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

2026-09-10 16:58:08 +00:00 · 2025-10-23 14:04:44 +08:00
parent fabc8af679
commit ea5da20311
10 changed files with 745 additions and 62 deletions
@@ -0,0 +1,93 @@
+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);
+}
+