hft-js 0.2.0 → 0.4.0

package/lib/bar.d.ts

@@ -1,5 +1,5 @@
-import { BarData, TapeData, TickData, Writeable } from "./typedef.js";
-import { IBarReceiver, ITickReceiver } from "./interfaces.js";
+import type { BarData, TapeData, TickData, Writeable } from "./typedef.js";
+import type { IBarReceiver, ITickReceiver } from "./interfaces.js";
 export type BarInfo = Writeable<BarData>;
 export declare class BarGenerator implements ITickReceiver {
     private readonly receivers;

package/lib/bar.js

@@ -1,75 +1,61 @@
-"use strict";
 /*
  * bar.ts
  *
- * Copyright (c) 2025 Xiongfei Shi
+ * Copyright (c) 2025-2026 Xiongfei Shi
  *
  * Author: Xiongfei Shi <xiongfei.shi(a)icloud.com>
  * License: Apache-2.0
  *
  * https://github.com/shixiongfei/hft.js
  */
-var __assign = (this && this.__assign) || function () {
-    __assign = Object.assign || function(t) {
-        for (var s, i = 1, n = arguments.length; i < n; i++) {
-            s = arguments[i];
-            for (var p in s) if (Object.prototype.hasOwnProperty.call(s, p))
-                t[p] = s[p];
-        }
-        return t;
-    };
-    return __assign.apply(this, arguments);
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.createBarGenerator = exports.BarGenerator = void 0;
-var utils_js_1 = require("./utils.js");
-var BarGenerator = /** @class */ (function () {
-    function BarGenerator(symbol, maxVolume) {
-        if (maxVolume === void 0) { maxVolume = 0; }
+import { getBarVolume } from "./utils.js";
+export class BarGenerator {
+    receivers;
+    symbol;
+    maxVolume;
+    shouldUpdate;
+    bar;
+    constructor(symbol, maxVolume = 0) {
         this.receivers = [];
         this.symbol = symbol;
         this.maxVolume = maxVolume;
         this.shouldUpdate = 0;
     }
-    Object.defineProperty(BarGenerator.prototype, "receiverCount", {
-        get: function () {
-            return this.receivers.length;
-        },
-        enumerable: false,
-        configurable: true
-    });
-    BarGenerator.prototype.addReceiver = function (receiver) {
+    get receiverCount() {
+        return this.receivers.length;
+    }
+    addReceiver(receiver) {
         if (!this.receivers.includes(receiver)) {
             if (receiver.onUpdateBar) {
                 this.shouldUpdate += 1;
             }
             this.receivers.push(receiver);
         }
-    };
-    BarGenerator.prototype.removeReceiver = function (receiver) {
-        var index = this.receivers.indexOf(receiver);
+    }
+    removeReceiver(receiver) {
+        const index = this.receivers.indexOf(receiver);
         if (index >= 0) {
             if (receiver.onUpdateBar) {
                 this.shouldUpdate -= 1;
             }
             this.receivers.splice(index, 1);
         }
-    };
-    BarGenerator.prototype.onTick = function (tick, tape) {
+    }
+    onTick(tick, tape) {
         if (tick.symbol !== this.symbol) {
             return;
         }
-        var date = tick.date;
-        var time = this.maxVolume > 0 ? tick.time : Math.floor(tick.time / 100) * 100;
+        const date = tick.date;
+        const time = this.maxVolume > 0 ? tick.time : Math.floor(tick.time / 100) * 100;
         if (this.bar) {
-            var isFinished = this.maxVolume > 0
+            const isFinished = this.maxVolume > 0
                 ? this.bar.volume >= this.maxVolume
                 : this.bar.date !== date || this.bar.time !== time;
             if (isFinished) {
-                var bar_1 = Object.freeze(this.bar);
-                Object.freeze(bar_1.buyVolumes);
-                Object.freeze(bar_1.sellVolumes);
-                this.receivers.forEach(function (receiver) { return receiver.onBar(bar_1); });
+                const bar = Object.freeze(this.bar);
+                Object.freeze(bar.buyVolumes);
+                Object.freeze(bar.sellVolumes);
+                this.receivers.forEach((receiver) => receiver.onBar(bar));
                 this.bar = undefined;
             }
         }
@@ -87,41 +73,37 @@ var BarGenerator = /** @class */ (function () {
         this.bar.amount += tape.amountDelta;
         switch (tape.direction) {
             case "up":
-                if (tick.lastPrice in this.bar.buyVolumes) {
-                    this.bar.buyVolumes[tick.lastPrice] += tape.volumeDelta;
-                }
-                else {
-                    this.bar.buyVolumes[tick.lastPrice] = tape.volumeDelta;
-                }
+                this.bar.buyVolumes[tick.lastPrice] =
+                    tape.volumeDelta + (this.bar.buyVolumes[tick.lastPrice] ?? 0);
                 this.bar.delta += tape.volumeDelta;
                 break;
             case "down":
-                if (tick.lastPrice in this.bar.sellVolumes) {
-                    this.bar.sellVolumes[tick.lastPrice] += tape.volumeDelta;
-                }
-                else {
-                    this.bar.sellVolumes[tick.lastPrice] = tape.volumeDelta;
-                }
+                this.bar.sellVolumes[tick.lastPrice] =
+                    tape.volumeDelta + (this.bar.sellVolumes[tick.lastPrice] ?? 0);
                 this.bar.delta -= tape.volumeDelta;
                 break;
         }
         if (tick.lastPrice !== this.bar.poc && tape.direction !== "none") {
-            var tickVP = (0, utils_js_1.getBarVolume)(this.bar, tick.lastPrice);
-            var pocVP = (0, utils_js_1.getBarVolume)(this.bar, this.bar.poc);
+            const tickVP = getBarVolume(this.bar, tick.lastPrice);
+            const pocVP = getBarVolume(this.bar, this.bar.poc);
             if (tickVP > pocVP) {
                 this.bar.poc = tick.lastPrice;
             }
         }
         if (this.shouldUpdate > 0) {
-            var bar_2 = Object.freeze(__assign(__assign({}, this.bar), { buyVolumes: Object.freeze(__assign({}, this.bar.buyVolumes)), sellVolumes: Object.freeze(__assign({}, this.bar.sellVolumes)) }));
-            this.receivers.forEach(function (receiver) {
+            const bar = Object.freeze({
+                ...this.bar,
+                buyVolumes: Object.freeze({ ...this.bar.buyVolumes }),
+                sellVolumes: Object.freeze({ ...this.bar.sellVolumes }),
+            });
+            this.receivers.forEach((receiver) => {
                 if (receiver.onUpdateBar) {
-                    receiver.onUpdateBar(bar_2, tick, tape);
+                    receiver.onUpdateBar(bar, tick, tape);
                 }
             });
         }
-    };
-    BarGenerator.prototype._createBar = function (date, time, tick) {
+    }
+    _createBar(date, time, tick) {
         return {
             symbol: this.symbol,
             date: date,
@@ -138,13 +120,7 @@ var BarGenerator = /** @class */ (function () {
             buyVolumes: {},
             sellVolumes: {},
         };
-    };
-    return BarGenerator;
-}());
-exports.BarGenerator = BarGenerator;
-var createBarGenerator = function (symbol, maxVolume) {
-    if (maxVolume === void 0) { maxVolume = 0; }
-    return new BarGenerator(symbol, maxVolume);
-};
-exports.createBarGenerator = createBarGenerator;
+    }
+}
+export const createBarGenerator = (symbol, maxVolume = 0) => new BarGenerator(symbol, maxVolume);
 //# sourceMappingURL=bar.js.map

package/lib/bar.js.map

@@ -1 +1 @@
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+{"version":3,"file":"bar.js","sourceRoot":"","sources":["../src/bar.ts"],"names":[],"mappings":"AAAA;;;;;;;;;GASG;AAIH,OAAO,EAAE,YAAY,EAAE,MAAM,YAAY,CAAC;AAI1C,MAAM,OAAO,YAAY;IACN,SAAS,CAAiB;IAC1B,MAAM,CAAS;IACf,SAAS,CAAS;IAC3B,YAAY,CAAS;IACrB,GAAG,CAAW;IAEtB,YAAY,MAAc,EAAE,SAAS,GAAG,CAAC;QACvC,IAAI,CAAC,SAAS,GAAG,EAAE,CAAC;QACpB,IAAI,CAAC,MAAM,GAAG,MAAM,CAAC;QACrB,IAAI,CAAC,SAAS,GAAG,SAAS,CAAC;QAC3B,IAAI,CAAC,YAAY,GAAG,CAAC,CAAC;IACxB,CAAC;IAED,IAAI,aAAa;QACf,OAAO,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC;IAC/B,CAAC;IAED,WAAW,CAAC,QAAsB;QAChC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,QAAQ,CAAC,QAAQ,CAAC,EAAE,CAAC;YACvC,IAAI,QAAQ,CAAC,WAAW,EAAE,CAAC;gBACzB,IAAI,CAAC,YAAY,IAAI,CAAC,CAAC;YACzB,CAAC;YAED,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;QAChC,CAAC;IACH,CAAC;IAED,cAAc,CAAC,QAAsB;QACnC,MAAM,KAAK,GAAG,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC;QAE/C,IAAI,KAAK,IAAI,CAAC,EAAE,CAAC;YACf,IAAI,QAAQ,CAAC,WAAW,EAAE,CAAC;gBACzB,IAAI,CAAC,YAAY,IAAI,CAAC,CAAC;YACzB,CAAC;YAED,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,KAAK,EAAE,CAAC,CAAC,CAAC;QAClC,CAAC;IACH,CAAC;IAED,MAAM,CAAC,IAAc,EAAE,IAAc;QACnC,IAAI,IAAI,CAAC,MAAM,KAAK,IAAI,CAAC,MAAM,EAAE,CAAC;YAChC,OAAO;QACT,CAAC;QAED,MAAM,IAAI,GAAG,IAAI,CAAC,IAAI,CAAC;QAEvB,MAAM,IAAI,GACR,IAAI,CAAC,SAAS,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,IAAI,GAAG,GAAG,CAAC,GAAG,GAAG,CAAC;QAErE,IAAI,IAAI,CAAC,GAAG,EAAE,CAAC;YACb,MAAM,UAAU,GACd,IAAI,CAAC,SAAS,GAAG,CAAC;gBAChB,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,MAAM,IAAI,IAAI,CAAC,SAAS;gBACnC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,KAAK,IAAI,IAAI,IAAI,CAAC,GAAG,CAAC,IAAI,KAAK,IAAI,CAAC;YAEvD,IAAI,UAAU,EAAE,CAAC;gBACf,MAAM,GAAG,GAAG,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;gBAEpC,MAAM,CAAC,MAAM,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;gBAC9B,MAAM,CAAC,MAAM,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC;gBAE/B,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,QAAQ,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC;gBAC1D,IAAI,CAAC,GAAG,GAAG,SAAS,CAAC;YACvB,CAAC;QACH,CAAC;QAED,IAAI,IAAI,CAAC,WAAW,KAAK,CAAC,EAAE,CAAC;YAC3B,OAAO;QACT,CAAC;QAED,IAAI,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC;YACd,IAAI,CAAC,GAAG,GAAG,IAAI,CAAC,UAAU,CAAC,IAAI,EAAE,IAAI,EAAE,IAAI,CAAC,CAAC;QAC/C,CAAC;QAED,IAAI,CAAC,GAAG,CAAC,YAAY,GAAG,IAAI,CAAC,YAAY,CAAC;QAC1C,IAAI,CAAC,GAAG,CAAC,UAAU,GAAG,IAAI,CAAC,SAAS,CAAC;QAErC,IAAI,CAAC,GAAG,CAAC,SAAS,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,SAAS,EAAE,IAAI,CAAC,SAAS,CAAC,CAAC;QAClE,IAAI,CAAC,GAAG,CAAC,QAAQ,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,QAAQ,EAAE,IAAI,CAAC,SAAS,CAAC,CAAC;QAEhE,IAAI,CAAC,GAAG,CAAC,MAAM,IAAI,IAAI,CAAC,WAAW,CAAC;QACpC,IAAI,CAAC,GAAG,CAAC,MAAM,IAAI,IAAI,CAAC,WAAW,CAAC;QAEpC,QAAQ,IAAI,CAAC,SAAS,EAAE,CAAC;YACvB,KAAK,IAAI;gBACP,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,SAAS,CAAC;oBACjC,IAAI,CAAC,WAAW,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,CAAC,CAAC;gBAEhE,IAAI,CAAC,GAAG,CAAC,KAAK,IAAI,IAAI,CAAC,WAAW,CAAC;gBACnC,MAAM;YAER,KAAK,MAAM;gBACT,IAAI,CAAC,GAAG,CAAC,WAAW,CAAC,IAAI,CAAC,SAAS,CAAC;oBAClC,IAAI,CAAC,WAAW,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,WAAW,CAAC,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,CAAC,CAAC;gBAEjE,IAAI,CAAC,GAAG,CAAC,KAAK,IAAI,IAAI,CAAC,WAAW,CAAC;gBACnC,MAAM;QACV,CAAC;QAED,IAAI,IAAI,CAAC,SAAS,KAAK,IAAI,CAAC,GAAG,CAAC,GAAG,IAAI,IAAI,CAAC,SAAS,KAAK,MAAM,EAAE,CAAC;YACjE,MAAM,MAAM,GAAG,YAAY,CAAC,IAAI,CAAC,GAAG,EAAE,IAAI,CAAC,SAAS,CAAC,CAAC;YACtD,MAAM,KAAK,GAAG,YAAY,CAAC,IAAI,CAAC,GAAG,EAAE,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;YAEnD,IAAI,MAAM,GAAG,KAAK,EAAE,CAAC;gBACnB,IAAI,CAAC,GAAG,CAAC,GAAG,GAAG,IAAI,CAAC,SAAS,CAAC;YAChC,CAAC;QACH,CAAC;QAED,IAAI,IAAI,CAAC,YAAY,GAAG,CAAC,EAAE,CAAC;YAC1B,MAAM,GAAG,GAAY,MAAM,CAAC,MAAM,CAAC;gBACjC,GAAG,IAAI,CAAC,GAAG;gBACX,UAAU,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,UAAU,EAAE,CAAC;gBACrD,WAAW,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,WAAW,EAAE,CAAC;aACxD,CAAC,CAAC;YAEH,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,CAAC,QAAQ,EAAE,EAAE;gBAClC,IAAI,QAAQ,CAAC,WAAW,EAAE,CAAC;oBACzB,QAAQ,CAAC,WAAW,CAAC,GAAG,EAAE,IAAI,EAAE,IAAI,CAAC,CAAC;gBACxC,CAAC;YACH,CAAC,CAAC,CAAC;QACL,CAAC;IACH,CAAC;IAEO,UAAU,CAAC,IAAY,EAAE,IAAY,EAAE,IAAc;QAC3D,OAAO;YACL,MAAM,EAAE,IAAI,CAAC,MAAM;YACnB,IAAI,EAAE,IAAI;YACV,IAAI,EAAE,IAAI;YACV,YAAY,EAAE,IAAI,CAAC,YAAY;YAC/B,SAAS,EAAE,IAAI,CAAC,SAAS;YACzB,SAAS,EAAE,IAAI,CAAC,SAAS;YACzB,QAAQ,EAAE,IAAI,CAAC,SAAS;YACxB,UAAU,EAAE,IAAI,CAAC,SAAS;YAC1B,MAAM,EAAE,CAAC;YACT,MAAM,EAAE,CAAC;YACT,KAAK,EAAE,CAAC;YACR,GAAG,EAAE,IAAI,CAAC,SAAS;YACnB,UAAU,EAAE,EAAE;YACd,WAAW,EAAE,EAAE;SAChB,CAAC;IACJ,CAAC;CACF;AAED,MAAM,CAAC,MAAM,kBAAkB,GAAG,CAAC,MAAc,EAAE,SAAS,GAAG,CAAC,EAAE,EAAE,CAClE,IAAI,YAAY,CAAC,MAAM,EAAE,SAAS,CAAC,CAAC"}

package/lib/broker.d.ts

@@ -1,15 +1,16 @@
-import { OffsetType, OrderData, OrderFlag, SideType } from "./typedef.js";
-import { ICancelOrderResultReceiver, ICancelOrderRiskManager, ICommissionRateReceiver, IErrorReceiver, IInstrumentReceiver, IInstrumentsReceiver, IMarginRateReceiver, IMarketProvider, IOrdersReceiver, IPlaceOrderRiskManager, IPositionsReceiver, IRuntimeEngine, IStrategy, ITickReceiver, ITraderProvider, ITradingAccountsReceiver, IPlaceOrderResultReceiver, IPositionReceiver, IPositionDetailsReceiver, IBarReceiver } from "./interfaces.js";
+import type { OffsetType, OrderData, OrderFlag, SideType } from "./typedef.js";
+import type { ICancelOrderResultReceiver, ICancelOrderRiskManager, ICommissionRateReceiver, IErrorReceiver, IInstrumentReceiver, IInstrumentsReceiver, IMarginRateReceiver, IMarketProvider, IOrdersReceiver, IPlaceOrderRiskManager, IPositionsReceiver, IRuntimeEngine, IStrategy, ITickReceiver, ITraderProvider, ITradingAccountsReceiver, IPlaceOrderResultReceiver, IPositionReceiver, IPositionDetailsReceiver, IBarReceiver } from "./interfaces.js";
 export declare class Broker implements IRuntimeEngine {
     private readonly trader;
     private readonly market;
+    private readonly errorReceiver;
     private readonly traderLifecycle;
     private readonly marketLifecycle;
     private readonly strategies;
     private readonly placeOrderRiskManagers;
     private readonly cancelOrderRiskManagers;
     private readonly generators;
-    constructor(trader: ITraderProvider, market: IMarketProvider, errorReceiver?: IErrorReceiver);
+    constructor(trader: ITraderProvider, market: IMarketProvider, errorReceiver: IErrorReceiver);
     start(): boolean;
     stop(): void;
     addStrategy(strategy: IStrategy): void;
@@ -49,4 +50,4 @@ export declare class Broker implements IRuntimeEngine {
     queryPositionDetails(receiver: IPositionDetailsReceiver): void;
     queryOrders(receiver: IOrdersReceiver): void;
 }
-export declare const createBroker: (trader: ITraderProvider, market: IMarketProvider, errorReceiver?: IErrorReceiver) => Broker;
+export declare const createBroker: (trader: ITraderProvider, market: IMarketProvider, errorReceiver: IErrorReceiver) => Broker;

package/lib/broker.js

@@ -1,133 +1,123 @@
-"use strict";
 /*
  * broker.ts
  *
- * Copyright (c) 2025 Xiongfei Shi
+ * Copyright (c) 2025-2026 Xiongfei Shi
  *
  * Author: Xiongfei Shi <xiongfei.shi(a)icloud.com>
  * License: Apache-2.0
  *
  * https://github.com/shixiongfei/hft.js
  */
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.createBroker = exports.Broker = void 0;
-var bar_js_1 = require("./bar.js");
-var Broker = /** @class */ (function () {
-    function Broker(trader, market, errorReceiver) {
-        var _this = this;
-        this.strategies = [];
-        this.placeOrderRiskManagers = [];
-        this.cancelOrderRiskManagers = [];
+import { BarGenerator, createBarGenerator } from "./bar.js";
+export class Broker {
+    trader;
+    market;
+    errorReceiver;
+    traderLifecycle;
+    marketLifecycle;
+    strategies = [];
+    placeOrderRiskManagers = [];
+    cancelOrderRiskManagers = [];
+    generators;
+    constructor(trader, market, errorReceiver) {
         this.trader = trader;
         this.market = market;
         this.generators = new Map();
+        this.errorReceiver = errorReceiver;
         this.marketLifecycle = {
-            onOpen: function () {
-                var recorder = _this.market.getRecorder();
+            onOpen: () => {
+                const recorder = this.market.getRecorder();
                 if (recorder && recorder.isRecorderReady()) {
-                    _this.trader.queryInstruments({
-                        onInstruments: function (instruments) {
+                    this.trader.queryInstruments({
+                        onInstruments: (instruments) => {
                             if (instruments) {
                                 recorder.startRecorder(instruments);
                             }
                         },
                     });
                 }
-                _this.strategies.forEach(function (strategy) { return strategy.onInit(); });
+                this.strategies.forEach((strategy) => strategy.onInit());
             },
-            onClose: function () {
-                _this.strategies.forEach(function (strategy) { return strategy.onDestroy(); });
-                var recorder = _this.market.getRecorder();
+            onClose: () => {
+                this.strategies.forEach((strategy) => strategy.onDestroy());
+                const recorder = this.market.getRecorder();
                 if (recorder) {
                     recorder.stopRecorder();
                 }
             },
-            onError: function (error, message) {
-                if (errorReceiver) {
-                    errorReceiver.onError(error, message);
-                }
-            },
         };
         this.traderLifecycle = {
-            onOpen: function () {
-                _this.market.open(_this.marketLifecycle);
+            onOpen: () => {
+                this.market.open(this.marketLifecycle, this.errorReceiver);
             },
-            onClose: function () {
-                _this.market.close(_this.marketLifecycle);
-            },
-            onError: function (error, message) {
-                if (errorReceiver) {
-                    errorReceiver.onError(error, message);
-                }
+            onClose: () => {
+                this.market.close(this.marketLifecycle, this.errorReceiver);
             },
         };
     }
-    Broker.prototype.start = function () {
-        return this.trader.open(this.traderLifecycle);
-    };
-    Broker.prototype.stop = function () {
-        return this.trader.close(this.traderLifecycle);
-    };
-    Broker.prototype.addStrategy = function (strategy) {
+    start() {
+        return this.trader.open(this.traderLifecycle, this.errorReceiver);
+    }
+    stop() {
+        return this.trader.close(this.traderLifecycle, this.errorReceiver);
+    }
+    addStrategy(strategy) {
         if (!this.strategies.includes(strategy)) {
             this.strategies.push(strategy);
             this.trader.addOrderReceiver(strategy);
         }
-    };
-    Broker.prototype.removeStrategy = function (strategy) {
-        var index = this.strategies.indexOf(strategy);
+    }
+    removeStrategy(strategy) {
+        const index = this.strategies.indexOf(strategy);
         if (index < 0) {
             return;
         }
         this.strategies.splice(index, 1);
         this.trader.removeOrderReceiver(strategy);
-    };
-    Broker.prototype.addPlaceOrderRiskManager = function (riskMgr) {
+    }
+    addPlaceOrderRiskManager(riskMgr) {
         if (!this.placeOrderRiskManagers.includes(riskMgr)) {
             this.placeOrderRiskManagers.push(riskMgr);
         }
-    };
-    Broker.prototype.addCancelOrderRiskManager = function (riskMgr) {
+    }
+    addCancelOrderRiskManager(riskMgr) {
         if (!this.cancelOrderRiskManagers.includes(riskMgr)) {
             this.cancelOrderRiskManagers.push(riskMgr);
         }
-    };
-    Broker.prototype.subscribe = function (symbols, receiver) {
+    }
+    subscribe(symbols, receiver) {
         return this.market.subscribe(symbols, receiver);
-    };
-    Broker.prototype.unsubscribe = function (symbols, receiver) {
+    }
+    unsubscribe(symbols, receiver) {
         return this.market.unsubscribe(symbols, receiver);
-    };
-    Broker.prototype.subscribeBar = function (symbols, receiver) {
-        var _this = this;
-        symbols.forEach(function (symbol) {
-            var generator = _this.generators.get(symbol);
+    }
+    subscribeBar(symbols, receiver) {
+        symbols.forEach((symbol) => {
+            let generator = this.generators.get(symbol);
             if (!generator) {
-                generator = (0, bar_js_1.createBarGenerator)(symbol);
-                _this.generators.set(symbol, generator);
-                _this.subscribe([symbol], generator);
+                generator = createBarGenerator(symbol);
+                this.generators.set(symbol, generator);
+                this.subscribe([symbol], generator);
             }
             generator.addReceiver(receiver);
         });
-    };
-    Broker.prototype.unsubscribeBar = function (symbols, receiver) {
-        var _this = this;
-        symbols.forEach(function (symbol) {
-            var generator = _this.generators.get(symbol);
+    }
+    unsubscribeBar(symbols, receiver) {
+        symbols.forEach((symbol) => {
+            const generator = this.generators.get(symbol);
             if (!generator) {
                 return;
             }
             generator.removeReceiver(receiver);
             if (generator.receiverCount === 0) {
-                _this.unsubscribe([symbol], generator);
-                _this.generators.delete(symbol);
+                this.unsubscribe([symbol], generator);
+                this.generators.delete(symbol);
             }
         });
-    };
-    Broker.prototype.placeOrder = function (strategy, symbol, offset, side, volume, price, flag, receiver) {
-        for (var _i = 0, _a = this.placeOrderRiskManagers; _i < _a.length; _i++) {
-            var placeOrderRiskManager = _a[_i];
-            var result = placeOrderRiskManager.onPlaceOrder(symbol, offset, side, volume, price, flag);
+    }
+    placeOrder(strategy, symbol, offset, side, volume, price, flag, receiver) {
+        for (const placeOrderRiskManager of this.placeOrderRiskManagers) {
+            const result = placeOrderRiskManager.onPlaceOrder(symbol, offset, side, volume, price, flag);
             if (typeof result === "boolean") {
                 if (!result) {
                     strategy.onRisk("place-order-risk");
@@ -142,11 +132,10 @@ var Broker = /** @class */ (function () {
             }
         }
         return this.trader.placeOrder(symbol, offset, side, volume, price, flag, receiver);
-    };
-    Broker.prototype.cancelOrder = function (strategy, order, receiver) {
-        for (var _i = 0, _a = this.cancelOrderRiskManagers; _i < _a.length; _i++) {
-            var cancelOrderRiskManager = _a[_i];
-            var result = cancelOrderRiskManager.onCancelOrder(order);
+    }
+    cancelOrder(strategy, order, receiver) {
+        for (const cancelOrderRiskManager of this.cancelOrderRiskManagers) {
+            const result = cancelOrderRiskManager.onCancelOrder(order);
             if (typeof result === "boolean") {
                 if (!result) {
                     strategy.onRisk("cancel-order-risk");
@@ -161,46 +150,43 @@ var Broker = /** @class */ (function () {
             }
         }
         return this.trader.cancelOrder(order, receiver);
-    };
-    Broker.prototype.getTradingDay = function () {
+    }
+    getTradingDay() {
         return this.trader.getTradingDay();
-    };
-    Broker.prototype.getOrderStatistics = function () {
+    }
+    getOrderStatistics() {
         return this.trader.getOrderStatistics();
-    };
-    Broker.prototype.getOrderStatistic = function (symbol) {
+    }
+    getOrderStatistic(symbol) {
         return this.trader.getOrderStatistic(symbol);
-    };
-    Broker.prototype.queryCommissionRate = function (symbol, receiver) {
+    }
+    queryCommissionRate(symbol, receiver) {
         return this.trader.queryCommissionRate(symbol, receiver);
-    };
-    Broker.prototype.queryMarginRate = function (symbol, receiver) {
+    }
+    queryMarginRate(symbol, receiver) {
         return this.trader.queryMarginRate(symbol, receiver);
-    };
-    Broker.prototype.queryInstrument = function (symbol, receiver) {
+    }
+    queryInstrument(symbol, receiver) {
         return this.trader.queryInstrument(symbol, receiver);
-    };
-    Broker.prototype.queryPosition = function (symbol, receiver) {
+    }
+    queryPosition(symbol, receiver) {
         return this.trader.queryPosition(symbol, receiver);
-    };
-    Broker.prototype.queryInstruments = function (receiver) {
+    }
+    queryInstruments(receiver) {
         return this.trader.queryInstruments(receiver);
-    };
-    Broker.prototype.queryTradingAccounts = function (receiver) {
+    }
+    queryTradingAccounts(receiver) {
         return this.trader.queryTradingAccounts(receiver);
-    };
-    Broker.prototype.queryPositions = function (receiver) {
+    }
+    queryPositions(receiver) {
         return this.trader.queryPositions(receiver);
-    };
-    Broker.prototype.queryPositionDetails = function (receiver) {
+    }
+    queryPositionDetails(receiver) {
         return this.trader.queryPositionDetails(receiver);
-    };
-    Broker.prototype.queryOrders = function (receiver) {
+    }
+    queryOrders(receiver) {
         return this.trader.queryOrders(receiver);
-    };
-    return Broker;
-}());
-exports.Broker = Broker;
-var createBroker = function (trader, market, errorReceiver) { return new Broker(trader, market, errorReceiver); };
-exports.createBroker = createBroker;
+    }
+}
+export const createBroker = (trader, market, errorReceiver) => new Broker(trader, market, errorReceiver);
 //# sourceMappingURL=broker.js.map

package/lib/broker.js.map

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package/lib/index.js

@@ -1,35 +1,19 @@
-"use strict";
 /*
  * index.ts
  *
- * Copyright (c) 2025 Xiongfei Shi
+ * Copyright (c) 2025-2026 Xiongfei Shi
  *
  * Author: Xiongfei Shi <xiongfei.shi(a)icloud.com>
  * License: Apache-2.0
  *
  * https://github.com/shixiongfei/hft.js
  */
-var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    var desc = Object.getOwnPropertyDescriptor(m, k);
-    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
-      desc = { enumerable: true, get: function() { return m[k]; } };
-    }
-    Object.defineProperty(o, k2, desc);
-}) : (function(o, m, k, k2) {
-    if (k2 === undefined) k2 = k;
-    o[k2] = m[k];
-}));
-var __exportStar = (this && this.__exportStar) || function(m, exports) {
-    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-__exportStar(require("./typedef.js"), exports);
-__exportStar(require("./interfaces.js"), exports);
-__exportStar(require("./broker.js"), exports);
-__exportStar(require("./trader.js"), exports);
-__exportStar(require("./market.js"), exports);
-__exportStar(require("./utils.js"), exports);
-__exportStar(require("./tape.js"), exports);
-__exportStar(require("./bar.js"), exports);
+export * from "./typedef.js";
+export * from "./interfaces.js";
+export * from "./broker.js";
+export * from "./trader.js";
+export * from "./market.js";
+export * from "./utils.js";
+export * from "./tape.js";
+export * from "./bar.js";
 //# sourceMappingURL=index.js.map

package/lib/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";AAAA;;;;;;;;;GASG;;;;;;;;;;;;;;;;AAEH,+CAA6B;AAC7B,kDAAgC;AAChC,8CAA4B;AAC5B,8CAA4B;AAC5B,8CAA4B;AAC5B,6CAA2B;AAC3B,4CAA0B;AAC1B,2CAAyB"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA;;;;;;;;;GASG;AAEH,cAAc,cAAc,CAAC;AAC7B,cAAc,iBAAiB,CAAC;AAChC,cAAc,aAAa,CAAC;AAC5B,cAAc,aAAa,CAAC;AAC5B,cAAc,aAAa,CAAC;AAC5B,cAAc,YAAY,CAAC;AAC3B,cAAc,WAAW,CAAC;AAC1B,cAAc,UAAU,CAAC"}

package/lib/index.test.d.ts

@@ -1,4 +1,4 @@
-import * as hft from ".";
+import * as hft from "./index.js";
 export type Configure = {
     FlowTdPath: string;
     FlowMdPath: string;