAAwB;YAC3C,IAAM,SAAS,GAAG,KAAI,CAAC,WAAW,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;YAErD,IAAI,CAAC,SAAS,EAAE,CAAC;gBACf,OAAO;YACT,CAAC;YAED,IAAI,SAAS,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;gBACzB,IAAM,KAAK,GAAG,SAAS,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC;gBAE1C,IAAI,KAAK,GAAG,CAAC,EAAE,CAAC;oBACd,OAAO;gBACT,CAAC;gBAED,SAAS,CAAC,MAAM,CAAC,KAAK,EAAE,CAAC,CAAC,CAAC;YAC7B,CAAC;YAED,IAAI,SAAS,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;gBAC3B,KAAI,CAAC,WAAW,CAAC,MAAM,CAAC,YAAY,CAAC,CAAC;gBAEtC,IAAI,CAAC,KAAI,CAAC,UAAU,CAAC,GAAG,CAAC,YAAY,CAAC,EAAE,CAAC;oBACvC,KAAI,CAAC,OAAO,CAAC,MAAM,CAAC,YAAY,CAAC,CAAC;oBAClC,aAAa,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;gBAClC,CAAC;YACH,CAAC;QACH,CAAC,CAAC,CAAC;QAEH,IAAI,aAAa,CAAC,IAAI,GAAG,CAAC,EAAE,CAAC;YAC3B,IAAI,CAAC,UAAU,CAAC,sBACd,OAAA,MAAA,KAAI,CAAC,SAAS,0CAAE,qBAAqB,CAAC,KAAK,CAAC,IAAI,CAAC,aAAa,CAAC,CAAC,CAAA,EAAA,CACjE,CAAC;QACJ,CAAC;IACH,CAAC;IACH,aAAC;AAAD,CAAC,AAnYD,CACU,yBAAW,GAkYpB;AAnYY,wBAAM;AAqYZ,IAAM,YAAY,GAAG,UAC1B,UAAkB,EAClB,YAA+B,EAC/B,QAA0B,IACvB,OAAA,IAAI,MAAM,CAAC,UAAU,EAAE,YAAY,EAAE,QAAQ,CAAC,EAA9C,CAA8C,CAAC;AAJvC,QAAA,YAAY,gBAI2B"}
|
|
1
|
+
{"version":3,"file":"market.js","sourceRoot":"","sources":["../src/market.ts"],"names":[],"mappings":";AAAA;;;;;;;;;GASG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAEH,sDAA2B;AAC3B,6CAA4C;AAE5C,uCAAsE;AACtE,qCAAyC;AAmBzC;IACU,0BAAW;IAanB,gBACE,UAAkB,EAClB,YAA+B,EAC/B,OAAuB;QAEvB,YAAA,MAAK,YAAC,UAAU,EAAE,YAAY,CAAC,SAAC;QAChC,KAAI,CAAC,UAAU,GAAG,CAAC,CAAC;QACpB,KAAI,CAAC,UAAU,GAAG,IAAI,GAAG,EAAE,CAAC;QAC5B,KAAI,CAAC,OAAO,GAAG,IAAI,GAAG,EAAE,CAAC;QACzB,KAAI,CAAC,SAAS,GAAG,IAAI,GAAG,EAAE,CAAC;QAC3B,KAAI,CAAC,WAAW,GAAG,IAAI,GAAG,EAAE,CAAC;QAE7B,IAAI,OAAO,aAAP,OAAO,uBAAP,OAAO,CAAE,QAAQ,EAAE,CAAC;YACtB,KAAI,CAAC,QAAQ,GAAG,OAAO,CAAC,QAAQ,CAAC;QACnC,CAAC;;IACH,CAAC;IAED,4BAAW,GAAX;QACE,OAAO,IAAI,CAAC;IACd,CAAC;IAED,gCAAe,GAAf;QACE,OAAO,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC;IACzB,CAAC;IAED,4BAAW,GAAX,UACE,QAAiC,EACjC,OAA+B;QAE/B,IAAI,CAAC,QAAQ,GAAG,QAAQ,CAAC;QACzB,IAAI,CAAC,eAAe,GAAG,OAAO,CAAC;IACjC,CAAC;IAED,4BAAW,GAAX,UAAY,YAAoB;QAC9B,OAAO,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;IAC1C,CAAC;IAED,qBAAI,GAAJ,UAAK,SAA6B;QAAlC,iBAoNC;QAnNC,IAAI,IAAI,CAAC,SAAS,EAAE,CAAC;YACnB,OAAO,IAAI,CAAC;QACd,CAAC;QAED,IAAI,CAAC,SAAS,GAAG,kBAAG,CAAC,gBAAgB,CAAC,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,UAAU,CAAC,CAAC;QAEtE,IAAI,CAAC,SAAS,CAAC,EAAE,CAAC,kBAAG,CAAC,eAAe,CAAC,cAAc,EAAE;YACpD,KAAI,CAAC,UAAU,CAAC,cAAM,OAAA,KAAI,CAAC,SAAU,CAAC,YAAY,EAAE,EAA9B,CAA8B,CAAC,CAAC;QACxD,CAAC,CAAC,CAAC;QAEH,IAAI,KAAK,GAAG,KAAK,CAAC;QAElB,IAAI,CAAC,SAAS,CAAC,EAAE,CACf,kBAAG,CAAC,eAAe,CAAC,YAAY,EAChC,UAAC,CAAC,EAAE,OAAO;YACT,IAAI,KAAI,CAAC,YAAY,CAAC,SAAS,EAAE,OAAO,EAAE,aAAa,CAAC,EAAE,CAAC;gBACzD,OAAO;YACT,CAAC;YAED,IAAM,UAAU,GAAG,QAAQ,CAAC,KAAI,CAAC,SAAU,CAAC,aAAa,EAAE,CAAC,CAAC;YAE7D,IAAI,KAAI,CAAC,UAAU,KAAK,UAAU,EAAE,CAAC;gBACnC,KAAI,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC;gBACvB,KAAI,CAAC,UAAU,GAAG,UAAU,CAAC;YAC/B,CAAC;YAED,IAAM,aAAa,GAAG,IAAI,GAAG,iCACxB,KAAK,CAAC,IAAI,CAAC,KAAI,CAAC,UAAU,CAAC,SAC3B,MAAM,CAAC,IAAI,CAAC,KAAI,CAAC,WAAW,CAAC,QAChC,CAAC;YAEH,IAAI,aAAa,CAAC,IAAI,GAAG,CAAC,EAAE,CAAC;gBAC3B,KAAI,CAAC,UAAU,CAAC;oBACd,OAAA,KAAI,CAAC,SAAU,CAAC,mBAAmB,CAAC,KAAK,CAAC,IAAI,CAAC,aAAa,CAAC,CAAC;gBAA9D,CAA8D,CAC/D,CAAC;YACJ,CAAC;YAED,IAAI,CAAC,KAAK,EAAE,CAAC;gBACX,KAAK,GAAG,IAAI,CAAC;gBACb,SAAS,CAAC,MAAM,EAAE,CAAC;YACrB,CAAC;QACH,CAAC,CACF,CAAC;QAEF,IAAI,CAAC,SAAS,CAAC,EAAE,CACf,kBAAG,CAAC,eAAe,CAAC,gBAAgB,EACpC,UAAC,UAAU;YACT,IAAI,CAAC,KAAI,CAAC,QAAQ,EAAE,CAAC;gBACnB,OAAO;YACT,CAAC;YAED,IAAM,MAAM,GAAG,KAAI,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,YAAY,CAAC,CAAC;YAEzD,KAAI,CAAC,QAAQ,CAAC,YAAY,CAAC,MAAM,aAAN,MAAM,cAAN,MAAM,GAAI,UAAU,CAAC,YAAY,CAAC,CAAC;QAChE,CAAC,CACF,CAAC;QAEF,IAAI,CAAC,SAAS,CAAC,EAAE,CACf,kBAAG,CAAC,eAAe,CAAC,kBAAkB,EACtC,UAAC,UAAU;YACT,IAAI,CAAC,KAAI,CAAC,QAAQ,EAAE,CAAC;gBACnB,OAAO;YACT,CAAC;YAED,IAAM,MAAM,GAAG,KAAI,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,YAAY,CAAC,CAAC;YAEzD,KAAI,CAAC,QAAQ,CAAC,cAAc,CAAC,MAAM,aAAN,MAAM,cAAN,MAAM,GAAI,UAAU,CAAC,YAAY,CAAC,CAAC;QAClE,CAAC,CACF,CAAC;QAEF,IAAI,CAAC,SAAS,CAAC,EAAE,CACf,kBAAG,CAAC,eAAe,CAAC,kBAAkB,EACtC,UAAC,eAAe;YACd,IAAM,YAAY,GAAG,eAAe,CAAC,YAAY,CAAC;YAElD,IAAI,KAAI,CAAC,QAAQ,IAAI,KAAI,CAAC,UAAU,CAAC,GAAG,CAAC,YAAY,CAAC,EAAE,CAAC;gBACvD,KAAI,CAAC,QAAQ,CAAC,YAAY,CAAC,eAAe,CAAC,CAAC;YAC9C,CAAC;YAED,IAAM,MAAM,GAAG,KAAI,CAAC,OAAO,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;YAE9C,IAAI,CAAC,MAAM,EAAE,CAAC;gBACZ,OAAO;YACT,CAAC;YAED,IAAM,SAAS,GAAc;gBAC3B,IAAI,EAAE,EAAE,KAAK,EAAE,EAAE,EAAE,MAAM,EAAE,EAAE,EAAE;gBAC/B,IAAI,EAAE,EAAE,KAAK,EAAE,EAAE,EAAE,MAAM,EAAE,EAAE,EAAE;aAChC,CAAC;YAEF,IACE,IAAA,uBAAY,EAAC,eAAe,CAAC,SAAS,CAAC;gBACvC,IAAA,wBAAa,EAAC,eAAe,CAAC,UAAU,CAAC,EACzC,CAAC;gBACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,SAAS,CAAC,CAAC;gBACrD,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;gBAEvD,IACE,IAAA,uBAAY,EAAC,eAAe,CAAC,SAAS,CAAC;oBACvC,IAAA,wBAAa,EAAC,eAAe,CAAC,UAAU,CAAC,EACzC,CAAC;oBACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,SAAS,CAAC,CAAC;oBACrD,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;oBAEvD,IACE,IAAA,uBAAY,EAAC,eAAe,CAAC,SAAS,CAAC;wBACvC,IAAA,wBAAa,EAAC,eAAe,CAAC,UAAU,CAAC,EACzC,CAAC;wBACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,SAAS,CAAC,CAAC;wBACrD,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;wBAEvD,IACE,IAAA,uBAAY,EAAC,eAAe,CAAC,SAAS,CAAC;4BACvC,IAAA,wBAAa,EAAC,eAAe,CAAC,UAAU,CAAC,EACzC,CAAC;4BACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,SAAS,CAAC,CAAC;4BACrD,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;4BAEvD,IACE,IAAA,uBAAY,EAAC,eAAe,CAAC,SAAS,CAAC;gCACvC,IAAA,wBAAa,EAAC,eAAe,CAAC,UAAU,CAAC,EACzC,CAAC;gCACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,SAAS,CAAC,CAAC;gCACrD,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;4BACzD,CAAC;wBACH,CAAC;oBACH,CAAC;gBACH,CAAC;YACH,CAAC;YAED,IACE,IAAA,uBAAY,EAAC,eAAe,CAAC,SAAS,CAAC;gBACvC,IAAA,wBAAa,EAAC,eAAe,CAAC,UAAU,CAAC,EACzC,CAAC;gBACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,SAAS,CAAC,CAAC;gBACrD,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;gBAEvD,IACE,IAAA,uBAAY,EAAC,eAAe,CAAC,SAAS,CAAC;oBACvC,IAAA,wBAAa,EAAC,eAAe,CAAC,UAAU,CAAC,EACzC,CAAC;oBACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,SAAS,CAAC,CAAC;oBACrD,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;oBAEvD,IACE,IAAA,uBAAY,EAAC,eAAe,CAAC,SAAS,CAAC;wBACvC,IAAA,wBAAa,EAAC,eAAe,CAAC,UAAU,CAAC,EACzC,CAAC;wBACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,SAAS,CAAC,CAAC;wBACrD,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;wBAEvD,IACE,IAAA,uBAAY,EAAC,eAAe,CAAC,SAAS,CAAC;4BACvC,IAAA,wBAAa,EAAC,eAAe,CAAC,UAAU,CAAC,EACzC,CAAC;4BACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,SAAS,CAAC,CAAC;4BACrD,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;4BAEvD,IACE,IAAA,uBAAY,EAAC,eAAe,CAAC,SAAS,CAAC;gCACvC,IAAA,wBAAa,EAAC,eAAe,CAAC,UAAU,CAAC,EACzC,CAAC;gCACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,SAAS,CAAC,CAAC;gCACrD,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;4BACzD,CAAC;wBACH,CAAC;oBACH,CAAC;gBACH,CAAC;YACH,CAAC;YAED,IAAM,IAAI,GAAG,KAAI,CAAC,UAAU,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;YAEzD,IAAM,IAAI,GAAa,MAAM,CAAC,MAAM,CAAC;gBACnC,MAAM,EAAE,MAAM;gBACd,IAAI,EAAE,QAAQ,CAAC,eAAe,CAAC,SAAS,CAAC;gBACzC,IAAI,EAAE,IAAI,GAAG,eAAe,CAAC,cAAc,GAAG,IAAI;gBAClD,UAAU,EAAE,QAAQ,CAAC,eAAe,CAAC,UAAU,CAAC;gBAChD,eAAe,EAAE,eAAe,CAAC,eAAe;gBAChD,QAAQ,EAAE,eAAe,CAAC,aAAa;gBACvC,YAAY,EAAE,eAAe,CAAC,YAAY;gBAC1C,SAAS,EAAE,eAAe,CAAC,SAAS;gBACpC,SAAS,EAAE,eAAe,CAAC,YAAY;gBACvC,QAAQ,EAAE,eAAe,CAAC,WAAW;gBACrC,SAAS,EAAE,eAAe,CAAC,SAAS;gBACpC,MAAM,EAAE,eAAe,CAAC,MAAM;gBAC9B,MAAM,EAAE,eAAe,CAAC,QAAQ;gBAChC,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC;oBACpB,KAAK,EAAE,eAAe,CAAC,eAAe;oBACtC,KAAK,EAAE,eAAe,CAAC,eAAe;iBACvC,CAAC;gBACF,QAAQ,EAAE,MAAM,CAAC,MAAM,CAAC;oBACtB,KAAK,EAAE,eAAe,CAAC,iBAAiB;oBACxC,KAAK,EAAE,eAAe,CAAC,iBAAiB;iBACzC,CAAC;gBACF,SAAS,EAAE,MAAM,CAAC,MAAM,CAAC,SAAS,CAAC;aACpC,CAAC,CAAC;YAEH,IAAM,SAAS,GAAG,KAAI,CAAC,WAAW,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;YAErD,IAAI,SAAS,IAAI,SAAS,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;gBACtC,IAAM,QAAQ,GAAG,KAAI,CAAC,SAAS,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;gBAClD,IAAM,MAAI,GAAG,IAAA,sBAAY,EAAC,IAAI,EAAE,QAAQ,CAAC,CAAC;gBAE1C,SAAS,CAAC,OAAO,CAAC,UAAC,QAAQ,IAAK,OAAA,QAAQ,CAAC,MAAM,CAAC,IAAI,EAAE,MAAI,CAAC,EAA3B,CAA2B,CAAC,CAAC;YAC/D,CAAC;YAED,KAAI,CAAC,SAAS,CAAC,GAAG,CAAC,YAAY,EAAE,IAAI,CAAC,CAAC;QACzC,CAAC,CACF,CAAC;QAEF,OAAO,IAAI,CAAC;IACd,CAAC;IAED,sBAAK,GAAL,UAAM,SAA6B;QACjC,IAAI,CAAC,IAAI,CAAC,SAAS,EAAE,CAAC;YACpB,OAAO;QACT,CAAC;QAED,IAAI,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC;QACvB,IAAI,CAAC,SAAS,GAAG,SAAS,CAAC;QAE3B,SAAS,CAAC,OAAO,EAAE,CAAC;IACtB,CAAC;IAED,8BAAa,GAAb,UAAc,UAA4B;QAA1C,iBA4BC;QA3BC,IAAI,CAAC,IAAI,CAAC,eAAe,EAAE,CAAC;YAC1B,OAAO;QACT,CAAC;QAED,IAAM,OAAO,GAAG,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;QACjD,IAAM,aAAa,GAAG,IAAI,GAAG,EAAU,CAAC;QAExC,OAAO,CAAC,OAAO,CAAC,UAAC,MAAM;YACd,IAAA,YAAY,GAAI,IAAA,sBAAW,EAAC,MAAM,CAAC,GAAvB,CAAwB;YAE3C,IAAI,KAAI,CAAC,UAAU,CAAC,GAAG,CAAC,YAAY,CAAC,EAAE,CAAC;gBACtC,OAAO;YACT,CAAC;YAED,KAAI,CAAC,UAAU,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;YAElC,IAAI,CAAC,KAAI,CAAC,WAAW,CAAC,GAAG,CAAC,YAAY,CAAC,EAAE,CAAC;gBACxC,KAAI,CAAC,OAAO,CAAC,GAAG,CAAC,YAAY,EAAE,MAAM,CAAC,CAAC;gBACvC,aAAa,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;YAClC,CAAC;QACH,CAAC,CAAC,CAAC;QAEH,IAAI,aAAa,CAAC,IAAI,GAAG,CAAC,EAAE,CAAC;YAC3B,IAAI,CAAC,UAAU,CAAC,sBACd,OAAA,MAAA,KAAI,CAAC,SAAS,0CAAE,mBAAmB,CAAC,KAAK,CAAC,IAAI,CAAC,aAAa,CAAC,CAAC,CAAA,EAAA,CAC/D,CAAC;QACJ,CAAC;IACH,CAAC;IAED,6BAAY,GAAZ;QAAA,iBAqBC;QApBC,IAAI,IAAI,CAAC,UAAU,CAAC,IAAI,KAAK,CAAC,EAAE,CAAC;YAC/B,OAAO;QACT,CAAC;QAED,IAAM,aAAa,GAAG,IAAI,GAAG,EAAU,CAAC;QAExC,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,UAAC,YAAY;YACnC,IAAI,CAAC,KAAI,CAAC,WAAW,CAAC,GAAG,CAAC,YAAY,CAAC,EAAE,CAAC;gBACxC,KAAI,CAAC,OAAO,CAAC,MAAM,CAAC,YAAY,CAAC,CAAC;gBAClC,aAAa,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;YAClC,CAAC;QACH,CAAC,CAAC,CAAC;QAEH,IAAI,CAAC,UAAU,CAAC,KAAK,EAAE,CAAC;QAExB,IAAI,aAAa,CAAC,IAAI,GAAG,CAAC,EAAE,CAAC;YAC3B,IAAI,CAAC,UAAU,CAAC,sBACd,OAAA,MAAA,KAAI,CAAC,SAAS,0CAAE,qBAAqB,CAAC,KAAK,CAAC,IAAI,CAAC,aAAa,CAAC,CAAC,CAAA,EAAA,CACjE,CAAC;QACJ,CAAC;IACH,CAAC;IAED,0BAAS,GAAT,UAAU,OAAiB,EAAE,QAAuB;QAApD,iBA0BC;QAzBC,IAAM,aAAa,GAAG,IAAI,GAAG,EAAU,CAAC;QAExC,OAAO,CAAC,OAAO,CAAC,UAAC,MAAM;YACd,IAAA,YAAY,GAAI,IAAA,sBAAW,EAAC,MAAM,CAAC,GAAvB,CAAwB;YAC3C,IAAM,SAAS,GAAG,KAAI,CAAC,WAAW,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;YAErD,IAAI,SAAS,EAAE,CAAC;gBACd,IAAI,CAAC,SAAS,CAAC,QAAQ,CAAC,QAAQ,CAAC,EAAE,CAAC;oBAClC,SAAS,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;gBAC3B,CAAC;YACH,CAAC;iBAAM,CAAC;gBACN,KAAI,CAAC,WAAW,CAAC,GAAG,CAAC,YAAY,EAAE,CAAC,QAAQ,CAAC,CAAC,CAAC;gBAE/C,IAAI,CAAC,KAAI,CAAC,UAAU,CAAC,GAAG,CAAC,YAAY,CAAC,EAAE,CAAC;oBACvC,KAAI,CAAC,OAAO,CAAC,GAAG,CAAC,YAAY,EAAE,MAAM,CAAC,CAAC;oBACvC,aAAa,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;gBAClC,CAAC;YACH,CAAC;QACH,CAAC,CAAC,CAAC;QAEH,IAAI,aAAa,CAAC,IAAI,GAAG,CAAC,EAAE,CAAC;YAC3B,IAAI,CAAC,UAAU,CAAC,sBACd,OAAA,MAAA,KAAI,CAAC,SAAS,0CAAE,mBAAmB,CAAC,KAAK,CAAC,IAAI,CAAC,aAAa,CAAC,CAAC,CAAA,EAAA,CAC/D,CAAC;QACJ,CAAC;IACH,CAAC;IAED,4BAAW,GAAX,UAAY,OAAiB,EAAE,QAAuB;QAAtD,iBAoCC;QAnCC,IAAM,aAAa,GAAG,IAAI,GAAG,EAAU,CAAC;QAExC,OAAO,CAAC,OAAO,CAAC,UAAC,MAAM;YACd,IAAA,YAAY,GAAI,IAAA,sBAAW,EAAC,MAAM,CAAC,GAAvB,CAAwB;YAC3C,IAAM,SAAS,GAAG,KAAI,CAAC,WAAW,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;YAErD,IAAI,CAAC,SAAS,EAAE,CAAC;gBACf,OAAO;YACT,CAAC;YAED,IAAI,SAAS,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;gBACzB,IAAM,KAAK,GAAG,SAAS,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC;gBAE1C,IAAI,KAAK,GAAG,CAAC,EAAE,CAAC;oBACd,OAAO;gBACT,CAAC;gBAED,SAAS,CAAC,MAAM,CAAC,KAAK,EAAE,CAAC,CAAC,CAAC;YAC7B,CAAC;YAED,IAAI,SAAS,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;gBAC3B,KAAI,CAAC,WAAW,CAAC,MAAM,CAAC,YAAY,CAAC,CAAC;gBAEtC,IAAI,CAAC,KAAI,CAAC,UAAU,CAAC,GAAG,CAAC,YAAY,CAAC,EAAE,CAAC;oBACvC,KAAI,CAAC,OAAO,CAAC,MAAM,CAAC,YAAY,CAAC,CAAC;oBAClC,aAAa,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;gBAClC,CAAC;YACH,CAAC;QACH,CAAC,CAAC,CAAC;QAEH,IAAI,aAAa,CAAC,IAAI,GAAG,CAAC,EAAE,CAAC;YAC3B,IAAI,CAAC,UAAU,CAAC,sBACd,OAAA,MAAA,KAAI,CAAC,SAAS,0CAAE,qBAAqB,CAAC,KAAK,CAAC,IAAI,CAAC,aAAa,CAAC,CAAC,CAAA,EAAA,CACjE,CAAC;QACJ,CAAC;IACH,CAAC;IACH,aAAC;AAAD,CAAC,AA1YD,CACU,yBAAW,GAyYpB;AA1YY,wBAAM;AA4YZ,IAAM,YAAY,GAAG,UAC1B,UAAkB,EAClB,YAA+B,EAC/B,OAAuB,IACpB,OAAA,IAAI,MAAM,CAAC,UAAU,EAAE,YAAY,EAAE,OAAO,CAAC,EAA7C,CAA6C,CAAC;AAJtC,QAAA,YAAY,gBAI0B"}
|
package/lib/provider.js
CHANGED
|
@@ -50,11 +50,18 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
|
|
|
50
50
|
};
|
|
51
51
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
52
52
|
exports.CTPProvider = void 0;
|
|
53
|
+
var node_fs_1 = __importDefault(require("node:fs"));
|
|
53
54
|
var napi_ctp_1 = __importDefault(require("napi-ctp"));
|
|
54
55
|
var CTPProvider = /** @class */ (function () {
|
|
55
56
|
function CTPProvider(flowPath, frontAddrs) {
|
|
56
57
|
this.flowPath = flowPath;
|
|
57
58
|
this.frontAddrs = frontAddrs;
|
|
59
|
+
try {
|
|
60
|
+
node_fs_1.default.accessSync(this.flowPath);
|
|
61
|
+
}
|
|
62
|
+
catch (_a) {
|
|
63
|
+
node_fs_1.default.mkdirSync(this.flowPath, { recursive: true });
|
|
64
|
+
}
|
|
58
65
|
}
|
|
59
66
|
CTPProvider.prototype._sleep = function (ms) {
|
|
60
67
|
return new Promise(function (resolve) {
|
|
@@ -72,15 +79,14 @@ var CTPProvider = /** @class */ (function () {
|
|
|
72
79
|
if (retval === 0) {
|
|
73
80
|
return [2 /*return*/, napi_ctp_1.default.getLastRequestId()];
|
|
74
81
|
}
|
|
75
|
-
if (-2
|
|
76
|
-
return [2 /*return*/, retval];
|
|
77
|
-
}
|
|
82
|
+
if (!(-2 === retval || -3 === retval)) return [3 /*break*/, 2];
|
|
78
83
|
return [4 /*yield*/, this._sleep(ms)];
|
|
79
84
|
case 1:
|
|
80
85
|
_a.sent();
|
|
81
|
-
|
|
82
|
-
case 2: return [
|
|
83
|
-
case 3: return [
|
|
86
|
+
return [3 /*break*/, 3];
|
|
87
|
+
case 2: return [2 /*return*/, retval];
|
|
88
|
+
case 3: return [3 /*break*/, 0];
|
|
89
|
+
case 4: return [2 /*return*/];
|
|
84
90
|
}
|
|
85
91
|
});
|
|
86
92
|
});
|
package/lib/provider.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"provider.js","sourceRoot":"","sources":["../src/provider.ts"],"names":[],"mappings":";AAAA;;;;;;;;;GASG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAEH,sDAA2B;AAG3B;IAIE,qBAAY,QAAgB,EAAE,UAA6B;QACzD,IAAI,CAAC,QAAQ,GAAG,QAAQ,CAAC;QACzB,IAAI,CAAC,UAAU,GAAG,UAAU,CAAC;
|
|
1
|
+
{"version":3,"file":"provider.js","sourceRoot":"","sources":["../src/provider.ts"],"names":[],"mappings":";AAAA;;;;;;;;;GASG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAEH,oDAAyB;AACzB,sDAA2B;AAG3B;IAIE,qBAAY,QAAgB,EAAE,UAA6B;QACzD,IAAI,CAAC,QAAQ,GAAG,QAAQ,CAAC;QACzB,IAAI,CAAC,UAAU,GAAG,UAAU,CAAC;QAE7B,IAAI,CAAC;YACH,iBAAE,CAAC,UAAU,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;QAC/B,CAAC;QAAC,WAAM,CAAC;YACP,iBAAE,CAAC,SAAS,CAAC,IAAI,CAAC,QAAQ,EAAE,EAAE,SAAS,EAAE,IAAI,EAAE,CAAC,CAAC;QACnD,CAAC;IACH,CAAC;IAEO,4BAAM,GAAd,UAAe,EAAU;QACvB,OAAO,IAAI,OAAO,CAAO,UAAC,OAAO;YAC/B,UAAU,CAAC,OAAO,EAAE,EAAE,CAAC,CAAC;QAC1B,CAAC,CAAC,CAAC;IACL,CAAC;IAEe,gCAAU,GAA1B;4DAA2B,OAAiC,EAAE,EAAQ;;YAAR,mBAAA,EAAA,QAAQ;;;;wBAE5D,MAAM,GAAG,OAAO,EAAE,CAAC;wBAEzB,IAAI,MAAM,KAAK,CAAC,EAAE,CAAC;4BACjB,sBAAO,kBAAG,CAAC,gBAAgB,EAAE,EAAC;wBAChC,CAAC;6BAEG,CAAA,CAAC,CAAC,KAAK,MAAM,IAAI,CAAC,CAAC,KAAK,MAAM,CAAA,EAA9B,wBAA8B;wBAChC,qBAAM,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC,EAAA;;wBAArB,SAAqB,CAAC;wBACtB,wBAAS;4BAGX,sBAAO,MAAM,EAAC;;;;;;KAEjB;IAES,kCAAY,GAAtB,UACE,SAA6B,EAC7B,OAA4B,EAC5B,KAAgB;QAEhB,IAAI,CAAC,OAAO,CAAC,OAAO,EAAE,CAAC;YACrB,OAAO,KAAK,CAAC;QACf,CAAC;QAED,SAAS,CAAC,OAAO,CACf,KAAK,EACL,UAAG,OAAO,CAAC,OAAO,CAAC,OAAO,cAAI,OAAO,CAAC,OAAO,CAAC,QAAQ,CAAE,CACzD,CAAC;QAEF,OAAO,IAAI,CAAC;IACd,CAAC;IAES,gCAAU,GAApB,UAAqB,IAAY;QACzB,IAAA,KAAyB,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,UAAC,CAAC,IAAK,OAAA,QAAQ,CAAC,CAAC,CAAC,EAAX,CAAW,CAAC,EAA/D,IAAI,QAAA,EAAE,MAAM,QAAA,EAAE,MAAM,QAA2C,CAAC;QACvE,OAAO,IAAI,GAAG,KAAK,GAAG,MAAM,GAAG,GAAG,GAAG,MAAM,CAAC;IAC9C,CAAC;IACH,kBAAC;AAAD,CAAC,AA3DD,IA2DC;AA3DY,kCAAW"}
|
package/lib/trader.d.ts
CHANGED
|
@@ -1,5 +1,5 @@
|
|
|
1
1
|
import { CTPProvider } from "./provider.js";
|
|
2
|
-
import { OffsetType, OrderData, OrderFlag, ProductType, SideType } from "./typedef.js";
|
|
2
|
+
import { OffsetType, OrderData, OrderFlag, ProductType, SideType, TickData } from "./typedef.js";
|
|
3
3
|
import { ICancelOrderResultReceiver, ICommissionRateReceiver, IInstrumentReceiver, IInstrumentsReceiver, ILifecycleListener, IMarginRateReceiver, IOrderReceiver, IOrdersReceiver, IPlaceOrderResultReceiver, IPositionDetailsReceiver, IPositionReceiver, IPositionsReceiver, ITraderProvider, ITradingAccountsReceiver } from "./interfaces.js";
|
|
4
4
|
export type CTPUserInfo = {
|
|
5
5
|
BrokerID: string;
|
|
@@ -10,6 +10,10 @@ export type CTPUserInfo = {
|
|
|
10
10
|
AuthCode: string;
|
|
11
11
|
AppID: string;
|
|
12
12
|
};
|
|
13
|
+
export type FastQueryLastTickFunc = (instrumentId: string) => TickData | undefined;
|
|
14
|
+
export type TraderOptions = {
|
|
15
|
+
fastQueryLastTick?: FastQueryLastTickFunc;
|
|
16
|
+
};
|
|
13
17
|
export declare class Trader extends CTPProvider implements ITraderProvider {
|
|
14
18
|
private traderApi?;
|
|
15
19
|
private tradingDay;
|
|
@@ -18,6 +22,7 @@ export declare class Trader extends CTPProvider implements ITraderProvider {
|
|
|
18
22
|
private orderRef;
|
|
19
23
|
private accountsQueryTime;
|
|
20
24
|
private positionDetailsChanged;
|
|
25
|
+
private readonly fastQueryLastTick?;
|
|
21
26
|
private readonly userInfo;
|
|
22
27
|
private readonly receivers;
|
|
23
28
|
private readonly accounts;
|
|
@@ -30,12 +35,14 @@ export declare class Trader extends CTPProvider implements ITraderProvider {
|
|
|
30
35
|
private readonly commRates;
|
|
31
36
|
private readonly placeOrders;
|
|
32
37
|
private readonly cancelOrders;
|
|
38
|
+
private readonly marketOrdersQueue;
|
|
39
|
+
private readonly priceLimit;
|
|
33
40
|
private readonly orderStatistics;
|
|
34
41
|
private readonly marginRatesQueue;
|
|
35
42
|
private readonly commRatesQueue;
|
|
36
43
|
private readonly accountsQueue;
|
|
37
44
|
private readonly positionDetailsQueue;
|
|
38
|
-
constructor(flowTdPath: string, frontTdAddrs: string | string[], userInfo: CTPUserInfo);
|
|
45
|
+
constructor(flowTdPath: string, frontTdAddrs: string | string[], userInfo: CTPUserInfo, options?: TraderOptions);
|
|
39
46
|
open(lifecycle: ILifecycleListener): boolean;
|
|
40
47
|
close(lifecycle: ILifecycleListener): void;
|
|
41
48
|
addOrderReceiver(receiver: IOrderReceiver): void;
|
|
@@ -66,6 +73,9 @@ export declare class Trader extends CTPProvider implements ITraderProvider {
|
|
|
66
73
|
queryPositionDetails(receiver: IPositionDetailsReceiver): void;
|
|
67
74
|
queryPositions(receiver: IPositionsReceiver): void;
|
|
68
75
|
queryOrders(receiver: IOrdersReceiver): void;
|
|
76
|
+
private _placeLimitOrder;
|
|
77
|
+
private _clearAllMarketOrders;
|
|
78
|
+
private _placeMarketOrder;
|
|
69
79
|
placeOrder(symbol: string, offset: OffsetType, side: SideType, volume: number, price: number, flag: OrderFlag, receiver: IPlaceOrderResultReceiver): void;
|
|
70
80
|
cancelOrder(order: OrderData, receiver: ICancelOrderResultReceiver): void;
|
|
71
81
|
private _toSymbol;
|
|
@@ -96,4 +106,4 @@ export declare class Trader extends CTPProvider implements ITraderProvider {
|
|
|
96
106
|
private _processMarginRatesQueue;
|
|
97
107
|
private _processCommissionRatesQueue;
|
|
98
108
|
}
|
|
99
|
-
export declare const createTrader: (flowTdPath: string, frontTdAddrs: string | string[], userInfo: CTPUserInfo) => Trader;
|
|
109
|
+
export declare const createTrader: (flowTdPath: string, frontTdAddrs: string | string[], userInfo: CTPUserInfo, options?: TraderOptions) => Trader;
|