@ex-master/core - npm Package Compare versions

Comparing version 0.3.2 to 0.3.3

bld/library/spot-client.d.ts

@@ -6,3 +6,3 @@ /// <reference types="node" />
 import { Dashboard } from './dashboard';
-import { AccountBalance, Market, MarketPrecision, Order, OrderType } from './types';
+import { Balance, DepthData, KLineEntry, Market, MarketPrecision, MarketQuotation, Order, OrderPaidFee, OrderType } from './types';
 import { PrecisionAlignment } from './util';
@@ -36,2 +36,16 @@ export interface SpotMarketData {
 }
+export interface SpotDealOrder {
+    id: string;
+    market: Market;
+    orderId: string;
+    type: OrderType;
+    price: Decimal;
+    size: Decimal;
+    value: Decimal;
+    filledValue: Decimal;
+    filledSize: Decimal;
+    aggressor: boolean;
+    paidFee: OrderPaidFee | undefined;
+    timestamp: number;
+}
 export declare type SpotBalanceChangeType = 'order-place' | 'order-match' | 'order-cancel' | 'order-refund' | 'order-fee-deduct' | 'transfer' | 'other';
@@ -57,4 +71,8 @@ export interface SpotBalanceUpdate {
     get destroyed(): boolean;
+    get balances(): Balance[];
     constructor({ dashboard }?: SpotClientOptions);
     abstract getMarkets(): Promise<SpotMarketData[]>;
+    abstract getMarketQuotations(): Promise<MarketQuotation[]>;
+    abstract getDepth(market: Market, size?: number): Promise<DepthData>;
+    abstract getKLine(market: Market, startTime: number, endTime?: number, interval?: number): Promise<KLineEntry[]>;
     abstract order(market: Market, type: OrderType, price: Decimal, size: Decimal, options?: SpotOrderOptions): Promise<SpotOrder | undefined>;
@@ -64,8 +82,8 @@ abstract getOrder(order: SpotOrderQuery): Promise<SpotOrder>;
     abstract getOpenOrders(): Promise<SpotOrder[]>;
+    abstract getDealOrders(market: Market | undefined, startTime: number, endTime?: number, from?: string): Promise<SpotDealOrder[]>;
     abstract cancelOrder(order: SpotOrderQuery): Promise<void>;
     abstract cancelOrders(orders: SpotOrderQuery[]): Promise<void>;
     abstract cancelOpenOrders(): Promise<void>;
-    initBalance(balances: [string, AccountBalance][]): void;
-    getBalances(): [string, AccountBalance][];
-    getBalance(currency: string): AccountBalance;
+    abstract getBalances(): Promise<Balance[]>;
+    getBalance(currency: string): Balance;
     getMinOrderSize(market: Market): Decimal;
@@ -72,0 +90,0 @@ getMaxOrderSize(market: Market): Decimal;

bld/library/spot-client.js

@@ -22,8 +22,5 @@ "use strict";
     }
-    initBalance(balances) {
-        this.balanceMap = new Map(balances);
+    get balances() {
+        return Array.from(this.balanceMap.values());
     }
-    getBalances() {
-        return Array.from(this.balanceMap.entries());
-    }
     getBalance(currency) {
@@ -33,2 +30,3 @@ let balance = this.balanceMap.get(currency);
             balance = {
+                currency,
                 available: new decimal_js_1.default(0),
@@ -92,2 +90,7 @@ frozen: new decimal_js_1.default(0),
         return tslib_1.__awaiter(this, void 0, void 0, function* () {
+            let balances = yield this.getBalances();
+            this.balanceMap.clear();
+            for (let balance of balances) {
+                this.balanceMap.set(balance.currency, balance);
+            }
             this.subscription.add(this.balanceUpdate$.subscribe(({ currency, available, frozen }) => {
@@ -94,0 +97,0 @@ let balance = this.getBalance(currency);

bld/library/types/factors.d.ts

 import { Decimal } from 'decimal.js';
-export interface AccountBalance {
+export interface Balance {
+    currency: string;
     available: Decimal;
@@ -21,2 +22,7 @@ frozen: Decimal;
 }
+export interface MarketQuotation {
+    market: Market;
+    price: number;
+    timestamp: number;
+}
 export declare type DepthEntry = [
@@ -56,3 +62,3 @@ /** price */
 export interface OrderPaidFee {
-    key: string;
+    currency: string;
     size: Decimal;
@@ -59,0 +65,0 @@ }

package.json

 {
   "name": "@ex-master/core",
-  "version": "0.3.2",
+  "version": "0.3.3",
   "main": "bld/library/index.js",
@@ -24,3 +24,4 @@ "types": "bld/library/index.d.ts",
     "villa": "^0.3.1"
-  }
+  },
+  "gitHead": "7a7e8023a4aea3f9e6111abb19c7cfd3e38042b0"
 }

src/library/spot-client.ts

@@ -8,6 +8,10 @@ import {EventEmitter} from 'events';
 import {
-  AccountBalance,
+  Balance,
+  DepthData,
+  KLineEntry,
   Market,
   MarketPrecision,
+  MarketQuotation,
   Order,
+  OrderPaidFee,
   OrderType,
@@ -48,2 +52,17 @@ } from './types';
 
+export interface SpotDealOrder {
+  id: string;
+  market: Market;
+  orderId: string;
+  type: OrderType;
+  price: Decimal;
+  size: Decimal;
+  value: Decimal;
+  filledValue: Decimal;
+  filledSize: Decimal;
+  aggressor: boolean;
+  paidFee: OrderPaidFee | undefined;
+  timestamp: number;
+}
+
 export type SpotBalanceChangeType =
@@ -79,3 +98,3 @@ | 'order-place'
 
-  private balanceMap!: Map<string, AccountBalance>;
+  private balanceMap!: Map<string, Balance>;
   private symbolToMarketDataMap!: Map<string, SpotMarketData>;
@@ -87,2 +106,6 @@
 
+  get balances(): Balance[] {
+    return Array.from(this.balanceMap.values());
+  }
+
   constructor({dashboard = defaultDashboard}: SpotClientOptions = {}) {
@@ -96,2 +119,10 @@ super();
   abstract getMarkets(): Promise<SpotMarketData[]>;
+  abstract getMarketQuotations(): Promise<MarketQuotation[]>;
+  abstract getDepth(market: Market, size?: number): Promise<DepthData>;
+  abstract getKLine(
+    market: Market,
+    startTime: number,
+    endTime?: number,
+    interval?: number,
+  ): Promise<KLineEntry[]>;
 
@@ -109,2 +140,8 @@ abstract order(
   abstract getOpenOrders(): Promise<SpotOrder[]>;
+  abstract getDealOrders(
+    market: Market | undefined,
+    startTime: number,
+    endTime?: number,
+    from?: string,
+  ): Promise<SpotDealOrder[]>;
 
@@ -115,11 +152,5 @@ abstract cancelOrder(order: SpotOrderQuery): Promise<void>;
 
-  initBalance(balances: [string, AccountBalance][]): void {
-    this.balanceMap = new Map(balances);
-  }
+  abstract getBalances(): Promise<Balance[]>;
 
-  getBalances(): [string, AccountBalance][] {
-    return Array.from(this.balanceMap.entries());
-  }
-
-  getBalance(currency: string): AccountBalance {
+  getBalance(currency: string): Balance {
     let balance = this.balanceMap.get(currency);
@@ -129,2 +160,3 @@
       balance = {
+        currency,
         available: new Decimal(0),
@@ -217,2 +249,10 @@ frozen: new Decimal(0),
   private async initialize(): Promise<void> {
+    let balances = await this.getBalances();
+
+    this.balanceMap.clear();
+
+    for (let balance of balances) {
+      this.balanceMap.set(balance.currency, balance);
+    }
+
     this.subscription.add(
@@ -219,0 +259,0 @@ this.balanceUpdate$.subscribe(({currency, available, frozen}) => {

src/library/types/factors.ts

@@ -7,3 +7,4 @@ import {Decimal} from 'decimal.js';
 
-export interface AccountBalance {
+export interface Balance {
+  currency: string;
   available: Decimal;
@@ -35,2 +36,8 @@ frozen: Decimal;
 
+export interface MarketQuotation {
+  market: Market;
+  price: number;
+  timestamp: number;
+}
+
 export type DepthEntry = [
@@ -82,3 +89,3 @@ /** price */
 export interface OrderPaidFee {
-  key: string;
+  currency: string;
   size: Decimal;
@@ -85,0 +92,0 @@ }

No alert changes

Improved metrics

Total package byte prevSize

34405

increased by6.69%

Lines of code

851

increased by8.82%

No dependency changes