hft-js 0.3.0 → 0.4.1

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
@@ -20,6 +20,7 @@ import type { InstrumentData, OrderBook, TickData } from "./typedef.js";
 import { isValidPrice, isValidVolume, parseSymbol } from "./utils.js";
 import { calcTapeData } from "./tape.js";
 import type {
+  IErrorReceiver,
   ILifecycleListener,
   IMarketProvider,
   IMarketRecorderProvider,
@@ -28,6 +29,8 @@ import type {
   ITickReceiver,
 } from "./interfaces.js";
 
+type TickDataRaw = { tick: TickData; raw: DepthMarketDataField };
+
 export interface IMarketListener {
   onSubscribed: (symbol: string) => void;
   onUnsubscribed: (symbol: string) => void;
@@ -48,7 +51,7 @@ export class Market
   private readonly listener?: IMarketListener;
   private readonly recordings: Set<string>;
   private readonly symbols: Map<string, string>;
-  private readonly lastTicks: Map<string, TickData>;
+  private readonly lastTicks: Map<string, TickDataRaw>;
   private readonly subscribers: Map<string, ITickReceiver[]>;
 
   constructor(
@@ -68,7 +71,11 @@ export class Market
     }
   }
 
-  getRecorder() {
+  getDepthMarketDataRaw() {
+    return Array.from(this.lastTicks.values().map((lastTick) => lastTick.raw));
+  }
+
+  getRecorderProvider() {
     return this;
   }
 
@@ -85,10 +92,11 @@ export class Market
   }
 
   getLastTick(instrumentId: string) {
-    return this.lastTicks.get(instrumentId);
+    const lastTick = this.lastTicks.get(instrumentId);
+    return lastTick ? lastTick.tick : undefined;
   }
 
-  open(lifecycle: ILifecycleListener) {
+  open(lifecycle: ILifecycleListener, errorReceiver: IErrorReceiver) {
     if (this.marketApi) {
       return true;
     }
@@ -104,7 +112,7 @@ export class Market
     this.marketApi.on<RspUserLoginField>(
       ctp.MarketDataEvent.RspUserLogin,
       (_, options) => {
-        if (this._isErrorResp(lifecycle, options, "login-error")) {
+        if (this._isErrorResp(errorReceiver, options, "login-error")) {
           return;
         }
 
@@ -286,13 +294,13 @@ export class Market
           orderBook: Object.freeze(orderBook),
         });
 
-        const lastTick = this.lastTicks.get(instrumentId);
-        const receivers = this.subscribers.get(instrumentId);
+        this.lastTicks.set(instrumentId, { tick, raw: depthMarketData });
 
-        this.lastTicks.set(instrumentId, tick);
+        const receivers = this.subscribers.get(instrumentId);
 
         if (receivers && receivers.length > 0) {
-          const tape = calcTapeData(tick, lastTick);
+          const lastTick = this.lastTicks.get(instrumentId);
+          const tape = calcTapeData(tick, lastTick ? lastTick.tick : undefined);
           receivers.forEach((receiver) => receiver.onTick(tick, tape));
         }
       },
@@ -301,7 +309,7 @@ export class Market
     return true;
   }
 
-  close(lifecycle: ILifecycleListener) {
+  close(lifecycle: ILifecycleListener, _errorReceiver: IErrorReceiver) {
     if (!this.marketApi) {
       return;
     }
@@ -340,6 +348,8 @@ export class Market
         this.marketApi?.subscribeMarketData(Array.from(instrumentIds)),
       );
     }
+
+    this.recorder?.onOpen();
   }
 
   stopRecorder() {
@@ -363,6 +373,8 @@ 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
@@ -11,7 +11,7 @@
 
 import fs from "node:fs";
 import ctp, { type CallbackOptions } from "napi-ctp";
-import type { ErrorType, ILifecycleListener } from "./interfaces.js";
+import type { ErrorType, IErrorReceiver } from "./interfaces.js";
 
 export class CTPProvider {
   protected readonly flowPath: string;
@@ -52,7 +52,7 @@ export class CTPProvider {
   }
 
   protected _isErrorResp(
-    lifecycle: ILifecycleListener,
+    errorReceiver: IErrorReceiver,
     options: CallbackOptions,
     error: ErrorType,
   ) {
@@ -60,7 +60,7 @@ export class CTPProvider {
       return false;
     }
 
-    lifecycle.onError(
+    errorReceiver.onError(
       error,
       `${options.rspInfo.ErrorID}:${options.rspInfo.ErrorMsg}`,
     );

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

package/src/trader.ts

@@ -1,7 +1,7 @@
 /*
  * trader.ts
  *
- * Copyright (c) 2025 Xiongfei Shi
+ * Copyright (c) 2025-2026 Xiongfei Shi
  *
  * Author: Xiongfei Shi <xiongfei.shi(a)icloud.com>
  * License: Apache-2.0
@@ -57,6 +57,7 @@ import type {
 import type {
   ICancelOrderResultReceiver,
   ICommissionRateReceiver,
+  IErrorReceiver,
   IInstrumentReceiver,
   IInstrumentsReceiver,
   ILifecycleListener,
@@ -122,6 +123,7 @@ export class Trader extends CTPProvider implements ITraderProvider {
   private readonly userInfo: CTPUserInfo;
   private readonly receivers: IOrderReceiver[];
   private readonly accounts: TradingAccountField[];
+  private readonly investorPositions: InvestorPositionField[];
   private readonly positionDetails: InvestorPositionDetailField[];
   private readonly instruments: Map<string, InstrumentField>;
   private readonly positions: Map<string, PositionInfo>;
@@ -155,6 +157,7 @@ export class Trader extends CTPProvider implements ITraderProvider {
     this.userInfo = userInfo;
     this.receivers = [];
     this.accounts = [];
+    this.investorPositions = [];
     this.positionDetails = [];
     this.instruments = new Map();
     this.positions = new Map();
@@ -177,7 +180,39 @@ export class Trader extends CTPProvider implements ITraderProvider {
     }
   }
 
-  open(lifecycle: ILifecycleListener) {
+  getTradingAccountsRaw() {
+    return this.accounts;
+  }
+
+  getInvestorPositionsRaw() {
+    return this.investorPositions;
+  }
+
+  getInvestorPositionDetailsRaw() {
+    return this.positionDetails;
+  }
+
+  getInstrumentsRaw() {
+    return Array.from(this.instruments.values());
+  }
+
+  getOrdersRaw() {
+    return Array.from(this.orders.values());
+  }
+
+  getTradesRaw() {
+    return Array.from(this.trades.values());
+  }
+
+  getInstrumentMarginRatesRaw() {
+    return Array.from(this.marginRates.values());
+  }
+
+  getInstrumentCommissionRatesRaw() {
+    return Array.from(this.commRates.values());
+  }
+
+  open(lifecycle: ILifecycleListener, errorReceiver: IErrorReceiver) {
     if (this.traderApi) {
       return true;
     }
@@ -197,7 +232,7 @@ export class Trader extends CTPProvider implements ITraderProvider {
     this.traderApi.on<RspAuthenticateField>(
       ctp.TraderEvent.RspAuthenticate,
       (_, options) => {
-        if (this._isErrorResp(lifecycle, options, "login-error")) {
+        if (this._isErrorResp(errorReceiver, options, "login-error")) {
           return;
         }
 
@@ -208,7 +243,7 @@ export class Trader extends CTPProvider implements ITraderProvider {
     this.traderApi.on<RspUserLoginField>(
       ctp.TraderEvent.RspUserLogin,
       (rspUserLogin, options) => {
-        if (this._isErrorResp(lifecycle, options, "login-error")) {
+        if (this._isErrorResp(errorReceiver, options, "login-error")) {
           return;
         }
 
@@ -235,7 +270,7 @@ export class Trader extends CTPProvider implements ITraderProvider {
     this.traderApi.on<SettlementInfoConfirmField>(
       ctp.TraderEvent.RspSettlementInfoConfirm,
       (_, options) => {
-        if (this._isErrorResp(lifecycle, options, "login-error")) {
+        if (this._isErrorResp(errorReceiver, options, "login-error")) {
           return;
         }
 
@@ -247,7 +282,7 @@ export class Trader extends CTPProvider implements ITraderProvider {
     this.traderApi.on<OrderField>(
       ctp.TraderEvent.RspQryOrder,
       (order, options) => {
-        if (this._isErrorResp(lifecycle, options, "query-order-error")) {
+        if (this._isErrorResp(errorReceiver, options, "query-order-error")) {
           return;
         }
 
@@ -266,7 +301,7 @@ export class Trader extends CTPProvider implements ITraderProvider {
     this.traderApi.on<TradeField>(
       ctp.TraderEvent.RspQryTrade,
       (trade, options) => {
-        if (this._isErrorResp(lifecycle, options, "query-trade-error")) {
+        if (this._isErrorResp(errorReceiver, options, "query-trade-error")) {
           return;
         }
 
@@ -291,7 +326,9 @@ export class Trader extends CTPProvider implements ITraderProvider {
     this.traderApi.on<InstrumentField>(
       ctp.TraderEvent.RspQryInstrument,
       (instrument, options) => {
-        if (this._isErrorResp(lifecycle, options, "query-instrument-error")) {
+        if (
+          this._isErrorResp(errorReceiver, options, "query-instrument-error")
+        ) {
           return;
         }
 
@@ -306,6 +343,7 @@ export class Trader extends CTPProvider implements ITraderProvider {
 
         if (options.isLast) {
           this.positions.clear();
+          this.investorPositions.splice(0, this.investorPositions.length);
 
           this._withRetry(() =>
             this.traderApi!.reqQryInvestorPosition(this.userInfo),
@@ -319,7 +357,9 @@ export class Trader extends CTPProvider implements ITraderProvider {
     this.traderApi.on<InvestorPositionField>(
       ctp.TraderEvent.RspQryInvestorPosition,
       (position, options) => {
-        if (this._isErrorResp(lifecycle, options, "query-positions-error")) {
+        if (
+          this._isErrorResp(errorReceiver, options, "query-positions-error")
+        ) {
           return;
         }
 
@@ -358,6 +398,8 @@ export class Trader extends CTPProvider implements ITraderProvider {
                 break;
             }
           }
+
+          this.investorPositions.push(position);
         }
 
         if (options.isLast) {
@@ -367,12 +409,16 @@ export class Trader extends CTPProvider implements ITraderProvider {
           }
 
           if (this.accountsQueue.size() > 0) {
+            this.accounts.splice(0, this.accounts.length);
+
             this._withRetry(() =>
               this.traderApi!.reqQryTradingAccount(this.userInfo),
             );
           }
 
           if (this.positionDetailsQueue.size() > 0) {
+            this.positionDetails.splice(0, this.positionDetails.length);
+
             this._withRetry(() =>
               this.traderApi!.reqQryInvestorPositionDetail(this.userInfo),
             );
@@ -530,7 +576,9 @@ export class Trader extends CTPProvider implements ITraderProvider {
       (marginRate, options) => {
         const query = this.marginRatesQueue.shift();
 
-        if (this._isErrorResp(lifecycle, options, "query-margin-rate-error")) {
+        if (
+          this._isErrorResp(errorReceiver, options, "query-margin-rate-error")
+        ) {
           if (query) {
             query.receiver.onMarginRate(undefined);
           }
@@ -558,7 +606,11 @@ export class Trader extends CTPProvider implements ITraderProvider {
         const query = this.commRatesQueue.shift();
 
         if (
-          this._isErrorResp(lifecycle, options, "query-commission-rate-error")
+          this._isErrorResp(
+            errorReceiver,
+            options,
+            "query-commission-rate-error",
+          )
         ) {
           if (query) {
             query.receiver.onCommissionRate(undefined);
@@ -584,7 +636,7 @@ export class Trader extends CTPProvider implements ITraderProvider {
     this.traderApi.on<TradingAccountField>(
       ctp.TraderEvent.RspQryTradingAccount,
       (account, options) => {
-        if (this._isErrorResp(lifecycle, options, "query-accounts-error")) {
+        if (this._isErrorResp(errorReceiver, options, "query-accounts-error")) {
           const receivers = this.accountsQueue.toArray();
 
           receivers.forEach((receiver) =>
@@ -615,7 +667,11 @@ export class Trader extends CTPProvider implements ITraderProvider {
       ctp.TraderEvent.RspQryInvestorPositionDetail,
       (positionDetail, options) => {
         if (
-          this._isErrorResp(lifecycle, options, "query-position-details-error")
+          this._isErrorResp(
+            errorReceiver,
+            options,
+            "query-position-details-error",
+          )
         ) {
           const receivers = this.positionDetailsQueue.toArray();
 
@@ -686,7 +742,11 @@ export class Trader extends CTPProvider implements ITraderProvider {
       ctp.TraderEvent.RspQryDepthMarketData,
       (depthMarketData, options) => {
         if (
-          this._isErrorResp(lifecycle, options, "query-depth-market-data-error")
+          this._isErrorResp(
+            errorReceiver,
+            options,
+            "query-depth-market-data-error",
+          )
         ) {
           this._clearAllMarketOrders();
           return;
@@ -754,7 +814,7 @@ export class Trader extends CTPProvider implements ITraderProvider {
     return true;
   }
 
-  close(lifecycle: ILifecycleListener) {
+  close(lifecycle: ILifecycleListener, _errorReceiver: IErrorReceiver) {
     if (!this.traderApi) {
       return;
     }
@@ -959,10 +1019,11 @@ export class Trader extends CTPProvider implements ITraderProvider {
     }
 
     this.positionDetailsQueue.push(receiver);
-    this.positionDetails.splice(0, this.positionDetails.length);
+    this.investorPositions.splice(0, this.investorPositions.length);
+    this.positions.clear();
 
     this._withRetry(() =>
-      this.traderApi?.reqQryInvestorPositionDetail(this.userInfo),
+      this.traderApi!.reqQryInvestorPosition(this.userInfo),
     );
   }
 

package/src/typedef.ts

@@ -1,7 +1,7 @@
 /*
  * typedef.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/utils.ts

@@ -1,7 +1,7 @@
 /*
  * utils.ts
  *
- * Copyright (c) 2025 Xiongfei Shi
+ * Copyright (c) 2025-2026 Xiongfei Shi
  *
  * Author: Xiongfei Shi <xiongfei.shi(a)icloud.com>
  * License: Apache-2.0