hft-js 0.2.0 → 0.4.0

package/lib/market.js

@@ -1,149 +1,126 @@
-"use strict";
 /*
  * market.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 __extends = (this && this.__extends) || (function () {
-    var extendStatics = function (d, b) {
-        extendStatics = Object.setPrototypeOf ||
-            ({ __proto__: [] } instanceof Array && function (d, b) { d.__proto__ = b; }) ||
-            function (d, b) { for (var p in b) if (Object.prototype.hasOwnProperty.call(b, p)) d[p] = b[p]; };
-        return extendStatics(d, b);
-    };
-    return function (d, b) {
-        if (typeof b !== "function" && b !== null)
-            throw new TypeError("Class extends value " + String(b) + " is not a constructor or null");
-        extendStatics(d, b);
-        function __() { this.constructor = d; }
-        d.prototype = b === null ? Object.create(b) : (__.prototype = b.prototype, new __());
-    };
-})();
-var __spreadArray = (this && this.__spreadArray) || function (to, from, pack) {
-    if (pack || arguments.length === 2) for (var i = 0, l = from.length, ar; i < l; i++) {
-        if (ar || !(i in from)) {
-            if (!ar) ar = Array.prototype.slice.call(from, 0, i);
-            ar[i] = from[i];
+import ctp, {} from "napi-ctp";
+import { CTPProvider } from "./provider.js";
+import { isValidPrice, isValidVolume, parseSymbol } from "./utils.js";
+import { calcTapeData } from "./tape.js";
+export class Market extends CTPProvider {
+    marketApi;
+    recorder;
+    recorderSymbols;
+    tradingDay;
+    listener;
+    recordings;
+    symbols;
+    lastTicks;
+    subscribers;
+    constructor(flowMdPath, frontMdAddrs, options) {
+        super(flowMdPath, frontMdAddrs);
+        this.tradingDay = 0;
+        this.recordings = new Set();
+        this.symbols = new Map();
+        this.lastTicks = new Map();
+        this.subscribers = new Map();
+        if (options?.listener) {
+            this.listener = options.listener;
         }
     }
-    return to.concat(ar || Array.prototype.slice.call(from));
-};
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.createMarket = exports.Market = void 0;
-var napi_ctp_1 = __importDefault(require("napi-ctp"));
-var provider_js_1 = require("./provider.js");
-var utils_js_1 = require("./utils.js");
-var tape_js_1 = require("./tape.js");
-var Market = /** @class */ (function (_super) {
-    __extends(Market, _super);
-    function Market(flowMdPath, frontMdAddrs, options) {
-        var _this = _super.call(this, flowMdPath, frontMdAddrs) || this;
-        _this.tradingDay = 0;
-        _this.recordings = new Set();
-        _this.symbols = new Map();
-        _this.lastTicks = new Map();
-        _this.subscribers = new Map();
-        if (options === null || options === void 0 ? void 0 : options.listener) {
-            _this.listener = options.listener;
-        }
-        return _this;
-    }
-    Market.prototype.getRecorder = function () {
+    getRecorder() {
         return this;
-    };
-    Market.prototype.isRecorderReady = function () {
+    }
+    isRecorderReady() {
         return !!this.recorder;
-    };
-    Market.prototype.setRecorder = function (receiver, symbols) {
+    }
+    setRecorder(receiver, symbols) {
         this.recorder = receiver;
         this.recorderSymbols = symbols;
-    };
-    Market.prototype.getLastTick = function (instrumentId) {
+    }
+    getLastTick(instrumentId) {
         return this.lastTicks.get(instrumentId);
-    };
-    Market.prototype.open = function (lifecycle) {
-        var _this = this;
+    }
+    open(lifecycle, errorReceiver) {
         if (this.marketApi) {
             return true;
         }
-        this.marketApi = napi_ctp_1.default.createMarketData(this.flowPath, this.frontAddrs);
-        this.marketApi.on(napi_ctp_1.default.MarketDataEvent.FrontConnected, function () {
-            _this._withRetry(function () { return _this.marketApi.reqUserLogin(); });
+        this.marketApi = ctp.createMarketData(this.flowPath, this.frontAddrs);
+        this.marketApi.on(ctp.MarketDataEvent.FrontConnected, () => {
+            this._withRetry(() => this.marketApi.reqUserLogin());
         });
-        var fired = false;
-        this.marketApi.on(napi_ctp_1.default.MarketDataEvent.RspUserLogin, function (_, options) {
-            if (_this._isErrorResp(lifecycle, options, "login-error")) {
+        let fired = false;
+        this.marketApi.on(ctp.MarketDataEvent.RspUserLogin, (_, options) => {
+            if (this._isErrorResp(errorReceiver, options, "login-error")) {
                 return;
             }
-            var tradingDay = parseInt(_this.marketApi.getTradingDay());
-            if (_this.tradingDay !== tradingDay) {
-                _this.lastTicks.clear();
-                _this.tradingDay = tradingDay;
+            const tradingDay = parseInt(this.marketApi.getTradingDay());
+            if (this.tradingDay !== tradingDay) {
+                this.lastTicks.clear();
+                this.tradingDay = tradingDay;
             }
-            var instrumentIds = new Set(__spreadArray(__spreadArray([], Array.from(_this.recordings), true), Object.keys(_this.subscribers), true));
+            const instrumentIds = new Set([
+                ...Array.from(this.recordings),
+                ...Object.keys(this.subscribers),
+            ]);
             if (instrumentIds.size > 0) {
-                _this._withRetry(function () {
-                    return _this.marketApi.subscribeMarketData(Array.from(instrumentIds));
-                });
+                this._withRetry(() => this.marketApi.subscribeMarketData(Array.from(instrumentIds)));
             }
             if (!fired) {
                 fired = true;
                 lifecycle.onOpen();
             }
         });
-        this.marketApi.on(napi_ctp_1.default.MarketDataEvent.RspSubMarketData, function (instrument) {
-            if (!_this.listener) {
+        this.marketApi.on(ctp.MarketDataEvent.RspSubMarketData, (instrument) => {
+            if (!this.listener) {
                 return;
             }
-            var symbol = _this.symbols.get(instrument.InstrumentID);
-            _this.listener.onSubscribed(symbol !== null && symbol !== void 0 ? symbol : instrument.InstrumentID);
+            const symbol = this.symbols.get(instrument.InstrumentID);
+            this.listener.onSubscribed(symbol ?? instrument.InstrumentID);
         });
-        this.marketApi.on(napi_ctp_1.default.MarketDataEvent.RspUnSubMarketData, function (instrument) {
-            if (!_this.listener) {
+        this.marketApi.on(ctp.MarketDataEvent.RspUnSubMarketData, (instrument) => {
+            if (!this.listener) {
                 return;
             }
-            var symbol = _this.symbols.get(instrument.InstrumentID);
-            _this.listener.onUnsubscribed(symbol !== null && symbol !== void 0 ? symbol : instrument.InstrumentID);
+            const symbol = this.symbols.get(instrument.InstrumentID);
+            this.listener.onUnsubscribed(symbol ?? instrument.InstrumentID);
         });
-        this.marketApi.on(napi_ctp_1.default.MarketDataEvent.RtnDepthMarketData, function (depthMarketData) {
-            var instrumentId = depthMarketData.InstrumentID;
-            if (_this.recorder && _this.recordings.has(instrumentId)) {
-                _this.recorder.onMarketData(depthMarketData);
+        this.marketApi.on(ctp.MarketDataEvent.RtnDepthMarketData, (depthMarketData) => {
+            const instrumentId = depthMarketData.InstrumentID;
+            if (this.recorder && this.recordings.has(instrumentId)) {
+                this.recorder.onMarketData(depthMarketData);
             }
-            var symbol = _this.symbols.get(instrumentId);
+            const symbol = this.symbols.get(instrumentId);
             if (!symbol) {
                 return;
             }
-            var orderBook = {
+            const orderBook = {
                 asks: { price: [], volume: [] },
                 bids: { price: [], volume: [] },
             };
-            if ((0, utils_js_1.isValidPrice)(depthMarketData.AskPrice1) &&
-                (0, utils_js_1.isValidVolume)(depthMarketData.AskVolume1)) {
+            if (isValidPrice(depthMarketData.AskPrice1) &&
+                isValidVolume(depthMarketData.AskVolume1)) {
                 orderBook.asks.price.push(depthMarketData.AskPrice1);
                 orderBook.asks.volume.push(depthMarketData.AskVolume1);
-                if ((0, utils_js_1.isValidPrice)(depthMarketData.AskPrice2) &&
-                    (0, utils_js_1.isValidVolume)(depthMarketData.AskVolume2)) {
+                if (isValidPrice(depthMarketData.AskPrice2) &&
+                    isValidVolume(depthMarketData.AskVolume2)) {
                     orderBook.asks.price.push(depthMarketData.AskPrice2);
                     orderBook.asks.volume.push(depthMarketData.AskVolume2);
-                    if ((0, utils_js_1.isValidPrice)(depthMarketData.AskPrice3) &&
-                        (0, utils_js_1.isValidVolume)(depthMarketData.AskVolume3)) {
+                    if (isValidPrice(depthMarketData.AskPrice3) &&
+                        isValidVolume(depthMarketData.AskVolume3)) {
                         orderBook.asks.price.push(depthMarketData.AskPrice3);
                         orderBook.asks.volume.push(depthMarketData.AskVolume3);
-                        if ((0, utils_js_1.isValidPrice)(depthMarketData.AskPrice4) &&
-                            (0, utils_js_1.isValidVolume)(depthMarketData.AskVolume4)) {
+                        if (isValidPrice(depthMarketData.AskPrice4) &&
+                            isValidVolume(depthMarketData.AskVolume4)) {
                             orderBook.asks.price.push(depthMarketData.AskPrice4);
                             orderBook.asks.volume.push(depthMarketData.AskVolume4);
-                            if ((0, utils_js_1.isValidPrice)(depthMarketData.AskPrice5) &&
-                                (0, utils_js_1.isValidVolume)(depthMarketData.AskVolume5)) {
+                            if (isValidPrice(depthMarketData.AskPrice5) &&
+                                isValidVolume(depthMarketData.AskVolume5)) {
                                 orderBook.asks.price.push(depthMarketData.AskPrice5);
                                 orderBook.asks.volume.push(depthMarketData.AskVolume5);
                             }
@@ -151,24 +128,24 @@ var Market = /** @class */ (function (_super) {
                     }
                 }
             }
-            if ((0, utils_js_1.isValidPrice)(depthMarketData.BidPrice1) &&
-                (0, utils_js_1.isValidVolume)(depthMarketData.BidVolume1)) {
+            if (isValidPrice(depthMarketData.BidPrice1) &&
+                isValidVolume(depthMarketData.BidVolume1)) {
                 orderBook.bids.price.push(depthMarketData.BidPrice1);
                 orderBook.bids.volume.push(depthMarketData.BidVolume1);
-                if ((0, utils_js_1.isValidPrice)(depthMarketData.BidPrice2) &&
-                    (0, utils_js_1.isValidVolume)(depthMarketData.BidVolume2)) {
+                if (isValidPrice(depthMarketData.BidPrice2) &&
+                    isValidVolume(depthMarketData.BidVolume2)) {
                     orderBook.bids.price.push(depthMarketData.BidPrice2);
                     orderBook.bids.volume.push(depthMarketData.BidVolume2);
-                    if ((0, utils_js_1.isValidPrice)(depthMarketData.BidPrice3) &&
-                        (0, utils_js_1.isValidVolume)(depthMarketData.BidVolume3)) {
+                    if (isValidPrice(depthMarketData.BidPrice3) &&
+                        isValidVolume(depthMarketData.BidVolume3)) {
                         orderBook.bids.price.push(depthMarketData.BidPrice3);
                         orderBook.bids.volume.push(depthMarketData.BidVolume3);
-                        if ((0, utils_js_1.isValidPrice)(depthMarketData.BidPrice4) &&
-                            (0, utils_js_1.isValidVolume)(depthMarketData.BidVolume4)) {
+                        if (isValidPrice(depthMarketData.BidPrice4) &&
+                            isValidVolume(depthMarketData.BidVolume4)) {
                             orderBook.bids.price.push(depthMarketData.BidPrice4);
                             orderBook.bids.volume.push(depthMarketData.BidVolume4);
-                            if ((0, utils_js_1.isValidPrice)(depthMarketData.BidPrice5) &&
-                                (0, utils_js_1.isValidVolume)(depthMarketData.BidVolume5)) {
+                            if (isValidPrice(depthMarketData.BidPrice5) &&
+                                isValidVolume(depthMarketData.BidVolume5)) {
                                 orderBook.bids.price.push(depthMarketData.BidPrice5);
                                 orderBook.bids.volume.push(depthMarketData.BidVolume5);
                             }
@@ -176,8 +153,8 @@ var Market = /** @class */ (function (_super) {
                     }
                 }
             }
-            var time = _this._parseTime(depthMarketData.UpdateTime);
-            var tick = Object.freeze({
+            const time = this._parseTime(depthMarketData.UpdateTime);
+            const tick = Object.freeze({
                 symbol: symbol,
                 date: parseInt(depthMarketData.ActionDay),
                 time: time + depthMarketData.UpdateMillisec / 1000,
@@ -201,117 +178,112 @@ var Market = /** @class */ (function (_super) {
                 }),
                 orderBook: Object.freeze(orderBook),
             });
-            var receivers = _this.subscribers.get(instrumentId);
+            const lastTick = this.lastTicks.get(instrumentId);
+            const receivers = this.subscribers.get(instrumentId);
+            this.lastTicks.set(instrumentId, tick);
             if (receivers && receivers.length > 0) {
-                var lastTick = _this.lastTicks.get(instrumentId);
-                var tape_1 = (0, tape_js_1.calcTapeData)(tick, lastTick);
-                receivers.forEach(function (receiver) { return receiver.onTick(tick, tape_1); });
+                const tape = calcTapeData(tick, lastTick);
+                receivers.forEach((receiver) => receiver.onTick(tick, tape));
             }
-            _this.lastTicks.set(instrumentId, tick);
         });
         return true;
-    };
-    Market.prototype.close = function (lifecycle) {
+    }
+    close(lifecycle, _errorReceiver) {
         if (!this.marketApi) {
             return;
         }
         this.marketApi.close();
         this.marketApi = undefined;
         lifecycle.onClose();
-    };
-    Market.prototype.startRecorder = function (instrument) {
-        var _this = this;
+    }
+    startRecorder(instrument) {
         if (!this.recorderSymbols) {
             return;
         }
-        var symbols = this.recorderSymbols(instrument);
-        var instrumentIds = new Set();
-        symbols.forEach(function (symbol) {
-            var instrumentId = (0, utils_js_1.parseSymbol)(symbol)[0];
-            if (_this.recordings.has(instrumentId)) {
+        const symbols = this.recorderSymbols(instrument);
+        const instrumentIds = new Set();
+        symbols.forEach((symbol) => {
+            const [instrumentId] = parseSymbol(symbol);
+            if (this.recordings.has(instrumentId)) {
                 return;
             }
-            _this.recordings.add(instrumentId);
-            if (!_this.subscribers.has(instrumentId)) {
-                _this.symbols.set(instrumentId, symbol);
+            this.recordings.add(instrumentId);
+            if (!this.subscribers.has(instrumentId)) {
+                this.symbols.set(instrumentId, symbol);
                 instrumentIds.add(instrumentId);
             }
         });
         if (instrumentIds.size > 0) {
-            this._withRetry(function () { var _a; return (_a = _this.marketApi) === null || _a === void 0 ? void 0 : _a.subscribeMarketData(Array.from(instrumentIds)); });
+            this._withRetry(() => this.marketApi?.subscribeMarketData(Array.from(instrumentIds)));
         }
-    };
-    Market.prototype.stopRecorder = function () {
-        var _this = this;
+        this.recorder?.onOpen();
+    }
+    stopRecorder() {
         if (this.recordings.size === 0) {
             return;
         }
-        var instrumentIds = new Set();
-        this.recordings.forEach(function (instrumentId) {
-            if (!_this.subscribers.has(instrumentId)) {
-                _this.symbols.delete(instrumentId);
+        const instrumentIds = new Set();
+        this.recordings.forEach((instrumentId) => {
+            if (!this.subscribers.has(instrumentId)) {
+                this.symbols.delete(instrumentId);
                 instrumentIds.add(instrumentId);
             }
         });
         this.recordings.clear();
         if (instrumentIds.size > 0) {
-            this._withRetry(function () { var _a; return (_a = _this.marketApi) === null || _a === void 0 ? void 0 : _a.unsubscribeMarketData(Array.from(instrumentIds)); });
+            this._withRetry(() => this.marketApi?.unsubscribeMarketData(Array.from(instrumentIds)));
         }
-    };
-    Market.prototype.subscribe = function (symbols, receiver) {
-        var _this = this;
-        var instrumentIds = new Set();
-        symbols.forEach(function (symbol) {
-            var instrumentId = (0, utils_js_1.parseSymbol)(symbol)[0];
-            var receivers = _this.subscribers.get(instrumentId);
+        this.recorder?.onClose();
+    }
+    subscribe(symbols, receiver) {
+        const instrumentIds = new Set();
+        symbols.forEach((symbol) => {
+            const [instrumentId] = parseSymbol(symbol);
+            const receivers = this.subscribers.get(instrumentId);
             if (receivers) {
                 if (!receivers.includes(receiver)) {
                     receivers.push(receiver);
                 }
             }
             else {
-                _this.subscribers.set(instrumentId, [receiver]);
-                if (!_this.recordings.has(instrumentId)) {
-                    _this.symbols.set(instrumentId, symbol);
+                this.subscribers.set(instrumentId, [receiver]);
+                if (!this.recordings.has(instrumentId)) {
+                    this.symbols.set(instrumentId, symbol);
                     instrumentIds.add(instrumentId);
                 }
             }
         });
         if (instrumentIds.size > 0) {
-            this._withRetry(function () { var _a; return (_a = _this.marketApi) === null || _a === void 0 ? void 0 : _a.subscribeMarketData(Array.from(instrumentIds)); });
+            this._withRetry(() => this.marketApi?.subscribeMarketData(Array.from(instrumentIds)));
         }
-    };
-    Market.prototype.unsubscribe = function (symbols, receiver) {
-        var _this = this;
-        var instrumentIds = new Set();
-        symbols.forEach(function (symbol) {
-            var instrumentId = (0, utils_js_1.parseSymbol)(symbol)[0];
-            var receivers = _this.subscribers.get(instrumentId);
+    }
+    unsubscribe(symbols, receiver) {
+        const instrumentIds = new Set();
+        symbols.forEach((symbol) => {
+            const [instrumentId] = parseSymbol(symbol);
+            const receivers = this.subscribers.get(instrumentId);
             if (!receivers) {
                 return;
             }
             if (receivers.length > 0) {
-                var index = receivers.indexOf(receiver);
+                const index = receivers.indexOf(receiver);
                 if (index < 0) {
                     return;
                 }
                 receivers.splice(index, 1);
             }
             if (receivers.length === 0) {
-                _this.subscribers.delete(instrumentId);
-                if (!_this.recordings.has(instrumentId)) {
-                    _this.symbols.delete(instrumentId);
+                this.subscribers.delete(instrumentId);
+                if (!this.recordings.has(instrumentId)) {
+                    this.symbols.delete(instrumentId);
                     instrumentIds.add(instrumentId);
                 }
             }
         });
         if (instrumentIds.size > 0) {
-            this._withRetry(function () { var _a; return (_a = _this.marketApi) === null || _a === void 0 ? void 0 : _a.unsubscribeMarketData(Array.from(instrumentIds)); });
+            this._withRetry(() => this.marketApi?.unsubscribeMarketData(Array.from(instrumentIds)));
         }
-    };
-    return Market;
-}(provider_js_1.CTPProvider));
-exports.Market = Market;
-var createMarket = function (flowMdPath, frontMdAddrs, options) { return new Market(flowMdPath, frontMdAddrs, options); };
-exports.createMarket = createMarket;
+    }
+}
+export const createMarket = (flowMdPath, frontMdAddrs, options) => new Market(flowMdPath, frontMdAddrs, options);
 //# sourceMappingURL=market.js.map

package/lib/market.js.map

@@ -1 +1 @@
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package/lib/provider.d.ts

@@ -1,11 +1,11 @@
-import ctp from "napi-ctp";
-import { ErrorType, ILifecycleListener } from "./interfaces.js";
+import { type CallbackOptions } from "napi-ctp";
+import type { ErrorType, IErrorReceiver } from "./interfaces.js";
 export declare class CTPProvider {
     protected readonly flowPath: string;
     protected readonly frontAddrs: string | string[];
     constructor(flowPath: string, frontAddrs: string | string[]);
     private _sleep;
     protected _withRetry(request: () => number | undefined, ms?: number): Promise<number | undefined>;
-    protected _isErrorResp(lifecycle: ILifecycleListener, options: ctp.CallbackOptions, error: ErrorType): boolean;
+    protected _isErrorResp(errorReceiver: IErrorReceiver, options: CallbackOptions, error: ErrorType): boolean;
     protected _parseTime(time: string): number;
 }