feat: 重构订单路由逻辑,添加订单意图类型以支持多交易所订单处理

This commit is contained in:
discountry
2025-10-23 14:04:44 +08:00
parent fabc8af679
commit ea5da20311
10 changed files with 745 additions and 62 deletions
+101
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import type { AsterOrder, CreateOrderParams } from "../types";
import type {
BaseOrderIntent,
ClosePositionIntent,
LimitOrderIntent,
MarketOrderIntent,
StopOrderIntent,
TrailingStopOrderIntent,
} from "../order-schema";
import { toStringBoolean } from "../order-schema";
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 async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
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<AsterOrder> {
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<AsterOrder> {
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<AsterOrder> {
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<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "MARKET",
quantity: intent.quantity,
reduceOnly: "true",
},
intent
);
return intent.adapter.createOrder(params);
}
+88
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import type { AsterOrder, CreateOrderParams } from "../types";
import type {
BaseOrderIntent,
ClosePositionIntent,
LimitOrderIntent,
MarketOrderIntent,
StopOrderIntent,
TrailingStopOrderIntent,
} from "../order-schema";
import { toStringBoolean } from "../order-schema";
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 async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
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<AsterOrder> {
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<AsterOrder> {
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<AsterOrder> {
throw new Error("Backpack exchange does not support trailing stop orders");
}
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "MARKET",
quantity: intent.quantity,
reduceOnly: "true",
},
intent
);
return intent.adapter.createOrder(params);
}
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import type { AsterOrder, CreateOrderParams } from "../types";
import type {
BaseOrderIntent,
ClosePositionIntent,
LimitOrderIntent,
MarketOrderIntent,
StopOrderIntent,
TrailingStopOrderIntent,
} from "../order-schema";
import { toStringBoolean } from "../order-schema";
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 async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
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<AsterOrder> {
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<AsterOrder> {
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.side === "BUY" ? "TAKE_PROFIT" : "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<AsterOrder> {
throw new Error("GRVT exchange does not support trailing stop orders");
}
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
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);
}
+93
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import type { AsterOrder, CreateOrderParams } from "../types";
import type {
BaseOrderIntent,
ClosePositionIntent,
LimitOrderIntent,
MarketOrderIntent,
StopOrderIntent,
TrailingStopOrderIntent,
} from "../order-schema";
import { toStringBoolean } from "../order-schema";
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 async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
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<AsterOrder> {
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<AsterOrder> {
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<AsterOrder> {
throw new Error("Lighter exchange does not support trailing stop orders");
}
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
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);
}
+118
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import type { ExchangeAdapter } from "./adapter";
import type { AsterOrder } from "./types";
import type {
BaseOrderIntent,
ClosePositionIntent,
LimitOrderIntent,
MarketOrderIntent,
StopOrderIntent,
TrailingStopOrderIntent,
} from "./order-schema";
import * as asterOrders from "./aster/order";
import * as backpackOrders from "./backpack/order";
import * as grvtOrders from "./grvt/order";
import * as lighterOrders from "./lighter/order";
import * as paradexOrders from "./paradex/order";
type ExchangeKey = "aster" | "backpack" | "grvt" | "lighter" | "paradex";
interface ExchangeOrderHandlers {
limit(intent: LimitOrderIntent): Promise<AsterOrder>;
market(intent: MarketOrderIntent): Promise<AsterOrder>;
stop(intent: StopOrderIntent): Promise<AsterOrder>;
trailingStop?: (intent: TrailingStopOrderIntent) => Promise<AsterOrder>;
close(intent: ClosePositionIntent): Promise<AsterOrder>;
}
const handlerMap: Record<ExchangeKey, ExchangeOrderHandlers> = {
aster: {
limit: asterOrders.createLimitOrder,
market: asterOrders.createMarketOrder,
stop: asterOrders.createStopOrder,
trailingStop: asterOrders.createTrailingStopOrder,
close: asterOrders.createClosePositionOrder,
},
backpack: {
limit: backpackOrders.createLimitOrder,
market: backpackOrders.createMarketOrder,
stop: backpackOrders.createStopOrder,
trailingStop: backpackOrders.createTrailingStopOrder,
close: backpackOrders.createClosePositionOrder,
},
grvt: {
limit: grvtOrders.createLimitOrder,
market: grvtOrders.createMarketOrder,
stop: grvtOrders.createStopOrder,
trailingStop: grvtOrders.createTrailingStopOrder,
close: grvtOrders.createClosePositionOrder,
},
lighter: {
limit: lighterOrders.createLimitOrder,
market: lighterOrders.createMarketOrder,
stop: lighterOrders.createStopOrder,
trailingStop: lighterOrders.createTrailingStopOrder,
close: lighterOrders.createClosePositionOrder,
},
paradex: {
limit: paradexOrders.createLimitOrder,
market: paradexOrders.createMarketOrder,
stop: paradexOrders.createStopOrder,
trailingStop: paradexOrders.createTrailingStopOrder,
close: paradexOrders.createClosePositionOrder,
},
};
const knownExchanges: ExchangeKey[] = ["aster", "backpack", "grvt", "lighter", "paradex"];
function normalizeExchangeId(value: string | undefined | null): string | undefined {
if (!value) return undefined;
return value.trim().toLowerCase();
}
function resolveExchangeKey(adapter: ExchangeAdapter): ExchangeKey {
const fromEnv = normalizeExchangeId(process.env.TRADE_EXCHANGE ?? process.env.EXCHANGE);
const candidates = [fromEnv, normalizeExchangeId(adapter.id)];
for (const candidate of candidates) {
if (!candidate) continue;
if ((knownExchanges as string[]).includes(candidate)) {
return candidate as ExchangeKey;
}
}
throw new Error(
`Unsupported exchange for order routing: ${candidates.filter(Boolean).join(", ") || "unknown"}`
);
}
function getHandlers(intent: BaseOrderIntent): ExchangeOrderHandlers {
const exchangeKey = resolveExchangeKey(intent.adapter);
const handlers = handlerMap[exchangeKey];
if (!handlers) {
throw new Error(`Order handlers not implemented for exchange: ${exchangeKey}`);
}
return handlers;
}
export function routeLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
return getHandlers(intent).limit(intent);
}
export function routeMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
return getHandlers(intent).market(intent);
}
export function routeStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
return getHandlers(intent).stop(intent);
}
export function routeTrailingStopOrder(intent: TrailingStopOrderIntent): Promise<AsterOrder> {
const handlers = getHandlers(intent);
if (!handlers.trailingStop) {
throw new Error("Trailing stop orders are not supported by the current exchange");
}
return handlers.trailingStop(intent);
}
export function routeCloseOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
return getHandlers(intent).close(intent);
}
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import type { ExchangeAdapter } from "./adapter";
import type { OrderSide, TimeInForce } from "./types";
export interface BaseOrderIntent {
adapter: ExchangeAdapter;
symbol: string;
side: OrderSide;
quantity: number;
reduceOnly?: boolean;
closePosition?: boolean;
timeInForce?: TimeInForce | "GTX";
}
export interface LimitOrderIntent extends BaseOrderIntent {
price: number;
}
export interface MarketOrderIntent extends BaseOrderIntent {
expectedPrice?: number | null;
}
export interface StopOrderIntent extends BaseOrderIntent {
stopPrice: number;
triggerType?: "UNSPECIFIED" | "TAKE_PROFIT" | "STOP_LOSS";
}
export interface TrailingStopOrderIntent extends BaseOrderIntent {
activationPrice: number;
callbackRate: number;
}
export interface ClosePositionIntent extends BaseOrderIntent {
expectedPrice?: number | null;
}
export type ExchangeOrderType = "limit" | "market" | "stop" | "trailingStop" | "close";
export function toStringBoolean(value: boolean | undefined): "true" | "false" | undefined {
if (value === undefined) return undefined;
return value ? "true" : "false";
}
+3
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@@ -602,6 +602,9 @@ export class ParadexGateway {
// Only omit amount for MARKET close-position orders; STOP requires explicit size
const shouldOmitAmount = isClosePosition && type === "market";
const amountArg: any = shouldOmitAmount ? undefined : amount;
if (!shouldOmitAmount && amountArg != null && extraParams.size === undefined) {
extraParams.size = amountArg.toString();
}
const order = (await this.exchange.createOrder(
symbol,
type,
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import type { AsterOrder, CreateOrderParams } from "../types";
import type {
BaseOrderIntent,
ClosePositionIntent,
LimitOrderIntent,
MarketOrderIntent,
StopOrderIntent,
TrailingStopOrderIntent,
} from "../order-schema";
import { toStringBoolean } from "../order-schema";
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 async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
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<AsterOrder> {
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<AsterOrder> {
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<AsterOrder> {
throw new Error("Paradex exchange does not support trailing stop orders");
}
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
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);
}