diff --git "a/classes/types.BrokerBase.html" "b/classes/types.BrokerBase.html" --- "a/classes/types.BrokerBase.html" +++ "b/classes/types.BrokerBase.html" @@ -33,13 +33,13 @@ Extend this class to implement a real exchange adapter for:

  • onBreakevenCommit — stop-loss moved to entry price
  • onAverageBuyCommit — new DCA entry added to position
    • -

    Example

    import { BrokerBase, Broker } from "backtest-kit";

    // Extend BrokerBase and override only needed methods
    class BinanceBroker extends BrokerBase {
      private client: BinanceClient | null = null;

      async waitForInit() {
        super.waitForInit(); // Call parent for logging
        this.client = new BinanceClient(process.env.API_KEY, process.env.SECRET);
        await this.client.connect();
      }

      async onSignalOpenCommit(payload: BrokerSignalOpenPayload) {
        super.onSignalOpenCommit(payload); // Call parent for logging
        await this.client!.placeOrder({
          symbol: payload.symbol,
          side: payload.position === "long" ? "BUY" : "SELL",
          quantity: payload.cost / payload.priceOpen,
        });
      }

      async onSignalCloseCommit(payload: BrokerSignalClosePayload) {
        super.onSignalCloseCommit(payload); // Call parent for logging
        await this.client!.closePosition(payload.symbol);
      }
    }

    // Register the adapter
    Broker.useBrokerAdapter(BinanceBroker);
    Broker.enable();
+

    Example

    import { BrokerBase, Broker } from "backtest-kit";

    // Extend BrokerBase and override only needed methods
    class BinanceBroker extends BrokerBase {
      private client: BinanceClient | null = null;

      async waitForInit() {
        super.waitForInit(); // Call parent for logging
        this.client = new BinanceClient(process.env.API_KEY, process.env.SECRET);
        await this.client.connect();
      }

      async onSignalOpenCommit(payload: BrokerSignalOpenPayload) {
        super.onSignalOpenCommit(payload); // Call parent for logging
        await this.client!.placeOrder({
          symbol: payload.symbol,
          side: payload.position === "long" ? "BUY" : "SELL",
          quantity: payload.cost / payload.priceOpen,
        });
      }

      async onSignalCloseCommit(payload: BrokerSignalClosePayload) {
        super.onSignalCloseCommit(payload); // Call parent for logging
        await this.client!.closePosition(payload.symbol);
      }
    }

    // Register the adapter
    Broker.useBrokerAdapter(BinanceBroker);
    Broker.enable();
    -

    Example

    // Minimal implementation — only handle opens and closes
    class NotifyBroker extends BrokerBase {
      async onSignalOpenCommit(payload: BrokerSignalOpenPayload) {
        await sendTelegram(`Opened ${payload.position} on ${payload.symbol}`);
      }

      async onSignalCloseCommit(payload: BrokerSignalClosePayload) {
        const pnl = payload.pnl.profit - payload.pnl.loss;
        await sendTelegram(`Closed ${payload.symbol}: PnL $${pnl.toFixed(2)}`);
      }
    }
+

    Example

    // Minimal implementation — only handle opens and closes
    class NotifyBroker extends BrokerBase {
      async onSignalOpenCommit(payload: BrokerSignalOpenPayload) {
        await sendTelegram(`Opened ${payload.position} on ${payload.symbol}`);
      }

      async onSignalCloseCommit(payload: BrokerSignalClosePayload) {
        const pnl = payload.pnl.profit - payload.pnl.loss;
        await sendTelegram(`Closed ${payload.symbol}: PnL $${pnl.toFixed(2)}`);
      }
    }
    -

    Implements

    Constructors

    constructor +

    Implements

    Constructors

    constructor

    Methods

    onAverageBuyCommit onBreakevenCommit onPartialLossCommit @@ -55,76 +55,76 @@ Extend this class to implement a real exchange adapter for:

    cost is the dollar amount of the new DCA entry.

    Default implementation: Logs average buy event.

    Parameters

    Returns Promise<void>

    Example

    async onAverageBuyCommit(payload: BrokerAverageBuyPayload) {
      super.onAverageBuyCommit(payload); // Keep parent logging
      await this.exchange.placeMarketOrder({
        symbol: payload.symbol,
        side: "BUY",
        quantity: payload.cost / payload.currentPrice,
      });
    }
+

    Returns Promise<void>

    Example

    async onAverageBuyCommit(payload: BrokerAverageBuyPayload) {
      super.onAverageBuyCommit(payload); // Keep parent logging
      await this.exchange.placeMarketOrder({
        symbol: payload.symbol,
        side: "BUY",
        quantity: payload.cost / payload.currentPrice,
      });
    }
    -

    onBreakevenCommit

    onBreakevenCommit

    • onBreakevenCommit(payload: BrokerBreakevenPayload): Promise<void>

      Called when the stop-loss is moved to breakeven (entry price).

      Triggered explicitly after all validations pass, before strategyCoreService.breakeven(). newStopLossPrice equals effectivePriceOpen — the position's effective entry price. newTakeProfitPrice is unchanged by breakeven.

      Default implementation: Logs breakeven event.

      Parameters

      • payload: BrokerBreakevenPayload

        Breakeven details: symbol, currentPrice, newStopLossPrice, newTakeProfitPrice, context, backtest

        -

      Returns Promise<void>

      Example

      async onBreakevenCommit(payload: BrokerBreakevenPayload) {
        super.onBreakevenCommit(payload); // Keep parent logging
        await this.exchange.updateStopLoss({
          symbol: payload.symbol,
          price: payload.newStopLossPrice, // = entry price
        });
      }
+

    Returns Promise<void>

    Example

    async onBreakevenCommit(payload: BrokerBreakevenPayload) {
      super.onBreakevenCommit(payload); // Keep parent logging
      await this.exchange.updateStopLoss({
        symbol: payload.symbol,
        price: payload.newStopLossPrice, // = entry price
      });
    }
    -

    onPartialLossCommit

    onPartialLossCommit

    • onPartialLossCommit(payload: BrokerPartialLossPayload): Promise<void>

      Called when a partial close at loss is executed.

      Triggered explicitly from strategy.ts / Live.ts / Backtest.ts after all validations pass, before strategyCoreService.partialLoss(). If this method throws, the DI mutation is skipped. Use to partially close the position on the exchange at the loss level.

      Default implementation: Logs partial loss event.

      Parameters

      • payload: BrokerPartialLossPayload

        Partial loss details: symbol, percentToClose, cost (dollar value), currentPrice, context, backtest

        -

      Returns Promise<void>

      Example

      async onPartialLossCommit(payload: BrokerPartialLossPayload) {
        super.onPartialLossCommit(payload); // Keep parent logging
        await this.exchange.reducePosition({
          symbol: payload.symbol,
          dollarAmount: payload.cost,
          price: payload.currentPrice,
        });
      }
+

    Returns Promise<void>

    Example

    async onPartialLossCommit(payload: BrokerPartialLossPayload) {
      super.onPartialLossCommit(payload); // Keep parent logging
      await this.exchange.reducePosition({
        symbol: payload.symbol,
        dollarAmount: payload.cost,
        price: payload.currentPrice,
      });
    }
    -

    onPartialProfitCommit

    onPartialProfitCommit

    • onPartialProfitCommit(payload: BrokerPartialProfitPayload): Promise<void>

      Called when a partial close at profit is executed.

      Triggered explicitly from strategy.ts / Live.ts / Backtest.ts after all validations pass, before strategyCoreService.partialProfit(). If this method throws, the DI mutation is skipped. Use to partially close the position on the exchange at the profit level.

      Default implementation: Logs partial profit event.

      Parameters

      • payload: BrokerPartialProfitPayload

        Partial profit details: symbol, percentToClose, cost (dollar value), currentPrice, context, backtest

        -

      Returns Promise<void>

      Example

      async onPartialProfitCommit(payload: BrokerPartialProfitPayload) {
        super.onPartialProfitCommit(payload); // Keep parent logging
        await this.exchange.reducePosition({
          symbol: payload.symbol,
          dollarAmount: payload.cost,
          price: payload.currentPrice,
        });
      }
+

    Returns Promise<void>

    Example

    async onPartialProfitCommit(payload: BrokerPartialProfitPayload) {
      super.onPartialProfitCommit(payload); // Keep parent logging
      await this.exchange.reducePosition({
        symbol: payload.symbol,
        dollarAmount: payload.cost,
        price: payload.currentPrice,
      });
    }
    -

    onSignalCloseCommit

    onSignalCloseCommit

    • onSignalCloseCommit(payload: BrokerSignalClosePayload): Promise<void>

      Called when a position is fully closed (SL/TP hit or manual close).

      Triggered automatically via syncSubject when a pending signal is closed. Use to place the exit order and record final PnL.

      Default implementation: Logs signal-close event.

      Parameters

      • payload: BrokerSignalClosePayload

        Signal close details: symbol, cost, position, currentPrice, pnl, totalEntries, totalPartials, context, backtest

        -

      Returns Promise<void>

      Example

      async onSignalCloseCommit(payload: BrokerSignalClosePayload) {
        super.onSignalCloseCommit(payload); // Keep parent logging
        await this.exchange.closePosition(payload.symbol);
        await this.db.recordTrade({ symbol: payload.symbol, pnl: payload.pnl });
      }
+

    Returns Promise<void>

    Example

    async onSignalCloseCommit(payload: BrokerSignalClosePayload) {
      super.onSignalCloseCommit(payload); // Keep parent logging
      await this.exchange.closePosition(payload.symbol);
      await this.db.recordTrade({ symbol: payload.symbol, pnl: payload.pnl });
    }
    -

    onSignalOpenCommit

    onSignalOpenCommit

    • onSignalOpenCommit(payload: BrokerSignalOpenPayload): Promise<void>

      Called when a new position is opened (signal activated).

      Triggered automatically via syncSubject when a scheduled signal's priceOpen is hit. Use to place the actual entry order on the exchange.

      Default implementation: Logs signal-open event.

      Parameters

      • payload: BrokerSignalOpenPayload

        Signal open details: symbol, cost, position, priceOpen, priceTakeProfit, priceStopLoss, context, backtest

        -

      Returns Promise<void>

      Example

      async onSignalOpenCommit(payload: BrokerSignalOpenPayload) {
        super.onSignalOpenCommit(payload); // Keep parent logging
        await this.exchange.placeMarketOrder({
          symbol: payload.symbol,
          side: payload.position === "long" ? "BUY" : "SELL",
          quantity: payload.cost / payload.priceOpen,
        });
      }
+

    Returns Promise<void>

    Example

    async onSignalOpenCommit(payload: BrokerSignalOpenPayload) {
      super.onSignalOpenCommit(payload); // Keep parent logging
      await this.exchange.placeMarketOrder({
        symbol: payload.symbol,
        side: payload.position === "long" ? "BUY" : "SELL",
        quantity: payload.cost / payload.priceOpen,
      });
    }
    -

    onTrailingStopCommit

    onTrailingStopCommit

    • onTrailingStopCommit(payload: BrokerTrailingStopPayload): Promise<void>

      Called when the trailing stop-loss level is updated.

      Triggered explicitly after all validations pass, before strategyCoreService.trailingStop(). newStopLossPrice is the absolute SL price — use it to update the exchange order directly.

      Default implementation: Logs trailing stop event.

      Parameters

      • payload: BrokerTrailingStopPayload

        Trailing stop details: symbol, percentShift, currentPrice, newStopLossPrice, context, backtest

        -

      Returns Promise<void>

      Example

      async onTrailingStopCommit(payload: BrokerTrailingStopPayload) {
        super.onTrailingStopCommit(payload); // Keep parent logging
        await this.exchange.updateStopLoss({
          symbol: payload.symbol,
          price: payload.newStopLossPrice,
        });
      }
+

    Returns Promise<void>

    Example

    async onTrailingStopCommit(payload: BrokerTrailingStopPayload) {
      super.onTrailingStopCommit(payload); // Keep parent logging
      await this.exchange.updateStopLoss({
        symbol: payload.symbol,
        price: payload.newStopLossPrice,
      });
    }
    -

    onTrailingTakeCommit

    onTrailingTakeCommit

    • onTrailingTakeCommit(payload: BrokerTrailingTakePayload): Promise<void>

      Called when the trailing take-profit level is updated.

      Triggered explicitly after all validations pass, before strategyCoreService.trailingTake(). newTakeProfitPrice is the absolute TP price — use it to update the exchange order directly.

      Default implementation: Logs trailing take event.

      Parameters

      • payload: BrokerTrailingTakePayload

        Trailing take details: symbol, percentShift, currentPrice, newTakeProfitPrice, context, backtest

        -

      Returns Promise<void>

      Example

      async onTrailingTakeCommit(payload: BrokerTrailingTakePayload) {
        super.onTrailingTakeCommit(payload); // Keep parent logging
        await this.exchange.updateTakeProfit({
          symbol: payload.symbol,
          price: payload.newTakeProfitPrice,
        });
      }
+

    Returns Promise<void>

    Example

    async onTrailingTakeCommit(payload: BrokerTrailingTakePayload) {
      super.onTrailingTakeCommit(payload); // Keep parent logging
      await this.exchange.updateTakeProfit({
        symbol: payload.symbol,
        price: payload.newTakeProfitPrice,
      });
    }
    -

    waitForInit

    waitForInit

    • waitForInit(): Promise<void>

      Performs async initialization before the broker starts receiving events.

      Called once by BrokerProxy via waitForInit() (singleshot) before the first event. Override to establish exchange connections, authenticate API clients, load configuration.

      Default implementation: Logs initialization event.

      -

      Returns Promise<void>

      Example

      async waitForInit() {
        super.waitForInit(); // Keep parent logging
        this.exchange = new ExchangeClient(process.env.API_KEY);
        await this.exchange.authenticate();
      }
+

      Returns Promise<void>

      Example

      async waitForInit() {
        super.waitForInit(); // Keep parent logging
        this.exchange = new ExchangeClient(process.env.API_KEY);
        await this.exchange.authenticate();
      }
      -

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