hft-js 0.2.0 → 0.4.0

package/lib/index.test.js

@@ -1,154 +1,122 @@
-"use strict";
 /*
  * index.test.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 __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
-    Object.defineProperty(o, "default", { enumerable: true, value: v });
-}) : function(o, v) {
-    o["default"] = v;
-});
-var __importStar = (this && this.__importStar) || (function () {
-    var ownKeys = function(o) {
-        ownKeys = Object.getOwnPropertyNames || function (o) {
-            var ar = [];
-            for (var k in o) if (Object.prototype.hasOwnProperty.call(o, k)) ar[ar.length] = k;
-            return ar;
-        };
-        return ownKeys(o);
-    };
-    return function (mod) {
-        if (mod && mod.__esModule) return mod;
-        var result = {};
-        if (mod != null) for (var k = ownKeys(mod), i = 0; i < k.length; i++) if (k[i] !== "default") __createBinding(result, mod, k[i]);
-        __setModuleDefault(result, mod);
-        return result;
-    };
-})();
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-var node_fs_1 = __importDefault(require("node:fs"));
-var node_process_1 = require("node:process");
-var hft = __importStar(require("."));
-var config = JSON.parse(node_fs_1.default.readFileSync("test.conf.json", "utf8"));
-var Strategy = /** @class */ (function () {
-    function Strategy(engine) {
-        this.symbol = config.Test.Symbol;
+import process from "node:process";
+import fs from "node:fs";
+import * as hft from "./index.js";
+const config = JSON.parse(fs.readFileSync("test.conf.json", "utf8"));
+class Strategy {
+    lastTick;
+    lastBar;
+    engine;
+    symbol = config.Test.Symbol;
+    constructor(engine) {
         this.engine = engine;
     }
-    Strategy.prototype.onInit = function () {
-        var _this = this;
+    onInit() {
         this.engine.subscribe([this.symbol], this);
         this.engine.subscribeBar([this.symbol], this);
         console.log("Strategy init");
         console.log("Trading Day", this.engine.getTradingDay());
         this.engine.queryInstrument(this.symbol, {
-            onInstrument: function (instrument) {
+            onInstrument: (instrument) => {
                 if (!instrument) {
-                    console.error("Symbol", _this.symbol, "error");
-                    (0, node_process_1.exit)(1);
+                    console.error("Symbol", this.symbol, "error");
+                    process.exit(1);
                 }
                 console.log("Instrument", instrument);
             },
         });
         this.engine.queryCommissionRate(this.symbol, {
-            onCommissionRate: function (rate) {
+            onCommissionRate: (rate) => {
                 console.log("Commission Rate", rate);
             },
         });
         this.engine.queryMarginRate(this.symbol, {
-            onMarginRate: function (rate) {
+            onMarginRate: (rate) => {
                 console.log("Margin Rate", rate);
             },
         });
         this.engine.queryTradingAccounts({
-            onTradingAccounts: function (accounts) {
+            onTradingAccounts: (accounts) => {
                 console.log("Trading Accounts", accounts);
             },
         });
         this.engine.queryOrders({
-            onOrders: function (orders) {
+            onOrders: (orders) => {
                 console.log("Orders", orders);
             },
         });
         this.engine.queryPositionDetails({
-            onPositionDetails: function (positionDetails) {
+            onPositionDetails: (positionDetails) => {
                 console.log("Position Details", positionDetails);
             },
         });
         this.engine.queryPositions({
-            onPositions: function (positions) {
+            onPositions: (positions) => {
                 console.log("Positions", positions);
             },
         });
-        setTimeout(function () {
-            if (!_this.lastTick) {
+        setTimeout(() => {
+            if (!this.lastTick) {
                 console.error("Market data is not found");
                 return;
             }
-            if (_this.lastBar) {
-                console.log(_this.lastBar);
+            if (this.lastBar) {
+                console.log(this.lastBar);
+            }
+            const price = this.lastTick.orderBook.asks.price[0];
+            if (!price) {
+                console.error("Invalid price");
+                return;
             }
-            hft.buyOpen(_this.engine, _this, _this.symbol, 1, _this.lastTick.orderBook.asks.price[0], {
-                onPlaceOrderSent: function (receiptId) {
+            hft.buyOpen(this.engine, this, this.symbol, 1, price, {
+                onPlaceOrderSent: (receiptId) => {
                     console.log("Open Place Order Receipt Id", receiptId);
                 },
-                onPlaceOrderError: function (reason) {
+                onPlaceOrderError: (reason) => {
                     console.error("Open Place Order Error", reason);
                 },
             });
         }, 30 * 1000);
-    };
-    Strategy.prototype.onDestroy = function () {
+    }
+    onDestroy() {
         this.engine.unsubscribeBar([this.symbol], this);
         this.engine.unsubscribe([this.symbol], this);
         console.log("Strategy destroy");
-    };
-    Strategy.prototype.onRisk = function (type, reason) {
+    }
+    onRisk(type, reason) {
         console.log("Trigger Risk Control", type, reason);
-    };
-    Strategy.prototype.onEntrust = function (order) {
+    }
+    onEntrust(order) {
         console.log("Entrust order", order);
-    };
-    Strategy.prototype.onTrade = function (order, trade) {
-        var _this = this;
+    }
+    onTrade(order, trade) {
         console.log("Order", order, "Traded", trade);
         if (order.status === "filled") {
-            setTimeout(function () {
-                _this.engine.queryPosition(_this.symbol, {
-                    onPosition: function (position) {
-                        if (!position || !_this.lastTick) {
+            setTimeout(() => {
+                this.engine.queryPosition(this.symbol, {
+                    onPosition: (position) => {
+                        if (!position || !this.lastTick) {
                             return;
                         }
-                        var todayLong = position.today.long.position - position.today.long.frozen;
+                        const todayLong = position.today.long.position - position.today.long.frozen;
                         if (todayLong > 0) {
-                            if (_this.lastBar) {
-                                console.log(_this.lastBar);
+                            if (this.lastBar) {
+                                console.log(this.lastBar);
                             }
-                            hft.sellClose(_this.engine, _this, _this.symbol, todayLong, 0, true, {
-                                onPlaceOrderSent: function (receiptId) {
+                            hft.sellClose(this.engine, this, this.symbol, todayLong, 0, true, {
+                                onPlaceOrderSent: (receiptId) => {
                                     console.log("Close Place Order Receipt Id", receiptId);
                                 },
-                                onPlaceOrderError: function (reason) {
+                                onPlaceOrderError: (reason) => {
                                     console.error("Close Place Order Error", reason);
                                 },
                             });
@@ -157,56 +125,59 @@ var Strategy = /** @class */ (function () {
                 });
             }, 30 * 1000);
         }
-    };
-    Strategy.prototype.onCancel = function (order) {
+    }
+    onCancel(order) {
         console.log("Cancel Order", order);
-    };
-    Strategy.prototype.onReject = function (order) {
+    }
+    onReject(order) {
         console.log("Reject Order", order);
-    };
-    Strategy.prototype.onTick = function (tick, tape) {
+    }
+    onTick(tick, tape) {
         //console.log(tick);
         //console.log(tape);
         this.lastTick = tick;
-    };
-    Strategy.prototype.onBar = function (bar) {
+    }
+    onBar(bar) {
         console.log(bar);
         this.lastBar = bar;
-    };
-    return Strategy;
-}());
-var market = hft.createMarket(config.FlowMdPath, config.FrontMdAddrs, {
+    }
+}
+const market = hft.createMarket(config.FlowMdPath, config.FrontMdAddrs, {
     listener: {
-        onSubscribed: function (symbol) {
-            console.log("Market subscribed: ".concat(symbol));
+        onSubscribed: (symbol) => {
+            console.log(`Market subscribed: ${symbol}`);
         },
-        onUnsubscribed: function (symbol) {
-            console.log("Market unsubscribed: ".concat(symbol));
+        onUnsubscribed: (symbol) => {
+            console.log(`Market unsubscribed: ${symbol}`);
         },
     },
 });
-var trader = hft.createTrader(config.FlowTdPath, config.FrontTdAddrs, config.UserInfo, { fastQueryLastTick: function (instrumentId) { return market.getLastTick(instrumentId); } });
-var recorder = market.getRecorder();
-var enableRecorder = false;
+const trader = hft.createTrader(config.FlowTdPath, config.FrontTdAddrs, config.UserInfo, { fastQueryLastTick: (instrumentId) => market.getLastTick(instrumentId) });
+const recorder = market.getRecorder();
+const enableRecorder = false;
 if (enableRecorder && recorder) {
     recorder.setRecorder({
-        onMarketData: function (marketData) {
+        onOpen: () => {
+            console.log("Market Recorder is started");
+        },
+        onClose: () => {
+            console.log("Market Recorder is stopped");
+        },
+        onMarketData: (marketData) => {
             console.log(marketData.InstrumentID, marketData.LastPrice);
         },
-    }, function (instruments) {
-        return instruments
-            .filter(function (instrument) { return instrument.productType === "futures"; })
-            .map(function (instrument) { return instrument.symbol; });
-    });
+    }, (instruments) => instruments
+        .filter((instrument) => instrument.productType === "futures")
+        .map((instrument) => instrument.symbol));
 }
-var broker = hft.createBroker(trader, market, {
-    onError: function (error, message) {
+const broker = hft.createBroker(trader, market, {
+    onError(error, message) {
         console.error(error, message);
     },
 });
 broker.addStrategy(new Strategy(broker));
 if (!broker.start()) {
     console.error("Broker start failed");
-    (0, node_process_1.exit)(1);
+    process.exit(1);
 }
 //# sourceMappingURL=index.test.js.map

package/lib/index.test.js.map

@@ -1 +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"}
+{"version":3,"file":"index.test.js","sourceRoot":"","sources":["../src/index.test.ts"],"names":[],"mappings":"AAAA;;;;;;;;;GASG;AAEH,OAAO,OAAO,MAAM,cAAc,CAAC;AACnC,OAAO,EAAE,MAAM,SAAS,CAAC;AAEzB,OAAO,KAAK,GAAG,MAAM,YAAY,CAAC;AAWlC,MAAM,MAAM,GAAG,IAAI,CAAC,KAAK,CACvB,EAAE,CAAC,YAAY,CAAC,gBAAgB,EAAE,MAAM,CAAC,CAC7B,CAAC;AAEf,MAAM,QAAQ;IACJ,QAAQ,CAAgB;IACxB,OAAO,CAAe;IACtB,MAAM,CAAqB;IAC1B,MAAM,GAAG,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC;IAErC,YAAY,MAA0B;QACpC,IAAI,CAAC,MAAM,GAAG,MAAM,CAAC;IACvB,CAAC;IAED,MAAM;QACJ,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,CAAC,UAAU,EAAE,EAAE;gBAC3B,IAAI,CAAC,UAAU,EAAE,CAAC;oBAChB,OAAO,CAAC,KAAK,CAAC,QAAQ,EAAE,IAAI,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC;oBAC9C,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBAClB,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,CAAC,IAAI,EAAE,EAAE;gBACzB,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,CAAC,IAAI,EAAE,EAAE;gBACrB,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,CAAC,QAAQ,EAAE,EAAE;gBAC9B,OAAO,CAAC,GAAG,CAAC,kBAAkB,EAAE,QAAQ,CAAC,CAAC;YAC5C,CAAC;SACF,CAAC,CAAC;QAEH,IAAI,CAAC,MAAM,CAAC,WAAW,CAAC;YACtB,QAAQ,EAAE,CAAC,MAAM,EAAE,EAAE;gBACnB,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,CAAC,eAAe,EAAE,EAAE;gBACrC,OAAO,CAAC,GAAG,CAAC,kBAAkB,EAAE,eAAe,CAAC,CAAC;YACnD,CAAC;SACF,CAAC,CAAC;QAEH,IAAI,CAAC,MAAM,CAAC,cAAc,CAAC;YACzB,WAAW,EAAE,CAAC,SAAS,EAAE,EAAE;gBACzB,OAAO,CAAC,GAAG,CAAC,WAAW,EAAE,SAAS,CAAC,CAAC;YACtC,CAAC;SACF,CAAC,CAAC;QAEH,UAAU,CAAC,GAAG,EAAE;YACd,IAAI,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC;gBACnB,OAAO,CAAC,KAAK,CAAC,0BAA0B,CAAC,CAAC;gBAC1C,OAAO;YACT,CAAC;YAED,IAAI,IAAI,CAAC,OAAO,EAAE,CAAC;gBACjB,OAAO,CAAC,GAAG,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;YAC5B,CAAC;YAED,MAAM,KAAK,GAAG,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;YAEpD,IAAI,CAAC,KAAK,EAAE,CAAC;gBACX,OAAO,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC;gBAC/B,OAAO;YACT,CAAC;YAED,GAAG,CAAC,OAAO,CAAC,IAAI,CAAC,MAAM,EAAE,IAAI,EAAE,IAAI,CAAC,MAAM,EAAE,CAAC,EAAE,KAAK,EAAE;gBACpD,gBAAgB,EAAE,CAAC,SAAS,EAAE,EAAE;oBAC9B,OAAO,CAAC,GAAG,CAAC,6BAA6B,EAAE,SAAS,CAAC,CAAC;gBACxD,CAAC;gBAED,iBAAiB,EAAE,CAAC,MAAM,EAAE,EAAE;oBAC5B,OAAO,CAAC,KAAK,CAAC,wBAAwB,EAAE,MAAM,CAAC,CAAC;gBAClD,CAAC;aACF,CAAC,CAAC;QACL,CAAC,EAAE,EAAE,GAAG,IAAI,CAAC,CAAC;IAChB,CAAC;IAED,SAAS;QACP,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,MAAM,CAAC,IAAkB,EAAE,MAAe;QACxC,OAAO,CAAC,GAAG,CAAC,sBAAsB,EAAE,IAAI,EAAE,MAAM,CAAC,CAAC;IACpD,CAAC;IAED,SAAS,CAAC,KAAoB;QAC5B,OAAO,CAAC,GAAG,CAAC,eAAe,EAAE,KAAK,CAAC,CAAC;IACtC,CAAC;IAED,OAAO,CAAC,KAAoB,EAAE,KAAoB;QAChD,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,GAAG,EAAE;gBACd,IAAI,CAAC,MAAM,CAAC,aAAa,CAAC,IAAI,CAAC,MAAM,EAAE;oBACrC,UAAU,EAAE,CAAC,QAAQ,EAAE,EAAE;wBACvB,IAAI,CAAC,QAAQ,IAAI,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC;4BAChC,OAAO;wBACT,CAAC;wBAED,MAAM,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,IAAI,CAAC,OAAO,EAAE,CAAC;gCACjB,OAAO,CAAC,GAAG,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;4BAC5B,CAAC;4BAED,GAAG,CAAC,SAAS,CACX,IAAI,CAAC,MAAM,EACX,IAAI,EACJ,IAAI,CAAC,MAAM,EACX,SAAS,EACT,CAAC,EACD,IAAI,EACJ;gCACE,gBAAgB,EAAE,CAAC,SAAS,EAAE,EAAE;oCAC9B,OAAO,CAAC,GAAG,CAAC,8BAA8B,EAAE,SAAS,CAAC,CAAC;gCACzD,CAAC;gCAED,iBAAiB,EAAE,CAAC,MAAM,EAAE,EAAE;oCAC5B,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,QAAQ,CAAC,KAAoB;QAC3B,OAAO,CAAC,GAAG,CAAC,cAAc,EAAE,KAAK,CAAC,CAAC;IACrC,CAAC;IAED,QAAQ,CAAC,KAAoB;QAC3B,OAAO,CAAC,GAAG,CAAC,cAAc,EAAE,KAAK,CAAC,CAAC;IACrC,CAAC;IAED,MAAM,CAAC,IAAkB,EAAE,IAAkB;QAC3C,oBAAoB;QACpB,oBAAoB;QAEpB,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC;IACvB,CAAC;IAED,KAAK,CAAC,GAAgB;QACpB,OAAO,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;QAEjB,IAAI,CAAC,OAAO,GAAG,GAAG,CAAC;IACrB,CAAC;CACF;AAED,MAAM,MAAM,GAAG,GAAG,CAAC,YAAY,CAAC,MAAM,CAAC,UAAU,EAAE,MAAM,CAAC,YAAY,EAAE;IACtE,QAAQ,EAAE;QACR,YAAY,EAAE,CAAC,MAAM,EAAE,EAAE;YACvB,OAAO,CAAC,GAAG,CAAC,sBAAsB,MAAM,EAAE,CAAC,CAAC;QAC9C,CAAC;QAED,cAAc,EAAE,CAAC,MAAM,EAAE,EAAE;YACzB,OAAO,CAAC,GAAG,CAAC,wBAAwB,MAAM,EAAE,CAAC,CAAC;QAChD,CAAC;KACF;CACF,CAAC,CAAC;AAEH,MAAM,MAAM,GAAG,GAAG,CAAC,YAAY,CAC7B,MAAM,CAAC,UAAU,EACjB,MAAM,CAAC,YAAY,EACnB,MAAM,CAAC,QAAQ,EACf,EAAE,iBAAiB,EAAE,CAAC,YAAY,EAAE,EAAE,CAAC,MAAM,CAAC,WAAW,CAAC,YAAY,CAAC,EAAE,CAC1E,CAAC;AAEF,MAAM,QAAQ,GAAG,MAAM,CAAC,WAAW,EAAE,CAAC;AACtC,MAAM,cAAc,GAAG,KAAK,CAAC;AAE7B,IAAI,cAAc,IAAI,QAAQ,EAAE,CAAC;IAC/B,QAAQ,CAAC,WAAW,CAClB;QACE,MAAM,EAAE,GAAG,EAAE;YACX,OAAO,CAAC,GAAG,CAAC,4BAA4B,CAAC,CAAC;QAC5C,CAAC;QAED,OAAO,EAAE,GAAG,EAAE;YACZ,OAAO,CAAC,GAAG,CAAC,4BAA4B,CAAC,CAAC;QAC5C,CAAC;QAED,YAAY,EAAE,CAAC,UAAgC,EAAE,EAAE;YACjD,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,YAAY,EAAE,UAAU,CAAC,SAAS,CAAC,CAAC;QAC7D,CAAC;KACF,EACD,CAAC,WAAW,EAAE,EAAE,CACd,WAAW;SACR,MAAM,CAAC,CAAC,UAAU,EAAE,EAAE,CAAC,UAAU,CAAC,WAAW,KAAK,SAAS,CAAC;SAC5D,GAAG,CAAC,CAAC,UAAU,EAAE,EAAE,CAAC,UAAU,CAAC,MAAM,CAAC,CAC5C,CAAC;AACJ,CAAC;AAED,MAAM,MAAM,GAAG,GAAG,CAAC,YAAY,CAAC,MAAM,EAAE,MAAM,EAAE;IAC9C,OAAO,CAAC,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,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;AAClB,CAAC"}

package/lib/interfaces.d.ts

@@ -1,4 +1,4 @@
-import { BarData, CommissionRate, InstrumentData, MarginRate, OffsetType, OrderData, OrderFlag, OrderStatistic, PositionData, PositionDetail, ProductType, SideType, TapeData, TickData, TradeData, TradingAccount } from "./typedef.js";
+import type { BarData, CommissionRate, InstrumentData, MarginRate, OffsetType, OrderData, OrderFlag, OrderStatistic, PositionData, PositionDetail, ProductType, SideType, TapeData, TickData, TradeData, TradingAccount } from "./typedef.js";
 export type RiskType = "place-order-risk" | "cancel-order-risk";
 export interface IPlaceOrderRiskManager {
     onPlaceOrder: (symbol: string, offset: OffsetType, side: SideType, volume: number, price: number, flag: OrderFlag) => boolean | string;
@@ -13,7 +13,7 @@ export type ErrorType = "login-error" | "query-order-error" | "query-trade-error
 export interface IErrorReceiver {
     onError: (error: ErrorType, message: string) => void;
 }
-export interface ILifecycleListener extends IErrorReceiver {
+export interface ILifecycleListener {
     onOpen: () => void;
     onClose: () => void;
 }
@@ -74,8 +74,8 @@ export interface IPositionDetailsReceiver {
     onPositionDetails: (positionDetails: PositionDetail[] | undefined) => void;
 }
 export interface IProvider {
-    open: (lifecycle: ILifecycleListener) => boolean;
-    close: (lifecycle: ILifecycleListener) => void;
+    open: (lifecycle: ILifecycleListener, errorReceiver: IErrorReceiver) => boolean;
+    close: (lifecycle: ILifecycleListener, errorReceiver: IErrorReceiver) => void;
 }
 export interface IOrderEmitter {
     addOrderReceiver: (receiver: IOrderReceiver) => void;
@@ -95,7 +95,7 @@ export interface IQueryProvider {
     queryPositionDetails: (receiver: IPositionDetailsReceiver) => void;
     queryOrders: (receiver: IOrdersReceiver) => void;
 }
-export interface IMarketRecorderReceiver {
+export interface IMarketRecorderReceiver extends ILifecycleListener {
     onMarketData: (marketData: any) => void;
 }
 export type IMarketRecorderSymbols = (instrument: InstrumentData[]) => string[];

package/lib/interfaces.js

@@ -1,13 +1,12 @@
-"use strict";
 /*
  * interfaces.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 });
+export {};
 //# sourceMappingURL=interfaces.js.map

package/lib/interfaces.js.map

@@ -1 +1 @@
-{"version":3,"file":"interfaces.js","sourceRoot":"","sources":["../src/interfaces.ts"],"names":[],"mappings":";AAAA;;;;;;;;;GASG"}
+{"version":3,"file":"interfaces.js","sourceRoot":"","sources":["../src/interfaces.ts"],"names":[],"mappings":"AAAA;;;;;;;;;GASG"}

package/lib/market.d.ts

@@ -1,6 +1,6 @@
 import { CTPProvider } from "./provider.js";
-import { InstrumentData, OrderBook } from "./typedef.js";
-import { ILifecycleListener, IMarketProvider, IMarketRecorderProvider, IMarketRecorderReceiver, IMarketRecorderSymbols, ITickReceiver } from "./interfaces.js";
+import type { InstrumentData, OrderBook } from "./typedef.js";
+import type { IErrorReceiver, ILifecycleListener, IMarketProvider, IMarketRecorderProvider, IMarketRecorderReceiver, IMarketRecorderSymbols, ITickReceiver } from "./interfaces.js";
 export interface IMarketListener {
     onSubscribed: (symbol: string) => void;
     onUnsubscribed: (symbol: string) => void;
@@ -40,8 +40,8 @@ export declare class Market extends CTPProvider implements IMarketProvider, IMar
         bandings: import("./typedef.js").PriceRange;
         orderBook: OrderBook;
     }> | undefined;
-    open(lifecycle: ILifecycleListener): boolean;
-    close(lifecycle: ILifecycleListener): void;
+    open(lifecycle: ILifecycleListener, errorReceiver: IErrorReceiver): boolean;
+    close(lifecycle: ILifecycleListener, _errorReceiver: IErrorReceiver): void;
     startRecorder(instrument: InstrumentData[]): void;
     stopRecorder(): void;
     subscribe(symbols: string[], receiver: ITickReceiver): void;