return (next) => async (action) => {
switch (action.type) {
case ORDER_REQUESTED: {
const requestedOrder = { ...action.payload }
if (typeof requestedOrder.price === 'undefined') {
/* build market order */
if (typeof requestedOrder.quantity === 'undefined') {
store.dispatch({ type: ORDER_FAILED, payload: new Error('missing order quantity') })
break
}
const { buy, sell } = await client.getMarketPrice(requestedOrder.identifier)
const direction = sign(requestedOrder.quantity)
if (direction === 1) {
requestedOrder.price = buy
} else {
requestedOrder.price = sell
}
}
requestedOrder.commission = client.calculateCommission(requestedOrder)
store.dispatch({ type: ORDER_CREATED, payload: requestedOrder })
break
}
case ORDER_CREATED: {
try {
const executedOrder = await client.executeOrder({ ...action.payload })
store.dispatch({ type: ORDER_PLACED, payload: { ...executedOrder } })
} catch (error) {
store.dispatch({ type: ORDER_FAILED, payload: error })
}
break
}
case ORDER_CANCEL: {
try {
const id = await client.cancelOrder({ ...action.payload })
const cancelledOrder = store.getState().getIn(['orders', id])
store.dispatch({ type: ORDER_CANCELLED, payload: { ...cancelledOrder } })
} catch (error) {
store.dispatch({ type: ORDER_FAILED, payload: error })
}
break
}
default:
break
}
return next(action)
}
export default (state = initialState, action) => {
switch (action.type) {
case INITIALIZED: {
if (action.payload.initialStates.positions) {
// TODO validate supplied data
const initial = action.payload.initialStates.positions
for (const key of initialState.keys()) {
if (typeof initial[key] !== 'undefined') {
state = state.mergeIn([key], initial[key])
}
}
}
const history = Map({
instruments: state.get('instruments'),
timestamp: action.payload.timestamp
})
state = state.update('history', list => list.push(history))
return state
}
case ORDER_FILLED: {
const order = action.payload
const identifier = order.identifier
const direction = sign(order.quantity)
/* this is a new instrument, so add it and exit early */
if (!state.hasIn(['instruments', identifier])) {
/* value = quantity * price */
const value = n(multiply(b(order.quantity), b(order.price)))
return state.setIn(['instruments', identifier], Map({
quantity: order.quantity,
value,
price: order.price
}))
}
let instrument = state.getIn(['instruments', identifier])
/* update average aquired price if buying */
if (direction === 1) {
/* price =
* (order.price * order.quantity + (instrument.quantity * instrument.price)) /
* (instrument.quantity + order.quantity) */
const price = n(chain(b(order.price))
.multiply(b(order.quantity))
.add(multiply(b(instrument.get('quantity')), b(instrument.get('price'))))
.divide(add(b(instrument.get('quantity')), b(order.quantity)))
.done())
instrument = instrument.set('price', price)
}
/* update quantity */
/* quantity = instrument.quantity + order.quantity */
const quantity = n(add(b(instrument.get('quantity')), b(order.quantity)))
/* update value */
/* value = order.price * (instrument.quantity + order.quantity) */
const value = n(chain(b(order.price))
.multiply(add(b(instrument.get('quantity')), b(order.quantity)))
.done())
instrument = instrument.merge({ quantity, value })
/* delete position and exit early if quantity is now 0 */
if (instrument.get('quantity') === 0) {
return state.deleteIn(['instruments', identifier])
}
state = state.setIn(['instruments', identifier], instrument)
/* update history */
const history = Map({
instruments: state.get('instruments'),
timestamp: order.timestamp
})
state = state.update('history', list => list.push(history))
return state
}
case BAR_RECEIVED: {
const bar = action.payload
const identifier = bar.identifier
if (state.hasIn(['instruments', identifier])) {
/* create a zero-value position if non-existent, then do nothing more */
const quantity = state.getIn(['instruments', identifier, 'quantity'])
const marketPrice = bar.close
/* calculate the new the value of the position */
/* value = quantity * marketPrice */
const value = n(chain(b(quantity)).multiply(b(marketPrice)).done())
/* assign the new position */
state = state.setIn(['instruments', identifier, 'value'], value)
}
/* update history */
const history = Map({
instruments: state.get('instruments'),
timestamp: bar.timestamp
})
state = state.update('history', list => list.push(history))
return state
}
default: {
return state
}
}
}
var math = require('mathjs'); //導入math函數進行數學運算
//常用四則運算
console.log(math.add(2,3)); //加法(2+3)
console.log(math.subtract(5,3)); //減法(5-3)
console.log(math.multiply(7,3)); //乘法(7*3)
console.log(math.divide(9,3)); //除法(9/3)
console.log(math.mod(8,3)); //取餘數(8%3,8mod3)
console.log(math.abs(-8)); //絕對值
console.log(math.sign([3,5,-2,0,2])); //判斷正負號(正->1,負->-1,零->0)
console.log(math.unaryMinus([-9,7])); //反轉正負號
console.log(math.ceil([3.2,3.8,-4.7])); //最大整數
console.log(math.floor([3.2,3.8,-4.7])); //最小整數
console.log(math.fix([3.2,3.8,-4.7])); //無條件捨去
console.log(math.round(math.pi,3)); //四捨五入且取到小數點後第3位
console.log(math.square(2)); //二次方(2^2)
console.log(math.cube(2)); //三次方(2^3)
console.log(math.pow(2,4)); //乘冪(2^4)
console.log(math.sqrt(121)); //開根號
console.log(math.nthRoot(27,3)); //指定開幾次根號
console.log(math.exp(2)); //指數
console.log(math.log(1024,2)); //對數
console.log(math.log10(1000)); //固定10為底對數
console.log(math.gcd(25,15,-10)); //最大公因數
console.log(math.lcm(6,21,5)); //最小公倍數
console.log(math.unit('5 cm').value); //以公尺為單位顯示大小
console.log(math.unit('5 m').value); //以公尺為單位顯示大小
console.log(math.dotMultiply([3,2],[5,7])); //矩陣乘法
console.log(math.dotDivide([9,8],[3,2])); //矩陣除法
console.log(math.dotPow([[1,2],[3,4]],2)); //矩陣乘冪
console.log('---------------------------------------');