hft-js 0.2.0 → 0.4.0

package/lib/provider.js

@@ -1,108 +1,56 @@
-"use strict";
 /*
  * provider.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 __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
-    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
-    return new (P || (P = Promise))(function (resolve, reject) {
-        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
-        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
-        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
-        step((generator = generator.apply(thisArg, _arguments || [])).next());
-    });
-};
-var __generator = (this && this.__generator) || function (thisArg, body) {
-    var _ = { label: 0, sent: function() { if (t[0] & 1) throw t[1]; return t[1]; }, trys: [], ops: [] }, f, y, t, g = Object.create((typeof Iterator === "function" ? Iterator : Object).prototype);
-    return g.next = verb(0), g["throw"] = verb(1), g["return"] = verb(2), typeof Symbol === "function" && (g[Symbol.iterator] = function() { return this; }), g;
-    function verb(n) { return function (v) { return step([n, v]); }; }
-    function step(op) {
-        if (f) throw new TypeError("Generator is already executing.");
-        while (g && (g = 0, op[0] && (_ = 0)), _) try {
-            if (f = 1, y && (t = op[0] & 2 ? y["return"] : op[0] ? y["throw"] || ((t = y["return"]) && t.call(y), 0) : y.next) && !(t = t.call(y, op[1])).done) return t;
-            if (y = 0, t) op = [op[0] & 2, t.value];
-            switch (op[0]) {
-                case 0: case 1: t = op; break;
-                case 4: _.label++; return { value: op[1], done: false };
-                case 5: _.label++; y = op[1]; op = [0]; continue;
-                case 7: op = _.ops.pop(); _.trys.pop(); continue;
-                default:
-                    if (!(t = _.trys, t = t.length > 0 && t[t.length - 1]) && (op[0] === 6 || op[0] === 2)) { _ = 0; continue; }
-                    if (op[0] === 3 && (!t || (op[1] > t[0] && op[1] < t[3]))) { _.label = op[1]; break; }
-                    if (op[0] === 6 && _.label < t[1]) { _.label = t[1]; t = op; break; }
-                    if (t && _.label < t[2]) { _.label = t[2]; _.ops.push(op); break; }
-                    if (t[2]) _.ops.pop();
-                    _.trys.pop(); continue;
-            }
-            op = body.call(thisArg, _);
-        } catch (e) { op = [6, e]; y = 0; } finally { f = t = 0; }
-        if (op[0] & 5) throw op[1]; return { value: op[0] ? op[1] : void 0, done: true };
-    }
-};
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.CTPProvider = void 0;
-var node_fs_1 = __importDefault(require("node:fs"));
-var napi_ctp_1 = __importDefault(require("napi-ctp"));
-var CTPProvider = /** @class */ (function () {
-    function CTPProvider(flowPath, frontAddrs) {
+import fs from "node:fs";
+import ctp, {} from "napi-ctp";
+export class CTPProvider {
+    flowPath;
+    frontAddrs;
+    constructor(flowPath, frontAddrs) {
         this.flowPath = flowPath;
         this.frontAddrs = frontAddrs;
         try {
-            node_fs_1.default.accessSync(this.flowPath);
+            fs.accessSync(this.flowPath);
         }
-        catch (_a) {
-            node_fs_1.default.mkdirSync(this.flowPath, { recursive: true });
+        catch {
+            fs.mkdirSync(this.flowPath, { recursive: true });
         }
     }
-    CTPProvider.prototype._sleep = function (ms) {
-        return new Promise(function (resolve) {
+    _sleep(ms) {
+        return new Promise((resolve) => {
             setTimeout(resolve, ms);
         });
-    };
-    CTPProvider.prototype._withRetry = function (request_1) {
-        return __awaiter(this, arguments, void 0, function (request, ms) {
-            var retval;
-            if (ms === void 0) { ms = 100; }
-            return __generator(this, function (_a) {
-                switch (_a.label) {
-                    case 0:
-                        retval = request();
-                        if (retval === 0) {
-                            return [2 /*return*/, napi_ctp_1.default.getLastRequestId()];
-                        }
-                        if (!(-2 === retval || -3 === retval)) return [3 /*break*/, 2];
-                        return [4 /*yield*/, this._sleep(ms)];
-                    case 1:
-                        _a.sent();
-                        return [3 /*break*/, 3];
-                    case 2: return [2 /*return*/, retval];
-                    case 3: return [3 /*break*/, 0];
-                    case 4: return [2 /*return*/];
-                }
-            });
-        });
-    };
-    CTPProvider.prototype._isErrorResp = function (lifecycle, options, error) {
+    }
+    async _withRetry(request, ms = 100) {
+        for (;;) {
+            const retval = request();
+            if (retval === 0) {
+                return ctp.getLastRequestId();
+            }
+            if (-2 === retval || -3 === retval) {
+                await this._sleep(ms);
+                continue;
+            }
+            return retval;
+        }
+    }
+    _isErrorResp(errorReceiver, options, error) {
         if (!options.rspInfo) {
             return false;
         }
-        lifecycle.onError(error, "".concat(options.rspInfo.ErrorID, ":").concat(options.rspInfo.ErrorMsg));
+        errorReceiver.onError(error, `${options.rspInfo.ErrorID}:${options.rspInfo.ErrorMsg}`);
         return true;
-    };
-    CTPProvider.prototype._parseTime = function (time) {
-        var _a = time.split(":").map(function (x) { return parseInt(x); }), hour = _a[0], minute = _a[1], second = _a[2];
-        return hour * 10000 + minute * 100 + second;
-    };
-    return CTPProvider;
-}());
-exports.CTPProvider = CTPProvider;
+    }
+    _parseTime(time) {
+        const [hh = 0, mm = 0, ss = 0] = time.split(":").map((x) => parseInt(x));
+        return hh * 10000 + mm * 100 + ss;
+    }
+}
 //# sourceMappingURL=provider.js.map

package/lib/provider.js.map

@@ -1 +1 @@
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+{"version":3,"file":"provider.js","sourceRoot":"","sources":["../src/provider.ts"],"names":[],"mappings":"AAAA;;;;;;;;;GASG;AAEH,OAAO,EAAE,MAAM,SAAS,CAAC;AACzB,OAAO,GAAG,EAAE,EAAwB,MAAM,UAAU,CAAC;AAGrD,MAAM,OAAO,WAAW;IACH,QAAQ,CAAS;IACjB,UAAU,CAAoB;IAEjD,YAAY,QAAgB,EAAE,UAA6B;QACzD,IAAI,CAAC,QAAQ,GAAG,QAAQ,CAAC;QACzB,IAAI,CAAC,UAAU,GAAG,UAAU,CAAC;QAE7B,IAAI,CAAC;YACH,EAAE,CAAC,UAAU,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;QAC/B,CAAC;QAAC,MAAM,CAAC;YACP,EAAE,CAAC,SAAS,CAAC,IAAI,CAAC,QAAQ,EAAE,EAAE,SAAS,EAAE,IAAI,EAAE,CAAC,CAAC;QACnD,CAAC;IACH,CAAC;IAEO,MAAM,CAAC,EAAU;QACvB,OAAO,IAAI,OAAO,CAAO,CAAC,OAAO,EAAE,EAAE;YACnC,UAAU,CAAC,OAAO,EAAE,EAAE,CAAC,CAAC;QAC1B,CAAC,CAAC,CAAC;IACL,CAAC;IAES,KAAK,CAAC,UAAU,CAAC,OAAiC,EAAE,EAAE,GAAG,GAAG;QACpE,SAAS,CAAC;YACR,MAAM,MAAM,GAAG,OAAO,EAAE,CAAC;YAEzB,IAAI,MAAM,KAAK,CAAC,EAAE,CAAC;gBACjB,OAAO,GAAG,CAAC,gBAAgB,EAAE,CAAC;YAChC,CAAC;YAED,IAAI,CAAC,CAAC,KAAK,MAAM,IAAI,CAAC,CAAC,KAAK,MAAM,EAAE,CAAC;gBACnC,MAAM,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC;gBACtB,SAAS;YACX,CAAC;YAED,OAAO,MAAM,CAAC;QAChB,CAAC;IACH,CAAC;IAES,YAAY,CACpB,aAA6B,EAC7B,OAAwB,EACxB,KAAgB;QAEhB,IAAI,CAAC,OAAO,CAAC,OAAO,EAAE,CAAC;YACrB,OAAO,KAAK,CAAC;QACf,CAAC;QAED,aAAa,CAAC,OAAO,CACnB,KAAK,EACL,GAAG,OAAO,CAAC,OAAO,CAAC,OAAO,IAAI,OAAO,CAAC,OAAO,CAAC,QAAQ,EAAE,CACzD,CAAC;QAEF,OAAO,IAAI,CAAC;IACd,CAAC;IAES,UAAU,CAAC,IAAY;QAC/B,MAAM,CAAC,EAAE,GAAG,CAAC,EAAE,EAAE,GAAG,CAAC,EAAE,EAAE,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC;QACzE,OAAO,EAAE,GAAG,KAAK,GAAG,EAAE,GAAG,GAAG,GAAG,EAAE,CAAC;IACpC,CAAC;CACF"}

package/lib/tape.d.ts

@@ -1,2 +1,2 @@
-import { TapeData, TickData } from "./typedef.js";
+import type { TapeData, TickData } from "./typedef.js";
 export declare const calcTapeData: (tick: TickData, preTick?: TickData) => TapeData;

package/lib/tape.js

@@ -1,17 +1,14 @@
-"use strict";
 /*
  * tape.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.calcTapeData = void 0;
-var calcTapeType = function (volumeDelta, interestDelta) {
+const calcTapeType = (volumeDelta, interestDelta) => {
     if (interestDelta > 0) {
         return volumeDelta === interestDelta ? "dual-open" : "open";
     }
@@ -23,27 +20,26 @@ var calcTapeType = function (volumeDelta, interestDelta) {
     }
     return "no-deal";
 };
-var calcTapeDirection = function (tick, preTick) {
-    var _a, _b, _c, _d, _e, _f;
-    var lastPrice = tick.lastPrice;
+const calcTapeDirection = (tick, preTick) => {
+    const lastPrice = tick.lastPrice;
     if (preTick) {
-        var preAskPrice1 = (_a = preTick.orderBook.asks.price[0]) !== null && _a !== void 0 ? _a : Number.MAX_VALUE;
+        const preAskPrice1 = preTick.orderBook.asks.price[0] ?? Number.MAX_VALUE;
         if (lastPrice >= preAskPrice1) {
             return "up";
         }
-        var preBidPrice1 = (_b = preTick.orderBook.bids.price[0]) !== null && _b !== void 0 ? _b : Number.MIN_VALUE;
+        const preBidPrice1 = preTick.orderBook.bids.price[0] ?? Number.MIN_VALUE;
         if (lastPrice <= preBidPrice1) {
             return "down";
         }
-        var askPrice1 = (_c = tick.orderBook.asks.price[0]) !== null && _c !== void 0 ? _c : Number.MAX_VALUE;
+        const askPrice1 = tick.orderBook.asks.price[0] ?? Number.MAX_VALUE;
         if (lastPrice >= askPrice1) {
             return "up";
         }
-        var bidPrice1 = (_d = tick.orderBook.bids.price[0]) !== null && _d !== void 0 ? _d : Number.MIN_VALUE;
+        const bidPrice1 = tick.orderBook.bids.price[0] ?? Number.MIN_VALUE;
         if (lastPrice <= bidPrice1) {
             return "down";
         }
-        var prePrice = preTick.lastPrice;
+        const prePrice = preTick.lastPrice;
         if (lastPrice > prePrice) {
             return "up";
         }
@@ -59,11 +55,11 @@ var calcTapeDirection = function (tick, preTick) {
         return "none";
     }
     else {
-        var askPrice1 = (_e = tick.orderBook.asks.price[0]) !== null && _e !== void 0 ? _e : Number.MAX_VALUE;
+        const askPrice1 = tick.orderBook.asks.price[0] ?? Number.MAX_VALUE;
         if (lastPrice >= askPrice1) {
             return "up";
         }
-        var bidPrice1 = (_f = tick.orderBook.bids.price[0]) !== null && _f !== void 0 ? _f : Number.MIN_VALUE;
+        const bidPrice1 = tick.orderBook.bids.price[0] ?? Number.MIN_VALUE;
         if (lastPrice <= bidPrice1) {
             return "down";
         }
@@ -76,7 +72,7 @@ var calcTapeDirection = function (tick, preTick) {
         return "none";
     }
 };
-var calcTapeStatus = function (tapeType, tapeDirection) {
+const calcTapeStatus = (tapeType, tapeDirection) => {
     if (tapeType === "open" && tapeDirection === "up") {
         return "open-long";
     }
@@ -103,15 +99,15 @@ var calcTapeStatus = function (tapeType, tapeDirection) {
     }
     return "invalid";
 };
-var calcTapeData = function (tick, preTick) {
-    var volumeDelta = preTick ? tick.volume - preTick.volume : tick.volume;
-    var amountDelta = preTick ? tick.amount - preTick.amount : tick.amount;
-    var interestDelta = preTick
+export const calcTapeData = (tick, preTick) => {
+    const volumeDelta = preTick ? tick.volume - preTick.volume : tick.volume;
+    const amountDelta = preTick ? tick.amount - preTick.amount : tick.amount;
+    const interestDelta = preTick
         ? tick.openInterest - preTick.openInterest
         : tick.openInterest - tick.preOpenInterest;
-    var tapeType = calcTapeType(volumeDelta, interestDelta);
-    var tapeDirection = calcTapeDirection(tick, preTick);
-    var tapeStatus = calcTapeStatus(tapeType, tapeDirection);
+    const tapeType = calcTapeType(volumeDelta, interestDelta);
+    const tapeDirection = calcTapeDirection(tick, preTick);
+    const tapeStatus = calcTapeStatus(tapeType, tapeDirection);
     return Object.freeze({
         type: tapeType,
         direction: tapeDirection,
@@ -121,5 +117,4 @@ var calcTapeData = function (tick, preTick) {
         amountDelta: amountDelta,
     });
 };
-exports.calcTapeData = calcTapeData;
 //# sourceMappingURL=tape.js.map

package/lib/tape.js.map

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

@@ -1,6 +1,6 @@
 import { CTPProvider } from "./provider.js";
-import { OffsetType, OrderData, OrderFlag, ProductType, SideType, TickData } from "./typedef.js";
-import { ICancelOrderResultReceiver, ICommissionRateReceiver, IInstrumentReceiver, IInstrumentsReceiver, ILifecycleListener, IMarginRateReceiver, IOrderReceiver, IOrdersReceiver, IPlaceOrderResultReceiver, IPositionDetailsReceiver, IPositionReceiver, IPositionsReceiver, ITraderProvider, ITradingAccountsReceiver } from "./interfaces.js";
+import type { OffsetType, OrderData, OrderFlag, ProductType, SideType, TickData } from "./typedef.js";
+import type { ICancelOrderResultReceiver, ICommissionRateReceiver, IErrorReceiver, IInstrumentReceiver, IInstrumentsReceiver, ILifecycleListener, IMarginRateReceiver, IOrderReceiver, IOrdersReceiver, IPlaceOrderResultReceiver, IPositionDetailsReceiver, IPositionReceiver, IPositionsReceiver, ITraderProvider, ITradingAccountsReceiver } from "./interfaces.js";
 export type CTPUserInfo = {
     BrokerID: string;
     UserID: string;
@@ -43,8 +43,8 @@ export declare class Trader extends CTPProvider implements ITraderProvider {
     private readonly accountsQueue;
     private readonly positionDetailsQueue;
     constructor(flowTdPath: string, frontTdAddrs: string | string[], userInfo: CTPUserInfo, options?: TraderOptions);
-    open(lifecycle: ILifecycleListener): boolean;
-    close(lifecycle: ILifecycleListener): void;
+    open(lifecycle: ILifecycleListener, errorReceiver: IErrorReceiver): boolean;
+    close(lifecycle: ILifecycleListener, _errorReceiver: IErrorReceiver): void;
     addOrderReceiver(receiver: IOrderReceiver): void;
     removeOrderReceiver(receiver: IOrderReceiver): void;
     getTradingDay(): number;
@@ -88,6 +88,7 @@ export declare class Trader extends CTPProvider implements ITraderProvider {
     private _calcOffsetType;
     private _toOffsetFlag;
     private _calcProductType;
+    private _calcOptionsType;
     private _ensurePositionInfo;
     private _ensureOrderStatistic;
     private _calcPosition;