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

tests/basis-arb-engine.test.ts

@@ -0,0 +1,119 @@
+import { describe, expect, it, vi } from "vitest";
+import type { ExchangeAdapter } from "../src/exchanges/adapter";
+import type {
+  AsterAccountSnapshot,
+  AsterDepth,
+  AsterKline,
+  AsterOrder,
+  AsterTicker,
+} from "../src/exchanges/types";
+import { BasisArbEngine } from "../src/strategy/basis-arb-engine";
+
+class StubAdapter implements ExchangeAdapter {
+  id = "aster";
+  private depthHandler: ((depth: AsterDepth) => void) | null = null;
+
+  supportsTrailingStops(): boolean {
+    return false;
+  }
+
+  watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {
+    // not required for this test
+  }
+
+  watchOrders(_cb: (orders: AsterOrder[]) => void): void {
+    // not required for this test
+  }
+
+  watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void {
+    this.depthHandler = cb;
+  }
+
+  emitDepth(depth: AsterDepth): void {
+    this.depthHandler?.(depth);
+  }
+
+  watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {
+    // not required for this test
+  }
+
+  watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {
+    // not required for this test
+  }
+
+  createOrder(): Promise<AsterOrder> {
+    throw new Error("not implemented");
+  }
+
+  cancelOrder(_params: { symbol: string; orderId: number | string }): Promise<void> {
+    return Promise.resolve();
+  }
+
+  cancelOrders(_params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
+    return Promise.resolve();
+  }
+
+  cancelAllOrders(_params: { symbol: string }): Promise<void> {
+    return Promise.resolve();
+  }
+}
+
+describe("BasisArbEngine", () => {
+  it("computes spreads after receiving futures depth and spot quotes", async () => {
+    const adapter = new StubAdapter();
+    const spotClient = {
+      getBookTicker: vi.fn().mockResolvedValue({
+        symbol: "ASTERUSDT",
+        bidPrice: "1.0000",
+        bidQty: "1",
+        askPrice: "1.0500",
+        askQty: "1",
+        time: 2_000,
+      }),
+    };
+
+    const engine = new BasisArbEngine(
+      {
+        futuresSymbol: "ASTERUSDT",
+        spotSymbol: "ASTERUSDT",
+        refreshIntervalMs: 1_000,
+        maxLogEntries: 10,
+        takerFeeRate: 0.0004,
+      },
+      adapter,
+      {
+        spotClient,
+        now: () => 1_000,
+      }
+    );
+
+    engine.start();
+
+    adapter.emitDepth({
+      lastUpdateId: 1,
+      bids: [["1.0400", "1"]],
+      asks: [["1.0600", "1"]],
+      eventTime: 1_500,
+    });
+
+    await vi.waitFor(() => {
+      expect(spotClient.getBookTicker).toHaveBeenCalled();
+      const snap = engine.getSnapshot();
+      expect(snap.spotBid).not.toBeNull();
+      expect(snap.futuresBid).not.toBeNull();
+    });
+
+    const snapshot = engine.getSnapshot();
+    expect(snapshot.spread).toBeCloseTo(1.04 - 1.05, 6);
+    expect(snapshot.spreadBps).toBeCloseTo(((1.04 - 1.05) / 1.05) * 10_000, 6);
+    const fee = 0.0004;
+    const effectiveFee = fee * 2;
+    const expectedNet = 1.04 * (1 - effectiveFee) - 1.05 * (1 + effectiveFee);
+    expect(snapshot.netSpread).toBeCloseTo(expectedNet, 6);
+    expect(snapshot.netSpreadBps).toBeCloseTo((expectedNet / 1.05) * 10_000, 6);
+    expect(snapshot.feedStatus).toEqual({ futures: true, spot: true });
+    expect(snapshot.opportunity).toBe(expectedNet >= 0);
+
+    engine.stop();
+  });
+});