add presist

This commit is contained in:
discountry
2025-09-23 02:01:55 +08:00
parent 667ede7ca8
commit 1386455870
9 changed files with 319 additions and 80 deletions
+106 -62
View File
@@ -7,6 +7,7 @@ import type {
AsterOrder,
AsterTicker,
CreateOrderParams,
PositionSide,
} from "../types";
const REST_BASE = "https://fapi.asterdex.com";
@@ -93,18 +94,18 @@ function fromRestKline(entry: any[], interval: string, symbol: string): AsterKli
symbol,
interval,
openTime: entry[0],
open: entry[1],
high: entry[2],
low: entry[3],
close: entry[4],
volume: entry[5],
open: String(entry[1]),
high: String(entry[2]),
low: String(entry[3]),
close: String(entry[4]),
volume: String(entry[5]),
closeTime: entry[6],
quoteAssetVolume: entry[7],
numberOfTrades: entry[8],
takerBuyBaseAssetVolume: entry[9],
takerBuyQuoteAssetVolume: entry[10],
quoteAssetVolume: String(entry[7]),
numberOfTrades: Number(entry[8] ?? 0),
takerBuyBaseAssetVolume: String(entry[9] ?? "0"),
takerBuyQuoteAssetVolume: String(entry[10] ?? "0"),
isClosed: Boolean(entry[11]),
} as AsterKline;
};
}
function toOrderFromRest(raw: any): AsterOrder {
@@ -243,13 +244,22 @@ export class AsterRestClient {
async getKlines(symbol: string, interval: string, limit = DEFAULT_KLINE_LIMIT): Promise<AsterKline[]> {
const upper = symbol.toUpperCase();
const url = `${REST_BASE}/fapi/v1/continuousKlines?pair=${upper}&contractType=PERPETUAL&interval=${encodeURIComponent(interval)}&limit=${limit}`;
const response = await fetch(url);
let response: Response;
try {
response = await fetch(url);
} catch (error) {
throw new Error(`[AsterRestClient] 获取K线失败 ${String(error)}`);
}
const text = await response.text();
if (!response.ok) {
const text = await response.text();
throw new Error(`HTTP ${response.status} ${text}`);
}
const payload = (await response.json()) as any[];
return payload.map((entry) => fromRestKline(entry, interval, upper));
try {
const payload = JSON.parse(text) as any[];
return payload.map((entry) => fromRestKline(entry, interval, upper));
} catch (error) {
throw new Error(`[AsterRestClient] 无法解析K线响应: ${text.slice(0, 200)}`);
}
}
async getListenKey(): Promise<string> {
@@ -278,16 +288,26 @@ export class AsterRestClient {
"Content-Type": "application/x-www-form-urlencoded",
},
};
const response = await fetch(url, init);
let response: Response;
try {
response = await fetch(url, init);
} catch (error) {
throw new Error(`[AsterRestClient] 请求失败 ${String(error)}`);
}
const text = await response.text();
if (!response.ok) {
const text = await response.text();
throw new Error(`HTTP ${response.status} ${text}`);
}
return (await response.json()) as T;
try {
return JSON.parse(text) as T;
} catch (error) {
throw new Error(`[AsterRestClient] 无法解析响应: ${text.slice(0, 200)}`);
}
}
private serialize(params: Record<string, unknown>): string {
return Object.keys(params)
.filter((key) => params[key] !== undefined && params[key] !== null)
.sort()
.map((key) => `${key}=${encodeURIComponent(String(params[key]))}`)
.join("&");
@@ -374,7 +394,17 @@ export class AsterPublicStreams {
}
};
this.ws.onmessage = (event) => {
const payload = typeof event.data === "string" ? JSON.parse(event.data) : event.data;
let payload: any;
if (typeof event.data === "string") {
try {
payload = JSON.parse(event.data);
} catch (error) {
console.error("[AsterPublicStreams] 无法解析消息", error, event.data);
return;
}
} else {
payload = event.data;
}
if (!payload) return;
if (payload.result !== undefined) return; // subscription ack
const data = payload.data ?? payload;
@@ -456,6 +486,7 @@ export class AsterUserStream {
private reconnectTimeout: ReturnType<typeof setTimeout> | null = null;
private readonly accountEvent = new SimpleEvent<{ eventTime: number; payload: AccountUpdatePayload }>();
private readonly orderEvent = new SimpleEvent<{ eventTime: number; payload: OrderUpdatePayload }>();
private readonly connectEvent = new SimpleEvent<void>();
private isRunning = false;
constructor(rest: AsterRestClient) {
@@ -470,6 +501,10 @@ export class AsterUserStream {
this.orderEvent.add(listener);
}
onConnect(listener: () => void): void {
this.connectEvent.add(listener);
}
async start(): Promise<void> {
if (this.isRunning) return;
this.isRunning = true;
@@ -517,10 +552,20 @@ export class AsterUserStream {
const url = `${WS_LISTEN_KEY_URL}${this.listenKey}`;
this.ws = new WebSocket(url);
this.ws.onopen = () => {
// no-op
this.connectEvent.emit();
};
this.ws.onmessage = (event) => {
const payload = typeof event.data === "string" ? JSON.parse(event.data) : event.data;
let payload: any;
if (typeof event.data === "string") {
try {
payload = JSON.parse(event.data);
} catch (error) {
console.error("[AsterUserStream] 无法解析消息", error, event.data);
return;
}
} else {
payload = event.data;
}
if (!payload) return;
if (payload === "ping") {
this.ws?.send("pong");
@@ -572,30 +617,20 @@ function updateAccountSnapshot(snapshot: AsterAccountSnapshot | null, event: { e
const balances = event.payload.B ?? [];
for (const balance of balances) {
const asset = balance.a;
let existing = next.assets.find((item) => item.asset === asset);
if (!existing) {
existing = {
let assetEntry = next.assets.find((item) => item.asset === asset);
if (!assetEntry) {
assetEntry = {
asset,
walletBalance: "0",
unrealizedProfit: "0",
marginBalance: "0",
maintMargin: "0",
initialMargin: "0",
positionInitialMargin: "0",
openOrderInitialMargin: "0",
crossWalletBalance: "0",
crossUnPnl: "0",
availableBalance: "0",
maxWithdrawAmount: "0",
marginAvailable: true,
updateTime: event.eventTime,
} as any;
next.assets.push(existing);
};
next.assets.push(assetEntry);
}
if (balance.wb !== undefined) existing.walletBalance = balance.wb;
if (balance.cw !== undefined) existing.crossWalletBalance = balance.cw;
if (balance.bc !== undefined) existing.availableBalance = balance.bc;
existing.updateTime = event.eventTime;
if (balance.wb !== undefined) assetEntry.walletBalance = balance.wb;
if (balance.cw !== undefined) assetEntry.crossWalletBalance = balance.cw;
if (balance.bc !== undefined) assetEntry.availableBalance = balance.bc;
assetEntry.updateTime = event.eventTime;
}
const positions = event.payload.P ?? [];
@@ -604,29 +639,22 @@ function updateAccountSnapshot(snapshot: AsterAccountSnapshot | null, event: { e
for (const position of positions) {
const symbol = position.s;
let existing = next.positions.find((item) => item.symbol === symbol && item.positionSide === position.ps);
if (!existing) {
existing = {
let positionEntry = next.positions.find((item) => item.symbol === symbol && item.positionSide === (position.ps as PositionSide));
if (!positionEntry) {
positionEntry = {
symbol,
positionAmt: "0",
entryPrice: "0",
unrealizedProfit: "0",
positionSide: position.ps,
positionSide: position.ps as PositionSide,
updateTime: event.eventTime,
initialMargin: "0",
maintMargin: "0",
positionInitialMargin: "0",
openOrderInitialMargin: "0",
leverage: "",
isolated: position.mt === "isolated",
maxNotional: "0",
} as any;
next.positions.push(existing);
};
next.positions.push(positionEntry);
}
existing.positionAmt = position.pa ?? existing.positionAmt;
existing.entryPrice = position.ep ?? existing.entryPrice;
existing.unrealizedProfit = position.up ?? existing.unrealizedProfit;
existing.updateTime = event.eventTime;
positionEntry.positionAmt = position.pa ?? positionEntry.positionAmt;
positionEntry.entryPrice = position.ep ?? positionEntry.entryPrice;
positionEntry.unrealizedProfit = position.up ?? positionEntry.unrealizedProfit;
positionEntry.updateTime = event.eventTime;
}
return next;
}
@@ -675,20 +703,18 @@ export class AsterGateway {
mergeOrderSnapshot(this.openOrders, order);
this.ordersEvent.emit(Array.from(this.openOrders.values()));
});
this.userStream.onConnect(() => {
void this.refreshSnapshots();
});
}
async ensureInitialized(symbol: string): Promise<void> {
if (this.initialized) return;
if (this.initializing) return this.initializing;
this.initializing = (async () => {
this.accountSnapshot = await this.rest.getAccount();
const orders = await this.rest.getOpenOrders();
this.openOrders.clear();
orders.forEach((order) => mergeOrderSnapshot(this.openOrders, order));
await this.refreshSnapshots();
this.initialized = true;
await this.userStream.start();
this.accountEvent.emit(this.accountSnapshot!);
this.ordersEvent.emit(Array.from(this.openOrders.values()));
})().catch((error) => {
this.initializing = null;
throw error;
@@ -811,6 +837,24 @@ export class AsterGateway {
this.klineRefreshTimers.set(key, timer);
}
private async refreshSnapshots(): Promise<void> {
try {
const account = await this.rest.getAccount();
this.accountSnapshot = account;
this.accountEvent.emit(account);
} catch (error) {
console.error("[AsterGateway] 刷新账户信息失败", error);
}
try {
const orders = await this.rest.getOpenOrders();
this.openOrders.clear();
orders.forEach((order) => mergeOrderSnapshot(this.openOrders, order));
this.ordersEvent.emit(Array.from(this.openOrders.values()));
} catch (error) {
console.error("[AsterGateway] 刷新挂单失败", error);
}
}
getAccountSnapshot(): AsterAccountSnapshot | null {
return this.accountSnapshot;
}
+47
View File
@@ -30,6 +30,13 @@ export interface AsterAccountPosition {
unrealizedProfit: string;
positionSide: PositionSide;
updateTime: number;
initialMargin?: string;
maintMargin?: string;
positionInitialMargin?: string;
openOrderInitialMargin?: string;
leverage?: string;
isolated?: boolean;
maxNotional?: string;
}
export interface AsterAccountAsset {
@@ -37,6 +44,16 @@ export interface AsterAccountAsset {
walletBalance: string;
availableBalance: string;
updateTime: number;
unrealizedProfit?: string;
marginBalance?: string;
maintMargin?: string;
initialMargin?: string;
positionInitialMargin?: string;
openOrderInitialMargin?: string;
crossWalletBalance?: string;
crossUnPnl?: string;
maxWithdrawAmount?: string;
marginAvailable?: boolean;
}
export interface AsterAccountSnapshot {
@@ -46,6 +63,15 @@ export interface AsterAccountSnapshot {
updateTime: number;
totalWalletBalance: string;
totalUnrealizedProfit: string;
totalMarginBalance?: string;
totalInitialMargin?: string;
totalMaintMargin?: string;
totalPositionInitialMargin?: string;
totalOpenOrderInitialMargin?: string;
totalCrossWalletBalance?: string;
totalCrossUnPnl?: string;
availableBalance?: string;
maxWithdrawAmount?: string;
positions: AsterAccountPosition[];
assets: AsterAccountAsset[];
}
@@ -60,6 +86,9 @@ export interface AsterDepth {
bids: AsterDepthLevel[];
asks: AsterDepthLevel[];
eventTime?: number;
eventType?: string;
tradeTime?: number;
symbol?: string;
}
export interface AsterTicker {
@@ -71,6 +100,16 @@ export interface AsterTicker {
volume: string;
quoteVolume: string;
eventTime?: number;
eventType?: string;
priceChange?: string;
priceChangePercent?: string;
weightedAvgPrice?: string;
lastQty?: string;
openTime?: number;
closeTime?: number;
firstId?: number;
lastId?: number;
count?: number;
}
export interface AsterKline {
@@ -110,4 +149,12 @@ export interface AsterOrder {
reduceOnly: boolean;
closePosition: boolean;
workingType?: string;
avgPrice?: string;
cumQuote?: string;
origType?: string;
positionSide?: PositionSide;
timeInForce?: TimeInForce;
activatePrice?: string;
priceRate?: string;
priceProtect?: boolean;
}