Feat/support binance (#22)

* add docs

* Add Binance exchange support

- Updated the environment configuration to include Binance as a selectable exchange option.
- Enhanced the README documentation to reflect the addition of Binance.
- Implemented the Binance exchange adapter and integrated it into the existing exchange framework.
- Modified the basis arbitrage strategy to support Binance alongside existing exchanges.
- Added tests to ensure proper functionality and integration of Binance within the trading system.

* Enhance README with detailed Binance exchange configuration

- Added comprehensive instructions for setting up Binance as an exchange option.
- Included environment variable specifications for API keys, market types, and trading symbols.
- Provided examples for both perpetual and spot trading strategies.
- Clarified the use of WebSocket and REST for the Binance adapter.

* Enhance exchange support and testing framework

- Added a new test suite for exchange contracts to ensure consistency and functionality across supported exchanges.
- Refactored exchange ID handling to utilize a centralized list of supported exchanges, improving maintainability.
- Updated CLI argument parsing and help documentation to reflect the new exchange structure.
- Introduced utility functions for validating supported exchanges and their display names.
- Enhanced the BasisApp and strategy runner to leverage the new exchange validation logic.
- Added a new test command for running exchange-related tests.

* Refactor exchange contract tests and update CLI commands

- Removed the trailing supported exchanges set and simplified the logic for trailing stop support in the exchange contract tests.
- Updated the test command for exchange contracts to exclude unnecessary tests, streamlining the testing process.
- Enhanced test descriptions for clarity and improved understanding of the functionality being tested.
This commit is contained in:
Disney
2026-02-27 11:37:44 +08:00
committed by GitHub
parent 422ee6f465
commit d6399b92aa
588 changed files with 96879 additions and 106 deletions
+6 -11
View File
@@ -1,10 +1,12 @@
import { SUPPORTED_EXCHANGE_IDS, type SupportedExchangeId } from "../exchanges/create-adapter";
export type StrategyId = "trend" | "swing" | "guardian" | "maker" | "maker-points" | "offset-maker" | "liquidity-maker" | "basis" | "grid";
export interface CliOptions {
strategy?: StrategyId;
silent: boolean;
help: boolean;
exchange?: "aster" | "grvt" | "lighter" | "backpack" | "paradex" | "nado" | "standx";
exchange?: SupportedExchangeId;
}
const STRATEGY_VALUES = new Set<StrategyId>([
@@ -82,15 +84,7 @@ function assignStrategy(options: CliOptions, raw: string): void {
function assignExchange(options: CliOptions, raw: string): void {
const normalized = raw.trim().toLowerCase();
if (!normalized) return;
if (
normalized === "aster" ||
normalized === "grvt" ||
normalized === "lighter" ||
normalized === "backpack" ||
normalized === "paradex" ||
normalized === "nado" ||
normalized === "standx"
) {
if (SUPPORTED_EXCHANGE_IDS.includes(normalized as SupportedExchangeId)) {
options.exchange = normalized as CliOptions["exchange"];
} else if (normalized === "gravity" || normalized === "grav" || normalized === "grv") {
options.exchange = "grvt";
@@ -98,8 +92,9 @@ function assignExchange(options: CliOptions, raw: string): void {
}
export function printCliHelp(): void {
const exchangeList = SUPPORTED_EXCHANGE_IDS.join("|");
// eslint-disable-next-line no-console
console.log(`Usage: bun run index.ts [--strategy <trend|swing|guardian|maker|maker-points|offset-maker|liquidity-maker|basis|grid>] [--exchange <aster|grvt|lighter|backpack|paradex|nado|standx>] [--silent]\n\n` +
console.log(`Usage: bun run index.ts [--strategy <trend|swing|guardian|maker|maker-points|offset-maker|liquidity-maker|basis|grid>] [--exchange <${exchangeList}>] [--silent]\n\n` +
`Options:\n` +
` --strategy, -s Automatically start the specified strategy without the interactive menu.\n` +
` Aliases: offset, offset-maker for the offset maker engine.\n` +
+3 -3
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@@ -1,5 +1,5 @@
import { basisConfig, gridConfig, isBasisStrategyEnabled, liquidityMakerConfig, makerConfig, makerPointsConfig, swingConfig, tradingConfig } from "../config";
import { getExchangeDisplayName, resolveExchangeId } from "../exchanges/create-adapter";
import { getExchangeDisplayName, isBasisSupportedExchangeId, resolveExchangeId } from "../exchanges/create-adapter";
import type { ExchangeAdapter } from "../exchanges/adapter";
import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
import { MakerEngine, type MakerEngineSnapshot } from "../strategy/maker-engine";
@@ -141,8 +141,8 @@ const STRATEGY_FACTORIES: Record<StrategyId, StrategyRunner> = {
throw new Error("Basis arbitrage strategy is disabled. Set ENABLE_BASIS_STRATEGY=true to enable it.");
}
const exchangeId = resolveExchangeId();
if (exchangeId !== "aster" && exchangeId !== "nado" && exchangeId !== "standx") {
throw new Error("Basis arbitrage strategy currently only supports the Aster, Nado, and StandX exchanges");
if (!isBasisSupportedExchangeId(exchangeId)) {
throw new Error("Basis arbitrage strategy currently only supports the Aster, Nado, StandX, and Binance exchanges");
}
const adapter = createAdapterOrThrow(basisConfig.futuresSymbol);
const engine = new BasisArbEngine(basisConfig, adapter);