feat: 添加期现套利策略支持,更新相关配置和界面,增强 Aster 现货 API 客户端功能

This commit is contained in:
discountry
2025-10-07 00:23:24 +08:00
parent 1bd3e7edc6
commit d7a95ceb36
11 changed files with 3971 additions and 39 deletions
+221
View File
@@ -4,7 +4,10 @@ export type OrderSide = "BUY" | "SELL";
export type OrderType =
| "LIMIT"
| "MARKET"
| "STOP"
| "STOP_MARKET"
| "TAKE_PROFIT"
| "TAKE_PROFIT_MARKET"
| "TRAILING_STOP_MARKET";
export type PositionSide = "BOTH" | "LONG" | "SHORT";
export type TimeInForce = "GTC" | "IOC" | "FOK" | "GTX";
@@ -321,6 +324,224 @@ export interface AsterTicker {
count?: number;
}
export interface AsterSpotRateLimit {
rateLimitType: string;
interval: string;
intervalNum: number;
limit: number;
}
export interface AsterSpotExchangeFilter {
filterType: string;
[key: string]: string | number | boolean | undefined;
}
export interface AsterSpotAssetInfo {
asset: string;
}
export interface AsterSpotSymbolInfo {
symbol: string;
status: string;
baseAsset: string;
quoteAsset: string;
baseAssetPrecision?: number;
quotePrecision?: number;
pricePrecision?: number;
quantityPrecision?: number;
orderTypes: string[];
timeInForce: string[];
ocoAllowed: boolean;
filters: AsterSpotExchangeFilter[];
}
export interface AsterSpotExchangeInfo {
timezone: string;
serverTime: number;
rateLimits: AsterSpotRateLimit[];
exchangeFilters: AsterSpotExchangeFilter[];
assets?: AsterSpotAssetInfo[];
symbols: AsterSpotSymbolInfo[];
}
export interface AsterSpotDepth {
lastUpdateId: number;
E?: number;
T?: number;
bids: AsterDepthLevel[];
asks: AsterDepthLevel[];
}
export interface AsterSpotTrade {
id: number;
price: string;
qty: string;
baseQty?: string;
quoteQty?: string;
time: number;
isBuyerMaker: boolean;
}
export interface AsterSpotHistoricalTrade extends AsterSpotTrade {
isBestMatch?: boolean;
}
export interface AsterSpotAggTrade {
a: number;
p: string;
q: string;
f: number;
l: number;
T: number;
m: boolean;
M?: boolean;
}
export interface AsterSpotKline {
openTime: number;
open: string;
high: string;
low: string;
close: string;
volume: string;
closeTime: number;
quoteAssetVolume: string;
numberOfTrades: number;
takerBuyBaseAssetVolume: string;
takerBuyQuoteAssetVolume: string;
}
export interface AsterSpotTicker24h {
symbol: string;
priceChange: string;
priceChangePercent: string;
weightedAvgPrice: string;
prevClosePrice: string;
lastPrice: string;
lastQty: string;
bidPrice: string;
bidQty: string;
askPrice: string;
askQty: string;
openPrice: string;
highPrice: string;
lowPrice: string;
volume: string;
quoteVolume: string;
openTime: number;
closeTime: number;
firstId: number;
lastId: number;
count: number;
baseAsset?: string;
quoteAsset?: string;
}
export interface AsterSpotPriceTicker {
symbol: string;
price: string;
time?: number;
}
export interface AsterSpotBookTicker {
symbol: string;
bidPrice: string;
bidQty: string;
askPrice: string;
askQty: string;
time?: number;
}
export interface AsterSpotCommissionRate {
symbol: string;
makerCommissionRate: string;
takerCommissionRate: string;
}
export interface CreateSpotOrderParams {
symbol: string;
side: OrderSide;
type: OrderType;
timeInForce?: TimeInForce;
quantity?: number | string;
quoteOrderQty?: number | string;
price?: number | string;
newClientOrderId?: string;
stopPrice?: number | string;
recvWindow?: number;
}
export interface CancelSpotOrderParams {
symbol: string;
orderId?: number | string;
origClientOrderId?: string;
recvWindow?: number;
}
export interface QuerySpotOrderParams extends CancelSpotOrderParams {}
export interface SpotOpenOrdersParams {
symbol?: string;
recvWindow?: number;
orderIdList?: Array<number | string>;
origClientOrderIdList?: string[];
}
export interface SpotAllOrdersParams {
symbol: string;
orderId?: number;
startTime?: number;
endTime?: number;
limit?: number;
recvWindow?: number;
}
export interface AsterSpotAccountBalance {
asset: string;
free: string;
locked: string;
}
export interface AsterSpotAccount {
feeTier: number;
canTrade: boolean;
canDeposit: boolean;
canWithdraw: boolean;
canBurnAsset?: boolean;
updateTime: number;
makerCommission?: string;
takerCommission?: string;
buyerCommission?: string;
sellerCommission?: string;
balances: AsterSpotAccountBalance[];
}
export interface SpotUserTradesParams {
symbol?: string;
orderId?: number;
startTime?: number;
endTime?: number;
fromId?: number;
limit?: number;
recvWindow?: number;
}
export interface AsterSpotUserTrade {
symbol: string;
id: number;
orderId: number;
side: OrderSide;
price: string;
qty: string;
quoteQty?: string;
commission: string;
commissionAsset: string;
time: number;
counterpartyId?: number;
maker: boolean;
buyer: boolean;
}
export interface AsterKline {
eventType?: string;
eventTime?: number;