mirror of
https://github.com/discountry/ritmex-bot.git
synced 2026-09-09 08:18:07 +00:00
refactor: extract shared order handler factory, deduplicate 8 order.ts files
Created src/exchanges/order-handlers.ts with createOrderHandlers() factory. All 8 exchange order.ts files now use config-driven delegation instead of duplicated ~80-line implementations. Shared applyCommonFields() logic consolidated into the factory module.
This commit is contained in:
@@ -1,101 +1,17 @@
|
||||
import type { Order, CreateOrderParams } from "../types";
|
||||
import type {
|
||||
BaseOrderIntent,
|
||||
ClosePositionIntent,
|
||||
LimitOrderIntent,
|
||||
MarketOrderIntent,
|
||||
StopOrderIntent,
|
||||
TrailingStopOrderIntent,
|
||||
} from "../order-schema";
|
||||
import { toStringBoolean } from "../order-schema";
|
||||
import { createOrderHandlers } from "../order-handlers";
|
||||
|
||||
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;
|
||||
}
|
||||
const handlers = createOrderHandlers({
|
||||
exchangeName: "Aster",
|
||||
defaultLimitTimeInForce: "GTX",
|
||||
supportsTrailingStop: true,
|
||||
supportsTriggerType: true,
|
||||
});
|
||||
|
||||
export async function createLimitOrder(intent: LimitOrderIntent): Promise<Order> {
|
||||
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<Order> {
|
||||
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<Order> {
|
||||
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<Order> {
|
||||
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<Order> {
|
||||
const params: CreateOrderParams = applyCommonFields(
|
||||
{
|
||||
symbol: intent.symbol,
|
||||
side: intent.side,
|
||||
type: "MARKET",
|
||||
quantity: intent.quantity,
|
||||
reduceOnly: "true",
|
||||
},
|
||||
intent
|
||||
);
|
||||
return intent.adapter.createOrder(params);
|
||||
}
|
||||
export const {
|
||||
createLimitOrder,
|
||||
createMarketOrder,
|
||||
createStopOrder,
|
||||
createTrailingStopOrder,
|
||||
createClosePositionOrder,
|
||||
} = handlers;
|
||||
|
||||
|
||||
@@ -1,84 +1,16 @@
|
||||
import type { Order, CreateOrderParams } from "../types";
|
||||
import type {
|
||||
BaseOrderIntent,
|
||||
ClosePositionIntent,
|
||||
LimitOrderIntent,
|
||||
MarketOrderIntent,
|
||||
StopOrderIntent,
|
||||
TrailingStopOrderIntent,
|
||||
} from "../order-schema";
|
||||
import { toStringBoolean } from "../order-schema";
|
||||
import { createOrderHandlers } from "../order-handlers";
|
||||
|
||||
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);
|
||||
}
|
||||
return params;
|
||||
}
|
||||
const handlers = createOrderHandlers({
|
||||
exchangeName: "Backpack",
|
||||
defaultLimitTimeInForce: "GTX",
|
||||
supportsTrailingStop: false,
|
||||
supportsTriggerType: false,
|
||||
});
|
||||
|
||||
export async function createLimitOrder(intent: LimitOrderIntent): Promise<Order> {
|
||||
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<Order> {
|
||||
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<Order> {
|
||||
const params: CreateOrderParams = applyCommonFields(
|
||||
{
|
||||
symbol: intent.symbol,
|
||||
side: intent.side,
|
||||
type: "STOP_MARKET",
|
||||
quantity: intent.quantity,
|
||||
stopPrice: intent.stopPrice,
|
||||
timeInForce: intent.timeInForce ?? "GTC",
|
||||
},
|
||||
intent
|
||||
);
|
||||
return intent.adapter.createOrder(params);
|
||||
}
|
||||
|
||||
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<Order> {
|
||||
throw new Error("Backpack exchange does not support trailing stop orders");
|
||||
}
|
||||
|
||||
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<Order> {
|
||||
const params: CreateOrderParams = applyCommonFields(
|
||||
{
|
||||
symbol: intent.symbol,
|
||||
side: intent.side,
|
||||
type: "MARKET",
|
||||
quantity: intent.quantity,
|
||||
reduceOnly: "true",
|
||||
},
|
||||
intent
|
||||
);
|
||||
return intent.adapter.createOrder(params);
|
||||
}
|
||||
export const {
|
||||
createLimitOrder,
|
||||
createMarketOrder,
|
||||
createStopOrder,
|
||||
createTrailingStopOrder,
|
||||
createClosePositionOrder,
|
||||
} = handlers;
|
||||
|
||||
@@ -1,100 +1,16 @@
|
||||
import type { Order, CreateOrderParams } from "../types";
|
||||
import type {
|
||||
BaseOrderIntent,
|
||||
ClosePositionIntent,
|
||||
LimitOrderIntent,
|
||||
MarketOrderIntent,
|
||||
StopOrderIntent,
|
||||
TrailingStopOrderIntent,
|
||||
} from "../order-schema";
|
||||
import { toStringBoolean } from "../order-schema";
|
||||
import { createOrderHandlers } from "../order-handlers";
|
||||
|
||||
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;
|
||||
}
|
||||
const handlers = createOrderHandlers({
|
||||
exchangeName: "Binance",
|
||||
defaultLimitTimeInForce: "GTX",
|
||||
supportsTrailingStop: true,
|
||||
supportsTriggerType: true,
|
||||
});
|
||||
|
||||
export async function createLimitOrder(intent: LimitOrderIntent): Promise<Order> {
|
||||
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<Order> {
|
||||
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<Order> {
|
||||
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<Order> {
|
||||
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<Order> {
|
||||
const params: CreateOrderParams = applyCommonFields(
|
||||
{
|
||||
symbol: intent.symbol,
|
||||
side: intent.side,
|
||||
type: "MARKET",
|
||||
quantity: intent.quantity,
|
||||
reduceOnly: "true",
|
||||
},
|
||||
intent
|
||||
);
|
||||
return intent.adapter.createOrder(params);
|
||||
}
|
||||
export const {
|
||||
createLimitOrder,
|
||||
createMarketOrder,
|
||||
createStopOrder,
|
||||
createTrailingStopOrder,
|
||||
createClosePositionOrder,
|
||||
} = handlers;
|
||||
|
||||
+18
-89
@@ -1,92 +1,21 @@
|
||||
import type { Order, CreateOrderParams } from "../types";
|
||||
import type {
|
||||
BaseOrderIntent,
|
||||
ClosePositionIntent,
|
||||
LimitOrderIntent,
|
||||
MarketOrderIntent,
|
||||
StopOrderIntent,
|
||||
TrailingStopOrderIntent,
|
||||
} from "../order-schema";
|
||||
import { toStringBoolean } from "../order-schema";
|
||||
import { createOrderHandlers } from "../order-handlers";
|
||||
|
||||
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;
|
||||
}
|
||||
const handlers = createOrderHandlers({
|
||||
exchangeName: "GRVT",
|
||||
defaultLimitTimeInForce: "GTX",
|
||||
supportsTrailingStop: false,
|
||||
supportsTriggerType: true,
|
||||
defaultStopTriggerType: "STOP_LOSS",
|
||||
stopDefaultReduceOnly: true,
|
||||
stopDefaultClosePosition: true,
|
||||
closeDefaultClosePosition: true,
|
||||
});
|
||||
|
||||
export async function createLimitOrder(intent: LimitOrderIntent): Promise<Order> {
|
||||
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<Order> {
|
||||
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<Order> {
|
||||
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 ?? "STOP_LOSS",
|
||||
closePosition: toStringBoolean(intent.closePosition ?? true),
|
||||
reduceOnly: toStringBoolean(intent.reduceOnly ?? true),
|
||||
},
|
||||
intent
|
||||
);
|
||||
return intent.adapter.createOrder(params);
|
||||
}
|
||||
|
||||
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<Order> {
|
||||
throw new Error("GRVT exchange does not support trailing stop orders");
|
||||
}
|
||||
|
||||
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<Order> {
|
||||
const params: CreateOrderParams = applyCommonFields(
|
||||
{
|
||||
symbol: intent.symbol,
|
||||
side: intent.side,
|
||||
type: "MARKET",
|
||||
quantity: intent.quantity,
|
||||
reduceOnly: "true",
|
||||
closePosition: toStringBoolean(intent.closePosition ?? true),
|
||||
},
|
||||
intent
|
||||
);
|
||||
return intent.adapter.createOrder(params);
|
||||
}
|
||||
export const {
|
||||
createLimitOrder,
|
||||
createMarketOrder,
|
||||
createStopOrder,
|
||||
createTrailingStopOrder,
|
||||
createClosePositionOrder,
|
||||
} = handlers;
|
||||
|
||||
|
||||
@@ -1,93 +1,22 @@
|
||||
import type { Order, CreateOrderParams } from "../types";
|
||||
import type {
|
||||
BaseOrderIntent,
|
||||
ClosePositionIntent,
|
||||
LimitOrderIntent,
|
||||
MarketOrderIntent,
|
||||
StopOrderIntent,
|
||||
TrailingStopOrderIntent,
|
||||
} from "../order-schema";
|
||||
import { toStringBoolean } from "../order-schema";
|
||||
import { createOrderHandlers } from "../order-handlers";
|
||||
|
||||
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;
|
||||
}
|
||||
const handlers = createOrderHandlers({
|
||||
exchangeName: "Lighter",
|
||||
defaultLimitTimeInForce: "GTC",
|
||||
defaultMarketTimeInForce: "IOC",
|
||||
defaultCloseTimeInForce: "IOC",
|
||||
supportsTrailingStop: false,
|
||||
supportsTriggerType: false,
|
||||
stopDefaultReduceOnly: true,
|
||||
stopDefaultClosePosition: true,
|
||||
closeDefaultClosePosition: true,
|
||||
});
|
||||
|
||||
export async function createLimitOrder(intent: LimitOrderIntent): Promise<Order> {
|
||||
const params: CreateOrderParams = applyCommonFields(
|
||||
{
|
||||
symbol: intent.symbol,
|
||||
side: intent.side,
|
||||
type: "LIMIT",
|
||||
quantity: intent.quantity,
|
||||
price: intent.price,
|
||||
timeInForce: intent.timeInForce ?? "GTC",
|
||||
},
|
||||
intent
|
||||
);
|
||||
return intent.adapter.createOrder(params);
|
||||
}
|
||||
|
||||
export async function createMarketOrder(intent: MarketOrderIntent): Promise<Order> {
|
||||
const params: CreateOrderParams = applyCommonFields(
|
||||
{
|
||||
symbol: intent.symbol,
|
||||
side: intent.side,
|
||||
type: "MARKET",
|
||||
quantity: intent.quantity,
|
||||
timeInForce: intent.timeInForce ?? "IOC",
|
||||
},
|
||||
intent
|
||||
);
|
||||
return intent.adapter.createOrder(params);
|
||||
}
|
||||
|
||||
export async function createStopOrder(intent: StopOrderIntent): Promise<Order> {
|
||||
const params: CreateOrderParams = applyCommonFields(
|
||||
{
|
||||
symbol: intent.symbol,
|
||||
side: intent.side,
|
||||
type: "STOP_MARKET",
|
||||
quantity: intent.quantity,
|
||||
stopPrice: intent.stopPrice,
|
||||
timeInForce: intent.timeInForce ?? "GTC",
|
||||
reduceOnly: toStringBoolean(intent.reduceOnly ?? true),
|
||||
closePosition: toStringBoolean(intent.closePosition ?? true),
|
||||
},
|
||||
intent
|
||||
);
|
||||
return intent.adapter.createOrder(params);
|
||||
}
|
||||
|
||||
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<Order> {
|
||||
throw new Error("Lighter exchange does not support trailing stop orders");
|
||||
}
|
||||
|
||||
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<Order> {
|
||||
const params: CreateOrderParams = applyCommonFields(
|
||||
{
|
||||
symbol: intent.symbol,
|
||||
side: intent.side,
|
||||
type: "MARKET",
|
||||
quantity: intent.quantity,
|
||||
reduceOnly: "true",
|
||||
closePosition: toStringBoolean(intent.closePosition ?? true),
|
||||
timeInForce: intent.timeInForce ?? "IOC",
|
||||
},
|
||||
intent
|
||||
);
|
||||
return intent.adapter.createOrder(params);
|
||||
}
|
||||
export const {
|
||||
createLimitOrder,
|
||||
createMarketOrder,
|
||||
createStopOrder,
|
||||
createTrailingStopOrder,
|
||||
createClosePositionOrder,
|
||||
} = handlers;
|
||||
|
||||
|
||||
+19
-90
@@ -1,93 +1,22 @@
|
||||
import type { Order, CreateOrderParams } from "../types";
|
||||
import type {
|
||||
BaseOrderIntent,
|
||||
ClosePositionIntent,
|
||||
LimitOrderIntent,
|
||||
MarketOrderIntent,
|
||||
StopOrderIntent,
|
||||
TrailingStopOrderIntent,
|
||||
} from "../order-schema";
|
||||
import { toStringBoolean } from "../order-schema";
|
||||
import { createOrderHandlers } from "../order-handlers";
|
||||
|
||||
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;
|
||||
}
|
||||
const handlers = createOrderHandlers({
|
||||
exchangeName: "Nado",
|
||||
defaultLimitTimeInForce: "GTC",
|
||||
defaultMarketTimeInForce: "IOC",
|
||||
defaultCloseTimeInForce: "IOC",
|
||||
supportsTrailingStop: false,
|
||||
supportsTriggerType: false,
|
||||
stopDefaultReduceOnly: true,
|
||||
stopDefaultClosePosition: true,
|
||||
closeDefaultClosePosition: true,
|
||||
});
|
||||
|
||||
export async function createLimitOrder(intent: LimitOrderIntent): Promise<Order> {
|
||||
const params: CreateOrderParams = applyCommonFields(
|
||||
{
|
||||
symbol: intent.symbol,
|
||||
side: intent.side,
|
||||
type: "LIMIT",
|
||||
quantity: intent.quantity,
|
||||
price: intent.price,
|
||||
timeInForce: intent.timeInForce ?? "GTC",
|
||||
},
|
||||
intent
|
||||
);
|
||||
return intent.adapter.createOrder(params);
|
||||
}
|
||||
|
||||
export async function createMarketOrder(intent: MarketOrderIntent): Promise<Order> {
|
||||
const params: CreateOrderParams = applyCommonFields(
|
||||
{
|
||||
symbol: intent.symbol,
|
||||
side: intent.side,
|
||||
type: "MARKET",
|
||||
quantity: intent.quantity,
|
||||
timeInForce: intent.timeInForce ?? "IOC",
|
||||
},
|
||||
intent
|
||||
);
|
||||
return intent.adapter.createOrder(params);
|
||||
}
|
||||
|
||||
export async function createStopOrder(intent: StopOrderIntent): Promise<Order> {
|
||||
const params: CreateOrderParams = applyCommonFields(
|
||||
{
|
||||
symbol: intent.symbol,
|
||||
side: intent.side,
|
||||
type: "STOP_MARKET",
|
||||
quantity: intent.quantity,
|
||||
stopPrice: intent.stopPrice,
|
||||
timeInForce: intent.timeInForce ?? "GTC",
|
||||
reduceOnly: toStringBoolean(intent.reduceOnly ?? true),
|
||||
closePosition: toStringBoolean(intent.closePosition ?? true),
|
||||
},
|
||||
intent
|
||||
);
|
||||
return intent.adapter.createOrder(params);
|
||||
}
|
||||
|
||||
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<Order> {
|
||||
throw new Error("Nado exchange does not support trailing stop orders");
|
||||
}
|
||||
|
||||
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<Order> {
|
||||
const params: CreateOrderParams = applyCommonFields(
|
||||
{
|
||||
symbol: intent.symbol,
|
||||
side: intent.side,
|
||||
type: "MARKET",
|
||||
quantity: intent.quantity,
|
||||
reduceOnly: "true",
|
||||
closePosition: toStringBoolean(intent.closePosition ?? true),
|
||||
timeInForce: intent.timeInForce ?? "IOC",
|
||||
},
|
||||
intent
|
||||
);
|
||||
return intent.adapter.createOrder(params);
|
||||
}
|
||||
export const {
|
||||
createLimitOrder,
|
||||
createMarketOrder,
|
||||
createStopOrder,
|
||||
createTrailingStopOrder,
|
||||
createClosePositionOrder,
|
||||
} = handlers;
|
||||
|
||||
|
||||
@@ -0,0 +1,144 @@
|
||||
import type { Order, CreateOrderParams, TimeInForce } from "./types";
|
||||
import type {
|
||||
BaseOrderIntent,
|
||||
ClosePositionIntent,
|
||||
LimitOrderIntent,
|
||||
MarketOrderIntent,
|
||||
StopOrderIntent,
|
||||
TrailingStopOrderIntent,
|
||||
} from "./order-schema";
|
||||
import { toStringBoolean } from "./order-schema";
|
||||
|
||||
export interface OrderHandlerConfig {
|
||||
exchangeName: string;
|
||||
defaultLimitTimeInForce: TimeInForce | "GTX";
|
||||
defaultMarketTimeInForce?: TimeInForce;
|
||||
defaultCloseTimeInForce?: TimeInForce;
|
||||
defaultStopTimeInForce?: TimeInForce;
|
||||
defaultStopTriggerType?: "UNSPECIFIED" | "TAKE_PROFIT" | "STOP_LOSS";
|
||||
supportsTrailingStop: boolean;
|
||||
supportsTriggerType: boolean;
|
||||
stopDefaultReduceOnly?: boolean;
|
||||
stopDefaultClosePosition?: boolean;
|
||||
closeDefaultClosePosition?: boolean;
|
||||
stopPriceAsPrice?: boolean;
|
||||
}
|
||||
|
||||
export interface OrderHandlers {
|
||||
createLimitOrder(intent: LimitOrderIntent): Promise<Order>;
|
||||
createMarketOrder(intent: MarketOrderIntent): Promise<Order>;
|
||||
createStopOrder(intent: StopOrderIntent): Promise<Order>;
|
||||
createTrailingStopOrder(intent: TrailingStopOrderIntent): Promise<Order>;
|
||||
createClosePositionOrder(intent: ClosePositionIntent): Promise<Order>;
|
||||
}
|
||||
|
||||
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 function createOrderHandlers(config: OrderHandlerConfig): OrderHandlers {
|
||||
return {
|
||||
async createLimitOrder(intent: LimitOrderIntent): Promise<Order> {
|
||||
const params: CreateOrderParams = applyCommonFields(
|
||||
{
|
||||
symbol: intent.symbol,
|
||||
side: intent.side,
|
||||
type: "LIMIT",
|
||||
quantity: intent.quantity,
|
||||
price: intent.price,
|
||||
timeInForce: intent.timeInForce ?? config.defaultLimitTimeInForce,
|
||||
slPrice: intent.slPrice,
|
||||
tpPrice: intent.tpPrice,
|
||||
},
|
||||
intent,
|
||||
);
|
||||
return intent.adapter.createOrder(params);
|
||||
},
|
||||
|
||||
async createMarketOrder(intent: MarketOrderIntent): Promise<Order> {
|
||||
const params: CreateOrderParams = applyCommonFields(
|
||||
{
|
||||
symbol: intent.symbol,
|
||||
side: intent.side,
|
||||
type: "MARKET",
|
||||
quantity: intent.quantity,
|
||||
timeInForce: intent.timeInForce ?? config.defaultMarketTimeInForce,
|
||||
},
|
||||
intent,
|
||||
);
|
||||
return intent.adapter.createOrder(params);
|
||||
},
|
||||
|
||||
async createStopOrder(intent: StopOrderIntent): Promise<Order> {
|
||||
const params: CreateOrderParams = applyCommonFields(
|
||||
{
|
||||
symbol: intent.symbol,
|
||||
side: intent.side,
|
||||
type: "STOP_MARKET",
|
||||
quantity: intent.quantity,
|
||||
stopPrice: intent.stopPrice,
|
||||
timeInForce: intent.timeInForce ?? (config.defaultStopTimeInForce ?? "GTC"),
|
||||
triggerType: config.supportsTriggerType ? (intent.triggerType ?? config.defaultStopTriggerType) : undefined,
|
||||
price: config.stopPriceAsPrice ? intent.stopPrice : undefined,
|
||||
},
|
||||
intent,
|
||||
);
|
||||
if (config.stopDefaultReduceOnly && intent.reduceOnly === undefined) {
|
||||
params.reduceOnly = "true";
|
||||
}
|
||||
if (config.stopDefaultClosePosition && intent.closePosition === undefined) {
|
||||
params.closePosition = "true";
|
||||
}
|
||||
return intent.adapter.createOrder(params);
|
||||
},
|
||||
|
||||
async createTrailingStopOrder(intent: TrailingStopOrderIntent): Promise<Order> {
|
||||
if (!config.supportsTrailingStop) {
|
||||
throw new Error(`${config.exchangeName} does not support trailing stop orders`);
|
||||
}
|
||||
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);
|
||||
},
|
||||
|
||||
async createClosePositionOrder(intent: ClosePositionIntent): Promise<Order> {
|
||||
const params: CreateOrderParams = applyCommonFields(
|
||||
{
|
||||
symbol: intent.symbol,
|
||||
side: intent.side,
|
||||
type: "MARKET",
|
||||
quantity: intent.quantity,
|
||||
reduceOnly: "true",
|
||||
timeInForce: intent.timeInForce ?? config.defaultCloseTimeInForce,
|
||||
},
|
||||
intent,
|
||||
);
|
||||
if (config.closeDefaultClosePosition && intent.closePosition === undefined) {
|
||||
params.closePosition = "true";
|
||||
}
|
||||
return intent.adapter.createOrder(params);
|
||||
},
|
||||
};
|
||||
}
|
||||
@@ -1,93 +1,20 @@
|
||||
import type { Order, CreateOrderParams } from "../types";
|
||||
import type {
|
||||
BaseOrderIntent,
|
||||
ClosePositionIntent,
|
||||
LimitOrderIntent,
|
||||
MarketOrderIntent,
|
||||
StopOrderIntent,
|
||||
TrailingStopOrderIntent,
|
||||
} from "../order-schema";
|
||||
import { toStringBoolean } from "../order-schema";
|
||||
import { createOrderHandlers } from "../order-handlers";
|
||||
|
||||
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;
|
||||
}
|
||||
const handlers = createOrderHandlers({
|
||||
exchangeName: "Paradex",
|
||||
defaultLimitTimeInForce: "GTC",
|
||||
supportsTrailingStop: false,
|
||||
supportsTriggerType: false,
|
||||
stopDefaultReduceOnly: true,
|
||||
stopDefaultClosePosition: true,
|
||||
stopPriceAsPrice: true,
|
||||
closeDefaultClosePosition: true,
|
||||
});
|
||||
|
||||
export async function createLimitOrder(intent: LimitOrderIntent): Promise<Order> {
|
||||
const params: CreateOrderParams = applyCommonFields(
|
||||
{
|
||||
symbol: intent.symbol,
|
||||
side: intent.side,
|
||||
type: "LIMIT",
|
||||
quantity: intent.quantity,
|
||||
price: intent.price,
|
||||
timeInForce: intent.timeInForce ?? "GTC",
|
||||
},
|
||||
intent
|
||||
);
|
||||
return intent.adapter.createOrder(params);
|
||||
}
|
||||
|
||||
export async function createMarketOrder(intent: MarketOrderIntent): Promise<Order> {
|
||||
const params: CreateOrderParams = applyCommonFields(
|
||||
{
|
||||
symbol: intent.symbol,
|
||||
side: intent.side,
|
||||
type: "MARKET",
|
||||
quantity: intent.quantity,
|
||||
timeInForce: intent.timeInForce,
|
||||
},
|
||||
intent
|
||||
);
|
||||
return intent.adapter.createOrder(params);
|
||||
}
|
||||
|
||||
export async function createStopOrder(intent: StopOrderIntent): Promise<Order> {
|
||||
const params: CreateOrderParams = applyCommonFields(
|
||||
{
|
||||
symbol: intent.symbol,
|
||||
side: intent.side,
|
||||
type: "STOP_MARKET",
|
||||
quantity: intent.quantity,
|
||||
stopPrice: intent.stopPrice,
|
||||
price: intent.stopPrice,
|
||||
timeInForce: intent.timeInForce ?? "GTC",
|
||||
reduceOnly: toStringBoolean(intent.reduceOnly ?? true),
|
||||
closePosition: toStringBoolean(intent.closePosition ?? true),
|
||||
},
|
||||
intent
|
||||
);
|
||||
return intent.adapter.createOrder(params);
|
||||
}
|
||||
|
||||
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<Order> {
|
||||
throw new Error("Paradex exchange does not support trailing stop orders");
|
||||
}
|
||||
|
||||
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<Order> {
|
||||
const params: CreateOrderParams = applyCommonFields(
|
||||
{
|
||||
symbol: intent.symbol,
|
||||
side: intent.side,
|
||||
type: "MARKET",
|
||||
quantity: intent.quantity,
|
||||
reduceOnly: "true",
|
||||
closePosition: toStringBoolean(intent.closePosition ?? true),
|
||||
timeInForce: intent.timeInForce,
|
||||
},
|
||||
intent
|
||||
);
|
||||
return intent.adapter.createOrder(params);
|
||||
}
|
||||
export const {
|
||||
createLimitOrder,
|
||||
createMarketOrder,
|
||||
createStopOrder,
|
||||
createTrailingStopOrder,
|
||||
createClosePositionOrder,
|
||||
} = handlers;
|
||||
|
||||
@@ -1,94 +1,21 @@
|
||||
import type { Order, CreateOrderParams } from "../types";
|
||||
import type {
|
||||
BaseOrderIntent,
|
||||
ClosePositionIntent,
|
||||
LimitOrderIntent,
|
||||
MarketOrderIntent,
|
||||
StopOrderIntent,
|
||||
TrailingStopOrderIntent,
|
||||
} from "../order-schema";
|
||||
import { toStringBoolean } from "../order-schema";
|
||||
import { createOrderHandlers } from "../order-handlers";
|
||||
|
||||
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;
|
||||
}
|
||||
const handlers = createOrderHandlers({
|
||||
exchangeName: "StandX",
|
||||
defaultLimitTimeInForce: "GTX",
|
||||
defaultMarketTimeInForce: "IOC",
|
||||
defaultCloseTimeInForce: "IOC",
|
||||
supportsTrailingStop: false,
|
||||
supportsTriggerType: false,
|
||||
stopDefaultReduceOnly: true,
|
||||
stopDefaultClosePosition: true,
|
||||
closeDefaultClosePosition: true,
|
||||
});
|
||||
|
||||
export async function createLimitOrder(intent: LimitOrderIntent): Promise<Order> {
|
||||
const params: CreateOrderParams = applyCommonFields(
|
||||
{
|
||||
symbol: intent.symbol,
|
||||
side: intent.side,
|
||||
type: "LIMIT",
|
||||
quantity: intent.quantity,
|
||||
price: intent.price,
|
||||
timeInForce: intent.timeInForce ?? "GTX",
|
||||
slPrice: intent.slPrice,
|
||||
tpPrice: intent.tpPrice,
|
||||
},
|
||||
intent
|
||||
);
|
||||
return intent.adapter.createOrder(params);
|
||||
}
|
||||
|
||||
export async function createMarketOrder(intent: MarketOrderIntent): Promise<Order> {
|
||||
const params: CreateOrderParams = applyCommonFields(
|
||||
{
|
||||
symbol: intent.symbol,
|
||||
side: intent.side,
|
||||
type: "MARKET",
|
||||
quantity: intent.quantity,
|
||||
timeInForce: intent.timeInForce ?? "IOC",
|
||||
},
|
||||
intent
|
||||
);
|
||||
return intent.adapter.createOrder(params);
|
||||
}
|
||||
|
||||
export async function createStopOrder(intent: StopOrderIntent): Promise<Order> {
|
||||
const params: CreateOrderParams = applyCommonFields(
|
||||
{
|
||||
symbol: intent.symbol,
|
||||
side: intent.side,
|
||||
type: "STOP_MARKET",
|
||||
quantity: intent.quantity,
|
||||
stopPrice: intent.stopPrice,
|
||||
timeInForce: intent.timeInForce ?? "GTC",
|
||||
reduceOnly: toStringBoolean(intent.reduceOnly ?? true),
|
||||
closePosition: toStringBoolean(intent.closePosition ?? true),
|
||||
},
|
||||
intent
|
||||
);
|
||||
return intent.adapter.createOrder(params);
|
||||
}
|
||||
|
||||
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<Order> {
|
||||
throw new Error("StandX exchange does not support trailing stop orders");
|
||||
}
|
||||
|
||||
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<Order> {
|
||||
const params: CreateOrderParams = applyCommonFields(
|
||||
{
|
||||
symbol: intent.symbol,
|
||||
side: intent.side,
|
||||
type: "MARKET",
|
||||
quantity: intent.quantity,
|
||||
reduceOnly: "true",
|
||||
closePosition: toStringBoolean(intent.closePosition ?? true),
|
||||
timeInForce: intent.timeInForce ?? "IOC",
|
||||
},
|
||||
intent
|
||||
);
|
||||
return intent.adapter.createOrder(params);
|
||||
}
|
||||
export const {
|
||||
createLimitOrder,
|
||||
createMarketOrder,
|
||||
createStopOrder,
|
||||
createTrailingStopOrder,
|
||||
createClosePositionOrder,
|
||||
} = handlers;
|
||||
|
||||
Reference in New Issue
Block a user