hft-js 0.2.0 → 0.4.0

package/src/index.test.ts

@@ -1,7 +1,7 @@
 /*
  * 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
@@ -9,10 +9,10 @@
  * https://github.com/shixiongfei/hft.js
  */
 
+import process from "node:process";
 import fs from "node:fs";
-import { exit } from "node:process";
-import ctp from "napi-ctp";
-import * as hft from ".";
+import type { DepthMarketDataField } from "@napi-ctp/types";
+import * as hft from "./index.js";
 
 export type Configure = {
   FlowTdPath: string;
@@ -48,7 +48,7 @@ class Strategy implements hft.IStrategy, hft.ITickReceiver, hft.IBarReceiver {
       onInstrument: (instrument) => {
         if (!instrument) {
           console.error("Symbol", this.symbol, "error");
-          exit(1);
+          process.exit(1);
         }
 
         console.log("Instrument", instrument);
@@ -101,22 +101,22 @@ class Strategy implements hft.IStrategy, hft.ITickReceiver, hft.IBarReceiver {
         console.log(this.lastBar);
       }
 
-      hft.buyOpen(
-        this.engine,
-        this,
-        this.symbol,
-        1,
-        this.lastTick.orderBook.asks.price[0],
-        {
-          onPlaceOrderSent: (receiptId) => {
-            console.log("Open Place Order Receipt Id", receiptId);
-          },
+      const price = this.lastTick.orderBook.asks.price[0];
 
-          onPlaceOrderError: (reason) => {
-            console.error("Open Place Order Error", reason);
-          },
+      if (!price) {
+        console.error("Invalid price");
+        return;
+      }
+
+      hft.buyOpen(this.engine, this, this.symbol, 1, price, {
+        onPlaceOrderSent: (receiptId) => {
+          console.log("Open Place Order Receipt Id", receiptId);
         },
-      );
+
+        onPlaceOrderError: (reason) => {
+          console.error("Open Place Order Error", reason);
+        },
+      });
     }, 30 * 1000);
   }
 
@@ -224,7 +224,15 @@ const enableRecorder = false;
 if (enableRecorder && recorder) {
   recorder.setRecorder(
     {
-      onMarketData: (marketData: ctp.DepthMarketDataField) => {
+      onOpen: () => {
+        console.log("Market Recorder is started");
+      },
+
+      onClose: () => {
+        console.log("Market Recorder is stopped");
+      },
+
+      onMarketData: (marketData: DepthMarketDataField) => {
         console.log(marketData.InstrumentID, marketData.LastPrice);
       },
     },
@@ -245,5 +253,5 @@ broker.addStrategy(new Strategy(broker));
 
 if (!broker.start()) {
   console.error("Broker start failed");
-  exit(1);
+  process.exit(1);
 }

package/src/index.ts

@@ -1,7 +1,7 @@
 /*
  * 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

package/src/interfaces.ts

@@ -1,7 +1,7 @@
 /*
  * 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
@@ -9,7 +9,7 @@
  * https://github.com/shixiongfei/hft.js
  */
 
-import {
+import type {
   BarData,
   CommissionRate,
   InstrumentData,
@@ -65,7 +65,7 @@ export interface IErrorReceiver {
   onError: (error: ErrorType, message: string) => void;
 }
 
-export interface ILifecycleListener extends IErrorReceiver {
+export interface ILifecycleListener {
   onOpen: () => void;
   onClose: () => void;
 }
@@ -144,8 +144,12 @@ export interface IPositionDetailsReceiver {
 }
 
 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 {
@@ -179,7 +183,7 @@ export interface IQueryProvider {
   queryOrders: (receiver: IOrdersReceiver) => void;
 }
 
-export interface IMarketRecorderReceiver {
+export interface IMarketRecorderReceiver extends ILifecycleListener {
   onMarketData: (marketData: any) => void;
 }
 

package/src/market.ts

@@ -1,7 +1,7 @@
 /*
  * 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
@@ -9,12 +9,18 @@
  * https://github.com/shixiongfei/hft.js
  */
 
-import ctp from "napi-ctp";
+import ctp, { type MarketData as MarketApi } from "napi-ctp";
+import type {
+  DepthMarketDataField,
+  RspUserLoginField,
+  SpecificInstrumentField,
+} from "@napi-ctp/types";
 import { CTPProvider } from "./provider.js";
-import { InstrumentData, OrderBook, TickData } from "./typedef.js";
+import type { InstrumentData, OrderBook, TickData } from "./typedef.js";
 import { isValidPrice, isValidVolume, parseSymbol } from "./utils.js";
 import { calcTapeData } from "./tape.js";
-import {
+import type {
+  IErrorReceiver,
   ILifecycleListener,
   IMarketProvider,
   IMarketRecorderProvider,
@@ -36,7 +42,7 @@ export class Market
   extends CTPProvider
   implements IMarketProvider, IMarketRecorderProvider
 {
-  private marketApi?: ctp.MarketData;
+  private marketApi?: MarketApi;
   private recorder?: IMarketRecorderReceiver;
   private recorderSymbols?: IMarketRecorderSymbols;
   private tradingDay: number;
@@ -83,7 +89,7 @@ export class Market
     return this.lastTicks.get(instrumentId);
   }
 
-  open(lifecycle: ILifecycleListener) {
+  open(lifecycle: ILifecycleListener, errorReceiver: IErrorReceiver) {
     if (this.marketApi) {
       return true;
     }
@@ -96,10 +102,10 @@ export class Market
 
     let fired = false;
 
-    this.marketApi.on<ctp.RspUserLoginField>(
+    this.marketApi.on<RspUserLoginField>(
       ctp.MarketDataEvent.RspUserLogin,
       (_, options) => {
-        if (this._isErrorResp(lifecycle, options, "login-error")) {
+        if (this._isErrorResp(errorReceiver, options, "login-error")) {
           return;
         }
 
@@ -128,7 +134,7 @@ export class Market
       },
     );
 
-    this.marketApi.on<ctp.SpecificInstrumentField>(
+    this.marketApi.on<SpecificInstrumentField>(
       ctp.MarketDataEvent.RspSubMarketData,
       (instrument) => {
         if (!this.listener) {
@@ -141,7 +147,7 @@ export class Market
       },
     );
 
-    this.marketApi.on<ctp.SpecificInstrumentField>(
+    this.marketApi.on<SpecificInstrumentField>(
       ctp.MarketDataEvent.RspUnSubMarketData,
       (instrument) => {
         if (!this.listener) {
@@ -154,7 +160,7 @@ export class Market
       },
     );
 
-    this.marketApi.on<ctp.DepthMarketDataField>(
+    this.marketApi.on<DepthMarketDataField>(
       ctp.MarketDataEvent.RtnDepthMarketData,
       (depthMarketData) => {
         const instrumentId = depthMarketData.InstrumentID;
@@ -281,23 +287,22 @@ export class Market
           orderBook: Object.freeze(orderBook),
         });
 
+        const lastTick = this.lastTicks.get(instrumentId);
         const receivers = this.subscribers.get(instrumentId);
 
+        this.lastTicks.set(instrumentId, tick);
+
         if (receivers && receivers.length > 0) {
-          const lastTick = this.lastTicks.get(instrumentId);
           const tape = calcTapeData(tick, lastTick);
-
           receivers.forEach((receiver) => receiver.onTick(tick, tape));
         }
-
-        this.lastTicks.set(instrumentId, tick);
       },
     );
 
     return true;
   }
 
-  close(lifecycle: ILifecycleListener) {
+  close(lifecycle: ILifecycleListener, _errorReceiver: IErrorReceiver) {
     if (!this.marketApi) {
       return;
     }
@@ -336,6 +341,8 @@ export class Market
         this.marketApi?.subscribeMarketData(Array.from(instrumentIds)),
       );
     }
+
+    this.recorder?.onOpen();
   }
 
   stopRecorder() {
@@ -359,6 +366,8 @@ export class Market
         this.marketApi?.unsubscribeMarketData(Array.from(instrumentIds)),
       );
     }
+
+    this.recorder?.onClose();
   }
 
   subscribe(symbols: string[], receiver: ITickReceiver) {

package/src/provider.ts

@@ -1,7 +1,7 @@
 /*
  * 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
@@ -10,8 +10,8 @@
  */
 
 import fs from "node:fs";
-import ctp from "napi-ctp";
-import { ErrorType, ILifecycleListener } from "./interfaces.js";
+import ctp, { type CallbackOptions } from "napi-ctp";
+import type { ErrorType, IErrorReceiver } from "./interfaces.js";
 
 export class CTPProvider {
   protected readonly flowPath: string;
@@ -52,15 +52,15 @@ export class CTPProvider {
   }
 
   protected _isErrorResp(
-    lifecycle: ILifecycleListener,
-    options: ctp.CallbackOptions,
+    errorReceiver: IErrorReceiver,
+    options: CallbackOptions,
     error: ErrorType,
   ) {
     if (!options.rspInfo) {
       return false;
     }
 
-    lifecycle.onError(
+    errorReceiver.onError(
       error,
       `${options.rspInfo.ErrorID}:${options.rspInfo.ErrorMsg}`,
     );
@@ -69,7 +69,7 @@ export class CTPProvider {
   }
 
   protected _parseTime(time: string) {
-    const [hour, minute, second] = time.split(":").map((x) => parseInt(x));
-    return hour * 10000 + minute * 100 + second;
+    const [hh = 0, mm = 0, ss = 0] = time.split(":").map((x) => parseInt(x));
+    return hh * 10000 + mm * 100 + ss;
   }
 }

package/src/tape.ts

@@ -1,7 +1,7 @@
 /*
  * 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
@@ -9,7 +9,7 @@
  * https://github.com/shixiongfei/hft.js
  */
 
-import {
+import type {
   TapeData,
   TapeDirection,
   TapeStatus,