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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.
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@@ -167,7 +167,7 @@ export class BasisArbEngine {
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}
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);
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if (this.exchange.id === "nado" || this.exchange.id === "standx") {
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if (this.exchange.id === "nado" || this.exchange.id === "standx" || this.exchange.id === "binance") {
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safeSubscribe<AsterDepth>(
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this.exchange.watchDepth.bind(this.exchange, this.config.spotSymbol),
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(depth) => {
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@@ -409,8 +409,9 @@ export class BasisArbEngine {
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if (!Number.isFinite(wallet) || !Number.isFinite(available)) continue;
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if (Math.abs(wallet) === 0 && Math.abs(available) === 0) continue;
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if (name === "USDT0") {
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futuresBalances.push({ asset: name, wallet, available });
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const isTaggedFuturesAsset = /0$/.test(name);
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if (isTaggedFuturesAsset) {
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futuresBalances.push({ asset: name.replace(/0$/, ""), wallet, available });
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continue;
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}
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const locked = Math.max(wallet - available, 0);
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