diff --git a/src/cli/command-executor.ts b/src/cli/command-executor.ts index 62dfb34..5a780f7 100644 --- a/src/cli/command-executor.ts +++ b/src/cli/command-executor.ts @@ -15,7 +15,7 @@ import { routeTrailingStopOrder, } from "../exchanges/order-router"; import { buildAdapterFromEnv } from "../exchanges/resolve-from-env"; -import type { AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../exchanges/types"; +import type { Depth, Kline, Order, Ticker } from "../exchanges/types"; import { startStrategy } from "./strategy-runner"; import type { CommandErrorPayload, @@ -266,7 +266,7 @@ async function handleMarketTicker( buildAdapterFromEnvFn: typeof buildAdapterFromEnv ): Promise { const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn); - const ticker = await waitForFirst( + const ticker = await waitForFirst( (cb) => adapter.watchTicker(symbol, cb), command.timeoutMs, "market ticker" @@ -279,7 +279,7 @@ async function handleMarketDepth( buildAdapterFromEnvFn: typeof buildAdapterFromEnv ): Promise { const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn); - const depth = await waitForFirst( + const depth = await waitForFirst( (cb) => adapter.watchDepth(symbol, cb), command.timeoutMs, "market depth" @@ -300,7 +300,7 @@ async function handleMarketKline( buildAdapterFromEnvFn: typeof buildAdapterFromEnv ): Promise { const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn); - const klines = await waitForFirst( + const klines = await waitForFirst( (cb) => adapter.watchKlines(symbol, command.interval, cb), command.timeoutMs, "market kline" @@ -379,7 +379,7 @@ async function handleOrderCreate( timeInForce: payload.timeInForce, }; - let order: AsterOrder; + let order: Order; switch (payload.type) { case "limit": order = await routeLimitOrder({ diff --git a/src/core/lib/order-plan.ts b/src/core/lib/order-plan.ts index a321447..20873e1 100644 --- a/src/core/lib/order-plan.ts +++ b/src/core/lib/order-plan.ts @@ -1,4 +1,4 @@ -import type { AsterOrder } from "../../exchanges/types"; +import type { Order } from "../../exchanges/types"; export interface OrderTarget { side: "BUY" | "SELL"; @@ -8,11 +8,11 @@ export interface OrderTarget { } export function makeOrderPlan( - openOrders: AsterOrder[], + openOrders: Order[], targets: OrderTarget[] -): { toCancel: AsterOrder[]; toPlace: OrderTarget[] } { +): { toCancel: Order[]; toPlace: OrderTarget[] } { const unmatched = new Set(targets.map((_, idx) => idx)); - const toCancel: AsterOrder[] = []; + const toCancel: Order[] = []; for (const order of openOrders) { const orderPrice = String(order.price); diff --git a/src/core/lib/orders.ts b/src/core/lib/orders.ts index a09af32..39c7fb2 100644 --- a/src/core/lib/orders.ts +++ b/src/core/lib/orders.ts @@ -1,11 +1,11 @@ import type { ExchangeAdapter } from "../../exchanges/adapter"; -import type { AsterOrder } from "../../exchanges/types"; +import type { Order } from "../../exchanges/types"; import { isUnknownOrderError } from "../../utils/errors"; export async function safeCancelOrder( exchange: ExchangeAdapter, symbol: string, - order: AsterOrder, + order: Order, onResolved: (orderId: number | string) => void, onUnknown: () => void, onError: (err: unknown) => void diff --git a/src/core/order-coordinator.ts b/src/core/order-coordinator.ts index 91ad13e..ec0d04f 100644 --- a/src/core/order-coordinator.ts +++ b/src/core/order-coordinator.ts @@ -1,5 +1,5 @@ import type { ExchangeAdapter } from "../exchanges/adapter"; -import type { AsterOrder } from "../exchanges/types"; +import type { Order } from "../exchanges/types"; import { routeCloseOrder, routeLimitOrder, @@ -88,7 +88,7 @@ export function unlockOperating( export async function deduplicateOrders( adapter: ExchangeAdapter, symbol: string, - openOrders: AsterOrder[], + openOrders: Order[], locks: OrderLockMap, timers: OrderTimerMap, pendings: OrderPendingMap, @@ -139,7 +139,7 @@ type PlaceOrderOptions = { export async function placeOrder( adapter: ExchangeAdapter, symbol: string, - openOrders: AsterOrder[], + openOrders: Order[], locks: OrderLockMap, timers: OrderTimerMap, pendings: OrderPendingMap, @@ -150,7 +150,7 @@ export async function placeOrder( reduceOnly = false, guard?: OrderGuardOptions, opts?: PlaceOrderOptions -): Promise { +): Promise { const type = "LIMIT"; if (isOperating(locks, type)) return; const priceNum = Number(price); @@ -197,7 +197,7 @@ export async function placeOrder( export async function placeMarketOrder( adapter: ExchangeAdapter, symbol: string, - openOrders: AsterOrder[], + openOrders: Order[], locks: OrderLockMap, timers: OrderTimerMap, pendings: OrderPendingMap, @@ -207,7 +207,7 @@ export async function placeMarketOrder( reduceOnly = false, guard?: OrderGuardOptions, opts?: { qtyStep: number } -): Promise { +): Promise { const type = "MARKET"; if (isOperating(locks, type)) return; if (!enforceMarkPriceGuard(side, guard?.expectedPrice ?? null, guard, log, "市价单")) return; @@ -247,7 +247,7 @@ export async function placeMarketOrder( export async function placeStopLossOrder( adapter: ExchangeAdapter, symbol: string, - openOrders: AsterOrder[], + openOrders: Order[], locks: OrderLockMap, timers: OrderTimerMap, pendings: OrderPendingMap, @@ -258,7 +258,7 @@ export async function placeStopLossOrder( log: LogHandler, guard?: OrderGuardOptions, opts?: { priceTick: number; qtyStep: number } -): Promise { +): Promise { const type = "STOP_MARKET"; if (isOperating(locks, type)) return; if (!enforceMarkPriceGuard(side, stopPrice, guard, log, "止损单")) return; @@ -314,7 +314,7 @@ export async function placeStopLossOrder( export async function placeTrailingStopOrder( adapter: ExchangeAdapter, symbol: string, - openOrders: AsterOrder[], + openOrders: Order[], locks: OrderLockMap, timers: OrderTimerMap, pendings: OrderPendingMap, @@ -325,7 +325,7 @@ export async function placeTrailingStopOrder( log: LogHandler, guard?: OrderGuardOptions, opts?: { priceTick: number; qtyStep: number } -): Promise { +): Promise { const type = "TRAILING_STOP_MARKET"; if (isOperating(locks, type)) return; if (!adapter.supportsTrailingStops()) { @@ -375,7 +375,7 @@ export async function placeTrailingStopOrder( export async function marketClose( adapter: ExchangeAdapter, symbol: string, - openOrders: AsterOrder[], + openOrders: Order[], locks: OrderLockMap, timers: OrderTimerMap, pendings: OrderPendingMap, diff --git a/src/exchanges/adapter.ts b/src/exchanges/adapter.ts index aa127b3..75efde9 100644 --- a/src/exchanges/adapter.ts +++ b/src/exchanges/adapter.ts @@ -1,30 +1,30 @@ import type { - AsterAccountSnapshot, - AsterOrder, - AsterDepth, - AsterTicker, - AsterKline, + AccountSnapshot, + Order, + Depth, + Ticker, + Kline, CreateOrderParams, } from "./types"; export interface AccountListener { - (snapshot: AsterAccountSnapshot): void; + (snapshot: AccountSnapshot): void; } export interface OrderListener { - (orders: AsterOrder[]): void; + (orders: Order[]): void; } export interface DepthListener { - (depth: AsterDepth): void; + (depth: Depth): void; } export interface TickerListener { - (ticker: AsterTicker): void; + (ticker: Ticker): void; } export interface KlineListener { - (klines: AsterKline[]): void; + (klines: Kline[]): void; } export interface FundingRateSnapshot { @@ -72,7 +72,7 @@ export interface ExchangeAdapter { watchTicker(symbol: string, cb: TickerListener): void; watchKlines(symbol: string, interval: string, cb: KlineListener): void; watchFundingRate?(symbol: string, cb: FundingRateListener): void; - createOrder(params: CreateOrderParams): Promise; + createOrder(params: CreateOrderParams): Promise; cancelOrder(params: { symbol: string; orderId: number | string }): Promise; cancelOrders(params: { symbol: string; orderIdList: Array }): Promise; cancelAllOrders(params: { symbol: string }): Promise; @@ -82,8 +82,8 @@ export interface ExchangeAdapter { offConnectionEvent?(listener: ConnectionEventListener): void; onRestHealthEvent?(listener: RestHealthListener): void; offRestHealthEvent?(listener: RestHealthListener): void; - queryOpenOrders?(): Promise; - queryAccountSnapshot?(): Promise; + queryOpenOrders?(): Promise; + queryAccountSnapshot?(): Promise; changeMarginMode?(params: { symbol: string; marginMode: "isolated" | "cross" }): Promise; forceCancelAllOrders?(): Promise; } diff --git a/src/exchanges/aster-adapter.ts b/src/exchanges/aster-adapter.ts index 1d9234c..231f937 100644 --- a/src/exchanges/aster-adapter.ts +++ b/src/exchanges/aster-adapter.ts @@ -7,7 +7,7 @@ import type { OrderListener, TickerListener, } from "./adapter"; -import type { AsterOrder, CreateOrderParams, AsterDepth, AsterTicker, AsterKline } from "./types"; +import type { Order, CreateOrderParams, Depth, Ticker, Kline } from "./types"; import { extractMessage } from "../utils/errors"; import { AsterGateway } from "./aster/client"; @@ -111,26 +111,26 @@ export class AsterExchangeAdapter implements ExchangeAdapter { watchDepth(symbol: string, cb: DepthListener): void { void this.ensureInitialized("watchDepth"); - this.gateway.onDepth(symbol, this.safeInvoke("watchDepth", (depth: AsterDepth) => { + this.gateway.onDepth(symbol, this.safeInvoke("watchDepth", (depth: Depth) => { cb(depth); })); } watchTicker(symbol: string, cb: TickerListener): void { void this.ensureInitialized("watchTicker"); - this.gateway.onTicker(symbol, this.safeInvoke("watchTicker", (ticker: AsterTicker) => { + this.gateway.onTicker(symbol, this.safeInvoke("watchTicker", (ticker: Ticker) => { cb(ticker); })); } watchKlines(symbol: string, interval: string, cb: KlineListener): void { void this.ensureInitialized("watchKlines"); - this.gateway.onKlines(symbol, interval, this.safeInvoke("watchKlines", (klines: AsterKline[]) => { + this.gateway.onKlines(symbol, interval, this.safeInvoke("watchKlines", (klines: Kline[]) => { cb(klines); })); } - async createOrder(params: CreateOrderParams): Promise { + async createOrder(params: CreateOrderParams): Promise { await this.ensureInitialized("createOrder"); return this.gateway.createOrder(params); } diff --git a/src/exchanges/aster/client.ts b/src/exchanges/aster/client.ts index 1c43d9b..b251a4b 100644 --- a/src/exchanges/aster/client.ts +++ b/src/exchanges/aster/client.ts @@ -1,11 +1,11 @@ import crypto from "crypto"; import { setInterval, clearInterval, setTimeout, clearTimeout } from "timers"; import type { - AsterAccountPosition, - AsterAccountSnapshot, - AsterDepth, - AsterKline, - AsterOrder, + AccountPosition, + AccountSnapshot, + Depth, + Kline, + Order, AsterSpotAccount, AsterSpotAggTrade, AsterSpotBookTicker, @@ -18,7 +18,7 @@ import type { AsterSpotTicker24h, AsterSpotTrade, AsterSpotUserTrade, - AsterTicker, + Ticker, AsterFuturesExchangeInfo, AsterFuturesSymbolInfo, CancelSpotOrderParams, @@ -244,7 +244,7 @@ export class AsterSpotRestClient { }; } - async createOrder(params: CreateSpotOrderParams): Promise { + async createOrder(params: CreateSpotOrderParams): Promise { const response = await this.request({ path: "/api/v1/order", method: "POST", @@ -255,7 +255,7 @@ export class AsterSpotRestClient { return toOrderFromRest(response); } - async cancelOrder(params: CancelSpotOrderParams): Promise { + async cancelOrder(params: CancelSpotOrderParams): Promise { const response = await this.request({ path: "/api/v1/order", method: "DELETE", @@ -270,7 +270,7 @@ export class AsterSpotRestClient { return toOrderFromRest(response); } - async getOrder(params: QuerySpotOrderParams): Promise { + async getOrder(params: QuerySpotOrderParams): Promise { const response = await this.request({ path: "/api/v1/order", method: "GET", @@ -285,7 +285,7 @@ export class AsterSpotRestClient { return toOrderFromRest(response); } - async getOpenOrders(params: SpotOpenOrdersParams = {}): Promise { + async getOpenOrders(params: SpotOpenOrdersParams = {}): Promise { const response = await this.request({ path: "/api/v1/openOrders", method: "GET", @@ -319,7 +319,7 @@ export class AsterSpotRestClient { }); } - async getAllOrders(params: SpotAllOrdersParams): Promise { + async getAllOrders(params: SpotAllOrdersParams): Promise { const response = await this.request({ path: "/api/v1/allOrders", method: "GET", @@ -549,7 +549,7 @@ export class AsterSpotRestClient { } } -function toDepth(streamSymbol: string, data: any): AsterDepth { +function toDepth(streamSymbol: string, data: any): Depth { return { eventType: data.e, eventTime: data.E, @@ -561,7 +561,7 @@ function toDepth(streamSymbol: string, data: any): AsterDepth { }; } -function toTicker(data: any): AsterTicker { +function toTicker(data: any): Ticker { return { eventType: data.e, eventTime: data.E, @@ -584,7 +584,7 @@ function toTicker(data: any): AsterTicker { }; } -function toKline(data: any): AsterKline { +function toKline(data: any): Kline { return { eventType: data.e, eventTime: data.E, @@ -607,7 +607,7 @@ function toKline(data: any): AsterKline { }; } -function fromRestKline(entry: any[], interval: string, symbol: string): AsterKline { +function fromRestKline(entry: any[], interval: string, symbol: string): Kline { return { eventType: undefined, eventTime: undefined, @@ -628,7 +628,7 @@ function fromRestKline(entry: any[], interval: string, symbol: string): AsterKli }; } -function toOrderFromRest(raw: any): AsterOrder { +function toOrderFromRest(raw: any): Order { return { avgPrice: raw.avgPrice ?? "0", clientOrderId: raw.clientOrderId ?? "", @@ -656,7 +656,7 @@ function toOrderFromRest(raw: any): AsterOrder { }; } -function toOrderFromEvent(event: any): AsterOrder { +function toOrderFromEvent(event: any): Order { return { avgPrice: event.ap ?? "0", clientOrderId: event.c ?? "", @@ -684,7 +684,7 @@ function toOrderFromEvent(event: any): AsterOrder { }; } -function toPositionFromRisk(raw: any): AsterAccountPosition { +function toPositionFromRisk(raw: any): AccountPosition { const positionSide = String(raw.positionSide ?? raw.ps ?? "BOTH").toUpperCase() as PositionSide; return { symbol: raw.symbol ?? raw.s ?? "", @@ -708,16 +708,16 @@ function toPositionFromRisk(raw: any): AsterAccountPosition { }; } -function deepCloneAccount(snapshot: AsterAccountSnapshot | null): AsterAccountSnapshot | null { +function deepCloneAccount(snapshot: AccountSnapshot | null): AccountSnapshot | null { return snapshot ? JSON.parse(JSON.stringify(snapshot)) : null; } -function sumUnrealizedProfit(positions: AsterAccountPosition[]): string { +function sumUnrealizedProfit(positions: AccountPosition[]): string { const total = positions.reduce((acc, position) => acc + Number(position.unrealizedProfit ?? 0), 0); return total.toFixed(8); } -function clonePositions(positions: AsterAccountPosition[]): AsterAccountPosition[] { +function clonePositions(positions: AccountPosition[]): AccountPosition[] { return positions.map((position) => ({ ...position, updateTime: position.updateTime ?? Date.now(), @@ -763,18 +763,18 @@ export class AsterRestClient { this.apiSecret = requireEnv(options.apiSecret ?? process.env.ASTER_API_SECRET, "ASTER_API_SECRET"); } - async getAccount(): Promise { - return this.signedRequest({ path: "/fapi/v2/account", method: "GET", params: {} }); + async getAccount(): Promise { + return this.signedRequest({ path: "/fapi/v2/account", method: "GET", params: {} }); } - async getOpenOrders(symbol?: string): Promise { + async getOpenOrders(symbol?: string): Promise { const params: Record = {}; if (symbol) params.symbol = symbol; const raw = await this.signedRequest({ path: "/fapi/v1/openOrders", method: "GET", params }); return raw.map(toOrderFromRest); } - async getPositions(symbol?: string): Promise { + async getPositions(symbol?: string): Promise { const params: Record = {}; if (symbol) params.symbol = symbol.toUpperCase(); const raw = await this.signedRequest({ path: "/fapi/v2/positionRisk", method: "GET", params }); @@ -800,7 +800,7 @@ export class AsterRestClient { } } - async createOrder(params: CreateOrderParams): Promise { + async createOrder(params: CreateOrderParams): Promise { // Sanitize and normalize params for Aster futures API. Paradex-specific flags // like reduceOnly/closePosition on STOP/TRAILING should not leak here. const payload: Record = {}; @@ -830,12 +830,12 @@ export class AsterRestClient { return toOrderFromRest(response); } - async cancelOrder(params: { symbol: string; orderId?: number; origClientOrderId?: string }): Promise { + async cancelOrder(params: { symbol: string; orderId?: number; origClientOrderId?: string }): Promise { const response = await this.signedRequest({ path: "/fapi/v1/order", method: "DELETE", params }); return toOrderFromRest(response); } - async cancelOrders(params: { symbol: string; orderIdList?: Array; origClientOrderIdList?: string[] }): Promise { + async cancelOrders(params: { symbol: string; orderIdList?: Array; origClientOrderIdList?: string[] }): Promise { const payload: Record = { symbol: params.symbol }; if (params.orderIdList?.length) { payload.orderIdList = `[${params.orderIdList @@ -853,7 +853,7 @@ export class AsterRestClient { await this.signedRequest({ path: "/fapi/v1/allOpenOrders", method: "DELETE", params }); } - async getKlines(symbol: string, interval: string, limit = DEFAULT_KLINE_LIMIT): Promise { + async getKlines(symbol: string, interval: string, limit = DEFAULT_KLINE_LIMIT): Promise { const upper = symbol.toUpperCase(); const url = `${FUTURES_REST_BASE}/fapi/v1/continuousKlines?pair=${upper}&contractType=PERPETUAL&interval=${encodeURIComponent(interval)}&limit=${limit}`; let response: Response; @@ -949,9 +949,9 @@ export class AsterRestClient { } -type DepthHandler = (depth: AsterDepth) => void; -type TickerHandler = (ticker: AsterTicker) => void; -type KlineHandler = (kline: AsterKline) => void; +type DepthHandler = (depth: Depth) => void; +type TickerHandler = (ticker: Ticker) => void; +type KlineHandler = (kline: Kline) => void; type StreamKind = "depth" | "ticker" | "kline"; @@ -1244,7 +1244,7 @@ export class AsterUserStream { } } -function updateAccountSnapshot(snapshot: AsterAccountSnapshot | null, event: { eventTime: number; payload: AccountUpdatePayload }): AsterAccountSnapshot | null { +function updateAccountSnapshot(snapshot: AccountSnapshot | null, event: { eventTime: number; payload: AccountUpdatePayload }): AccountSnapshot | null { if (!snapshot) return snapshot; const next = deepCloneAccount(snapshot); if (!next) return snapshot; @@ -1294,7 +1294,7 @@ function updateAccountSnapshot(snapshot: AsterAccountSnapshot | null, event: { e return next; } -function mergeOrderSnapshot(map: Map, order: AsterOrder): void { +function mergeOrderSnapshot(map: Map, order: Order): void { const rawId = order.orderId; if (rawId === undefined || rawId === null) return; const key = String(rawId); @@ -1311,18 +1311,18 @@ export class AsterGateway { private readonly publicStreams: AsterPublicStreams; private readonly userStream: AsterUserStream; - private accountSnapshot: AsterAccountSnapshot | null = null; - private readonly openOrders = new Map(); + private accountSnapshot: AccountSnapshot | null = null; + private readonly openOrders = new Map(); private positionSyncTimer: ReturnType | null = null; private positionSyncInFlight = false; - private readonly accountEvent = new SimpleEvent(); - private readonly ordersEvent = new SimpleEvent(); - private readonly depthEvents = new Map>(); - private readonly tickerEvents = new Map>(); - private readonly klineEvents = new Map>(); + private readonly accountEvent = new SimpleEvent(); + private readonly ordersEvent = new SimpleEvent(); + private readonly depthEvents = new Map>(); + private readonly tickerEvents = new Map>(); + private readonly klineEvents = new Map>(); - private readonly klineStores = new Map(); + private readonly klineStores = new Map(); private readonly klineRefreshTimers = new Map>(); private readonly klineInitialFetches = new Map>(); private initialized = false; @@ -1381,21 +1381,21 @@ export class AsterGateway { return this.initializing; } - onAccount(listener: (snapshot: AsterAccountSnapshot) => void): void { + onAccount(listener: (snapshot: AccountSnapshot) => void): void { this.accountEvent.add(listener); if (this.accountSnapshot) listener(this.accountSnapshot); } - onOrders(listener: (orders: AsterOrder[]) => void): void { + onOrders(listener: (orders: Order[]) => void): void { this.ordersEvent.add(listener); listener(Array.from(this.openOrders.values())); } - onDepth(symbol: string, listener: (depth: AsterDepth) => void): void { + onDepth(symbol: string, listener: (depth: Depth) => void): void { const upper = symbol.toUpperCase(); let event = this.depthEvents.get(upper); if (!event) { - event = new SimpleEvent(); + event = new SimpleEvent(); this.depthEvents.set(upper, event); this.publicStreams.subscribeDepth(upper, (depth) => { event?.emit(depth); @@ -1404,11 +1404,11 @@ export class AsterGateway { event.add(listener); } - onTicker(symbol: string, listener: (ticker: AsterTicker) => void): void { + onTicker(symbol: string, listener: (ticker: Ticker) => void): void { const upper = symbol.toUpperCase(); let event = this.tickerEvents.get(upper); if (!event) { - event = new SimpleEvent(); + event = new SimpleEvent(); this.tickerEvents.set(upper, event); this.publicStreams.subscribeTicker(upper, (ticker) => { event?.emit(ticker); @@ -1417,12 +1417,12 @@ export class AsterGateway { event.add(listener); } - onKlines(symbol: string, interval: string, listener: (klines: AsterKline[]) => void): void { + onKlines(symbol: string, interval: string, listener: (klines: Kline[]) => void): void { const upper = symbol.toUpperCase(); const key = `${upper}:${interval}`; let event = this.klineEvents.get(key); if (!event) { - event = new SimpleEvent(); + event = new SimpleEvent(); this.klineEvents.set(key, event); this.publicStreams.subscribeKline(symbol, interval, (kline) => { const storeKey = `${upper}:${interval}`; @@ -1509,7 +1509,7 @@ export class AsterGateway { console.error("[AsterGateway] 刷新持仓失败", positionError); } const normalizedPositions = clonePositions(positions); - const snapshot: AsterAccountSnapshot = { + const snapshot: AccountSnapshot = { ...account, positions: normalizedPositions, totalUnrealizedProfit: sumUnrealizedProfit(normalizedPositions), @@ -1547,7 +1547,7 @@ export class AsterGateway { if (!Array.isArray(positions)) return; const normalizedPositions = clonePositions(positions); if (!this.accountSnapshot) { - const snapshot: AsterAccountSnapshot = { + const snapshot: AccountSnapshot = { canTrade: true, canDeposit: true, canWithdraw: true, @@ -1561,7 +1561,7 @@ export class AsterGateway { this.accountEvent.emit(snapshot); return; } - const nextSnapshot: AsterAccountSnapshot = { + const nextSnapshot: AccountSnapshot = { ...this.accountSnapshot, positions: normalizedPositions, totalUnrealizedProfit: sumUnrealizedProfit(normalizedPositions), @@ -1576,15 +1576,15 @@ export class AsterGateway { } } - getAccountSnapshot(): AsterAccountSnapshot | null { + getAccountSnapshot(): AccountSnapshot | null { return this.accountSnapshot; } - getOpenOrdersSnapshot(): AsterOrder[] { + getOpenOrdersSnapshot(): Order[] { return Array.from(this.openOrders.values()); } - async createOrder(params: CreateOrderParams): Promise { + async createOrder(params: CreateOrderParams): Promise { const normalized = await this.normalizeOrderParams(params); const order = await this.rest.createOrder(normalized); mergeOrderSnapshot(this.openOrders, order); diff --git a/src/exchanges/aster/order.ts b/src/exchanges/aster/order.ts index fdad4e7..e1a963c 100644 --- a/src/exchanges/aster/order.ts +++ b/src/exchanges/aster/order.ts @@ -1,4 +1,4 @@ -import type { AsterOrder, CreateOrderParams } from "../types"; +import type { Order, CreateOrderParams } from "../types"; import type { BaseOrderIntent, ClosePositionIntent, @@ -25,7 +25,7 @@ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): return params; } -export async function createLimitOrder(intent: LimitOrderIntent): Promise { +export async function createLimitOrder(intent: LimitOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -40,7 +40,7 @@ export async function createLimitOrder(intent: LimitOrderIntent): Promise { +export async function createMarketOrder(intent: MarketOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -53,7 +53,7 @@ export async function createMarketOrder(intent: MarketOrderIntent): Promise { +export async function createStopOrder(intent: StopOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -69,7 +69,7 @@ export async function createStopOrder(intent: StopOrderIntent): Promise { +export async function createTrailingStopOrder(intent: TrailingStopOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -85,7 +85,7 @@ export async function createTrailingStopOrder(intent: TrailingStopOrderIntent): return intent.adapter.createOrder(params); } -export async function createClosePositionOrder(intent: ClosePositionIntent): Promise { +export async function createClosePositionOrder(intent: ClosePositionIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, diff --git a/src/exchanges/backpack/adapter.ts b/src/exchanges/backpack/adapter.ts index 22c5a1e..8c977d4 100644 --- a/src/exchanges/backpack/adapter.ts +++ b/src/exchanges/backpack/adapter.ts @@ -6,7 +6,7 @@ import type { OrderListener, TickerListener, } from "../adapter"; -import type { AsterOrder, CreateOrderParams } from "../types"; +import type { Order, CreateOrderParams } from "../types"; import { extractMessage } from "../../utils/errors"; import { BackpackGateway, type BackpackGatewayOptions } from "./gateway"; @@ -85,7 +85,7 @@ export class BackpackExchangeAdapter implements ExchangeAdapter { this.gateway.watchKlines(interval, this.safeInvoke("watchKlines", cb)); } - async createOrder(params: CreateOrderParams): Promise { + async createOrder(params: CreateOrderParams): Promise { await this.ensureInitialized("createOrder"); return this.gateway.createOrder(params); } diff --git a/src/exchanges/backpack/gateway.ts b/src/exchanges/backpack/gateway.ts index b10c694..da476ea 100644 --- a/src/exchanges/backpack/gateway.ts +++ b/src/exchanges/backpack/gateway.ts @@ -8,12 +8,12 @@ import NodeWebSocket from "ws"; import { sign, utils as edUtils, hashes as edHashes } from "@noble/ed25519"; import { sha512 } from "@noble/hashes/sha512"; import type { - AsterAccountSnapshot, - AsterAccountPosition, - AsterOrder, - AsterDepth, - AsterTicker, - AsterKline, + AccountSnapshot, + AccountPosition, + Order, + Depth, + Ticker, + Kline, CreateOrderParams, OrderType, } from "../types"; @@ -92,8 +92,8 @@ export class BackpackGateway { private tickerPollTimer: ReturnType | null = null; private readonly klinePollTimers = new Map>(); - private readonly localOrders = new Map(); - private lastBalanceSnapshot: AsterAccountSnapshot | null = null; + private readonly localOrders = new Map(); + private lastBalanceSnapshot: AccountSnapshot | null = null; private marketId = ""; private ws: WebSocket | null = null; @@ -244,7 +244,7 @@ export class BackpackGateway { this.exchange.fetchOpenOrders(this.marketSymbol), this.exchange.fetchOrders(this.marketSymbol, undefined, 200, {}), ]); - const active = new Map(); + const active = new Map(); for (const entry of [...openOrders, ...allOrders]) { const status = this.normalizeStatus(entry.status ?? (entry.info?.status as string)); if (this.isTerminalStatus(status)) continue; @@ -315,7 +315,7 @@ export class BackpackGateway { // ---- Order actions ----------------------------------------------------- - async createOrder(params: CreateOrderParams): Promise { + async createOrder(params: CreateOrderParams): Promise { await this.ensureInitialized(); const symbol = this.marketSymbol; const normalizedType = this.normalizeOrderType(params.type); @@ -399,11 +399,11 @@ export class BackpackGateway { // ---- Mapping helpers --------------------------------------------------- - private mapBalanceToAccountSnapshot(balance: Balances): AsterAccountSnapshot { + private mapBalanceToAccountSnapshot(balance: Balances): AccountSnapshot { return this.mapBalanceToAccountSnapshotWithPositions(balance, []); } - private async fetchAccountSnapshot(): Promise { + private async fetchAccountSnapshot(): Promise { await this.ensureInitialized(); const [balance, positions] = await Promise.all([ this.exchange.fetchBalance(), @@ -417,7 +417,7 @@ export class BackpackGateway { return this.mapBalanceToAccountSnapshotWithPositions(balance, positions ?? []); } - private mapBalanceToAccountSnapshotWithPositions(balance: Balances, rawPositions: any[]): AsterAccountSnapshot { + private mapBalanceToAccountSnapshotWithPositions(balance: Balances, rawPositions: any[]): AccountSnapshot { const now = Date.now(); const assets = this.normalizeAssets(balance, now); const positions = this.normalizePositions(rawPositions, now); @@ -425,7 +425,7 @@ export class BackpackGateway { const totalUnrealized = this.sumStrings(positions.map((position) => position.unrealizedProfit ?? "0")); const availableBalance = this.sumStrings(assets.map((asset) => asset.availableBalance)); - const snapshot: AsterAccountSnapshot = { + const snapshot: AccountSnapshot = { canTrade: true, canDeposit: true, canWithdraw: true, @@ -447,9 +447,9 @@ export class BackpackGateway { return snapshot; } - private normalizeAssets(balance: Balances, now: number): AsterAccountSnapshot["assets"] { + private normalizeAssets(balance: Balances, now: number): AccountSnapshot["assets"] { const metaKeys = new Set(["free", "used", "total", "info", "timestamp", "datetime", "debt"]); - const assets: AsterAccountSnapshot["assets"] = []; + const assets: AccountSnapshot["assets"] = []; for (const [currency, value] of Object.entries(balance)) { if (metaKeys.has(currency)) continue; if (!value || typeof value !== "object") continue; @@ -460,9 +460,9 @@ export class BackpackGateway { return assets; } - private normalizePositions(rawPositions: any[], now: number): AsterAccountSnapshot["positions"] { + private normalizePositions(rawPositions: any[], now: number): AccountSnapshot["positions"] { if (!Array.isArray(rawPositions)) return []; - const positions: AsterAccountSnapshot["positions"] = []; + const positions: AccountSnapshot["positions"] = []; for (const raw of rawPositions) { const info = raw?.info ?? raw ?? {}; const quantity = this.toNumber(raw?.contracts ?? info.netExposureQuantity ?? info.netQuantity); @@ -493,7 +493,7 @@ export class BackpackGateway { return positions; } - private mapOrderBookToDepth(orderbook: CcxtOrderBook): AsterDepth { + private mapOrderBookToDepth(orderbook: CcxtOrderBook): Depth { return { lastUpdateId: orderbook.nonce || Date.now(), bids: (orderbook.bids ?? []) @@ -506,7 +506,7 @@ export class BackpackGateway { }; } - private mapTickerToAsterTicker(ticker: CcxtTicker): AsterTicker { + private mapTickerToAsterTicker(ticker: CcxtTicker): Ticker { return { symbol: ticker.symbol, lastPrice: ticker.last?.toString() ?? "0", @@ -522,7 +522,7 @@ export class BackpackGateway { private mapOHLCVToKline( candle: [number, number, number, number, number, number], interval: string - ): AsterKline { + ): Kline { const [openTime, open, high, low, close, volume] = candle; return { openTime, @@ -536,7 +536,7 @@ export class BackpackGateway { }; } - private mapRestOrder(order: CcxtOrder): AsterOrder { + private mapRestOrder(order: CcxtOrder): Order { const info = (order.info ?? {}) as Record; const side = (order.side ?? "buy").toUpperCase() as "BUY" | "SELL"; let type = this.normalizeOrderType(order.type ?? (info.o as string)) as OrderType; @@ -579,7 +579,7 @@ export class BackpackGateway { }; } - private mapWsOrder(data: Record): AsterOrder { + private mapWsOrder(data: Record): Order { const sideRaw = String(data.S ?? "").toUpperCase(); const side: "BUY" | "SELL" = sideRaw === "BID" ? "BUY" : "SELL"; const triggerPresent = data.P != null || data.B != null; @@ -626,7 +626,7 @@ export class BackpackGateway { } } - private mapWsPosition(data: Record): AsterAccountPosition | null { + private mapWsPosition(data: Record): AccountPosition | null { const quantityRaw = data.q ?? data.Q; const qty = Number(this.toStringAmount(quantityRaw)); if (!Number.isFinite(qty)) return null; @@ -651,8 +651,8 @@ export class BackpackGateway { }; } - private mergeWsPosition(position: AsterAccountPosition): void { - const snapshot: AsterAccountSnapshot = this.lastBalanceSnapshot + private mergeWsPosition(position: AccountPosition): void { + const snapshot: AccountSnapshot = this.lastBalanceSnapshot ? { ...this.lastBalanceSnapshot, positions: this.lastBalanceSnapshot.positions ? [...this.lastBalanceSnapshot.positions] : [], @@ -692,7 +692,7 @@ export class BackpackGateway { this.emitAccount(snapshot); } - private emitAccount(snapshot: AsterAccountSnapshot): void { + private emitAccount(snapshot: AccountSnapshot): void { for (const listener of this.accountListeners) { try { listener(snapshot); diff --git a/src/exchanges/backpack/order.ts b/src/exchanges/backpack/order.ts index 25768bf..b0b4e13 100644 --- a/src/exchanges/backpack/order.ts +++ b/src/exchanges/backpack/order.ts @@ -1,4 +1,4 @@ -import type { AsterOrder, CreateOrderParams } from "../types"; +import type { Order, CreateOrderParams } from "../types"; import type { BaseOrderIntent, ClosePositionIntent, @@ -22,7 +22,7 @@ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): return params; } -export async function createLimitOrder(intent: LimitOrderIntent): Promise { +export async function createLimitOrder(intent: LimitOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -37,7 +37,7 @@ export async function createLimitOrder(intent: LimitOrderIntent): Promise { +export async function createMarketOrder(intent: MarketOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -50,7 +50,7 @@ export async function createMarketOrder(intent: MarketOrderIntent): Promise { +export async function createStopOrder(intent: StopOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -65,11 +65,11 @@ export async function createStopOrder(intent: StopOrderIntent): Promise { +export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise { throw new Error("Backpack exchange does not support trailing stop orders"); } -export async function createClosePositionOrder(intent: ClosePositionIntent): Promise { +export async function createClosePositionOrder(intent: ClosePositionIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, diff --git a/src/exchanges/binance/adapter.ts b/src/exchanges/binance/adapter.ts index 9b0ae0c..71dcf69 100644 --- a/src/exchanges/binance/adapter.ts +++ b/src/exchanges/binance/adapter.ts @@ -9,7 +9,7 @@ import type { OrderListener, TickerListener, } from "../adapter"; -import type { AsterOrder, CreateOrderParams } from "../types"; +import type { Order, CreateOrderParams } from "../types"; import { extractMessage } from "../../utils/errors"; import { BinanceGateway, type BinanceGatewayOptions } from "./gateway"; @@ -121,7 +121,7 @@ export class BinanceExchangeAdapter implements ExchangeAdapter { .catch((error) => this.handleInitError("watchFundingRate", error)); } - async createOrder(params: CreateOrderParams): Promise { + async createOrder(params: CreateOrderParams): Promise { await this.ensureInitialized("createOrder"); return this.gateway.createOrder(params); } @@ -146,7 +146,7 @@ export class BinanceExchangeAdapter implements ExchangeAdapter { return this.gateway.getPrecision(this.symbol); } - async queryOpenOrders(): Promise { + async queryOpenOrders(): Promise { await this.ensureInitialized("queryOpenOrders"); return this.gateway.queryOpenOrders(); } diff --git a/src/exchanges/binance/gateway.ts b/src/exchanges/binance/gateway.ts index 169bafa..4366a28 100644 --- a/src/exchanges/binance/gateway.ts +++ b/src/exchanges/binance/gateway.ts @@ -6,13 +6,13 @@ import axios from "axios"; import { createHash } from "crypto"; import NodeWebSocket from "ws"; import type { - AsterAccountAsset, - AsterAccountPosition, - AsterAccountSnapshot, - AsterDepth, - AsterKline, - AsterOrder, - AsterTicker, + AccountAsset, + AccountPosition, + AccountSnapshot, + Depth, + Kline, + Order, + Ticker, CreateOrderParams, OrderType, PositionSide, @@ -225,9 +225,9 @@ export class BinanceGateway { private readonly accountListeners = new Set(); private readonly orderListeners = new Set(); - private readonly depthSubs = new Map>(); - private readonly tickerSubs = new Map>(); - private readonly klineSubs = new Map>(); + private readonly depthSubs = new Map>(); + private readonly tickerSubs = new Map>(); + private readonly klineSubs = new Map>(); private readonly fundingSubs = new Map>(); private accountPollTimer: ReturnType | null = null; @@ -254,15 +254,15 @@ export class BinanceGateway { }, }; - private readonly localOrders = new Map(); + private readonly localOrders = new Map(); private readonly spotBalances = new Map(); private readonly perpBalances = new Map(); - private readonly perpPositions = new Map(); + private readonly perpPositions = new Map(); private readonly lastMarkPriceBySymbol = new Map(); - private lastSpotSnapshot: AsterAccountSnapshot | null = null; - private lastPerpSnapshot: AsterAccountSnapshot | null = null; + private lastSpotSnapshot: AccountSnapshot | null = null; + private lastPerpSnapshot: AccountSnapshot | null = null; constructor(options: BinanceGatewayOptions) { this.apiKey = options.apiKey; @@ -465,7 +465,7 @@ export class BinanceGateway { }); } - async createOrder(params: CreateOrderParams): Promise { + async createOrder(params: CreateOrderParams): Promise { await this.ensureInitialized(params.symbol); const market = this.resolveMarket(params.symbol); const exchange = this.getExchange(market.kind); @@ -601,10 +601,10 @@ export class BinanceGateway { }; } - async queryOpenOrders(): Promise { + async queryOpenOrders(): Promise { await this.ensureInitialized(this.defaultSymbol); const kinds = this.getPrivateKinds(); - const result: AsterOrder[] = []; + const result: Order[] = []; for (const kind of kinds) { const exchange = this.getExchange(kind); const openOrders = (await exchange.fetchOpenOrders()) as CcxtOrder[]; @@ -619,7 +619,7 @@ export class BinanceGateway { return result; } - async queryAccountSnapshot(): Promise { + async queryAccountSnapshot(): Promise { await this.ensureInitialized(this.defaultSymbol); const kinds = this.getPrivateKinds(); for (const kind of kinds) { @@ -910,7 +910,7 @@ export class BinanceGateway { this.lastPerpSnapshot = this.buildPerpSnapshot(); } - private mapSpotExecutionReport(payload: any): AsterOrder | null { + private mapSpotExecutionReport(payload: any): Order | null { const order = payload; const symbolRaw = String(order?.s ?? "").toUpperCase(); if (!symbolRaw) return null; @@ -940,7 +940,7 @@ export class BinanceGateway { }; } - private mapPerpOrderTradeUpdate(payload: any): AsterOrder | null { + private mapPerpOrderTradeUpdate(payload: any): Order | null { const order = payload?.o; if (!order) return null; const symbolRaw = String(order?.s ?? "").toUpperCase(); @@ -1111,7 +1111,7 @@ export class BinanceGateway { (ws as any).onerror = (event: any) => onError(event?.error ?? event); } - private mapDepthPayload(payload: unknown, market: BinanceMarketRef): AsterDepth | null { + private mapDepthPayload(payload: unknown, market: BinanceMarketRef): Depth | null { const data = payload as any; const bids = Array.isArray(data?.b) ? data.b : []; const asks = Array.isArray(data?.a) ? data.a : []; @@ -1129,7 +1129,7 @@ export class BinanceGateway { }; } - private mapTickerPayload(payload: unknown, market: BinanceMarketRef): AsterTicker | null { + private mapTickerPayload(payload: unknown, market: BinanceMarketRef): Ticker | null { const data = payload as any; const lastPrice = String(data?.c ?? ""); if (!lastPrice) return null; @@ -1156,7 +1156,7 @@ export class BinanceGateway { }; } - private mapKlinePayload(payload: unknown, interval: string): AsterKline[] | null { + private mapKlinePayload(payload: unknown, interval: string): Kline[] | null { const data = payload as any; const kline = data?.k; if (!kline) return null; @@ -1288,7 +1288,7 @@ export class BinanceGateway { } private async attachPerpPositions(): Promise { - const next = new Map(); + const next = new Map(); try { const raw = (await this.perpExchange.fetchPositions()) as any[]; for (const row of raw ?? []) { @@ -1325,7 +1325,7 @@ export class BinanceGateway { private async fetchAndUpdateOrders(kind: MarketKind): Promise { const exchange = this.getExchange(kind); const openOrders = (await exchange.fetchOpenOrders()) as CcxtOrder[]; - const remote = new Map(); + const remote = new Map(); for (const order of openOrders) { const market = this.resolveMarketByCcxtSymbol(kind, String(order?.symbol ?? "")); const mapped = this.mapCcxtOrder(order, kind, market?.id ?? String(order?.symbol ?? "")); @@ -1367,7 +1367,7 @@ export class BinanceGateway { } } - private upsertOrder(order: AsterOrder, kind: MarketKind, marketId: string): void { + private upsertOrder(order: Order, kind: MarketKind, marketId: string): void { const id = String(order.orderId); const symbol = this.resolveDisplaySymbol(kind, marketId); const normalized = { ...order, symbol }; @@ -1402,7 +1402,7 @@ export class BinanceGateway { if (changed) this.emitOrders(); } - private isOrderActive(order: AsterOrder): boolean { + private isOrderActive(order: Order): boolean { const status = String(order.status ?? "").toUpperCase(); if (!status) return true; if (status === "FILLED" || status === "CANCELED" || status === "CANCELLED" || status === "REJECTED" || status === "EXPIRED") { @@ -1412,7 +1412,7 @@ export class BinanceGateway { return true; } - private buildCombinedAccountSnapshot(): AsterAccountSnapshot | null { + private buildCombinedAccountSnapshot(): AccountSnapshot | null { const kinds = this.getPrivateKinds(); if (kinds.length === 0) return null; if (kinds.length === 1) { @@ -1421,7 +1421,7 @@ export class BinanceGateway { const spot = this.buildSpotSnapshot(); const perp = this.buildPerpSnapshot(); - const perpAssetsTagged: AsterAccountAsset[] = perp.assets.map((asset) => ({ + const perpAssetsTagged: AccountAsset[] = perp.assets.map((asset) => ({ ...asset, asset: `${asset.asset}0`, })); @@ -1441,8 +1441,8 @@ export class BinanceGateway { }; } - private buildSpotSnapshot(): AsterAccountSnapshot { - const assets: AsterAccountAsset[] = []; + private buildSpotSnapshot(): AccountSnapshot { + const assets: AccountAsset[] = []; let totalWallet = 0; const now = Date.now(); for (const [asset, balance] of this.spotBalances.entries()) { @@ -1471,9 +1471,9 @@ export class BinanceGateway { }; } - private buildPerpSnapshot(): AsterAccountSnapshot { + private buildPerpSnapshot(): AccountSnapshot { const now = Date.now(); - const assets: AsterAccountAsset[] = []; + const assets: AccountAsset[] = []; let totalWallet = 0; for (const [asset, balance] of this.perpBalances.entries()) { totalWallet += balance.wallet; @@ -1506,7 +1506,7 @@ export class BinanceGateway { }; } - private mapCcxtOrder(order: CcxtOrder, kind: MarketKind, marketId: string): AsterOrder { + private mapCcxtOrder(order: CcxtOrder, kind: MarketKind, marketId: string): Order { const symbol = this.resolveDisplaySymbol(kind, marketId); const side = String(order.side ?? "buy").toUpperCase() === "SELL" ? "SELL" : "BUY"; return { diff --git a/src/exchanges/binance/order.ts b/src/exchanges/binance/order.ts index 9e45889..f9c6404 100644 --- a/src/exchanges/binance/order.ts +++ b/src/exchanges/binance/order.ts @@ -1,4 +1,4 @@ -import type { AsterOrder, CreateOrderParams } from "../types"; +import type { Order, CreateOrderParams } from "../types"; import type { BaseOrderIntent, ClosePositionIntent, @@ -25,7 +25,7 @@ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): return params; } -export async function createLimitOrder(intent: LimitOrderIntent): Promise { +export async function createLimitOrder(intent: LimitOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -40,7 +40,7 @@ export async function createLimitOrder(intent: LimitOrderIntent): Promise { +export async function createMarketOrder(intent: MarketOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -53,7 +53,7 @@ export async function createMarketOrder(intent: MarketOrderIntent): Promise { +export async function createStopOrder(intent: StopOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -69,7 +69,7 @@ export async function createStopOrder(intent: StopOrderIntent): Promise { +export async function createTrailingStopOrder(intent: TrailingStopOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -85,7 +85,7 @@ export async function createTrailingStopOrder(intent: TrailingStopOrderIntent): return intent.adapter.createOrder(params); } -export async function createClosePositionOrder(intent: ClosePositionIntent): Promise { +export async function createClosePositionOrder(intent: ClosePositionIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, diff --git a/src/exchanges/dry-run-adapter.ts b/src/exchanges/dry-run-adapter.ts index 56119c0..71e84ab 100644 --- a/src/exchanges/dry-run-adapter.ts +++ b/src/exchanges/dry-run-adapter.ts @@ -11,8 +11,8 @@ import type { TickerListener, } from "./adapter"; import type { - AsterAccountSnapshot, - AsterOrder, + AccountSnapshot, + Order, CreateOrderParams, } from "./types"; @@ -66,7 +66,7 @@ export class DryRunExchangeAdapter implements ExchangeAdapter { this.inner.watchFundingRate(symbol, cb); } - async createOrder(params: CreateOrderParams): Promise { + async createOrder(params: CreateOrderParams): Promise { this.record("createOrder", params); return createSyntheticOrder(params, ++this.syntheticCounter); } @@ -104,12 +104,12 @@ export class DryRunExchangeAdapter implements ExchangeAdapter { this.inner.offRestHealthEvent?.(listener); } - async queryOpenOrders(): Promise { + async queryOpenOrders(): Promise { if (!this.inner.queryOpenOrders) return []; return this.inner.queryOpenOrders(); } - async queryAccountSnapshot(): Promise { + async queryAccountSnapshot(): Promise { if (!this.inner.queryAccountSnapshot) return null; return this.inner.queryAccountSnapshot(); } @@ -128,7 +128,7 @@ export class DryRunExchangeAdapter implements ExchangeAdapter { } } -function createSyntheticOrder(params: CreateOrderParams, counter: number): AsterOrder { +function createSyntheticOrder(params: CreateOrderParams, counter: number): Order { const now = Date.now(); const orderId = `dry-run-${now}-${counter}`; return { diff --git a/src/exchanges/grvt/adapter.ts b/src/exchanges/grvt/adapter.ts index e5047f6..53a4b96 100644 --- a/src/exchanges/grvt/adapter.ts +++ b/src/exchanges/grvt/adapter.ts @@ -9,7 +9,7 @@ import type { OrderListener, TickerListener, } from "../adapter"; -import type { AsterOrder, CreateOrderParams } from "../types"; +import type { Order, CreateOrderParams } from "../types"; import { extractMessage } from "../../utils/errors"; import { GrvtGateway, @@ -123,7 +123,7 @@ export class GrvtExchangeAdapter implements ExchangeAdapter { this.gateway.onKlines(this.safeInvoke("watchKlines", cb)); } - async createOrder(params: CreateOrderParams): Promise { + async createOrder(params: CreateOrderParams): Promise { await this.ensureInitialized("createOrder"); return this.gateway.createOrder(params); } diff --git a/src/exchanges/grvt/gateway.ts b/src/exchanges/grvt/gateway.ts index 22b2ae1..2a214b2 100644 --- a/src/exchanges/grvt/gateway.ts +++ b/src/exchanges/grvt/gateway.ts @@ -23,12 +23,12 @@ import type { IOrder, } from "@grvt/client/interfaces"; import type { - AsterAccountSnapshot, - AsterAccountPosition, - AsterDepth, - AsterKline, - AsterOrder, - AsterTicker, + AccountSnapshot, + AccountPosition, + Depth, + Kline, + Order, + Ticker, CreateOrderParams, OrderSide, GrvtSignedOrder, @@ -172,7 +172,7 @@ interface HostsConfig { interface KlineCache { interval: string; - values: AsterKline[]; + values: Kline[]; } interface InstrumentInfo { @@ -215,12 +215,12 @@ export class GrvtGateway { private instrumentInfo: InstrumentInfo | null = null; private sessionPromise: Promise | null = null; - private accountSnapshot: AsterAccountSnapshot | null = null; - private openOrders: AsterOrder[] = []; - private positions: AsterAccountPosition[] = []; + private accountSnapshot: AccountSnapshot | null = null; + private openOrders: Order[] = []; + private positions: AccountPosition[] = []; private lastPositionsUpdateAt: number = 0; - private depthSnapshot: AsterDepth | null = null; - private tickerSnapshot: AsterTicker | null = null; + private depthSnapshot: Depth | null = null; + private tickerSnapshot: Ticker | null = null; private klineCache: KlineCache | null = null; // WebSocket state @@ -228,11 +228,11 @@ export class GrvtGateway { private wsConnected = false; private positionsRefreshTimer: ReturnType | null = null; - private accountListeners = new Set<(snapshot: AsterAccountSnapshot) => void>(); - private ordersListeners = new Set<(orders: AsterOrder[]) => void>(); - private depthListeners = new Set<(depth: AsterDepth) => void>(); - private tickerListeners = new Set<(ticker: AsterTicker) => void>(); - private klineListeners = new Set<(klines: AsterKline[]) => void>(); + private accountListeners = new Set<(snapshot: AccountSnapshot) => void>(); + private ordersListeners = new Set<(orders: Order[]) => void>(); + private depthListeners = new Set<(depth: Depth) => void>(); + private tickerListeners = new Set<(ticker: Ticker) => void>(); + private klineListeners = new Set<(klines: Kline[]) => void>(); private accountTimer: ReturnType | null = null; private ordersTimer: ReturnType | null = null; @@ -316,7 +316,7 @@ export class GrvtGateway { this.initialized = true; } - onAccount(listener: (snapshot: AsterAccountSnapshot) => void): () => void { + onAccount(listener: (snapshot: AccountSnapshot) => void): () => void { this.accountListeners.add(listener); if (this.accountSnapshot) listener(cloneAccount(this.accountSnapshot)); return () => { @@ -324,7 +324,7 @@ export class GrvtGateway { }; } - onOrders(listener: (orders: AsterOrder[]) => void): () => void { + onOrders(listener: (orders: Order[]) => void): () => void { this.ordersListeners.add(listener); if (this.openOrders.length) listener(cloneOrders(this.openOrders)); return () => { @@ -332,7 +332,7 @@ export class GrvtGateway { }; } - onDepth(listener: (depth: AsterDepth) => void): () => void { + onDepth(listener: (depth: Depth) => void): () => void { this.depthListeners.add(listener); if (this.depthSnapshot) listener(cloneDepth(this.depthSnapshot)); return () => { @@ -340,7 +340,7 @@ export class GrvtGateway { }; } - onTicker(listener: (ticker: AsterTicker) => void): () => void { + onTicker(listener: (ticker: Ticker) => void): () => void { this.tickerListeners.add(listener); if (this.tickerSnapshot) listener(cloneTicker(this.tickerSnapshot)); return () => { @@ -348,7 +348,7 @@ export class GrvtGateway { }; } - onKlines(listener: (klines: AsterKline[]) => void): () => void { + onKlines(listener: (klines: Kline[]) => void): () => void { this.klineListeners.add(listener); if (this.klineCache) listener(cloneKlines(this.klineCache.values)); return () => { @@ -356,19 +356,19 @@ export class GrvtGateway { }; } - getAccountSnapshot(): AsterAccountSnapshot | null { + getAccountSnapshot(): AccountSnapshot | null { return this.accountSnapshot ? cloneAccount(this.accountSnapshot) : null; } - getOpenOrders(): AsterOrder[] { + getOpenOrders(): Order[] { return cloneOrders(this.openOrders); } - getPositions(): AsterAccountPosition[] { + getPositions(): AccountPosition[] { return this.positions.map((position) => ({ ...position })); } - async createOrder(params: CreateOrderParams): Promise { + async createOrder(params: CreateOrderParams): Promise { if (params.type === "TRAILING_STOP_MARKET") { throw new Error(TRAILING_NOT_SUPPORTED_ERROR); } @@ -660,7 +660,7 @@ export class GrvtGateway { this.emitKlines(klines); } - private mergeOrder(order: AsterOrder): void { + private mergeOrder(order: Order): void { const index = this.openOrders.findIndex((item) => String(item.orderId) === String(order.orderId)); if (index >= 0) { this.openOrders[index] = order; @@ -678,7 +678,7 @@ export class GrvtGateway { } } - private emitAccount(snapshot: AsterAccountSnapshot): void { + private emitAccount(snapshot: AccountSnapshot): void { const cloned = cloneAccount(snapshot); this.accountListeners.forEach((listener) => { try { @@ -689,7 +689,7 @@ export class GrvtGateway { }); } - private emitOrders(orders: AsterOrder[]): void { + private emitOrders(orders: Order[]): void { const cloned = cloneOrders(orders); this.ordersListeners.forEach((listener) => { try { @@ -700,7 +700,7 @@ export class GrvtGateway { }); } - private emitDepth(depth: AsterDepth): void { + private emitDepth(depth: Depth): void { const cloned = cloneDepth(depth); this.depthListeners.forEach((listener) => { try { @@ -711,7 +711,7 @@ export class GrvtGateway { }); } - private emitTicker(ticker: AsterTicker): void { + private emitTicker(ticker: Ticker): void { const cloned = cloneTicker(ticker); this.tickerListeners.forEach((listener) => { try { @@ -722,7 +722,7 @@ export class GrvtGateway { }); } - private emitKlines(klines: AsterKline[]): void { + private emitKlines(klines: Kline[]): void { const cloned = cloneKlines(klines); this.klineListeners.forEach((listener) => { try { @@ -974,15 +974,15 @@ function normalizeHex(value: string): string { return `0x${trimmed.toLowerCase()}`; } -function cloneAccount(snapshot: AsterAccountSnapshot): AsterAccountSnapshot { +function cloneAccount(snapshot: AccountSnapshot): AccountSnapshot { return JSON.parse(JSON.stringify(snapshot)); } -function cloneOrders(orders: AsterOrder[]): AsterOrder[] { +function cloneOrders(orders: Order[]): Order[] { return orders.map((order) => ({ ...order })); } -function cloneDepth(depth: AsterDepth): AsterDepth { +function cloneDepth(depth: Depth): Depth { return { ...depth, bids: depth.bids.map((level) => [...level] as [string, string]), @@ -990,11 +990,11 @@ function cloneDepth(depth: AsterDepth): AsterDepth { }; } -function cloneTicker(ticker: AsterTicker): AsterTicker { +function cloneTicker(ticker: Ticker): Ticker { return { ...ticker }; } -function cloneKlines(klines: AsterKline[]): AsterKline[] { +function cloneKlines(klines: Kline[]): Kline[] { return klines.map((kline) => ({ ...kline })); } @@ -1023,11 +1023,11 @@ function scaleDecimal(value: string | number | undefined, decimals: number): big return scaleDecimal(fixed.toFixed(decimals), decimals); } -function sumUnrealized(positions: AsterAccountPosition[]): number { +function sumUnrealized(positions: AccountPosition[]): number { return positions.reduce((total, position) => total + Number(position.unrealizedProfit ?? 0), 0); } -function getNewestPositionEventTime(positions: AsterAccountPosition[]): number { +function getNewestPositionEventTime(positions: AccountPosition[]): number { if (!positions.length) return Date.now(); return positions.reduce((max, p) => Math.max(max, Number(p.updateTime) || 0), 0); } @@ -1036,7 +1036,7 @@ function mapAccountSnapshot( response: IApiSubAccountSummaryResponse, symbol: string, instrument: string -): AsterAccountSnapshot { +): AccountSnapshot { const result = response.result; if (!result) { return emptyAccount(symbol); @@ -1068,7 +1068,7 @@ function mapPositions( response: IApiPositionsResponse, symbol: string, instrument: string -): AsterAccountPosition[] { +): AccountPosition[] { return (response.result ?? []) .filter((entry) => !entry.instrument || entry.instrument === instrument) .map((entry) => ({ @@ -1084,11 +1084,11 @@ function mapPositions( })); } -function mapOpenOrders(response: IApiOpenOrdersResponse, symbol: string): AsterOrder[] { +function mapOpenOrders(response: IApiOpenOrdersResponse, symbol: string): Order[] { return (response.result ?? []).map((order) => mapOrder(order, symbol)); } -function mapOrder(order: IOrder, symbol: string): AsterOrder { +function mapOrder(order: IOrder, symbol: string): Order { const leg = order.legs?.[0]; const state = order.state; const metadata = order.metadata; @@ -1126,7 +1126,7 @@ function mapOrder(order: IOrder, symbol: string): AsterOrder { }; } -function mapDepth(response: IApiOrderbookLevelsResponse, symbol: string): AsterDepth | null { +function mapDepth(response: IApiOrderbookLevelsResponse, symbol: string): Depth | null { const result = response.result; if (!result) return null; const toLevel = (entries: Array<{ price?: string; size?: string }> | undefined) => @@ -1140,7 +1140,7 @@ function mapDepth(response: IApiOrderbookLevelsResponse, symbol: string): AsterD }; } -function mapTicker(response: IApiTickerResponse, symbol: string): AsterTicker | null { +function mapTicker(response: IApiTickerResponse, symbol: string): Ticker | null { const result = response.result; if (!result) return null; const buyVolume = Number(result.buy_volume_24h_b ?? 0); @@ -1161,7 +1161,7 @@ function mapTicker(response: IApiTickerResponse, symbol: string): AsterTicker | }; } -function mapKlines(response: IApiCandlestickResponse, _symbol: string): AsterKline[] { +function mapKlines(response: IApiCandlestickResponse, _symbol: string): Kline[] { return (response.result ?? []).reverse().map((entry) => ({ openTime: nsToMs(entry.open_time ?? Date.now() * ONE_SECOND_IN_NANOSECONDS), closeTime: nsToMs(entry.close_time ?? Date.now() * ONE_SECOND_IN_NANOSECONDS), @@ -1174,7 +1174,7 @@ function mapKlines(response: IApiCandlestickResponse, _symbol: string): AsterKli })); } -function mapCreateOrderResponse(response: IApiCreateOrderResponse, symbol: string): AsterOrder { +function mapCreateOrderResponse(response: IApiCreateOrderResponse, symbol: string): Order { const order = response.result ?? (response as unknown as { order?: IOrder }).order; if (!order) { return { @@ -1551,7 +1551,7 @@ function padPrivateKey(value: string): string { return hex; } -function emptyAccount(symbol: string): AsterAccountSnapshot { +function emptyAccount(symbol: string): AccountSnapshot { return { canTrade: true, canDeposit: true, @@ -1568,5 +1568,5 @@ function emptyAccount(symbol: string): AsterAccountSnapshot { updateTime: Date.now(), }, ], - } as AsterAccountSnapshot; + } as AccountSnapshot; } diff --git a/src/exchanges/grvt/order.ts b/src/exchanges/grvt/order.ts index ad6488b..0036874 100644 --- a/src/exchanges/grvt/order.ts +++ b/src/exchanges/grvt/order.ts @@ -1,4 +1,4 @@ -import type { AsterOrder, CreateOrderParams } from "../types"; +import type { Order, CreateOrderParams } from "../types"; import type { BaseOrderIntent, ClosePositionIntent, @@ -25,7 +25,7 @@ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): return params; } -export async function createLimitOrder(intent: LimitOrderIntent): Promise { +export async function createLimitOrder(intent: LimitOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -40,7 +40,7 @@ export async function createLimitOrder(intent: LimitOrderIntent): Promise { +export async function createMarketOrder(intent: MarketOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -53,7 +53,7 @@ export async function createMarketOrder(intent: MarketOrderIntent): Promise { +export async function createStopOrder(intent: StopOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -71,11 +71,11 @@ export async function createStopOrder(intent: StopOrderIntent): Promise { +export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise { throw new Error("GRVT exchange does not support trailing stop orders"); } -export async function createClosePositionOrder(intent: ClosePositionIntent): Promise { +export async function createClosePositionOrder(intent: ClosePositionIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, diff --git a/src/exchanges/lighter/adapter.ts b/src/exchanges/lighter/adapter.ts index f6690cd..59e81d8 100644 --- a/src/exchanges/lighter/adapter.ts +++ b/src/exchanges/lighter/adapter.ts @@ -7,7 +7,7 @@ import type { OrderListener, TickerListener, } from "../adapter"; -import type { AsterOrder, CreateOrderParams } from "../types"; +import type { Order, CreateOrderParams } from "../types"; import { extractMessage } from "../../utils/errors"; import { LighterGateway, type LighterGatewayOptions } from "./gateway"; @@ -102,7 +102,7 @@ export class LighterExchangeAdapter implements ExchangeAdapter { this.gateway.watchKlines(interval, handler); } - async createOrder(params: CreateOrderParams): Promise { + async createOrder(params: CreateOrderParams): Promise { await this.ensureInitialized("createOrder"); return this.gateway.createOrder(params); } diff --git a/src/exchanges/lighter/gateway.ts b/src/exchanges/lighter/gateway.ts index 4513b09..c31d2c8 100644 --- a/src/exchanges/lighter/gateway.ts +++ b/src/exchanges/lighter/gateway.ts @@ -8,12 +8,12 @@ import type { TickerListener, } from "../adapter"; import type { - AsterAccountAsset, - AsterAccountSnapshot, - AsterDepth, - AsterKline, - AsterOrder, - AsterTicker, + AccountAsset, + AccountSnapshot, + Depth, + Kline, + Order, + Ticker, CreateOrderParams, } from "../types"; import type { OrderSide, OrderType } from "../types"; @@ -189,12 +189,12 @@ export class LighterGateway { private accountPollInFlight = false; private ordersResyncTimer: ReturnType | null = null; private ordersResyncInFlight = false; - private readonly klineCache = new Map(); - private readonly accountEvent = createEvent(); - private readonly ordersEvent = createEvent(); - private readonly depthEvent = createEvent(); - private readonly tickerEvent = createEvent(); - private readonly klinesEvent = createEvent(); + private readonly klineCache = new Map(); + private readonly accountEvent = createEvent(); + private readonly ordersEvent = createEvent(); + private readonly depthEvent = createEvent(); + private readonly tickerEvent = createEvent(); + private readonly klinesEvent = createEvent(); private readonly auth = { token: null as string | null, expiresAt: 0 }; private readonly l1Address: string | null; private loggedCreateOrderPayload = false; @@ -359,8 +359,8 @@ export class LighterGateway { this.klinesEvent.add(handler); } - async createOrder(params: CreateOrderParams): Promise { - const run = async (): Promise => { + async createOrder(params: CreateOrderParams): Promise { + const run = async (): Promise => { await this.ensureInitialized(); const conversion = this.mapCreateOrderParams(params); const { baseAmountScaledString, priceScaledString, triggerPriceScaledString, ...signParams } = conversion; @@ -1710,7 +1710,7 @@ export class LighterGateway { const bestAsk = getBestPrice(this.orderBook.asks, "ask"); if (bestBid == null && bestAsk == null) return; const last = bestBid != null && bestAsk != null ? (bestBid + bestAsk) / 2 : (bestBid ?? bestAsk ?? 0); - const ticker: AsterTicker = { + const ticker: Ticker = { symbol: this.displaySymbol, eventType: "lighterSyntheticTicker", eventTime: Date.now(), @@ -1736,10 +1736,10 @@ export class LighterGateway { this.tickerEvent.emit(ticker); } - private buildAccountAssets(): AsterAccountAsset[] { + private buildAccountAssets(): AccountAsset[] { if (!this.assets.size) return []; const now = Date.now(); - const list: AsterAccountAsset[] = []; + const list: AccountAsset[] = []; for (const asset of this.assets.values()) { const balanceNum = parseNumber(asset.balance); const lockedNum = parseNumber(asset.locked_balance ?? 0); @@ -2039,7 +2039,7 @@ function mergeLevels(existing: LighterOrderBookLevel[], updates: LighterOrderBoo return Array.from(map.entries()).map(([price, size]) => ({ price, size } as LighterOrderBookLevel)); } -function cloneKlines(klines: AsterKline[]): AsterKline[] { +function cloneKlines(klines: Kline[]): Kline[] { return klines.map((kline) => ({ ...kline })); } diff --git a/src/exchanges/lighter/mappers.ts b/src/exchanges/lighter/mappers.ts index be8b0e8..56625c0 100644 --- a/src/exchanges/lighter/mappers.ts +++ b/src/exchanges/lighter/mappers.ts @@ -1,12 +1,12 @@ import type { - AsterAccountAsset, - AsterAccountPosition, - AsterAccountSnapshot, - AsterDepth, - AsterDepthLevel, - AsterKline, - AsterOrder, - AsterTicker, + AccountAsset, + AccountPosition, + AccountSnapshot, + Depth, + DepthLevel, + Kline, + Order, + Ticker, OrderSide, OrderType, } from "../types"; @@ -23,8 +23,8 @@ import { coerceBooleanFlag, normalizeBooleanFlag } from "./flags"; import { normalizeOrderIdentity } from "./order-identity"; import { normalizeOrderStatus } from "./status"; -export function toDepth(symbol: string, snapshot: LighterOrderBookSnapshot): AsterDepth { - const toLevels = (levels: LighterOrderBookLevel[]): AsterDepthLevel[] => +export function toDepth(symbol: string, snapshot: LighterOrderBookSnapshot): Depth { + const toLevels = (levels: LighterOrderBookLevel[]): DepthLevel[] => levels.map((level) => [level.price, level.size]); return { symbol, @@ -36,7 +36,7 @@ export function toDepth(symbol: string, snapshot: LighterOrderBookSnapshot): Ast }; } -export function toTicker(symbol: string, stats: LighterMarketStats): AsterTicker { +export function toTicker(symbol: string, stats: LighterMarketStats): Ticker { return { symbol, eventType: "lighterTicker", @@ -50,10 +50,10 @@ export function toTicker(symbol: string, stats: LighterMarketStats): AsterTicker priceChange: stats.daily_price_change != null ? String(stats.daily_price_change) : undefined, markPrice: stats.mid_price ?? stats.mark_price ?? stats.index_price, weightedAvgPrice: undefined, - } as AsterTicker; + } as Ticker; } -export function toKlines(symbol: string, interval: string, klines: LighterKline[]): AsterKline[] { +export function toKlines(symbol: string, interval: string, klines: LighterKline[]): Kline[] { return klines.map((entry) => ({ symbol, eventType: "lighterKline", @@ -72,11 +72,11 @@ export function toKlines(symbol: string, interval: string, klines: LighterKline[ })); } -export function toOrders(symbol: string, orders: LighterOrder[]): AsterOrder[] { +export function toOrders(symbol: string, orders: LighterOrder[]): Order[] { return orders.map((order) => lighterOrderToAster(symbol, order)); } -export function lighterOrderToAster(symbol: string, order: LighterOrder): AsterOrder { +export function lighterOrderToAster(symbol: string, order: LighterOrder): Order { const booleanIsAsk = normalizeBooleanFlag(order.is_ask); const normalizedSide = order.side?.toLowerCase(); const side: OrderSide = @@ -162,7 +162,7 @@ export function toAccountSnapshot( symbol: string, details: LighterAccountDetails, positions: LighterPosition[] = [], - assets: AsterAccountAsset[] = [], + assets: AccountAsset[] = [], options?: { marketSymbol?: string | null; marketId?: number | null; @@ -172,7 +172,7 @@ export function toAccountSnapshot( baseAssetId?: number | null; quoteAssetId?: number | null; } -): AsterAccountSnapshot { +): AccountSnapshot { const targetSymbol = options?.marketSymbol ?? null; const targetMarketId = options?.marketId != null && Number.isFinite(Number(options.marketId)) @@ -228,7 +228,7 @@ export function toAccountSnapshot( }; } -function defaultAsset(details: LighterAccountDetails, quoteAsset: string): AsterAccountAsset[] { +function defaultAsset(details: LighterAccountDetails, quoteAsset: string): AccountAsset[] { return [ { asset: quoteAsset || "USDC", @@ -239,7 +239,7 @@ function defaultAsset(details: LighterAccountDetails, quoteAsset: string): Aster ]; } -function computeTotalWalletBalance(assets: AsterAccountAsset[], details: LighterAccountDetails): string { +function computeTotalWalletBalance(assets: AccountAsset[], details: LighterAccountDetails): string { const sum = assets.reduce((acc, asset) => acc + Number(asset.walletBalance ?? 0), 0); if (Number.isFinite(sum) && sum > 0) { return sum.toString(); @@ -247,7 +247,7 @@ function computeTotalWalletBalance(assets: AsterAccountAsset[], details: Lighter return details.total_asset_value ?? details.collateral ?? "0"; } -function findAsset(assets: AsterAccountAsset[], target: string | undefined | null): AsterAccountAsset | undefined { +function findAsset(assets: AccountAsset[], target: string | undefined | null): AccountAsset | undefined { if (!target) return undefined; const normalizedTarget = target.toUpperCase().split(/[-:/]/)[0]; return assets.find((asset) => asset.asset.toUpperCase().split(/[-:/]/)[0] === normalizedTarget); @@ -261,7 +261,7 @@ function normalizeMarketType(value: string | null | undefined): "perp" | "spot" return undefined; } -function lighterPositionToAster(symbol: string, position: LighterPosition): AsterAccountPosition { +function lighterPositionToAster(symbol: string, position: LighterPosition): AccountPosition { const sign = position.sign ?? 0; const positionSide = sign > 0 ? "LONG" : sign < 0 ? "SHORT" : "BOTH"; const magnitude = Number(position.position ?? 0); diff --git a/src/exchanges/lighter/order.ts b/src/exchanges/lighter/order.ts index 899b157..735b298 100644 --- a/src/exchanges/lighter/order.ts +++ b/src/exchanges/lighter/order.ts @@ -1,4 +1,4 @@ -import type { AsterOrder, CreateOrderParams } from "../types"; +import type { Order, CreateOrderParams } from "../types"; import type { BaseOrderIntent, ClosePositionIntent, @@ -25,7 +25,7 @@ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): return params; } -export async function createLimitOrder(intent: LimitOrderIntent): Promise { +export async function createLimitOrder(intent: LimitOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -40,7 +40,7 @@ export async function createLimitOrder(intent: LimitOrderIntent): Promise { +export async function createMarketOrder(intent: MarketOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -54,7 +54,7 @@ export async function createMarketOrder(intent: MarketOrderIntent): Promise { +export async function createStopOrder(intent: StopOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -71,11 +71,11 @@ export async function createStopOrder(intent: StopOrderIntent): Promise { +export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise { throw new Error("Lighter exchange does not support trailing stop orders"); } -export async function createClosePositionOrder(intent: ClosePositionIntent): Promise { +export async function createClosePositionOrder(intent: ClosePositionIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, diff --git a/src/exchanges/nado/adapter.ts b/src/exchanges/nado/adapter.ts index 2a966eb..667c1a9 100644 --- a/src/exchanges/nado/adapter.ts +++ b/src/exchanges/nado/adapter.ts @@ -9,7 +9,7 @@ import type { OrderListener, TickerListener, } from "../adapter"; -import type { AsterOrder, CreateOrderParams } from "../types"; +import type { Order, CreateOrderParams } from "../types"; import { extractMessage } from "../../utils/errors"; import { NadoGateway, type NadoGatewayOptions } from "./gateway"; import type { ChainEnv } from "@nadohq/shared"; @@ -115,7 +115,7 @@ export class NadoExchangeAdapter implements ExchangeAdapter { this.gateway.onFundingRate(symbol, this.safeInvoke("watchFundingRate", cb)); } - async createOrder(params: CreateOrderParams): Promise { + async createOrder(params: CreateOrderParams): Promise { await this.ensureInitialized("createOrder"); return this.gateway.createOrder(params); } diff --git a/src/exchanges/nado/gateway.ts b/src/exchanges/nado/gateway.ts index cdfed03..08dcd96 100644 --- a/src/exchanges/nado/gateway.ts +++ b/src/exchanges/nado/gateway.ts @@ -23,13 +23,13 @@ import type { TickerListener, } from "../adapter"; import type { - AsterAccountAsset, - AsterAccountPosition, - AsterAccountSnapshot, - AsterDepth, - AsterKline, - AsterOrder, - AsterTicker, + AccountAsset, + AccountPosition, + AccountSnapshot, + Depth, + Kline, + Order, + Ticker, CreateOrderParams, TimeInForce, } from "../types"; @@ -331,7 +331,7 @@ export class NadoGateway { private readonly openOrdersByDigest = new Map(); private readonly triggerOrdersByDigest = new Map(); - private accountSnapshot: AsterAccountSnapshot | null = null; + private accountSnapshot: AccountSnapshot | null = null; private lastAccountSyncAt = 0; private gatewayWs: NodeWebSocket | null = null; @@ -356,7 +356,7 @@ export class NadoGateway { private accountPollTimer: ReturnType | null = null; private ordersPollTimer: ReturnType | null = null; private triggerOrdersPollTimer: ReturnType | null = null; - private klinesState = new Map(); + private klinesState = new Map(); private subscriptionRequestId = 1; private subscriptionAuthComplete = false; @@ -567,7 +567,7 @@ export class NadoGateway { }; } - async createOrder(params: CreateOrderParams): Promise { + async createOrder(params: CreateOrderParams): Promise { await this.ensureInitialized(params.symbol); const meta = this.getSymbolMetaOrThrow(params.symbol); if (params.type === "STOP_MARKET") { @@ -1139,7 +1139,7 @@ export class NadoGateway { return Number.isFinite(asNumber) && asNumber > 0 ? Math.floor(asNumber) : 60; } - private async fetchCandlesticks(productId: number, periodSec: number, limit: number): Promise { + private async fetchCandlesticks(productId: number, periodSec: number, limit: number): Promise { try { const result = await this.indexer.getCandlesticks({ productId, period: periodSec, limit }); const reversed = Array.from(result).reverse(); @@ -1262,8 +1262,8 @@ export class NadoGateway { } } - private buildAsterOrdersSnapshot(): AsterOrder[] { - const orders: AsterOrder[] = []; + private buildAsterOrdersSnapshot(): Order[] { + const orders: Order[] = []; for (const order of this.openOrdersByDigest.values()) { const meta = this.symbolMetaByProductId.get(order.productId); if (!meta) continue; @@ -1322,7 +1322,7 @@ export class NadoGateway { return orders; } - private buildDepthSnapshot(productId: number, symbol: string): AsterDepth | null { + private buildDepthSnapshot(productId: number, symbol: string): Depth | null { const bbo = this.bestBidOfferByProductId.get(productId); if (!bbo) return null; const bids: [string, string][] = [[fromX18(bbo.bidX18).toFixed(), fromX18(bbo.bidQtyX18).toFixed()]]; @@ -1336,7 +1336,7 @@ export class NadoGateway { }; } - private buildTickerSnapshot(productId: number, symbol: string): AsterTicker | null { + private buildTickerSnapshot(productId: number, symbol: string): Ticker | null { const bbo = this.bestBidOfferByProductId.get(productId); if (!bbo) return null; const trade = this.lastTradePriceByProductId.get(productId); @@ -1360,10 +1360,10 @@ export class NadoGateway { }; } - private mapSubaccountInfoToAsterSnapshot(data: NonNullable): AsterAccountSnapshot { + private mapSubaccountInfoToAsterSnapshot(data: NonNullable): AccountSnapshot { const now = nowMs(); - const assets: AsterAccountAsset[] = []; - const positions: AsterAccountPosition[] = []; + const assets: AccountAsset[] = []; + const positions: AccountPosition[] = []; const spotBalanceByProductId = new Map(); for (const entry of data.spot_balances ?? []) { @@ -1771,7 +1771,7 @@ export class NadoGateway { if (state.periodSec !== event.granularity) continue; const openTime = event.timestamp * 1000; const closeTime = openTime + state.periodSec * 1000 - 1; - const next: AsterKline = { + const next: Kline = { openTime, closeTime, open: fromX18(event.open_x18).toFixed(), @@ -1795,7 +1795,7 @@ export class NadoGateway { } } - private async createLimitOrder(meta: SymbolMeta, params: CreateOrderParams): Promise { + private async createLimitOrder(meta: SymbolMeta, params: CreateOrderParams): Promise { if (!this.chainId) throw new Error("Nado not initialized (chainId missing)"); const side = params.side; const qty = params.quantity ?? 0; @@ -1905,7 +1905,7 @@ export class NadoGateway { }; } - private async createMarketOrder(meta: SymbolMeta, params: CreateOrderParams): Promise { + private async createMarketOrder(meta: SymbolMeta, params: CreateOrderParams): Promise { if (!this.chainId) throw new Error("Nado not initialized (chainId missing)"); const side = params.side; const qty = params.quantity ?? 0; @@ -2017,7 +2017,7 @@ export class NadoGateway { }; } - private async createStopOrder(meta: SymbolMeta, params: CreateOrderParams): Promise { + private async createStopOrder(meta: SymbolMeta, params: CreateOrderParams): Promise { if (!this.chainId || !this.endpointAddr) throw new Error("Nado not initialized (contracts missing)"); const side = params.side; const qty = params.quantity ?? 0; diff --git a/src/exchanges/nado/order.ts b/src/exchanges/nado/order.ts index c3b815d..5d9ef0e 100644 --- a/src/exchanges/nado/order.ts +++ b/src/exchanges/nado/order.ts @@ -1,4 +1,4 @@ -import type { AsterOrder, CreateOrderParams } from "../types"; +import type { Order, CreateOrderParams } from "../types"; import type { BaseOrderIntent, ClosePositionIntent, @@ -25,7 +25,7 @@ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): return params; } -export async function createLimitOrder(intent: LimitOrderIntent): Promise { +export async function createLimitOrder(intent: LimitOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -40,7 +40,7 @@ export async function createLimitOrder(intent: LimitOrderIntent): Promise { +export async function createMarketOrder(intent: MarketOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -54,7 +54,7 @@ export async function createMarketOrder(intent: MarketOrderIntent): Promise { +export async function createStopOrder(intent: StopOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -71,11 +71,11 @@ export async function createStopOrder(intent: StopOrderIntent): Promise { +export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise { throw new Error("Nado exchange does not support trailing stop orders"); } -export async function createClosePositionOrder(intent: ClosePositionIntent): Promise { +export async function createClosePositionOrder(intent: ClosePositionIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, diff --git a/src/exchanges/order-router.ts b/src/exchanges/order-router.ts index 714ccb7..19ccbc9 100644 --- a/src/exchanges/order-router.ts +++ b/src/exchanges/order-router.ts @@ -1,5 +1,5 @@ import type { ExchangeAdapter } from "./adapter"; -import type { AsterOrder } from "./types"; +import type { Order } from "./types"; import { SUPPORTED_EXCHANGE_IDS, type SupportedExchangeId } from "./create-adapter"; import type { BaseOrderIntent, @@ -21,11 +21,11 @@ import * as binanceOrders from "./binance/order"; type ExchangeKey = SupportedExchangeId; interface ExchangeOrderHandlers { - limit(intent: LimitOrderIntent): Promise; - market(intent: MarketOrderIntent): Promise; - stop(intent: StopOrderIntent): Promise; - trailingStop?: (intent: TrailingStopOrderIntent) => Promise; - close(intent: ClosePositionIntent): Promise; + limit(intent: LimitOrderIntent): Promise; + market(intent: MarketOrderIntent): Promise; + stop(intent: StopOrderIntent): Promise; + trailingStop?: (intent: TrailingStopOrderIntent) => Promise; + close(intent: ClosePositionIntent): Promise; } const handlerMap: Record = { @@ -117,19 +117,19 @@ function getHandlers(intent: BaseOrderIntent): ExchangeOrderHandlers { return handlers; } -export function routeLimitOrder(intent: LimitOrderIntent): Promise { +export function routeLimitOrder(intent: LimitOrderIntent): Promise { return getHandlers(intent).limit(intent); } -export function routeMarketOrder(intent: MarketOrderIntent): Promise { +export function routeMarketOrder(intent: MarketOrderIntent): Promise { return getHandlers(intent).market(intent); } -export function routeStopOrder(intent: StopOrderIntent): Promise { +export function routeStopOrder(intent: StopOrderIntent): Promise { return getHandlers(intent).stop(intent); } -export function routeTrailingStopOrder(intent: TrailingStopOrderIntent): Promise { +export function routeTrailingStopOrder(intent: TrailingStopOrderIntent): Promise { const handlers = getHandlers(intent); if (!handlers.trailingStop) { throw new Error("Trailing stop orders are not supported by the current exchange"); @@ -137,6 +137,6 @@ export function routeTrailingStopOrder(intent: TrailingStopOrderIntent): Promise return handlers.trailingStop(intent); } -export function routeCloseOrder(intent: ClosePositionIntent): Promise { +export function routeCloseOrder(intent: ClosePositionIntent): Promise { return getHandlers(intent).close(intent); } diff --git a/src/exchanges/paradex/adapter.ts b/src/exchanges/paradex/adapter.ts index 9267164..b21d1f7 100644 --- a/src/exchanges/paradex/adapter.ts +++ b/src/exchanges/paradex/adapter.ts @@ -7,7 +7,7 @@ import type { OrderListener, TickerListener, } from "../adapter"; -import type { AsterOrder, CreateOrderParams } from "../types"; +import type { Order, CreateOrderParams } from "../types"; import { extractMessage } from "../../utils/errors"; import { ParadexGateway, type ParadexGatewayOptions } from "./gateway"; @@ -85,7 +85,7 @@ export class ParadexExchangeAdapter implements ExchangeAdapter { this.gateway.watchKlines(interval, this.safeInvoke("watchKlines", cb)); } - async createOrder(params: CreateOrderParams): Promise { + async createOrder(params: CreateOrderParams): Promise { await this.ensureInitialized("createOrder"); return this.gateway.createOrder(params); } diff --git a/src/exchanges/paradex/gateway.ts b/src/exchanges/paradex/gateway.ts index 518a93f..6de5c3c 100644 --- a/src/exchanges/paradex/gateway.ts +++ b/src/exchanges/paradex/gateway.ts @@ -7,12 +7,12 @@ import ccxt, { } from "ccxt"; import { createRequire } from "module"; import type { - AsterAccountAsset, - AsterAccountSnapshot, - AsterDepth, - AsterKline, - AsterOrder, - AsterTicker, + AccountAsset, + AccountSnapshot, + Depth, + Kline, + Order, + Ticker, CreateOrderParams, OrderType, } from "../types"; @@ -91,8 +91,8 @@ export class ParadexGateway { private depthListeners = new Set(); private tickerListeners = new Set(); private klineListeners = new Map>(); - private readonly localOrders = new Map(); - private lastBalanceSnapshot: AsterAccountSnapshot | null = null; + private readonly localOrders = new Map(); + private lastBalanceSnapshot: AccountSnapshot | null = null; private accountPollTimer: NodeJS.Timeout | null = null; private orderPollTimer: NodeJS.Timeout | null = null; @@ -546,7 +546,7 @@ export class ParadexGateway { this.klinePollTimers.set(interval, setInterval(() => void poll(), this.pollIntervals.klines)); } - async createOrder(params: CreateOrderParams): Promise { + async createOrder(params: CreateOrderParams): Promise { await this.ensureInitialized(params.symbol); const symbol = this.marketSymbol; const type = this.mapOrderTypeToCcxt(params.type); @@ -678,7 +678,7 @@ export class ParadexGateway { } } - private mapBalanceToAccountSnapshot(balance: Balances): AsterAccountSnapshot { + private mapBalanceToAccountSnapshot(balance: Balances): AccountSnapshot { const now = Date.now(); const rawPositions = (() => { @@ -711,7 +711,7 @@ export class ParadexGateway { ...Object.keys(total), ]); - const assets: AsterAccountAsset[] = Array.from(assetKeys).map((asset) => ({ + const assets: AccountAsset[] = Array.from(assetKeys).map((asset) => ({ asset, walletBalance: String(total[asset] ?? 0), availableBalance: String(free[asset] ?? 0), @@ -737,7 +737,7 @@ export class ParadexGateway { }; } - private mapBalanceToAccountSnapshotFromPositions(rawPositions: any[]): AsterAccountSnapshot { + private mapBalanceToAccountSnapshotFromPositions(rawPositions: any[]): AccountSnapshot { const now = Date.now(); const positions = this.normalizePositions(rawPositions, now); this.logger("positions", JSON.stringify({ raw: rawPositions, mapped: positions })); @@ -761,7 +761,7 @@ export class ParadexGateway { }; } - private normalizePositions(rawPositions: any[], now: number): AsterAccountSnapshot["positions"] { + private normalizePositions(rawPositions: any[], now: number): AccountSnapshot["positions"] { return rawPositions .filter((pos) => pos) .map((pos: any) => { @@ -807,7 +807,7 @@ export class ParadexGateway { }); } - private mapOrderToAsterOrder(order: CcxtOrder): AsterOrder { + private mapOrderToAsterOrder(order: CcxtOrder): Order { const side = (order.side ?? "buy").toUpperCase() as "BUY" | "SELL"; const mappedType = this.mapCcxtOrderTypeToAster(order.type); return { @@ -830,7 +830,7 @@ export class ParadexGateway { }; } - private mapOrderBookToDepth(orderbook: CcxtOrderBook): AsterDepth { + private mapOrderBookToDepth(orderbook: CcxtOrderBook): Depth { return { lastUpdateId: orderbook.nonce || Date.now(), bids: (orderbook.bids || []) @@ -843,7 +843,7 @@ export class ParadexGateway { }; } - private mapTickerToAsterTicker(ticker: CcxtTicker): AsterTicker { + private mapTickerToAsterTicker(ticker: CcxtTicker): Ticker { return { symbol: ticker.symbol, lastPrice: ticker.last?.toString() || "0", @@ -856,7 +856,7 @@ export class ParadexGateway { }; } - private mapOHLCVToKline(candle: CcxtOhlcv, interval: string): AsterKline { + private mapOHLCVToKline(candle: CcxtOhlcv, interval: string): Kline { const [timestampRaw, openRaw, highRaw, lowRaw, closeRaw, volumeRaw] = candle; const timestamp = typeof timestampRaw === "number" && Number.isFinite(timestampRaw) ? timestampRaw @@ -926,7 +926,7 @@ export class ParadexGateway { return base[interval] ?? 60 * 1000; } - private upsertLocalOrder(order: AsterOrder): void { + private upsertLocalOrder(order: Order): void { const key = String(order.orderId); if (this.isOrderClosed(order)) { this.localOrders.delete(key); @@ -944,7 +944,7 @@ export class ParadexGateway { } private updateOrdersFromRemote(open: CcxtOrder[], _closed: CcxtOrder[]): void { - const nextOpen = new Map(); + const nextOpen = new Map(); for (const order of open) { const mapped = this.mapOrderToAsterOrder(order); @@ -973,7 +973,7 @@ export class ParadexGateway { } } - private isOrderClosed(order: AsterOrder): boolean { + private isOrderClosed(order: Order): boolean { const status = (order.status ?? "").toUpperCase(); if ( status.includes("CLOSE") || diff --git a/src/exchanges/paradex/order.ts b/src/exchanges/paradex/order.ts index 351a23b..696de61 100644 --- a/src/exchanges/paradex/order.ts +++ b/src/exchanges/paradex/order.ts @@ -1,4 +1,4 @@ -import type { AsterOrder, CreateOrderParams } from "../types"; +import type { Order, CreateOrderParams } from "../types"; import type { BaseOrderIntent, ClosePositionIntent, @@ -25,7 +25,7 @@ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): return params; } -export async function createLimitOrder(intent: LimitOrderIntent): Promise { +export async function createLimitOrder(intent: LimitOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -40,7 +40,7 @@ export async function createLimitOrder(intent: LimitOrderIntent): Promise { +export async function createMarketOrder(intent: MarketOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -54,7 +54,7 @@ export async function createMarketOrder(intent: MarketOrderIntent): Promise { +export async function createStopOrder(intent: StopOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -72,11 +72,11 @@ export async function createStopOrder(intent: StopOrderIntent): Promise { +export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise { throw new Error("Paradex exchange does not support trailing stop orders"); } -export async function createClosePositionOrder(intent: ClosePositionIntent): Promise { +export async function createClosePositionOrder(intent: ClosePositionIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, diff --git a/src/exchanges/standx/adapter.ts b/src/exchanges/standx/adapter.ts index 2f2042d..baedd0f 100644 --- a/src/exchanges/standx/adapter.ts +++ b/src/exchanges/standx/adapter.ts @@ -10,7 +10,7 @@ import type { RestHealthListener, TickerListener, } from "../adapter"; -import type { AsterOrder, CreateOrderParams } from "../types"; +import type { Order, CreateOrderParams } from "../types"; import { extractMessage } from "../../utils/errors"; import { StandxGateway, type StandxGatewayOptions, type ConnectionEventListener, type ConnectionEventType } from "./gateway"; @@ -88,7 +88,7 @@ export class StandxExchangeAdapter implements ExchangeAdapter { this.gateway.onFundingRate(symbol, this.safeInvoke("watchFundingRate", cb)); } - async createOrder(params: CreateOrderParams): Promise { + async createOrder(params: CreateOrderParams): Promise { await this.ensureInitialized("createOrder"); return this.gateway.createOrder(params); } @@ -151,7 +151,7 @@ export class StandxExchangeAdapter implements ExchangeAdapter { * 查询当前真实的挂单状态（通过 HTTP API） * 用于验证实际挂单情况，防止取消请求丢失 */ - async queryOpenOrders(): Promise { + async queryOpenOrders(): Promise { await this.ensureInitialized("queryOpenOrders"); return this.gateway.queryOpenOrders(this.symbol); } diff --git a/src/exchanges/standx/gateway.ts b/src/exchanges/standx/gateway.ts index fdf6855..8344f16 100644 --- a/src/exchanges/standx/gateway.ts +++ b/src/exchanges/standx/gateway.ts @@ -14,13 +14,13 @@ import type { TickerListener, } from "../adapter"; import type { - AsterAccountAsset, - AsterAccountPosition, - AsterAccountSnapshot, - AsterDepth, - AsterKline, - AsterOrder, - AsterTicker, + AccountAsset, + AccountPosition, + AccountSnapshot, + Depth, + Kline, + Order, + Ticker, CreateOrderParams, OrderSide, OrderType, @@ -77,7 +77,7 @@ type FundingState = { }; type VirtualStop = { - order: AsterOrder; + order: Order; stopPrice: number; side: OrderSide; symbol: string; @@ -279,7 +279,7 @@ function resolutionFromInterval(interval: string): { resolution: string; seconds return { resolution: "1", seconds: 60 }; } -function mergeOrderSnapshot(map: Map, order: AsterOrder): void { +function mergeOrderSnapshot(map: Map, order: Order): void { const key = String(order.orderId); const existing = map.get(key); if (!existing) { @@ -418,12 +418,12 @@ export class StandxGateway { private readonly fundingListeners = new Map>(); private readonly connectionListeners = new Set(); - private readonly openOrders = new Map(); - private readonly positions = new Map(); - private readonly balances = new Map(); + private readonly openOrders = new Map(); + private readonly positions = new Map(); + private readonly balances = new Map(); private readonly virtualStops = new Map(); - private accountSnapshot: AsterAccountSnapshot | null = null; + private accountSnapshot: AccountSnapshot | null = null; private readonly restHealthListeners = new Set(); private restConsecutiveErrors = 0; private restUnhealthy = false; @@ -582,14 +582,14 @@ export class StandxGateway { * 查询当前真实的挂单状态（通过 HTTP API） * 用于在网络恢复后验证实际挂单情况 */ - async queryOpenOrders(symbol: string): Promise { + async queryOpenOrders(symbol: string): Promise { const normalized = normalizeSymbol(symbol); const ordersPayload = await this.requestJson("/api/query_open_orders", { method: "GET", params: { symbol: normalized }, }); const orders = extractOrders(ordersPayload); - const result: AsterOrder[] = []; + const result: Order[] = []; for (const raw of orders) { const order = this.mapOrder(raw); result.push(order); @@ -618,7 +618,7 @@ export class StandxGateway { } } - async createOrder(params: CreateOrderParams): Promise { + async createOrder(params: CreateOrderParams): Promise { const normalizedSymbol = normalizeSymbol(params.symbol); if (params.type === "STOP_MARKET") { return this.createVirtualStopOrder(normalizedSymbol, params); @@ -785,7 +785,7 @@ export class StandxGateway { }; } - private async createVirtualStopOrder(symbol: string, params: CreateOrderParams): Promise { + private async createVirtualStopOrder(symbol: string, params: CreateOrderParams): Promise { const stopPrice = Number(params.stopPrice); if (!Number.isFinite(stopPrice)) { throw new Error("STOP_MARKET requires stopPrice for StandX"); @@ -796,7 +796,7 @@ export class StandxGateway { } const now = Date.now(); const clientOrderId = crypto.randomUUID(); - const order: AsterOrder = { + const order: Order = { orderId: clientOrderId, clientOrderId, symbol, @@ -825,7 +825,7 @@ export class StandxGateway { return order; } - private async submitOrder(symbol: string, params: CreateOrderParams): Promise { + private async submitOrder(symbol: string, params: CreateOrderParams): Promise { const orderType = params.type === "MARKET" ? "market" : "limit"; const clientOrderId = crypto.randomUUID(); const qty = toDecimalString(params.quantity); @@ -870,7 +870,7 @@ export class StandxGateway { throw new Error(response.message ?? "StandX order rejected"); } const now = Date.now(); - const order: AsterOrder = { + const order: Order = { orderId: clientOrderId, clientOrderId, symbol, @@ -1038,7 +1038,7 @@ export class StandxGateway { } this.logDebug("ws depth stats", detail); } - const depth: AsterDepth = { + const depth: Depth = { lastUpdateId: Number(message.seq ?? Date.now()), bids: finalBids, asks: finalAsks, @@ -1355,7 +1355,7 @@ export class StandxGateway { console.log(`[StandxGateway] ws raw`, output); } - private emitDepth(symbol: string, depth: AsterDepth): void { + private emitDepth(symbol: string, depth: Depth): void { const listeners = this.depthListeners.get(normalizeSymbol(symbol)); if (!listeners) return; for (const listener of listeners) { @@ -1367,7 +1367,7 @@ export class StandxGateway { } } - private emitTicker(symbol: string, ticker: AsterTicker): void { + private emitTicker(symbol: string, ticker: Ticker): void { const listeners = this.tickerListeners.get(normalizeSymbol(symbol)); if (!listeners) return; const price = Number(ticker.lastPrice); @@ -1406,7 +1406,7 @@ export class StandxGateway { (sum, position) => sum + Number(position.unrealizedProfit ?? 0), 0 ); - const snapshot: AsterAccountSnapshot = { + const snapshot: AccountSnapshot = { canTrade: true, canDeposit: true, canWithdraw: true, @@ -1427,7 +1427,7 @@ export class StandxGateway { } } - private async refreshAccountSnapshot(): Promise { + private async refreshAccountSnapshot(): Promise { try { const [balance, positions] = await Promise.all([ this.requestJson("/api/query_balance", { method: "GET" }), @@ -1444,7 +1444,7 @@ export class StandxGateway { } if (balance) { const token = "DUSD"; - const asset: AsterAccountAsset = { + const asset: AccountAsset = { asset: token, walletBalance: String(balance.balance ?? "0"), availableBalance: String(balance.cross_available ?? balance.balance ?? "0"), @@ -1461,7 +1461,7 @@ export class StandxGateway { } } - async queryAccountSnapshot(): Promise { + async queryAccountSnapshot(): Promise { return await this.refreshAccountSnapshot(); } @@ -1515,7 +1515,7 @@ export class StandxGateway { if (!data?.symbol) return; const bids = normalizeDepthLevels((data.bids ?? []).map(([price, qty]) => [String(price), String(qty)]), "bid"); const asks = normalizeDepthLevels((data.asks ?? []).map(([price, qty]) => [String(price), String(qty)]), "ask"); - const depth: AsterDepth = { + const depth: Depth = { lastUpdateId: Date.now(), bids, asks, @@ -1554,7 +1554,7 @@ export class StandxGateway { }, }); if (!response || response.s !== "ok" || !Array.isArray(response.t)) return; - const klines: AsterKline[] = response.t.map((openTime, index) => { + const klines: Kline[] = response.t.map((openTime, index) => { const o = response.o?.[index]; const h = response.h?.[index]; const l = response.l?.[index]; @@ -1647,7 +1647,7 @@ export class StandxGateway { } } - private mapOrder(data: StandxOrder): AsterOrder { + private mapOrder(data: StandxOrder): Order { const clientOrderId = data.cl_ord_id ? String(data.cl_ord_id) : data.id != null ? String(data.id) : ""; const orderId = clientOrderId || (data.id != null ? String(data.id) : "") || crypto.randomUUID(); const normalizedClientId = clientOrderId || orderId; @@ -1675,7 +1675,7 @@ export class StandxGateway { }; } - private mapPosition(data: StandxPosition): AsterAccountPosition { + private mapPosition(data: StandxPosition): AccountPosition { return { symbol: data.symbol, positionAmt: String(data.qty ?? "0"), @@ -1690,7 +1690,7 @@ export class StandxGateway { }; } - private mapBalance(data: StandxBalance): AsterAccountAsset { + private mapBalance(data: StandxBalance): AccountAsset { const walletBalance = data.total ?? data.free ?? "0"; const availableBalance = data.free ?? walletBalance; return { @@ -1701,7 +1701,7 @@ export class StandxGateway { }; } - private mapTicker(data: StandxPrice): AsterTicker { + private mapTicker(data: StandxPrice): Ticker { const spread = data.spread ?? [data.spread_bid ?? "0", data.spread_ask ?? "0"]; const lastPrice = data.last_price ?? data.mark_price ?? data.index_price ?? data.mid_price ?? "0"; return { diff --git a/src/exchanges/standx/order.ts b/src/exchanges/standx/order.ts index 92cc14c..83b914c 100644 --- a/src/exchanges/standx/order.ts +++ b/src/exchanges/standx/order.ts @@ -1,4 +1,4 @@ -import type { AsterOrder, CreateOrderParams } from "../types"; +import type { Order, CreateOrderParams } from "../types"; import type { BaseOrderIntent, ClosePositionIntent, @@ -25,7 +25,7 @@ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): return params; } -export async function createLimitOrder(intent: LimitOrderIntent): Promise { +export async function createLimitOrder(intent: LimitOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -42,7 +42,7 @@ export async function createLimitOrder(intent: LimitOrderIntent): Promise { +export async function createMarketOrder(intent: MarketOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -56,7 +56,7 @@ export async function createMarketOrder(intent: MarketOrderIntent): Promise { +export async function createStopOrder(intent: StopOrderIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, @@ -73,11 +73,11 @@ export async function createStopOrder(intent: StopOrderIntent): Promise { +export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise { throw new Error("StandX exchange does not support trailing stop orders"); } -export async function createClosePositionOrder(intent: ClosePositionIntent): Promise { +export async function createClosePositionOrder(intent: ClosePositionIntent): Promise { const params: CreateOrderParams = applyCommonFields( { symbol: intent.symbol, diff --git a/src/exchanges/types.ts b/src/exchanges/types.ts index 8aceeaf..448809f 100644 --- a/src/exchanges/types.ts +++ b/src/exchanges/types.ts @@ -30,7 +30,7 @@ export interface CreateOrderParams { tpPrice?: number; // 止盈价格 } -export interface AsterAccountPosition { +export interface AccountPosition { symbol: string; positionAmt: string; entryPrice: string; @@ -254,7 +254,7 @@ export interface GrvtSignedOrder extends GrvtUnsignedOrder { signature: GrvtSignature; } -export interface AsterAccountAsset { +export interface AccountAsset { asset: string; walletBalance: string; availableBalance: string; @@ -272,7 +272,7 @@ export interface AsterAccountAsset { marginAvailable?: boolean; } -export interface AsterAccountSnapshot { +export interface AccountSnapshot { canTrade: boolean; canDeposit: boolean; canWithdraw: boolean; @@ -288,8 +288,8 @@ export interface AsterAccountSnapshot { totalCrossUnPnl?: string; availableBalance?: string; maxWithdrawAmount?: string; - positions: AsterAccountPosition[]; - assets: AsterAccountAsset[]; + positions: AccountPosition[]; + assets: AccountAsset[]; marketType?: "perp" | "spot"; baseAsset?: string; quoteAsset?: string; @@ -297,22 +297,22 @@ export interface AsterAccountSnapshot { quoteAssetId?: number; } -export interface AsterDepthLevel extends Array { +export interface DepthLevel extends Array { 0: string; // price 1: string; // quantity } -export interface AsterDepth { +export interface Depth { lastUpdateId: number; - bids: AsterDepthLevel[]; - asks: AsterDepthLevel[]; + bids: DepthLevel[]; + asks: DepthLevel[]; eventTime?: number; eventType?: string; tradeTime?: number; symbol?: string; } -export interface AsterTicker { +export interface Ticker { symbol: string; lastPrice: string; openPrice: string; @@ -409,8 +409,8 @@ export interface AsterSpotDepth { lastUpdateId: number; E?: number; T?: number; - bids: AsterDepthLevel[]; - asks: AsterDepthLevel[]; + bids: DepthLevel[]; + asks: DepthLevel[]; } export interface AsterSpotTrade { @@ -583,7 +583,7 @@ export interface AsterSpotUserTrade { buyer: boolean; } -export interface AsterKline { +export interface Kline { eventType?: string; eventTime?: number; symbol?: string; @@ -604,7 +604,7 @@ export interface AsterKline { isClosed?: boolean; } -export interface AsterOrder { +export interface Order { orderId: number | string; clientOrderId: string; symbol: string; diff --git a/src/strategy/basis-arb-engine.ts b/src/strategy/basis-arb-engine.ts index 448fa85..2b3f517 100644 --- a/src/strategy/basis-arb-engine.ts +++ b/src/strategy/basis-arb-engine.ts @@ -1,6 +1,6 @@ import type { BasisArbConfig } from "../config"; import type { ExchangeAdapter, FundingRateSnapshot } from "../exchanges/adapter"; -import type { AsterAccountSnapshot, AsterDepth, AsterSpotBookTicker } from "../exchanges/types"; +import type { AccountSnapshot, Depth, AsterSpotBookTicker } from "../exchanges/types"; import { AsterSpotRestClient, AsterRestClient } from "../exchanges/aster/client"; import { createTradeLog, type TradeLogEntry } from "../logging/trade-log"; import { StrategyEventEmitter } from "./common/event-emitter"; @@ -155,7 +155,7 @@ export class BasisArbEngine { private bootstrap(): void { const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail); - safeSubscribe( + safeSubscribe( this.exchange.watchDepth.bind(this.exchange, this.config.futuresSymbol), (depth) => { this.applyFuturesDepth(depth); @@ -168,7 +168,7 @@ export class BasisArbEngine { ); if (this.exchange.id === "nado" || this.exchange.id === "standx" || this.exchange.id === "binance") { - safeSubscribe( + safeSubscribe( this.exchange.watchDepth.bind(this.exchange, this.config.spotSymbol), (depth) => { this.applySpotDepth(depth); @@ -196,7 +196,7 @@ export class BasisArbEngine { ); } - safeSubscribe( + safeSubscribe( this.exchange.watchAccount.bind(this.exchange), (snapshot) => { this.applyAccountSnapshot(snapshot); @@ -210,7 +210,7 @@ export class BasisArbEngine { } } - private applyFuturesDepth(depth: AsterDepth): void { + private applyFuturesDepth(depth: Depth): void { if (!depth?.bids?.length || !depth?.asks?.length) { return; } @@ -360,7 +360,7 @@ export class BasisArbEngine { this.emitUpdate(); } - private applySpotDepth(depth: AsterDepth): void { + private applySpotDepth(depth: Depth): void { if (!depth?.bids?.length || !depth?.asks?.length) { return; } @@ -395,7 +395,7 @@ export class BasisArbEngine { this.emitUpdate(); } - private applyAccountSnapshot(snapshot: AsterAccountSnapshot): void { + private applyAccountSnapshot(snapshot: AccountSnapshot): void { const assets = Array.isArray(snapshot.assets) ? snapshot.assets : []; const spotBalances: SpotBalanceStateEntry[] = []; diff --git a/src/strategy/common/binance-depth.ts b/src/strategy/common/binance-depth.ts index 2017b90..b05a721 100644 --- a/src/strategy/common/binance-depth.ts +++ b/src/strategy/common/binance-depth.ts @@ -1,5 +1,5 @@ import NodeWebSocket from "ws"; -import type { AsterDepthLevel } from "../../exchanges/types"; +import type { DepthLevel } from "../../exchanges/types"; import type { DepthImbalance } from "../../utils/depth"; const WebSocketCtor: typeof globalThis.WebSocket = @@ -56,14 +56,14 @@ export type BinanceConnectionListener = (state: BinanceConnectionState) => void; interface DepthUpdateEvent { U: number; u: number; - bids: AsterDepthLevel[]; - asks: AsterDepthLevel[]; + bids: DepthLevel[]; + asks: DepthLevel[]; } interface DepthSnapshotResponse { lastUpdateId: number; - bids: AsterDepthLevel[]; - asks: AsterDepthLevel[]; + bids: DepthLevel[]; + asks: DepthLevel[]; } export class BinanceDepthTracker { @@ -540,7 +540,7 @@ export class BinanceDepthTracker { return true; } - private applyLevels(book: Map, levels: AsterDepthLevel[]): void { + private applyLevels(book: Map, levels: DepthLevel[]): void { for (const level of levels) { const priceRaw = level?.[0]; const qtyRaw = level?.[1]; @@ -657,8 +657,8 @@ export class BinanceDepthTracker { throw new Error("invalid lastUpdateId"); } - const bids = Array.isArray(json.bids) ? (json.bids as AsterDepthLevel[]) : []; - const asks = Array.isArray(json.asks) ? (json.asks as AsterDepthLevel[]) : []; + const bids = Array.isArray(json.bids) ? (json.bids as DepthLevel[]) : []; + const asks = Array.isArray(json.asks) ? (json.asks as DepthLevel[]) : []; this.lastRestSyncAt = Date.now(); this.restConsecutiveFailures = 0; this.restLastError = null; @@ -697,8 +697,8 @@ export class BinanceDepthTracker { const bidsRaw = Array.isArray(payload.b) ? payload.b : []; const asksRaw = Array.isArray(payload.a) ? payload.a : []; - const bids = bidsRaw.filter((level): level is AsterDepthLevel => Array.isArray(level)) as AsterDepthLevel[]; - const asks = asksRaw.filter((level): level is AsterDepthLevel => Array.isArray(level)) as AsterDepthLevel[]; + const bids = bidsRaw.filter((level): level is DepthLevel => Array.isArray(level)) as DepthLevel[]; + const asks = asksRaw.filter((level): level is DepthLevel => Array.isArray(level)) as DepthLevel[]; return { U, u, bids, asks }; } catch { diff --git a/src/strategy/grid-engine.ts b/src/strategy/grid-engine.ts index b791478..e5d97de 100644 --- a/src/strategy/grid-engine.ts +++ b/src/strategy/grid-engine.ts @@ -1,6 +1,6 @@ import type { GridConfig, GridDirection } from "../config"; import type { ExchangeAdapter } from "../exchanges/adapter"; -import type { AsterAccountSnapshot, AsterDepth, AsterOrder, AsterTicker } from "../exchanges/types"; +import type { AccountSnapshot, Depth, Order, Ticker } from "../exchanges/types"; import { createTradeLog, type TradeLogEntry } from "../logging/trade-log"; import { decimalsOf } from "../utils/math"; import { extractMessage } from "../utils/errors"; @@ -51,7 +51,7 @@ export interface GridEngineSnapshot { midPrice: number | null; gridLines: GridLineSnapshot[]; desiredOrders: DesiredGridOrder[]; - openOrders: AsterOrder[]; + openOrders: Order[]; position: PositionSnapshot; running: boolean; stopReason: string | null; @@ -115,10 +115,10 @@ export class GridEngine { private lastAbsPositionAmt = 0; private immediateCloseToPlace: Array<{ sourceLevel: number; targetLevel: number; side: "BUY" | "SELL"; price: string }> = []; - private accountSnapshot: AsterAccountSnapshot | null = null; - private depthSnapshot: AsterDepth | null = null; - private tickerSnapshot: AsterTicker | null = null; - private openOrders: AsterOrder[] = []; + private accountSnapshot: AccountSnapshot | null = null; + private depthSnapshot: Depth | null = null; + private tickerSnapshot: Ticker | null = null; + private openOrders: Order[] = []; private position: PositionSnapshot = { positionAmt: 0, entryPrice: 0, unrealizedProfit: 0, markPrice: null }; private desiredOrders: DesiredGridOrder[] = []; @@ -277,7 +277,7 @@ export class GridEngine { private bootstrap(): void { const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail); - safeSubscribe( + safeSubscribe( this.exchange.watchAccount.bind(this.exchange), (snapshot) => { this.accountSnapshot = snapshot; @@ -301,7 +301,7 @@ export class GridEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchOrders.bind(this.exchange), (orders) => { this.openOrders = Array.isArray(orders) @@ -327,7 +327,7 @@ export class GridEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchDepth.bind(this.exchange, this.config.symbol), (depth) => { this.depthSnapshot = depth; @@ -345,7 +345,7 @@ export class GridEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchTicker.bind(this.exchange, this.config.symbol), (ticker) => { this.tickerSnapshot = ticker; @@ -366,7 +366,7 @@ export class GridEngine { ); } - private synchronizeLocks(orders: AsterOrder[] | null | undefined): void { + private synchronizeLocks(orders: Order[] | null | undefined): void { const list = Array.isArray(orders) ? orders : []; const FINAL = new Set(["FILLED", "CANCELED", "CANCELLED", "REJECTED", "EXPIRED"]); Object.keys(this.pendings).forEach((type) => { @@ -619,7 +619,7 @@ export class GridEngine { const activeOrders = this.openOrders.filter((o) => this.isActiveLimitOrder(o)); // Build lookup for all recent orders by id (including non-active) to read final statuses - const allOrdersById = new Map(); + const allOrdersById = new Map(); for (const o of this.openOrders) { if (o.symbol !== this.config.symbol) continue; allOrdersById.set(String(o.orderId), o); @@ -1187,7 +1187,7 @@ export class GridEngine { return `${side}:${price}:${intent}`; } - private isActiveLimitOrder(o: AsterOrder): boolean { + private isActiveLimitOrder(o: Order): boolean { if (o.symbol !== this.config.symbol) return false; if (o.type !== "LIMIT") return false; const s = String(o.status || "").toUpperCase(); diff --git a/src/strategy/guardian-engine.ts b/src/strategy/guardian-engine.ts index 501cf24..aa55b59 100644 --- a/src/strategy/guardian-engine.ts +++ b/src/strategy/guardian-engine.ts @@ -1,6 +1,6 @@ import type { TradingConfig } from "../config"; import type { ExchangeAdapter } from "../exchanges/adapter"; -import type { AsterAccountSnapshot, AsterOrder, AsterTicker } from "../exchanges/types"; +import type { AccountSnapshot, Order, Ticker } from "../exchanges/types"; import { calcStopLossPrice, calcTrailingActivationPrice, @@ -30,11 +30,11 @@ export interface GuardianEngineSnapshot { unrealized: number; targetStopPrice: number | null; trailingActivationPrice: number | null; - stopOrder: AsterOrder | null; - trailingOrder: AsterOrder | null; + stopOrder: Order | null; + trailingOrder: Order | null; requiresStop: boolean; tradeLog: TradeLogEntry[]; - openOrders: AsterOrder[]; + openOrders: Order[]; lastUpdated: number | null; guardStatus: "idle" | "protecting" | "pending"; } @@ -43,9 +43,9 @@ type GuardianEngineEvent = "update"; type GuardianEngineListener = (snapshot: GuardianEngineSnapshot) => void; export class GuardianEngine { - private accountSnapshot: AsterAccountSnapshot | null = null; - private openOrders: AsterOrder[] = []; - private tickerSnapshot: AsterTicker | null = null; + private accountSnapshot: AccountSnapshot | null = null; + private openOrders: Order[] = []; + private tickerSnapshot: Ticker | null = null; private readonly locks: OrderLockMap = {}; private readonly timers: OrderTimerMap = {}; @@ -101,7 +101,7 @@ export class GuardianEngine { private bootstrap(): void { const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail); - safeSubscribe( + safeSubscribe( this.exchange.watchAccount.bind(this.exchange), (snapshot) => { this.accountSnapshot = snapshot; @@ -114,7 +114,7 @@ export class GuardianEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchOrders.bind(this.exchange), (orders) => { this.synchronizeLocks(orders); @@ -141,7 +141,7 @@ export class GuardianEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchTicker.bind(this.exchange, this.config.symbol), (ticker) => { this.tickerSnapshot = ticker; @@ -155,7 +155,7 @@ export class GuardianEngine { ); } - private synchronizeLocks(orders: AsterOrder[] | null | undefined): void { + private synchronizeLocks(orders: Order[] | null | undefined): void { const list = Array.isArray(orders) ? orders : []; Object.keys(this.pending).forEach((type) => { const pendingId = this.pending[type]; @@ -261,8 +261,8 @@ export class GuardianEngine { price: number; stopPrice: number; activationPrice: number; - currentStop?: AsterOrder; - currentTrailing?: AsterOrder; + currentStop?: Order; + currentTrailing?: Order; }): Promise { const { position, direction, stopSide, price, stopPrice, activationPrice, currentStop, currentTrailing } = params; @@ -416,7 +416,7 @@ export class GuardianEngine { private async tryReplaceStop( side: "BUY" | "SELL", - currentOrder: AsterOrder, + currentOrder: Order, nextStopPrice: number, lastPrice: number ): Promise { @@ -559,7 +559,7 @@ export class GuardianEngine { } } - private isProtectiveOrder(order: AsterOrder): boolean { + private isProtectiveOrder(order: Order): boolean { if (order.symbol !== this.config.symbol) { return false; } @@ -571,14 +571,14 @@ export class GuardianEngine { return type === "STOP_MARKET" || hasStopPrice; } - private findStopOrder(side: "BUY" | "SELL"): AsterOrder | undefined { + private findStopOrder(side: "BUY" | "SELL"): Order | undefined { return this.openOrders.find((order) => { const hasStopPrice = Number.isFinite(Number(order.stopPrice)) && Number(order.stopPrice) > 0; return order.side === side && (order.type === "STOP_MARKET" || hasStopPrice); }); } - private findTrailingOrder(side: "BUY" | "SELL"): AsterOrder | undefined { + private findTrailingOrder(side: "BUY" | "SELL"): Order | undefined { return this.openOrders.find((order) => order.type === "TRAILING_STOP_MARKET" && order.side === side); } diff --git a/src/strategy/liquidity-maker-engine.ts b/src/strategy/liquidity-maker-engine.ts index 5f5b13f..a28402c 100644 --- a/src/strategy/liquidity-maker-engine.ts +++ b/src/strategy/liquidity-maker-engine.ts @@ -1,11 +1,11 @@ import type { LiquidityMakerConfig } from "../config"; import type { ExchangeAdapter } from "../exchanges/adapter"; import type { - AsterAccountSnapshot, - AsterDepth, - AsterKline, - AsterOrder, - AsterTicker, + AccountSnapshot, + Depth, + Kline, + Order, + Ticker, } from "../exchanges/types"; import { formatPriceToString } from "../utils/math"; import { createTradeLog } from "../logging/trade-log"; @@ -65,12 +65,12 @@ type MakerListener = (snapshot: LiquidityMakerEngineSnapshot) => void; const EPS = 1e-5; export class LiquidityMakerEngine { - private accountSnapshot: AsterAccountSnapshot | null = null; - private depthSnapshot: AsterDepth | null = null; - private tickerSnapshot: AsterTicker | null = null; - private lastKline: AsterKline | null = null; + private accountSnapshot: AccountSnapshot | null = null; + private depthSnapshot: Depth | null = null; + private tickerSnapshot: Ticker | null = null; + private lastKline: Kline | null = null; private liveCandle: { startMs: number; open: number; close: number } | null = null; - private openOrders: AsterOrder[] = []; + private openOrders: Order[] = []; private readonly locks: OrderLockMap = {}; private readonly timers: OrderTimerMap = {}; @@ -180,7 +180,7 @@ export class LiquidityMakerEngine { private bootstrap(): void { const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail); - safeSubscribe( + safeSubscribe( this.exchange.watchAccount.bind(this.exchange), (snapshot) => { this.accountSnapshot = snapshot; @@ -224,7 +224,7 @@ export class LiquidityMakerEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchOrders.bind(this.exchange), (orders) => { this.syncLocksWithOrders(orders); @@ -232,7 +232,7 @@ export class LiquidityMakerEngine { // 检测成交：对比上一轮的订单ID const currentIds = new Set(); - const activeOrders: AsterOrder[] = []; + const activeOrders: Order[] = []; if (Array.isArray(orders)) { for (const order of orders) { @@ -268,7 +268,7 @@ export class LiquidityMakerEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchDepth.bind(this.exchange, this.config.symbol), (depth) => { this.depthSnapshot = depth; @@ -282,7 +282,7 @@ export class LiquidityMakerEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchTicker.bind(this.exchange, this.config.symbol), (ticker) => { this.tickerSnapshot = ticker; @@ -296,7 +296,7 @@ export class LiquidityMakerEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchKlines.bind(this.exchange, this.config.symbol, "1m"), (klines) => { if (!Array.isArray(klines) || !klines.length) return; @@ -318,7 +318,7 @@ export class LiquidityMakerEngine { } /** 检测成交订单 */ - private detectFills(orders: AsterOrder[] | null | undefined): void { + private detectFills(orders: Order[] | null | undefined): void { if (!Array.isArray(orders)) return; // 查找已成交或部分成交的订单 @@ -357,7 +357,7 @@ export class LiquidityMakerEngine { } } - private syncLocksWithOrders(orders: AsterOrder[] | null | undefined): void { + private syncLocksWithOrders(orders: Order[] | null | undefined): void { const list = Array.isArray(orders) ? orders : []; Object.keys(this.pending).forEach((type) => { const pendingId = this.pending[type]; @@ -759,7 +759,7 @@ export class LiquidityMakerEngine { * 更敏感的偏移判断：当一侧深度超出另一侧 depthImbalanceRatio 倍时， * 取消订单簿较薄一端的订单 */ - private evaluateDepth(depth: AsterDepth): { + private evaluateDepth(depth: Depth): { buySum: number; sellSum: number; skipBuySide: boolean; @@ -1186,7 +1186,7 @@ export class LiquidityMakerEngine { return position; } - private getSpotBalances(snapshot: AsterAccountSnapshot | null = this.accountSnapshot): { baseAvailable: number; quoteAvailable: number; baseWallet: number } | null { + private getSpotBalances(snapshot: AccountSnapshot | null = this.accountSnapshot): { baseAvailable: number; quoteAvailable: number; baseWallet: number } | null { const assets = snapshot?.assets ?? []; if (!assets.length) return null; const parsed = parseSymbolParts(this.config.symbol); diff --git a/src/strategy/maker-engine.ts b/src/strategy/maker-engine.ts index 43c5734..5936019 100644 --- a/src/strategy/maker-engine.ts +++ b/src/strategy/maker-engine.ts @@ -1,10 +1,10 @@ import type { MakerConfig } from "../config"; import type { ExchangeAdapter } from "../exchanges/adapter"; import type { - AsterAccountSnapshot, - AsterDepth, - AsterOrder, - AsterTicker, + AccountSnapshot, + Depth, + Order, + Ticker, } from "../exchanges/types"; import { formatPriceToString } from "../utils/math"; import { createTradeLog, type TradeLogEntry } from "../logging/trade-log"; @@ -47,7 +47,7 @@ export interface MakerEngineSnapshot { pnl: number; accountUnrealized: number; sessionVolume: number; - openOrders: AsterOrder[]; + openOrders: Order[]; desiredOrders: DesiredOrder[]; tradeLog: TradeLogEntry[]; lastUpdated: number | null; @@ -66,10 +66,10 @@ const EPS = 1e-5; const INSUFFICIENT_BALANCE_COOLDOWN_MS = 15_000; export class MakerEngine { - private accountSnapshot: AsterAccountSnapshot | null = null; - private depthSnapshot: AsterDepth | null = null; - private tickerSnapshot: AsterTicker | null = null; - private openOrders: AsterOrder[] = []; + private accountSnapshot: AccountSnapshot | null = null; + private depthSnapshot: Depth | null = null; + private tickerSnapshot: Ticker | null = null; + private openOrders: Order[] = []; private readonly locks: OrderLockMap = {}; private readonly timers: OrderTimerMap = {}; @@ -154,7 +154,7 @@ export class MakerEngine { private bootstrap(): void { const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail); - safeSubscribe( + safeSubscribe( this.exchange.watchAccount.bind(this.exchange), (snapshot) => { this.accountSnapshot = snapshot; @@ -178,7 +178,7 @@ export class MakerEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchOrders.bind(this.exchange), (orders) => { this.syncLocksWithOrders(orders); @@ -211,7 +211,7 @@ export class MakerEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchDepth.bind(this.exchange, this.config.symbol), (depth) => { this.depthSnapshot = depth; @@ -229,7 +229,7 @@ export class MakerEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchTicker.bind(this.exchange, this.config.symbol), (ticker) => { this.tickerSnapshot = ticker; @@ -250,7 +250,7 @@ export class MakerEngine { // Maker strategy does not require realtime klines. } - private syncLocksWithOrders(orders: AsterOrder[] | null | undefined): void { + private syncLocksWithOrders(orders: Order[] | null | undefined): void { const list = Array.isArray(orders) ? orders : []; Object.keys(this.pending).forEach((type) => { const pendingId = this.pending[type]; diff --git a/src/strategy/maker-points-engine.ts b/src/strategy/maker-points-engine.ts index 66ffd78..88f75af 100644 --- a/src/strategy/maker-points-engine.ts +++ b/src/strategy/maker-points-engine.ts @@ -1,10 +1,10 @@ import type { MakerPointsConfig } from "../config"; import type { ExchangeAdapter } from "../exchanges/adapter"; import type { - AsterAccountSnapshot, - AsterDepth, - AsterOrder, - AsterTicker, + AccountSnapshot, + Depth, + Order, + Ticker, } from "../exchanges/types"; import { formatPriceToString } from "../utils/math"; import { createTradeLog, type TradeLogEntry } from "../logging/trade-log"; @@ -59,7 +59,7 @@ export interface MakerPointsSnapshot { pnl: number; accountUnrealized: number; sessionVolume: number; - openOrders: AsterOrder[]; + openOrders: Order[]; desiredOrders: DesiredOrder[]; tradeLog: TradeLogEntry[]; lastUpdated: number | null; @@ -102,10 +102,10 @@ const STANDX_MARGIN_MODE_MAX_ATTEMPTS = 10; const ACCOUNT_STALE_REST_PROBE_MIN_INTERVAL_MS = 5_000; export class MakerPointsEngine { - private accountSnapshot: AsterAccountSnapshot | null = null; - private depthSnapshot: AsterDepth | null = null; - private tickerSnapshot: AsterTicker | null = null; - private openOrders: AsterOrder[] = []; + private accountSnapshot: AccountSnapshot | null = null; + private depthSnapshot: Depth | null = null; + private tickerSnapshot: Ticker | null = null; + private openOrders: Order[] = []; private readonly locks: OrderLockMap = {}; private readonly timers: OrderTimerMap = {}; @@ -298,7 +298,7 @@ export class MakerPointsEngine { const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail); this.setupRestHealthProtection(); - safeSubscribe( + safeSubscribe( this.exchange.watchAccount.bind(this.exchange), (snapshot) => { this.applyAccountSnapshot(snapshot); @@ -310,7 +310,7 @@ export class MakerPointsEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchOrders.bind(this.exchange), (orders) => { this.syncLocksWithOrders(orders); @@ -339,7 +339,7 @@ export class MakerPointsEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchDepth.bind(this.exchange, this.config.symbol), (depth) => { this.depthSnapshot = depth; @@ -358,7 +358,7 @@ export class MakerPointsEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchTicker.bind(this.exchange, this.config.symbol), (ticker) => { this.tickerSnapshot = ticker; @@ -376,7 +376,7 @@ export class MakerPointsEngine { this.setupConnectionProtection(); } - private applyAccountSnapshot(snapshot: AsterAccountSnapshot): void { + private applyAccountSnapshot(snapshot: AccountSnapshot): void { this.accountSnapshot = snapshot; // StandX: WS 推送使用本地接收时间戳；REST 快照使用响应里的 time 字段映射到 snapshot.updateTime this.lastStandxAccountTime = @@ -545,7 +545,7 @@ export class MakerPointsEngine { } } - private syncLocksWithOrders(orders: AsterOrder[] | null | undefined): void { + private syncLocksWithOrders(orders: Order[] | null | undefined): void { const list = Array.isArray(orders) ? orders : []; Object.keys(this.pending).forEach((type) => { const pendingId = this.pending[type]; @@ -746,7 +746,7 @@ export class MakerPointsEngine { ask1: number; skipBuy: boolean; skipSell: boolean; - depth: AsterDepth | null; + depth: Depth | null; }): DesiredOrder[] { const { bid1, ask1, skipBuy, skipSell, depth } = params; @@ -837,7 +837,7 @@ export class MakerPointsEngine { * 当深度从足够变为不足，或从不足变为足够时，需要触发重新计算 */ private checkDepthStatusChanged( - depth: AsterDepth | null, + depth: Depth | null, bid1: number, ask1: number ): boolean { @@ -879,7 +879,7 @@ export class MakerPointsEngine { /** * 当深度从“满足阈值”切换到“不满足阈值”时，立即触发一次主循环，优先撤销不再安全的挂单。 */ - private shouldTriggerImmediateDepthProtection(depth: AsterDepth | null): boolean { + private shouldTriggerImmediateDepthProtection(depth: Depth | null): boolean { if (!depth) return false; if (this.defenseMode || this.reconnectResetPending || this.stopLossProcessing) return false; @@ -917,7 +917,7 @@ export class MakerPointsEngine { /** * 当盘口相对上次报价偏移超过 minRepriceBps 时，立即触发一次主循环，优先撤销旧报价。 */ - private shouldTriggerImmediateReprice(depth: AsterDepth | null): boolean { + private shouldTriggerImmediateReprice(depth: Depth | null): boolean { if (!depth) return false; if (this.defenseMode || this.reconnectResetPending || this.stopLossProcessing) return false; @@ -1993,7 +1993,7 @@ export class MakerPointsEngine { void poll(); } - private getStandxMarginMode(snapshot: AsterAccountSnapshot | null): string | null { + private getStandxMarginMode(snapshot: AccountSnapshot | null): string | null { if (this.exchange.id !== "standx") return null; const positions = snapshot?.positions ?? []; const match = positions.find((pos) => pos.symbol === this.config.symbol); diff --git a/src/strategy/offset-maker-engine.ts b/src/strategy/offset-maker-engine.ts index b92fb37..f6b7fc6 100644 --- a/src/strategy/offset-maker-engine.ts +++ b/src/strategy/offset-maker-engine.ts @@ -1,11 +1,11 @@ import type { MakerConfig } from "../config"; import type { ExchangeAdapter } from "../exchanges/adapter"; import type { - AsterAccountSnapshot, - AsterDepth, - AsterKline, - AsterOrder, - AsterTicker, + AccountSnapshot, + Depth, + Kline, + Order, + Ticker, } from "../exchanges/types"; import { formatPriceToString } from "../utils/math"; import { createTradeLog } from "../logging/trade-log"; @@ -56,12 +56,12 @@ type MakerListener = (snapshot: OffsetMakerEngineSnapshot) => void; const EPS = 1e-5; export class OffsetMakerEngine { - private accountSnapshot: AsterAccountSnapshot | null = null; - private depthSnapshot: AsterDepth | null = null; - private tickerSnapshot: AsterTicker | null = null; - private lastKline: AsterKline | null = null; + private accountSnapshot: AccountSnapshot | null = null; + private depthSnapshot: Depth | null = null; + private tickerSnapshot: Ticker | null = null; + private lastKline: Kline | null = null; private liveCandle: { startMs: number; open: number; close: number } | null = null; - private openOrders: AsterOrder[] = []; + private openOrders: Order[] = []; private readonly locks: OrderLockMap = {}; private readonly timers: OrderTimerMap = {}; @@ -163,7 +163,7 @@ export class OffsetMakerEngine { private bootstrap(): void { const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail); - safeSubscribe( + safeSubscribe( this.exchange.watchAccount.bind(this.exchange), (snapshot) => { this.accountSnapshot = snapshot; @@ -207,7 +207,7 @@ export class OffsetMakerEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchOrders.bind(this.exchange), (orders) => { this.syncLocksWithOrders(orders); @@ -236,7 +236,7 @@ export class OffsetMakerEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchDepth.bind(this.exchange, this.config.symbol), (depth) => { this.depthSnapshot = depth; @@ -250,7 +250,7 @@ export class OffsetMakerEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchTicker.bind(this.exchange, this.config.symbol), (ticker) => { this.tickerSnapshot = ticker; @@ -264,7 +264,7 @@ export class OffsetMakerEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchKlines.bind(this.exchange, this.config.symbol, "1m"), (klines) => { if (!Array.isArray(klines) || !klines.length) return; @@ -284,7 +284,7 @@ export class OffsetMakerEngine { ); } - private syncLocksWithOrders(orders: AsterOrder[] | null | undefined): void { + private syncLocksWithOrders(orders: Order[] | null | undefined): void { const list = Array.isArray(orders) ? orders : []; Object.keys(this.pending).forEach((type) => { const pendingId = this.pending[type]; @@ -600,7 +600,7 @@ export class OffsetMakerEngine { } } - private evaluateDepth(depth: AsterDepth): { + private evaluateDepth(depth: Depth): { buySum: number; sellSum: number; skipBuySide: boolean; @@ -1038,7 +1038,7 @@ export class OffsetMakerEngine { return position; } - private getSpotBalances(snapshot: AsterAccountSnapshot | null = this.accountSnapshot): { baseAvailable: number; quoteAvailable: number; baseWallet: number } | null { + private getSpotBalances(snapshot: AccountSnapshot | null = this.accountSnapshot): { baseAvailable: number; quoteAvailable: number; baseWallet: number } | null { const assets = snapshot?.assets ?? []; if (!assets.length) return null; const parsed = parseSymbolParts(this.config.symbol); diff --git a/src/strategy/swing-engine.ts b/src/strategy/swing-engine.ts index 9e4b7a2..8aba5e0 100644 --- a/src/strategy/swing-engine.ts +++ b/src/strategy/swing-engine.ts @@ -1,5 +1,5 @@ import type { ExchangeAdapter } from "../exchanges/adapter"; -import type { AsterAccountSnapshot, AsterDepth, AsterOrder, AsterTicker } from "../exchanges/types"; +import type { AccountSnapshot, Depth, Order, Ticker } from "../exchanges/types"; import { createTradeLog, type TradeLogEntry } from "../logging/trade-log"; import { marketClose, placeMarketOrder, placeStopLossOrder, unlockOperating } from "../core/order-coordinator"; import type { OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator"; @@ -55,9 +55,9 @@ export interface SwingEngineSnapshot { stopLossTarget: number | null; stopLossKillSwitch: boolean; - openOrders: AsterOrder[]; - depth: AsterDepth | null; - ticker: AsterTicker | null; + openOrders: Order[]; + depth: Depth | null; + ticker: Ticker | null; tradeLog: TradeLogEntry[]; lastUpdated: number | null; @@ -70,10 +70,10 @@ type SwingListener = (snapshot: SwingEngineSnapshot) => void; const EPS = 1e-5; export class SwingEngine { - private accountSnapshot: AsterAccountSnapshot | null = null; - private openOrders: AsterOrder[] = []; - private depthSnapshot: AsterDepth | null = null; - private tickerSnapshot: AsterTicker | null = null; + private accountSnapshot: AccountSnapshot | null = null; + private openOrders: Order[] = []; + private depthSnapshot: Depth | null = null; + private tickerSnapshot: Ticker | null = null; private readonly locks: OrderLockMap = {}; private readonly timers: OrderTimerMap = {}; @@ -163,7 +163,7 @@ export class SwingEngine { private bootstrap(): void { const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail); - safeSubscribe( + safeSubscribe( this.exchange.watchAccount.bind(this.exchange), (snapshot) => { this.accountSnapshot = snapshot; @@ -192,7 +192,7 @@ export class SwingEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchOrders.bind(this.exchange), (orders) => { this.synchronizeLocks(orders); @@ -214,7 +214,7 @@ export class SwingEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchDepth.bind(this.exchange, this.config.symbol), (depth) => { this.depthSnapshot = depth; @@ -227,7 +227,7 @@ export class SwingEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchTicker.bind(this.exchange, this.config.symbol), (ticker) => { this.tickerSnapshot = ticker; @@ -241,7 +241,7 @@ export class SwingEngine { ); } - private synchronizeLocks(orders: AsterOrder[] | null | undefined): void { + private synchronizeLocks(orders: Order[] | null | undefined): void { const list = Array.isArray(orders) ? orders : []; Object.keys(this.pending).forEach((type) => { const pendingId = this.pending[type]; diff --git a/src/strategy/trend-engine.ts b/src/strategy/trend-engine.ts index 1dd6894..09a4e33 100644 --- a/src/strategy/trend-engine.ts +++ b/src/strategy/trend-engine.ts @@ -2,11 +2,11 @@ import crypto from "crypto"; import type { TradingConfig } from "../config"; import type { ExchangeAdapter } from "../exchanges/adapter"; import type { - AsterAccountSnapshot, - AsterOrder, - AsterTicker, - AsterDepth, - AsterKline, + AccountSnapshot, + Order, + Ticker, + Depth, + Kline, } from "../exchanges/types"; import { calcStopLossPrice, @@ -51,9 +51,9 @@ export interface TrendEngineSnapshot { totalTrades: number; sessionVolume: number; tradeLog: TradeLogEntry[]; - openOrders: AsterOrder[]; - depth: AsterDepth | null; - ticker: AsterTicker | null; + openOrders: Order[]; + depth: Depth | null; + ticker: Ticker | null; lastUpdated: number | null; lastOpenSignal: OpenOrderPlan; } @@ -68,11 +68,11 @@ type TrendEngineEvent = "update"; type TrendEngineListener = (snapshot: TrendEngineSnapshot) => void; export class TrendEngine { - private accountSnapshot: AsterAccountSnapshot | null = null; - private openOrders: AsterOrder[] = []; - private depthSnapshot: AsterDepth | null = null; - private tickerSnapshot: AsterTicker | null = null; - private klineSnapshot: AsterKline[] = []; + private accountSnapshot: AccountSnapshot | null = null; + private openOrders: Order[] = []; + private depthSnapshot: Depth | null = null; + private tickerSnapshot: Ticker | null = null; + private klineSnapshot: Kline[] = []; private readonly locks: OrderLockMap = {}; private readonly timers: OrderTimerMap = {}; @@ -164,7 +164,7 @@ export class TrendEngine { private bootstrap(): void { const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail); - safeSubscribe( + safeSubscribe( this.exchange.watchAccount.bind(this.exchange), (snapshot) => { this.accountSnapshot = snapshot; @@ -181,7 +181,7 @@ export class TrendEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchOrders.bind(this.exchange), (orders) => { this.synchronizeLocks(orders); @@ -215,7 +215,7 @@ export class TrendEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchDepth.bind(this.exchange, this.config.symbol), (depth) => { this.depthSnapshot = depth; @@ -228,7 +228,7 @@ export class TrendEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchTicker.bind(this.exchange, this.config.symbol), (ticker) => { this.tickerSnapshot = ticker; @@ -241,7 +241,7 @@ export class TrendEngine { } ); - safeSubscribe( + safeSubscribe( this.exchange.watchKlines.bind(this.exchange, this.config.symbol, this.config.klineInterval), (klines) => { this.klineSnapshot = Array.isArray(klines) ? klines : []; @@ -258,7 +258,7 @@ export class TrendEngine { ); } - private synchronizeLocks(orders: AsterOrder[] | null | undefined): void { + private synchronizeLocks(orders: Order[] | null | undefined): void { const list = Array.isArray(orders) ? orders : []; Object.keys(this.pending).forEach((type) => { const pendingId = this.pending[type]; @@ -834,7 +834,7 @@ export class TrendEngine { private async tryReplaceStop( side: "BUY" | "SELL", - currentOrder: AsterOrder, + currentOrder: Order, nextStopPrice: number, lastPrice: number ): Promise { diff --git a/src/utils/depth.ts b/src/utils/depth.ts index 52de475..ae61658 100644 --- a/src/utils/depth.ts +++ b/src/utils/depth.ts @@ -1,9 +1,9 @@ -import type { AsterDepth } from "../exchanges/types"; +import type { Depth } from "../exchanges/types"; export type DepthImbalance = "balanced" | "buy_dominant" | "sell_dominant"; export function computeDepthStats( - depth: AsterDepth, + depth: Depth, levels = 10, ratio = 3 ): { diff --git a/src/utils/price.ts b/src/utils/price.ts index 273a628..38265c1 100644 --- a/src/utils/price.ts +++ b/src/utils/price.ts @@ -1,6 +1,6 @@ -import type { AsterDepth, AsterTicker } from "../exchanges/types"; +import type { Depth, Ticker } from "../exchanges/types"; -export function getTopPrices(depth?: AsterDepth | null): { topBid: number | null; topAsk: number | null } { +export function getTopPrices(depth?: Depth | null): { topBid: number | null; topAsk: number | null } { const bid = Number(depth?.bids?.[0]?.[0]); const ask = Number(depth?.asks?.[0]?.[0]); return { @@ -16,7 +16,7 @@ export function getTopPrices(depth?: AsterDepth | null): { topBid: number | null * @returns 指定档位的买卖价格，如果该档位不存在则回退到最近的有效档位 */ export function getPricesAtLevel( - depth?: AsterDepth | null, + depth?: Depth | null, level: number = 1 ): { bidAtLevel: number | null; askAtLevel: number | null } { const index = Math.max(0, level - 1); @@ -49,7 +49,7 @@ export function getPricesAtLevel( return { bidAtLevel, askAtLevel }; } -export function getMidOrLast(depth?: AsterDepth | null, ticker?: AsterTicker | null): number | null { +export function getMidOrLast(depth?: Depth | null, ticker?: Ticker | null): number | null { const { topBid, topAsk } = getTopPrices(depth); if (topBid != null && topAsk != null) return (topBid + topAsk) / 2; const last = Number(ticker?.lastPrice); @@ -64,7 +64,7 @@ export function getMidOrLast(depth?: AsterDepth | null, ticker?: AsterTicker | n * @returns 从一档到目标价格之间的挂单总量 (不包含目标价格本身) */ export function getDepthBetweenPrices( - depth: AsterDepth | null | undefined, + depth: Depth | null | undefined, side: "BUY" | "SELL", targetPrice: number ): number { diff --git a/src/utils/strategy.ts b/src/utils/strategy.ts index 21bde5f..b66a78d 100644 --- a/src/utils/strategy.ts +++ b/src/utils/strategy.ts @@ -1,4 +1,4 @@ -import type { AsterAccountAsset, AsterAccountSnapshot, AsterKline } from "../exchanges/types"; +import type { AccountAsset, AccountSnapshot, Kline } from "../exchanges/types"; export interface PositionSnapshot { positionAmt: number; @@ -7,7 +7,7 @@ export interface PositionSnapshot { markPrice: number | null; } -export function getPosition(snapshot: AsterAccountSnapshot | null, symbol: string): PositionSnapshot { +export function getPosition(snapshot: AccountSnapshot | null, symbol: string): PositionSnapshot { if (!snapshot) { return { positionAmt: 0, entryPrice: 0, unrealizedProfit: 0, markPrice: null }; } @@ -48,7 +48,7 @@ export function getPosition(snapshot: AsterAccountSnapshot | null, symbol: strin } export function validateAccountSnapshotForSymbol( - snapshot: AsterAccountSnapshot | null, + snapshot: AccountSnapshot | null, symbol: string ): { ok: true } | { ok: false; issues: string[] } { if (!snapshot) return { ok: true }; @@ -88,7 +88,7 @@ export function validateAccountSnapshotForSymbol( return { ok: false, issues: Array.from(new Set(issues)) }; } -export function getSMA(values: AsterKline[], length: number): number | null { +export function getSMA(values: Kline[], length: number): number | null { if (!Array.isArray(values) || values.length < length) return null; const window = values.slice(-length); const closes = window.map((kline) => Number(kline.close)); @@ -118,7 +118,7 @@ export function calcTrailingActivationPrice(entryPrice: number, qty: number, sid } export function computeBollingerBandwidth( - values: AsterKline[], + values: Kline[], length: number, stdMultiplier: number ): number | null { @@ -190,7 +190,7 @@ function normalizeBaseSymbol(symbol: string | undefined): string | undefined { return parseSymbolParts(symbol).base; } -function selectAsset(assets: AsterAccountAsset[], baseSymbol: string, baseAssetId?: number): AsterAccountAsset | undefined { +function selectAsset(assets: AccountAsset[], baseSymbol: string, baseAssetId?: number): AccountAsset | undefined { const normalized = baseSymbol.toUpperCase(); const targetId = Number(baseAssetId); return assets.find((asset) => { diff --git a/tests/account-snapshot-validate.test.ts b/tests/account-snapshot-validate.test.ts index 73a154f..edc6c12 100644 --- a/tests/account-snapshot-validate.test.ts +++ b/tests/account-snapshot-validate.test.ts @@ -1,8 +1,8 @@ import { describe, expect, it } from "vitest"; -import type { AsterAccountSnapshot } from "../src/exchanges/types"; +import type { AccountSnapshot } from "../src/exchanges/types"; import { validateAccountSnapshotForSymbol } from "../src/utils/strategy"; -function baseSnapshot(positions: AsterAccountSnapshot["positions"]): AsterAccountSnapshot { +function baseSnapshot(positions: AccountSnapshot["positions"]): AccountSnapshot { return { canTrade: true, canDeposit: true, diff --git a/tests/basis-arb-engine.test.ts b/tests/basis-arb-engine.test.ts index 6ed279e..b36739c 100644 --- a/tests/basis-arb-engine.test.ts +++ b/tests/basis-arb-engine.test.ts @@ -1,47 +1,47 @@ import { describe, expect, it, vi } from "vitest"; import type { ExchangeAdapter } from "../src/exchanges/adapter"; import type { - AsterAccountSnapshot, - AsterDepth, - AsterKline, - AsterOrder, - AsterTicker, + AccountSnapshot, + Depth, + Kline, + Order, + Ticker, } 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; + private depthHandler: ((depth: Depth) => void) | null = null; supportsTrailingStops(): boolean { return false; } - watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void { + watchAccount(_cb: (snapshot: AccountSnapshot) => void): void { // not required for this test } - watchOrders(_cb: (orders: AsterOrder[]) => void): void { + watchOrders(_cb: (orders: Order[]) => void): void { // not required for this test } - watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void { + watchDepth(_symbol: string, cb: (depth: Depth) => void): void { this.depthHandler = cb; } - emitDepth(depth: AsterDepth): void { + emitDepth(depth: Depth): void { this.depthHandler?.(depth); } - watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void { + watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void { // not required for this test } - watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void { + watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void { // not required for this test } - createOrder(): Promise { + createOrder(): Promise { throw new Error("not implemented"); } diff --git a/tests/binance-depth-health-integration.test.ts b/tests/binance-depth-health-integration.test.ts index aed798e..cd5ee7a 100644 --- a/tests/binance-depth-health-integration.test.ts +++ b/tests/binance-depth-health-integration.test.ts @@ -1,6 +1,6 @@ import { afterEach, 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 type { AccountSnapshot, Depth, Kline, Order, Ticker } from "../src/exchanges/types"; import { MakerPointsEngine } from "../src/strategy/maker-points-engine"; const ORIGINAL_FETCH = globalThis.fetch; @@ -12,13 +12,13 @@ class StubAdapter implements ExchangeAdapter { return false; } - watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {} - watchOrders(_cb: (orders: AsterOrder[]) => void): void {} - watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {} - watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {} - watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {} + watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {} + watchOrders(_cb: (orders: Order[]) => void): void {} + watchDepth(_symbol: string, _cb: (depth: Depth) => void): void {} + watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {} + watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {} - async createOrder(): Promise { + async createOrder(): Promise { throw new Error("not implemented"); } @@ -26,7 +26,7 @@ class StubAdapter implements ExchangeAdapter { async cancelOrders(): Promise {} async cancelAllOrders(): Promise {} - async queryAccountSnapshot(): Promise { + async queryAccountSnapshot(): Promise { return { canTrade: true, canDeposit: true, diff --git a/tests/cli-command-executor.test.ts b/tests/cli-command-executor.test.ts index 6438b25..7353d39 100644 --- a/tests/cli-command-executor.test.ts +++ b/tests/cli-command-executor.test.ts @@ -3,11 +3,11 @@ import { executeCliCommand } from "../src/cli/command-executor"; import type { ParsedCliCommand } from "../src/cli/command-types"; import type { ExchangeAdapter } from "../src/exchanges/adapter"; import type { - AsterAccountSnapshot, - AsterDepth, - AsterKline, - AsterOrder, - AsterTicker, + AccountSnapshot, + Depth, + Kline, + Order, + Ticker, CreateOrderParams, } from "../src/exchanges/types"; @@ -22,7 +22,7 @@ class FakeAdapter implements ExchangeAdapter { return true; } - watchAccount(cb: (snapshot: AsterAccountSnapshot) => void): void { + watchAccount(cb: (snapshot: AccountSnapshot) => void): void { cb({ canTrade: true, canDeposit: true, @@ -35,11 +35,11 @@ class FakeAdapter implements ExchangeAdapter { }); } - watchOrders(cb: (orders: AsterOrder[]) => void): void { + watchOrders(cb: (orders: Order[]) => void): void { cb([]); } - watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void { + watchDepth(_symbol: string, cb: (depth: Depth) => void): void { cb({ lastUpdateId: 1, bids: [["100", "1"]], @@ -47,7 +47,7 @@ class FakeAdapter implements ExchangeAdapter { }); } - watchTicker(symbol: string, cb: (ticker: AsterTicker) => void): void { + watchTicker(symbol: string, cb: (ticker: Ticker) => void): void { cb({ symbol, lastPrice: "100", @@ -57,10 +57,10 @@ class FakeAdapter implements ExchangeAdapter { volume: "10", quoteVolume: "1000", eventTime: Date.now(), - } as AsterTicker); + } as Ticker); } - watchKlines(_symbol: string, _interval: string, cb: (klines: AsterKline[]) => void): void { + watchKlines(_symbol: string, _interval: string, cb: (klines: Kline[]) => void): void { cb([ { openTime: 1, @@ -75,7 +75,7 @@ class FakeAdapter implements ExchangeAdapter { ]); } - async createOrder(params: CreateOrderParams): Promise { + async createOrder(params: CreateOrderParams): Promise { this.createOrderCalls += 1; return { orderId: "1", diff --git a/tests/dry-run-adapter.test.ts b/tests/dry-run-adapter.test.ts index 471b312..c94b8d1 100644 --- a/tests/dry-run-adapter.test.ts +++ b/tests/dry-run-adapter.test.ts @@ -2,11 +2,11 @@ import { describe, expect, it } from "vitest"; import { DryRunExchangeAdapter } from "../src/exchanges/dry-run-adapter"; import type { ExchangeAdapter } from "../src/exchanges/adapter"; import type { - AsterAccountSnapshot, - AsterDepth, - AsterKline, - AsterOrder, - AsterTicker, + AccountSnapshot, + Depth, + Kline, + Order, + Ticker, CreateOrderParams, } from "../src/exchanges/types"; @@ -18,13 +18,13 @@ class BaseAdapter implements ExchangeAdapter { return true; } - watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {} - watchOrders(_cb: (orders: AsterOrder[]) => void): void {} - watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {} - watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {} - watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {} + watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {} + watchOrders(_cb: (orders: Order[]) => void): void {} + watchDepth(_symbol: string, _cb: (depth: Depth) => void): void {} + watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {} + watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {} - async createOrder(_params: CreateOrderParams): Promise { + async createOrder(_params: CreateOrderParams): Promise { this.createCalls += 1; throw new Error("should not be called in dry-run"); } diff --git a/tests/exchange-contract-suite.test.ts b/tests/exchange-contract-suite.test.ts index 97ad69a..0c53a10 100644 --- a/tests/exchange-contract-suite.test.ts +++ b/tests/exchange-contract-suite.test.ts @@ -18,11 +18,11 @@ import { import { buildAdapterFromEnv } from "../src/exchanges/resolve-from-env"; import type { ExchangeAdapter } from "../src/exchanges/adapter"; import type { - AsterAccountSnapshot, - AsterDepth, - AsterKline, - AsterOrder, - AsterTicker, + AccountSnapshot, + Depth, + Kline, + Order, + Ticker, CreateOrderParams, } from "../src/exchanges/types"; @@ -78,17 +78,17 @@ class RecorderAdapter implements ExchangeAdapter { return false; } - watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {} + watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {} - watchOrders(_cb: (orders: AsterOrder[]) => void): void {} + watchOrders(_cb: (orders: Order[]) => void): void {} - watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {} + watchDepth(_symbol: string, _cb: (depth: Depth) => void): void {} - watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {} + watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {} - watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {} + watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {} - async createOrder(params: CreateOrderParams): Promise { + async createOrder(params: CreateOrderParams): Promise { this.lastCreateOrderParams = params; return { orderId: 1, diff --git a/tests/grid-engine.test.ts b/tests/grid-engine.test.ts index ad7a0ac..9a43748 100644 --- a/tests/grid-engine.test.ts +++ b/tests/grid-engine.test.ts @@ -1,10 +1,10 @@ import { describe, expect, it } from "vitest"; import type { ExchangeAdapter } from "../src/exchanges/adapter"; import type { - AsterAccountSnapshot, - AsterDepth, - AsterOrder, - AsterTicker, + AccountSnapshot, + Depth, + Order, + Ticker, CreateOrderParams, } from "../src/exchanges/types"; import type { GridConfig } from "../src/config"; @@ -13,11 +13,11 @@ import { GridEngine } from "../src/strategy/grid-engine"; class StubAdapter implements ExchangeAdapter { id = "aster"; - private accountHandler: ((snapshot: AsterAccountSnapshot) => void) | null = null; - private orderHandler: ((orders: AsterOrder[]) => void) | null = null; - private depthHandler: ((depth: AsterDepth) => void) | null = null; - private tickerHandler: ((ticker: AsterTicker) => void) | null = null; - private currentOrders: AsterOrder[] = []; + private accountHandler: ((snapshot: AccountSnapshot) => void) | null = null; + private orderHandler: ((orders: Order[]) => void) | null = null; + private depthHandler: ((depth: Depth) => void) | null = null; + private tickerHandler: ((ticker: Ticker) => void) | null = null; + private currentOrders: Order[] = []; public createdOrders: CreateOrderParams[] = []; public marketOrders: CreateOrderParams[] = []; @@ -28,19 +28,19 @@ class StubAdapter implements ExchangeAdapter { return false; } - watchAccount(cb: (snapshot: AsterAccountSnapshot) => void): void { + watchAccount(cb: (snapshot: AccountSnapshot) => void): void { this.accountHandler = cb; } - watchOrders(cb: (orders: AsterOrder[]) => void): void { + watchOrders(cb: (orders: Order[]) => void): void { this.orderHandler = cb; } - watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void { + watchDepth(_symbol: string, cb: (depth: Depth) => void): void { this.depthHandler = cb; } - watchTicker(_symbol: string, cb: (ticker: AsterTicker) => void): void { + watchTicker(_symbol: string, cb: (ticker: Ticker) => void): void { this.tickerHandler = cb; } @@ -48,24 +48,24 @@ class StubAdapter implements ExchangeAdapter { // not used in tests } - emitAccount(snapshot: AsterAccountSnapshot): void { + emitAccount(snapshot: AccountSnapshot): void { this.accountHandler?.(snapshot); } - emitOrders(orders: AsterOrder[]): void { + emitOrders(orders: Order[]): void { this.orderHandler?.(orders); } - emitDepth(depth: AsterDepth): void { + emitDepth(depth: Depth): void { this.depthHandler?.(depth); } - emitTicker(ticker: AsterTicker): void { + emitTicker(ticker: Ticker): void { this.tickerHandler?.(ticker); } - async createOrder(params: CreateOrderParams): Promise { - const order: AsterOrder = { + async createOrder(params: CreateOrderParams): Promise { + const order: Order = { orderId: `${Date.now()}-${Math.random()}`, clientOrderId: "test", symbol: params.symbol, @@ -107,7 +107,7 @@ class StubAdapter implements ExchangeAdapter { } } -function createAccountSnapshot(symbol: string, positionAmt: number): AsterAccountSnapshot { +function createAccountSnapshot(symbol: string, positionAmt: number): AccountSnapshot { return { canTrade: true, canDeposit: true, @@ -126,7 +126,7 @@ function createAccountSnapshot(symbol: string, positionAmt: number): AsterAccoun }, ], assets: [], - } as unknown as AsterAccountSnapshot; + } as unknown as AccountSnapshot; } describe("GridEngine", () => { @@ -296,7 +296,7 @@ describe("GridEngine", () => { adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, baseConfig.orderSize * 2)); - const reduceOrder: AsterOrder = { + const reduceOrder: Order = { orderId: "existing-reduce", clientOrderId: "existing-reduce", symbol: baseConfig.symbol, diff --git a/tests/maker-points-binance-depth-config.test.ts b/tests/maker-points-binance-depth-config.test.ts index 33770dc..0d28114 100644 --- a/tests/maker-points-binance-depth-config.test.ts +++ b/tests/maker-points-binance-depth-config.test.ts @@ -1,6 +1,6 @@ import { describe, expect, it } from "vitest"; import type { ExchangeAdapter } from "../src/exchanges/adapter"; -import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types"; +import type { AccountSnapshot, Depth, Kline, Order, Ticker } from "../src/exchanges/types"; import { t } from "../src/i18n"; import { MakerPointsEngine } from "../src/strategy/maker-points-engine"; @@ -11,13 +11,13 @@ class StubAdapter implements ExchangeAdapter { return false; } - watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {} - watchOrders(_cb: (orders: AsterOrder[]) => void): void {} - watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {} - watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {} - watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {} + watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {} + watchOrders(_cb: (orders: Order[]) => void): void {} + watchDepth(_symbol: string, _cb: (depth: Depth) => void): void {} + watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {} + watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {} - async createOrder(): Promise { + async createOrder(): Promise { throw new Error("not implemented"); } diff --git a/tests/maker-points-defense-account-stale.test.ts b/tests/maker-points-defense-account-stale.test.ts index 6d219a2..8ac7f92 100644 --- a/tests/maker-points-defense-account-stale.test.ts +++ b/tests/maker-points-defense-account-stale.test.ts @@ -1,23 +1,23 @@ import { afterEach, 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 type { AccountSnapshot, Depth, Kline, Order, Ticker } from "../src/exchanges/types"; import { MakerPointsEngine } from "../src/strategy/maker-points-engine"; class StubAdapter implements ExchangeAdapter { id = "standx"; - accountSnapshot: AsterAccountSnapshot | null = null; + accountSnapshot: AccountSnapshot | null = null; supportsTrailingStops(): boolean { return false; } - watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {} - watchOrders(_cb: (orders: AsterOrder[]) => void): void {} - watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {} - watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {} - watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {} + watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {} + watchOrders(_cb: (orders: Order[]) => void): void {} + watchDepth(_symbol: string, _cb: (depth: Depth) => void): void {} + watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {} + watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {} - async createOrder(): Promise { + async createOrder(): Promise { throw new Error("not implemented"); } @@ -25,7 +25,7 @@ class StubAdapter implements ExchangeAdapter { async cancelOrders(): Promise {} async cancelAllOrders(): Promise {} - async queryAccountSnapshot(): Promise { + async queryAccountSnapshot(): Promise { return this.accountSnapshot; } } diff --git a/tests/maker-points-defense-rest.test.ts b/tests/maker-points-defense-rest.test.ts index 652e9a9..73f3ea6 100644 --- a/tests/maker-points-defense-rest.test.ts +++ b/tests/maker-points-defense-rest.test.ts @@ -1,25 +1,25 @@ import { afterEach, 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 type { AccountSnapshot, Depth, Kline, Order, Ticker } from "../src/exchanges/types"; import { MakerPointsEngine } from "../src/strategy/maker-points-engine"; class StubAdapter implements ExchangeAdapter { id = "standx"; cancelAllCount = 0; - openOrders: AsterOrder[] | Error = []; - accountSnapshot: AsterAccountSnapshot | null = null; + openOrders: Order[] | Error = []; + accountSnapshot: AccountSnapshot | null = null; supportsTrailingStops(): boolean { return false; } - watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {} - watchOrders(_cb: (orders: AsterOrder[]) => void): void {} - watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {} - watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {} - watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {} + watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {} + watchOrders(_cb: (orders: Order[]) => void): void {} + watchDepth(_symbol: string, _cb: (depth: Depth) => void): void {} + watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {} + watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {} - async createOrder(): Promise { + async createOrder(): Promise { throw new Error("not implemented"); } @@ -31,12 +31,12 @@ class StubAdapter implements ExchangeAdapter { this.openOrders = []; } - async queryOpenOrders(): Promise { + async queryOpenOrders(): Promise { if (this.openOrders instanceof Error) throw this.openOrders; return this.openOrders; } - async queryAccountSnapshot(): Promise { + async queryAccountSnapshot(): Promise { return this.accountSnapshot; } } diff --git a/tests/maker-points-immediate-depth-protection.test.ts b/tests/maker-points-immediate-depth-protection.test.ts index 37fe5cd..a2bc20e 100644 --- a/tests/maker-points-immediate-depth-protection.test.ts +++ b/tests/maker-points-immediate-depth-protection.test.ts @@ -1,33 +1,33 @@ import { afterEach, 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 type { AccountSnapshot, Depth, Kline, Order, Ticker } from "../src/exchanges/types"; import { MakerPointsEngine } from "../src/strategy/maker-points-engine"; class StubAdapter implements ExchangeAdapter { id = "standx"; - private depthListeners: Array<(depth: AsterDepth) => void> = []; + private depthListeners: Array<(depth: Depth) => void> = []; supportsTrailingStops(): boolean { return false; } - watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {} - watchOrders(_cb: (orders: AsterOrder[]) => void): void {} - watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {} - watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {} + watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {} + watchOrders(_cb: (orders: Order[]) => void): void {} + watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {} + watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {} - watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void { + watchDepth(_symbol: string, cb: (depth: Depth) => void): void { this.depthListeners.push(cb); } - emitDepth(depth: AsterDepth): void { + emitDepth(depth: Depth): void { for (const listener of this.depthListeners) { listener(depth); } } - async createOrder(): Promise { + async createOrder(): Promise { throw new Error("not implemented"); } @@ -35,7 +35,7 @@ class StubAdapter implements ExchangeAdapter { async cancelOrders(): Promise {} async cancelAllOrders(): Promise {} - async queryAccountSnapshot(): Promise { + async queryAccountSnapshot(): Promise { return null; } } diff --git a/tests/maker-points-immediate-reprice.test.ts b/tests/maker-points-immediate-reprice.test.ts index 0f050f4..7e7ef27 100644 --- a/tests/maker-points-immediate-reprice.test.ts +++ b/tests/maker-points-immediate-reprice.test.ts @@ -1,33 +1,33 @@ import { afterEach, 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 type { AccountSnapshot, Depth, Kline, Order, Ticker } from "../src/exchanges/types"; import { MakerPointsEngine } from "../src/strategy/maker-points-engine"; class StubAdapter implements ExchangeAdapter { id = "standx"; - private depthListeners: Array<(depth: AsterDepth) => void> = []; + private depthListeners: Array<(depth: Depth) => void> = []; supportsTrailingStops(): boolean { return false; } - watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {} - watchOrders(_cb: (orders: AsterOrder[]) => void): void {} - watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {} - watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {} + watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {} + watchOrders(_cb: (orders: Order[]) => void): void {} + watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {} + watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {} - watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void { + watchDepth(_symbol: string, cb: (depth: Depth) => void): void { this.depthListeners.push(cb); } - emitDepth(depth: AsterDepth): void { + emitDepth(depth: Depth): void { for (const listener of this.depthListeners) { listener(depth); } } - async createOrder(): Promise { + async createOrder(): Promise { throw new Error("not implemented"); } @@ -35,7 +35,7 @@ class StubAdapter implements ExchangeAdapter { async cancelOrders(): Promise {} async cancelAllOrders(): Promise {} - async queryAccountSnapshot(): Promise { + async queryAccountSnapshot(): Promise { return null; } } diff --git a/tests/maker-points-margin-mode.test.ts b/tests/maker-points-margin-mode.test.ts index f15ed69..99de902 100644 --- a/tests/maker-points-margin-mode.test.ts +++ b/tests/maker-points-margin-mode.test.ts @@ -1,6 +1,6 @@ import { afterEach, 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 type { AccountSnapshot, Depth, Kline, Order, Ticker } from "../src/exchanges/types"; import { MakerPointsEngine } from "../src/strategy/maker-points-engine"; class StandxStubAdapter implements ExchangeAdapter { @@ -12,20 +12,20 @@ class StandxStubAdapter implements ExchangeAdapter { return false; } - watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {} - watchOrders(_cb: (orders: AsterOrder[]) => void): void {} - watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {} - watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {} - watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {} + watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {} + watchOrders(_cb: (orders: Order[]) => void): void {} + watchDepth(_symbol: string, _cb: (depth: Depth) => void): void {} + watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {} + watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {} - async createOrder(): Promise { + async createOrder(): Promise { throw new Error("not implemented"); } async cancelOrder(): Promise {} async cancelOrders(): Promise {} async cancelAllOrders(): Promise {} - async queryAccountSnapshot(): Promise { + async queryAccountSnapshot(): Promise { return { canTrade: true, canDeposit: true, @@ -98,7 +98,7 @@ describe("MakerPointsEngine StandX isolated margin guard", () => { asks: [["101", "1"]], eventTime: Date.now(), symbol: "BTC-USD", - } as AsterDepth; + } as Depth; (engine as any).tickerSnapshot = { symbol: "BTC-USD", lastPrice: "100", @@ -108,7 +108,7 @@ describe("MakerPointsEngine StandX isolated margin guard", () => { volume: "0", quoteVolume: "0", eventTime: Date.now(), - } as AsterTicker; + } as Ticker; const syncSpy = vi.fn().mockResolvedValue(undefined); (engine as any).syncOrders = syncSpy; @@ -162,7 +162,7 @@ describe("MakerPointsEngine StandX isolated margin guard", () => { asks: [["101", "1"]], eventTime: Date.now(), symbol: "BTC-USD", - } as AsterDepth; + } as Depth; (engine as any).tickerSnapshot = { symbol: "BTC-USD", lastPrice: "100", @@ -172,7 +172,7 @@ describe("MakerPointsEngine StandX isolated margin guard", () => { volume: "0", quoteVolume: "0", eventTime: Date.now(), - } as AsterTicker; + } as Ticker; const syncSpy = vi.fn().mockResolvedValue(undefined); (engine as any).syncOrders = syncSpy; diff --git a/tests/order-coordinator.test.ts b/tests/order-coordinator.test.ts index 667d5d4..e539e03 100644 --- a/tests/order-coordinator.test.ts +++ b/tests/order-coordinator.test.ts @@ -1,6 +1,6 @@ import { describe, expect, it, vi, beforeEach, afterAll } from "vitest"; import type { ExchangeAdapter } from "../src/exchanges/adapter"; -import type { AsterOrder } from "../src/exchanges/types"; +import type { Order } from "../src/exchanges/types"; import type { OrderLockMap, OrderTimerMap, OrderPendingMap } from "../src/core/order-coordinator"; import { deduplicateOrders, @@ -15,7 +15,7 @@ import { const originalTradeExchange = process.env.TRADE_EXCHANGE; const originalExchange = process.env.EXCHANGE; -const baseOrder: AsterOrder = { +const baseOrder: Order = { orderId: 1, clientOrderId: "client", symbol: "BTCUSDT", @@ -66,7 +66,7 @@ describe("order-coordinator", () => { const timers: OrderTimerMap = {}; const pending: OrderPendingMap = {}; const log = vi.fn(); - const openOrders: AsterOrder[] = [ + const openOrders: Order[] = [ { ...baseOrder, orderId: 1 }, { ...baseOrder, orderId: 2 }, ]; diff --git a/tests/price-depth-filter-boundary.test.ts b/tests/price-depth-filter-boundary.test.ts index 9274f1f..ebcbf3b 100644 --- a/tests/price-depth-filter-boundary.test.ts +++ b/tests/price-depth-filter-boundary.test.ts @@ -1,10 +1,10 @@ import { describe, expect, it } from "vitest"; import { getDepthBetweenPrices } from "../src/utils/price"; -import type { AsterDepth } from "../src/exchanges/types"; +import type { Depth } from "../src/exchanges/types"; describe("getDepthBetweenPrices boundary", () => { it("SELL side excludes quantity exactly at target price", () => { - const depth: AsterDepth = { + const depth: Depth = { lastUpdateId: 1, bids: [], asks: [ @@ -20,7 +20,7 @@ describe("getDepthBetweenPrices boundary", () => { }); it("BUY side excludes quantity exactly at target price", () => { - const depth: AsterDepth = { + const depth: Depth = { lastUpdateId: 1, bids: [ ["69355", "1"], diff --git a/tests/strategy-utils.test.ts b/tests/strategy-utils.test.ts index eda560b..6ba2fef 100644 --- a/tests/strategy-utils.test.ts +++ b/tests/strategy-utils.test.ts @@ -1,8 +1,8 @@ import { describe, expect, it } from "vitest"; import { computeBollingerBandwidth, getPosition, getSMA } from "../src/utils/strategy"; -import type { AsterAccountSnapshot, AsterKline } from "../src/exchanges/types"; +import type { AccountSnapshot, Kline } from "../src/exchanges/types"; -const mockSnapshot = (positions: Array<{ symbol: string; amt: number; entry: number; pnl: number }> = []): AsterAccountSnapshot => ({ +const mockSnapshot = (positions: Array<{ symbol: string; amt: number; entry: number; pnl: number }> = []): AccountSnapshot => ({ canTrade: true, canDeposit: true, canWithdraw: true, @@ -20,7 +20,7 @@ const mockSnapshot = (positions: Array<{ symbol: string; amt: number; entry: num assets: [], }); -const mockKlines = (values: number[]): AsterKline[] => +const mockKlines = (values: number[]): Kline[] => values.map((value, index) => ({ openTime: index, open: String(value),