feat(models): add master pair

.npmignore

@@ -9,8 +9,8 @@
 .history
 
 # source
-projects
-modules
+/projects
+/modules
 index.ts
 
 # configuration

README.md

@@ -46,22 +46,51 @@ npm install dripjs-bitmex
 
 ## 使用
 
+- import
+
 ```typescript
-import { IntelFactory, BitmexSpy } from 'dripjs';
+import { IntelligenceFactory, BitmexSpy } from 'dripjs';
 
+// 生成指定交易所的数据接口
+const bitmexSpy = IntelligenceFactory.create(BitmexSpy, {
+  apiKey: `你的bitmex交易所apiKey`,
+  apiSecret: `你的bitmex交易所apiSecret`,
+  testnet: true,
+});
 const pair = 'XBTUSD';
-const bitmex = IntelFactory.create(BitmexSpy, {
-  apiKey: `xx`,
-  apiSecret: `zz`,
-  testnet: false,
+// 订阅逐笔数据
+bitmexSpy.getTicker$(pair).subscribe((res) => {
+  console.log(res);
 });
-bitmex.getTransaction$(pair).subscribe((transaction) => {
-  console.log(transaction);
+setTimeout(() => {
+  console.log('do stop ticker subscription');
+  // 不用时，别忘记退订
+  bitmexSpy.stopTicker(pair);
+}, 5000);
+```
+
+- require
+
+```typescript
+const dripjs = require('dripjs');
+
+// 生成指定交易所的数据接口
+const bitmexSpy = dripjs.IntelligenceFactory.create(dripjs.BitmexSpy, {
+  apiKey: `你的bitmex交易所apiKey`,
+  apiSecret: `你的bitmex交易所apiSecret`,
+  testnet: true,
 });
+const pair = 'XBTUSD';
+// 订阅逐笔数据
+bitmexSpy.getTicker$(pair).subscribe((res) => {
+  console.log(res);
+});
+
 setTimeout(() => {
-  bitmex.stopTransaction(pair);
-  bitmex.destory();
-}, 2000);
+  console.log('do stop ticker subscription');
+  // 不用时，别忘记退订
+  bitmexSpy.stopTicker(pair);
+}, 5000);
 ```
 
 ## 模块列表

modules/models/common/index.ts

@@ -0,0 +1 @@
+export * from './transformers';

modules/models/common/transformers.ts

@@ -0,0 +1,81 @@
+type StringTransformerFunction = (value?: string | null | undefined) => string | null | undefined;
+
+interface StringTransformer {
+  from: StringTransformerFunction;
+  to: StringTransformerFunction;
+}
+
+export function getFloorByDigitsTransformer(digit: number): StringTransformer {
+  return {
+    from: (value?: string | null | undefined) => value,
+    to: (value?: string | null | undefined) => {
+      if (value === undefined || value === null) {
+        return value;
+      }
+
+      const [integer, fraction] = value.split('.');
+      if (fraction === undefined) {
+        return value;
+      }
+
+      const fractionReduced = fraction.substr(0, digit);
+
+      return `${integer}.${fractionReduced}`;
+    },
+  };
+}
+
+export const nullableDateTransformer = {
+  from: (value?: Date | null | undefined | number) => {
+    if (value === undefined || value === null) {
+      return value;
+    }
+
+    if (value instanceof Date) {
+      return value.getTime();
+    }
+
+    return value;
+  },
+  to: (value?: number | null | undefined) => {
+    if (value === undefined || value === null) {
+      return value;
+    }
+
+    return new Date(value);
+  },
+};
+
+/**
+ * Use this transformer for the following case.
+ *   - we want to use a value as `boolean` in application, but store it as `tinyint` into DB.
+ */
+export const booleanTinyintTransformer = {
+  from: (val: 0 | 1): boolean => !!val,
+  to: (val: boolean) => {
+    if (val === undefined || val === null) {
+      return val;
+    }
+    const n = Number(val);
+    if (Number.isNaN(n)) {
+      throw new Error(`Invalid boolean value ${val}`);
+    }
+
+    return n as 0 | 1;
+  },
+};
+
+/**
+ * Use this when tinyint has a default value i.e. '0' or '1'.
+ * @see MasterPairEntity
+ */
+export const nullableBooleanTinyintTransformer = {
+  from: (val: 0 | 1): boolean => !!val,
+  to: (val: boolean | null | undefined) => {
+    if (val === undefined || val === null) {
+      return val;
+    }
+
+    return Number(val) as 0 | 1;
+  },
+};

modules/models/entity/master-pair/index.ts

@@ -0,0 +1 @@
+export * from './master-pair.entity';

modules/models/entity/master-pair/master-pair.entity.ts

@@ -0,0 +1,136 @@
+import { Pair, Timestamp } from '@dripjs/types';
+import { Column, Entity, Index, PrimaryGeneratedColumn } from 'typeorm';
+
+import { getFloorByDigitsTransformer, nullableBooleanTinyintTransformer, nullableDateTransformer } from '../../common';
+
+@Entity({
+  name: 'master_pair',
+})
+@Index('unique_base_asset_quote_asset', ['baseAsset', 'quoteAsset'], { unique: true })
+export class MasterPairEntity {
+  @PrimaryGeneratedColumn({
+    type: 'bigint',
+    name: 'id',
+    unsigned: true,
+    comment: 'primary auto generated id',
+  })
+  readonly id!: string;
+
+  @Column({
+    type: 'varchar',
+    name: 'name',
+    length: 10,
+    comment: 'special pair name',
+  })
+  readonly name!: Pair['name'];
+
+  @Column({
+    type: 'varchar',
+    name: 'exchange',
+    length: 10,
+    comment: 'exchange of special pair name',
+  })
+  readonly exchange!: Pair['exchange'];
+
+  @Column({
+    type: 'varchar',
+    name: 'base_asset',
+    length: 10,
+    comment: 'base asset name',
+  })
+  readonly baseAsset!: Pair['baseAsset'];
+
+  @Column({
+    type: 'varchar',
+    name: 'quote_asset',
+    length: 10,
+    comment: 'quote asset name',
+  })
+  readonly quoteAsset!: Pair['quoteAsset'];
+
+  @Column({
+    type: 'int',
+    name: 'price_precision',
+    unsigned: true,
+    comment: 'pair price precision',
+  })
+  readonly pricePrecision!: Pair['pricePrecision'];
+
+  @Column({
+    type: 'int',
+    name: 'amount_precision',
+    unsigned: true,
+    comment: 'pair amount precision',
+  })
+  readonly amountPrecision!: Pair['amountPrecision'];
+
+  @Column({
+    type: 'decimal',
+    name: 'min_order_amount',
+    precision: 9,
+    scale: 9,
+    unsigned: true,
+    comment: 'min Order amount',
+    default: () => '0.0',
+    transformer: getFloorByDigitsTransformer(9),
+  })
+  readonly minOrderAmount!: Pair['minOrderAmount'];
+
+  @Column({
+    type: 'int',
+    name: 'max_order_amount',
+    unsigned: true,
+    comment: 'max Order amount',
+  })
+  readonly maxOrderAmount!: Pair['maxOrderAmount'];
+
+  @Column({
+    type: 'decimal',
+    name: 'min_order_price',
+    precision: 9,
+    scale: 9,
+    unsigned: true,
+    comment: 'min Order price',
+    default: () => '0.0',
+    transformer: getFloorByDigitsTransformer(9),
+  })
+  readonly minOrderPrice!: Pair['minOrderAmount'];
+
+  @Column({
+    type: 'int',
+    name: 'max_order_price',
+    unsigned: true,
+    comment: 'max Order price',
+  })
+  readonly maxOrderPrice!: Pair['maxOrderAmount'];
+
+  @Column({
+    type: 'tinyint',
+    name: 'is_enabled',
+    unsigned: true,
+    width: 1,
+    comment: 'whether pair is enable status',
+    default: '0',
+    transformer: nullableBooleanTinyintTransformer,
+  })
+  readonly isEnabled!: Pair['isEnabled'];
+
+  @Column({
+    type: 'datetime',
+    name: 'created_at',
+    precision: 3,
+    default: () => 'NOW(3)',
+    transformer: nullableDateTransformer,
+  })
+  readonly createdAt!: Timestamp;
+
+  @Column({
+    type: 'datetime',
+    name: 'updated_at',
+    precision: 3,
+    default: () => 'NOW(3)',
+    onUpdate: 'NOW(3)',
+    transformer: nullableDateTransformer,
+  })
+  readonly updatedAt!: Timestamp;
+}

modules/types/exchange.ts

@@ -12,10 +12,16 @@ export interface Market {
 
 export interface Pair {
   name: string;
+  exchange: string;
   baseAsset: string;
   quoteAsset: string;
   amountPrecision: number;
   pricePrecision: number;
+  minOrderAmount: number;
+  maxOrderAmount: number;
+  minOrderPrice: number;
+  maxOrderPrice: number;
+  isEnabled: boolean;
 }
 
 export interface Stock {

modules/types/order.ts

@@ -10,3 +10,14 @@ export enum OrderSide {
   Buy = 'buy',
   Sell = 'sell',
 }
+
+export type Nominal<T, Name extends string> = T & {
+  [Symbol.species]: Name;
+};
+
+/**
+ * timestamp
+ * eg: 1535600337261
+ */
+export type Timestamp = Nominal<number, 'Timestamp'>;
+export type BigNumberString = Nominal<string, 'BigNumberString'>;

modules/types/package.json

@@ -1,6 +1,6 @@
 {
   "name": "dripjs-types",
-  "version": "0.1.1",
+  "version": "0.1.2",
   "description": "dripjs types",
   "main": "dist/index.js",
   "typings": "dist/index.d.ts",

package.json

@@ -101,6 +101,7 @@
   },
   "homepage": "https://github.com/zlq4863947/dripjs#readme",
   "devDependencies": {
+    "@nestjs/typeorm": "5.3.0",
     "@types/jest": "24.0.9",
     "@types/qs": "6.5.1",
     "@types/ws": "6.0.1",
@@ -133,10 +134,11 @@
     "bignumber.js": "^8.1.0",
     "dotenv": "^6.2.0",
     "dripjs-common": "^0.1.0",
-    "dripjs-types": "^0.1.1",
+    "dripjs-types": "^0.1.2",
     "moment": "^2.24.0",
     "qs": "^6.6.0",
     "rxjs": "^6.4.0",
+    "typeorm": "^0.2.14",
     "ws": "^6.1.4"
   }
 }

projects/intelligence/intel-factory.spec.ts

@@ -1,7 +1,7 @@
 import { Bitmex } from '@dripjs/exchanges';
 import { realConfig } from '@dripjs/testing';
 
-import { IntelFactory, Spy, BitmexSpy } from '.';
+import { BitmexSpy, IntelFactory, Spy } from '.';
 
 describe('Intel factory', () => {
   describe('Spy bitmex', () => {