hft-js 0.3.0 → 0.4.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (33) hide show
  1. package/lib/bar.js +1 -1
  2. package/lib/broker.d.ts +3 -2
  3. package/lib/broker.js +7 -15
  4. package/lib/broker.js.map +1 -1
  5. package/lib/index.js +1 -1
  6. package/lib/index.test.js +7 -1
  7. package/lib/index.test.js.map +1 -1
  8. package/lib/interfaces.d.ts +4 -4
  9. package/lib/interfaces.js +1 -1
  10. package/lib/market.d.ts +3 -3
  11. package/lib/market.js +6 -4
  12. package/lib/market.js.map +1 -1
  13. package/lib/provider.d.ts +2 -2
  14. package/lib/provider.js +3 -3
  15. package/lib/provider.js.map +1 -1
  16. package/lib/tape.js +1 -1
  17. package/lib/trader.d.ts +3 -3
  18. package/lib/trader.js +15 -15
  19. package/lib/trader.js.map +1 -1
  20. package/lib/typedef.js +1 -1
  21. package/lib/utils.js +1 -1
  22. package/package.json +1 -1
  23. package/src/bar.ts +1 -1
  24. package/src/broker.ts +9 -19
  25. package/src/index.test.ts +9 -1
  26. package/src/index.ts +1 -1
  27. package/src/interfaces.ts +9 -5
  28. package/src/market.ts +9 -4
  29. package/src/provider.ts +4 -4
  30. package/src/tape.ts +1 -1
  31. package/src/trader.ts +34 -15
  32. package/src/typedef.ts +1 -1
  33. package/src/utils.ts +1 -1
package/lib/trader.js.map CHANGED
@@ -1 +1 @@
1
- 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1
+ 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package/lib/typedef.js CHANGED
@@ -1,7 +1,7 @@
1
1
  /*
2
2
  * typedef.ts
3
3
  *
4
- * Copyright (c) 2025 Xiongfei Shi
4
+ * Copyright (c) 2025-2026 Xiongfei Shi
5
5
  *
6
6
  * Author: Xiongfei Shi <xiongfei.shi(a)icloud.com>
7
7
  * License: Apache-2.0
package/lib/utils.js CHANGED
@@ -1,7 +1,7 @@
1
1
  /*
2
2
  * utils.ts
3
3
  *
4
- * Copyright (c) 2025 Xiongfei Shi
4
+ * Copyright (c) 2025-2026 Xiongfei Shi
5
5
  *
6
6
  * Author: Xiongfei Shi <xiongfei.shi(a)icloud.com>
7
7
  * License: Apache-2.0
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "hft-js",
3
- "version": "0.3.0",
3
+ "version": "0.4.0",
4
4
  "description": "High-Frequency Trading in Node.js",
5
5
  "main": "./lib/index.js",
6
6
  "types": "./lib/index.d.ts",
package/src/bar.ts CHANGED
@@ -1,7 +1,7 @@
1
1
  /*
2
2
  * bar.ts
3
3
  *
4
- * Copyright (c) 2025 Xiongfei Shi
4
+ * Copyright (c) 2025-2026 Xiongfei Shi
5
5
  *
6
6
  * Author: Xiongfei Shi <xiongfei.shi(a)icloud.com>
7
7
  * License: Apache-2.0
package/src/broker.ts CHANGED
@@ -1,7 +1,7 @@
1
1
  /*
2
2
  * broker.ts
3
3
  *
4
- * Copyright (c) 2025 Xiongfei Shi
4
+ * Copyright (c) 2025-2026 Xiongfei Shi
5
5
  *
6
6
  * Author: Xiongfei Shi <xiongfei.shi(a)icloud.com>
7
7
  * License: Apache-2.0
@@ -39,6 +39,7 @@ import type {
39
39
  export class Broker implements IRuntimeEngine {
40
40
  private readonly trader: ITraderProvider;
41
41
  private readonly market: IMarketProvider;
42
+ private readonly errorReceiver: IErrorReceiver;
42
43
  private readonly traderLifecycle: ILifecycleListener;
43
44
  private readonly marketLifecycle: ILifecycleListener;
44
45
  private readonly strategies: IStrategy[] = [];
@@ -49,11 +50,12 @@ export class Broker implements IRuntimeEngine {
49
50
  constructor(
50
51
  trader: ITraderProvider,
51
52
  market: IMarketProvider,
52
- errorReceiver?: IErrorReceiver,
53
+ errorReceiver: IErrorReceiver,
53
54
  ) {
54
55
  this.trader = trader;
55
56
  this.market = market;
56
57
  this.generators = new Map();
58
+ this.errorReceiver = errorReceiver;
57
59
 
58
60
  this.marketLifecycle = {
59
61
  onOpen: () => {
@@ -81,37 +83,25 @@ export class Broker implements IRuntimeEngine {
81
83
  recorder.stopRecorder();
82
84
  }
83
85
  },
84
-
85
- onError: (error: ErrorType, message: string) => {
86
- if (errorReceiver) {
87
- errorReceiver.onError(error, message);
88
- }
89
- },
90
86
  };
91
87
 
92
88
  this.traderLifecycle = {
93
89
  onOpen: () => {
94
- this.market.open(this.marketLifecycle);
90
+ this.market.open(this.marketLifecycle, this.errorReceiver);
95
91
  },
96
92
 
97
93
  onClose: () => {
98
- this.market.close(this.marketLifecycle);
99
- },
100
-
101
- onError: (error: ErrorType, message: string) => {
102
- if (errorReceiver) {
103
- errorReceiver.onError(error, message);
104
- }
94
+ this.market.close(this.marketLifecycle, this.errorReceiver);
105
95
  },
106
96
  };
107
97
  }
108
98
 
109
99
  start() {
110
- return this.trader.open(this.traderLifecycle);
100
+ return this.trader.open(this.traderLifecycle, this.errorReceiver);
111
101
  }
112
102
 
113
103
  stop() {
114
- return this.trader.close(this.traderLifecycle);
104
+ return this.trader.close(this.traderLifecycle, this.errorReceiver);
115
105
  }
116
106
 
117
107
  addStrategy(strategy: IStrategy) {
@@ -304,5 +294,5 @@ export class Broker implements IRuntimeEngine {
304
294
  export const createBroker = (
305
295
  trader: ITraderProvider,
306
296
  market: IMarketProvider,
307
- errorReceiver?: IErrorReceiver,
297
+ errorReceiver: IErrorReceiver,
308
298
  ) => new Broker(trader, market, errorReceiver);
package/src/index.test.ts CHANGED
@@ -1,7 +1,7 @@
1
1
  /*
2
2
  * index.test.ts
3
3
  *
4
- * Copyright (c) 2025 Xiongfei Shi
4
+ * Copyright (c) 2025-2026 Xiongfei Shi
5
5
  *
6
6
  * Author: Xiongfei Shi <xiongfei.shi(a)icloud.com>
7
7
  * License: Apache-2.0
@@ -224,6 +224,14 @@ const enableRecorder = false;
224
224
  if (enableRecorder && recorder) {
225
225
  recorder.setRecorder(
226
226
  {
227
+ onOpen: () => {
228
+ console.log("Market Recorder is started");
229
+ },
230
+
231
+ onClose: () => {
232
+ console.log("Market Recorder is stopped");
233
+ },
234
+
227
235
  onMarketData: (marketData: DepthMarketDataField) => {
228
236
  console.log(marketData.InstrumentID, marketData.LastPrice);
229
237
  },
package/src/index.ts CHANGED
@@ -1,7 +1,7 @@
1
1
  /*
2
2
  * index.ts
3
3
  *
4
- * Copyright (c) 2025 Xiongfei Shi
4
+ * Copyright (c) 2025-2026 Xiongfei Shi
5
5
  *
6
6
  * Author: Xiongfei Shi <xiongfei.shi(a)icloud.com>
7
7
  * License: Apache-2.0
package/src/interfaces.ts CHANGED
@@ -1,7 +1,7 @@
1
1
  /*
2
2
  * interfaces.ts
3
3
  *
4
- * Copyright (c) 2025 Xiongfei Shi
4
+ * Copyright (c) 2025-2026 Xiongfei Shi
5
5
  *
6
6
  * Author: Xiongfei Shi <xiongfei.shi(a)icloud.com>
7
7
  * License: Apache-2.0
@@ -65,7 +65,7 @@ export interface IErrorReceiver {
65
65
  onError: (error: ErrorType, message: string) => void;
66
66
  }
67
67
 
68
- export interface ILifecycleListener extends IErrorReceiver {
68
+ export interface ILifecycleListener {
69
69
  onOpen: () => void;
70
70
  onClose: () => void;
71
71
  }
@@ -144,8 +144,12 @@ export interface IPositionDetailsReceiver {
144
144
  }
145
145
 
146
146
  export interface IProvider {
147
- open: (lifecycle: ILifecycleListener) => boolean;
148
- close: (lifecycle: ILifecycleListener) => void;
147
+ open: (
148
+ lifecycle: ILifecycleListener,
149
+ errorReceiver: IErrorReceiver,
150
+ ) => boolean;
151
+
152
+ close: (lifecycle: ILifecycleListener, errorReceiver: IErrorReceiver) => void;
149
153
  }
150
154
 
151
155
  export interface IOrderEmitter {
@@ -179,7 +183,7 @@ export interface IQueryProvider {
179
183
  queryOrders: (receiver: IOrdersReceiver) => void;
180
184
  }
181
185
 
182
- export interface IMarketRecorderReceiver {
186
+ export interface IMarketRecorderReceiver extends ILifecycleListener {
183
187
  onMarketData: (marketData: any) => void;
184
188
  }
185
189
 
package/src/market.ts CHANGED
@@ -1,7 +1,7 @@
1
1
  /*
2
2
  * market.ts
3
3
  *
4
- * Copyright (c) 2025 Xiongfei Shi
4
+ * Copyright (c) 2025-2026 Xiongfei Shi
5
5
  *
6
6
  * Author: Xiongfei Shi <xiongfei.shi(a)icloud.com>
7
7
  * License: Apache-2.0
@@ -20,6 +20,7 @@ import type { InstrumentData, OrderBook, TickData } from "./typedef.js";
20
20
  import { isValidPrice, isValidVolume, parseSymbol } from "./utils.js";
21
21
  import { calcTapeData } from "./tape.js";
22
22
  import type {
23
+ IErrorReceiver,
23
24
  ILifecycleListener,
24
25
  IMarketProvider,
25
26
  IMarketRecorderProvider,
@@ -88,7 +89,7 @@ export class Market
88
89
  return this.lastTicks.get(instrumentId);
89
90
  }
90
91
 
91
- open(lifecycle: ILifecycleListener) {
92
+ open(lifecycle: ILifecycleListener, errorReceiver: IErrorReceiver) {
92
93
  if (this.marketApi) {
93
94
  return true;
94
95
  }
@@ -104,7 +105,7 @@ export class Market
104
105
  this.marketApi.on<RspUserLoginField>(
105
106
  ctp.MarketDataEvent.RspUserLogin,
106
107
  (_, options) => {
107
- if (this._isErrorResp(lifecycle, options, "login-error")) {
108
+ if (this._isErrorResp(errorReceiver, options, "login-error")) {
108
109
  return;
109
110
  }
110
111
 
@@ -301,7 +302,7 @@ export class Market
301
302
  return true;
302
303
  }
303
304
 
304
- close(lifecycle: ILifecycleListener) {
305
+ close(lifecycle: ILifecycleListener, _errorReceiver: IErrorReceiver) {
305
306
  if (!this.marketApi) {
306
307
  return;
307
308
  }
@@ -340,6 +341,8 @@ export class Market
340
341
  this.marketApi?.subscribeMarketData(Array.from(instrumentIds)),
341
342
  );
342
343
  }
344
+
345
+ this.recorder?.onOpen();
343
346
  }
344
347
 
345
348
  stopRecorder() {
@@ -363,6 +366,8 @@ export class Market
363
366
  this.marketApi?.unsubscribeMarketData(Array.from(instrumentIds)),
364
367
  );
365
368
  }
369
+
370
+ this.recorder?.onClose();
366
371
  }
367
372
 
368
373
  subscribe(symbols: string[], receiver: ITickReceiver) {
package/src/provider.ts CHANGED
@@ -1,7 +1,7 @@
1
1
  /*
2
2
  * provider.ts
3
3
  *
4
- * Copyright (c) 2025 Xiongfei Shi
4
+ * Copyright (c) 2025-2026 Xiongfei Shi
5
5
  *
6
6
  * Author: Xiongfei Shi <xiongfei.shi(a)icloud.com>
7
7
  * License: Apache-2.0
@@ -11,7 +11,7 @@
11
11
 
12
12
  import fs from "node:fs";
13
13
  import ctp, { type CallbackOptions } from "napi-ctp";
14
- import type { ErrorType, ILifecycleListener } from "./interfaces.js";
14
+ import type { ErrorType, IErrorReceiver } from "./interfaces.js";
15
15
 
16
16
  export class CTPProvider {
17
17
  protected readonly flowPath: string;
@@ -52,7 +52,7 @@ export class CTPProvider {
52
52
  }
53
53
 
54
54
  protected _isErrorResp(
55
- lifecycle: ILifecycleListener,
55
+ errorReceiver: IErrorReceiver,
56
56
  options: CallbackOptions,
57
57
  error: ErrorType,
58
58
  ) {
@@ -60,7 +60,7 @@ export class CTPProvider {
60
60
  return false;
61
61
  }
62
62
 
63
- lifecycle.onError(
63
+ errorReceiver.onError(
64
64
  error,
65
65
  `${options.rspInfo.ErrorID}:${options.rspInfo.ErrorMsg}`,
66
66
  );
package/src/tape.ts CHANGED
@@ -1,7 +1,7 @@
1
1
  /*
2
2
  * tape.ts
3
3
  *
4
- * Copyright (c) 2025 Xiongfei Shi
4
+ * Copyright (c) 2025-2026 Xiongfei Shi
5
5
  *
6
6
  * Author: Xiongfei Shi <xiongfei.shi(a)icloud.com>
7
7
  * License: Apache-2.0