feat(exchanges): add Ondo Perps exchange adapter

2026-09-11 17:28:08 +00:00 · 2026-07-11 15:10:40 +08:00
parent 6b5f2542a4
commit 1f2c2150e0
20 changed files with 2181 additions and 4 deletions
@@ -0,0 +1,208 @@
+import { describe, expect, it, vi } from "vitest";
+import {
+  buildOndoperpsAuthHeaders,
+  createOndoperpsWsSignature,
+  mapOndoperpsAccountSnapshot,
+  mapOndoperpsOrder,
+  normalizeOndoperpsSymbol,
+  OndoperpsGateway,
+} from "../src/exchanges/ondoperps/gateway";
+
+describe("Ondo Perps gateway", () => {
+  it("normalizes common symbols to the official market format", () => {
+    expect(normalizeOndoperpsSymbol("")).toBe("BTC-USD.P");
+    expect(normalizeOndoperpsSymbol("xau")).toBe("XAU-USD.P");
+    expect(normalizeOndoperpsSymbol("NVDA/USD")).toBe("NVDA-USD.P");
+    expect(normalizeOndoperpsSymbol("AAPL-USD.P")).toBe("AAPL-USD.P");
+  });
+
+  it("builds REST and WebSocket HMAC signatures from the documented payload", () => {
+    const body = JSON.stringify({ market: "XAU-USD.P", side: "buy", size: "1" });
+    const headers = buildOndoperpsAuthHeaders({
+      apiKeyId: "ondoKeyId_test",
+      apiSecret: "ondoApiSecret_secret",
+      timestamp: "1700000000000",
+      method: "POST",
+      requestPath: "/v1/perps/orders?market=XAU-USD.P",
+      body,
+    });
+
+    expect(headers).toEqual({
+      "ONDO-KEY-ID": "ondoKeyId_test",
+      "ONDO-TIMESTAMP": "1700000000000",
+      "ONDO-SIGN": "3cf0628da79a19225d79fd17ab4767ee1ecae0219a52e1b1fc1b0c1a8bc7a880",
+    });
+    expect(createOndoperpsWsSignature("ondoApiSecret_secret", "1700000000000")).toBe(
+      "eb87f259c41c7cba728b1ce5baf0a385e6e5c1b1031424d73206cacbaebea742",
+    );
+    expect(createOndoperpsWsSignature("ondoApiSecret_secret", "1700000000000", true)).toBe(
+      "46ca7822ee8444eccd96feaa596e30072c8428aa8ec2cedbe0fdc6744bc21ec7",
+    );
+  });
+
+  it("maps Ondo order fields into the shared exchange contract", () => {
+    const order = mapOndoperpsOrder(
+      {
+        orderId: "order-1",
+        clientOrderId: "client-1",
+        side: "sell",
+        price: "201.25",
+        size: "2",
+        market: "NVDA-USD.P",
+        filledSize: "0.5",
+        filledCost: "100.625",
+        status: "open",
+        createdAt: "2026-07-11T00:00:00Z",
+        type: "limit",
+        timeInForce: "GTC",
+        reduceOnly: true,
+      },
+      "NVDA-USD.P",
+    );
+
+    expect(order).toMatchObject({
+      orderId: "order-1",
+      clientOrderId: "client-1",
+      symbol: "NVDA-USD.P",
+      side: "SELL",
+      type: "LIMIT",
+      status: "NEW",
+      origQty: "2",
+      executedQty: "0.5",
+      avgPrice: "201.25",
+      reduceOnly: true,
+    });
+  });
+
+  it("creates post-only orders with signed REST headers", async () => {
+    const requests: Array<{ url: string; init?: RequestInit }> = [];
+    const fetchFn = vi.fn(async (input: string | URL | Request, init?: RequestInit) => {
+      const url = String(input);
+      requests.push({ url, init });
+      if (url.endsWith("/v1/markets")) {
+        return new Response(JSON.stringify({
+          success: true,
+          result: {
+            perps: {
+              tradingPairs: [
+                { market: "XAU-USD.P", baseIncrement: "0.01", quoteIncrement: "0.1" },
+              ],
+            },
+          },
+        }));
+      }
+      return new Response(JSON.stringify({
+        success: true,
+        result: {
+          orderId: "order-2",
+          clientOrderId: "client-2",
+          side: "buy",
+          price: "2500",
+          size: "0.5",
+          market: "XAU-USD.P",
+          filledSize: "0",
+          status: "open",
+          createdAt: "2026-07-11T00:00:00Z",
+          type: "limit",
+          timeInForce: "GTC",
+          reduceOnly: false,
+        },
+      }));
+    });
+    const fakeWebSocket = {
+      readyState: 0,
+      addEventListener: vi.fn(),
+      send: vi.fn(),
+    } as unknown as WebSocket;
+    const gateway = new OndoperpsGateway({
+      apiKeyId: "ondoKeyId_test",
+      apiSecret: "ondoApiSecret_secret",
+      symbol: "XAU-USD.P",
+      fetchFn: fetchFn as unknown as typeof fetch,
+      webSocketFactory: () => fakeWebSocket,
+      now: () => 1_700_000_000_000,
+    });
+
+    const order = await gateway.createOrder({
+      symbol: "XAU-USD.P",
+      side: "BUY",
+      type: "LIMIT",
+      quantity: 0.5,
+      price: 2500,
+      timeInForce: "GTX",
+      clientOrderId: "client-2",
+    });
+
+    const request = requests[1];
+    expect(request?.url).toBe("https://api.ondoperps.xyz/v1/perps/orders");
+    expect(JSON.parse(String(request?.init?.body))).toMatchObject({
+      market: "XAU-USD.P",
+      type: "limit",
+      side: "buy",
+      size: "0.5",
+      price: "2500",
+      timeInForce: "GTC",
+      postOnly: true,
+      clientOrderId: "client-2",
+    });
+    expect(request?.init?.headers).toMatchObject({
+      "ONDO-KEY-ID": "ondoKeyId_test",
+      "ONDO-TIMESTAMP": "1700000000000",
+    });
+    expect(order).toMatchObject({ orderId: "order-2", status: "NEW", type: "LIMIT" });
+  });
+
+  it("maps short positions and USDC margin fields into an account snapshot", () => {
+    const snapshot = mapOndoperpsAccountSnapshot(
+      {
+        walletBalance: "5000",
+        realizedPnl: "10",
+        unrealizedPnl: "-25",
+        marginBalance: "4975",
+        usedMargin: "1000",
+        availableMargin: "3975",
+        withdrawableMargin: "3975",
+        maintenanceMarginRequirement: "50",
+        totalMaintenanceMargin: "80",
+        marginRatio: "0.016",
+        leverage: "1.5",
+        underLiquidation: false,
+        totalFundingPayments: "-1",
+        totalTradingFees: "2",
+        totalPnL: "-18",
+      },
+      [
+        {
+          market: "NVDA-USD.P",
+          direction: "short",
+          netQuantity: "3",
+          averageEntryPrice: "200",
+          usedMargin: "1000",
+          unrealizedPnl: "-25",
+          markPrice: "208.33",
+          liquidationPrice: "260",
+          bankruptcyPrice: "275",
+          maintenanceMargin: "50",
+          notionalValue: "625",
+          leverage: "1.5",
+          netFundingSinceNeutral: "-1",
+          returnOnEquity: "-0.025",
+        },
+      ],
+      "NVDA-USD.P",
+      "NVDA-USD.P",
+      1234,
+    );
+
+    expect(snapshot.totalWalletBalance).toBe("5000");
+    expect(snapshot.availableBalance).toBe("3975");
+    expect(snapshot.assets[0]?.asset).toBe("USDC");
+    expect(snapshot.positions[0]).toMatchObject({
+      symbol: "NVDA-USD.P",
+      positionAmt: "-3",
+      entryPrice: "200",
+      markPrice: "208.33",
+      positionSide: "BOTH",
+    });
+  });
+});