coinpit-common - npm Package Compare versions

Comparing version 0.0.1 to 0.1.1

instruments/inverse.js

@@ -28,3 +28,6 @@ var affirm         = require('affirm.js')
     if (order.orderType === 'STP') {
-      return Math.abs(sinful.sub(order.entryAmount, sinful.mul(quantity, order.normalizedMaxStop)))
+      var exitAmount = sinful.mul(quantity, order.normalizedMaxStop)
+      var diff = sinful.sub(order.entryAmount, exitAmount)
+      var signedDiff = sinful.multiply(instrument.positionSide[order.side], diff)
+      return Math.max(0, signedDiff)
     }
@@ -31,0 +34,0 @@ if (order.marginPerQty) {

package.json

 {
   "name": "coinpit-common",
-  "version": "0.0.1",
+  "version": "0.1.1",
   "description": "common utils for coinpit",
   "main": "index.js",
   "scripts": {
-    "test": "gulp test"
+    "test": "gulp coverage"
   },
@@ -33,3 +33,3 @@ "repository": {
     "gulp-jshint-html-reporter": "^0.1.3",
-    "gulp-mocha": "^4.3.0",
+    "gulp-mocha": "^3.0.1",
     "gulp-nsp": "^2.4.2",
@@ -36,0 +36,0 @@ "jshint": "^2.9.4",

specs/fixtures/orders.json

@@ -92,4 +92,26 @@ {
       "stopPrice"  : 10
+    },
+    "maxStopTightenBeyondEntryBuy": {
+      "instrument":  "BTCUSD7F27",
+      "side":        "buy",
+      "orderType":   "STP",
+      "quantity":    1,
+      "entryPrice": 1200,
+      "entryAmount": 41666667,
+      "price": 1190,
+      "maxStop": 1188,
+      "normalizedMaxStop":42087542
+    },
+    "maxStopTightenBeyondEntrySell": {
+      "instrument":  "BTCUSD7F27",
+      "side":        "sell",
+      "orderType":   "STP",
+      "quantity":    1,
+      "entryPrice": 1200,
+      "entryAmount": 41666667,
+      "price": 1210,
+      "maxStop": 1212,
+      "normalizedMaxStop":41254125
     }
   }
 }

specs/instrument/inverse.spec.js

@@ -248,2 +248,16 @@ var expect = require('expect.js')
 
+    it("should return 0 margin required if max stop is tighten beyond entry price for buy stop order.", function(){
+      var order = orders.inverse.maxStopTightenBeyondEntryBuy
+      var inverse = Inverse(instruments[order.instrument])
+      var value = inverse.calculateMarginRequiredByOrder(order, {}, true)
+      expect(value).to.be.eql(0)
+    })
+
+    it("should return 0 margin required if max stop is tighten beyond entry price for sell stop order.", function(){
+      var order = orders.inverse.maxStopTightenBeyondEntrySell
+      var inverse = Inverse(instruments[order.instrument])
+      var value = inverse.calculateMarginRequiredByOrder(order, {}, true)
+      expect(value).to.be.eql(0)
+    })
+
   })
@@ -250,0 +264,0 @@

New alerts

License Policy Violation

License

This package is not allowed per your license policy. Review the package's license to ensure compliance.

Found 1 instance in 1 package

Fixed alerts

License Policy Violation

License

This package is not allowed per your license policy. Review the package's license to ensure compliance.

Found 1 instance in 1 package

Improved metrics

Lines of code

1163

increased by3.29%

Worsened metrics

Total package byte prevSize

52378

decreased by-47.85%

Number of package files

19

decreased by-5%

No dependency changes