hft-js/lib/provider.js

High-Frequency Trading in Node.js

/*
 * provider.ts
 *
 * Copyright (c) 2025 Xiongfei Shi
 *
 * Author: Xiongfei Shi <xiongfei.shi(a)icloud.com>
 * License: Apache-2.0
 *
 * https://github.com/shixiongfei/hft.js
 */
import fs from "node:fs";
import ctp, {} from "napi-ctp";
export class CTPProvider {
    flowPath;
    frontAddrs;
    constructor(flowPath, frontAddrs) {
        this.flowPath = flowPath;
        this.frontAddrs = frontAddrs;
        try {
            fs.accessSync(this.flowPath);
        }
        catch {
            fs.mkdirSync(this.flowPath, { recursive: true });
        }
    }
    _sleep(ms) {
        return new Promise((resolve) => {
            setTimeout(resolve, ms);
        });
    }
    async _withRetry(request, ms = 100) {
        for (;;) {
            const retval = request();
            if (retval === 0) {
                return ctp.getLastRequestId();
            }
            if (-2 === retval || -3 === retval) {
                await this._sleep(ms);
                continue;
            }
            return retval;
        }
    }
    _isErrorResp(lifecycle, options, error) {
        if (!options.rspInfo) {
            return false;
        }
        lifecycle.onError(error, `${options.rspInfo.ErrorID}:${options.rspInfo.ErrorMsg}`);
        return true;
    }
    _parseTime(time) {
        const [hh = 0, mm = 0, ss = 0] = time.split(":").map((x) => parseInt(x));
        return hh * 10000 + mm * 100 + ss;
    }
}
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