hft-js/lib/utils.d.ts

High-Frequency Trading in Node.js

import type { BarData, OrderFlag } from "./typedef.js";
import type { IPlaceOrderResultReceiver, IRuntimeEngine, IStrategy } from "./interfaces.js";
export declare const isValidPrice: (x: number) => boolean;
export declare const isValidVolume: (x: number) => boolean;
export declare const parseSymbol: (symbol: string) => [string, string];
export declare const getBarBuyVolume: (bar: BarData, price: number) => number;
export declare const getBarSellVolume: (bar: BarData, price: number) => number;
export declare const getBarVolume: (bar: BarData, price: number) => number;
export declare const mergeBarData: (bars: BarData[]) => BarData;
export declare const buyOpen: (engine: IRuntimeEngine, strategy: IStrategy, symbol: string, volume: number, price: number, receiver: IPlaceOrderResultReceiver, flag?: OrderFlag) => void;
export declare const buyClose: (engine: IRuntimeEngine, strategy: IStrategy, symbol: string, volume: number, price: number, isToday: boolean, receiver: IPlaceOrderResultReceiver, flag?: OrderFlag) => void;
export declare const sellOpen: (engine: IRuntimeEngine, strategy: IStrategy, symbol: string, volume: number, price: number, receiver: IPlaceOrderResultReceiver, flag?: OrderFlag) => void;
export declare const sellClose: (engine: IRuntimeEngine, strategy: IStrategy, symbol: string, volume: number, price: number, isToday: boolean, receiver: IPlaceOrderResultReceiver, flag?: OrderFlag) => void;