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.
2026-09-10 08:48:07 +00:00 · 2026-02-27 11:37:44 +08:00
parent 422ee6f465
commit d6399b92aa
588 changed files with 96879 additions and 106 deletions
@@ -0,0 +1,100 @@
+import type { AsterOrder, CreateOrderParams } from "../types";
+import type {
+  BaseOrderIntent,
+  ClosePositionIntent,
+  LimitOrderIntent,
+  MarketOrderIntent,
+  StopOrderIntent,
+  TrailingStopOrderIntent,
+} from "../order-schema";
+import { toStringBoolean } from "../order-schema";
+
+function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
+  if (params.quantity === undefined) {
+    params.quantity = intent.quantity;
+  }
+  if (params.timeInForce === undefined && intent.timeInForce) {
+    params.timeInForce = intent.timeInForce;
+  }
+  if (intent.reduceOnly !== undefined) {
+    params.reduceOnly = toStringBoolean(intent.reduceOnly);
+  }
+  if (intent.closePosition !== undefined) {
+    params.closePosition = toStringBoolean(intent.closePosition);
+  }
+  return params;
+}
+
+export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
+  const params: CreateOrderParams = applyCommonFields(
+    {
+      symbol: intent.symbol,
+      side: intent.side,
+      type: "LIMIT",
+      quantity: intent.quantity,
+      price: intent.price,
+      timeInForce: intent.timeInForce ?? "GTX",
+    },
+    intent
+  );
+  return intent.adapter.createOrder(params);
+}
+
+export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
+  const params: CreateOrderParams = applyCommonFields(
+    {
+      symbol: intent.symbol,
+      side: intent.side,
+      type: "MARKET",
+      quantity: intent.quantity,
+    },
+    intent
+  );
+  return intent.adapter.createOrder(params);
+}
+
+export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
+  const params: CreateOrderParams = applyCommonFields(
+    {
+      symbol: intent.symbol,
+      side: intent.side,
+      type: "STOP_MARKET",
+      quantity: intent.quantity,
+      stopPrice: intent.stopPrice,
+      timeInForce: intent.timeInForce ?? "GTC",
+      triggerType: intent.triggerType,
+    },
+    intent
+  );
+  return intent.adapter.createOrder(params);
+}
+
+export async function createTrailingStopOrder(intent: TrailingStopOrderIntent): Promise<AsterOrder> {
+  const params: CreateOrderParams = applyCommonFields(
+    {
+      symbol: intent.symbol,
+      side: intent.side,
+      type: "TRAILING_STOP_MARKET",
+      quantity: intent.quantity,
+      activationPrice: intent.activationPrice,
+      callbackRate: intent.callbackRate,
+      timeInForce: intent.timeInForce ?? "GTC",
+    },
+    intent
+  );
+  return intent.adapter.createOrder(params);
+}
+
+export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
+  const params: CreateOrderParams = applyCommonFields(
+    {
+      symbol: intent.symbol,
+      side: intent.side,
+      type: "MARKET",
+      quantity: intent.quantity,
+      reduceOnly: "true",
+    },
+    intent
+  );
+  return intent.adapter.createOrder(params);
+}