-
Notifications
You must be signed in to change notification settings - Fork 1
/
type.d.ts
1079 lines (1050 loc) · 29.6 KB
/
type.d.ts
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
///<reference types="root-ts"/>
type Constructor<T> = {
new(...args: any[]): T
name?: string
type?: string
path?: string
}
declare namespace StrategyOrderBroker {
type StrategyBucket = {
id: string
name: string
}
type StrategyOrderQueryStatus = "all" | "undergo" | "finished"
type StrategyOrder<T> = {//averagePrice averageAmount phase sum volume back/front account.name:account.sp report
id: string
type: string
name: string,
strategyBucketId: string
option?: T
executorOption?: any
executorId?: string
sp?: string
pair?: string
averagePrice?: number
averageAmount?: number
sum?: any
volume?: number
startTime?: number
phase?: any
report?: string
state?: string
error?: string
}
type ExecutorTypes = {
[type: string]: string
}
type ExecutorDefinitions = {
[type: string]: Definition.ObjectDefinition
}
}
declare namespace YourService {
type YourStructure = {
ownerId: AccountService.AccountId
name: string
value: string
type: string
}
}
declare namespace APICredential {
type CredentialAnnotation = {
name: string
sp: string
proxy?: string
note?: string
}
type Credential = MarketCoreService.MarketAPICredential & CredentialAnnotation
type CypherBlock = {
tome: string
data: any
}
}
declare namespace TradeService {
type Settings = {}
type TradeContext = MarketCoreService.TradeContext
type ShotPoint = MarketCoreService.ShotPoint
type TradePoint = MarketCoreService.TradePoint
export interface Environment {
now(): number
prepare(requirements: Requirements, callback: Callback<Requirements>)
}
export interface DeciderFactory {
register(Cons: Constructor<Decider>, name?: string)
create(name: string, option: any, memory?: any)
}
export interface ExecutorFactory {
register(Cons: Constructor<Executor>, name?: string)
create(decider: Decider, name: string, option: any, memory?: any)
}
export type EnvironmentTolerance = {
// 1. strict, when requirements can't be fullfiled, tick will be skiped
// 2. manual, even if some of the requirements are not met, still try to make it available
// default to strict
requirements: "strict" | "manual"
}
export type DeciderDefinition = {
type: string
option?: Definition.ObjectDefinition
}
export type ExecutorDefinition = {
type: string
option?: Definition.ObjectDefinition
}
export interface PassiveDecider extends Decider {
creteExecutor(executorType: string, executorOption: any): string
}
export type Decider = {
id: string
// name: string
type: string
now: number
isHalt: boolean
tolerance: EnvironmentTolerance
tickInterval: number
previousTick: number
events: Leaf.EventEmitter<{
ignite: {
type: string
executorId?: string
option: any
}
destroy
}>
resume(memory?: any)
toJSON(): {
type: string
id: string
option: any
memory: any
}
executors: Executor[]
balance: MarketCoreService.UniverseBalanceManager
requirements: Requirements
tick()
isRunning(): boolean
toInfo(): DeciderInfo
toInfoSafe(): DeciderInfo
destroy()
halt()
continue()
deleteExecutor(executorId: string)
}
export type Executor = {
id: string
now: number
tickInterval: number
tolerance: EnvironmentTolerance
previousTick: number
deciderType: string
deciderId: string
type?: string
orders: MarketCoreService.OrderManager
logger
tick()
halt()
abort()
continue(): boolean
resume(memory?: any)
toJSON(): {
type: string
id: string
deciderId: string
option: any
memory: any
}
balance: MarketCoreService.UniverseBalanceManager
requirements: Requirements
toInfo(): ExecutorInfo
toInfoSafe(): ExecutorInfo
isRunning(): boolean
destroy()
events: Leaf.EventEmitter<{
destroy
}>
}
export type Requirement = ShotsRequirement | TradesRequirement | RuntimeRequirement | CurrentShotRequirement | CurrentDepthRequirement | IndexesRequirement | AggregationsRequirement | CurrentAggregationRequirement
export type Requirements = {
[name: string]: Requirement
}
export type IndexesRequirement = {
type: "indexes"
indexes: string[]
index: {
[key: string]: number
}
}
export type AggregationsRequirement = {
type: "aggregations"
width: number
rate: number
duration: number
context: MarketCoreService.TradeContext
aggregations: MarketCoreService.AggregationPoint[]
}
export type CurrentAggregationRequirement = {
type: "aggregation"
width: number
rate: number
context: MarketCoreService.TradeContext
aggregation: MarketCoreService.AggregationPoint
}
export type ShotsRequirement = {
type: "shots"
context: TradeContext
duration: number
datas: ShotPoint[]
}
export type TradesRequirement = {
type: "trades"
context: TradeContext
duration: number
datas: TradePoint[]
}
export type RuntimeRequirement = {
type: "runtime"
context: TradeContext
key: string
secret: string
runtime: MarketCoreService.ExchangeRuntime
}
export type CurrentDepthRequirement = {
type: "depth"
context: TradeContext
depth: MarketCoreService.DepthLevelData[]
}
export type OrderBookRequirement = {
type: "orderBook"
context: TradeContext
precision?: number
}
export type CurrentShotRequirement = {
type: "shot"
context: TradeContext
shot: ShotPoint
}
export type Route = {
bucketId: string
deciderId?: string
executorId?: string
}
export type UpdateInfo = {
route: Route
state: string
}
export type BucketInfo = {
id: string
name: string
isRunning: boolean
start: number
end?: number
sum: MarketCoreService.BalanceList
volume: MarketCoreService.BalanceList
deciders: DeciderInfo[]
stateStatistic?: MarketCoreService.BalanceList
}
export type DeciderInfo = {
id: string
// name: string
type: string
isRunning: boolean
start?: number
end?: number
sum: MarketCoreService.BalanceList
volume: MarketCoreService.BalanceList
executors?: ExecutorInfo[]
stateStatistic?: MarketCoreService.BalanceList
error?: string
}
export type ExecutorInfo = {
id: string
type: string
path?: string
state: string
sum: MarketCoreService.BalanceList
volume: MarketCoreService.BalanceList
orders?: MarketCoreService.MyOrder[]
stateStatistic?: MarketCoreService.BalanceList
position?: MarketCoreService.PositionInfo[]
error?: string
log?: string
}
export type Bucket = {
name?: string
id: string
env: Environment
deciderFactory: DeciderFactory
executorFactory: ExecutorFactory
events: Leaf.EventEmitter<{
update
}>
toInfo(): BucketInfo
fromJSON(json: {
id: string
name?: string
executors: {
type: string
id: string
option: any
memory: any
}[]
deciders: {
type: string
id: string
option: any
memory: any
}[]
})
toJSON(): {
id: string
name: string
executors: {
type: string
id: string
option: any
memory: any
}[]
deciders: {
type: string
id: string
option: any
memory: any
}[]
}
}
}
declare namespace APIModel {
type BucketDigest = {
name: string
start: number
summary: any
}
}
declare namespace MarketCoreService {
type Settings = {
market: {
watch: boolean
watches: {
[ServiceProvider: string]: TradePair[]
}
credentials: {
[sp: string]: {
key: string
secret: string
}
}
units: string[]
}
}
type GlobalMarketContext = {
createServiceProvider(option: {
name: string
key: string
secret: string
}): MarketServiceProvider
}
type MarketServiceProviderInfo = {
name: string
isMarketServiceProvider: true
}
// usd/btc/eos ....
type TradePair = [TradeSide, TradeSide]
type TradeSide = string
type TradeContext = {
name: string // `${sp}_${front}_${back}`
sp: MarketServiceProviderInfo["name"]
back: TradeSide
front: TradeSide
contract?: string
reverse?: boolean
}
type TradePoint<TMeta = {}> = {
id?: number
price: number
amount: number
// time is always when the information is gathered by the system
// not the time provided by the third party
time: number
// st is seq time, seq time is time provided by service provider
st: number
} & TMeta
type MyTrade = TradePoint<{
}>
type TradePointData = [
TradePoint["id"],
TradePoint["price"],
TradePoint["amount"],
TradePoint["time"],
TradePoint["st"]
]
// price,amount,time,count
type DepthLevelData = [number, number, number, number]
type BookTableCheckPoint = {
offset: number
orders: DepthLevelData[]
// not include things at time, but any thing before time
// [ prevTime , time )
time: number
}
type BookTableSource = {
fromJSON(json: any)
toJSON(): any
set(orders: DepthLevelData[])
push(order: DepthLevelData)
depth(): DepthLevelData[]
}
type Order<TMeta = {}> = {
// id of the order(service provider side)
id?: any
time?: number
price: number
amount: number
} & TMeta
// Create a interface for easy browser UI implementation
type GlobalPublicMarketInformationProvider = {
previous(option: {
context: TradeContext
rate: number
// how long to expand
duration: number
})
requireAggregations(option: {
context: TradeContext
rate: number
}, callback: Callback<null>)
releaseAggregations(option: {
context: TradeContext
rate: number
}, callback: Callback<null>)
requireDepth(option: {
context: TradeContext
}, callback: Callback<null>)
releaseDepth(option: {
context: TradeContext
}, callback: Callback<null>)
events: Leaf.EventEmitter<{
// driven by web api
aggregations: {
context: TradeContext
aggregations: AggregationPoint[]
width: number
rate: number
}
// driven by web api
depth: {
context: TradeContext
depth: TradeDepth
}
}>
}
type GlobalMarketProvider = {
isAvailable(sp: string): boolean
isActivate(context: TradeContext): boolean
activateBy(who: any, option: {
context: TradeContext
credential?: MarketAPICredential
}, callback: Callback<null>)
deactivateBy(who: any, option: {
context: TradeContext
}, callback: Callback<null>)
createOrder(option: {
context: TradeContext
market: boolean
price: number
amount: number
}, callback: Callback<MyOrder>)
cancelOrder(option: {
context: TradeContext
pid: string
}, callback: Callback<MyOrder>)
events: Leaf.EventEmitter<{
order: {
context: TradeContext
order: MyOrder
}
orders: {
context: TradeContext
orders: MyOrder[]
}
balance: {
context: TradeContext
all: BalanceList
freeze: BalanceList
available: BalanceList
}
loading: TradeContext
ready: TradeContext
}>
}
type MyOrderState = "pending" | "book" | "partial" | "closed" | "canceled" | "error"
type MyOrder = Order<{
sp: string
back: string
front: string
// pid of the order(our side)
pid?: string
// client id, bitfinex requires it
cid?: number
// which session it is created, if a session is pending
sid?: number
// when we decide to create the order, client side time
intentAt?: number
// when we confirm the order is created, client side time, it's the time when the create request returns succesfully
createdAt?: number
// when we confirmed the order is updated, client side time, when a
updatedAt?: number
// finish time or canceled time
finishedAt?: number
// server time of order creation
serverCreatedAt?: number
// server time of order update
serverUpdatedAt?: number
// state, usually we will disable partial state of the order
// closeed means we finished the order or partially finished order and end it
// canceled means for whatever reason we transfer zero liquid, and come to the end of the order
requestCanceling?: boolean
fillOrKill?: boolean
postOnly?: boolean
market?: boolean
// pending means we send the request or about to send the request but not confirm it is accepted by remote
// book means it is accepted by remote at least
// for canceled/error state. It's promised to have transferedAmount of ZERO
// only partial/closed can have valid transferedAmount
// not that when a partial order is closed, it's state is set to "closed".
// a partial order means, an order is partially filled but is still openned
state: MyOrderState
transferedAmount?: number
transferedPrice?: number
// any meaning for and fixed text to explain the current situation
// when it is canceld/error out
situation?: string
reason?: string
//(price,amount,id)[]
execution?: [number, number, any][]
// Usually fee is negative
fee?: BalanceList
// for some market, order of market pair is fixed
// the frame work may record a reverse field, so they can correctly handle it
reverse?: boolean
// Debug field indicates this order is just for temporary calculation
temp?: boolean
}>
type PositionInfo = {
sp?: string
front: string
back: string
position: number
amount: number
closed: boolean
realizedPNL: number
}
// price / amount
// PriceAndAmount
type PAData = [number, number]
type PA<TExtend = {}> = TExtend & {
price: number
amount: number
}
// id, price, amount
type BookDeltaUpdateData = [any, number, number]
// Aggregated PriceAndAmount
type APA = PA<{
variance?: number
}>
type History = {
context: TradeContext
start: number
end: number
trades?: TradePoint[]
shots?: ShotPoint[]
aggregations?: AggregationPoint[]
}
type HistoryEntry = {
context: TradeContext
prepare()
whenReady(cb: Function)
addTrade(tp: TradePoint)
addTrades(tp: TradePoint[])
addShot(shot: ShotPoint)
addShots(shot: ShotPoint[])
addAggregation(ag: AggregationPoint)
//addAggregations(ag: AggregationPoint[])
getHistory(option: {
start: number
end: number
shots?: boolean
orders?: boolean
trades?: boolean
aggregations?: {
// width
width: number
// max sampling rate, number lower the rate larger
rate: number
}
}, callback: Callback<History>)
}
// we don't always afford to offer full channel history
type TradeChannelHistory = TradeContext & {
start: number
end: number
shots?: ShotPoint[]
// with check point and delta we can build moments
trades?: TradePoint[]
aggregations?: AggregationPoint[]
context: TradeContext
}
type TradeChannelHistoryManager = {
context: TradeContext
isReady: boolean
addShot(trade: ShotPoint)
addTrade(trade: TradePoint)
addAggregation(agg: AggregationPoint)
getHistory(option: {
start: number
end: number
shots?: boolean
orders?: boolean
trades?: boolean
aggregations?: {
// width
width: number
// max sampling rate, number lower the rate larger
rate: number
}
}, callback: Callback<TradeChannelHistory>)
}
// Order history manager is only for storing old history(likely only used for historical replay)
// Should be several days before current date
// Latest orders should be cached by the runtime
type OrderHistoryManager = {
updateOrder(order: MyOrder, callback?: Callback<MyOrder>)
getOrder(query: any, callback: Callback<MyOrder>)
queryOrders(query: any, callback: Callback<MyOrder>)
}
// time sell1,buy1 (sellV,buyV)
type ShotData = number[]
type ShotPoint = {
buy1: number
sell1: number
// volume of buy1
buyV?: number
// volume of sell1
sellV?: number
time: number
st: number
}
type AggregationPoint = {
// beginPrice
begin: number
end: number
max: number
min: number
// sampling level
// 0~5 => 1min~24h
// see share/const.ts
// rate by sampling level
r?: number
// width by sampling level
w?: number
time: number
// average price
// VWAP
average?: number
buyAmount?: number
sellAmount?: number
totalAmount?: number
buyVolume?: number
sellVolume?: number
totalVolume?: number
dump?: boolean
}
type Moment = ShotPoint & {
// in case we want the edge price
edge?: {
sell: PA
buy: PA
}
// in case we want the aggregation of the edge most several orders
aggregation?: {
sell: APA
buy: APA
}
}
type MarketServiceProvider = MarketServiceProviderInfo & {
// back use default currency (usdt)
getTradeChannel(front: TradeSide, back?: TradeSide): TradeChannel
getExchangeRuntime(front: TradeSide, back?: TradeSide): ExchangeRuntime
}
type MarketCredentialProvider = {
getCredential(sp: string): {
key: string
secret: string
}
}
type MarketAPICredential = {
key: string
secret: string
}
// a runtime channel of certain trade
type OrderManager = {
orders: MyOrder[]
createPid(): string
queryOneOrder(query: any, ref?: boolean): MyOrder
getOrder(pid: string, ref?: boolean): MyOrder
updateOrder(update: MyOrder): MyOrder
deleteOrder(pid: string): MyOrder
}
type DeciderMeta = {
name: string
description: string
}
// When a runtime is ready, we shall promise the balance is in sync with
// the remote market.
type ExchangeRuntime = {
context: TradeContext
createOrder(option: {
price: number
amount: number
marketOnly?: boolean
postOnly?: boolean
}, callback?: Callback<MyOrder>): MyOrder
cancelOrder(option: {
pid: string
}, callback?: Callback<MyOrder>): MyOrder
updateOrder?(option: {
pid: string
price: number
amount: number
}, callback?: Callback<MyOrder>): MyOrder
getOrder(option: {
pid: string
}): MyOrder
getOrders(): MyOrder[]
getFee(original: BalanceList): BalanceList
whenReady(fn: Function)
destroy()
events: Leaf.EventEmitter<{
orders: MyOrder[]
order: MyOrder
balance: {
available: BalanceList
all: BalanceList
}
loading
ready
}>
// emit orders/balance events if any data available
report()
getBalance()
}
type TradeChannel = TradeContext & {
context: TradeContext
isOpen(): boolean
bookTableSource: BookTableSource
events: Leaf.EventEmitter<{
trade: TradePoint
// partial update of depth
delta: DepthLevelData[]
// full sync of depth
depth: DepthLevelData[]
// current
shot: ShotPoint
// only available when subscribe aggregation
// promised to update every 10sec, for some platform with websockets support, it should be faster.
aggregation?: {
rate: number
aggregation: AggregationPoint
}
aggregations?: {
rate: number
aggregations: AggregationPoint[]
}
ready: null
}>
activate()
deactivate()
ensureActivate()
trackAggregation?(option: {
rate: number
}): boolean
untrackAllAggregations?(): boolean
// current time of the provider.
// it is tricky:
// 1. when running fake dataset, it's a fake time
// 2. when running real dataset, it's a guessed server time, by calculating the localtime and the lag
// be aware that this.time is last updated time not the actual this.now()
now(): number
getDelay(): number
getAvailableSampleRate?(): number[]
getAggregationHistory?(option: {
start: number
end: number
rate: number
}, callback: Callback<AggregationPoint[]>)
getAggregationCurrent?(option: {
rate: number
}, callback: Callback<AggregationPoint>)
getCurrentDepth?(option: {
}, callback: Callback<TradeDepth>)
shot(): ShotPoint
destroy()
}
type UniverseBalanceList = {
[sp: string]: BalanceList
}
type BalanceList = {
[name: string]: number
}
type OrderBook = {
asks: PA[]
bids: PA[]
}
type TradeDepth = {
// amount < 0, sort by price from small to large
asks: PA[]
// amount > 0, sort by price from small to large
bids: PA[]
}
interface UniverseBalanceManager {
ensure(sp: string): BalanceManager
toJSON(): UniverseBalanceList
fromJSON(data: UniverseBalanceList)
}
interface BalanceManager {
balance: BalanceList
get(name: string): number
lock(owner: any, name: string, value: number)
unlock(owner: any, name: string)
}
}
declare namespace MarketRelayService {
export type Settings = {
relay: {
domains: string[]
frequencyPerMin: number
}
}
export interface MarketRelay {
createWebsocketRelay(option: {
url: string
}): WebsocketRelay
createHttpRelay(option: {
method: string
url: string
payload: string
headers: any
}): HttpRelay
}
export interface WebsocketRelay {
send(data: string)
close()
events: Leaf.EventEmitter<{
open
close
message: {
data: any
}
}>
}
export interface HttpRelay {
events: Leaf.EventEmitter<{
response: any
error: any
}>
}
export type WebsocketRelayEvent = {
id: string
name: "open" | "close" | "data"
data?: any
}
export interface ProxySelector {
get(url: string): string
}
}
declare namespace WarningService {
type Settings = {
warning: {
debounce: number
maxDebounce: number
}
}
}
declare namespace AnalyseService {
export type Settings = {
market: {
watches: {
[sp: string]: [string, string][]
}
}
}
}
declare namespace Analysis {
type TradeContext = MarketCoreService.TradeContext
interface TradeWatcher {
events: Leaf.EventEmitter<{
}>
}
interface ShotWatcher {
events: Leaf.EventEmitter<{
}>
}
interface MarketWatcher {
}
interface CoinWatcher {
}
interface Analyzer {
events: Leaf.EventEmitter<{
"warp/ignite": {
context: TradeContext,
warp: Warp
}
"warp/pending": {
context: TradeContext,
warp: Warp
}
"warp/close": {
context: TradeContext,
warp: Warp
}
}>
}
type WarpType = "up" | "down" | "hold"
interface WarpConfig {
name?: string
duration: number
bp: number
}
interface Warp {
id: number
start: number
end: number
base: MarketCoreService.TradePoint
reach: MarketCoreService.TradePoint
close?: MarketCoreService.TradePoint
config: WarpConfig
pending: boolean
grad: number
duration: number
bp: number
closeReason?: string
}
interface Peak {
id: number
duration: number
trade: MarketCoreService.TradePoint
pending: boolean
}
}
declare namespace DebugUtil {
interface LogProvider {
log(...infos: any[])
error(...infos: any[])
debug(...infos: any[])
}
}
declare namespace Definition {
export type ObjectDefinition = {
type: "object"
fields: FieldDefinition[]
}
export type FieldDefinition = {
key: string
displayName?: string
value: ValueDefinition
}
export type RateDefinition = {
type: "rate"
values: {
name: string,
value: {
rate: number,
width: number
}
}[]
}
export type TupleDefinition = {
type: "tuple"
option: {
name: string,
value: ValueDefinition
}[]
}
export type ArrayDefinition<T extends ValueDefinition> = {
type: "array"
child: T
}
export type StringDefinition = {
type: "string"
default?: string