hft-js 0.3.0 → 0.4.1
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.
- package/lib/bar.js +1 -1
- package/lib/broker.d.ts +3 -2
- package/lib/broker.js +9 -17
- package/lib/broker.js.map +1 -1
- package/lib/index.js +1 -1
- package/lib/index.test.js +8 -2
- package/lib/index.test.js.map +1 -1
- package/lib/interfaces.d.ts +5 -5
- package/lib/interfaces.js +1 -1
- package/lib/market.d.ts +6 -4
- package/lib/market.js +15 -9
- package/lib/market.js.map +1 -1
- package/lib/provider.d.ts +2 -2
- package/lib/provider.js +3 -3
- package/lib/provider.js.map +1 -1
- package/lib/tape.js +1 -1
- package/lib/trader.d.ts +13 -3
- package/lib/trader.js +48 -17
- package/lib/trader.js.map +1 -1
- package/lib/typedef.js +1 -1
- package/lib/utils.js +1 -1
- package/package.json +1 -1
- package/src/bar.ts +1 -1
- package/src/broker.ts +11 -21
- package/src/index.test.ts +10 -2
- package/src/index.ts +1 -1
- package/src/interfaces.ts +10 -6
- package/src/market.ts +23 -11
- package/src/provider.ts +4 -4
- package/src/tape.ts +1 -1
- package/src/trader.ts +78 -17
- package/src/typedef.ts +1 -1
- package/src/utils.ts +1 -1
package/lib/bar.js
CHANGED
package/lib/broker.d.ts
CHANGED
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@@ -3,13 +3,14 @@ import type { ICancelOrderResultReceiver, ICancelOrderRiskManager, ICommissionRa
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export declare class Broker implements IRuntimeEngine {
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private readonly trader;
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private readonly market;
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+
private readonly errorReceiver;
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private readonly traderLifecycle;
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private readonly marketLifecycle;
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private readonly strategies;
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private readonly placeOrderRiskManagers;
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private readonly cancelOrderRiskManagers;
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private readonly generators;
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12
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-
constructor(trader: ITraderProvider, market: IMarketProvider, errorReceiver
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13
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+
constructor(trader: ITraderProvider, market: IMarketProvider, errorReceiver: IErrorReceiver);
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start(): boolean;
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stop(): void;
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addStrategy(strategy: IStrategy): void;
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@@ -49,4 +50,4 @@ export declare class Broker implements IRuntimeEngine {
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queryPositionDetails(receiver: IPositionDetailsReceiver): void;
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queryOrders(receiver: IOrdersReceiver): void;
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}
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export declare const createBroker: (trader: ITraderProvider, market: IMarketProvider, errorReceiver
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53
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export declare const createBroker: (trader: ITraderProvider, market: IMarketProvider, errorReceiver: IErrorReceiver) => Broker;
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package/lib/broker.js
CHANGED
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@@ -1,7 +1,7 @@
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1
1
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/*
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* broker.ts
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*
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-
* Copyright (c) 2025 Xiongfei Shi
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+
* Copyright (c) 2025-2026 Xiongfei Shi
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*
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* Author: Xiongfei Shi <xiongfei.shi(a)icloud.com>
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* License: Apache-2.0
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@@ -12,6 +12,7 @@ import { BarGenerator, createBarGenerator } from "./bar.js";
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export class Broker {
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trader;
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market;
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errorReceiver;
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traderLifecycle;
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marketLifecycle;
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strategies = [];
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@@ -22,9 +23,10 @@ export class Broker {
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this.trader = trader;
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this.market = market;
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this.generators = new Map();
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this.errorReceiver = errorReceiver;
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this.marketLifecycle = {
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onOpen: () => {
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const recorder = this.market.
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const recorder = this.market.getRecorderProvider();
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if (recorder && recorder.isRecorderReady()) {
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this.trader.queryInstruments({
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onInstruments: (instruments) => {
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@@ -38,36 +40,26 @@ export class Broker {
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},
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onClose: () => {
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this.strategies.forEach((strategy) => strategy.onDestroy());
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const recorder = this.market.
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const recorder = this.market.getRecorderProvider();
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if (recorder) {
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recorder.stopRecorder();
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}
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},
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46
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-
onError: (error, message) => {
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if (errorReceiver) {
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errorReceiver.onError(error, message);
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-
}
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-
},
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};
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this.traderLifecycle = {
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onOpen: () => {
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this.market.open(this.marketLifecycle);
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this.market.open(this.marketLifecycle, this.errorReceiver);
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},
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onClose: () => {
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this.market.close(this.marketLifecycle);
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},
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-
onError: (error, message) => {
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if (errorReceiver) {
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errorReceiver.onError(error, message);
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-
}
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+
this.market.close(this.marketLifecycle, this.errorReceiver);
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},
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};
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}
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start() {
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-
return this.trader.open(this.traderLifecycle);
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return this.trader.open(this.traderLifecycle, this.errorReceiver);
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}
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stop() {
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return this.trader.close(this.traderLifecycle);
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return this.trader.close(this.traderLifecycle, this.errorReceiver);
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}
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addStrategy(strategy) {
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if (!this.strategies.includes(strategy)) {
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package/lib/broker.js.map
CHANGED
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"broker.js","sourceRoot":"","sources":["../src/broker.ts"],"names":[],"mappings":"AAAA;;;;;;;;;GASG;AAGH,OAAO,EAAE,YAAY,EAAE,kBAAkB,EAAE,MAAM,UAAU,CAAC;AA0B5D,MAAM,OAAO,MAAM;IACA,MAAM,CAAkB;IACxB,MAAM,CAAkB;IACxB,eAAe,CAAqB;IACpC,eAAe,CAAqB;IACpC,UAAU,GAAgB,EAAE,CAAC;IAC7B,sBAAsB,GAA6B,EAAE,CAAC;IACtD,uBAAuB,GAA8B,EAAE,CAAC;IACxD,UAAU,CAA4B;IAEvD,YACE,MAAuB,EACvB,MAAuB,EACvB,
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1
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{"version":3,"file":"broker.js","sourceRoot":"","sources":["../src/broker.ts"],"names":[],"mappings":"AAAA;;;;;;;;;GASG;AAGH,OAAO,EAAE,YAAY,EAAE,kBAAkB,EAAE,MAAM,UAAU,CAAC;AA0B5D,MAAM,OAAO,MAAM;IACA,MAAM,CAAkB;IACxB,MAAM,CAAkB;IACxB,aAAa,CAAiB;IAC9B,eAAe,CAAqB;IACpC,eAAe,CAAqB;IACpC,UAAU,GAAgB,EAAE,CAAC;IAC7B,sBAAsB,GAA6B,EAAE,CAAC;IACtD,uBAAuB,GAA8B,EAAE,CAAC;IACxD,UAAU,CAA4B;IAEvD,YACE,MAAuB,EACvB,MAAuB,EACvB,aAA6B;QAE7B,IAAI,CAAC,MAAM,GAAG,MAAM,CAAC;QACrB,IAAI,CAAC,MAAM,GAAG,MAAM,CAAC;QACrB,IAAI,CAAC,UAAU,GAAG,IAAI,GAAG,EAAE,CAAC;QAC5B,IAAI,CAAC,aAAa,GAAG,aAAa,CAAC;QAEnC,IAAI,CAAC,eAAe,GAAG;YACrB,MAAM,EAAE,GAAG,EAAE;gBACX,MAAM,QAAQ,GAAG,IAAI,CAAC,MAAM,CAAC,mBAAmB,EAAE,CAAC;gBAEnD,IAAI,QAAQ,IAAI,QAAQ,CAAC,eAAe,EAAE,EAAE,CAAC;oBAC3C,IAAI,CAAC,MAAM,CAAC,gBAAgB,CAAC;wBAC3B,aAAa,EAAE,CAAC,WAAW,EAAE,EAAE;4BAC7B,IAAI,WAAW,EAAE,CAAC;gCAChB,QAAQ,CAAC,aAAa,CAAC,WAAW,CAAC,CAAC;4BACtC,CAAC;wBACH,CAAC;qBACF,CAAC,CAAC;gBACL,CAAC;gBAED,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,QAAQ,CAAC,MAAM,EAAE,CAAC,CAAC;YAC3D,CAAC;YAED,OAAO,EAAE,GAAG,EAAE;gBACZ,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,QAAQ,CAAC,SAAS,EAAE,CAAC,CAAC;gBAE5D,MAAM,QAAQ,GAAG,IAAI,CAAC,MAAM,CAAC,mBAAmB,EAAE,CAAC;gBAEnD,IAAI,QAAQ,EAAE,CAAC;oBACb,QAAQ,CAAC,YAAY,EAAE,CAAC;gBAC1B,CAAC;YACH,CAAC;SACF,CAAC;QAEF,IAAI,CAAC,eAAe,GAAG;YACrB,MAAM,EAAE,GAAG,EAAE;gBACX,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,IAAI,CAAC,eAAe,EAAE,IAAI,CAAC,aAAa,CAAC,CAAC;YAC7D,CAAC;YAED,OAAO,EAAE,GAAG,EAAE;gBACZ,IAAI,CAAC,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,EAAE,IAAI,CAAC,aAAa,CAAC,CAAC;YAC9D,CAAC;SACF,CAAC;IACJ,CAAC;IAED,KAAK;QACH,OAAO,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,IAAI,CAAC,eAAe,EAAE,IAAI,CAAC,aAAa,CAAC,CAAC;IACpE,CAAC;IAED,IAAI;QACF,OAAO,IAAI,CAAC,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,EAAE,IAAI,CAAC,aAAa,CAAC,CAAC;IACrE,CAAC;IAED,WAAW,CAAC,QAAmB;QAC7B,IAAI,CAAC,IAAI,CAAC,UAAU,CAAC,QAAQ,CAAC,QAAQ,CAAC,EAAE,CAAC;YACxC,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;YAC/B,IAAI,CAAC,MAAM,CAAC,gBAAgB,CAAC,QAAQ,CAAC,CAAC;QACzC,CAAC;IACH,CAAC;IAED,cAAc,CAAC,QAAmB;QAChC,MAAM,KAAK,GAAG,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC;QAEhD,IAAI,KAAK,GAAG,CAAC,EAAE,CAAC;YACd,OAAO;QACT,CAAC;QAED,IAAI,CAAC,UAAU,CAAC,MAAM,CAAC,KAAK,EAAE,CAAC,CAAC,CAAC;QACjC,IAAI,CAAC,MAAM,CAAC,mBAAmB,CAAC,QAAQ,CAAC,CAAC;IAC5C,CAAC;IAED,wBAAwB,CAAC,OAA+B;QACtD,IAAI,CAAC,IAAI,CAAC,sBAAsB,CAAC,QAAQ,CAAC,OAAO,CAAC,EAAE,CAAC;YACnD,IAAI,CAAC,sBAAsB,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;QAC5C,CAAC;IACH,CAAC;IAED,yBAAyB,CAAC,OAAgC;QACxD,IAAI,CAAC,IAAI,CAAC,uBAAuB,CAAC,QAAQ,CAAC,OAAO,CAAC,EAAE,CAAC;YACpD,IAAI,CAAC,uBAAuB,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;QAC7C,CAAC;IACH,CAAC;IAED,SAAS,CAAC,OAAiB,EAAE,QAAuB;QAClD,OAAO,IAAI,CAAC,MAAM,CAAC,SAAS,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC;IAClD,CAAC;IAED,WAAW,CAAC,OAAiB,EAAE,QAAuB;QACpD,OAAO,IAAI,CAAC,MAAM,CAAC,WAAW,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC;IACpD,CAAC;IAED,YAAY,CAAC,OAAiB,EAAE,QAAsB;QACpD,OAAO,CAAC,OAAO,CAAC,CAAC,MAAM,EAAE,EAAE;YACzB,IAAI,SAAS,GAAG,IAAI,CAAC,UAAU,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;YAE5C,IAAI,CAAC,SAAS,EAAE,CAAC;gBACf,SAAS,GAAG,kBAAkB,CAAC,MAAM,CAAC,CAAC;gBAEvC,IAAI,CAAC,UAAU,CAAC,GAAG,CAAC,MAAM,EAAE,SAAS,CAAC,CAAC;gBACvC,IAAI,CAAC,SAAS,CAAC,CAAC,MAAM,CAAC,EAAE,SAAS,CAAC,CAAC;YACtC,CAAC;YAED,SAAS,CAAC,WAAW,CAAC,QAAQ,CAAC,CAAC;QAClC,CAAC,CAAC,CAAC;IACL,CAAC;IAED,cAAc,CAAC,OAAiB,EAAE,QAAsB;QACtD,OAAO,CAAC,OAAO,CAAC,CAAC,MAAM,EAAE,EAAE;YACzB,MAAM,SAAS,GAAG,IAAI,CAAC,UAAU,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;YAE9C,IAAI,CAAC,SAAS,EAAE,CAAC;gBACf,OAAO;YACT,CAAC;YAED,SAAS,CAAC,cAAc,CAAC,QAAQ,CAAC,CAAC;YAEnC,IAAI,SAAS,CAAC,aAAa,KAAK,CAAC,EAAE,CAAC;gBAClC,IAAI,CAAC,WAAW,CAAC,CAAC,MAAM,CAAC,EAAE,SAAS,CAAC,CAAC;gBACtC,IAAI,CAAC,UAAU,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;YACjC,CAAC;QACH,CAAC,CAAC,CAAC;IACL,CAAC;IAED,UAAU,CACR,QAAmB,EACnB,MAAc,EACd,MAAkB,EAClB,IAAc,EACd,MAAc,EACd,KAAa,EACb,IAAe,EACf,QAAmC;QAEnC,KAAK,MAAM,qBAAqB,IAAI,IAAI,CAAC,sBAAsB,EAAE,CAAC;YAChE,MAAM,MAAM,GAAG,qBAAqB,CAAC,YAAY,CAC/C,MAAM,EACN,MAAM,EACN,IAAI,EACJ,MAAM,EACN,KAAK,EACL,IAAI,CACL,CAAC;YAEF,IAAI,OAAO,MAAM,KAAK,SAAS,EAAE,CAAC;gBAChC,IAAI,CAAC,MAAM,EAAE,CAAC;oBACZ,QAAQ,CAAC,MAAM,CAAC,kBAAkB,CAAC,CAAC;oBACpC,QAAQ,CAAC,iBAAiB,CAAC,eAAe,CAAC,CAAC;oBAC5C,OAAO;gBACT,CAAC;YACH,CAAC;iBAAM,CAAC;gBACN,QAAQ,CAAC,MAAM,CAAC,kBAAkB,EAAE,MAAM,CAAC,CAAC;gBAC5C,QAAQ,CAAC,iBAAiB,CAAC,eAAe,CAAC,CAAC;gBAC5C,OAAO;YACT,CAAC;QACH,CAAC;QAED,OAAO,IAAI,CAAC,MAAM,CAAC,UAAU,CAC3B,MAAM,EACN,MAAM,EACN,IAAI,EACJ,MAAM,EACN,KAAK,EACL,IAAI,EACJ,QAAQ,CACT,CAAC;IACJ,CAAC;IAED,WAAW,CACT,QAAmB,EACnB,KAAgB,EAChB,QAAoC;QAEpC,KAAK,MAAM,sBAAsB,IAAI,IAAI,CAAC,uBAAuB,EAAE,CAAC;YAClE,MAAM,MAAM,GAAG,sBAAsB,CAAC,aAAa,CAAC,KAAK,CAAC,CAAC;YAE3D,IAAI,OAAO,MAAM,KAAK,SAAS,EAAE,CAAC;gBAChC,IAAI,CAAC,MAAM,EAAE,CAAC;oBACZ,QAAQ,CAAC,MAAM,CAAC,mBAAmB,CAAC,CAAC;oBACrC,QAAQ,CAAC,kBAAkB,CAAC,eAAe,CAAC,CAAC;oBAC7C,OAAO;gBACT,CAAC;YACH,CAAC;iBAAM,CAAC;gBACN,QAAQ,CAAC,MAAM,CAAC,mBAAmB,EAAE,MAAM,CAAC,CAAC;gBAC7C,QAAQ,CAAC,kBAAkB,CAAC,eAAe,CAAC,CAAC;gBAC7C,OAAO;YACT,CAAC;QACH,CAAC;QAED,OAAO,IAAI,CAAC,MAAM,CAAC,WAAW,CAAC,KAAK,EAAE,QAAQ,CAAC,CAAC;IAClD,CAAC;IAED,aAAa;QACX,OAAO,IAAI,CAAC,MAAM,CAAC,aAAa,EAAE,CAAC;IACrC,CAAC;IAED,kBAAkB;QAChB,OAAO,IAAI,CAAC,MAAM,CAAC,kBAAkB,EAAE,CAAC;IAC1C,CAAC;IAED,iBAAiB,CAAC,MAAc;QAC9B,OAAO,IAAI,CAAC,MAAM,CAAC,iBAAiB,CAAC,MAAM,CAAC,CAAC;IAC/C,CAAC;IAED,mBAAmB,CAAC,MAAc,EAAE,QAAiC;QACnE,OAAO,IAAI,CAAC,MAAM,CAAC,mBAAmB,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAC;IAC3D,CAAC;IAED,eAAe,CAAC,MAAc,EAAE,QAA6B;QAC3D,OAAO,IAAI,CAAC,MAAM,CAAC,eAAe,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAC;IACvD,CAAC;IAED,eAAe,CAAC,MAAc,EAAE,QAA6B;QAC3D,OAAO,IAAI,CAAC,MAAM,CAAC,eAAe,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAC;IACvD,CAAC;IAED,aAAa,CAAC,MAAc,EAAE,QAA2B;QACvD,OAAO,IAAI,CAAC,MAAM,CAAC,aAAa,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAC;IACrD,CAAC;IAED,gBAAgB,CAAC,QAA8B;QAC7C,OAAO,IAAI,CAAC,MAAM,CAAC,gBAAgB,CAAC,QAAQ,CAAC,CAAC;IAChD,CAAC;IAED,oBAAoB,CAAC,QAAkC;QACrD,OAAO,IAAI,CAAC,MAAM,CAAC,oBAAoB,CAAC,QAAQ,CAAC,CAAC;IACpD,CAAC;IAED,cAAc,CAAC,QAA4B;QACzC,OAAO,IAAI,CAAC,MAAM,CAAC,cAAc,CAAC,QAAQ,CAAC,CAAC;IAC9C,CAAC;IAED,oBAAoB,CAAC,QAAkC;QACrD,OAAO,IAAI,CAAC,MAAM,CAAC,oBAAoB,CAAC,QAAQ,CAAC,CAAC;IACpD,CAAC;IAED,WAAW,CAAC,QAAyB;QACnC,OAAO,IAAI,CAAC,MAAM,CAAC,WAAW,CAAC,QAAQ,CAAC,CAAC;IAC3C,CAAC;CACF;AAED,MAAM,CAAC,MAAM,YAAY,GAAG,CAC1B,MAAuB,EACvB,MAAuB,EACvB,aAA6B,EAC7B,EAAE,CAAC,IAAI,MAAM,CAAC,MAAM,EAAE,MAAM,EAAE,aAAa,CAAC,CAAC"}
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package/lib/index.js
CHANGED
package/lib/index.test.js
CHANGED
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/*
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* index.test.ts
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*
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* Copyright (c) 2025 Xiongfei Shi
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* Copyright (c) 2025-2026 Xiongfei Shi
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*
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* Author: Xiongfei Shi <xiongfei.shi(a)icloud.com>
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* License: Apache-2.0
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@@ -153,10 +153,16 @@ const market = hft.createMarket(config.FlowMdPath, config.FrontMdAddrs, {
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},
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});
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const trader = hft.createTrader(config.FlowTdPath, config.FrontTdAddrs, config.UserInfo, { fastQueryLastTick: (instrumentId) => market.getLastTick(instrumentId) });
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const recorder = market.
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const recorder = market.getRecorderProvider();
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const enableRecorder = false;
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if (enableRecorder && recorder) {
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recorder.setRecorder({
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onOpen: () => {
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161
|
+
console.log("Market Recorder is started");
|
|
162
|
+
},
|
|
163
|
+
onClose: () => {
|
|
164
|
+
console.log("Market Recorder is stopped");
|
|
165
|
+
},
|
|
160
166
|
onMarketData: (marketData) => {
|
|
161
167
|
console.log(marketData.InstrumentID, marketData.LastPrice);
|
|
162
168
|
},
|
package/lib/index.test.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"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,YAA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|
|
1
|
+
{"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,YAA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|
package/lib/interfaces.d.ts
CHANGED
|
@@ -13,7 +13,7 @@ export type ErrorType = "login-error" | "query-order-error" | "query-trade-error
|
|
|
13
13
|
export interface IErrorReceiver {
|
|
14
14
|
onError: (error: ErrorType, message: string) => void;
|
|
15
15
|
}
|
|
16
|
-
export interface ILifecycleListener
|
|
16
|
+
export interface ILifecycleListener {
|
|
17
17
|
onOpen: () => void;
|
|
18
18
|
onClose: () => void;
|
|
19
19
|
}
|
|
@@ -74,8 +74,8 @@ export interface IPositionDetailsReceiver {
|
|
|
74
74
|
onPositionDetails: (positionDetails: PositionDetail[] | undefined) => void;
|
|
75
75
|
}
|
|
76
76
|
export interface IProvider {
|
|
77
|
-
open: (lifecycle: ILifecycleListener) => boolean;
|
|
78
|
-
close: (lifecycle: ILifecycleListener) => void;
|
|
77
|
+
open: (lifecycle: ILifecycleListener, errorReceiver: IErrorReceiver) => boolean;
|
|
78
|
+
close: (lifecycle: ILifecycleListener, errorReceiver: IErrorReceiver) => void;
|
|
79
79
|
}
|
|
80
80
|
export interface IOrderEmitter {
|
|
81
81
|
addOrderReceiver: (receiver: IOrderReceiver) => void;
|
|
@@ -95,7 +95,7 @@ export interface IQueryProvider {
|
|
|
95
95
|
queryPositionDetails: (receiver: IPositionDetailsReceiver) => void;
|
|
96
96
|
queryOrders: (receiver: IOrdersReceiver) => void;
|
|
97
97
|
}
|
|
98
|
-
export interface IMarketRecorderReceiver {
|
|
98
|
+
export interface IMarketRecorderReceiver extends ILifecycleListener {
|
|
99
99
|
onMarketData: (marketData: any) => void;
|
|
100
100
|
}
|
|
101
101
|
export type IMarketRecorderSymbols = (instrument: InstrumentData[]) => string[];
|
|
@@ -106,7 +106,7 @@ export interface IMarketRecorderProvider {
|
|
|
106
106
|
stopRecorder: () => void;
|
|
107
107
|
}
|
|
108
108
|
export interface IMarketProvider extends IProvider, ITickSubscriber, ITickUnsubscriber {
|
|
109
|
-
|
|
109
|
+
getRecorderProvider: () => IMarketRecorderProvider | undefined;
|
|
110
110
|
}
|
|
111
111
|
export type IPlaceOrderResultReceiver = {
|
|
112
112
|
onPlaceOrderSent: (receiptId: string) => void;
|
package/lib/interfaces.js
CHANGED
package/lib/market.d.ts
CHANGED
|
@@ -1,6 +1,7 @@
|
|
|
1
|
+
import type { DepthMarketDataField } from "@napi-ctp/types";
|
|
1
2
|
import { CTPProvider } from "./provider.js";
|
|
2
3
|
import type { InstrumentData, OrderBook } from "./typedef.js";
|
|
3
|
-
import type { ILifecycleListener, IMarketProvider, IMarketRecorderProvider, IMarketRecorderReceiver, IMarketRecorderSymbols, ITickReceiver } from "./interfaces.js";
|
|
4
|
+
import type { IErrorReceiver, ILifecycleListener, IMarketProvider, IMarketRecorderProvider, IMarketRecorderReceiver, IMarketRecorderSymbols, ITickReceiver } from "./interfaces.js";
|
|
4
5
|
export interface IMarketListener {
|
|
5
6
|
onSubscribed: (symbol: string) => void;
|
|
6
7
|
onUnsubscribed: (symbol: string) => void;
|
|
@@ -19,7 +20,8 @@ export declare class Market extends CTPProvider implements IMarketProvider, IMar
|
|
|
19
20
|
private readonly lastTicks;
|
|
20
21
|
private readonly subscribers;
|
|
21
22
|
constructor(flowMdPath: string, frontMdAddrs: string | string[], options?: MarketOptions);
|
|
22
|
-
|
|
23
|
+
getDepthMarketDataRaw(): DepthMarketDataField[];
|
|
24
|
+
getRecorderProvider(): this;
|
|
23
25
|
isRecorderReady(): boolean;
|
|
24
26
|
setRecorder(receiver: IMarketRecorderReceiver, symbols: IMarketRecorderSymbols): void;
|
|
25
27
|
getLastTick(instrumentId: string): Readonly<{
|
|
@@ -40,8 +42,8 @@ export declare class Market extends CTPProvider implements IMarketProvider, IMar
|
|
|
40
42
|
bandings: import("./typedef.js").PriceRange;
|
|
41
43
|
orderBook: OrderBook;
|
|
42
44
|
}> | undefined;
|
|
43
|
-
open(lifecycle: ILifecycleListener): boolean;
|
|
44
|
-
close(lifecycle: ILifecycleListener): void;
|
|
45
|
+
open(lifecycle: ILifecycleListener, errorReceiver: IErrorReceiver): boolean;
|
|
46
|
+
close(lifecycle: ILifecycleListener, _errorReceiver: IErrorReceiver): void;
|
|
45
47
|
startRecorder(instrument: InstrumentData[]): void;
|
|
46
48
|
stopRecorder(): void;
|
|
47
49
|
subscribe(symbols: string[], receiver: ITickReceiver): void;
|
package/lib/market.js
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
|
|
@@ -33,7 +33,10 @@ export class Market extends CTPProvider {
|
|
|
33
33
|
this.listener = options.listener;
|
|
34
34
|
}
|
|
35
35
|
}
|
|
36
|
-
|
|
36
|
+
getDepthMarketDataRaw() {
|
|
37
|
+
return Array.from(this.lastTicks.values().map((lastTick) => lastTick.raw));
|
|
38
|
+
}
|
|
39
|
+
getRecorderProvider() {
|
|
37
40
|
return this;
|
|
38
41
|
}
|
|
39
42
|
isRecorderReady() {
|
|
@@ -44,9 +47,10 @@ export class Market extends CTPProvider {
|
|
|
44
47
|
this.recorderSymbols = symbols;
|
|
45
48
|
}
|
|
46
49
|
getLastTick(instrumentId) {
|
|
47
|
-
|
|
50
|
+
const lastTick = this.lastTicks.get(instrumentId);
|
|
51
|
+
return lastTick ? lastTick.tick : undefined;
|
|
48
52
|
}
|
|
49
|
-
open(lifecycle) {
|
|
53
|
+
open(lifecycle, errorReceiver) {
|
|
50
54
|
if (this.marketApi) {
|
|
51
55
|
return true;
|
|
52
56
|
}
|
|
@@ -56,7 +60,7 @@ export class Market extends CTPProvider {
|
|
|
56
60
|
});
|
|
57
61
|
let fired = false;
|
|
58
62
|
this.marketApi.on(ctp.MarketDataEvent.RspUserLogin, (_, options) => {
|
|
59
|
-
if (this._isErrorResp(
|
|
63
|
+
if (this._isErrorResp(errorReceiver, options, "login-error")) {
|
|
60
64
|
return;
|
|
61
65
|
}
|
|
62
66
|
const tradingDay = parseInt(this.marketApi.getTradingDay());
|
|
@@ -178,17 +182,17 @@ export class Market extends CTPProvider {
|
|
|
178
182
|
}),
|
|
179
183
|
orderBook: Object.freeze(orderBook),
|
|
180
184
|
});
|
|
181
|
-
|
|
185
|
+
this.lastTicks.set(instrumentId, { tick, raw: depthMarketData });
|
|
182
186
|
const receivers = this.subscribers.get(instrumentId);
|
|
183
|
-
this.lastTicks.set(instrumentId, tick);
|
|
184
187
|
if (receivers && receivers.length > 0) {
|
|
185
|
-
const
|
|
188
|
+
const lastTick = this.lastTicks.get(instrumentId);
|
|
189
|
+
const tape = calcTapeData(tick, lastTick ? lastTick.tick : undefined);
|
|
186
190
|
receivers.forEach((receiver) => receiver.onTick(tick, tape));
|
|
187
191
|
}
|
|
188
192
|
});
|
|
189
193
|
return true;
|
|
190
194
|
}
|
|
191
|
-
close(lifecycle) {
|
|
195
|
+
close(lifecycle, _errorReceiver) {
|
|
192
196
|
if (!this.marketApi) {
|
|
193
197
|
return;
|
|
194
198
|
}
|
|
@@ -216,6 +220,7 @@ export class Market extends CTPProvider {
|
|
|
216
220
|
if (instrumentIds.size > 0) {
|
|
217
221
|
this._withRetry(() => this.marketApi?.subscribeMarketData(Array.from(instrumentIds)));
|
|
218
222
|
}
|
|
223
|
+
this.recorder?.onOpen();
|
|
219
224
|
}
|
|
220
225
|
stopRecorder() {
|
|
221
226
|
if (this.recordings.size === 0) {
|
|
@@ -232,6 +237,7 @@ export class Market extends CTPProvider {
|
|
|
232
237
|
if (instrumentIds.size > 0) {
|
|
233
238
|
this._withRetry(() => this.marketApi?.unsubscribeMarketData(Array.from(instrumentIds)));
|
|
234
239
|
}
|
|
240
|
+
this.recorder?.onClose();
|
|
235
241
|
}
|
|
236
242
|
subscribe(symbols, receiver) {
|
|
237
243
|
const instrumentIds = new Set();
|
package/lib/market.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
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1
|
+
{"version":3,"file":"market.js","sourceRoot":"","sources":["../src/market.ts"],"names":[],"mappings":"AAAA;;;;;;;;;GASG;AAEH,OAAO,GAAG,EAAE,EAAgC,MAAM,UAAU,CAAC;AAM7D,OAAO,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAE5C,OAAO,EAAE,YAAY,EAAE,aAAa,EAAE,WAAW,EAAE,MAAM,YAAY,CAAC;AACtE,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AAsBzC,MAAM,OAAO,MACX,SAAQ,WAAW;IAGX,SAAS,CAAa;IACtB,QAAQ,CAA2B;IACnC,eAAe,CAA0B;IACzC,UAAU,CAAS;IACV,QAAQ,CAAmB;IAC3B,UAAU,CAAc;IACxB,OAAO,CAAsB;IAC7B,SAAS,CAA2B;IACpC,WAAW,CAA+B;IAE3D,YACE,UAAkB,EAClB,YAA+B,EAC/B,OAAuB;QAEvB,KAAK,CAAC,UAAU,EAAE,YAAY,CAAC,CAAC;QAChC,IAAI,CAAC,UAAU,GAAG,CAAC,CAAC;QACpB,IAAI,CAAC,UAAU,GAAG,IAAI,GAAG,EAAE,CAAC;QAC5B,IAAI,CAAC,OAAO,GAAG,IAAI,GAAG,EAAE,CAAC;QACzB,IAAI,CAAC,SAAS,GAAG,IAAI,GAAG,EAAE,CAAC;QAC3B,IAAI,CAAC,WAAW,GAAG,IAAI,GAAG,EAAE,CAAC;QAE7B,IAAI,OAAO,EAAE,QAAQ,EAAE,CAAC;YACtB,IAAI,CAAC,QAAQ,GAAG,OAAO,CAAC,QAAQ,CAAC;QACnC,CAAC;IACH,CAAC;IAED,qBAAqB;QACnB,OAAO,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,MAAM,EAAE,CAAC,GAAG,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,QAAQ,CAAC,GAAG,CAAC,CAAC,CAAC;IAC7E,CAAC;IAED,mBAAmB;QACjB,OAAO,IAAI,CAAC;IACd,CAAC;IAED,eAAe;QACb,OAAO,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC;IACzB,CAAC;IAED,WAAW,CACT,QAAiC,EACjC,OAA+B;QAE/B,IAAI,CAAC,QAAQ,GAAG,QAAQ,CAAC;QACzB,IAAI,CAAC,eAAe,GAAG,OAAO,CAAC;IACjC,CAAC;IAED,WAAW,CAAC,YAAoB;QAC9B,MAAM,QAAQ,GAAG,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;QAClD,OAAO,QAAQ,CAAC,CAAC,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAC,SAAS,CAAC;IAC9C,CAAC;IAED,IAAI,CAAC,SAA6B,EAAE,aAA6B;QAC/D,IAAI,IAAI,CAAC,SAAS,EAAE,CAAC;YACnB,OAAO,IAAI,CAAC;QACd,CAAC;QAED,IAAI,CAAC,SAAS,GAAG,GAAG,CAAC,gBAAgB,CAAC,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,UAAU,CAAC,CAAC;QAEtE,IAAI,CAAC,SAAS,CAAC,EAAE,CAAC,GAAG,CAAC,eAAe,CAAC,cAAc,EAAE,GAAG,EAAE;YACzD,IAAI,CAAC,UAAU,CAAC,GAAG,EAAE,CAAC,IAAI,CAAC,SAAU,CAAC,YAAY,EAAE,CAAC,CAAC;QACxD,CAAC,CAAC,CAAC;QAEH,IAAI,KAAK,GAAG,KAAK,CAAC;QAElB,IAAI,CAAC,SAAS,CAAC,EAAE,CACf,GAAG,CAAC,eAAe,CAAC,YAAY,EAChC,CAAC,CAAC,EAAE,OAAO,EAAE,EAAE;YACb,IAAI,IAAI,CAAC,YAAY,CAAC,aAAa,EAAE,OAAO,EAAE,aAAa,CAAC,EAAE,CAAC;gBAC7D,OAAO;YACT,CAAC;YAED,MAAM,UAAU,GAAG,QAAQ,CAAC,IAAI,CAAC,SAAU,CAAC,aAAa,EAAE,CAAC,CAAC;YAE7D,IAAI,IAAI,CAAC,UAAU,KAAK,UAAU,EAAE,CAAC;gBACnC,IAAI,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC;gBACvB,IAAI,CAAC,UAAU,GAAG,UAAU,CAAC;YAC/B,CAAC;YAED,MAAM,aAAa,GAAG,IAAI,GAAG,CAAC;gBAC5B,GAAG,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,UAAU,CAAC;gBAC9B,GAAG,MAAM,CAAC,IAAI,CAAC,IAAI,CAAC,WAAW,CAAC;aACjC,CAAC,CAAC;YAEH,IAAI,aAAa,CAAC,IAAI,GAAG,CAAC,EAAE,CAAC;gBAC3B,IAAI,CAAC,UAAU,CAAC,GAAG,EAAE,CACnB,IAAI,CAAC,SAAU,CAAC,mBAAmB,CAAC,KAAK,CAAC,IAAI,CAAC,aAAa,CAAC,CAAC,CAC/D,CAAC;YACJ,CAAC;YAED,IAAI,CAAC,KAAK,EAAE,CAAC;gBACX,KAAK,GAAG,IAAI,CAAC;gBACb,SAAS,CAAC,MAAM,EAAE,CAAC;YACrB,CAAC;QACH,CAAC,CACF,CAAC;QAEF,IAAI,CAAC,SAAS,CAAC,EAAE,CACf,GAAG,CAAC,eAAe,CAAC,gBAAgB,EACpC,CAAC,UAAU,EAAE,EAAE;YACb,IAAI,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC;gBACnB,OAAO;YACT,CAAC;YAED,MAAM,MAAM,GAAG,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,YAAY,CAAC,CAAC;YAEzD,IAAI,CAAC,QAAQ,CAAC,YAAY,CAAC,MAAM,IAAI,UAAU,CAAC,YAAY,CAAC,CAAC;QAChE,CAAC,CACF,CAAC;QAEF,IAAI,CAAC,SAAS,CAAC,EAAE,CACf,GAAG,CAAC,eAAe,CAAC,kBAAkB,EACtC,CAAC,UAAU,EAAE,EAAE;YACb,IAAI,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC;gBACnB,OAAO;YACT,CAAC;YAED,MAAM,MAAM,GAAG,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,YAAY,CAAC,CAAC;YAEzD,IAAI,CAAC,QAAQ,CAAC,cAAc,CAAC,MAAM,IAAI,UAAU,CAAC,YAAY,CAAC,CAAC;QAClE,CAAC,CACF,CAAC;QAEF,IAAI,CAAC,SAAS,CAAC,EAAE,CACf,GAAG,CAAC,eAAe,CAAC,kBAAkB,EACtC,CAAC,eAAe,EAAE,EAAE;YAClB,MAAM,YAAY,GAAG,eAAe,CAAC,YAAY,CAAC;YAElD,IAAI,IAAI,CAAC,QAAQ,IAAI,IAAI,CAAC,UAAU,CAAC,GAAG,CAAC,YAAY,CAAC,EAAE,CAAC;gBACvD,IAAI,CAAC,QAAQ,CAAC,YAAY,CAAC,eAAe,CAAC,CAAC;YAC9C,CAAC;YAED,MAAM,MAAM,GAAG,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC;YAE9C,IAAI,CAAC,MAAM,EAAE,CAAC;gBACZ,OAAO;YACT,CAAC;YAED,MAAM,SAAS,GAAc;gBAC3B,IAAI,EAAE,EAAE,KAAK,EAAE,EAAE,EAAE,MAAM,EAAE,EAAE,EAAE;gBAC/B,IAAI,EAAE,EAAE,KAAK,EAAE,EAAE,EAAE,MAAM,EAAE,EAAE,EAAE;aAChC,CAAC;YAEF,IACE,YAAY,CAAC,eAAe,CAAC,SAAS,CAAC;gBACvC,aAAa,CAAC,eAAe,CAAC,UAAU,CAAC,EACzC,CAAC;gBACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,SAAS,CAAC,CAAC;gBACrD,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;gBAEvD,IACE,YAAY,CAAC,eAAe,CAAC,SAAS,CAAC;oBACvC,aAAa,CAAC,eAAe,CAAC,UAAU,CAAC,EACzC,CAAC;oBACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,SAAS,CAAC,CAAC;oBACrD,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;oBAEvD,IACE,YAAY,CAAC,eAAe,CAAC,SAAS,CAAC;wBACvC,aAAa,CAAC,eAAe,CAAC,UAAU,CAAC,EACzC,CAAC;wBACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,SAAS,CAAC,CAAC;wBACrD,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;wBAEvD,IACE,YAAY,CAAC,eAAe,CAAC,SAAS,CAAC;4BACvC,aAAa,CAAC,eAAe,CAAC,UAAU,CAAC,EACzC,CAAC;4BACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,SAAS,CAAC,CAAC;4BACrD,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;4BAEvD,IACE,YAAY,CAAC,eAAe,CAAC,SAAS,CAAC;gCACvC,aAAa,CAAC,eAAe,CAAC,UAAU,CAAC,EACzC,CAAC;gCACD,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,eAAe,CAAC,SAAS,CAAC,CAAC;gCACrD,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAA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|
package/lib/provider.d.ts
CHANGED
|
@@ -1,11 +1,11 @@
|
|
|
1
1
|
import { type CallbackOptions } from "napi-ctp";
|
|
2
|
-
import type { ErrorType,
|
|
2
|
+
import type { ErrorType, IErrorReceiver } from "./interfaces.js";
|
|
3
3
|
export declare class CTPProvider {
|
|
4
4
|
protected readonly flowPath: string;
|
|
5
5
|
protected readonly frontAddrs: string | string[];
|
|
6
6
|
constructor(flowPath: string, frontAddrs: string | string[]);
|
|
7
7
|
private _sleep;
|
|
8
8
|
protected _withRetry(request: () => number | undefined, ms?: number): Promise<number | undefined>;
|
|
9
|
-
protected _isErrorResp(
|
|
9
|
+
protected _isErrorResp(errorReceiver: IErrorReceiver, options: CallbackOptions, error: ErrorType): boolean;
|
|
10
10
|
protected _parseTime(time: string): number;
|
|
11
11
|
}
|
package/lib/provider.js
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
|
|
@@ -41,11 +41,11 @@ export class CTPProvider {
|
|
|
41
41
|
return retval;
|
|
42
42
|
}
|
|
43
43
|
}
|
|
44
|
-
_isErrorResp(
|
|
44
|
+
_isErrorResp(errorReceiver, options, error) {
|
|
45
45
|
if (!options.rspInfo) {
|
|
46
46
|
return false;
|
|
47
47
|
}
|
|
48
|
-
|
|
48
|
+
errorReceiver.onError(error, `${options.rspInfo.ErrorID}:${options.rspInfo.ErrorMsg}`);
|
|
49
49
|
return true;
|
|
50
50
|
}
|
|
51
51
|
_parseTime(time) {
|
package/lib/provider.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"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,
|
|
1
|
+
{"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.js
CHANGED
package/lib/trader.d.ts
CHANGED
|
@@ -1,6 +1,7 @@
|
|
|
1
|
+
import type { InstrumentCommissionRateField, InstrumentField, InstrumentMarginRateField, InvestorPositionDetailField, InvestorPositionField, OrderField, TradeField, TradingAccountField } from "@napi-ctp/types";
|
|
1
2
|
import { CTPProvider } from "./provider.js";
|
|
2
3
|
import type { OffsetType, OrderData, OrderFlag, ProductType, SideType, TickData } from "./typedef.js";
|
|
3
|
-
import type { ICancelOrderResultReceiver, ICommissionRateReceiver, IInstrumentReceiver, IInstrumentsReceiver, ILifecycleListener, IMarginRateReceiver, IOrderReceiver, IOrdersReceiver, IPlaceOrderResultReceiver, IPositionDetailsReceiver, IPositionReceiver, IPositionsReceiver, ITraderProvider, ITradingAccountsReceiver } from "./interfaces.js";
|
|
4
|
+
import type { ICancelOrderResultReceiver, ICommissionRateReceiver, IErrorReceiver, IInstrumentReceiver, IInstrumentsReceiver, ILifecycleListener, IMarginRateReceiver, IOrderReceiver, IOrdersReceiver, IPlaceOrderResultReceiver, IPositionDetailsReceiver, IPositionReceiver, IPositionsReceiver, ITraderProvider, ITradingAccountsReceiver } from "./interfaces.js";
|
|
4
5
|
export type CTPUserInfo = {
|
|
5
6
|
BrokerID: string;
|
|
6
7
|
UserID: string;
|
|
@@ -26,6 +27,7 @@ export declare class Trader extends CTPProvider implements ITraderProvider {
|
|
|
26
27
|
private readonly userInfo;
|
|
27
28
|
private readonly receivers;
|
|
28
29
|
private readonly accounts;
|
|
30
|
+
private readonly investorPositions;
|
|
29
31
|
private readonly positionDetails;
|
|
30
32
|
private readonly instruments;
|
|
31
33
|
private readonly positions;
|
|
@@ -43,8 +45,16 @@ export declare class Trader extends CTPProvider implements ITraderProvider {
|
|
|
43
45
|
private readonly accountsQueue;
|
|
44
46
|
private readonly positionDetailsQueue;
|
|
45
47
|
constructor(flowTdPath: string, frontTdAddrs: string | string[], userInfo: CTPUserInfo, options?: TraderOptions);
|
|
46
|
-
|
|
47
|
-
|
|
48
|
+
getTradingAccountsRaw(): TradingAccountField[];
|
|
49
|
+
getInvestorPositionsRaw(): InvestorPositionField[];
|
|
50
|
+
getInvestorPositionDetailsRaw(): InvestorPositionDetailField[];
|
|
51
|
+
getInstrumentsRaw(): InstrumentField[];
|
|
52
|
+
getOrdersRaw(): OrderField[];
|
|
53
|
+
getTradesRaw(): TradeField[][];
|
|
54
|
+
getInstrumentMarginRatesRaw(): InstrumentMarginRateField[];
|
|
55
|
+
getInstrumentCommissionRatesRaw(): InstrumentCommissionRateField[];
|
|
56
|
+
open(lifecycle: ILifecycleListener, errorReceiver: IErrorReceiver): boolean;
|
|
57
|
+
close(lifecycle: ILifecycleListener, _errorReceiver: IErrorReceiver): void;
|
|
48
58
|
addOrderReceiver(receiver: IOrderReceiver): void;
|
|
49
59
|
removeOrderReceiver(receiver: IOrderReceiver): void;
|
|
50
60
|
getTradingDay(): number;
|