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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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@@ -71,6 +71,13 @@ describe("BasisArbEngine", () => {
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time: 2_000,
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}),
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};
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const futuresClient = {
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getPremiumIndex: vi.fn().mockResolvedValue({
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fundingRate: "0.0001",
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nextFundingTime: 3_600_000,
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time: 2_000,
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}),
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};
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const engine = new BasisArbEngine(
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{
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@@ -79,10 +86,12 @@ describe("BasisArbEngine", () => {
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refreshIntervalMs: 1_000,
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maxLogEntries: 10,
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takerFeeRate: 0.0004,
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arbAmount: 1,
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},
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adapter,
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{
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spotClient,
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futuresClient,
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now: () => 1_000,
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}
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);
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@@ -111,7 +120,7 @@ describe("BasisArbEngine", () => {
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const expectedNet = 1.04 * (1 - effectiveFee) - 1.05 * (1 + effectiveFee);
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expect(snapshot.netSpread).toBeCloseTo(expectedNet, 6);
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expect(snapshot.netSpreadBps).toBeCloseTo((expectedNet / 1.05) * 10_000, 6);
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expect(snapshot.feedStatus).toEqual({ futures: true, spot: true });
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expect(snapshot.feedStatus).toEqual({ futures: true, spot: true, funding: true });
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expect(snapshot.opportunity).toBe(expectedNet >= 0);
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engine.stop();
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