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https://github.com/discountry/ritmex-bot.git
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feat: 添加 EdgeX 交易所适配器及相关客户端实现，支持订单、深度和K线数据处理
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discountry
@@ -0,0 +1,343 @@
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import math
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import time
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from decimal import Decimal
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from typing import Dict, Any, Optional, List
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from ..internal.async_client import AsyncClient
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from .types import (
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CreateOrderParams,
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CancelOrderParams,
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GetActiveOrderParams,
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OrderFillTransactionParams,
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TimeInForce,
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OrderType
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)
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class Client:
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"""Client for order-related API endpoints."""
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def __init__(self, async_client: AsyncClient):
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"""
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Initialize the order client.
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Args:
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async_client: The async client for common functionality
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"""
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self.async_client = async_client
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async def create_order(self, params: CreateOrderParams, metadata: Dict[str, Any]) -> Dict[str, Any]:
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"""
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Create a new order with the given parameters.
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Args:
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params: Order parameters
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metadata: Exchange metadata
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Returns:
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Dict[str, Any]: The created order
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Raises:
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ValueError: If required parameters are missing or invalid
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"""
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# Set default TimeInForce based on order type if not specified
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if not params.time_in_force:
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if params.type == OrderType.MARKET:
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params.time_in_force = TimeInForce.IMMEDIATE_OR_CANCEL
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elif params.type == OrderType.LIMIT:
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params.time_in_force = TimeInForce.GOOD_TIL_CANCEL
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# Find the contract from metadata
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contract = None
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contract_list = metadata.get("contractList", [])
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for c in contract_list:
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if c.get("contractId") == params.contract_id:
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contract = c
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break
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if not contract:
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raise ValueError(f"contract not found: {params.contract_id}")
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# Get collateral coin from metadata
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global_data = metadata.get("global", {})
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collateral_coin = global_data.get("starkExCollateralCoin", {})
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# Parse decimal values
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try:
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size = Decimal(params.size)
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price = Decimal(params.price)
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except (ValueError, TypeError):
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raise ValueError("failed to parse size or price")
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# Convert hex resolution to decimal
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hex_resolution = contract.get("starkExResolution", "0x0")
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# Remove "0x" prefix if present
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hex_resolution = hex_resolution.replace("0x", "")
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# Parse hex string to int
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try:
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resolution_int = int(hex_resolution, 16)
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resolution = Decimal(resolution_int)
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except (ValueError, TypeError):
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raise ValueError("failed to parse hex resolution")
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client_order_id = params.client_order_id or self.async_client.generate_uuid()
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# Calculate values
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value_dm = price * size
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amount_synthetic = int(size * resolution)
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amount_collateral = int(value_dm * Decimal("1000000")) # Shift 6 decimal places
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# Calculate fee based on order type (maker/taker)
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try:
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fee_rate = Decimal(contract.get("defaultTakerFeeRate", "0"))
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except (ValueError, TypeError):
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raise ValueError("failed to parse fee rate")
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# Calculate fee amount in decimal with ceiling to integer
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amount_fee_dm = Decimal(str(math.ceil(float(value_dm * fee_rate))))
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amount_fee_str = str(amount_fee_dm)
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# Convert to the required integer format for the protocol
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amount_fee = int(amount_fee_dm * Decimal("1000000")) # Shift 6 decimal places
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nonce = self.async_client.calc_nonce(client_order_id)
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l2_expire_time = int(time.time() * 1000) + (14 * 24 * 60 * 60 * 1000) # 14 days
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# Calculate signature using asset IDs from metadata
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expire_time_unix = l2_expire_time // (60 * 60 * 1000)
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sig_hash = self.async_client.calc_limit_order_hash(
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contract.get("starkExSyntheticAssetId", ""),
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collateral_coin.get("starkExAssetId", ""),
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collateral_coin.get("starkExAssetId", ""),
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params.side.value == "BUY",
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amount_synthetic,
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amount_collateral,
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amount_fee,
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nonce,
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self.async_client.get_account_id(),
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expire_time_unix
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)
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# Sign the order
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sig = self.async_client.sign(sig_hash)
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# Convert signature to string (include v component like Go SDK, even though it's empty)
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sig_str = f"{sig.r}{sig.s}{sig.v if hasattr(sig, 'v') and sig.v else ''}"
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# Create order request
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account_id = str(self.async_client.get_account_id())
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nonce_str = str(nonce)
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l2_expire_time_str = str(l2_expire_time)
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expire_time_str = str(l2_expire_time - 864000000) # 10 days earlier
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value_str = str(value_dm)
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price_str = params.price if params.type == OrderType.LIMIT else "0"
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# Prepare request data
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request_data = {
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"accountId": account_id,
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"contractId": params.contract_id,
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"price": price_str,
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"size": params.size,
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"type": params.type.value, # Use .value to get the string value
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"timeInForce": params.time_in_force.value, # Use .value to get the string value
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"side": params.side.value, # Use .value to get the string value
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"l2Signature": sig_str,
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"l2Nonce": nonce_str,
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"l2ExpireTime": l2_expire_time_str,
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"l2Value": value_str,
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"l2Size": params.size,
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"l2LimitFee": amount_fee_str,
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"clientOrderId": client_order_id,
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"expireTime": expire_time_str,
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"reduceOnly": params.reduce_only
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}
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# Execute request using async client
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return await self.async_client.make_authenticated_request(
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method="POST",
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path="/api/v1/private/order/createOrder",
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data=request_data
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)
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async def cancel_order(self, params: CancelOrderParams) -> Dict[str, Any]:
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"""
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Cancel a specific order.
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Args:
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params: Cancel order parameters
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Returns:
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Dict[str, Any]: The cancellation result
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Raises:
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ValueError: If required parameters are missing or invalid
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"""
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account_id = str(self.async_client.get_account_id())
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if params.order_id:
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path = "/api/v1/private/order/cancelOrderById"
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request_data = {
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"accountId": account_id,
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"orderIdList": [params.order_id]
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}
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elif params.client_id:
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path = "/api/v1/private/order/cancelOrderByClientOrderId"
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request_data = {
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"accountId": account_id,
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"clientOrderIdList": [params.client_id]
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}
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elif params.contract_id:
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path = "/api/v1/private/order/cancelAllOrder"
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request_data = {
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"accountId": account_id,
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"filterContractIdList": [params.contract_id]
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}
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else:
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raise ValueError("must provide either order_id, client_id, or contract_id")
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# Execute request using async client
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return await self.async_client.make_authenticated_request(
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method="POST",
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path=path,
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data=request_data
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)
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async def get_active_orders(self, params: GetActiveOrderParams) -> Dict[str, Any]:
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"""
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Get active orders with pagination and filters.
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Args:
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params: Active order query parameters
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Returns:
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Dict[str, Any]: The active orders
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Raises:
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ValueError: If the request fails
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"""
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# Build query parameters
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query_params = {
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"accountId": str(self.async_client.get_account_id())
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}
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# Add pagination parameters
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if params.size:
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query_params["size"] = params.size
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if params.offset_data:
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query_params["offsetData"] = params.offset_data
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# Add filter parameters
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if params.filter_coin_id_list:
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query_params["filterCoinIdList"] = ",".join(params.filter_coin_id_list)
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if params.filter_contract_id_list:
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query_params["filterContractIdList"] = ",".join(params.filter_contract_id_list)
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if params.filter_type_list:
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query_params["filterTypeList"] = ",".join(params.filter_type_list)
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if params.filter_status_list:
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query_params["filterStatusList"] = ",".join(params.filter_status_list)
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# Add boolean filters
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if params.filter_is_liquidate is not None:
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query_params["filterIsLiquidateList"] = str(params.filter_is_liquidate).lower()
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if params.filter_is_deleverage is not None:
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query_params["filterIsDeleverageList"] = str(params.filter_is_deleverage).lower()
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if params.filter_is_position_tpsl is not None:
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query_params["filterIsPositionTpslList"] = str(params.filter_is_position_tpsl).lower()
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# Add time filters
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if params.filter_start_created_time_inclusive > 0:
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query_params["filterStartCreatedTimeInclusive"] = str(params.filter_start_created_time_inclusive)
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if params.filter_end_created_time_exclusive > 0:
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query_params["filterEndCreatedTimeExclusive"] = str(params.filter_end_created_time_exclusive)
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# Execute request using async client
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return await self.async_client.make_authenticated_request(
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method="GET",
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path="/api/v1/private/order/getActiveOrderPage",
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params=query_params
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)
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async def get_order_fill_transactions(self, params: OrderFillTransactionParams) -> Dict[str, Any]:
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"""
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Get order fill transactions with pagination and filters.
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Args:
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params: Order fill transaction query parameters
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Returns:
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Dict[str, Any]: The order fill transactions
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Raises:
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ValueError: If the request fails
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"""
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# Build query parameters
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query_params = {
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"accountId": str(self.async_client.get_account_id())
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}
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# Add pagination parameters
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if params.size:
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query_params["size"] = params.size
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if params.offset_data:
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query_params["offsetData"] = params.offset_data
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# Add filter parameters
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if params.filter_coin_id_list:
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query_params["filterCoinIdList"] = ",".join(params.filter_coin_id_list)
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if params.filter_contract_id_list:
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query_params["filterContractIdList"] = ",".join(params.filter_contract_id_list)
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if params.filter_order_id_list:
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query_params["filterOrderIdList"] = ",".join(params.filter_order_id_list)
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# Add boolean filters
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if params.filter_is_liquidate is not None:
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query_params["filterIsLiquidateList"] = str(params.filter_is_liquidate).lower()
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if params.filter_is_deleverage is not None:
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query_params["filterIsDeleverageList"] = str(params.filter_is_deleverage).lower()
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if params.filter_is_position_tpsl is not None:
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query_params["filterIsPositionTpslList"] = str(params.filter_is_position_tpsl).lower()
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# Add time filters
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if params.filter_start_created_time_inclusive > 0:
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query_params["filterStartCreatedTimeInclusive"] = str(params.filter_start_created_time_inclusive)
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if params.filter_end_created_time_exclusive > 0:
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query_params["filterEndCreatedTimeExclusive"] = str(params.filter_end_created_time_exclusive)
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# Execute request using async client
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return await self.async_client.make_authenticated_request(
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method="GET",
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path="/api/v1/private/order/getHistoryOrderFillTransactionPage",
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params=query_params
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)
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async def get_max_order_size(self, contract_id: str, price: float) -> Dict[str, Any]:
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"""
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Get the maximum order size for a given contract and price.
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Args:
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contract_id: The contract ID
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price: The price
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Returns:
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Dict[str, Any]: The maximum order size information
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Raises:
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ValueError: If the request fails
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"""
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# Build request body (API expects POST with JSON body)
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data = {
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"accountId": str(self.async_client.get_account_id()),
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"contractId": contract_id,
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"price": str(price)
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}
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# Execute request using async client
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return await self.async_client.make_authenticated_request(
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method="POST",
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path="/api/v1/private/order/getMaxCreateOrderSize",
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data=data
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)
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