mirror of
https://github.com/discountry/ritmex-bot.git
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更新文档，添加和修改多个API接口的描述，确保文档内容的准确性和完整性，提升开发者使用体验。
This commit is contained in:
discountry
@@ -0,0 +1,2 @@
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Placeholder until adapter implementation
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@@ -0,0 +1,28 @@
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import { GrvtClient, GrvtWsClient, EGrvtEnvironment } from "@grvt/sdk";
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export interface GrvtCredentials {
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apiKey: string;
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apiSecret: string;
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env: EGrvtEnvironment;
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subAccountId: string;
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instrument: string;
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}
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export class GrvtGateway {
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private readonly grvtClient: GrvtClient;
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private readonly wsClient: GrvtWsClient;
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constructor(private readonly credentials: GrvtCredentials) {
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this.grvtClient = new GrvtClient({
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apiKey: credentials.apiKey,
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apiSecret: credentials.apiSecret,
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env: credentials.env,
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});
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this.wsClient = new GrvtWsClient({ apiKey: credentials.apiKey, env: credentials.env });
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}
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async initialize(): Promise<void> {
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await this.wsClient.connect();
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}
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}
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@@ -0,0 +1,269 @@
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import { GrvtClient, GrvtWsClient, EGrvtEnvironment } from "@grvt/sdk";
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import { TDG } from "@grvt/client";
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import type {
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GrvtAccountSnapshot,
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GrvtOrder,
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GrvtOrderUpdateFeed,
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GrvtPosition,
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GrvtPositionUpdateFeed,
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} from "../types";
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export interface GrvtGatewayOptions {
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apiKey: string;
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apiSecret: string;
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subAccountId: string;
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instrument: string;
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env?: EGrvtEnvironment;
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}
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export class GrvtGateway {
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private readonly client: GrvtClient;
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private readonly ws: GrvtWsClient;
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private readonly tdg: TDG;
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private accountSnapshot: GrvtAccountSnapshot | null = null;
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private openOrders: GrvtOrder[] = [];
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private positions: GrvtPosition[] = [];
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private readonly instrument: string;
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private snapshotListeners = new Set<(snapshot: GrvtAccountSnapshot) => void>();
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private ordersListeners = new Set<(orders: GrvtOrder[]) => void>();
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private positionsListeners = new Set<(positions: GrvtPosition[]) => void>();
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constructor(private readonly options: GrvtGatewayOptions) {
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const environment = options.env ?? (process.env.GRVT_ENV as EGrvtEnvironment) ?? EGrvtEnvironment.TESTNET;
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this.client = new GrvtClient({
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apiKey: options.apiKey,
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apiSecret: options.apiSecret,
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env: environment,
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});
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this.ws = new GrvtWsClient({ apiKey: options.apiKey, env: environment });
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this.tdg = new TDG({ host: `https://trades.${this.client["domain"]}/lite/v1` });
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this.tdg = new TDG({ host: `https://trades.${this.client["domain"]}` });
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this.instrument = options.instrument;
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}
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async initialize(): Promise<void> {
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await this.refreshAccountSnapshot();
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await this.refreshOpenOrders();
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await this.refreshPositions();
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await this.ws.connect();
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this.subscribeStreams();
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}
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onAccount(listener: (snapshot: GrvtAccountSnapshot) => void): () => void {
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this.snapshotListeners.add(listener);
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if (this.accountSnapshot) listener(this.accountSnapshot);
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return () => {
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this.snapshotListeners.delete(listener);
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};
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}
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onOrders(listener: (orders: GrvtOrder[]) => void): () => void {
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this.ordersListeners.add(listener);
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if (this.openOrders.length) listener([...this.openOrders]);
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return () => {
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this.ordersListeners.delete(listener);
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};
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}
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onPositions(listener: (positions: GrvtPosition[]) => void): () => void {
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this.positionsListeners.add(listener);
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if (this.positions.length) listener([...this.positions]);
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return () => {
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this.positionsListeners.delete(listener);
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};
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}
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getAccountSnapshot(): GrvtAccountSnapshot | null {
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return this.accountSnapshot ? { ...this.accountSnapshot } : null;
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}
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getOpenOrders(): GrvtOrder[] {
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return [...this.openOrders];
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}
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getPositions(): GrvtPosition[] {
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return [...this.positions];
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}
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private async refreshAccountSnapshot(): Promise<void> {
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const response = await this.client.getSubAccountSummary({ sub_account_id: this.options.subAccountId });
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const snapshot = mapAccountSnapshot(response);
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this.accountSnapshot = snapshot;
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this.emitAccount(snapshot);
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}
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private async refreshOpenOrders(): Promise<void> {
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const response = await this.client.tdgClient.openOrders({ sub_account_id: this.options.subAccountId });
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const orders = mapOpenOrders(response);
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this.openOrders = orders;
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this.emitOrders(orders);
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}
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private async refreshPositions(): Promise<void> {
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const response = await this.client.tdgClient.positions({ sub_account_id: this.options.subAccountId });
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const positions = mapPositions(response);
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this.positions = positions.filter((position) => position.instrument === this.instrument);
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this.emitPositions(this.positions);
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}
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private subscribeStreams(): void {
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const orderSubscription: IWSTdgOrderRequest = {
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stream: `${EStream.ORDER}`,
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params: {
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sub_account_id: this.options.subAccountId,
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instrument: this.instrument,
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},
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onData: (message) => this.handleOrderFeed(message),
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};
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const orderStateSubscription: IWSTdgOrderStateRequest = {
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stream: `${EStream.STATE}`,
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params: {
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sub_account_id: this.options.subAccountId,
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instrument: this.instrument,
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},
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onData: (message) => this.handleOrderStateFeed(message),
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};
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const positionSubscription: IWSTdgPositionRequest = {
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stream: `${EStream.POSITION}`,
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params: {
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sub_account_id: this.options.subAccountId,
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instrument: this.instrument,
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},
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onData: (message) => this.handlePositionFeed(message),
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};
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this.ws.subscribe(orderSubscription);
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this.ws.subscribe(orderStateSubscription);
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this.ws.subscribe(positionSubscription);
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}
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private handleOrderFeed(feed: GrvtOrder): void {
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this.mergeOrder(feed);
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}
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private handleOrderStateFeed(feed: GrvtOrderUpdateFeed): void {
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this.mergeOrderState(feed);
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}
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private handlePositionFeed(feed: GrvtPositionUpdateFeed): void {
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this.mergePosition(feed);
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}
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private mergeOrder(order: GrvtOrder): void {
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const existingIndex = this.openOrders.findIndex((item) => item.order_id === order.order_id);
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if (existingIndex >= 0) {
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this.openOrders[existingIndex] = { ...this.openOrders[existingIndex], ...order };
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} else {
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this.openOrders.push(order);
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}
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this.emitOrders([...this.openOrders]);
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}
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private mergeOrderState(update: GrvtOrderUpdateFeed): void {
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const existing = this.openOrders.find((item) => item.order_id === update.order_id);
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if (existing) {
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existing.state = update.state;
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this.emitOrders([...this.openOrders]);
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}
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}
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private mergePosition(update: GrvtPositionUpdateFeed): void {
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const idx = this.positions.findIndex((item) => item.instrument === update.instrument);
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if (idx >= 0) {
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this.positions[idx] = {
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...this.positions[idx],
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...update,
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};
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} else {
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this.positions.push(update);
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}
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this.emitPositions([...this.positions]);
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}
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private emitAccount(snapshot: GrvtAccountSnapshot): void {
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this.snapshotListeners.forEach((listener) => {
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try {
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listener({ ...snapshot });
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} catch (error) {
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console.error("[GrvtGateway] account listener failed", error);
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}
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});
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}
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private emitOrders(orders: GrvtOrder[]): void {
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this.ordersListeners.forEach((listener) => {
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try {
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listener([...orders]);
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} catch (error) {
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console.error("[GrvtGateway] orders listener failed", error);
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}
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});
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}
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private emitPositions(positions: GrvtPosition[]): void {
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this.positionsListeners.forEach((listener) => {
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try {
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listener([...positions]);
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} catch (error) {
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console.error("[GrvtGateway] positions listener failed", error);
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}
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});
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}
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}
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function mapAccountSnapshot(response: IApiSubAccountSummaryResponse): GrvtAccountSnapshot {
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const result = response.result;
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if (!result) {
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return {
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total_unrealized_pnl: "0",
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positions: [],
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};
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}
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return {
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total_unrealized_pnl: result.unrealized_pnl,
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positions: (result.positions ?? []).map(mapPositionEntry),
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settle_currency: result.settle_currency,
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available_balance: result.available_balance,
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};
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}
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function mapOpenOrders(response: IApiOpenOrdersResponse): GrvtOrder[] {
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return (response.result ?? []).map((order) => ({
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order_id: order.order_id ?? "",
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client_order_id: order.metadata?.client_order_id,
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sub_account_id: order.sub_account_id,
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is_market: order.is_market,
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time_in_force: order.time_in_force,
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post_only: order.post_only,
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reduce_only: order.reduce_only,
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legs: order.legs?.map((leg) => ({
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instrument: leg.instrument ?? "",
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size: leg.size ?? "0",
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limit_price: leg.limit_price ?? undefined,
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is_buying_asset: leg.is_buying_asset,
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})),
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metadata: order.metadata,
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state: order.state,
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}));
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}
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function mapPositions(response: IApiPositionsResponse): GrvtPosition[] {
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return (response.result ?? []).map(mapPositionEntry);
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}
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function mapPositionEntry(entry: any): GrvtPosition {
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return {
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instrument: entry.instrument ?? "",
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size: entry.size ?? "0",
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entry_price: entry.entry_price,
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mark_price: entry.mark_price,
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unrealized_pnl: entry.unrealized_pnl,
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sub_account_id: entry.sub_account_id,
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update_time: entry.event_time,
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};
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}
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@@ -44,6 +44,157 @@ export interface AsterAccountPosition {
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markPrice?: string;
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}
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export interface GrvtOrderLeg {
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instrument: string;
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size: string;
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limit_price?: string;
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is_buying_asset?: boolean;
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}
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export interface GrvtOrderMetadata {
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client_order_id?: string;
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create_time?: string;
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broker?: string | null;
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}
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export interface GrvtOrderState {
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status?: string;
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reject_reason?: string | null;
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book_size?: string[];
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traded_size?: string[];
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update_time?: string;
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avg_fill_price?: string[];
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}
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export interface GrvtOrder {
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order_id: string;
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client_order_id?: string;
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sub_account_id?: string;
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is_market?: boolean;
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time_in_force?: string;
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post_only?: boolean;
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reduce_only?: boolean;
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legs?: GrvtOrderLeg[];
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metadata?: GrvtOrderMetadata;
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state?: GrvtOrderState;
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instrument?: string;
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}
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export interface GrvtTrade {
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price: string;
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size: string;
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taker_side: "BUY" | "SELL";
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timestamp: string;
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}
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export interface GrvtTradeHistoryResponse {
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result?: GrvtTrade[];
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}
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export interface GrvtWebsocketMessage<T> {
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stream: string;
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selector: string;
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sequence_number?: string;
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feed: T;
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}
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export interface GrvtOrderUpdateFeed {
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order_id: string;
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client_order_id?: string;
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sub_account_id?: string;
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state?: GrvtOrderState;
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traded_size?: string[];
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update_time?: string;
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}
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export interface GrvtPositionUpdateFeed {
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instrument: string;
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size: string;
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entry_price?: string;
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mark_price?: string;
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unrealized_pnl?: string;
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sub_account_id?: string;
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update_time?: string;
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}
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export interface GrvtDepthUpdateFeed {
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instrument: string;
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bids: GrvtDepthLevel[];
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asks: GrvtDepthLevel[];
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event_time?: string;
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}
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export interface GrvtTickerUpdateFeed {
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instrument: string;
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mark_price?: string;
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last_trade_price?: string;
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best_bid_price?: string;
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best_ask_price?: string;
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volume_24h?: string;
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}
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export interface GrvtOpenOrdersResponse {
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result?: GrvtOrder[];
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}
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export interface GrvtPositionsResponse {
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result?: GrvtPosition[];
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}
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export interface GrvtPosition {
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instrument: string;
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size: string;
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entry_price?: string;
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mark_price?: string;
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unrealized_pnl?: string;
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}
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export interface GrvtAccountSnapshot {
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total_unrealized_pnl?: string;
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positions: GrvtPosition[];
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settle_currency?: string;
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available_balance?: string;
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}
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export interface GrvtBalancesResponse {
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result?: {
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total_unrealized_pnl?: string;
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positions?: GrvtPosition[];
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};
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}
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export interface GrvtDepthLevel {
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price: string;
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size: string;
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}
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export interface GrvtDepth {
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instrument: string;
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event_time?: string;
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bids: GrvtDepthLevel[];
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asks: GrvtDepthLevel[];
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}
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export interface GrvtTicker {
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instrument: string;
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mark_price?: string;
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last_trade_price?: string;
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best_bid_price?: string;
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best_ask_price?: string;
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volume_24h?: string;
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}
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export interface GrvtKline {
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open_time: number;
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close_time: number;
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open: string;
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high: string;
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low: string;
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close: string;
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volume: string;
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number_of_trades?: number;
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}
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export interface AsterAccountAsset {
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asset: string;
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walletBalance: string;
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