mirror of
https://github.com/discountry/ritmex-bot.git
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feat: 添加 Paradex 适配器支持，更新环境变量配置和适配器构建逻辑
This commit is contained in:
discountry
@@ -1,10 +1,7 @@
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import { makerConfig, tradingConfig } from "../config";
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import {
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createExchangeAdapter,
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getExchangeDisplayName,
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resolveExchangeId,
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} from "../exchanges/create-adapter";
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import { getExchangeDisplayName, resolveExchangeId } from "../exchanges/create-adapter";
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import type { ExchangeAdapter } from "../exchanges/adapter";
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import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
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import {
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MakerEngine,
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type MakerEngineSnapshot,
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@@ -147,52 +144,7 @@ async function runEngine<TSnapshot extends TrendEngineSnapshot | MakerEngineSnap
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}
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function createAdapterOrThrow(symbol: string): ExchangeAdapter {
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const exchangeId = resolveExchangeId();
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if (exchangeId === "aster") {
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const apiKey = process.env.ASTER_API_KEY;
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const apiSecret = process.env.ASTER_API_SECRET;
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if (!apiKey || !apiSecret) {
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throw new Error("Missing ASTER_API_KEY or ASTER_API_SECRET environment variables");
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}
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return createExchangeAdapter({
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exchange: exchangeId,
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symbol,
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aster: { apiKey, apiSecret },
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});
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}
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if (exchangeId === "lighter") {
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const accountIndex = parseInt(process.env.LIGHTER_ACCOUNT_INDEX ?? "", 10);
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const privateKey = process.env.LIGHTER_API_PRIVATE_KEY;
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if (!Number.isFinite(accountIndex) || !privateKey) {
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throw new Error("LIGHTER_ACCOUNT_INDEX and LIGHTER_API_PRIVATE_KEY environment variables are required for Lighter exchange");
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}
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const apiKeyIndex = process.env.LIGHTER_API_KEY_INDEX ? Number(process.env.LIGHTER_API_KEY_INDEX) : 0;
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const lighterSymbol = process.env.LIGHTER_SYMBOL ?? symbol;
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const marketId = process.env.LIGHTER_MARKET_ID ? Number(process.env.LIGHTER_MARKET_ID) : undefined;
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const priceDecimals = process.env.LIGHTER_PRICE_DECIMALS ? Number(process.env.LIGHTER_PRICE_DECIMALS) : undefined;
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const sizeDecimals = process.env.LIGHTER_SIZE_DECIMALS ? Number(process.env.LIGHTER_SIZE_DECIMALS) : undefined;
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return createExchangeAdapter({
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exchange: exchangeId,
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symbol,
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lighter: {
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marketSymbol: lighterSymbol,
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accountIndex,
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apiPrivateKey: privateKey,
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apiKeyIndex,
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baseUrl: process.env.LIGHTER_BASE_URL,
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environment: process.env.LIGHTER_ENV,
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marketId,
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priceDecimals,
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sizeDecimals,
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},
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});
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}
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return createExchangeAdapter({
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exchange: exchangeId,
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symbol,
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grvt: { symbol },
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});
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return buildAdapterFromEnv({ exchangeId: resolveExchangeId(), symbol });
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}
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type TradeLogEntry = { time: string; type: string; detail: string };
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+36
-2
@@ -10,9 +10,21 @@
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* - BACKPACK_SANDBOX: Set to "true" for sandbox mode
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* - BACKPACK_DEBUG: Set to "true" for debug logging
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*
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* Environment Variables for Paradex Exchange:
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* - PARADEX_PRIVATE_KEY: Required EVM private key for REST/WS authentication
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* - PARADEX_WALLET_ADDRESS: Required wallet address matching the private key
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* - PARADEX_SYMBOL: Override symbol (defaults to TRADE_SYMBOL)
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* - PARADEX_SANDBOX: Set to "true" to use testnet endpoints
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* - PARADEX_USE_PRO: Set to "false" to disable ccxt.pro websocket feeds
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* - PARADEX_RECONNECT_DELAY_MS: Optional websocket reconnect delay in ms (default 2000)
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* - PARADEX_DEBUG: Set to "true" for verbose Paradex adapter logging
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*
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* Usage: Set EXCHANGE=backpack to use Backpack exchange
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* Set EXCHANGE=paradex to use Paradex exchange
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*/
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import { resolveExchangeId, type SupportedExchangeId } from "./exchanges/create-adapter";
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export interface TradingConfig {
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symbol: string;
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tradeAmount: number;
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@@ -32,6 +44,28 @@ export interface TradingConfig {
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minBollingerBandwidth: number;
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}
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const SYMBOL_PRIORITY_BY_EXCHANGE: Record<SupportedExchangeId, { envKeys: string[]; fallback: string }> = {
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aster: { envKeys: ["ASTER_SYMBOL", "TRADE_SYMBOL"], fallback: "BTCUSDT" },
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grvt: { envKeys: ["GRVT_SYMBOL", "TRADE_SYMBOL"], fallback: "BTCUSDT" },
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lighter: { envKeys: ["LIGHTER_SYMBOL", "TRADE_SYMBOL"], fallback: "BTCUSDT" },
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backpack: { envKeys: ["BACKPACK_SYMBOL", "TRADE_SYMBOL"], fallback: "BTCUSDC" },
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paradex: { envKeys: ["PARADEX_SYMBOL", "TRADE_SYMBOL"], fallback: "BTC/USDC" },
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};
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export function resolveSymbolFromEnv(explicitExchangeId?: SupportedExchangeId | string | null): string {
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const exchangeId = explicitExchangeId
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? resolveExchangeId(explicitExchangeId)
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: resolveExchangeId();
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const { envKeys, fallback } = SYMBOL_PRIORITY_BY_EXCHANGE[exchangeId];
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for (const key of envKeys) {
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const value = process.env[key];
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if (value && value.trim()) {
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return value.trim();
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}
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}
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return fallback;
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}
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function parseNumber(value: string | undefined, fallback: number): number {
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if (!value) return fallback;
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const next = Number(value);
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@@ -39,7 +73,7 @@ function parseNumber(value: string | undefined, fallback: number): number {
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}
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export const tradingConfig: TradingConfig = {
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symbol: process.env.TRADE_SYMBOL ?? "BTCUSDT",
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symbol: resolveSymbolFromEnv(),
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tradeAmount: parseNumber(process.env.TRADE_AMOUNT, 0.001),
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lossLimit: parseNumber(process.env.LOSS_LIMIT, 0.03),
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trailingProfit: parseNumber(process.env.TRAILING_PROFIT, 0.2),
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@@ -70,7 +104,7 @@ export interface MakerConfig {
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}
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export const makerConfig: MakerConfig = {
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symbol: process.env.TRADE_SYMBOL ?? "BTCUSDT",
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symbol: resolveSymbolFromEnv(),
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tradeAmount: parseNumber(process.env.TRADE_AMOUNT, 0.001),
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lossLimit: parseNumber(process.env.MAKER_LOSS_LIMIT, parseNumber(process.env.LOSS_LIMIT, 0.03)),
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bidOffset: parseNumber(process.env.MAKER_BID_OFFSET, 0),
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@@ -242,6 +242,8 @@ export async function placeStopLossOrder(
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timeInForce: "GTC",
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quantity: roundQtyDownToStep(quantity, qtyStep),
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};
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// 部分交易所（例如 Paradex）要求 STOP_MARKET 同时提供 price 字段
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params.price = params.stopPrice;
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await deduplicateOrders(adapter, symbol, openOrders, locks, timers, pendings, type, side, log);
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lockOperating(locks, timers, pendings, type, log);
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try {
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@@ -3,6 +3,7 @@ import { AsterExchangeAdapter, type AsterCredentials } from "./aster-adapter";
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import { GrvtExchangeAdapter, type GrvtCredentials } from "./grvt/adapter";
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import { LighterExchangeAdapter, type LighterCredentials } from "./lighter/adapter";
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import { BackpackExchangeAdapter, type BackpackCredentials } from "./backpack/adapter";
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import { ParadexExchangeAdapter, type ParadexCredentials } from "./paradex/adapter";
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export interface ExchangeFactoryOptions {
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symbol: string;
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@@ -11,9 +12,10 @@ export interface ExchangeFactoryOptions {
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grvt?: GrvtCredentials;
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lighter?: LighterCredentials;
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backpack?: BackpackCredentials;
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paradex?: ParadexCredentials;
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}
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export type SupportedExchangeId = "aster" | "grvt" | "lighter" | "backpack";
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export type SupportedExchangeId = "aster" | "grvt" | "lighter" | "backpack" | "paradex";
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export function resolveExchangeId(value?: string | null): SupportedExchangeId {
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const fallback = (value ?? process.env.EXCHANGE ?? process.env.TRADE_EXCHANGE ?? "aster")
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@@ -23,6 +25,7 @@ export function resolveExchangeId(value?: string | null): SupportedExchangeId {
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if (fallback === "grvt") return "grvt";
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if (fallback === "lighter") return "lighter";
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if (fallback === "backpack") return "backpack";
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if (fallback === "paradex") return "paradex";
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return "aster";
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}
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@@ -30,6 +33,7 @@ export function getExchangeDisplayName(id: SupportedExchangeId): string {
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if (id === "grvt") return "GRVT";
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if (id === "lighter") return "Lighter";
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if (id === "backpack") return "Backpack";
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if (id === "paradex") return "Paradex";
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return "AsterDex";
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}
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@@ -44,5 +48,8 @@ export function createExchangeAdapter(options: ExchangeFactoryOptions): Exchange
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if (id === "backpack") {
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return new BackpackExchangeAdapter({ ...options.backpack, symbol: options.symbol });
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}
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if (id === "paradex") {
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return new ParadexExchangeAdapter({ ...options.paradex, symbol: options.symbol });
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}
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return new AsterExchangeAdapter({ ...options.aster, symbol: options.symbol });
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}
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@@ -0,0 +1,210 @@
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import { setTimeout, clearTimeout } from "timers";
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import type {
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AccountListener,
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DepthListener,
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ExchangeAdapter,
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KlineListener,
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OrderListener,
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TickerListener,
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} from "../adapter";
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import type { AsterOrder, CreateOrderParams } from "../types";
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import { extractMessage } from "../../utils/errors";
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import { ParadexGateway, type ParadexGatewayOptions } from "./gateway";
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export interface ParadexCredentials {
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privateKey?: string;
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walletAddress?: string;
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sandbox?: boolean;
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pollIntervals?: ParadexGatewayOptions["pollIntervals"];
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watchReconnectDelayMs?: number;
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usePro?: boolean;
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symbol?: string;
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}
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export class ParadexExchangeAdapter implements ExchangeAdapter {
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readonly id = "paradex";
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private readonly gateway: ParadexGateway;
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private readonly symbol: string;
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private initPromise: Promise<void> | null = null;
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private readonly initContexts = new Set<string>();
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private retryTimer: ReturnType<typeof setTimeout> | null = null;
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private retryDelayMs = 3000;
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private lastInitErrorAt = 0;
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constructor(credentials: ParadexCredentials = {}) {
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const privateKey = credentials.privateKey ?? process.env.PARADEX_PRIVATE_KEY;
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const walletAddress = credentials.walletAddress ?? process.env.PARADEX_WALLET_ADDRESS;
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const sandbox = credentials.sandbox ?? (process.env.PARADEX_SANDBOX === "true");
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const symbol = credentials.symbol ?? process.env.PARADEX_SYMBOL ?? process.env.TRADE_SYMBOL ?? "BTC/USDC";
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const usePro = credentials.usePro ?? this.parseBooleanEnv(process.env.PARADEX_USE_PRO);
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const watchReconnectDelayMs =
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credentials.watchReconnectDelayMs ?? this.parseNumberEnv(process.env.PARADEX_RECONNECT_DELAY_MS);
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this.gateway = new ParadexGateway({
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symbol,
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displaySymbol: symbol,
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privateKey,
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walletAddress,
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sandbox,
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pollIntervals: credentials.pollIntervals,
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watchReconnectDelayMs,
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usePro,
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logger: (context, error) => this.logError(context, error),
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});
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this.symbol = symbol;
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}
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supportsTrailingStops(): boolean {
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return false;
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}
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watchAccount(cb: AccountListener): void {
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void this.ensureInitialized("watchAccount");
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this.gateway.onAccount(this.safeInvoke("watchAccount", cb));
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}
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watchOrders(cb: OrderListener): void {
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void this.ensureInitialized("watchOrders");
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this.gateway.onOrders(this.safeInvoke("watchOrders", cb));
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}
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watchDepth(symbol: string, cb: DepthListener): void {
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void this.ensureInitialized(`watchDepth:${symbol}`);
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this.gateway.onDepth(this.safeInvoke("watchDepth", cb));
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}
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watchTicker(symbol: string, cb: TickerListener): void {
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void this.ensureInitialized(`watchTicker:${symbol}`);
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this.gateway.onTicker(this.safeInvoke("watchTicker", cb));
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}
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watchKlines(symbol: string, interval: string, cb: KlineListener): void {
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void this.ensureInitialized(`watchKlines:${symbol}:${interval}`);
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this.gateway.watchKlines(interval, this.safeInvoke("watchKlines", cb));
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}
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async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
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await this.ensureInitialized("createOrder");
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return this.gateway.createOrder(params);
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}
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async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
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await this.ensureInitialized("cancelOrder");
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await this.gateway.cancelOrder(params);
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}
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async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
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await this.ensureInitialized("cancelOrders");
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await this.gateway.cancelOrders(params);
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}
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async cancelAllOrders(params: { symbol: string }): Promise<void> {
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await this.ensureInitialized("cancelAllOrders");
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await this.gateway.cancelAllOrders(params);
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}
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private safeInvoke<T extends (...args: any[]) => void>(context: string, cb: T): T {
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const wrapped = ((...args: any[]) => {
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try {
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cb(...args);
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} catch (error) {
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console.error(`[ParadexExchangeAdapter] ${context} handler failed: ${extractMessage(error)}`);
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}
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}) as T;
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return wrapped;
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}
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private ensureInitialized(context?: string): Promise<void> {
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if (!this.initPromise) {
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this.initContexts.clear();
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this.initPromise = this.gateway
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.ensureInitialized(this.symbol)
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.then((value) => {
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this.clearRetry();
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return value;
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})
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.catch((error) => {
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this.handleInitError("initialize", error);
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this.initPromise = null;
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this.scheduleRetry();
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throw error;
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});
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}
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if (context && !this.initContexts.has(context)) {
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this.initContexts.add(context);
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this.initPromise.catch((error) => {
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this.handleInitError(context, error);
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this.scheduleRetry();
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});
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}
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return this.initPromise;
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}
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private scheduleRetry(): void {
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if (this.retryTimer) return;
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this.retryTimer = setTimeout(() => {
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this.retryTimer = null;
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if (this.initPromise) return;
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this.retryDelayMs = Math.min(this.retryDelayMs * 2, 60_000);
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void this.ensureInitialized("retry");
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}, this.retryDelayMs);
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}
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private clearRetry(): void {
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if (this.retryTimer) {
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clearTimeout(this.retryTimer);
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this.retryTimer = null;
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}
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this.retryDelayMs = 3000;
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}
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private handleInitError(context: string, error: unknown): void {
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const now = Date.now();
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if (now - this.lastInitErrorAt < 5000) return;
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this.lastInitErrorAt = now;
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console.error(`[ParadexExchangeAdapter] ${context} failed`, error);
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}
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private logError(context: string, error: unknown): void {
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const detail = extractMessage(error);
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if (context === "initialize" && typeof error === "string" && /initialized/i.test(error)) {
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if (process.env.PARADEX_DEBUG === "1" || process.env.PARADEX_DEBUG === "true") {
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console.info(`[ParadexExchangeAdapter] ${error}`);
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}
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return;
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}
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const message = `[ParadexExchangeAdapter] ${context} failed: ${detail}`;
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const criticalContexts = [
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"initialize",
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"accountPoll",
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"watchBalanceLoop",
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"orderPoll",
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"orderPollOpen",
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"orderPollClosed",
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];
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if (
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criticalContexts.some((prefix) => context.startsWith(prefix)) ||
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process.env.PARADEX_DEBUG === "1" ||
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process.env.PARADEX_DEBUG === "true"
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) {
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console.error(message);
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}
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}
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private parseBooleanEnv(value: string | undefined): boolean | undefined {
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if (value === undefined) return undefined;
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const normalized = value.trim().toLowerCase();
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if (["false", "0", "no", "off", ""].includes(normalized)) return false;
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return true;
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}
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private parseNumberEnv(value: string | undefined): number | undefined {
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if (!value) return undefined;
|
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const parsed = Number(value);
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return Number.isFinite(parsed) ? parsed : undefined;
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}
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}
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@@ -0,0 +1,995 @@
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import ccxt, {
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type Balances,
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type Order as CcxtOrder,
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type OrderBook as CcxtOrderBook,
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type OHLCV as CcxtOhlcv,
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type Ticker as CcxtTicker,
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} from "ccxt";
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import { createRequire } from "module";
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import type {
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AsterAccountAsset,
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AsterAccountSnapshot,
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AsterDepth,
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AsterKline,
|
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AsterOrder,
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AsterTicker,
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CreateOrderParams,
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OrderType,
|
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} from "../types";
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import type {
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AccountListener,
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DepthListener,
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KlineListener,
|
||||
OrderListener,
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||||
TickerListener,
|
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} from "../adapter";
|
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import { extractMessage } from "../../utils/errors";
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|
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const require = createRequire(import.meta.url);
|
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||||
function loadCcxtPro(): any | null {
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try {
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||||
// eslint-disable-next-line @typescript-eslint/no-var-requires
|
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const mod = require("ccxt.pro");
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return mod?.default ?? mod;
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||||
} catch (_error) {
|
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return null;
|
||||
}
|
||||
}
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export interface ParadexGatewayOptions {
|
||||
symbol: string;
|
||||
displaySymbol: string;
|
||||
privateKey?: string;
|
||||
walletAddress?: string;
|
||||
paradexAccount?: {
|
||||
privateKey: string;
|
||||
publicKey: string;
|
||||
address: string;
|
||||
};
|
||||
sandbox?: boolean;
|
||||
logger?: (context: string, error: unknown) => void;
|
||||
pollIntervals?: {
|
||||
account?: number;
|
||||
orders?: number;
|
||||
depth?: number;
|
||||
ticker?: number;
|
||||
klines?: number;
|
||||
};
|
||||
usePro?: boolean;
|
||||
watchReconnectDelayMs?: number;
|
||||
}
|
||||
|
||||
interface ProLoopControl {
|
||||
running: boolean;
|
||||
}
|
||||
|
||||
type ParadexPollingConfig = {
|
||||
account: number;
|
||||
orders: number;
|
||||
depth: number;
|
||||
ticker: number;
|
||||
klines: number;
|
||||
};
|
||||
|
||||
export class ParadexGateway {
|
||||
private readonly exchange: any;
|
||||
private readonly hasPro: boolean;
|
||||
private readonly symbol: string;
|
||||
private marketSymbol: string;
|
||||
private readonly displaySymbol: string;
|
||||
private readonly logger: (context: string, error: unknown) => void;
|
||||
private readonly pollIntervals: ParadexPollingConfig;
|
||||
private readonly reconnectDelayMs: number;
|
||||
private initialized = false;
|
||||
private initPromise: Promise<void> | null = null;
|
||||
private destroyed = false;
|
||||
private onboardingChecked = false;
|
||||
|
||||
private accountListeners = new Set<AccountListener>();
|
||||
private orderListeners = new Set<OrderListener>();
|
||||
private depthListeners = new Set<DepthListener>();
|
||||
private tickerListeners = new Set<TickerListener>();
|
||||
private klineListeners = new Map<string, Set<KlineListener>>();
|
||||
private readonly localOrders = new Map<string, AsterOrder>();
|
||||
private lastBalanceSnapshot: AsterAccountSnapshot | null = null;
|
||||
|
||||
private accountPollTimer: NodeJS.Timeout | null = null;
|
||||
private orderPollTimer: NodeJS.Timeout | null = null;
|
||||
private depthPollTimer: NodeJS.Timeout | null = null;
|
||||
private tickerPollTimer: NodeJS.Timeout | null = null;
|
||||
private klinePollTimers = new Map<string, NodeJS.Timeout>();
|
||||
|
||||
private proLoops = new Map<string, ProLoopControl>();
|
||||
private klineProLoops = new Map<string, ProLoopControl>();
|
||||
|
||||
constructor(options: ParadexGatewayOptions) {
|
||||
this.symbol = options.symbol;
|
||||
this.marketSymbol = this.symbol;
|
||||
this.displaySymbol = options.displaySymbol;
|
||||
this.logger = options.logger ?? ((context, error) => console.error(`[ParadexGateway] ${context}:`, error));
|
||||
this.pollIntervals = {
|
||||
account: options.pollIntervals?.account ?? 5000,
|
||||
orders: options.pollIntervals?.orders ?? 2000,
|
||||
depth: options.pollIntervals?.depth ?? 1000,
|
||||
ticker: options.pollIntervals?.ticker ?? 2000,
|
||||
klines: options.pollIntervals?.klines ?? 5000,
|
||||
};
|
||||
this.reconnectDelayMs = options.watchReconnectDelayMs ?? 2000;
|
||||
|
||||
const ccxtProModule = options.usePro === false ? null : loadCcxtPro();
|
||||
this.hasPro = Boolean(ccxtProModule && ccxtProModule.paradex);
|
||||
|
||||
const ExchangeCtor = this.hasPro ? ccxtProModule.paradex : (ccxt as any).paradex;
|
||||
|
||||
const exchangeOptions: Record<string, unknown> = {
|
||||
enableRateLimit: true,
|
||||
timeout: 30000,
|
||||
sandboxMode: options.sandbox ?? false,
|
||||
};
|
||||
|
||||
if (options.privateKey) {
|
||||
exchangeOptions.privateKey = options.privateKey;
|
||||
}
|
||||
exchangeOptions.walletAddress = options.walletAddress;
|
||||
|
||||
this.exchange = new ExchangeCtor(exchangeOptions);
|
||||
}
|
||||
|
||||
async ensureInitialized(symbol?: string): Promise<void> {
|
||||
if (this.destroyed) {
|
||||
throw new Error("Paradex gateway destroyed");
|
||||
}
|
||||
if (this.initialized) {
|
||||
if (symbol && symbol.toUpperCase() !== this.marketSymbol) {
|
||||
const resolved = this.resolveMarketSymbol(symbol.toUpperCase());
|
||||
if (!resolved) {
|
||||
throw new Error(`Symbol ${symbol} not found in Paradex markets`);
|
||||
}
|
||||
this.marketSymbol = resolved;
|
||||
}
|
||||
return;
|
||||
}
|
||||
if (this.initPromise) return this.initPromise;
|
||||
this.initPromise = this.doInitialize(symbol)
|
||||
.then((value) => {
|
||||
this.initialized = true;
|
||||
return value;
|
||||
})
|
||||
.catch((error) => {
|
||||
this.initPromise = null;
|
||||
throw error;
|
||||
});
|
||||
return this.initPromise;
|
||||
}
|
||||
|
||||
private async doInitialize(symbol?: string): Promise<void> {
|
||||
try {
|
||||
await this.exchange.loadMarkets();
|
||||
const requested = symbol ?? this.symbol;
|
||||
const resolved = this.resolveMarketSymbol(requested);
|
||||
if (!resolved) {
|
||||
throw new Error(`Symbol ${requested} not found in Paradex markets`);
|
||||
}
|
||||
this.marketSymbol = resolved;
|
||||
await this.verifyAccountAccess();
|
||||
this.logger("initialize", `Paradex gateway initialized for ${this.marketSymbol}${this.hasPro ? " (pro)" : ""}`);
|
||||
} catch (error) {
|
||||
this.logger("initialize", error);
|
||||
throw error;
|
||||
}
|
||||
}
|
||||
|
||||
private resolveMarketSymbol(requested: string): string | null {
|
||||
const symbol = (requested ?? "").trim();
|
||||
if (!symbol) {
|
||||
return null;
|
||||
}
|
||||
|
||||
const markets = this.exchange.markets ?? {};
|
||||
const marketsById = this.exchange.markets_by_id ?? {};
|
||||
|
||||
if (markets[symbol]) {
|
||||
return markets[symbol].symbol;
|
||||
}
|
||||
|
||||
if (typeof this.exchange.market === "function") {
|
||||
try {
|
||||
const market = this.exchange.market(symbol);
|
||||
if (market?.symbol) {
|
||||
return market.symbol;
|
||||
}
|
||||
} catch {
|
||||
/* ignore */
|
||||
}
|
||||
}
|
||||
|
||||
const lower = symbol.toLowerCase();
|
||||
for (const candidate of this.exchange.symbols ?? []) {
|
||||
if (candidate.toLowerCase() === lower && markets[candidate]) {
|
||||
return markets[candidate].symbol;
|
||||
}
|
||||
}
|
||||
|
||||
if (marketsById[symbol]) {
|
||||
const entry = marketsById[symbol];
|
||||
if (Array.isArray(entry) && entry.length > 0) {
|
||||
return (entry[0] as any).symbol ?? null;
|
||||
}
|
||||
return (entry as any).symbol ?? null;
|
||||
}
|
||||
|
||||
for (const [id, market] of Object.entries(marketsById)) {
|
||||
if (id.toLowerCase() === lower) {
|
||||
if (Array.isArray(market) && market.length > 0) {
|
||||
return (market[0] as any).symbol ?? null;
|
||||
}
|
||||
return (market as any).symbol ?? null;
|
||||
}
|
||||
}
|
||||
|
||||
return null;
|
||||
}
|
||||
|
||||
destroy(): void {
|
||||
this.destroyed = true;
|
||||
for (const [, control] of this.proLoops) {
|
||||
control.running = false;
|
||||
}
|
||||
for (const [, control] of this.klineProLoops) {
|
||||
control.running = false;
|
||||
}
|
||||
this.clearPolling();
|
||||
if (typeof this.exchange.close === "function") {
|
||||
try {
|
||||
void this.exchange.close();
|
||||
} catch (error) {
|
||||
this.logger("destroy", error);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private clearPolling(): void {
|
||||
if (this.accountPollTimer) {
|
||||
clearInterval(this.accountPollTimer);
|
||||
this.accountPollTimer = null;
|
||||
}
|
||||
if (this.orderPollTimer) {
|
||||
clearInterval(this.orderPollTimer);
|
||||
this.orderPollTimer = null;
|
||||
}
|
||||
if (this.depthPollTimer) {
|
||||
clearInterval(this.depthPollTimer);
|
||||
this.depthPollTimer = null;
|
||||
}
|
||||
if (this.tickerPollTimer) {
|
||||
clearInterval(this.tickerPollTimer);
|
||||
this.tickerPollTimer = null;
|
||||
}
|
||||
for (const timer of this.klinePollTimers.values()) {
|
||||
clearInterval(timer);
|
||||
}
|
||||
this.klinePollTimers.clear();
|
||||
}
|
||||
|
||||
onAccount(callback: AccountListener): void {
|
||||
this.accountListeners.add(callback);
|
||||
if (this.lastBalanceSnapshot) {
|
||||
try {
|
||||
callback(this.lastBalanceSnapshot);
|
||||
} catch (error) {
|
||||
this.logger("accountReplay", error);
|
||||
}
|
||||
}
|
||||
if (this.hasPro) {
|
||||
this.startProLoop("account", () => this.watchAccountLoop());
|
||||
} else {
|
||||
this.startAccountPolling();
|
||||
}
|
||||
}
|
||||
|
||||
onOrders(callback: OrderListener): void {
|
||||
this.orderListeners.add(callback);
|
||||
this.emitCurrentOrders();
|
||||
if (this.hasPro) {
|
||||
this.startProLoop("orders", () => this.watchOrdersLoop());
|
||||
} else {
|
||||
this.startOrderPolling();
|
||||
}
|
||||
}
|
||||
|
||||
onDepth(callback: DepthListener): void {
|
||||
this.depthListeners.add(callback);
|
||||
if (this.hasPro) {
|
||||
this.startProLoop("depth", () => this.watchDepthLoop());
|
||||
} else {
|
||||
this.startDepthPolling();
|
||||
}
|
||||
}
|
||||
|
||||
onTicker(callback: TickerListener): void {
|
||||
this.tickerListeners.add(callback);
|
||||
if (this.hasPro) {
|
||||
this.startProLoop("ticker", () => this.watchTickerLoop());
|
||||
} else {
|
||||
this.startTickerPolling();
|
||||
}
|
||||
}
|
||||
|
||||
watchKlines(interval: string, callback: KlineListener): void {
|
||||
const normalizedInterval = this.normalizeInterval(interval);
|
||||
if (!this.klineListeners.has(normalizedInterval)) {
|
||||
this.klineListeners.set(normalizedInterval, new Set());
|
||||
}
|
||||
this.klineListeners.get(normalizedInterval)?.add(callback);
|
||||
if (this.hasPro) {
|
||||
this.startKlineProLoop(normalizedInterval);
|
||||
} else {
|
||||
this.startKlinePolling(normalizedInterval);
|
||||
}
|
||||
}
|
||||
|
||||
private startProLoop(key: string, pump: () => Promise<void>): void {
|
||||
if (this.proLoops.has(key)) return;
|
||||
const control: ProLoopControl = { running: true };
|
||||
this.proLoops.set(key, control);
|
||||
void this.runProLoop(key, control, pump);
|
||||
}
|
||||
|
||||
private async runProLoop(key: string, control: ProLoopControl, pump: () => Promise<void>): Promise<void> {
|
||||
while (!this.destroyed && control.running) {
|
||||
try {
|
||||
await this.ensureInitialized();
|
||||
await pump();
|
||||
} catch (error) {
|
||||
this.logger(`${key}Loop`, error);
|
||||
await this.sleep(this.reconnectDelayMs);
|
||||
}
|
||||
}
|
||||
this.proLoops.delete(key);
|
||||
}
|
||||
|
||||
private startKlineProLoop(interval: string): void {
|
||||
if (this.klineProLoops.has(interval)) return;
|
||||
const control: ProLoopControl = { running: true };
|
||||
this.klineProLoops.set(interval, control);
|
||||
void this.runKlineProLoop(interval, control);
|
||||
}
|
||||
|
||||
private async runKlineProLoop(interval: string, control: ProLoopControl): Promise<void> {
|
||||
const key = `klines:${interval}`;
|
||||
while (!this.destroyed && control.running) {
|
||||
try {
|
||||
await this.ensureInitialized();
|
||||
if (!this.klineListeners.get(interval)?.size) {
|
||||
await this.sleep(500);
|
||||
continue;
|
||||
}
|
||||
const raw = (await this.exchange.watchOHLCV(this.marketSymbol, interval)) as unknown;
|
||||
const candles = Array.isArray(raw) && Array.isArray(raw[0]) ? (raw as CcxtOhlcv[]) : [raw as CcxtOhlcv];
|
||||
const klines = candles
|
||||
.filter((candle) => Array.isArray(candle) && candle.length >= 6)
|
||||
.map((candle) => this.mapOHLCVToKline(candle as CcxtOhlcv, interval));
|
||||
for (const listener of this.klineListeners.get(interval) ?? []) {
|
||||
listener(klines);
|
||||
}
|
||||
} catch (error) {
|
||||
this.logger(key, error);
|
||||
await this.sleep(this.reconnectDelayMs);
|
||||
}
|
||||
}
|
||||
this.klineProLoops.delete(interval);
|
||||
}
|
||||
|
||||
private async watchAccountLoop(): Promise<void> {
|
||||
if (!this.accountListeners.size) {
|
||||
await this.sleep(500);
|
||||
return;
|
||||
}
|
||||
await this.fetchAndEmitAccount();
|
||||
const hasWatchPositions = typeof (this.exchange as any).watchPositions === "function";
|
||||
if (hasWatchPositions) {
|
||||
try {
|
||||
const raw = await (this.exchange as any).watchPositions([this.marketSymbol]);
|
||||
this.logger("watchPositionsRaw", JSON.stringify(raw));
|
||||
if (Array.isArray(raw)) {
|
||||
const snapshot = this.mapBalanceToAccountSnapshotFromPositions(raw);
|
||||
this.lastBalanceSnapshot = snapshot;
|
||||
for (const listener of this.accountListeners) {
|
||||
listener(snapshot);
|
||||
}
|
||||
}
|
||||
} catch (error) {
|
||||
this.logger("watchPositions", error);
|
||||
}
|
||||
}
|
||||
await this.sleep(this.pollIntervals.account);
|
||||
}
|
||||
|
||||
private async watchOrdersLoop(): Promise<void> {
|
||||
if (!this.orderListeners.size) {
|
||||
await this.sleep(500);
|
||||
return;
|
||||
}
|
||||
const rawSymbol = this.exchange.marketId(this.displaySymbol) ?? this.marketSymbol;
|
||||
const raw = (await this.exchange.watchOrders(rawSymbol)) as unknown;
|
||||
const ordersArray = Array.isArray(raw) ? (raw as CcxtOrder[]) : [raw as CcxtOrder];
|
||||
this.updateOrdersFromRemote(ordersArray, []);
|
||||
}
|
||||
|
||||
private async watchDepthLoop(): Promise<void> {
|
||||
if (!this.depthListeners.size) {
|
||||
await this.sleep(500);
|
||||
return;
|
||||
}
|
||||
const depth = (await this.exchange.watchOrderBook(this.marketSymbol, 50)) as CcxtOrderBook;
|
||||
const mapped = this.mapOrderBookToDepth(depth);
|
||||
for (const listener of this.depthListeners) {
|
||||
listener(mapped);
|
||||
}
|
||||
}
|
||||
|
||||
private async watchTickerLoop(): Promise<void> {
|
||||
if (!this.tickerListeners.size) {
|
||||
await this.sleep(500);
|
||||
return;
|
||||
}
|
||||
const ticker = (await this.exchange.watchTicker(this.marketSymbol)) as CcxtTicker;
|
||||
const mapped = this.mapTickerToAsterTicker(ticker);
|
||||
for (const listener of this.tickerListeners) {
|
||||
listener(mapped);
|
||||
}
|
||||
}
|
||||
|
||||
private startAccountPolling(): void {
|
||||
if (this.accountPollTimer) return;
|
||||
const poll = async () => {
|
||||
try {
|
||||
await this.ensureInitialized();
|
||||
await this.fetchAndEmitAccount();
|
||||
} catch (error) {
|
||||
this.logger("accountPoll", error);
|
||||
}
|
||||
};
|
||||
void poll();
|
||||
this.accountPollTimer = setInterval(() => void poll(), this.pollIntervals.account);
|
||||
}
|
||||
|
||||
private startOrderPolling(): void {
|
||||
if (this.orderPollTimer) return;
|
||||
const poll = async () => {
|
||||
try {
|
||||
await this.ensureInitialized();
|
||||
|
||||
let openOrders: CcxtOrder[] = [];
|
||||
let closedOrders: CcxtOrder[] = [];
|
||||
|
||||
try {
|
||||
openOrders = (await this.exchange.fetchOpenOrders(this.marketSymbol)) as CcxtOrder[];
|
||||
} catch (error) {
|
||||
this.logger("orderPollOpen", error);
|
||||
}
|
||||
|
||||
try {
|
||||
closedOrders = (await this.exchange.fetchClosedOrders(
|
||||
this.marketSymbol,
|
||||
undefined,
|
||||
50
|
||||
)) as CcxtOrder[];
|
||||
} catch (error) {
|
||||
this.logger("orderPollClosed", error);
|
||||
}
|
||||
|
||||
this.updateOrdersFromRemote(openOrders, closedOrders);
|
||||
} catch (error) {
|
||||
this.logger("orderPoll", error);
|
||||
this.emitCurrentOrders();
|
||||
}
|
||||
};
|
||||
void poll();
|
||||
this.orderPollTimer = setInterval(() => void poll(), this.pollIntervals.orders);
|
||||
}
|
||||
|
||||
private startDepthPolling(): void {
|
||||
if (this.depthPollTimer) return;
|
||||
const poll = async () => {
|
||||
try {
|
||||
await this.ensureInitialized();
|
||||
const orderbook = (await this.exchange.fetchOrderBook(this.marketSymbol, 50)) as CcxtOrderBook;
|
||||
const depth = this.mapOrderBookToDepth(orderbook);
|
||||
for (const listener of this.depthListeners) {
|
||||
listener(depth);
|
||||
}
|
||||
} catch (error) {
|
||||
this.logger("depthPoll", error);
|
||||
}
|
||||
};
|
||||
void poll();
|
||||
this.depthPollTimer = setInterval(() => void poll(), this.pollIntervals.depth);
|
||||
}
|
||||
|
||||
private startTickerPolling(): void {
|
||||
if (this.tickerPollTimer) return;
|
||||
const poll = async () => {
|
||||
try {
|
||||
await this.ensureInitialized();
|
||||
const ticker = (await this.exchange.fetchTicker(this.marketSymbol)) as CcxtTicker;
|
||||
const mapped = this.mapTickerToAsterTicker(ticker);
|
||||
for (const listener of this.tickerListeners) {
|
||||
listener(mapped);
|
||||
}
|
||||
} catch (error) {
|
||||
this.logger("tickerPoll", error);
|
||||
}
|
||||
};
|
||||
void poll();
|
||||
this.tickerPollTimer = setInterval(() => void poll(), this.pollIntervals.ticker);
|
||||
}
|
||||
|
||||
private startKlinePolling(interval: string): void {
|
||||
if (this.klinePollTimers.has(interval)) return;
|
||||
const poll = async () => {
|
||||
try {
|
||||
await this.ensureInitialized();
|
||||
const ohlcv = (await this.exchange.fetchOHLCV(this.marketSymbol, interval, undefined, 100)) as CcxtOhlcv[];
|
||||
const klines = ohlcv
|
||||
.filter((candle) => Array.isArray(candle) && candle.length >= 6)
|
||||
.map((candle) => this.mapOHLCVToKline(candle as CcxtOhlcv, interval));
|
||||
for (const listener of this.klineListeners.get(interval) ?? []) {
|
||||
listener(klines);
|
||||
}
|
||||
} catch (error) {
|
||||
this.logger(`klinePoll:${interval}`, error);
|
||||
}
|
||||
};
|
||||
void poll();
|
||||
this.klinePollTimers.set(interval, setInterval(() => void poll(), this.pollIntervals.klines));
|
||||
}
|
||||
|
||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
||||
await this.ensureInitialized(params.symbol);
|
||||
const symbol = this.marketSymbol;
|
||||
const type = this.mapOrderTypeToCcxt(params.type);
|
||||
const side = params.side.toLowerCase();
|
||||
const amount = params.quantity;
|
||||
const price = params.price;
|
||||
|
||||
const extraParams: Record<string, unknown> = {};
|
||||
if (params.stopPrice !== undefined) extraParams.stopPrice = params.stopPrice;
|
||||
if (params.timeInForce) extraParams.timeInForce = params.timeInForce;
|
||||
if (params.reduceOnly !== undefined) {
|
||||
extraParams.reduceOnly = params.reduceOnly === "true";
|
||||
}
|
||||
|
||||
try {
|
||||
const order = (await this.exchange.createOrder(
|
||||
symbol,
|
||||
type,
|
||||
side,
|
||||
amount,
|
||||
price,
|
||||
extraParams
|
||||
)) as CcxtOrder;
|
||||
const mapped = this.mapOrderToAsterOrder(order);
|
||||
this.upsertLocalOrder(mapped);
|
||||
return mapped;
|
||||
} catch (error) {
|
||||
throw new Error(`Paradex createOrder failed: ${extractMessage(error)}`);
|
||||
}
|
||||
}
|
||||
|
||||
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
|
||||
await this.ensureInitialized(params.symbol);
|
||||
try {
|
||||
await this.exchange.cancelOrder(params.orderId, this.marketSymbol);
|
||||
this.removeLocalOrder(String(params.orderId));
|
||||
} catch (error) {
|
||||
throw new Error(`Paradex cancelOrder failed: ${extractMessage(error)}`);
|
||||
}
|
||||
}
|
||||
|
||||
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
|
||||
await this.ensureInitialized(params.symbol);
|
||||
const errors: Array<{ id: number | string; error: unknown }> = [];
|
||||
await Promise.all(
|
||||
params.orderIdList.map(async (orderId) => {
|
||||
try {
|
||||
await this.exchange.cancelOrder(orderId, this.marketSymbol);
|
||||
this.removeLocalOrder(String(orderId));
|
||||
} catch (error) {
|
||||
errors.push({ id: orderId, error });
|
||||
}
|
||||
})
|
||||
);
|
||||
if (errors.length) {
|
||||
const messages = errors.map((entry) => `${entry.id}: ${extractMessage(entry.error)}`).join("; ");
|
||||
throw new Error(`Paradex cancelOrders failed for ${messages}`);
|
||||
}
|
||||
}
|
||||
|
||||
async cancelAllOrders(_params: { symbol: string }): Promise<void> {
|
||||
await this.ensureInitialized();
|
||||
try {
|
||||
if (typeof this.exchange.cancelAllOrders === "function") {
|
||||
await this.exchange.cancelAllOrders(this.marketSymbol);
|
||||
} else {
|
||||
const openOrders = (await this.exchange.fetchOpenOrders(this.marketSymbol)) as CcxtOrder[];
|
||||
await Promise.all(openOrders.map((order) => this.exchange.cancelOrder(order.id, this.marketSymbol)));
|
||||
}
|
||||
this.localOrders.clear();
|
||||
this.emitCurrentOrders();
|
||||
} catch (error) {
|
||||
throw new Error(`Paradex cancelAllOrders failed: ${extractMessage(error)}`);
|
||||
}
|
||||
}
|
||||
|
||||
private mapBalanceToAccountSnapshot(balance: Balances): AsterAccountSnapshot {
|
||||
const now = Date.now();
|
||||
|
||||
const rawPositions = (() => {
|
||||
const info = (balance as unknown as { info?: { positions?: unknown } })?.info;
|
||||
const positionsValue = info?.positions;
|
||||
if (!positionsValue) return [] as Array<any>;
|
||||
if (Array.isArray(positionsValue)) return positionsValue as Array<any>;
|
||||
return Object.values(positionsValue as Record<string, unknown>);
|
||||
})();
|
||||
|
||||
const positions = this.normalizePositions(rawPositions, now);
|
||||
this.logger("positions", JSON.stringify({ raw: rawPositions, mapped: positions }));
|
||||
|
||||
this.logger(
|
||||
"balanceSnapshot",
|
||||
JSON.stringify({
|
||||
total: balance.total,
|
||||
free: balance.free,
|
||||
used: balance.used,
|
||||
})
|
||||
);
|
||||
|
||||
const free = (balance.free ?? {}) as Record<string, number | undefined>;
|
||||
const used = (balance.used ?? {}) as Record<string, number | undefined>;
|
||||
const total = (balance.total ?? {}) as Record<string, number | undefined>;
|
||||
|
||||
const assetKeys = new Set<string>([
|
||||
...Object.keys(free),
|
||||
...Object.keys(used),
|
||||
...Object.keys(total),
|
||||
]);
|
||||
|
||||
const assets: AsterAccountAsset[] = Array.from(assetKeys).map((asset) => ({
|
||||
asset,
|
||||
walletBalance: String(total[asset] ?? 0),
|
||||
availableBalance: String(free[asset] ?? 0),
|
||||
updateTime: now,
|
||||
}));
|
||||
|
||||
const totalWalletBalance = Array.from(assetKeys).reduce((acc, asset) => {
|
||||
const value = total[asset];
|
||||
return acc + (typeof value === "number" ? value : Number(value ?? 0));
|
||||
}, 0);
|
||||
|
||||
return {
|
||||
canTrade: true,
|
||||
canDeposit: true,
|
||||
canWithdraw: true,
|
||||
updateTime: now,
|
||||
totalWalletBalance: totalWalletBalance.toString(),
|
||||
totalUnrealizedProfit: positions
|
||||
.reduce((acc, pos) => acc + Number(pos.unrealizedProfit ?? 0), 0)
|
||||
.toString(),
|
||||
positions,
|
||||
assets,
|
||||
};
|
||||
}
|
||||
|
||||
private mapBalanceToAccountSnapshotFromPositions(rawPositions: any[]): AsterAccountSnapshot {
|
||||
const now = Date.now();
|
||||
const positions = this.normalizePositions(rawPositions, now);
|
||||
this.logger("positions", JSON.stringify({ raw: rawPositions, mapped: positions }));
|
||||
const snapshot = this.lastBalanceSnapshot ?? {
|
||||
canTrade: true,
|
||||
canDeposit: true,
|
||||
canWithdraw: true,
|
||||
updateTime: now,
|
||||
totalWalletBalance: "0",
|
||||
totalUnrealizedProfit: "0",
|
||||
positions: [],
|
||||
assets: [],
|
||||
};
|
||||
return {
|
||||
...snapshot,
|
||||
updateTime: now,
|
||||
totalUnrealizedProfit: positions
|
||||
.reduce((acc, pos) => acc + Number(pos.unrealizedProfit ?? 0), 0)
|
||||
.toString(),
|
||||
positions,
|
||||
};
|
||||
}
|
||||
|
||||
private normalizePositions(rawPositions: any[], now: number): AsterAccountSnapshot["positions"] {
|
||||
return rawPositions
|
||||
.filter((pos) => pos)
|
||||
.map((pos: any) => {
|
||||
const rawSymbol =
|
||||
pos?.symbol ?? pos?.instrument ?? pos?.market ?? pos?.info?.market ?? this.marketSymbol;
|
||||
const normalizedSymbol =
|
||||
rawSymbol === this.marketSymbol || rawSymbol === this.displaySymbol
|
||||
? this.displaySymbol
|
||||
: String(rawSymbol ?? this.displaySymbol);
|
||||
|
||||
const quantityRaw =
|
||||
pos?.positionAmt ?? pos?.contracts ?? pos?.size ?? pos?.amount ?? pos?.info?.size ?? 0;
|
||||
let quantityNum = Number(quantityRaw);
|
||||
if (!Number.isFinite(quantityNum)) {
|
||||
quantityNum = Number(pos?.size ?? pos?.positionAmt ?? 0);
|
||||
}
|
||||
const rawSide = String(
|
||||
pos?.side ?? pos?.info?.side ?? pos?.positionSide ?? pos?.position_side ?? ""
|
||||
).toLowerCase();
|
||||
const isShort = rawSide.includes("short") || rawSide.includes("sell");
|
||||
const positionAmt = isShort ? -Math.abs(quantityNum) : Math.abs(quantityNum);
|
||||
|
||||
const entryPrice =
|
||||
pos?.entryPrice ??
|
||||
pos?.averageEntryPrice ??
|
||||
pos?.info?.average_entry_price ??
|
||||
pos?.entry_price ??
|
||||
"0";
|
||||
const unrealized =
|
||||
pos?.unrealizedPnl ??
|
||||
pos?.info?.unrealized_pnl ??
|
||||
pos?.unrealized_profit ??
|
||||
"0";
|
||||
|
||||
return {
|
||||
symbol: normalizedSymbol,
|
||||
positionAmt: positionAmt.toString(),
|
||||
entryPrice: String(entryPrice ?? "0"),
|
||||
unrealizedProfit: String(unrealized ?? "0"),
|
||||
positionSide: "BOTH" as const,
|
||||
updateTime: now,
|
||||
};
|
||||
});
|
||||
}
|
||||
|
||||
private mapOrderToAsterOrder(order: CcxtOrder): AsterOrder {
|
||||
const side = (order.side ?? "buy").toUpperCase() as "BUY" | "SELL";
|
||||
const mappedType = this.mapCcxtOrderTypeToAster(order.type);
|
||||
return {
|
||||
orderId: String(order.id ?? ""),
|
||||
clientOrderId: (order.clientOrderId as any as string) || "",
|
||||
symbol: this.displaySymbol,
|
||||
side,
|
||||
type: mappedType,
|
||||
status: (order.status as any as string) || "",
|
||||
price: order.price?.toString() || "0",
|
||||
origQty: order.amount?.toString() || "0",
|
||||
executedQty: order.filled?.toString() || "0",
|
||||
stopPrice: order.stopPrice?.toString() || "0",
|
||||
time: order.timestamp || Date.now(),
|
||||
updateTime: order.lastUpdateTimestamp || Date.now(),
|
||||
reduceOnly: Boolean((order.info?.reduceOnly as boolean | undefined) ?? false),
|
||||
closePosition: Boolean((order.info?.closePosition as boolean | undefined) ?? false),
|
||||
avgPrice: order.average?.toString(),
|
||||
cumQuote: order.cost?.toString(),
|
||||
};
|
||||
}
|
||||
|
||||
private mapOrderBookToDepth(orderbook: CcxtOrderBook): AsterDepth {
|
||||
return {
|
||||
lastUpdateId: orderbook.nonce || Date.now(),
|
||||
bids: (orderbook.bids || [])
|
||||
.filter((t) => t && t.length >= 2)
|
||||
.map(([price, amount]) => [String(price ?? 0), String(amount ?? 0)]),
|
||||
asks: (orderbook.asks || [])
|
||||
.filter((t) => t && t.length >= 2)
|
||||
.map(([price, amount]) => [String(price ?? 0), String(amount ?? 0)]),
|
||||
eventTime: orderbook.timestamp,
|
||||
};
|
||||
}
|
||||
|
||||
private mapTickerToAsterTicker(ticker: CcxtTicker): AsterTicker {
|
||||
return {
|
||||
symbol: ticker.symbol,
|
||||
lastPrice: ticker.last?.toString() || "0",
|
||||
openPrice: ticker.open?.toString() || "0",
|
||||
highPrice: ticker.high?.toString() || "0",
|
||||
lowPrice: ticker.low?.toString() || "0",
|
||||
volume: ticker.baseVolume?.toString() || "0",
|
||||
quoteVolume: ticker.quoteVolume?.toString() || "0",
|
||||
eventTime: ticker.timestamp,
|
||||
};
|
||||
}
|
||||
|
||||
private mapOHLCVToKline(candle: CcxtOhlcv, interval: string): AsterKline {
|
||||
const [timestampRaw, openRaw, highRaw, lowRaw, closeRaw, volumeRaw] = candle;
|
||||
const timestamp = typeof timestampRaw === "number" && Number.isFinite(timestampRaw)
|
||||
? timestampRaw
|
||||
: Date.now();
|
||||
const open = Number(openRaw ?? 0);
|
||||
const high = Number(highRaw ?? 0);
|
||||
const low = Number(lowRaw ?? 0);
|
||||
const close = Number(closeRaw ?? 0);
|
||||
const volume = Number(volumeRaw ?? 0);
|
||||
return {
|
||||
openTime: timestamp,
|
||||
closeTime: timestamp + this.getIntervalMs(interval),
|
||||
open: open.toString(),
|
||||
high: high.toString(),
|
||||
low: low.toString(),
|
||||
close: close.toString(),
|
||||
volume: volume.toString(),
|
||||
numberOfTrades: 0,
|
||||
};
|
||||
}
|
||||
|
||||
private mapOrderTypeToCcxt(type: string): string {
|
||||
const typeMap: Record<string, string> = {
|
||||
LIMIT: "limit",
|
||||
MARKET: "market",
|
||||
STOP_MARKET: "stop",
|
||||
TRAILING_STOP_MARKET: "trailing-stop",
|
||||
};
|
||||
return typeMap[type] || "limit";
|
||||
}
|
||||
|
||||
private mapCcxtOrderTypeToAster(type: string | undefined): OrderType {
|
||||
const typeMap: Record<string, OrderType> = {
|
||||
limit: "LIMIT",
|
||||
market: "MARKET",
|
||||
stop: "STOP_MARKET",
|
||||
"trailing-stop": "TRAILING_STOP_MARKET",
|
||||
};
|
||||
return type ? typeMap[type] ?? "LIMIT" : "LIMIT";
|
||||
}
|
||||
|
||||
private normalizeInterval(interval: string): string {
|
||||
const map: Record<string, string> = {
|
||||
"1m": "1m",
|
||||
"3m": "3m",
|
||||
"5m": "5m",
|
||||
"15m": "15m",
|
||||
"30m": "30m",
|
||||
"1h": "1h",
|
||||
"4h": "4h",
|
||||
"1d": "1d",
|
||||
};
|
||||
return map[interval] ?? "1m";
|
||||
}
|
||||
|
||||
private getIntervalMs(interval: string): number {
|
||||
const base: Record<string, number> = {
|
||||
"1m": 60 * 1000,
|
||||
"3m": 3 * 60 * 1000,
|
||||
"5m": 5 * 60 * 1000,
|
||||
"15m": 15 * 60 * 1000,
|
||||
"30m": 30 * 60 * 1000,
|
||||
"1h": 60 * 60 * 1000,
|
||||
"4h": 4 * 60 * 60 * 1000,
|
||||
"1d": 24 * 60 * 60 * 1000,
|
||||
};
|
||||
return base[interval] ?? 60 * 1000;
|
||||
}
|
||||
|
||||
private upsertLocalOrder(order: AsterOrder): void {
|
||||
const key = String(order.orderId);
|
||||
if (this.isOrderClosed(order)) {
|
||||
this.localOrders.delete(key);
|
||||
this.emitCurrentOrders();
|
||||
return;
|
||||
}
|
||||
this.localOrders.set(key, order);
|
||||
this.emitCurrentOrders();
|
||||
}
|
||||
|
||||
private removeLocalOrder(orderId: string): void {
|
||||
if (this.localOrders.delete(orderId)) {
|
||||
this.emitCurrentOrders();
|
||||
}
|
||||
}
|
||||
|
||||
private updateOrdersFromRemote(open: CcxtOrder[], closed: CcxtOrder[]): void {
|
||||
const nextOpen = new Map<string, AsterOrder>();
|
||||
|
||||
for (const order of open) {
|
||||
const mapped = this.mapOrderToAsterOrder(order);
|
||||
if (!this.isOrderClosed(mapped)) {
|
||||
nextOpen.set(String(mapped.orderId), mapped);
|
||||
}
|
||||
}
|
||||
|
||||
this.localOrders.clear();
|
||||
for (const [id, order] of nextOpen.entries()) {
|
||||
this.localOrders.set(id, order);
|
||||
}
|
||||
|
||||
this.emitCurrentOrders();
|
||||
}
|
||||
|
||||
private emitCurrentOrders(): void {
|
||||
if (!this.orderListeners.size) return;
|
||||
const open = Array.from(this.localOrders.values()).filter((order) => !this.isOrderClosed(order));
|
||||
for (const listener of this.orderListeners) {
|
||||
try {
|
||||
listener(open);
|
||||
} catch (error) {
|
||||
this.logger("emitOrders", error);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private isOrderClosed(order: AsterOrder): boolean {
|
||||
const status = (order.status ?? "").toUpperCase();
|
||||
if (
|
||||
status.includes("CLOSE") ||
|
||||
status.includes("FILLED") ||
|
||||
status.includes("CANCEL") ||
|
||||
status.includes("REJECT")
|
||||
) {
|
||||
return true;
|
||||
}
|
||||
const orig = Number(order.origQty ?? 0);
|
||||
const filled = Number(order.executedQty ?? 0);
|
||||
if (Number.isFinite(orig) && Number.isFinite(filled) && Math.abs(orig - filled) < 1e-12) {
|
||||
return true;
|
||||
}
|
||||
return false;
|
||||
}
|
||||
|
||||
private sleep(duration: number): Promise<void> {
|
||||
return new Promise((resolve) => {
|
||||
setTimeout(resolve, duration);
|
||||
});
|
||||
}
|
||||
|
||||
private async fetchAndEmitAccount(): Promise<void> {
|
||||
const balance = (await this.exchange.fetchBalance()) as Balances;
|
||||
await this.attachPositions(balance);
|
||||
const snapshot = this.mapBalanceToAccountSnapshot(balance);
|
||||
this.lastBalanceSnapshot = snapshot;
|
||||
for (const listener of this.accountListeners) {
|
||||
listener(snapshot);
|
||||
}
|
||||
}
|
||||
|
||||
private async attachPositions(balance: Balances): Promise<void> {
|
||||
const fetchPositions = (this.exchange as any).fetchPositions;
|
||||
if (typeof fetchPositions !== "function") return;
|
||||
try {
|
||||
const positions = await fetchPositions.call(this.exchange);
|
||||
this.logger("fetchPositionsResponse", JSON.stringify(positions));
|
||||
if (Array.isArray(positions)) {
|
||||
((balance as unknown as { info?: Record<string, unknown> }).info ??= {}).positions = positions;
|
||||
}
|
||||
} catch (error) {
|
||||
this.logger("fetchPositions", error);
|
||||
}
|
||||
}
|
||||
|
||||
private async verifyAccountAccess(): Promise<void> {
|
||||
if (this.onboardingChecked) return;
|
||||
try {
|
||||
await this.exchange.fetchBalance();
|
||||
this.onboardingChecked = true;
|
||||
} catch (error) {
|
||||
if (this.isNotOnboardedError(error)) {
|
||||
throw new Error(
|
||||
"Paradex account is not onboarded. Please complete the /onboarding flow on Paradex before running the bot."
|
||||
);
|
||||
}
|
||||
throw error;
|
||||
}
|
||||
}
|
||||
|
||||
private isNotOnboardedError(error: unknown): boolean {
|
||||
const message = extractMessage(error).toUpperCase();
|
||||
if (message.includes("NOT_ONBOARDED")) return true;
|
||||
const body = (error as any)?.body ?? (error as any)?.response;
|
||||
if (typeof body === "string" && body.toUpperCase().includes("NOT_ONBOARDED")) return true;
|
||||
if (body && typeof body === "object") {
|
||||
const serialized = JSON.stringify(body).toUpperCase();
|
||||
if (serialized.includes("NOT_ONBOARDED")) return true;
|
||||
}
|
||||
return false;
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,137 @@
|
||||
import type { ExchangeAdapter } from "./adapter";
|
||||
import { createExchangeAdapter, resolveExchangeId, type SupportedExchangeId } from "./create-adapter";
|
||||
import type { AsterCredentials } from "./aster-adapter";
|
||||
import type { LighterCredentials } from "./lighter/adapter";
|
||||
import type { BackpackCredentials } from "./backpack/adapter";
|
||||
import type { ParadexCredentials } from "./paradex/adapter";
|
||||
|
||||
interface BuildAdapterOptions {
|
||||
symbol: string;
|
||||
exchangeId?: string | SupportedExchangeId;
|
||||
}
|
||||
|
||||
export function buildAdapterFromEnv(options: BuildAdapterOptions): ExchangeAdapter {
|
||||
const id = resolveExchangeId(options.exchangeId);
|
||||
const symbol = options.symbol;
|
||||
|
||||
if (id === "aster") {
|
||||
const credentials = resolveAsterCredentials();
|
||||
return createExchangeAdapter({ exchange: id, symbol, aster: credentials });
|
||||
}
|
||||
|
||||
if (id === "lighter") {
|
||||
const credentials = resolveLighterCredentials(symbol);
|
||||
return createExchangeAdapter({ exchange: id, symbol, lighter: credentials });
|
||||
}
|
||||
|
||||
if (id === "backpack") {
|
||||
const credentials = resolveBackpackCredentials(symbol);
|
||||
return createExchangeAdapter({ exchange: id, symbol, backpack: credentials });
|
||||
}
|
||||
|
||||
if (id === "paradex") {
|
||||
const credentials = resolveParadexCredentials();
|
||||
return createExchangeAdapter({ exchange: id, symbol, paradex: credentials });
|
||||
}
|
||||
|
||||
return createExchangeAdapter({ exchange: id, symbol, grvt: { symbol } });
|
||||
}
|
||||
|
||||
function resolveAsterCredentials(): AsterCredentials {
|
||||
const apiKey = process.env.ASTER_API_KEY;
|
||||
const apiSecret = process.env.ASTER_API_SECRET;
|
||||
if (!apiKey || !apiSecret) {
|
||||
throw new Error("缺少 ASTER_API_KEY 或 ASTER_API_SECRET 环境变量");
|
||||
}
|
||||
return { apiKey, apiSecret };
|
||||
}
|
||||
|
||||
function resolveLighterCredentials(symbol: string): LighterCredentials {
|
||||
const accountIndexRaw = process.env.LIGHTER_ACCOUNT_INDEX;
|
||||
const apiPrivateKey = process.env.LIGHTER_API_PRIVATE_KEY;
|
||||
if (!accountIndexRaw || !apiPrivateKey) {
|
||||
throw new Error("缺少 LIGHTER_ACCOUNT_INDEX 或 LIGHTER_API_PRIVATE_KEY 环境变量");
|
||||
}
|
||||
const accountIndex = Number(accountIndexRaw);
|
||||
if (!Number.isInteger(accountIndex)) {
|
||||
throw new Error("LIGHTER_ACCOUNT_INDEX 必须是整数");
|
||||
}
|
||||
const credentials: LighterCredentials = {
|
||||
displaySymbol: symbol,
|
||||
accountIndex,
|
||||
apiPrivateKey,
|
||||
apiKeyIndex: process.env.LIGHTER_API_KEY_INDEX ? Number(process.env.LIGHTER_API_KEY_INDEX) : 0,
|
||||
environment: process.env.LIGHTER_ENV,
|
||||
baseUrl: process.env.LIGHTER_BASE_URL,
|
||||
l1Address: process.env.LIGHTER_L1_ADDRESS,
|
||||
marketSymbol: process.env.LIGHTER_SYMBOL,
|
||||
marketId: process.env.LIGHTER_MARKET_ID ? Number(process.env.LIGHTER_MARKET_ID) : undefined,
|
||||
priceDecimals: process.env.LIGHTER_PRICE_DECIMALS ? Number(process.env.LIGHTER_PRICE_DECIMALS) : undefined,
|
||||
sizeDecimals: process.env.LIGHTER_SIZE_DECIMALS ? Number(process.env.LIGHTER_SIZE_DECIMALS) : undefined,
|
||||
};
|
||||
return credentials;
|
||||
}
|
||||
|
||||
function resolveBackpackCredentials(symbol: string): BackpackCredentials {
|
||||
const apiKey = process.env.BACKPACK_API_KEY;
|
||||
const apiSecret = process.env.BACKPACK_API_SECRET;
|
||||
if (!apiKey || !apiSecret) {
|
||||
throw new Error("缺少 BACKPACK_API_KEY 或 BACKPACK_API_SECRET 环境变量");
|
||||
}
|
||||
const credentials: BackpackCredentials = {
|
||||
apiKey,
|
||||
apiSecret,
|
||||
password: process.env.BACKPACK_PASSWORD,
|
||||
subaccount: process.env.BACKPACK_SUBACCOUNT,
|
||||
symbol: process.env.BACKPACK_SYMBOL ?? symbol,
|
||||
sandbox: parseOptionalBoolean(process.env.BACKPACK_SANDBOX),
|
||||
};
|
||||
return credentials;
|
||||
}
|
||||
|
||||
function resolveParadexCredentials(): ParadexCredentials {
|
||||
const privateKey = process.env.PARADEX_PRIVATE_KEY;
|
||||
const walletAddress = process.env.PARADEX_WALLET_ADDRESS;
|
||||
|
||||
if (!privateKey || !walletAddress) {
|
||||
throw new Error("Paradex 需要配置 PARADEX_PRIVATE_KEY 与 PARADEX_WALLET_ADDRESS");
|
||||
}
|
||||
if (!isHex32(privateKey)) {
|
||||
throw new Error("PARADEX_PRIVATE_KEY 必须是 0x 开头的 32 字节十六进制字符串");
|
||||
}
|
||||
if (!isHexAddress(walletAddress)) {
|
||||
throw new Error("PARADEX_WALLET_ADDRESS 必须是有效的 0x 开头 40 字节十六进制地址");
|
||||
}
|
||||
|
||||
const credentials: ParadexCredentials = {
|
||||
privateKey,
|
||||
walletAddress,
|
||||
sandbox: parseOptionalBoolean(process.env.PARADEX_SANDBOX),
|
||||
usePro: parseOptionalBoolean(process.env.PARADEX_USE_PRO),
|
||||
watchReconnectDelayMs: parseOptionalNumber(process.env.PARADEX_RECONNECT_DELAY_MS),
|
||||
};
|
||||
|
||||
return credentials;
|
||||
}
|
||||
|
||||
function isHex32(value: string): boolean {
|
||||
return /^0x[0-9a-fA-F]{64}$/.test(value.trim());
|
||||
}
|
||||
|
||||
function isHexAddress(value: string): boolean {
|
||||
return /^0x[0-9a-fA-F]{40}$/.test(value.trim());
|
||||
}
|
||||
|
||||
function parseOptionalBoolean(value: string | undefined): boolean | undefined {
|
||||
if (value == null) return undefined;
|
||||
const normalized = value.trim().toLowerCase();
|
||||
if (!normalized) return undefined;
|
||||
if (["false", "0", "no", "off"].includes(normalized)) return false;
|
||||
return true;
|
||||
}
|
||||
|
||||
function parseOptionalNumber(value: string | undefined): number | undefined {
|
||||
if (!value) return undefined;
|
||||
const parsed = Number(value);
|
||||
return Number.isFinite(parsed) ? parsed : undefined;
|
||||
}
|
||||
+146
-17
@@ -9,7 +9,7 @@ import type {
|
||||
} from "../exchanges/types";
|
||||
import { formatPriceToString } from "../utils/math";
|
||||
import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
|
||||
import { isUnknownOrderError, isRateLimitError } from "../utils/errors";
|
||||
import { extractMessage, isInsufficientBalanceError, isUnknownOrderError, isRateLimitError } from "../utils/errors";
|
||||
import { getPosition } from "../utils/strategy";
|
||||
import type { PositionSnapshot } from "../utils/strategy";
|
||||
import { computePositionPnl } from "../utils/pnl";
|
||||
@@ -49,12 +49,19 @@ export interface MakerEngineSnapshot {
|
||||
desiredOrders: DesiredOrder[];
|
||||
tradeLog: TradeLogEntry[];
|
||||
lastUpdated: number | null;
|
||||
feedStatus: {
|
||||
account: boolean;
|
||||
orders: boolean;
|
||||
depth: boolean;
|
||||
ticker: boolean;
|
||||
};
|
||||
}
|
||||
|
||||
type MakerEvent = "update";
|
||||
type MakerListener = (snapshot: MakerEngineSnapshot) => void;
|
||||
|
||||
const EPS = 1e-5;
|
||||
const INSUFFICIENT_BALANCE_COOLDOWN_MS = 15_000;
|
||||
|
||||
export class MakerEngine {
|
||||
private accountSnapshot: AsterAccountSnapshot | null = null;
|
||||
@@ -78,6 +85,28 @@ export class MakerEngine {
|
||||
private initialOrderSnapshotReady = false;
|
||||
private initialOrderResetDone = false;
|
||||
private entryPricePendingLogged = false;
|
||||
private readinessLogged = {
|
||||
account: false,
|
||||
depth: false,
|
||||
ticker: false,
|
||||
orders: false,
|
||||
};
|
||||
private feedArrived = {
|
||||
account: false,
|
||||
depth: false,
|
||||
ticker: false,
|
||||
orders: false,
|
||||
};
|
||||
private feedStatus = {
|
||||
account: false,
|
||||
depth: false,
|
||||
ticker: false,
|
||||
orders: false,
|
||||
};
|
||||
private insufficientBalanceCooldownUntil = 0;
|
||||
private insufficientBalanceNotified = false;
|
||||
private lastInsufficientMessage: string | null = null;
|
||||
private lastDesiredSummary: string | null = null;
|
||||
private readonly rateLimit: RateLimitController;
|
||||
|
||||
constructor(private readonly config: MakerConfig, private readonly exchange: ExchangeAdapter) {
|
||||
@@ -127,6 +156,11 @@ export class MakerEngine {
|
||||
}
|
||||
const position = getPosition(snapshot, this.config.symbol);
|
||||
this.sessionVolume.update(position, this.getReferencePrice());
|
||||
if (!this.feedArrived.account) {
|
||||
this.tradeLog.push("info", "账户快照已同步");
|
||||
this.feedArrived.account = true;
|
||||
}
|
||||
this.feedStatus.account = true;
|
||||
this.emitUpdate();
|
||||
},
|
||||
log,
|
||||
@@ -150,6 +184,11 @@ export class MakerEngine {
|
||||
}
|
||||
}
|
||||
this.initialOrderSnapshotReady = true;
|
||||
if (!this.feedArrived.orders) {
|
||||
this.tradeLog.push("info", "订单快照已返回");
|
||||
this.feedArrived.orders = true;
|
||||
}
|
||||
this.feedStatus.orders = true;
|
||||
this.emitUpdate();
|
||||
},
|
||||
log,
|
||||
@@ -163,6 +202,11 @@ export class MakerEngine {
|
||||
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
||||
(depth) => {
|
||||
this.depthSnapshot = depth;
|
||||
if (!this.feedArrived.depth) {
|
||||
this.tradeLog.push("info", "获得最新深度行情");
|
||||
this.feedArrived.depth = true;
|
||||
}
|
||||
this.feedStatus.depth = true;
|
||||
this.emitUpdate();
|
||||
},
|
||||
log,
|
||||
@@ -176,6 +220,11 @@ export class MakerEngine {
|
||||
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
||||
(ticker) => {
|
||||
this.tickerSnapshot = ticker;
|
||||
if (!this.feedArrived.ticker) {
|
||||
this.tradeLog.push("info", "Ticker 已就绪");
|
||||
this.feedArrived.ticker = true;
|
||||
}
|
||||
this.feedStatus.ticker = true;
|
||||
this.emitUpdate();
|
||||
},
|
||||
log,
|
||||
@@ -185,18 +234,7 @@ export class MakerEngine {
|
||||
}
|
||||
);
|
||||
|
||||
// Maker strategy does not consume klines, but subscribe to keep parity with other modules
|
||||
safeSubscribe<AsterKline[]>(
|
||||
this.exchange.watchKlines.bind(this.exchange, this.config.symbol, "1m"),
|
||||
(_klines) => {
|
||||
/* no-op */
|
||||
},
|
||||
log,
|
||||
{
|
||||
subscribeFail: (error) => `订阅K线失败: ${String(error)}`,
|
||||
processFail: (error) => `K线推送处理异常: ${String(error)}`,
|
||||
}
|
||||
);
|
||||
// Maker strategy does not require realtime klines.
|
||||
}
|
||||
|
||||
private syncLocksWithOrders(orders: AsterOrder[] | null | undefined): void {
|
||||
@@ -212,7 +250,12 @@ export class MakerEngine {
|
||||
}
|
||||
|
||||
private isReady(): boolean {
|
||||
return Boolean(this.accountSnapshot && this.depthSnapshot);
|
||||
return Boolean(
|
||||
this.feedStatus.account &&
|
||||
this.feedStatus.depth &&
|
||||
this.feedStatus.ticker &&
|
||||
this.feedStatus.orders
|
||||
);
|
||||
}
|
||||
|
||||
private async tick(): Promise<void> {
|
||||
@@ -229,9 +272,11 @@ export class MakerEngine {
|
||||
return;
|
||||
}
|
||||
if (!this.isReady()) {
|
||||
this.logReadinessBlockers();
|
||||
this.emitUpdate();
|
||||
return;
|
||||
}
|
||||
this.resetReadinessFlags();
|
||||
if (!(await this.ensureStartupOrderReset())) {
|
||||
this.emitUpdate();
|
||||
return;
|
||||
@@ -253,7 +298,8 @@ export class MakerEngine {
|
||||
const position = getPosition(this.accountSnapshot, this.config.symbol);
|
||||
const absPosition = Math.abs(position.positionAmt);
|
||||
const desired: DesiredOrder[] = [];
|
||||
const canEnter = !this.rateLimit.shouldBlockEntries();
|
||||
const insufficientActive = this.applyInsufficientBalanceState(Date.now());
|
||||
const canEnter = !this.rateLimit.shouldBlockEntries() && !insufficientActive;
|
||||
|
||||
if (absPosition < EPS) {
|
||||
this.entryPricePendingLogged = false;
|
||||
@@ -268,6 +314,7 @@ export class MakerEngine {
|
||||
}
|
||||
|
||||
this.desiredOrders = desired;
|
||||
this.logDesiredOrders(desired);
|
||||
this.sessionVolume.update(position, this.getReferencePrice());
|
||||
await this.syncOrders(desired);
|
||||
await this.checkRisk(position, Number(closeBidPrice), Number(closeAskPrice));
|
||||
@@ -331,7 +378,11 @@ export class MakerEngine {
|
||||
|
||||
private async syncOrders(targets: DesiredOrder[]): Promise<void> {
|
||||
const availableOrders = this.openOrders.filter((o) => !this.pendingCancelOrders.has(String(o.orderId)));
|
||||
const { toCancel, toPlace } = makeOrderPlan(availableOrders, targets);
|
||||
const openOrders = availableOrders.filter((order) => {
|
||||
const status = (order.status ?? "").toUpperCase();
|
||||
return !status.includes("CLOSED") && !status.includes("FILLED") && !status.includes("CANCELED");
|
||||
});
|
||||
const { toCancel, toPlace } = makeOrderPlan(openOrders, targets);
|
||||
|
||||
for (const order of toCancel) {
|
||||
if (this.pendingCancelOrders.has(String(order.orderId))) continue;
|
||||
@@ -385,7 +436,14 @@ export class MakerEngine {
|
||||
}
|
||||
);
|
||||
} catch (error) {
|
||||
this.tradeLog.push("error", `挂单失败(${target.side} ${target.price}): ${String(error)}`);
|
||||
if (isInsufficientBalanceError(error)) {
|
||||
this.registerInsufficientBalance(error);
|
||||
break;
|
||||
}
|
||||
this.tradeLog.push(
|
||||
"error",
|
||||
`挂单失败(${target.side} ${target.price}): ${extractMessage(error)}`
|
||||
);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -500,10 +558,81 @@ export class MakerEngine {
|
||||
desiredOrders: this.desiredOrders,
|
||||
tradeLog: this.tradeLog.all(),
|
||||
lastUpdated: Date.now(),
|
||||
feedStatus: { ...this.feedStatus },
|
||||
};
|
||||
}
|
||||
|
||||
private getReferencePrice(): number | null {
|
||||
return getMidOrLast(this.depthSnapshot, this.tickerSnapshot);
|
||||
}
|
||||
|
||||
private logReadinessBlockers(): void {
|
||||
if (!this.feedStatus.account && !this.readinessLogged.account) {
|
||||
this.tradeLog.push("info", "等待账户快照同步，尚未开始做市");
|
||||
this.readinessLogged.account = true;
|
||||
}
|
||||
if (!this.feedStatus.depth && !this.readinessLogged.depth) {
|
||||
this.tradeLog.push("info", "等待深度行情推送，尚未开始做市");
|
||||
this.readinessLogged.depth = true;
|
||||
}
|
||||
if (!this.feedStatus.ticker && !this.readinessLogged.ticker) {
|
||||
this.tradeLog.push("info", "等待Ticker推送，尚未开始做市");
|
||||
this.readinessLogged.ticker = true;
|
||||
}
|
||||
if (!this.feedStatus.orders && !this.readinessLogged.orders) {
|
||||
this.tradeLog.push("info", "等待订单快照返回，尚未执行初始化撤单");
|
||||
this.readinessLogged.orders = true;
|
||||
}
|
||||
}
|
||||
|
||||
private resetReadinessFlags(): void {
|
||||
this.readinessLogged = {
|
||||
account: false,
|
||||
depth: false,
|
||||
ticker: false,
|
||||
orders: false,
|
||||
};
|
||||
}
|
||||
|
||||
private logDesiredOrders(desired: DesiredOrder[]): void {
|
||||
if (!desired.length) {
|
||||
if (this.lastDesiredSummary !== "none") {
|
||||
this.tradeLog.push("info", "当前无目标挂单，等待下一次刷新");
|
||||
this.lastDesiredSummary = "none";
|
||||
}
|
||||
return;
|
||||
}
|
||||
const summary = desired
|
||||
.map((order) => `${order.side}@${order.price}${order.reduceOnly ? "(RO)" : ""}`)
|
||||
.join(" | ");
|
||||
if (summary !== this.lastDesiredSummary) {
|
||||
this.tradeLog.push("info", `目标挂单: ${summary}`);
|
||||
this.lastDesiredSummary = summary;
|
||||
}
|
||||
}
|
||||
|
||||
private registerInsufficientBalance(error: unknown): void {
|
||||
const now = Date.now();
|
||||
const detail = extractMessage(error);
|
||||
const alreadyActive = now < this.insufficientBalanceCooldownUntil;
|
||||
if (alreadyActive && detail === this.lastInsufficientMessage) {
|
||||
this.insufficientBalanceCooldownUntil = now + INSUFFICIENT_BALANCE_COOLDOWN_MS;
|
||||
return;
|
||||
}
|
||||
this.insufficientBalanceCooldownUntil = now + INSUFFICIENT_BALANCE_COOLDOWN_MS;
|
||||
this.lastInsufficientMessage = detail;
|
||||
const seconds = Math.ceil(INSUFFICIENT_BALANCE_COOLDOWN_MS / 1000);
|
||||
this.tradeLog.push("warn", `余额不足，暂停新挂单 ${seconds}s: ${detail}`);
|
||||
this.insufficientBalanceNotified = true;
|
||||
}
|
||||
|
||||
private applyInsufficientBalanceState(now: number): boolean {
|
||||
const active = now < this.insufficientBalanceCooldownUntil;
|
||||
if (!active && this.insufficientBalanceNotified) {
|
||||
this.tradeLog.push("info", "余额检测恢复，重新尝试挂单");
|
||||
this.insufficientBalanceNotified = false;
|
||||
this.lastInsufficientMessage = null;
|
||||
}
|
||||
return active;
|
||||
}
|
||||
}
|
||||
|
||||
@@ -449,6 +449,10 @@ export class OffsetMakerEngine {
|
||||
|
||||
private async syncOrders(targets: DesiredOrder[]): Promise<void> {
|
||||
const availableOrders = this.openOrders.filter((o) => !this.pendingCancelOrders.has(String(o.orderId)));
|
||||
const openOrders = availableOrders.filter((order) => {
|
||||
const status = (order.status ?? "").toUpperCase();
|
||||
return !status.includes("CLOSED") && !status.includes("FILLED") && !status.includes("CANCELED");
|
||||
});
|
||||
|
||||
// Coalesce reprices for entry orders: if within tick threshold or within dwell window, keep existing order
|
||||
const adjustedTargets: DesiredOrder[] = targets.map((t) => ({ ...t }));
|
||||
@@ -474,7 +478,7 @@ export class OffsetMakerEngine {
|
||||
}
|
||||
}
|
||||
|
||||
const { toCancel, toPlace } = makeOrderPlan(availableOrders, adjustedTargets);
|
||||
const { toCancel, toPlace } = makeOrderPlan(openOrders, adjustedTargets);
|
||||
|
||||
for (const order of toCancel) {
|
||||
if (this.pendingCancelOrders.has(String(order.orderId))) continue;
|
||||
|
||||
@@ -242,6 +242,8 @@ export class TrendEngine {
|
||||
this.exchange.watchKlines.bind(this.exchange, this.config.symbol, this.config.klineInterval),
|
||||
(klines) => {
|
||||
this.klineSnapshot = Array.isArray(klines) ? klines : [];
|
||||
const latestSma = getSMA(this.klineSnapshot, 30);
|
||||
this.lastSma30 = latestSma;
|
||||
this.logKlineSnapshot();
|
||||
this.emitUpdate();
|
||||
},
|
||||
|
||||
+19
-49
@@ -1,11 +1,8 @@
|
||||
import React, { useEffect, useMemo, useRef, useState } from "react";
|
||||
import { Box, Text, useInput } from "ink";
|
||||
import { makerConfig } from "../config";
|
||||
import {
|
||||
createExchangeAdapter,
|
||||
getExchangeDisplayName,
|
||||
resolveExchangeId,
|
||||
} from "../exchanges/create-adapter";
|
||||
import { getExchangeDisplayName, resolveExchangeId } from "../exchanges/create-adapter";
|
||||
import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
|
||||
import { MakerEngine, type MakerEngineSnapshot } from "../strategy/maker-engine";
|
||||
import { DataTable, type TableColumn } from "./components/DataTable";
|
||||
import { formatNumber } from "../utils/format";
|
||||
@@ -35,50 +32,7 @@ export function MakerApp({ onExit }: MakerAppProps) {
|
||||
|
||||
useEffect(() => {
|
||||
try {
|
||||
let adapter;
|
||||
if (exchangeId === "aster") {
|
||||
const apiKey = process.env.ASTER_API_KEY;
|
||||
const apiSecret = process.env.ASTER_API_SECRET;
|
||||
if (!apiKey || !apiSecret) {
|
||||
setError(new Error("缺少 ASTER_API_KEY 或 ASTER_API_SECRET 环境变量"));
|
||||
return;
|
||||
}
|
||||
adapter = createExchangeAdapter({
|
||||
exchange: exchangeId,
|
||||
symbol: makerConfig.symbol,
|
||||
aster: { apiKey, apiSecret },
|
||||
});
|
||||
} else if (exchangeId === "lighter") {
|
||||
const accountIndexRaw = process.env.LIGHTER_ACCOUNT_INDEX;
|
||||
const apiPrivateKey = process.env.LIGHTER_API_PRIVATE_KEY;
|
||||
if (!accountIndexRaw || !apiPrivateKey) {
|
||||
setError(new Error("缺少 LIGHTER_ACCOUNT_INDEX 或 LIGHTER_API_PRIVATE_KEY 环境变量"));
|
||||
return;
|
||||
}
|
||||
adapter = createExchangeAdapter({
|
||||
exchange: exchangeId,
|
||||
symbol: makerConfig.symbol,
|
||||
lighter: {
|
||||
displaySymbol: makerConfig.symbol,
|
||||
accountIndex: parseInt(accountIndexRaw, 10),
|
||||
apiPrivateKey,
|
||||
apiKeyIndex: process.env.LIGHTER_API_KEY_INDEX ? Number(process.env.LIGHTER_API_KEY_INDEX) : 0,
|
||||
environment: process.env.LIGHTER_ENV,
|
||||
baseUrl: process.env.LIGHTER_BASE_URL,
|
||||
marketId: process.env.LIGHTER_MARKET_ID ? Number(process.env.LIGHTER_MARKET_ID) : undefined,
|
||||
marketSymbol: process.env.LIGHTER_SYMBOL,
|
||||
priceDecimals: process.env.LIGHTER_PRICE_DECIMALS ? Number(process.env.LIGHTER_PRICE_DECIMALS) : undefined,
|
||||
sizeDecimals: process.env.LIGHTER_SIZE_DECIMALS ? Number(process.env.LIGHTER_SIZE_DECIMALS) : undefined,
|
||||
l1Address: process.env.LIGHTER_L1_ADDRESS,
|
||||
},
|
||||
});
|
||||
} else {
|
||||
adapter = createExchangeAdapter({
|
||||
exchange: exchangeId,
|
||||
symbol: makerConfig.symbol,
|
||||
grvt: { symbol: makerConfig.symbol },
|
||||
});
|
||||
}
|
||||
const adapter = buildAdapterFromEnv({ exchangeId, symbol: makerConfig.symbol });
|
||||
const engine = new MakerEngine(makerConfig, adapter);
|
||||
engineRef.current = engine;
|
||||
setSnapshot(engine.getSnapshot());
|
||||
@@ -154,6 +108,13 @@ export function MakerApp({ onExit }: MakerAppProps) {
|
||||
];
|
||||
|
||||
const lastLogs = snapshot.tradeLog.slice(-5);
|
||||
const feedStatus = snapshot.feedStatus;
|
||||
const feedEntries: Array<{ key: keyof typeof feedStatus; label: string }> = [
|
||||
{ key: "account", label: "账户" },
|
||||
{ key: "orders", label: "订单" },
|
||||
{ key: "depth", label: "深度" },
|
||||
{ key: "ticker", label: "Ticker" },
|
||||
];
|
||||
|
||||
return (
|
||||
<Box flexDirection="column" paddingX={1}>
|
||||
@@ -163,6 +124,15 @@ export function MakerApp({ onExit }: MakerAppProps) {
|
||||
交易所: {exchangeName} ｜ 交易对: {snapshot.symbol} ｜ 买一价: {formatNumber(topBid, 2)} ｜ 卖一价: {formatNumber(topAsk, 2)} ｜ 点差: {spreadDisplay}
|
||||
</Text>
|
||||
<Text color="gray">状态: {snapshot.ready ? "实时运行" : "等待市场数据"} ｜ 按 Esc 返回策略选择</Text>
|
||||
<Text>
|
||||
数据状态:
|
||||
{feedEntries.map((entry, index) => (
|
||||
<Text key={entry.key} color={feedStatus[entry.key] ? "green" : "red"}>
|
||||
{index === 0 ? " " : " "}
|
||||
{entry.label}
|
||||
</Text>
|
||||
))}
|
||||
</Text>
|
||||
</Box>
|
||||
|
||||
<Box flexDirection="row" marginBottom={1}>
|
||||
|
||||
@@ -1,11 +1,8 @@
|
||||
import React, { useEffect, useMemo, useRef, useState } from "react";
|
||||
import { Box, Text, useInput } from "ink";
|
||||
import { makerConfig } from "../config";
|
||||
import {
|
||||
createExchangeAdapter,
|
||||
getExchangeDisplayName,
|
||||
resolveExchangeId,
|
||||
} from "../exchanges/create-adapter";
|
||||
import { getExchangeDisplayName, resolveExchangeId } from "../exchanges/create-adapter";
|
||||
import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
|
||||
import { OffsetMakerEngine, type OffsetMakerEngineSnapshot } from "../strategy/offset-maker-engine";
|
||||
import { DataTable, type TableColumn } from "./components/DataTable";
|
||||
import { formatNumber } from "../utils/format";
|
||||
@@ -35,26 +32,7 @@ export function OffsetMakerApp({ onExit }: OffsetMakerAppProps) {
|
||||
|
||||
useEffect(() => {
|
||||
try {
|
||||
let adapter;
|
||||
if (exchangeId === "aster") {
|
||||
const apiKey = process.env.ASTER_API_KEY;
|
||||
const apiSecret = process.env.ASTER_API_SECRET;
|
||||
if (!apiKey || !apiSecret) {
|
||||
setError(new Error("缺少 ASTER_API_KEY 或 ASTER_API_SECRET 环境变量"));
|
||||
return;
|
||||
}
|
||||
adapter = createExchangeAdapter({
|
||||
exchange: exchangeId,
|
||||
symbol: makerConfig.symbol,
|
||||
aster: { apiKey, apiSecret },
|
||||
});
|
||||
} else {
|
||||
adapter = createExchangeAdapter({
|
||||
exchange: exchangeId,
|
||||
symbol: makerConfig.symbol,
|
||||
grvt: { symbol: makerConfig.symbol },
|
||||
});
|
||||
}
|
||||
const adapter = buildAdapterFromEnv({ exchangeId, symbol: makerConfig.symbol });
|
||||
const engine = new OffsetMakerEngine(makerConfig, adapter);
|
||||
engineRef.current = engine;
|
||||
setSnapshot(engine.getSnapshot());
|
||||
|
||||
+3
-25
@@ -1,11 +1,8 @@
|
||||
import React, { useEffect, useMemo, useRef, useState } from "react";
|
||||
import { Box, Text, useInput } from "ink";
|
||||
import { tradingConfig } from "../config";
|
||||
import {
|
||||
createExchangeAdapter,
|
||||
getExchangeDisplayName,
|
||||
resolveExchangeId,
|
||||
} from "../exchanges/create-adapter";
|
||||
import { getExchangeDisplayName, resolveExchangeId } from "../exchanges/create-adapter";
|
||||
import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
|
||||
import { TrendEngine, type TrendEngineSnapshot } from "../strategy/trend-engine";
|
||||
import { formatNumber } from "../utils/format";
|
||||
import { DataTable, type TableColumn } from "./components/DataTable";
|
||||
@@ -37,26 +34,7 @@ export function TrendApp({ onExit }: TrendAppProps) {
|
||||
|
||||
useEffect(() => {
|
||||
try {
|
||||
let adapter;
|
||||
if (exchangeId === "aster") {
|
||||
const apiKey = process.env.ASTER_API_KEY;
|
||||
const apiSecret = process.env.ASTER_API_SECRET;
|
||||
if (!apiKey || !apiSecret) {
|
||||
setError(new Error("缺少 ASTER_API_KEY 或 ASTER_API_SECRET 环境变量"));
|
||||
return;
|
||||
}
|
||||
adapter = createExchangeAdapter({
|
||||
exchange: exchangeId,
|
||||
symbol: tradingConfig.symbol,
|
||||
aster: { apiKey, apiSecret },
|
||||
});
|
||||
} else {
|
||||
adapter = createExchangeAdapter({
|
||||
exchange: exchangeId,
|
||||
symbol: tradingConfig.symbol,
|
||||
grvt: { symbol: tradingConfig.symbol },
|
||||
});
|
||||
}
|
||||
const adapter = buildAdapterFromEnv({ exchangeId, symbol: tradingConfig.symbol });
|
||||
const engine = new TrendEngine(tradingConfig, adapter);
|
||||
engineRef.current = engine;
|
||||
setSnapshot(engine.getSnapshot());
|
||||
|
||||
+18
-1
@@ -1,7 +1,14 @@
|
||||
export function isUnknownOrderError(error: unknown): boolean {
|
||||
const message = extractMessage(error);
|
||||
if (!message) return false;
|
||||
return message.includes("Unknown order") || message.includes("code\":-2011");
|
||||
const upper = message.toUpperCase();
|
||||
return (
|
||||
upper.includes("UNKNOWN ORDER") ||
|
||||
upper.includes("CODE\":-2011") ||
|
||||
upper.includes("ORDER_ID_NOT_FOUND") ||
|
||||
upper.includes("ORDER_IS_CLOSED") ||
|
||||
upper.includes("COULD NOT FIND ORDER")
|
||||
);
|
||||
}
|
||||
|
||||
export function extractMessage(error: unknown): string {
|
||||
@@ -36,3 +43,13 @@ export function isRateLimitError(error: unknown): boolean {
|
||||
message.includes("request rate")
|
||||
);
|
||||
}
|
||||
|
||||
export function isInsufficientBalanceError(error: unknown): boolean {
|
||||
const message = extractMessage(error).toUpperCase();
|
||||
return (
|
||||
message.includes("INSUFFICIENT") ||
|
||||
message.includes("NOT_ENOUGH_BALANCE") ||
|
||||
message.includes("INSUFFICIENT_BALANCE") ||
|
||||
message.includes("NOT ENOUGH")
|
||||
);
|
||||
}
|
||||
|
||||
+11
-3
@@ -32,10 +32,18 @@ export function getPosition(snapshot: AsterAccountSnapshot | null, symbol: strin
|
||||
}
|
||||
|
||||
export function getSMA(values: AsterKline[], length: number): number | null {
|
||||
if (!values || values.length < length) return null;
|
||||
const closes = values.slice(-length).map((k) => Number(k.close));
|
||||
if (!Array.isArray(values) || values.length < length) return null;
|
||||
const window = values.slice(-length);
|
||||
const closes = window.map((kline) => Number(kline.close));
|
||||
if (closes.some((price) => !Number.isFinite(price))) {
|
||||
return null;
|
||||
}
|
||||
const sum = closes.reduce((acc, current) => acc + current, 0);
|
||||
return sum / closes.length;
|
||||
if (!Number.isFinite(sum)) {
|
||||
return null;
|
||||
}
|
||||
const average = sum / closes.length;
|
||||
return Number.isFinite(average) ? average : null;
|
||||
}
|
||||
|
||||
export function calcStopLossPrice(entryPrice: number, qty: number, side: "long" | "short", loss: number): number {
|
||||
|
||||
Reference in New Issue
Block a user