mirror of
https://github.com/discountry/ritmex-bot.git
synced 2026-09-11 17:28:08 +00:00
refactor: rename Aster-prefixed universal types to clean names
- AsterOrder → Order - AsterAccountSnapshot → AccountSnapshot - AsterAccountPosition → AccountPosition - AsterAccountAsset → AccountAsset - AsterDepthLevel → DepthLevel - AsterDepth → Depth - AsterTicker → Ticker - AsterKline → Kline These types are the platform-agnostic contract used by all 8 exchanges, not Aster-specific. Renamed across 63 files.
This commit is contained in:
@@ -15,7 +15,7 @@ import {
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routeTrailingStopOrder,
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routeTrailingStopOrder,
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} from "../exchanges/order-router";
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} from "../exchanges/order-router";
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import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
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import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
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import type { AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../exchanges/types";
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import type { Depth, Kline, Order, Ticker } from "../exchanges/types";
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import { startStrategy } from "./strategy-runner";
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import { startStrategy } from "./strategy-runner";
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import type {
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import type {
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CommandErrorPayload,
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CommandErrorPayload,
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@@ -266,7 +266,7 @@ async function handleMarketTicker(
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buildAdapterFromEnvFn: typeof buildAdapterFromEnv
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buildAdapterFromEnvFn: typeof buildAdapterFromEnv
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): Promise<unknown> {
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): Promise<unknown> {
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const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn);
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const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn);
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const ticker = await waitForFirst<AsterTicker>(
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const ticker = await waitForFirst<Ticker>(
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(cb) => adapter.watchTicker(symbol, cb),
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(cb) => adapter.watchTicker(symbol, cb),
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command.timeoutMs,
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command.timeoutMs,
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"market ticker"
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"market ticker"
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@@ -279,7 +279,7 @@ async function handleMarketDepth(
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buildAdapterFromEnvFn: typeof buildAdapterFromEnv
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buildAdapterFromEnvFn: typeof buildAdapterFromEnv
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): Promise<unknown> {
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): Promise<unknown> {
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const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn);
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const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn);
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const depth = await waitForFirst<AsterDepth>(
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const depth = await waitForFirst<Depth>(
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(cb) => adapter.watchDepth(symbol, cb),
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(cb) => adapter.watchDepth(symbol, cb),
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command.timeoutMs,
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command.timeoutMs,
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"market depth"
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"market depth"
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@@ -300,7 +300,7 @@ async function handleMarketKline(
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buildAdapterFromEnvFn: typeof buildAdapterFromEnv
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buildAdapterFromEnvFn: typeof buildAdapterFromEnv
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): Promise<unknown> {
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): Promise<unknown> {
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const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn);
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const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn);
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const klines = await waitForFirst<AsterKline[]>(
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const klines = await waitForFirst<Kline[]>(
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(cb) => adapter.watchKlines(symbol, command.interval, cb),
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(cb) => adapter.watchKlines(symbol, command.interval, cb),
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command.timeoutMs,
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command.timeoutMs,
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"market kline"
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"market kline"
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@@ -379,7 +379,7 @@ async function handleOrderCreate(
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timeInForce: payload.timeInForce,
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timeInForce: payload.timeInForce,
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};
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};
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let order: AsterOrder;
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let order: Order;
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switch (payload.type) {
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switch (payload.type) {
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case "limit":
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case "limit":
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order = await routeLimitOrder({
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order = await routeLimitOrder({
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@@ -1,4 +1,4 @@
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import type { AsterOrder } from "../../exchanges/types";
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import type { Order } from "../../exchanges/types";
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export interface OrderTarget {
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export interface OrderTarget {
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side: "BUY" | "SELL";
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side: "BUY" | "SELL";
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@@ -8,11 +8,11 @@ export interface OrderTarget {
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}
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}
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export function makeOrderPlan(
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export function makeOrderPlan(
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openOrders: AsterOrder[],
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openOrders: Order[],
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targets: OrderTarget[]
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targets: OrderTarget[]
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): { toCancel: AsterOrder[]; toPlace: OrderTarget[] } {
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): { toCancel: Order[]; toPlace: OrderTarget[] } {
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const unmatched = new Set(targets.map((_, idx) => idx));
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const unmatched = new Set(targets.map((_, idx) => idx));
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const toCancel: AsterOrder[] = [];
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const toCancel: Order[] = [];
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for (const order of openOrders) {
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for (const order of openOrders) {
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const orderPrice = String(order.price);
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const orderPrice = String(order.price);
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@@ -1,11 +1,11 @@
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import type { ExchangeAdapter } from "../../exchanges/adapter";
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import type { ExchangeAdapter } from "../../exchanges/adapter";
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import type { AsterOrder } from "../../exchanges/types";
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import type { Order } from "../../exchanges/types";
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import { isUnknownOrderError } from "../../utils/errors";
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import { isUnknownOrderError } from "../../utils/errors";
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export async function safeCancelOrder(
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export async function safeCancelOrder(
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exchange: ExchangeAdapter,
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exchange: ExchangeAdapter,
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symbol: string,
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symbol: string,
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order: AsterOrder,
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order: Order,
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onResolved: (orderId: number | string) => void,
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onResolved: (orderId: number | string) => void,
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onUnknown: () => void,
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onUnknown: () => void,
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onError: (err: unknown) => void
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onError: (err: unknown) => void
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@@ -1,5 +1,5 @@
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import type { ExchangeAdapter } from "../exchanges/adapter";
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import type { ExchangeAdapter } from "../exchanges/adapter";
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import type { AsterOrder } from "../exchanges/types";
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import type { Order } from "../exchanges/types";
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import {
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import {
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routeCloseOrder,
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routeCloseOrder,
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routeLimitOrder,
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routeLimitOrder,
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@@ -88,7 +88,7 @@ export function unlockOperating(
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export async function deduplicateOrders(
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export async function deduplicateOrders(
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adapter: ExchangeAdapter,
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adapter: ExchangeAdapter,
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symbol: string,
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symbol: string,
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openOrders: AsterOrder[],
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openOrders: Order[],
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locks: OrderLockMap,
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locks: OrderLockMap,
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timers: OrderTimerMap,
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timers: OrderTimerMap,
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pendings: OrderPendingMap,
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pendings: OrderPendingMap,
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@@ -139,7 +139,7 @@ type PlaceOrderOptions = {
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export async function placeOrder(
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export async function placeOrder(
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adapter: ExchangeAdapter,
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adapter: ExchangeAdapter,
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symbol: string,
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symbol: string,
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openOrders: AsterOrder[],
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openOrders: Order[],
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locks: OrderLockMap,
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locks: OrderLockMap,
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timers: OrderTimerMap,
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timers: OrderTimerMap,
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pendings: OrderPendingMap,
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pendings: OrderPendingMap,
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@@ -150,7 +150,7 @@ export async function placeOrder(
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reduceOnly = false,
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reduceOnly = false,
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guard?: OrderGuardOptions,
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guard?: OrderGuardOptions,
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opts?: PlaceOrderOptions
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opts?: PlaceOrderOptions
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): Promise<AsterOrder | undefined> {
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): Promise<Order | undefined> {
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const type = "LIMIT";
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const type = "LIMIT";
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if (isOperating(locks, type)) return;
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if (isOperating(locks, type)) return;
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const priceNum = Number(price);
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const priceNum = Number(price);
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@@ -197,7 +197,7 @@ export async function placeOrder(
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export async function placeMarketOrder(
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export async function placeMarketOrder(
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adapter: ExchangeAdapter,
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adapter: ExchangeAdapter,
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symbol: string,
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symbol: string,
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openOrders: AsterOrder[],
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openOrders: Order[],
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locks: OrderLockMap,
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locks: OrderLockMap,
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timers: OrderTimerMap,
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timers: OrderTimerMap,
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pendings: OrderPendingMap,
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pendings: OrderPendingMap,
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@@ -207,7 +207,7 @@ export async function placeMarketOrder(
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reduceOnly = false,
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reduceOnly = false,
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guard?: OrderGuardOptions,
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guard?: OrderGuardOptions,
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opts?: { qtyStep: number }
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opts?: { qtyStep: number }
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): Promise<AsterOrder | undefined> {
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): Promise<Order | undefined> {
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const type = "MARKET";
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const type = "MARKET";
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if (isOperating(locks, type)) return;
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if (isOperating(locks, type)) return;
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if (!enforceMarkPriceGuard(side, guard?.expectedPrice ?? null, guard, log, "市价单")) return;
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if (!enforceMarkPriceGuard(side, guard?.expectedPrice ?? null, guard, log, "市价单")) return;
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@@ -247,7 +247,7 @@ export async function placeMarketOrder(
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export async function placeStopLossOrder(
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export async function placeStopLossOrder(
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adapter: ExchangeAdapter,
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adapter: ExchangeAdapter,
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symbol: string,
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symbol: string,
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openOrders: AsterOrder[],
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openOrders: Order[],
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locks: OrderLockMap,
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locks: OrderLockMap,
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timers: OrderTimerMap,
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timers: OrderTimerMap,
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pendings: OrderPendingMap,
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pendings: OrderPendingMap,
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@@ -258,7 +258,7 @@ export async function placeStopLossOrder(
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log: LogHandler,
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log: LogHandler,
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guard?: OrderGuardOptions,
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guard?: OrderGuardOptions,
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opts?: { priceTick: number; qtyStep: number }
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opts?: { priceTick: number; qtyStep: number }
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): Promise<AsterOrder | undefined> {
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): Promise<Order | undefined> {
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const type = "STOP_MARKET";
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const type = "STOP_MARKET";
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if (isOperating(locks, type)) return;
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if (isOperating(locks, type)) return;
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if (!enforceMarkPriceGuard(side, stopPrice, guard, log, "止损单")) return;
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if (!enforceMarkPriceGuard(side, stopPrice, guard, log, "止损单")) return;
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@@ -314,7 +314,7 @@ export async function placeStopLossOrder(
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export async function placeTrailingStopOrder(
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export async function placeTrailingStopOrder(
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adapter: ExchangeAdapter,
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adapter: ExchangeAdapter,
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symbol: string,
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symbol: string,
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openOrders: AsterOrder[],
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openOrders: Order[],
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locks: OrderLockMap,
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locks: OrderLockMap,
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timers: OrderTimerMap,
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timers: OrderTimerMap,
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pendings: OrderPendingMap,
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pendings: OrderPendingMap,
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@@ -325,7 +325,7 @@ export async function placeTrailingStopOrder(
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log: LogHandler,
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log: LogHandler,
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guard?: OrderGuardOptions,
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guard?: OrderGuardOptions,
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opts?: { priceTick: number; qtyStep: number }
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opts?: { priceTick: number; qtyStep: number }
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): Promise<AsterOrder | undefined> {
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): Promise<Order | undefined> {
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const type = "TRAILING_STOP_MARKET";
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const type = "TRAILING_STOP_MARKET";
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if (isOperating(locks, type)) return;
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if (isOperating(locks, type)) return;
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if (!adapter.supportsTrailingStops()) {
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if (!adapter.supportsTrailingStops()) {
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@@ -375,7 +375,7 @@ export async function placeTrailingStopOrder(
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export async function marketClose(
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export async function marketClose(
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adapter: ExchangeAdapter,
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adapter: ExchangeAdapter,
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symbol: string,
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symbol: string,
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openOrders: AsterOrder[],
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openOrders: Order[],
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locks: OrderLockMap,
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locks: OrderLockMap,
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timers: OrderTimerMap,
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timers: OrderTimerMap,
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pendings: OrderPendingMap,
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pendings: OrderPendingMap,
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+13
-13
@@ -1,30 +1,30 @@
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import type {
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import type {
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AsterAccountSnapshot,
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AccountSnapshot,
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AsterOrder,
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Order,
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AsterDepth,
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Depth,
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AsterTicker,
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Ticker,
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AsterKline,
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Kline,
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CreateOrderParams,
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CreateOrderParams,
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} from "./types";
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} from "./types";
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export interface AccountListener {
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export interface AccountListener {
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(snapshot: AsterAccountSnapshot): void;
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(snapshot: AccountSnapshot): void;
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}
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}
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|
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export interface OrderListener {
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export interface OrderListener {
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(orders: AsterOrder[]): void;
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(orders: Order[]): void;
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}
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}
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|
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export interface DepthListener {
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export interface DepthListener {
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(depth: AsterDepth): void;
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(depth: Depth): void;
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}
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}
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|
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export interface TickerListener {
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export interface TickerListener {
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(ticker: AsterTicker): void;
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(ticker: Ticker): void;
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}
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}
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|
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export interface KlineListener {
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export interface KlineListener {
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(klines: AsterKline[]): void;
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(klines: Kline[]): void;
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}
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}
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|
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export interface FundingRateSnapshot {
|
export interface FundingRateSnapshot {
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@@ -72,7 +72,7 @@ export interface ExchangeAdapter {
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watchTicker(symbol: string, cb: TickerListener): void;
|
watchTicker(symbol: string, cb: TickerListener): void;
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watchKlines(symbol: string, interval: string, cb: KlineListener): void;
|
watchKlines(symbol: string, interval: string, cb: KlineListener): void;
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watchFundingRate?(symbol: string, cb: FundingRateListener): void;
|
watchFundingRate?(symbol: string, cb: FundingRateListener): void;
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createOrder(params: CreateOrderParams): Promise<AsterOrder>;
|
createOrder(params: CreateOrderParams): Promise<Order>;
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cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void>;
|
cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void>;
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cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void>;
|
cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void>;
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cancelAllOrders(params: { symbol: string }): Promise<void>;
|
cancelAllOrders(params: { symbol: string }): Promise<void>;
|
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@@ -82,8 +82,8 @@ export interface ExchangeAdapter {
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offConnectionEvent?(listener: ConnectionEventListener): void;
|
offConnectionEvent?(listener: ConnectionEventListener): void;
|
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onRestHealthEvent?(listener: RestHealthListener): void;
|
onRestHealthEvent?(listener: RestHealthListener): void;
|
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offRestHealthEvent?(listener: RestHealthListener): void;
|
offRestHealthEvent?(listener: RestHealthListener): void;
|
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queryOpenOrders?(): Promise<AsterOrder[]>;
|
queryOpenOrders?(): Promise<Order[]>;
|
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queryAccountSnapshot?(): Promise<AsterAccountSnapshot | null>;
|
queryAccountSnapshot?(): Promise<AccountSnapshot | null>;
|
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changeMarginMode?(params: { symbol: string; marginMode: "isolated" | "cross" }): Promise<void>;
|
changeMarginMode?(params: { symbol: string; marginMode: "isolated" | "cross" }): Promise<void>;
|
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forceCancelAllOrders?(): Promise<boolean>;
|
forceCancelAllOrders?(): Promise<boolean>;
|
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}
|
}
|
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|
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@@ -7,7 +7,7 @@ import type {
|
|||||||
OrderListener,
|
OrderListener,
|
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TickerListener,
|
TickerListener,
|
||||||
} from "./adapter";
|
} 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 { extractMessage } from "../utils/errors";
|
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import { AsterGateway } from "./aster/client";
|
import { AsterGateway } from "./aster/client";
|
||||||
|
|
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@@ -111,26 +111,26 @@ export class AsterExchangeAdapter implements ExchangeAdapter {
|
|||||||
|
|
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watchDepth(symbol: string, cb: DepthListener): void {
|
watchDepth(symbol: string, cb: DepthListener): void {
|
||||||
void this.ensureInitialized("watchDepth");
|
void this.ensureInitialized("watchDepth");
|
||||||
this.gateway.onDepth(symbol, this.safeInvoke("watchDepth", (depth: AsterDepth) => {
|
this.gateway.onDepth(symbol, this.safeInvoke("watchDepth", (depth: Depth) => {
|
||||||
cb(depth);
|
cb(depth);
|
||||||
}));
|
}));
|
||||||
}
|
}
|
||||||
|
|
||||||
watchTicker(symbol: string, cb: TickerListener): void {
|
watchTicker(symbol: string, cb: TickerListener): void {
|
||||||
void this.ensureInitialized("watchTicker");
|
void this.ensureInitialized("watchTicker");
|
||||||
this.gateway.onTicker(symbol, this.safeInvoke("watchTicker", (ticker: AsterTicker) => {
|
this.gateway.onTicker(symbol, this.safeInvoke("watchTicker", (ticker: Ticker) => {
|
||||||
cb(ticker);
|
cb(ticker);
|
||||||
}));
|
}));
|
||||||
}
|
}
|
||||||
|
|
||||||
watchKlines(symbol: string, interval: string, cb: KlineListener): void {
|
watchKlines(symbol: string, interval: string, cb: KlineListener): void {
|
||||||
void this.ensureInitialized("watchKlines");
|
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);
|
cb(klines);
|
||||||
}));
|
}));
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
await this.ensureInitialized("createOrder");
|
await this.ensureInitialized("createOrder");
|
||||||
return this.gateway.createOrder(params);
|
return this.gateway.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,11 +1,11 @@
|
|||||||
import crypto from "crypto";
|
import crypto from "crypto";
|
||||||
import { setInterval, clearInterval, setTimeout, clearTimeout } from "timers";
|
import { setInterval, clearInterval, setTimeout, clearTimeout } from "timers";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountPosition,
|
AccountPosition,
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterSpotAccount,
|
AsterSpotAccount,
|
||||||
AsterSpotAggTrade,
|
AsterSpotAggTrade,
|
||||||
AsterSpotBookTicker,
|
AsterSpotBookTicker,
|
||||||
@@ -18,7 +18,7 @@ import type {
|
|||||||
AsterSpotTicker24h,
|
AsterSpotTicker24h,
|
||||||
AsterSpotTrade,
|
AsterSpotTrade,
|
||||||
AsterSpotUserTrade,
|
AsterSpotUserTrade,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
AsterFuturesExchangeInfo,
|
AsterFuturesExchangeInfo,
|
||||||
AsterFuturesSymbolInfo,
|
AsterFuturesSymbolInfo,
|
||||||
CancelSpotOrderParams,
|
CancelSpotOrderParams,
|
||||||
@@ -244,7 +244,7 @@ export class AsterSpotRestClient {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateSpotOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateSpotOrderParams): Promise<Order> {
|
||||||
const response = await this.request<any>({
|
const response = await this.request<any>({
|
||||||
path: "/api/v1/order",
|
path: "/api/v1/order",
|
||||||
method: "POST",
|
method: "POST",
|
||||||
@@ -255,7 +255,7 @@ export class AsterSpotRestClient {
|
|||||||
return toOrderFromRest(response);
|
return toOrderFromRest(response);
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelOrder(params: CancelSpotOrderParams): Promise<AsterOrder> {
|
async cancelOrder(params: CancelSpotOrderParams): Promise<Order> {
|
||||||
const response = await this.request<any>({
|
const response = await this.request<any>({
|
||||||
path: "/api/v1/order",
|
path: "/api/v1/order",
|
||||||
method: "DELETE",
|
method: "DELETE",
|
||||||
@@ -270,7 +270,7 @@ export class AsterSpotRestClient {
|
|||||||
return toOrderFromRest(response);
|
return toOrderFromRest(response);
|
||||||
}
|
}
|
||||||
|
|
||||||
async getOrder(params: QuerySpotOrderParams): Promise<AsterOrder> {
|
async getOrder(params: QuerySpotOrderParams): Promise<Order> {
|
||||||
const response = await this.request<any>({
|
const response = await this.request<any>({
|
||||||
path: "/api/v1/order",
|
path: "/api/v1/order",
|
||||||
method: "GET",
|
method: "GET",
|
||||||
@@ -285,7 +285,7 @@ export class AsterSpotRestClient {
|
|||||||
return toOrderFromRest(response);
|
return toOrderFromRest(response);
|
||||||
}
|
}
|
||||||
|
|
||||||
async getOpenOrders(params: SpotOpenOrdersParams = {}): Promise<AsterOrder[]> {
|
async getOpenOrders(params: SpotOpenOrdersParams = {}): Promise<Order[]> {
|
||||||
const response = await this.request<any[]>({
|
const response = await this.request<any[]>({
|
||||||
path: "/api/v1/openOrders",
|
path: "/api/v1/openOrders",
|
||||||
method: "GET",
|
method: "GET",
|
||||||
@@ -319,7 +319,7 @@ export class AsterSpotRestClient {
|
|||||||
});
|
});
|
||||||
}
|
}
|
||||||
|
|
||||||
async getAllOrders(params: SpotAllOrdersParams): Promise<AsterOrder[]> {
|
async getAllOrders(params: SpotAllOrdersParams): Promise<Order[]> {
|
||||||
const response = await this.request<any[]>({
|
const response = await this.request<any[]>({
|
||||||
path: "/api/v1/allOrders",
|
path: "/api/v1/allOrders",
|
||||||
method: "GET",
|
method: "GET",
|
||||||
@@ -549,7 +549,7 @@ export class AsterSpotRestClient {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
function toDepth(streamSymbol: string, data: any): AsterDepth {
|
function toDepth(streamSymbol: string, data: any): Depth {
|
||||||
return {
|
return {
|
||||||
eventType: data.e,
|
eventType: data.e,
|
||||||
eventTime: 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 {
|
return {
|
||||||
eventType: data.e,
|
eventType: data.e,
|
||||||
eventTime: 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 {
|
return {
|
||||||
eventType: data.e,
|
eventType: data.e,
|
||||||
eventTime: 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 {
|
return {
|
||||||
eventType: undefined,
|
eventType: undefined,
|
||||||
eventTime: 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 {
|
return {
|
||||||
avgPrice: raw.avgPrice ?? "0",
|
avgPrice: raw.avgPrice ?? "0",
|
||||||
clientOrderId: raw.clientOrderId ?? "",
|
clientOrderId: raw.clientOrderId ?? "",
|
||||||
@@ -656,7 +656,7 @@ function toOrderFromRest(raw: any): AsterOrder {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
function toOrderFromEvent(event: any): AsterOrder {
|
function toOrderFromEvent(event: any): Order {
|
||||||
return {
|
return {
|
||||||
avgPrice: event.ap ?? "0",
|
avgPrice: event.ap ?? "0",
|
||||||
clientOrderId: event.c ?? "",
|
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;
|
const positionSide = String(raw.positionSide ?? raw.ps ?? "BOTH").toUpperCase() as PositionSide;
|
||||||
return {
|
return {
|
||||||
symbol: raw.symbol ?? raw.s ?? "",
|
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;
|
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);
|
const total = positions.reduce((acc, position) => acc + Number(position.unrealizedProfit ?? 0), 0);
|
||||||
return total.toFixed(8);
|
return total.toFixed(8);
|
||||||
}
|
}
|
||||||
|
|
||||||
function clonePositions(positions: AsterAccountPosition[]): AsterAccountPosition[] {
|
function clonePositions(positions: AccountPosition[]): AccountPosition[] {
|
||||||
return positions.map((position) => ({
|
return positions.map((position) => ({
|
||||||
...position,
|
...position,
|
||||||
updateTime: position.updateTime ?? Date.now(),
|
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");
|
this.apiSecret = requireEnv(options.apiSecret ?? process.env.ASTER_API_SECRET, "ASTER_API_SECRET");
|
||||||
}
|
}
|
||||||
|
|
||||||
async getAccount(): Promise<AsterAccountSnapshot> {
|
async getAccount(): Promise<AccountSnapshot> {
|
||||||
return this.signedRequest<AsterAccountSnapshot>({ path: "/fapi/v2/account", method: "GET", params: {} });
|
return this.signedRequest<AccountSnapshot>({ path: "/fapi/v2/account", method: "GET", params: {} });
|
||||||
}
|
}
|
||||||
|
|
||||||
async getOpenOrders(symbol?: string): Promise<AsterOrder[]> {
|
async getOpenOrders(symbol?: string): Promise<Order[]> {
|
||||||
const params: Record<string, unknown> = {};
|
const params: Record<string, unknown> = {};
|
||||||
if (symbol) params.symbol = symbol;
|
if (symbol) params.symbol = symbol;
|
||||||
const raw = await this.signedRequest<any[]>({ path: "/fapi/v1/openOrders", method: "GET", params });
|
const raw = await this.signedRequest<any[]>({ path: "/fapi/v1/openOrders", method: "GET", params });
|
||||||
return raw.map(toOrderFromRest);
|
return raw.map(toOrderFromRest);
|
||||||
}
|
}
|
||||||
|
|
||||||
async getPositions(symbol?: string): Promise<AsterAccountPosition[]> {
|
async getPositions(symbol?: string): Promise<AccountPosition[]> {
|
||||||
const params: Record<string, unknown> = {};
|
const params: Record<string, unknown> = {};
|
||||||
if (symbol) params.symbol = symbol.toUpperCase();
|
if (symbol) params.symbol = symbol.toUpperCase();
|
||||||
const raw = await this.signedRequest<any[]>({ path: "/fapi/v2/positionRisk", method: "GET", params });
|
const raw = await this.signedRequest<any[]>({ path: "/fapi/v2/positionRisk", method: "GET", params });
|
||||||
@@ -800,7 +800,7 @@ export class AsterRestClient {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
// Sanitize and normalize params for Aster futures API. Paradex-specific flags
|
// Sanitize and normalize params for Aster futures API. Paradex-specific flags
|
||||||
// like reduceOnly/closePosition on STOP/TRAILING should not leak here.
|
// like reduceOnly/closePosition on STOP/TRAILING should not leak here.
|
||||||
const payload: Record<string, unknown> = {};
|
const payload: Record<string, unknown> = {};
|
||||||
@@ -830,12 +830,12 @@ export class AsterRestClient {
|
|||||||
return toOrderFromRest(response);
|
return toOrderFromRest(response);
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelOrder(params: { symbol: string; orderId?: number; origClientOrderId?: string }): Promise<AsterOrder> {
|
async cancelOrder(params: { symbol: string; orderId?: number; origClientOrderId?: string }): Promise<Order> {
|
||||||
const response = await this.signedRequest<any>({ path: "/fapi/v1/order", method: "DELETE", params });
|
const response = await this.signedRequest<any>({ path: "/fapi/v1/order", method: "DELETE", params });
|
||||||
return toOrderFromRest(response);
|
return toOrderFromRest(response);
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelOrders(params: { symbol: string; orderIdList?: Array<number | string>; origClientOrderIdList?: string[] }): Promise<AsterOrder[]> {
|
async cancelOrders(params: { symbol: string; orderIdList?: Array<number | string>; origClientOrderIdList?: string[] }): Promise<Order[]> {
|
||||||
const payload: Record<string, unknown> = { symbol: params.symbol };
|
const payload: Record<string, unknown> = { symbol: params.symbol };
|
||||||
if (params.orderIdList?.length) {
|
if (params.orderIdList?.length) {
|
||||||
payload.orderIdList = `[${params.orderIdList
|
payload.orderIdList = `[${params.orderIdList
|
||||||
@@ -853,7 +853,7 @@ export class AsterRestClient {
|
|||||||
await this.signedRequest({ path: "/fapi/v1/allOpenOrders", method: "DELETE", params });
|
await this.signedRequest({ path: "/fapi/v1/allOpenOrders", method: "DELETE", params });
|
||||||
}
|
}
|
||||||
|
|
||||||
async getKlines(symbol: string, interval: string, limit = DEFAULT_KLINE_LIMIT): Promise<AsterKline[]> {
|
async getKlines(symbol: string, interval: string, limit = DEFAULT_KLINE_LIMIT): Promise<Kline[]> {
|
||||||
const upper = symbol.toUpperCase();
|
const upper = symbol.toUpperCase();
|
||||||
const url = `${FUTURES_REST_BASE}/fapi/v1/continuousKlines?pair=${upper}&contractType=PERPETUAL&interval=${encodeURIComponent(interval)}&limit=${limit}`;
|
const url = `${FUTURES_REST_BASE}/fapi/v1/continuousKlines?pair=${upper}&contractType=PERPETUAL&interval=${encodeURIComponent(interval)}&limit=${limit}`;
|
||||||
let response: Response;
|
let response: Response;
|
||||||
@@ -949,9 +949,9 @@ export class AsterRestClient {
|
|||||||
|
|
||||||
}
|
}
|
||||||
|
|
||||||
type DepthHandler = (depth: AsterDepth) => void;
|
type DepthHandler = (depth: Depth) => void;
|
||||||
type TickerHandler = (ticker: AsterTicker) => void;
|
type TickerHandler = (ticker: Ticker) => void;
|
||||||
type KlineHandler = (kline: AsterKline) => void;
|
type KlineHandler = (kline: Kline) => void;
|
||||||
|
|
||||||
type StreamKind = "depth" | "ticker" | "kline";
|
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;
|
if (!snapshot) return snapshot;
|
||||||
const next = deepCloneAccount(snapshot);
|
const next = deepCloneAccount(snapshot);
|
||||||
if (!next) return snapshot;
|
if (!next) return snapshot;
|
||||||
@@ -1294,7 +1294,7 @@ function updateAccountSnapshot(snapshot: AsterAccountSnapshot | null, event: { e
|
|||||||
return next;
|
return next;
|
||||||
}
|
}
|
||||||
|
|
||||||
function mergeOrderSnapshot(map: Map<string, AsterOrder>, order: AsterOrder): void {
|
function mergeOrderSnapshot(map: Map<string, Order>, order: Order): void {
|
||||||
const rawId = order.orderId;
|
const rawId = order.orderId;
|
||||||
if (rawId === undefined || rawId === null) return;
|
if (rawId === undefined || rawId === null) return;
|
||||||
const key = String(rawId);
|
const key = String(rawId);
|
||||||
@@ -1311,18 +1311,18 @@ export class AsterGateway {
|
|||||||
private readonly publicStreams: AsterPublicStreams;
|
private readonly publicStreams: AsterPublicStreams;
|
||||||
private readonly userStream: AsterUserStream;
|
private readonly userStream: AsterUserStream;
|
||||||
|
|
||||||
private accountSnapshot: AsterAccountSnapshot | null = null;
|
private accountSnapshot: AccountSnapshot | null = null;
|
||||||
private readonly openOrders = new Map<string, AsterOrder>();
|
private readonly openOrders = new Map<string, Order>();
|
||||||
private positionSyncTimer: ReturnType<typeof setInterval> | null = null;
|
private positionSyncTimer: ReturnType<typeof setInterval> | null = null;
|
||||||
private positionSyncInFlight = false;
|
private positionSyncInFlight = false;
|
||||||
|
|
||||||
private readonly accountEvent = new SimpleEvent<AsterAccountSnapshot>();
|
private readonly accountEvent = new SimpleEvent<AccountSnapshot>();
|
||||||
private readonly ordersEvent = new SimpleEvent<AsterOrder[]>();
|
private readonly ordersEvent = new SimpleEvent<Order[]>();
|
||||||
private readonly depthEvents = new Map<string, SimpleEvent<AsterDepth>>();
|
private readonly depthEvents = new Map<string, SimpleEvent<Depth>>();
|
||||||
private readonly tickerEvents = new Map<string, SimpleEvent<AsterTicker>>();
|
private readonly tickerEvents = new Map<string, SimpleEvent<Ticker>>();
|
||||||
private readonly klineEvents = new Map<string, SimpleEvent<AsterKline[]>>();
|
private readonly klineEvents = new Map<string, SimpleEvent<Kline[]>>();
|
||||||
|
|
||||||
private readonly klineStores = new Map<string, AsterKline[]>();
|
private readonly klineStores = new Map<string, Kline[]>();
|
||||||
private readonly klineRefreshTimers = new Map<string, ReturnType<typeof setInterval>>();
|
private readonly klineRefreshTimers = new Map<string, ReturnType<typeof setInterval>>();
|
||||||
private readonly klineInitialFetches = new Map<string, Promise<void>>();
|
private readonly klineInitialFetches = new Map<string, Promise<void>>();
|
||||||
private initialized = false;
|
private initialized = false;
|
||||||
@@ -1381,21 +1381,21 @@ export class AsterGateway {
|
|||||||
return this.initializing;
|
return this.initializing;
|
||||||
}
|
}
|
||||||
|
|
||||||
onAccount(listener: (snapshot: AsterAccountSnapshot) => void): void {
|
onAccount(listener: (snapshot: AccountSnapshot) => void): void {
|
||||||
this.accountEvent.add(listener);
|
this.accountEvent.add(listener);
|
||||||
if (this.accountSnapshot) listener(this.accountSnapshot);
|
if (this.accountSnapshot) listener(this.accountSnapshot);
|
||||||
}
|
}
|
||||||
|
|
||||||
onOrders(listener: (orders: AsterOrder[]) => void): void {
|
onOrders(listener: (orders: Order[]) => void): void {
|
||||||
this.ordersEvent.add(listener);
|
this.ordersEvent.add(listener);
|
||||||
listener(Array.from(this.openOrders.values()));
|
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();
|
const upper = symbol.toUpperCase();
|
||||||
let event = this.depthEvents.get(upper);
|
let event = this.depthEvents.get(upper);
|
||||||
if (!event) {
|
if (!event) {
|
||||||
event = new SimpleEvent<AsterDepth>();
|
event = new SimpleEvent<Depth>();
|
||||||
this.depthEvents.set(upper, event);
|
this.depthEvents.set(upper, event);
|
||||||
this.publicStreams.subscribeDepth(upper, (depth) => {
|
this.publicStreams.subscribeDepth(upper, (depth) => {
|
||||||
event?.emit(depth);
|
event?.emit(depth);
|
||||||
@@ -1404,11 +1404,11 @@ export class AsterGateway {
|
|||||||
event.add(listener);
|
event.add(listener);
|
||||||
}
|
}
|
||||||
|
|
||||||
onTicker(symbol: string, listener: (ticker: AsterTicker) => void): void {
|
onTicker(symbol: string, listener: (ticker: Ticker) => void): void {
|
||||||
const upper = symbol.toUpperCase();
|
const upper = symbol.toUpperCase();
|
||||||
let event = this.tickerEvents.get(upper);
|
let event = this.tickerEvents.get(upper);
|
||||||
if (!event) {
|
if (!event) {
|
||||||
event = new SimpleEvent<AsterTicker>();
|
event = new SimpleEvent<Ticker>();
|
||||||
this.tickerEvents.set(upper, event);
|
this.tickerEvents.set(upper, event);
|
||||||
this.publicStreams.subscribeTicker(upper, (ticker) => {
|
this.publicStreams.subscribeTicker(upper, (ticker) => {
|
||||||
event?.emit(ticker);
|
event?.emit(ticker);
|
||||||
@@ -1417,12 +1417,12 @@ export class AsterGateway {
|
|||||||
event.add(listener);
|
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 upper = symbol.toUpperCase();
|
||||||
const key = `${upper}:${interval}`;
|
const key = `${upper}:${interval}`;
|
||||||
let event = this.klineEvents.get(key);
|
let event = this.klineEvents.get(key);
|
||||||
if (!event) {
|
if (!event) {
|
||||||
event = new SimpleEvent<AsterKline[]>();
|
event = new SimpleEvent<Kline[]>();
|
||||||
this.klineEvents.set(key, event);
|
this.klineEvents.set(key, event);
|
||||||
this.publicStreams.subscribeKline(symbol, interval, (kline) => {
|
this.publicStreams.subscribeKline(symbol, interval, (kline) => {
|
||||||
const storeKey = `${upper}:${interval}`;
|
const storeKey = `${upper}:${interval}`;
|
||||||
@@ -1509,7 +1509,7 @@ export class AsterGateway {
|
|||||||
console.error("[AsterGateway] 刷新持仓失败", positionError);
|
console.error("[AsterGateway] 刷新持仓失败", positionError);
|
||||||
}
|
}
|
||||||
const normalizedPositions = clonePositions(positions);
|
const normalizedPositions = clonePositions(positions);
|
||||||
const snapshot: AsterAccountSnapshot = {
|
const snapshot: AccountSnapshot = {
|
||||||
...account,
|
...account,
|
||||||
positions: normalizedPositions,
|
positions: normalizedPositions,
|
||||||
totalUnrealizedProfit: sumUnrealizedProfit(normalizedPositions),
|
totalUnrealizedProfit: sumUnrealizedProfit(normalizedPositions),
|
||||||
@@ -1547,7 +1547,7 @@ export class AsterGateway {
|
|||||||
if (!Array.isArray(positions)) return;
|
if (!Array.isArray(positions)) return;
|
||||||
const normalizedPositions = clonePositions(positions);
|
const normalizedPositions = clonePositions(positions);
|
||||||
if (!this.accountSnapshot) {
|
if (!this.accountSnapshot) {
|
||||||
const snapshot: AsterAccountSnapshot = {
|
const snapshot: AccountSnapshot = {
|
||||||
canTrade: true,
|
canTrade: true,
|
||||||
canDeposit: true,
|
canDeposit: true,
|
||||||
canWithdraw: true,
|
canWithdraw: true,
|
||||||
@@ -1561,7 +1561,7 @@ export class AsterGateway {
|
|||||||
this.accountEvent.emit(snapshot);
|
this.accountEvent.emit(snapshot);
|
||||||
return;
|
return;
|
||||||
}
|
}
|
||||||
const nextSnapshot: AsterAccountSnapshot = {
|
const nextSnapshot: AccountSnapshot = {
|
||||||
...this.accountSnapshot,
|
...this.accountSnapshot,
|
||||||
positions: normalizedPositions,
|
positions: normalizedPositions,
|
||||||
totalUnrealizedProfit: sumUnrealizedProfit(normalizedPositions),
|
totalUnrealizedProfit: sumUnrealizedProfit(normalizedPositions),
|
||||||
@@ -1576,15 +1576,15 @@ export class AsterGateway {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
getAccountSnapshot(): AsterAccountSnapshot | null {
|
getAccountSnapshot(): AccountSnapshot | null {
|
||||||
return this.accountSnapshot;
|
return this.accountSnapshot;
|
||||||
}
|
}
|
||||||
|
|
||||||
getOpenOrdersSnapshot(): AsterOrder[] {
|
getOpenOrdersSnapshot(): Order[] {
|
||||||
return Array.from(this.openOrders.values());
|
return Array.from(this.openOrders.values());
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
const normalized = await this.normalizeOrderParams(params);
|
const normalized = await this.normalizeOrderParams(params);
|
||||||
const order = await this.rest.createOrder(normalized);
|
const order = await this.rest.createOrder(normalized);
|
||||||
mergeOrderSnapshot(this.openOrders, order);
|
mergeOrderSnapshot(this.openOrders, order);
|
||||||
|
|||||||
@@ -1,4 +1,4 @@
|
|||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import type { Order, CreateOrderParams } from "../types";
|
||||||
import type {
|
import type {
|
||||||
BaseOrderIntent,
|
BaseOrderIntent,
|
||||||
ClosePositionIntent,
|
ClosePositionIntent,
|
||||||
@@ -25,7 +25,7 @@ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent):
|
|||||||
return params;
|
return params;
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
|
export async function createLimitOrder(intent: LimitOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -40,7 +40,7 @@ export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterO
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
|
export async function createMarketOrder(intent: MarketOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -53,7 +53,7 @@ export async function createMarketOrder(intent: MarketOrderIntent): Promise<Aste
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
|
export async function createStopOrder(intent: StopOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -69,7 +69,7 @@ export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrd
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createTrailingStopOrder(intent: TrailingStopOrderIntent): Promise<AsterOrder> {
|
export async function createTrailingStopOrder(intent: TrailingStopOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -85,7 +85,7 @@ export async function createTrailingStopOrder(intent: TrailingStopOrderIntent):
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
|
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
|
|||||||
@@ -6,7 +6,7 @@ import type {
|
|||||||
OrderListener,
|
OrderListener,
|
||||||
TickerListener,
|
TickerListener,
|
||||||
} from "../adapter";
|
} from "../adapter";
|
||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import type { Order, CreateOrderParams } from "../types";
|
||||||
import { extractMessage } from "../../utils/errors";
|
import { extractMessage } from "../../utils/errors";
|
||||||
import { BackpackGateway, type BackpackGatewayOptions } from "./gateway";
|
import { BackpackGateway, type BackpackGatewayOptions } from "./gateway";
|
||||||
|
|
||||||
@@ -85,7 +85,7 @@ export class BackpackExchangeAdapter implements ExchangeAdapter {
|
|||||||
this.gateway.watchKlines(interval, this.safeInvoke("watchKlines", cb));
|
this.gateway.watchKlines(interval, this.safeInvoke("watchKlines", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
await this.ensureInitialized("createOrder");
|
await this.ensureInitialized("createOrder");
|
||||||
return this.gateway.createOrder(params);
|
return this.gateway.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -8,12 +8,12 @@ import NodeWebSocket from "ws";
|
|||||||
import { sign, utils as edUtils, hashes as edHashes } from "@noble/ed25519";
|
import { sign, utils as edUtils, hashes as edHashes } from "@noble/ed25519";
|
||||||
import { sha512 } from "@noble/hashes/sha512";
|
import { sha512 } from "@noble/hashes/sha512";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterAccountPosition,
|
AccountPosition,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
AsterKline,
|
Kline,
|
||||||
CreateOrderParams,
|
CreateOrderParams,
|
||||||
OrderType,
|
OrderType,
|
||||||
} from "../types";
|
} from "../types";
|
||||||
@@ -92,8 +92,8 @@ export class BackpackGateway {
|
|||||||
private tickerPollTimer: ReturnType<typeof setInterval> | null = null;
|
private tickerPollTimer: ReturnType<typeof setInterval> | null = null;
|
||||||
private readonly klinePollTimers = new Map<string, ReturnType<typeof setInterval>>();
|
private readonly klinePollTimers = new Map<string, ReturnType<typeof setInterval>>();
|
||||||
|
|
||||||
private readonly localOrders = new Map<string, AsterOrder>();
|
private readonly localOrders = new Map<string, Order>();
|
||||||
private lastBalanceSnapshot: AsterAccountSnapshot | null = null;
|
private lastBalanceSnapshot: AccountSnapshot | null = null;
|
||||||
private marketId = "";
|
private marketId = "";
|
||||||
|
|
||||||
private ws: WebSocket | null = null;
|
private ws: WebSocket | null = null;
|
||||||
@@ -244,7 +244,7 @@ export class BackpackGateway {
|
|||||||
this.exchange.fetchOpenOrders(this.marketSymbol),
|
this.exchange.fetchOpenOrders(this.marketSymbol),
|
||||||
this.exchange.fetchOrders(this.marketSymbol, undefined, 200, {}),
|
this.exchange.fetchOrders(this.marketSymbol, undefined, 200, {}),
|
||||||
]);
|
]);
|
||||||
const active = new Map<string, AsterOrder>();
|
const active = new Map<string, Order>();
|
||||||
for (const entry of [...openOrders, ...allOrders]) {
|
for (const entry of [...openOrders, ...allOrders]) {
|
||||||
const status = this.normalizeStatus(entry.status ?? (entry.info?.status as string));
|
const status = this.normalizeStatus(entry.status ?? (entry.info?.status as string));
|
||||||
if (this.isTerminalStatus(status)) continue;
|
if (this.isTerminalStatus(status)) continue;
|
||||||
@@ -315,7 +315,7 @@ export class BackpackGateway {
|
|||||||
|
|
||||||
// ---- Order actions -----------------------------------------------------
|
// ---- Order actions -----------------------------------------------------
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
await this.ensureInitialized();
|
await this.ensureInitialized();
|
||||||
const symbol = this.marketSymbol;
|
const symbol = this.marketSymbol;
|
||||||
const normalizedType = this.normalizeOrderType(params.type);
|
const normalizedType = this.normalizeOrderType(params.type);
|
||||||
@@ -399,11 +399,11 @@ export class BackpackGateway {
|
|||||||
|
|
||||||
// ---- Mapping helpers ---------------------------------------------------
|
// ---- Mapping helpers ---------------------------------------------------
|
||||||
|
|
||||||
private mapBalanceToAccountSnapshot(balance: Balances): AsterAccountSnapshot {
|
private mapBalanceToAccountSnapshot(balance: Balances): AccountSnapshot {
|
||||||
return this.mapBalanceToAccountSnapshotWithPositions(balance, []);
|
return this.mapBalanceToAccountSnapshotWithPositions(balance, []);
|
||||||
}
|
}
|
||||||
|
|
||||||
private async fetchAccountSnapshot(): Promise<AsterAccountSnapshot> {
|
private async fetchAccountSnapshot(): Promise<AccountSnapshot> {
|
||||||
await this.ensureInitialized();
|
await this.ensureInitialized();
|
||||||
const [balance, positions] = await Promise.all([
|
const [balance, positions] = await Promise.all([
|
||||||
this.exchange.fetchBalance(),
|
this.exchange.fetchBalance(),
|
||||||
@@ -417,7 +417,7 @@ export class BackpackGateway {
|
|||||||
return this.mapBalanceToAccountSnapshotWithPositions(balance, positions ?? []);
|
return this.mapBalanceToAccountSnapshotWithPositions(balance, positions ?? []);
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapBalanceToAccountSnapshotWithPositions(balance: Balances, rawPositions: any[]): AsterAccountSnapshot {
|
private mapBalanceToAccountSnapshotWithPositions(balance: Balances, rawPositions: any[]): AccountSnapshot {
|
||||||
const now = Date.now();
|
const now = Date.now();
|
||||||
const assets = this.normalizeAssets(balance, now);
|
const assets = this.normalizeAssets(balance, now);
|
||||||
const positions = this.normalizePositions(rawPositions, 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 totalUnrealized = this.sumStrings(positions.map((position) => position.unrealizedProfit ?? "0"));
|
||||||
const availableBalance = this.sumStrings(assets.map((asset) => asset.availableBalance));
|
const availableBalance = this.sumStrings(assets.map((asset) => asset.availableBalance));
|
||||||
|
|
||||||
const snapshot: AsterAccountSnapshot = {
|
const snapshot: AccountSnapshot = {
|
||||||
canTrade: true,
|
canTrade: true,
|
||||||
canDeposit: true,
|
canDeposit: true,
|
||||||
canWithdraw: true,
|
canWithdraw: true,
|
||||||
@@ -447,9 +447,9 @@ export class BackpackGateway {
|
|||||||
return snapshot;
|
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 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)) {
|
for (const [currency, value] of Object.entries(balance)) {
|
||||||
if (metaKeys.has(currency)) continue;
|
if (metaKeys.has(currency)) continue;
|
||||||
if (!value || typeof value !== "object") continue;
|
if (!value || typeof value !== "object") continue;
|
||||||
@@ -460,9 +460,9 @@ export class BackpackGateway {
|
|||||||
return assets;
|
return assets;
|
||||||
}
|
}
|
||||||
|
|
||||||
private normalizePositions(rawPositions: any[], now: number): AsterAccountSnapshot["positions"] {
|
private normalizePositions(rawPositions: any[], now: number): AccountSnapshot["positions"] {
|
||||||
if (!Array.isArray(rawPositions)) return [];
|
if (!Array.isArray(rawPositions)) return [];
|
||||||
const positions: AsterAccountSnapshot["positions"] = [];
|
const positions: AccountSnapshot["positions"] = [];
|
||||||
for (const raw of rawPositions) {
|
for (const raw of rawPositions) {
|
||||||
const info = raw?.info ?? raw ?? {};
|
const info = raw?.info ?? raw ?? {};
|
||||||
const quantity = this.toNumber(raw?.contracts ?? info.netExposureQuantity ?? info.netQuantity);
|
const quantity = this.toNumber(raw?.contracts ?? info.netExposureQuantity ?? info.netQuantity);
|
||||||
@@ -493,7 +493,7 @@ export class BackpackGateway {
|
|||||||
return positions;
|
return positions;
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapOrderBookToDepth(orderbook: CcxtOrderBook): AsterDepth {
|
private mapOrderBookToDepth(orderbook: CcxtOrderBook): Depth {
|
||||||
return {
|
return {
|
||||||
lastUpdateId: orderbook.nonce || Date.now(),
|
lastUpdateId: orderbook.nonce || Date.now(),
|
||||||
bids: (orderbook.bids ?? [])
|
bids: (orderbook.bids ?? [])
|
||||||
@@ -506,7 +506,7 @@ export class BackpackGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapTickerToAsterTicker(ticker: CcxtTicker): AsterTicker {
|
private mapTickerToAsterTicker(ticker: CcxtTicker): Ticker {
|
||||||
return {
|
return {
|
||||||
symbol: ticker.symbol,
|
symbol: ticker.symbol,
|
||||||
lastPrice: ticker.last?.toString() ?? "0",
|
lastPrice: ticker.last?.toString() ?? "0",
|
||||||
@@ -522,7 +522,7 @@ export class BackpackGateway {
|
|||||||
private mapOHLCVToKline(
|
private mapOHLCVToKline(
|
||||||
candle: [number, number, number, number, number, number],
|
candle: [number, number, number, number, number, number],
|
||||||
interval: string
|
interval: string
|
||||||
): AsterKline {
|
): Kline {
|
||||||
const [openTime, open, high, low, close, volume] = candle;
|
const [openTime, open, high, low, close, volume] = candle;
|
||||||
return {
|
return {
|
||||||
openTime,
|
openTime,
|
||||||
@@ -536,7 +536,7 @@ export class BackpackGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapRestOrder(order: CcxtOrder): AsterOrder {
|
private mapRestOrder(order: CcxtOrder): Order {
|
||||||
const info = (order.info ?? {}) as Record<string, unknown>;
|
const info = (order.info ?? {}) as Record<string, unknown>;
|
||||||
const side = (order.side ?? "buy").toUpperCase() as "BUY" | "SELL";
|
const side = (order.side ?? "buy").toUpperCase() as "BUY" | "SELL";
|
||||||
let type = this.normalizeOrderType(order.type ?? (info.o as string)) as OrderType;
|
let type = this.normalizeOrderType(order.type ?? (info.o as string)) as OrderType;
|
||||||
@@ -579,7 +579,7 @@ export class BackpackGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapWsOrder(data: Record<string, unknown>): AsterOrder {
|
private mapWsOrder(data: Record<string, unknown>): Order {
|
||||||
const sideRaw = String(data.S ?? "").toUpperCase();
|
const sideRaw = String(data.S ?? "").toUpperCase();
|
||||||
const side: "BUY" | "SELL" = sideRaw === "BID" ? "BUY" : "SELL";
|
const side: "BUY" | "SELL" = sideRaw === "BID" ? "BUY" : "SELL";
|
||||||
const triggerPresent = data.P != null || data.B != null;
|
const triggerPresent = data.P != null || data.B != null;
|
||||||
@@ -626,7 +626,7 @@ export class BackpackGateway {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapWsPosition(data: Record<string, unknown>): AsterAccountPosition | null {
|
private mapWsPosition(data: Record<string, unknown>): AccountPosition | null {
|
||||||
const quantityRaw = data.q ?? data.Q;
|
const quantityRaw = data.q ?? data.Q;
|
||||||
const qty = Number(this.toStringAmount(quantityRaw));
|
const qty = Number(this.toStringAmount(quantityRaw));
|
||||||
if (!Number.isFinite(qty)) return null;
|
if (!Number.isFinite(qty)) return null;
|
||||||
@@ -651,8 +651,8 @@ export class BackpackGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private mergeWsPosition(position: AsterAccountPosition): void {
|
private mergeWsPosition(position: AccountPosition): void {
|
||||||
const snapshot: AsterAccountSnapshot = this.lastBalanceSnapshot
|
const snapshot: AccountSnapshot = this.lastBalanceSnapshot
|
||||||
? {
|
? {
|
||||||
...this.lastBalanceSnapshot,
|
...this.lastBalanceSnapshot,
|
||||||
positions: this.lastBalanceSnapshot.positions ? [...this.lastBalanceSnapshot.positions] : [],
|
positions: this.lastBalanceSnapshot.positions ? [...this.lastBalanceSnapshot.positions] : [],
|
||||||
@@ -692,7 +692,7 @@ export class BackpackGateway {
|
|||||||
this.emitAccount(snapshot);
|
this.emitAccount(snapshot);
|
||||||
}
|
}
|
||||||
|
|
||||||
private emitAccount(snapshot: AsterAccountSnapshot): void {
|
private emitAccount(snapshot: AccountSnapshot): void {
|
||||||
for (const listener of this.accountListeners) {
|
for (const listener of this.accountListeners) {
|
||||||
try {
|
try {
|
||||||
listener(snapshot);
|
listener(snapshot);
|
||||||
|
|||||||
@@ -1,4 +1,4 @@
|
|||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import type { Order, CreateOrderParams } from "../types";
|
||||||
import type {
|
import type {
|
||||||
BaseOrderIntent,
|
BaseOrderIntent,
|
||||||
ClosePositionIntent,
|
ClosePositionIntent,
|
||||||
@@ -22,7 +22,7 @@ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent):
|
|||||||
return params;
|
return params;
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
|
export async function createLimitOrder(intent: LimitOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -37,7 +37,7 @@ export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterO
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
|
export async function createMarketOrder(intent: MarketOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -50,7 +50,7 @@ export async function createMarketOrder(intent: MarketOrderIntent): Promise<Aste
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
|
export async function createStopOrder(intent: StopOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -65,11 +65,11 @@ export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrd
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<AsterOrder> {
|
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<Order> {
|
||||||
throw new Error("Backpack exchange does not support trailing stop orders");
|
throw new Error("Backpack exchange does not support trailing stop orders");
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
|
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
|
|||||||
@@ -9,7 +9,7 @@ import type {
|
|||||||
OrderListener,
|
OrderListener,
|
||||||
TickerListener,
|
TickerListener,
|
||||||
} from "../adapter";
|
} from "../adapter";
|
||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import type { Order, CreateOrderParams } from "../types";
|
||||||
import { extractMessage } from "../../utils/errors";
|
import { extractMessage } from "../../utils/errors";
|
||||||
import { BinanceGateway, type BinanceGatewayOptions } from "./gateway";
|
import { BinanceGateway, type BinanceGatewayOptions } from "./gateway";
|
||||||
|
|
||||||
@@ -121,7 +121,7 @@ export class BinanceExchangeAdapter implements ExchangeAdapter {
|
|||||||
.catch((error) => this.handleInitError("watchFundingRate", error));
|
.catch((error) => this.handleInitError("watchFundingRate", error));
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
await this.ensureInitialized("createOrder");
|
await this.ensureInitialized("createOrder");
|
||||||
return this.gateway.createOrder(params);
|
return this.gateway.createOrder(params);
|
||||||
}
|
}
|
||||||
@@ -146,7 +146,7 @@ export class BinanceExchangeAdapter implements ExchangeAdapter {
|
|||||||
return this.gateway.getPrecision(this.symbol);
|
return this.gateway.getPrecision(this.symbol);
|
||||||
}
|
}
|
||||||
|
|
||||||
async queryOpenOrders(): Promise<AsterOrder[]> {
|
async queryOpenOrders(): Promise<Order[]> {
|
||||||
await this.ensureInitialized("queryOpenOrders");
|
await this.ensureInitialized("queryOpenOrders");
|
||||||
return this.gateway.queryOpenOrders();
|
return this.gateway.queryOpenOrders();
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -6,13 +6,13 @@ import axios from "axios";
|
|||||||
import { createHash } from "crypto";
|
import { createHash } from "crypto";
|
||||||
import NodeWebSocket from "ws";
|
import NodeWebSocket from "ws";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountAsset,
|
AccountAsset,
|
||||||
AsterAccountPosition,
|
AccountPosition,
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
CreateOrderParams,
|
CreateOrderParams,
|
||||||
OrderType,
|
OrderType,
|
||||||
PositionSide,
|
PositionSide,
|
||||||
@@ -225,9 +225,9 @@ export class BinanceGateway {
|
|||||||
|
|
||||||
private readonly accountListeners = new Set<AccountListener>();
|
private readonly accountListeners = new Set<AccountListener>();
|
||||||
private readonly orderListeners = new Set<OrderListener>();
|
private readonly orderListeners = new Set<OrderListener>();
|
||||||
private readonly depthSubs = new Map<string, PublicSubscription<AsterDepth>>();
|
private readonly depthSubs = new Map<string, PublicSubscription<Depth>>();
|
||||||
private readonly tickerSubs = new Map<string, PublicSubscription<AsterTicker>>();
|
private readonly tickerSubs = new Map<string, PublicSubscription<Ticker>>();
|
||||||
private readonly klineSubs = new Map<string, PublicSubscription<AsterKline[]>>();
|
private readonly klineSubs = new Map<string, PublicSubscription<Kline[]>>();
|
||||||
private readonly fundingSubs = new Map<string, PublicSubscription<{ symbol: string; fundingRate: number; updateTime: number }>>();
|
private readonly fundingSubs = new Map<string, PublicSubscription<{ symbol: string; fundingRate: number; updateTime: number }>>();
|
||||||
|
|
||||||
private accountPollTimer: ReturnType<typeof setInterval> | null = null;
|
private accountPollTimer: ReturnType<typeof setInterval> | null = null;
|
||||||
@@ -254,15 +254,15 @@ export class BinanceGateway {
|
|||||||
},
|
},
|
||||||
};
|
};
|
||||||
|
|
||||||
private readonly localOrders = new Map<string, AsterOrder>();
|
private readonly localOrders = new Map<string, Order>();
|
||||||
|
|
||||||
private readonly spotBalances = new Map<string, { free: number; locked: number }>();
|
private readonly spotBalances = new Map<string, { free: number; locked: number }>();
|
||||||
private readonly perpBalances = new Map<string, { wallet: number; available: number }>();
|
private readonly perpBalances = new Map<string, { wallet: number; available: number }>();
|
||||||
private readonly perpPositions = new Map<string, AsterAccountPosition>();
|
private readonly perpPositions = new Map<string, AccountPosition>();
|
||||||
private readonly lastMarkPriceBySymbol = new Map<string, number>();
|
private readonly lastMarkPriceBySymbol = new Map<string, number>();
|
||||||
|
|
||||||
private lastSpotSnapshot: AsterAccountSnapshot | null = null;
|
private lastSpotSnapshot: AccountSnapshot | null = null;
|
||||||
private lastPerpSnapshot: AsterAccountSnapshot | null = null;
|
private lastPerpSnapshot: AccountSnapshot | null = null;
|
||||||
|
|
||||||
constructor(options: BinanceGatewayOptions) {
|
constructor(options: BinanceGatewayOptions) {
|
||||||
this.apiKey = options.apiKey;
|
this.apiKey = options.apiKey;
|
||||||
@@ -465,7 +465,7 @@ export class BinanceGateway {
|
|||||||
});
|
});
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
await this.ensureInitialized(params.symbol);
|
await this.ensureInitialized(params.symbol);
|
||||||
const market = this.resolveMarket(params.symbol);
|
const market = this.resolveMarket(params.symbol);
|
||||||
const exchange = this.getExchange(market.kind);
|
const exchange = this.getExchange(market.kind);
|
||||||
@@ -601,10 +601,10 @@ export class BinanceGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
async queryOpenOrders(): Promise<AsterOrder[]> {
|
async queryOpenOrders(): Promise<Order[]> {
|
||||||
await this.ensureInitialized(this.defaultSymbol);
|
await this.ensureInitialized(this.defaultSymbol);
|
||||||
const kinds = this.getPrivateKinds();
|
const kinds = this.getPrivateKinds();
|
||||||
const result: AsterOrder[] = [];
|
const result: Order[] = [];
|
||||||
for (const kind of kinds) {
|
for (const kind of kinds) {
|
||||||
const exchange = this.getExchange(kind);
|
const exchange = this.getExchange(kind);
|
||||||
const openOrders = (await exchange.fetchOpenOrders()) as CcxtOrder[];
|
const openOrders = (await exchange.fetchOpenOrders()) as CcxtOrder[];
|
||||||
@@ -619,7 +619,7 @@ export class BinanceGateway {
|
|||||||
return result;
|
return result;
|
||||||
}
|
}
|
||||||
|
|
||||||
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
|
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
|
||||||
await this.ensureInitialized(this.defaultSymbol);
|
await this.ensureInitialized(this.defaultSymbol);
|
||||||
const kinds = this.getPrivateKinds();
|
const kinds = this.getPrivateKinds();
|
||||||
for (const kind of kinds) {
|
for (const kind of kinds) {
|
||||||
@@ -910,7 +910,7 @@ export class BinanceGateway {
|
|||||||
this.lastPerpSnapshot = this.buildPerpSnapshot();
|
this.lastPerpSnapshot = this.buildPerpSnapshot();
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapSpotExecutionReport(payload: any): AsterOrder | null {
|
private mapSpotExecutionReport(payload: any): Order | null {
|
||||||
const order = payload;
|
const order = payload;
|
||||||
const symbolRaw = String(order?.s ?? "").toUpperCase();
|
const symbolRaw = String(order?.s ?? "").toUpperCase();
|
||||||
if (!symbolRaw) return null;
|
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;
|
const order = payload?.o;
|
||||||
if (!order) return null;
|
if (!order) return null;
|
||||||
const symbolRaw = String(order?.s ?? "").toUpperCase();
|
const symbolRaw = String(order?.s ?? "").toUpperCase();
|
||||||
@@ -1111,7 +1111,7 @@ export class BinanceGateway {
|
|||||||
(ws as any).onerror = (event: any) => onError(event?.error ?? event);
|
(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 data = payload as any;
|
||||||
const bids = Array.isArray(data?.b) ? data.b : [];
|
const bids = Array.isArray(data?.b) ? data.b : [];
|
||||||
const asks = Array.isArray(data?.a) ? data.a : [];
|
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 data = payload as any;
|
||||||
const lastPrice = String(data?.c ?? "");
|
const lastPrice = String(data?.c ?? "");
|
||||||
if (!lastPrice) return null;
|
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 data = payload as any;
|
||||||
const kline = data?.k;
|
const kline = data?.k;
|
||||||
if (!kline) return null;
|
if (!kline) return null;
|
||||||
@@ -1288,7 +1288,7 @@ export class BinanceGateway {
|
|||||||
}
|
}
|
||||||
|
|
||||||
private async attachPerpPositions(): Promise<void> {
|
private async attachPerpPositions(): Promise<void> {
|
||||||
const next = new Map<string, AsterAccountPosition>();
|
const next = new Map<string, AccountPosition>();
|
||||||
try {
|
try {
|
||||||
const raw = (await this.perpExchange.fetchPositions()) as any[];
|
const raw = (await this.perpExchange.fetchPositions()) as any[];
|
||||||
for (const row of raw ?? []) {
|
for (const row of raw ?? []) {
|
||||||
@@ -1325,7 +1325,7 @@ export class BinanceGateway {
|
|||||||
private async fetchAndUpdateOrders(kind: MarketKind): Promise<void> {
|
private async fetchAndUpdateOrders(kind: MarketKind): Promise<void> {
|
||||||
const exchange = this.getExchange(kind);
|
const exchange = this.getExchange(kind);
|
||||||
const openOrders = (await exchange.fetchOpenOrders()) as CcxtOrder[];
|
const openOrders = (await exchange.fetchOpenOrders()) as CcxtOrder[];
|
||||||
const remote = new Map<string, AsterOrder>();
|
const remote = new Map<string, Order>();
|
||||||
for (const order of openOrders) {
|
for (const order of openOrders) {
|
||||||
const market = this.resolveMarketByCcxtSymbol(kind, String(order?.symbol ?? ""));
|
const market = this.resolveMarketByCcxtSymbol(kind, String(order?.symbol ?? ""));
|
||||||
const mapped = this.mapCcxtOrder(order, kind, market?.id ?? 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 id = String(order.orderId);
|
||||||
const symbol = this.resolveDisplaySymbol(kind, marketId);
|
const symbol = this.resolveDisplaySymbol(kind, marketId);
|
||||||
const normalized = { ...order, symbol };
|
const normalized = { ...order, symbol };
|
||||||
@@ -1402,7 +1402,7 @@ export class BinanceGateway {
|
|||||||
if (changed) this.emitOrders();
|
if (changed) this.emitOrders();
|
||||||
}
|
}
|
||||||
|
|
||||||
private isOrderActive(order: AsterOrder): boolean {
|
private isOrderActive(order: Order): boolean {
|
||||||
const status = String(order.status ?? "").toUpperCase();
|
const status = String(order.status ?? "").toUpperCase();
|
||||||
if (!status) return true;
|
if (!status) return true;
|
||||||
if (status === "FILLED" || status === "CANCELED" || status === "CANCELLED" || status === "REJECTED" || status === "EXPIRED") {
|
if (status === "FILLED" || status === "CANCELED" || status === "CANCELLED" || status === "REJECTED" || status === "EXPIRED") {
|
||||||
@@ -1412,7 +1412,7 @@ export class BinanceGateway {
|
|||||||
return true;
|
return true;
|
||||||
}
|
}
|
||||||
|
|
||||||
private buildCombinedAccountSnapshot(): AsterAccountSnapshot | null {
|
private buildCombinedAccountSnapshot(): AccountSnapshot | null {
|
||||||
const kinds = this.getPrivateKinds();
|
const kinds = this.getPrivateKinds();
|
||||||
if (kinds.length === 0) return null;
|
if (kinds.length === 0) return null;
|
||||||
if (kinds.length === 1) {
|
if (kinds.length === 1) {
|
||||||
@@ -1421,7 +1421,7 @@ export class BinanceGateway {
|
|||||||
|
|
||||||
const spot = this.buildSpotSnapshot();
|
const spot = this.buildSpotSnapshot();
|
||||||
const perp = this.buildPerpSnapshot();
|
const perp = this.buildPerpSnapshot();
|
||||||
const perpAssetsTagged: AsterAccountAsset[] = perp.assets.map((asset) => ({
|
const perpAssetsTagged: AccountAsset[] = perp.assets.map((asset) => ({
|
||||||
...asset,
|
...asset,
|
||||||
asset: `${asset.asset}0`,
|
asset: `${asset.asset}0`,
|
||||||
}));
|
}));
|
||||||
@@ -1441,8 +1441,8 @@ export class BinanceGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private buildSpotSnapshot(): AsterAccountSnapshot {
|
private buildSpotSnapshot(): AccountSnapshot {
|
||||||
const assets: AsterAccountAsset[] = [];
|
const assets: AccountAsset[] = [];
|
||||||
let totalWallet = 0;
|
let totalWallet = 0;
|
||||||
const now = Date.now();
|
const now = Date.now();
|
||||||
for (const [asset, balance] of this.spotBalances.entries()) {
|
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 now = Date.now();
|
||||||
const assets: AsterAccountAsset[] = [];
|
const assets: AccountAsset[] = [];
|
||||||
let totalWallet = 0;
|
let totalWallet = 0;
|
||||||
for (const [asset, balance] of this.perpBalances.entries()) {
|
for (const [asset, balance] of this.perpBalances.entries()) {
|
||||||
totalWallet += balance.wallet;
|
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 symbol = this.resolveDisplaySymbol(kind, marketId);
|
||||||
const side = String(order.side ?? "buy").toUpperCase() === "SELL" ? "SELL" : "BUY";
|
const side = String(order.side ?? "buy").toUpperCase() === "SELL" ? "SELL" : "BUY";
|
||||||
return {
|
return {
|
||||||
|
|||||||
@@ -1,4 +1,4 @@
|
|||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import type { Order, CreateOrderParams } from "../types";
|
||||||
import type {
|
import type {
|
||||||
BaseOrderIntent,
|
BaseOrderIntent,
|
||||||
ClosePositionIntent,
|
ClosePositionIntent,
|
||||||
@@ -25,7 +25,7 @@ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent):
|
|||||||
return params;
|
return params;
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
|
export async function createLimitOrder(intent: LimitOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -40,7 +40,7 @@ export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterO
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
|
export async function createMarketOrder(intent: MarketOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -53,7 +53,7 @@ export async function createMarketOrder(intent: MarketOrderIntent): Promise<Aste
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
|
export async function createStopOrder(intent: StopOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -69,7 +69,7 @@ export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrd
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createTrailingStopOrder(intent: TrailingStopOrderIntent): Promise<AsterOrder> {
|
export async function createTrailingStopOrder(intent: TrailingStopOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -85,7 +85,7 @@ export async function createTrailingStopOrder(intent: TrailingStopOrderIntent):
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
|
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
|
|||||||
@@ -11,8 +11,8 @@ import type {
|
|||||||
TickerListener,
|
TickerListener,
|
||||||
} from "./adapter";
|
} from "./adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterOrder,
|
Order,
|
||||||
CreateOrderParams,
|
CreateOrderParams,
|
||||||
} from "./types";
|
} from "./types";
|
||||||
|
|
||||||
@@ -66,7 +66,7 @@ export class DryRunExchangeAdapter implements ExchangeAdapter {
|
|||||||
this.inner.watchFundingRate(symbol, cb);
|
this.inner.watchFundingRate(symbol, cb);
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
this.record("createOrder", params);
|
this.record("createOrder", params);
|
||||||
return createSyntheticOrder(params, ++this.syntheticCounter);
|
return createSyntheticOrder(params, ++this.syntheticCounter);
|
||||||
}
|
}
|
||||||
@@ -104,12 +104,12 @@ export class DryRunExchangeAdapter implements ExchangeAdapter {
|
|||||||
this.inner.offRestHealthEvent?.(listener);
|
this.inner.offRestHealthEvent?.(listener);
|
||||||
}
|
}
|
||||||
|
|
||||||
async queryOpenOrders(): Promise<AsterOrder[]> {
|
async queryOpenOrders(): Promise<Order[]> {
|
||||||
if (!this.inner.queryOpenOrders) return [];
|
if (!this.inner.queryOpenOrders) return [];
|
||||||
return this.inner.queryOpenOrders();
|
return this.inner.queryOpenOrders();
|
||||||
}
|
}
|
||||||
|
|
||||||
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
|
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
|
||||||
if (!this.inner.queryAccountSnapshot) return null;
|
if (!this.inner.queryAccountSnapshot) return null;
|
||||||
return this.inner.queryAccountSnapshot();
|
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 now = Date.now();
|
||||||
const orderId = `dry-run-${now}-${counter}`;
|
const orderId = `dry-run-${now}-${counter}`;
|
||||||
return {
|
return {
|
||||||
|
|||||||
@@ -9,7 +9,7 @@ import type {
|
|||||||
OrderListener,
|
OrderListener,
|
||||||
TickerListener,
|
TickerListener,
|
||||||
} from "../adapter";
|
} from "../adapter";
|
||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import type { Order, CreateOrderParams } from "../types";
|
||||||
import { extractMessage } from "../../utils/errors";
|
import { extractMessage } from "../../utils/errors";
|
||||||
import {
|
import {
|
||||||
GrvtGateway,
|
GrvtGateway,
|
||||||
@@ -123,7 +123,7 @@ export class GrvtExchangeAdapter implements ExchangeAdapter {
|
|||||||
this.gateway.onKlines(this.safeInvoke("watchKlines", cb));
|
this.gateway.onKlines(this.safeInvoke("watchKlines", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
await this.ensureInitialized("createOrder");
|
await this.ensureInitialized("createOrder");
|
||||||
return this.gateway.createOrder(params);
|
return this.gateway.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -23,12 +23,12 @@ import type {
|
|||||||
IOrder,
|
IOrder,
|
||||||
} from "@grvt/client/interfaces";
|
} from "@grvt/client/interfaces";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterAccountPosition,
|
AccountPosition,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
CreateOrderParams,
|
CreateOrderParams,
|
||||||
OrderSide,
|
OrderSide,
|
||||||
GrvtSignedOrder,
|
GrvtSignedOrder,
|
||||||
@@ -172,7 +172,7 @@ interface HostsConfig {
|
|||||||
|
|
||||||
interface KlineCache {
|
interface KlineCache {
|
||||||
interval: string;
|
interval: string;
|
||||||
values: AsterKline[];
|
values: Kline[];
|
||||||
}
|
}
|
||||||
|
|
||||||
interface InstrumentInfo {
|
interface InstrumentInfo {
|
||||||
@@ -215,12 +215,12 @@ export class GrvtGateway {
|
|||||||
private instrumentInfo: InstrumentInfo | null = null;
|
private instrumentInfo: InstrumentInfo | null = null;
|
||||||
private sessionPromise: Promise<void> | null = null;
|
private sessionPromise: Promise<void> | null = null;
|
||||||
|
|
||||||
private accountSnapshot: AsterAccountSnapshot | null = null;
|
private accountSnapshot: AccountSnapshot | null = null;
|
||||||
private openOrders: AsterOrder[] = [];
|
private openOrders: Order[] = [];
|
||||||
private positions: AsterAccountPosition[] = [];
|
private positions: AccountPosition[] = [];
|
||||||
private lastPositionsUpdateAt: number = 0;
|
private lastPositionsUpdateAt: number = 0;
|
||||||
private depthSnapshot: AsterDepth | null = null;
|
private depthSnapshot: Depth | null = null;
|
||||||
private tickerSnapshot: AsterTicker | null = null;
|
private tickerSnapshot: Ticker | null = null;
|
||||||
private klineCache: KlineCache | null = null;
|
private klineCache: KlineCache | null = null;
|
||||||
|
|
||||||
// WebSocket state
|
// WebSocket state
|
||||||
@@ -228,11 +228,11 @@ export class GrvtGateway {
|
|||||||
private wsConnected = false;
|
private wsConnected = false;
|
||||||
private positionsRefreshTimer: ReturnType<typeof setTimeout> | null = null;
|
private positionsRefreshTimer: ReturnType<typeof setTimeout> | null = null;
|
||||||
|
|
||||||
private accountListeners = new Set<(snapshot: AsterAccountSnapshot) => void>();
|
private accountListeners = new Set<(snapshot: AccountSnapshot) => void>();
|
||||||
private ordersListeners = new Set<(orders: AsterOrder[]) => void>();
|
private ordersListeners = new Set<(orders: Order[]) => void>();
|
||||||
private depthListeners = new Set<(depth: AsterDepth) => void>();
|
private depthListeners = new Set<(depth: Depth) => void>();
|
||||||
private tickerListeners = new Set<(ticker: AsterTicker) => void>();
|
private tickerListeners = new Set<(ticker: Ticker) => void>();
|
||||||
private klineListeners = new Set<(klines: AsterKline[]) => void>();
|
private klineListeners = new Set<(klines: Kline[]) => void>();
|
||||||
|
|
||||||
private accountTimer: ReturnType<typeof setInterval> | null = null;
|
private accountTimer: ReturnType<typeof setInterval> | null = null;
|
||||||
private ordersTimer: ReturnType<typeof setInterval> | null = null;
|
private ordersTimer: ReturnType<typeof setInterval> | null = null;
|
||||||
@@ -316,7 +316,7 @@ export class GrvtGateway {
|
|||||||
this.initialized = true;
|
this.initialized = true;
|
||||||
}
|
}
|
||||||
|
|
||||||
onAccount(listener: (snapshot: AsterAccountSnapshot) => void): () => void {
|
onAccount(listener: (snapshot: AccountSnapshot) => void): () => void {
|
||||||
this.accountListeners.add(listener);
|
this.accountListeners.add(listener);
|
||||||
if (this.accountSnapshot) listener(cloneAccount(this.accountSnapshot));
|
if (this.accountSnapshot) listener(cloneAccount(this.accountSnapshot));
|
||||||
return () => {
|
return () => {
|
||||||
@@ -324,7 +324,7 @@ export class GrvtGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
onOrders(listener: (orders: AsterOrder[]) => void): () => void {
|
onOrders(listener: (orders: Order[]) => void): () => void {
|
||||||
this.ordersListeners.add(listener);
|
this.ordersListeners.add(listener);
|
||||||
if (this.openOrders.length) listener(cloneOrders(this.openOrders));
|
if (this.openOrders.length) listener(cloneOrders(this.openOrders));
|
||||||
return () => {
|
return () => {
|
||||||
@@ -332,7 +332,7 @@ export class GrvtGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
onDepth(listener: (depth: AsterDepth) => void): () => void {
|
onDepth(listener: (depth: Depth) => void): () => void {
|
||||||
this.depthListeners.add(listener);
|
this.depthListeners.add(listener);
|
||||||
if (this.depthSnapshot) listener(cloneDepth(this.depthSnapshot));
|
if (this.depthSnapshot) listener(cloneDepth(this.depthSnapshot));
|
||||||
return () => {
|
return () => {
|
||||||
@@ -340,7 +340,7 @@ export class GrvtGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
onTicker(listener: (ticker: AsterTicker) => void): () => void {
|
onTicker(listener: (ticker: Ticker) => void): () => void {
|
||||||
this.tickerListeners.add(listener);
|
this.tickerListeners.add(listener);
|
||||||
if (this.tickerSnapshot) listener(cloneTicker(this.tickerSnapshot));
|
if (this.tickerSnapshot) listener(cloneTicker(this.tickerSnapshot));
|
||||||
return () => {
|
return () => {
|
||||||
@@ -348,7 +348,7 @@ export class GrvtGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
onKlines(listener: (klines: AsterKline[]) => void): () => void {
|
onKlines(listener: (klines: Kline[]) => void): () => void {
|
||||||
this.klineListeners.add(listener);
|
this.klineListeners.add(listener);
|
||||||
if (this.klineCache) listener(cloneKlines(this.klineCache.values));
|
if (this.klineCache) listener(cloneKlines(this.klineCache.values));
|
||||||
return () => {
|
return () => {
|
||||||
@@ -356,19 +356,19 @@ export class GrvtGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
getAccountSnapshot(): AsterAccountSnapshot | null {
|
getAccountSnapshot(): AccountSnapshot | null {
|
||||||
return this.accountSnapshot ? cloneAccount(this.accountSnapshot) : null;
|
return this.accountSnapshot ? cloneAccount(this.accountSnapshot) : null;
|
||||||
}
|
}
|
||||||
|
|
||||||
getOpenOrders(): AsterOrder[] {
|
getOpenOrders(): Order[] {
|
||||||
return cloneOrders(this.openOrders);
|
return cloneOrders(this.openOrders);
|
||||||
}
|
}
|
||||||
|
|
||||||
getPositions(): AsterAccountPosition[] {
|
getPositions(): AccountPosition[] {
|
||||||
return this.positions.map((position) => ({ ...position }));
|
return this.positions.map((position) => ({ ...position }));
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
if (params.type === "TRAILING_STOP_MARKET") {
|
if (params.type === "TRAILING_STOP_MARKET") {
|
||||||
throw new Error(TRAILING_NOT_SUPPORTED_ERROR);
|
throw new Error(TRAILING_NOT_SUPPORTED_ERROR);
|
||||||
}
|
}
|
||||||
@@ -660,7 +660,7 @@ export class GrvtGateway {
|
|||||||
this.emitKlines(klines);
|
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));
|
const index = this.openOrders.findIndex((item) => String(item.orderId) === String(order.orderId));
|
||||||
if (index >= 0) {
|
if (index >= 0) {
|
||||||
this.openOrders[index] = order;
|
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);
|
const cloned = cloneAccount(snapshot);
|
||||||
this.accountListeners.forEach((listener) => {
|
this.accountListeners.forEach((listener) => {
|
||||||
try {
|
try {
|
||||||
@@ -689,7 +689,7 @@ export class GrvtGateway {
|
|||||||
});
|
});
|
||||||
}
|
}
|
||||||
|
|
||||||
private emitOrders(orders: AsterOrder[]): void {
|
private emitOrders(orders: Order[]): void {
|
||||||
const cloned = cloneOrders(orders);
|
const cloned = cloneOrders(orders);
|
||||||
this.ordersListeners.forEach((listener) => {
|
this.ordersListeners.forEach((listener) => {
|
||||||
try {
|
try {
|
||||||
@@ -700,7 +700,7 @@ export class GrvtGateway {
|
|||||||
});
|
});
|
||||||
}
|
}
|
||||||
|
|
||||||
private emitDepth(depth: AsterDepth): void {
|
private emitDepth(depth: Depth): void {
|
||||||
const cloned = cloneDepth(depth);
|
const cloned = cloneDepth(depth);
|
||||||
this.depthListeners.forEach((listener) => {
|
this.depthListeners.forEach((listener) => {
|
||||||
try {
|
try {
|
||||||
@@ -711,7 +711,7 @@ export class GrvtGateway {
|
|||||||
});
|
});
|
||||||
}
|
}
|
||||||
|
|
||||||
private emitTicker(ticker: AsterTicker): void {
|
private emitTicker(ticker: Ticker): void {
|
||||||
const cloned = cloneTicker(ticker);
|
const cloned = cloneTicker(ticker);
|
||||||
this.tickerListeners.forEach((listener) => {
|
this.tickerListeners.forEach((listener) => {
|
||||||
try {
|
try {
|
||||||
@@ -722,7 +722,7 @@ export class GrvtGateway {
|
|||||||
});
|
});
|
||||||
}
|
}
|
||||||
|
|
||||||
private emitKlines(klines: AsterKline[]): void {
|
private emitKlines(klines: Kline[]): void {
|
||||||
const cloned = cloneKlines(klines);
|
const cloned = cloneKlines(klines);
|
||||||
this.klineListeners.forEach((listener) => {
|
this.klineListeners.forEach((listener) => {
|
||||||
try {
|
try {
|
||||||
@@ -974,15 +974,15 @@ function normalizeHex(value: string): string {
|
|||||||
return `0x${trimmed.toLowerCase()}`;
|
return `0x${trimmed.toLowerCase()}`;
|
||||||
}
|
}
|
||||||
|
|
||||||
function cloneAccount(snapshot: AsterAccountSnapshot): AsterAccountSnapshot {
|
function cloneAccount(snapshot: AccountSnapshot): AccountSnapshot {
|
||||||
return JSON.parse(JSON.stringify(snapshot));
|
return JSON.parse(JSON.stringify(snapshot));
|
||||||
}
|
}
|
||||||
|
|
||||||
function cloneOrders(orders: AsterOrder[]): AsterOrder[] {
|
function cloneOrders(orders: Order[]): Order[] {
|
||||||
return orders.map((order) => ({ ...order }));
|
return orders.map((order) => ({ ...order }));
|
||||||
}
|
}
|
||||||
|
|
||||||
function cloneDepth(depth: AsterDepth): AsterDepth {
|
function cloneDepth(depth: Depth): Depth {
|
||||||
return {
|
return {
|
||||||
...depth,
|
...depth,
|
||||||
bids: depth.bids.map((level) => [...level] as [string, string]),
|
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 };
|
return { ...ticker };
|
||||||
}
|
}
|
||||||
|
|
||||||
function cloneKlines(klines: AsterKline[]): AsterKline[] {
|
function cloneKlines(klines: Kline[]): Kline[] {
|
||||||
return klines.map((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);
|
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);
|
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();
|
if (!positions.length) return Date.now();
|
||||||
return positions.reduce((max, p) => Math.max(max, Number(p.updateTime) || 0), 0);
|
return positions.reduce((max, p) => Math.max(max, Number(p.updateTime) || 0), 0);
|
||||||
}
|
}
|
||||||
@@ -1036,7 +1036,7 @@ function mapAccountSnapshot(
|
|||||||
response: IApiSubAccountSummaryResponse,
|
response: IApiSubAccountSummaryResponse,
|
||||||
symbol: string,
|
symbol: string,
|
||||||
instrument: string
|
instrument: string
|
||||||
): AsterAccountSnapshot {
|
): AccountSnapshot {
|
||||||
const result = response.result;
|
const result = response.result;
|
||||||
if (!result) {
|
if (!result) {
|
||||||
return emptyAccount(symbol);
|
return emptyAccount(symbol);
|
||||||
@@ -1068,7 +1068,7 @@ function mapPositions(
|
|||||||
response: IApiPositionsResponse,
|
response: IApiPositionsResponse,
|
||||||
symbol: string,
|
symbol: string,
|
||||||
instrument: string
|
instrument: string
|
||||||
): AsterAccountPosition[] {
|
): AccountPosition[] {
|
||||||
return (response.result ?? [])
|
return (response.result ?? [])
|
||||||
.filter((entry) => !entry.instrument || entry.instrument === instrument)
|
.filter((entry) => !entry.instrument || entry.instrument === instrument)
|
||||||
.map((entry) => ({
|
.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));
|
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 leg = order.legs?.[0];
|
||||||
const state = order.state;
|
const state = order.state;
|
||||||
const metadata = order.metadata;
|
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;
|
const result = response.result;
|
||||||
if (!result) return null;
|
if (!result) return null;
|
||||||
const toLevel = (entries: Array<{ price?: string; size?: string }> | undefined) =>
|
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;
|
const result = response.result;
|
||||||
if (!result) return null;
|
if (!result) return null;
|
||||||
const buyVolume = Number(result.buy_volume_24h_b ?? 0);
|
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) => ({
|
return (response.result ?? []).reverse().map((entry) => ({
|
||||||
openTime: nsToMs(entry.open_time ?? Date.now() * ONE_SECOND_IN_NANOSECONDS),
|
openTime: nsToMs(entry.open_time ?? Date.now() * ONE_SECOND_IN_NANOSECONDS),
|
||||||
closeTime: nsToMs(entry.close_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;
|
const order = response.result ?? (response as unknown as { order?: IOrder }).order;
|
||||||
if (!order) {
|
if (!order) {
|
||||||
return {
|
return {
|
||||||
@@ -1551,7 +1551,7 @@ function padPrivateKey(value: string): string {
|
|||||||
return hex;
|
return hex;
|
||||||
}
|
}
|
||||||
|
|
||||||
function emptyAccount(symbol: string): AsterAccountSnapshot {
|
function emptyAccount(symbol: string): AccountSnapshot {
|
||||||
return {
|
return {
|
||||||
canTrade: true,
|
canTrade: true,
|
||||||
canDeposit: true,
|
canDeposit: true,
|
||||||
@@ -1568,5 +1568,5 @@ function emptyAccount(symbol: string): AsterAccountSnapshot {
|
|||||||
updateTime: Date.now(),
|
updateTime: Date.now(),
|
||||||
},
|
},
|
||||||
],
|
],
|
||||||
} as AsterAccountSnapshot;
|
} as AccountSnapshot;
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,4 +1,4 @@
|
|||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import type { Order, CreateOrderParams } from "../types";
|
||||||
import type {
|
import type {
|
||||||
BaseOrderIntent,
|
BaseOrderIntent,
|
||||||
ClosePositionIntent,
|
ClosePositionIntent,
|
||||||
@@ -25,7 +25,7 @@ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent):
|
|||||||
return params;
|
return params;
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
|
export async function createLimitOrder(intent: LimitOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -40,7 +40,7 @@ export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterO
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
|
export async function createMarketOrder(intent: MarketOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -53,7 +53,7 @@ export async function createMarketOrder(intent: MarketOrderIntent): Promise<Aste
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
|
export async function createStopOrder(intent: StopOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -71,11 +71,11 @@ export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrd
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<AsterOrder> {
|
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<Order> {
|
||||||
throw new Error("GRVT exchange does not support trailing stop orders");
|
throw new Error("GRVT exchange does not support trailing stop orders");
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
|
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
|
|||||||
@@ -7,7 +7,7 @@ import type {
|
|||||||
OrderListener,
|
OrderListener,
|
||||||
TickerListener,
|
TickerListener,
|
||||||
} from "../adapter";
|
} from "../adapter";
|
||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import type { Order, CreateOrderParams } from "../types";
|
||||||
import { extractMessage } from "../../utils/errors";
|
import { extractMessage } from "../../utils/errors";
|
||||||
import { LighterGateway, type LighterGatewayOptions } from "./gateway";
|
import { LighterGateway, type LighterGatewayOptions } from "./gateway";
|
||||||
|
|
||||||
@@ -102,7 +102,7 @@ export class LighterExchangeAdapter implements ExchangeAdapter {
|
|||||||
this.gateway.watchKlines(interval, handler);
|
this.gateway.watchKlines(interval, handler);
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
await this.ensureInitialized("createOrder");
|
await this.ensureInitialized("createOrder");
|
||||||
return this.gateway.createOrder(params);
|
return this.gateway.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -8,12 +8,12 @@ import type {
|
|||||||
TickerListener,
|
TickerListener,
|
||||||
} from "../adapter";
|
} from "../adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountAsset,
|
AccountAsset,
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
CreateOrderParams,
|
CreateOrderParams,
|
||||||
} from "../types";
|
} from "../types";
|
||||||
import type { OrderSide, OrderType } from "../types";
|
import type { OrderSide, OrderType } from "../types";
|
||||||
@@ -189,12 +189,12 @@ export class LighterGateway {
|
|||||||
private accountPollInFlight = false;
|
private accountPollInFlight = false;
|
||||||
private ordersResyncTimer: ReturnType<typeof setInterval> | null = null;
|
private ordersResyncTimer: ReturnType<typeof setInterval> | null = null;
|
||||||
private ordersResyncInFlight = false;
|
private ordersResyncInFlight = false;
|
||||||
private readonly klineCache = new Map<string, AsterKline[]>();
|
private readonly klineCache = new Map<string, Kline[]>();
|
||||||
private readonly accountEvent = createEvent<AsterAccountSnapshot>();
|
private readonly accountEvent = createEvent<AccountSnapshot>();
|
||||||
private readonly ordersEvent = createEvent<AsterOrder[]>();
|
private readonly ordersEvent = createEvent<Order[]>();
|
||||||
private readonly depthEvent = createEvent<AsterDepth>();
|
private readonly depthEvent = createEvent<Depth>();
|
||||||
private readonly tickerEvent = createEvent<AsterTicker>();
|
private readonly tickerEvent = createEvent<Ticker>();
|
||||||
private readonly klinesEvent = createEvent<AsterKline[]>();
|
private readonly klinesEvent = createEvent<Kline[]>();
|
||||||
private readonly auth = { token: null as string | null, expiresAt: 0 };
|
private readonly auth = { token: null as string | null, expiresAt: 0 };
|
||||||
private readonly l1Address: string | null;
|
private readonly l1Address: string | null;
|
||||||
private loggedCreateOrderPayload = false;
|
private loggedCreateOrderPayload = false;
|
||||||
@@ -359,8 +359,8 @@ export class LighterGateway {
|
|||||||
this.klinesEvent.add(handler);
|
this.klinesEvent.add(handler);
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
const run = async (): Promise<AsterOrder> => {
|
const run = async (): Promise<Order> => {
|
||||||
await this.ensureInitialized();
|
await this.ensureInitialized();
|
||||||
const conversion = this.mapCreateOrderParams(params);
|
const conversion = this.mapCreateOrderParams(params);
|
||||||
const { baseAmountScaledString, priceScaledString, triggerPriceScaledString, ...signParams } = conversion;
|
const { baseAmountScaledString, priceScaledString, triggerPriceScaledString, ...signParams } = conversion;
|
||||||
@@ -1710,7 +1710,7 @@ export class LighterGateway {
|
|||||||
const bestAsk = getBestPrice(this.orderBook.asks, "ask");
|
const bestAsk = getBestPrice(this.orderBook.asks, "ask");
|
||||||
if (bestBid == null && bestAsk == null) return;
|
if (bestBid == null && bestAsk == null) return;
|
||||||
const last = bestBid != null && bestAsk != null ? (bestBid + bestAsk) / 2 : (bestBid ?? bestAsk ?? 0);
|
const last = bestBid != null && bestAsk != null ? (bestBid + bestAsk) / 2 : (bestBid ?? bestAsk ?? 0);
|
||||||
const ticker: AsterTicker = {
|
const ticker: Ticker = {
|
||||||
symbol: this.displaySymbol,
|
symbol: this.displaySymbol,
|
||||||
eventType: "lighterSyntheticTicker",
|
eventType: "lighterSyntheticTicker",
|
||||||
eventTime: Date.now(),
|
eventTime: Date.now(),
|
||||||
@@ -1736,10 +1736,10 @@ export class LighterGateway {
|
|||||||
this.tickerEvent.emit(ticker);
|
this.tickerEvent.emit(ticker);
|
||||||
}
|
}
|
||||||
|
|
||||||
private buildAccountAssets(): AsterAccountAsset[] {
|
private buildAccountAssets(): AccountAsset[] {
|
||||||
if (!this.assets.size) return [];
|
if (!this.assets.size) return [];
|
||||||
const now = Date.now();
|
const now = Date.now();
|
||||||
const list: AsterAccountAsset[] = [];
|
const list: AccountAsset[] = [];
|
||||||
for (const asset of this.assets.values()) {
|
for (const asset of this.assets.values()) {
|
||||||
const balanceNum = parseNumber(asset.balance);
|
const balanceNum = parseNumber(asset.balance);
|
||||||
const lockedNum = parseNumber(asset.locked_balance ?? 0);
|
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));
|
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 }));
|
return klines.map((kline) => ({ ...kline }));
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|||||||
@@ -1,12 +1,12 @@
|
|||||||
import type {
|
import type {
|
||||||
AsterAccountAsset,
|
AccountAsset,
|
||||||
AsterAccountPosition,
|
AccountPosition,
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterDepthLevel,
|
DepthLevel,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
OrderSide,
|
OrderSide,
|
||||||
OrderType,
|
OrderType,
|
||||||
} from "../types";
|
} from "../types";
|
||||||
@@ -23,8 +23,8 @@ import { coerceBooleanFlag, normalizeBooleanFlag } from "./flags";
|
|||||||
import { normalizeOrderIdentity } from "./order-identity";
|
import { normalizeOrderIdentity } from "./order-identity";
|
||||||
import { normalizeOrderStatus } from "./status";
|
import { normalizeOrderStatus } from "./status";
|
||||||
|
|
||||||
export function toDepth(symbol: string, snapshot: LighterOrderBookSnapshot): AsterDepth {
|
export function toDepth(symbol: string, snapshot: LighterOrderBookSnapshot): Depth {
|
||||||
const toLevels = (levels: LighterOrderBookLevel[]): AsterDepthLevel[] =>
|
const toLevels = (levels: LighterOrderBookLevel[]): DepthLevel[] =>
|
||||||
levels.map((level) => [level.price, level.size]);
|
levels.map((level) => [level.price, level.size]);
|
||||||
return {
|
return {
|
||||||
symbol,
|
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 {
|
return {
|
||||||
symbol,
|
symbol,
|
||||||
eventType: "lighterTicker",
|
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,
|
priceChange: stats.daily_price_change != null ? String(stats.daily_price_change) : undefined,
|
||||||
markPrice: stats.mid_price ?? stats.mark_price ?? stats.index_price,
|
markPrice: stats.mid_price ?? stats.mark_price ?? stats.index_price,
|
||||||
weightedAvgPrice: undefined,
|
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) => ({
|
return klines.map((entry) => ({
|
||||||
symbol,
|
symbol,
|
||||||
eventType: "lighterKline",
|
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));
|
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 booleanIsAsk = normalizeBooleanFlag(order.is_ask);
|
||||||
const normalizedSide = order.side?.toLowerCase();
|
const normalizedSide = order.side?.toLowerCase();
|
||||||
const side: OrderSide =
|
const side: OrderSide =
|
||||||
@@ -162,7 +162,7 @@ export function toAccountSnapshot(
|
|||||||
symbol: string,
|
symbol: string,
|
||||||
details: LighterAccountDetails,
|
details: LighterAccountDetails,
|
||||||
positions: LighterPosition[] = [],
|
positions: LighterPosition[] = [],
|
||||||
assets: AsterAccountAsset[] = [],
|
assets: AccountAsset[] = [],
|
||||||
options?: {
|
options?: {
|
||||||
marketSymbol?: string | null;
|
marketSymbol?: string | null;
|
||||||
marketId?: number | null;
|
marketId?: number | null;
|
||||||
@@ -172,7 +172,7 @@ export function toAccountSnapshot(
|
|||||||
baseAssetId?: number | null;
|
baseAssetId?: number | null;
|
||||||
quoteAssetId?: number | null;
|
quoteAssetId?: number | null;
|
||||||
}
|
}
|
||||||
): AsterAccountSnapshot {
|
): AccountSnapshot {
|
||||||
const targetSymbol = options?.marketSymbol ?? null;
|
const targetSymbol = options?.marketSymbol ?? null;
|
||||||
const targetMarketId =
|
const targetMarketId =
|
||||||
options?.marketId != null && Number.isFinite(Number(options.marketId))
|
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 [
|
return [
|
||||||
{
|
{
|
||||||
asset: quoteAsset || "USDC",
|
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);
|
const sum = assets.reduce((acc, asset) => acc + Number(asset.walletBalance ?? 0), 0);
|
||||||
if (Number.isFinite(sum) && sum > 0) {
|
if (Number.isFinite(sum) && sum > 0) {
|
||||||
return sum.toString();
|
return sum.toString();
|
||||||
@@ -247,7 +247,7 @@ function computeTotalWalletBalance(assets: AsterAccountAsset[], details: Lighter
|
|||||||
return details.total_asset_value ?? details.collateral ?? "0";
|
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;
|
if (!target) return undefined;
|
||||||
const normalizedTarget = target.toUpperCase().split(/[-:/]/)[0];
|
const normalizedTarget = target.toUpperCase().split(/[-:/]/)[0];
|
||||||
return assets.find((asset) => asset.asset.toUpperCase().split(/[-:/]/)[0] === normalizedTarget);
|
return assets.find((asset) => asset.asset.toUpperCase().split(/[-:/]/)[0] === normalizedTarget);
|
||||||
@@ -261,7 +261,7 @@ function normalizeMarketType(value: string | null | undefined): "perp" | "spot"
|
|||||||
return undefined;
|
return undefined;
|
||||||
}
|
}
|
||||||
|
|
||||||
function lighterPositionToAster(symbol: string, position: LighterPosition): AsterAccountPosition {
|
function lighterPositionToAster(symbol: string, position: LighterPosition): AccountPosition {
|
||||||
const sign = position.sign ?? 0;
|
const sign = position.sign ?? 0;
|
||||||
const positionSide = sign > 0 ? "LONG" : sign < 0 ? "SHORT" : "BOTH";
|
const positionSide = sign > 0 ? "LONG" : sign < 0 ? "SHORT" : "BOTH";
|
||||||
const magnitude = Number(position.position ?? 0);
|
const magnitude = Number(position.position ?? 0);
|
||||||
|
|||||||
@@ -1,4 +1,4 @@
|
|||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import type { Order, CreateOrderParams } from "../types";
|
||||||
import type {
|
import type {
|
||||||
BaseOrderIntent,
|
BaseOrderIntent,
|
||||||
ClosePositionIntent,
|
ClosePositionIntent,
|
||||||
@@ -25,7 +25,7 @@ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent):
|
|||||||
return params;
|
return params;
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
|
export async function createLimitOrder(intent: LimitOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -40,7 +40,7 @@ export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterO
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
|
export async function createMarketOrder(intent: MarketOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -54,7 +54,7 @@ export async function createMarketOrder(intent: MarketOrderIntent): Promise<Aste
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
|
export async function createStopOrder(intent: StopOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -71,11 +71,11 @@ export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrd
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<AsterOrder> {
|
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<Order> {
|
||||||
throw new Error("Lighter exchange does not support trailing stop orders");
|
throw new Error("Lighter exchange does not support trailing stop orders");
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
|
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
|
|||||||
@@ -9,7 +9,7 @@ import type {
|
|||||||
OrderListener,
|
OrderListener,
|
||||||
TickerListener,
|
TickerListener,
|
||||||
} from "../adapter";
|
} from "../adapter";
|
||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import type { Order, CreateOrderParams } from "../types";
|
||||||
import { extractMessage } from "../../utils/errors";
|
import { extractMessage } from "../../utils/errors";
|
||||||
import { NadoGateway, type NadoGatewayOptions } from "./gateway";
|
import { NadoGateway, type NadoGatewayOptions } from "./gateway";
|
||||||
import type { ChainEnv } from "@nadohq/shared";
|
import type { ChainEnv } from "@nadohq/shared";
|
||||||
@@ -115,7 +115,7 @@ export class NadoExchangeAdapter implements ExchangeAdapter {
|
|||||||
this.gateway.onFundingRate(symbol, this.safeInvoke("watchFundingRate", cb));
|
this.gateway.onFundingRate(symbol, this.safeInvoke("watchFundingRate", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
await this.ensureInitialized("createOrder");
|
await this.ensureInitialized("createOrder");
|
||||||
return this.gateway.createOrder(params);
|
return this.gateway.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -23,13 +23,13 @@ import type {
|
|||||||
TickerListener,
|
TickerListener,
|
||||||
} from "../adapter";
|
} from "../adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountAsset,
|
AccountAsset,
|
||||||
AsterAccountPosition,
|
AccountPosition,
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
CreateOrderParams,
|
CreateOrderParams,
|
||||||
TimeInForce,
|
TimeInForce,
|
||||||
} from "../types";
|
} from "../types";
|
||||||
@@ -331,7 +331,7 @@ export class NadoGateway {
|
|||||||
private readonly openOrdersByDigest = new Map<string, LocalOrder>();
|
private readonly openOrdersByDigest = new Map<string, LocalOrder>();
|
||||||
private readonly triggerOrdersByDigest = new Map<string, TriggerOrder>();
|
private readonly triggerOrdersByDigest = new Map<string, TriggerOrder>();
|
||||||
|
|
||||||
private accountSnapshot: AsterAccountSnapshot | null = null;
|
private accountSnapshot: AccountSnapshot | null = null;
|
||||||
private lastAccountSyncAt = 0;
|
private lastAccountSyncAt = 0;
|
||||||
|
|
||||||
private gatewayWs: NodeWebSocket | null = null;
|
private gatewayWs: NodeWebSocket | null = null;
|
||||||
@@ -356,7 +356,7 @@ export class NadoGateway {
|
|||||||
private accountPollTimer: ReturnType<typeof setInterval> | null = null;
|
private accountPollTimer: ReturnType<typeof setInterval> | null = null;
|
||||||
private ordersPollTimer: ReturnType<typeof setInterval> | null = null;
|
private ordersPollTimer: ReturnType<typeof setInterval> | null = null;
|
||||||
private triggerOrdersPollTimer: ReturnType<typeof setInterval> | null = null;
|
private triggerOrdersPollTimer: ReturnType<typeof setInterval> | null = null;
|
||||||
private klinesState = new Map<string, { productId: number; periodSec: number; klines: AsterKline[] }>();
|
private klinesState = new Map<string, { productId: number; periodSec: number; klines: Kline[] }>();
|
||||||
|
|
||||||
private subscriptionRequestId = 1;
|
private subscriptionRequestId = 1;
|
||||||
private subscriptionAuthComplete = false;
|
private subscriptionAuthComplete = false;
|
||||||
@@ -567,7 +567,7 @@ export class NadoGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
await this.ensureInitialized(params.symbol);
|
await this.ensureInitialized(params.symbol);
|
||||||
const meta = this.getSymbolMetaOrThrow(params.symbol);
|
const meta = this.getSymbolMetaOrThrow(params.symbol);
|
||||||
if (params.type === "STOP_MARKET") {
|
if (params.type === "STOP_MARKET") {
|
||||||
@@ -1139,7 +1139,7 @@ export class NadoGateway {
|
|||||||
return Number.isFinite(asNumber) && asNumber > 0 ? Math.floor(asNumber) : 60;
|
return Number.isFinite(asNumber) && asNumber > 0 ? Math.floor(asNumber) : 60;
|
||||||
}
|
}
|
||||||
|
|
||||||
private async fetchCandlesticks(productId: number, periodSec: number, limit: number): Promise<AsterKline[]> {
|
private async fetchCandlesticks(productId: number, periodSec: number, limit: number): Promise<Kline[]> {
|
||||||
try {
|
try {
|
||||||
const result = await this.indexer.getCandlesticks({ productId, period: periodSec, limit });
|
const result = await this.indexer.getCandlesticks({ productId, period: periodSec, limit });
|
||||||
const reversed = Array.from(result).reverse();
|
const reversed = Array.from(result).reverse();
|
||||||
@@ -1262,8 +1262,8 @@ export class NadoGateway {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
private buildAsterOrdersSnapshot(): AsterOrder[] {
|
private buildAsterOrdersSnapshot(): Order[] {
|
||||||
const orders: AsterOrder[] = [];
|
const orders: Order[] = [];
|
||||||
for (const order of this.openOrdersByDigest.values()) {
|
for (const order of this.openOrdersByDigest.values()) {
|
||||||
const meta = this.symbolMetaByProductId.get(order.productId);
|
const meta = this.symbolMetaByProductId.get(order.productId);
|
||||||
if (!meta) continue;
|
if (!meta) continue;
|
||||||
@@ -1322,7 +1322,7 @@ export class NadoGateway {
|
|||||||
return orders;
|
return orders;
|
||||||
}
|
}
|
||||||
|
|
||||||
private buildDepthSnapshot(productId: number, symbol: string): AsterDepth | null {
|
private buildDepthSnapshot(productId: number, symbol: string): Depth | null {
|
||||||
const bbo = this.bestBidOfferByProductId.get(productId);
|
const bbo = this.bestBidOfferByProductId.get(productId);
|
||||||
if (!bbo) return null;
|
if (!bbo) return null;
|
||||||
const bids: [string, string][] = [[fromX18(bbo.bidX18).toFixed(), fromX18(bbo.bidQtyX18).toFixed()]];
|
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);
|
const bbo = this.bestBidOfferByProductId.get(productId);
|
||||||
if (!bbo) return null;
|
if (!bbo) return null;
|
||||||
const trade = this.lastTradePriceByProductId.get(productId);
|
const trade = this.lastTradePriceByProductId.get(productId);
|
||||||
@@ -1360,10 +1360,10 @@ export class NadoGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapSubaccountInfoToAsterSnapshot(data: NonNullable<NadoSubaccountInfoResponse["data"]>): AsterAccountSnapshot {
|
private mapSubaccountInfoToAsterSnapshot(data: NonNullable<NadoSubaccountInfoResponse["data"]>): AccountSnapshot {
|
||||||
const now = nowMs();
|
const now = nowMs();
|
||||||
const assets: AsterAccountAsset[] = [];
|
const assets: AccountAsset[] = [];
|
||||||
const positions: AsterAccountPosition[] = [];
|
const positions: AccountPosition[] = [];
|
||||||
|
|
||||||
const spotBalanceByProductId = new Map<number, string>();
|
const spotBalanceByProductId = new Map<number, string>();
|
||||||
for (const entry of data.spot_balances ?? []) {
|
for (const entry of data.spot_balances ?? []) {
|
||||||
@@ -1771,7 +1771,7 @@ export class NadoGateway {
|
|||||||
if (state.periodSec !== event.granularity) continue;
|
if (state.periodSec !== event.granularity) continue;
|
||||||
const openTime = event.timestamp * 1000;
|
const openTime = event.timestamp * 1000;
|
||||||
const closeTime = openTime + state.periodSec * 1000 - 1;
|
const closeTime = openTime + state.periodSec * 1000 - 1;
|
||||||
const next: AsterKline = {
|
const next: Kline = {
|
||||||
openTime,
|
openTime,
|
||||||
closeTime,
|
closeTime,
|
||||||
open: fromX18(event.open_x18).toFixed(),
|
open: fromX18(event.open_x18).toFixed(),
|
||||||
@@ -1795,7 +1795,7 @@ export class NadoGateway {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
private async createLimitOrder(meta: SymbolMeta, params: CreateOrderParams): Promise<AsterOrder> {
|
private async createLimitOrder(meta: SymbolMeta, params: CreateOrderParams): Promise<Order> {
|
||||||
if (!this.chainId) throw new Error("Nado not initialized (chainId missing)");
|
if (!this.chainId) throw new Error("Nado not initialized (chainId missing)");
|
||||||
const side = params.side;
|
const side = params.side;
|
||||||
const qty = params.quantity ?? 0;
|
const qty = params.quantity ?? 0;
|
||||||
@@ -1905,7 +1905,7 @@ export class NadoGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private async createMarketOrder(meta: SymbolMeta, params: CreateOrderParams): Promise<AsterOrder> {
|
private async createMarketOrder(meta: SymbolMeta, params: CreateOrderParams): Promise<Order> {
|
||||||
if (!this.chainId) throw new Error("Nado not initialized (chainId missing)");
|
if (!this.chainId) throw new Error("Nado not initialized (chainId missing)");
|
||||||
const side = params.side;
|
const side = params.side;
|
||||||
const qty = params.quantity ?? 0;
|
const qty = params.quantity ?? 0;
|
||||||
@@ -2017,7 +2017,7 @@ export class NadoGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private async createStopOrder(meta: SymbolMeta, params: CreateOrderParams): Promise<AsterOrder> {
|
private async createStopOrder(meta: SymbolMeta, params: CreateOrderParams): Promise<Order> {
|
||||||
if (!this.chainId || !this.endpointAddr) throw new Error("Nado not initialized (contracts missing)");
|
if (!this.chainId || !this.endpointAddr) throw new Error("Nado not initialized (contracts missing)");
|
||||||
const side = params.side;
|
const side = params.side;
|
||||||
const qty = params.quantity ?? 0;
|
const qty = params.quantity ?? 0;
|
||||||
|
|||||||
@@ -1,4 +1,4 @@
|
|||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import type { Order, CreateOrderParams } from "../types";
|
||||||
import type {
|
import type {
|
||||||
BaseOrderIntent,
|
BaseOrderIntent,
|
||||||
ClosePositionIntent,
|
ClosePositionIntent,
|
||||||
@@ -25,7 +25,7 @@ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent):
|
|||||||
return params;
|
return params;
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
|
export async function createLimitOrder(intent: LimitOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -40,7 +40,7 @@ export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterO
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
|
export async function createMarketOrder(intent: MarketOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -54,7 +54,7 @@ export async function createMarketOrder(intent: MarketOrderIntent): Promise<Aste
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
|
export async function createStopOrder(intent: StopOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -71,11 +71,11 @@ export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrd
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<AsterOrder> {
|
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<Order> {
|
||||||
throw new Error("Nado exchange does not support trailing stop orders");
|
throw new Error("Nado exchange does not support trailing stop orders");
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
|
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
|
|||||||
@@ -1,5 +1,5 @@
|
|||||||
import type { ExchangeAdapter } from "./adapter";
|
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 { SUPPORTED_EXCHANGE_IDS, type SupportedExchangeId } from "./create-adapter";
|
||||||
import type {
|
import type {
|
||||||
BaseOrderIntent,
|
BaseOrderIntent,
|
||||||
@@ -21,11 +21,11 @@ import * as binanceOrders from "./binance/order";
|
|||||||
type ExchangeKey = SupportedExchangeId;
|
type ExchangeKey = SupportedExchangeId;
|
||||||
|
|
||||||
interface ExchangeOrderHandlers {
|
interface ExchangeOrderHandlers {
|
||||||
limit(intent: LimitOrderIntent): Promise<AsterOrder>;
|
limit(intent: LimitOrderIntent): Promise<Order>;
|
||||||
market(intent: MarketOrderIntent): Promise<AsterOrder>;
|
market(intent: MarketOrderIntent): Promise<Order>;
|
||||||
stop(intent: StopOrderIntent): Promise<AsterOrder>;
|
stop(intent: StopOrderIntent): Promise<Order>;
|
||||||
trailingStop?: (intent: TrailingStopOrderIntent) => Promise<AsterOrder>;
|
trailingStop?: (intent: TrailingStopOrderIntent) => Promise<Order>;
|
||||||
close(intent: ClosePositionIntent): Promise<AsterOrder>;
|
close(intent: ClosePositionIntent): Promise<Order>;
|
||||||
}
|
}
|
||||||
|
|
||||||
const handlerMap: Record<ExchangeKey, ExchangeOrderHandlers> = {
|
const handlerMap: Record<ExchangeKey, ExchangeOrderHandlers> = {
|
||||||
@@ -117,19 +117,19 @@ function getHandlers(intent: BaseOrderIntent): ExchangeOrderHandlers {
|
|||||||
return handlers;
|
return handlers;
|
||||||
}
|
}
|
||||||
|
|
||||||
export function routeLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
|
export function routeLimitOrder(intent: LimitOrderIntent): Promise<Order> {
|
||||||
return getHandlers(intent).limit(intent);
|
return getHandlers(intent).limit(intent);
|
||||||
}
|
}
|
||||||
|
|
||||||
export function routeMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
|
export function routeMarketOrder(intent: MarketOrderIntent): Promise<Order> {
|
||||||
return getHandlers(intent).market(intent);
|
return getHandlers(intent).market(intent);
|
||||||
}
|
}
|
||||||
|
|
||||||
export function routeStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
|
export function routeStopOrder(intent: StopOrderIntent): Promise<Order> {
|
||||||
return getHandlers(intent).stop(intent);
|
return getHandlers(intent).stop(intent);
|
||||||
}
|
}
|
||||||
|
|
||||||
export function routeTrailingStopOrder(intent: TrailingStopOrderIntent): Promise<AsterOrder> {
|
export function routeTrailingStopOrder(intent: TrailingStopOrderIntent): Promise<Order> {
|
||||||
const handlers = getHandlers(intent);
|
const handlers = getHandlers(intent);
|
||||||
if (!handlers.trailingStop) {
|
if (!handlers.trailingStop) {
|
||||||
throw new Error("Trailing stop orders are not supported by the current exchange");
|
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);
|
return handlers.trailingStop(intent);
|
||||||
}
|
}
|
||||||
|
|
||||||
export function routeCloseOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
|
export function routeCloseOrder(intent: ClosePositionIntent): Promise<Order> {
|
||||||
return getHandlers(intent).close(intent);
|
return getHandlers(intent).close(intent);
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -7,7 +7,7 @@ import type {
|
|||||||
OrderListener,
|
OrderListener,
|
||||||
TickerListener,
|
TickerListener,
|
||||||
} from "../adapter";
|
} from "../adapter";
|
||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import type { Order, CreateOrderParams } from "../types";
|
||||||
import { extractMessage } from "../../utils/errors";
|
import { extractMessage } from "../../utils/errors";
|
||||||
import { ParadexGateway, type ParadexGatewayOptions } from "./gateway";
|
import { ParadexGateway, type ParadexGatewayOptions } from "./gateway";
|
||||||
|
|
||||||
@@ -85,7 +85,7 @@ export class ParadexExchangeAdapter implements ExchangeAdapter {
|
|||||||
this.gateway.watchKlines(interval, this.safeInvoke("watchKlines", cb));
|
this.gateway.watchKlines(interval, this.safeInvoke("watchKlines", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
await this.ensureInitialized("createOrder");
|
await this.ensureInitialized("createOrder");
|
||||||
return this.gateway.createOrder(params);
|
return this.gateway.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -7,12 +7,12 @@ import ccxt, {
|
|||||||
} from "ccxt";
|
} from "ccxt";
|
||||||
import { createRequire } from "module";
|
import { createRequire } from "module";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountAsset,
|
AccountAsset,
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
CreateOrderParams,
|
CreateOrderParams,
|
||||||
OrderType,
|
OrderType,
|
||||||
} from "../types";
|
} from "../types";
|
||||||
@@ -91,8 +91,8 @@ export class ParadexGateway {
|
|||||||
private depthListeners = new Set<DepthListener>();
|
private depthListeners = new Set<DepthListener>();
|
||||||
private tickerListeners = new Set<TickerListener>();
|
private tickerListeners = new Set<TickerListener>();
|
||||||
private klineListeners = new Map<string, Set<KlineListener>>();
|
private klineListeners = new Map<string, Set<KlineListener>>();
|
||||||
private readonly localOrders = new Map<string, AsterOrder>();
|
private readonly localOrders = new Map<string, Order>();
|
||||||
private lastBalanceSnapshot: AsterAccountSnapshot | null = null;
|
private lastBalanceSnapshot: AccountSnapshot | null = null;
|
||||||
|
|
||||||
private accountPollTimer: NodeJS.Timeout | null = null;
|
private accountPollTimer: NodeJS.Timeout | null = null;
|
||||||
private orderPollTimer: 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));
|
this.klinePollTimers.set(interval, setInterval(() => void poll(), this.pollIntervals.klines));
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
await this.ensureInitialized(params.symbol);
|
await this.ensureInitialized(params.symbol);
|
||||||
const symbol = this.marketSymbol;
|
const symbol = this.marketSymbol;
|
||||||
const type = this.mapOrderTypeToCcxt(params.type);
|
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 now = Date.now();
|
||||||
|
|
||||||
const rawPositions = (() => {
|
const rawPositions = (() => {
|
||||||
@@ -711,7 +711,7 @@ export class ParadexGateway {
|
|||||||
...Object.keys(total),
|
...Object.keys(total),
|
||||||
]);
|
]);
|
||||||
|
|
||||||
const assets: AsterAccountAsset[] = Array.from(assetKeys).map((asset) => ({
|
const assets: AccountAsset[] = Array.from(assetKeys).map((asset) => ({
|
||||||
asset,
|
asset,
|
||||||
walletBalance: String(total[asset] ?? 0),
|
walletBalance: String(total[asset] ?? 0),
|
||||||
availableBalance: String(free[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 now = Date.now();
|
||||||
const positions = this.normalizePositions(rawPositions, now);
|
const positions = this.normalizePositions(rawPositions, now);
|
||||||
this.logger("positions", JSON.stringify({ raw: rawPositions, mapped: positions }));
|
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
|
return rawPositions
|
||||||
.filter((pos) => pos)
|
.filter((pos) => pos)
|
||||||
.map((pos: any) => {
|
.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 side = (order.side ?? "buy").toUpperCase() as "BUY" | "SELL";
|
||||||
const mappedType = this.mapCcxtOrderTypeToAster(order.type);
|
const mappedType = this.mapCcxtOrderTypeToAster(order.type);
|
||||||
return {
|
return {
|
||||||
@@ -830,7 +830,7 @@ export class ParadexGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapOrderBookToDepth(orderbook: CcxtOrderBook): AsterDepth {
|
private mapOrderBookToDepth(orderbook: CcxtOrderBook): Depth {
|
||||||
return {
|
return {
|
||||||
lastUpdateId: orderbook.nonce || Date.now(),
|
lastUpdateId: orderbook.nonce || Date.now(),
|
||||||
bids: (orderbook.bids || [])
|
bids: (orderbook.bids || [])
|
||||||
@@ -843,7 +843,7 @@ export class ParadexGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapTickerToAsterTicker(ticker: CcxtTicker): AsterTicker {
|
private mapTickerToAsterTicker(ticker: CcxtTicker): Ticker {
|
||||||
return {
|
return {
|
||||||
symbol: ticker.symbol,
|
symbol: ticker.symbol,
|
||||||
lastPrice: ticker.last?.toString() || "0",
|
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 [timestampRaw, openRaw, highRaw, lowRaw, closeRaw, volumeRaw] = candle;
|
||||||
const timestamp = typeof timestampRaw === "number" && Number.isFinite(timestampRaw)
|
const timestamp = typeof timestampRaw === "number" && Number.isFinite(timestampRaw)
|
||||||
? timestampRaw
|
? timestampRaw
|
||||||
@@ -926,7 +926,7 @@ export class ParadexGateway {
|
|||||||
return base[interval] ?? 60 * 1000;
|
return base[interval] ?? 60 * 1000;
|
||||||
}
|
}
|
||||||
|
|
||||||
private upsertLocalOrder(order: AsterOrder): void {
|
private upsertLocalOrder(order: Order): void {
|
||||||
const key = String(order.orderId);
|
const key = String(order.orderId);
|
||||||
if (this.isOrderClosed(order)) {
|
if (this.isOrderClosed(order)) {
|
||||||
this.localOrders.delete(key);
|
this.localOrders.delete(key);
|
||||||
@@ -944,7 +944,7 @@ export class ParadexGateway {
|
|||||||
}
|
}
|
||||||
|
|
||||||
private updateOrdersFromRemote(open: CcxtOrder[], _closed: CcxtOrder[]): void {
|
private updateOrdersFromRemote(open: CcxtOrder[], _closed: CcxtOrder[]): void {
|
||||||
const nextOpen = new Map<string, AsterOrder>();
|
const nextOpen = new Map<string, Order>();
|
||||||
|
|
||||||
for (const order of open) {
|
for (const order of open) {
|
||||||
const mapped = this.mapOrderToAsterOrder(order);
|
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();
|
const status = (order.status ?? "").toUpperCase();
|
||||||
if (
|
if (
|
||||||
status.includes("CLOSE") ||
|
status.includes("CLOSE") ||
|
||||||
|
|||||||
@@ -1,4 +1,4 @@
|
|||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import type { Order, CreateOrderParams } from "../types";
|
||||||
import type {
|
import type {
|
||||||
BaseOrderIntent,
|
BaseOrderIntent,
|
||||||
ClosePositionIntent,
|
ClosePositionIntent,
|
||||||
@@ -25,7 +25,7 @@ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent):
|
|||||||
return params;
|
return params;
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
|
export async function createLimitOrder(intent: LimitOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -40,7 +40,7 @@ export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterO
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
|
export async function createMarketOrder(intent: MarketOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -54,7 +54,7 @@ export async function createMarketOrder(intent: MarketOrderIntent): Promise<Aste
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
|
export async function createStopOrder(intent: StopOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -72,11 +72,11 @@ export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrd
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<AsterOrder> {
|
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<Order> {
|
||||||
throw new Error("Paradex exchange does not support trailing stop orders");
|
throw new Error("Paradex exchange does not support trailing stop orders");
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
|
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
|
|||||||
@@ -10,7 +10,7 @@ import type {
|
|||||||
RestHealthListener,
|
RestHealthListener,
|
||||||
TickerListener,
|
TickerListener,
|
||||||
} from "../adapter";
|
} from "../adapter";
|
||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import type { Order, CreateOrderParams } from "../types";
|
||||||
import { extractMessage } from "../../utils/errors";
|
import { extractMessage } from "../../utils/errors";
|
||||||
import { StandxGateway, type StandxGatewayOptions, type ConnectionEventListener, type ConnectionEventType } from "./gateway";
|
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));
|
this.gateway.onFundingRate(symbol, this.safeInvoke("watchFundingRate", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
await this.ensureInitialized("createOrder");
|
await this.ensureInitialized("createOrder");
|
||||||
return this.gateway.createOrder(params);
|
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)
|
* 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
|
* 用于验证实际挂单情况,防止取消请求丢失
|
||||||
*/
|
*/
|
||||||
async queryOpenOrders(): Promise<AsterOrder[]> {
|
async queryOpenOrders(): Promise<Order[]> {
|
||||||
await this.ensureInitialized("queryOpenOrders");
|
await this.ensureInitialized("queryOpenOrders");
|
||||||
return this.gateway.queryOpenOrders(this.symbol);
|
return this.gateway.queryOpenOrders(this.symbol);
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -14,13 +14,13 @@ import type {
|
|||||||
TickerListener,
|
TickerListener,
|
||||||
} from "../adapter";
|
} from "../adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountAsset,
|
AccountAsset,
|
||||||
AsterAccountPosition,
|
AccountPosition,
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
CreateOrderParams,
|
CreateOrderParams,
|
||||||
OrderSide,
|
OrderSide,
|
||||||
OrderType,
|
OrderType,
|
||||||
@@ -77,7 +77,7 @@ type FundingState = {
|
|||||||
};
|
};
|
||||||
|
|
||||||
type VirtualStop = {
|
type VirtualStop = {
|
||||||
order: AsterOrder;
|
order: Order;
|
||||||
stopPrice: number;
|
stopPrice: number;
|
||||||
side: OrderSide;
|
side: OrderSide;
|
||||||
symbol: string;
|
symbol: string;
|
||||||
@@ -279,7 +279,7 @@ function resolutionFromInterval(interval: string): { resolution: string; seconds
|
|||||||
return { resolution: "1", seconds: 60 };
|
return { resolution: "1", seconds: 60 };
|
||||||
}
|
}
|
||||||
|
|
||||||
function mergeOrderSnapshot(map: Map<string, AsterOrder>, order: AsterOrder): void {
|
function mergeOrderSnapshot(map: Map<string, Order>, order: Order): void {
|
||||||
const key = String(order.orderId);
|
const key = String(order.orderId);
|
||||||
const existing = map.get(key);
|
const existing = map.get(key);
|
||||||
if (!existing) {
|
if (!existing) {
|
||||||
@@ -418,12 +418,12 @@ export class StandxGateway {
|
|||||||
private readonly fundingListeners = new Map<string, Set<FundingRateListener>>();
|
private readonly fundingListeners = new Map<string, Set<FundingRateListener>>();
|
||||||
private readonly connectionListeners = new Set<ConnectionEventListener>();
|
private readonly connectionListeners = new Set<ConnectionEventListener>();
|
||||||
|
|
||||||
private readonly openOrders = new Map<string, AsterOrder>();
|
private readonly openOrders = new Map<string, Order>();
|
||||||
private readonly positions = new Map<string, AsterAccountPosition>();
|
private readonly positions = new Map<string, AccountPosition>();
|
||||||
private readonly balances = new Map<string, AsterAccountAsset>();
|
private readonly balances = new Map<string, AccountAsset>();
|
||||||
private readonly virtualStops = new Map<string, VirtualStop>();
|
private readonly virtualStops = new Map<string, VirtualStop>();
|
||||||
|
|
||||||
private accountSnapshot: AsterAccountSnapshot | null = null;
|
private accountSnapshot: AccountSnapshot | null = null;
|
||||||
private readonly restHealthListeners = new Set<RestHealthListener>();
|
private readonly restHealthListeners = new Set<RestHealthListener>();
|
||||||
private restConsecutiveErrors = 0;
|
private restConsecutiveErrors = 0;
|
||||||
private restUnhealthy = false;
|
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)
|
* 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
|
* 用于在网络恢复后验证实际挂单情况
|
||||||
*/
|
*/
|
||||||
async queryOpenOrders(symbol: string): Promise<AsterOrder[]> {
|
async queryOpenOrders(symbol: string): Promise<Order[]> {
|
||||||
const normalized = normalizeSymbol(symbol);
|
const normalized = normalizeSymbol(symbol);
|
||||||
const ordersPayload = await this.requestJson<unknown>("/api/query_open_orders", {
|
const ordersPayload = await this.requestJson<unknown>("/api/query_open_orders", {
|
||||||
method: "GET",
|
method: "GET",
|
||||||
params: { symbol: normalized },
|
params: { symbol: normalized },
|
||||||
});
|
});
|
||||||
const orders = extractOrders(ordersPayload);
|
const orders = extractOrders(ordersPayload);
|
||||||
const result: AsterOrder[] = [];
|
const result: Order[] = [];
|
||||||
for (const raw of orders) {
|
for (const raw of orders) {
|
||||||
const order = this.mapOrder(raw);
|
const order = this.mapOrder(raw);
|
||||||
result.push(order);
|
result.push(order);
|
||||||
@@ -618,7 +618,7 @@ export class StandxGateway {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
const normalizedSymbol = normalizeSymbol(params.symbol);
|
const normalizedSymbol = normalizeSymbol(params.symbol);
|
||||||
if (params.type === "STOP_MARKET") {
|
if (params.type === "STOP_MARKET") {
|
||||||
return this.createVirtualStopOrder(normalizedSymbol, params);
|
return this.createVirtualStopOrder(normalizedSymbol, params);
|
||||||
@@ -785,7 +785,7 @@ export class StandxGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private async createVirtualStopOrder(symbol: string, params: CreateOrderParams): Promise<AsterOrder> {
|
private async createVirtualStopOrder(symbol: string, params: CreateOrderParams): Promise<Order> {
|
||||||
const stopPrice = Number(params.stopPrice);
|
const stopPrice = Number(params.stopPrice);
|
||||||
if (!Number.isFinite(stopPrice)) {
|
if (!Number.isFinite(stopPrice)) {
|
||||||
throw new Error("STOP_MARKET requires stopPrice for StandX");
|
throw new Error("STOP_MARKET requires stopPrice for StandX");
|
||||||
@@ -796,7 +796,7 @@ export class StandxGateway {
|
|||||||
}
|
}
|
||||||
const now = Date.now();
|
const now = Date.now();
|
||||||
const clientOrderId = crypto.randomUUID();
|
const clientOrderId = crypto.randomUUID();
|
||||||
const order: AsterOrder = {
|
const order: Order = {
|
||||||
orderId: clientOrderId,
|
orderId: clientOrderId,
|
||||||
clientOrderId,
|
clientOrderId,
|
||||||
symbol,
|
symbol,
|
||||||
@@ -825,7 +825,7 @@ export class StandxGateway {
|
|||||||
return order;
|
return order;
|
||||||
}
|
}
|
||||||
|
|
||||||
private async submitOrder(symbol: string, params: CreateOrderParams): Promise<AsterOrder> {
|
private async submitOrder(symbol: string, params: CreateOrderParams): Promise<Order> {
|
||||||
const orderType = params.type === "MARKET" ? "market" : "limit";
|
const orderType = params.type === "MARKET" ? "market" : "limit";
|
||||||
const clientOrderId = crypto.randomUUID();
|
const clientOrderId = crypto.randomUUID();
|
||||||
const qty = toDecimalString(params.quantity);
|
const qty = toDecimalString(params.quantity);
|
||||||
@@ -870,7 +870,7 @@ export class StandxGateway {
|
|||||||
throw new Error(response.message ?? "StandX order rejected");
|
throw new Error(response.message ?? "StandX order rejected");
|
||||||
}
|
}
|
||||||
const now = Date.now();
|
const now = Date.now();
|
||||||
const order: AsterOrder = {
|
const order: Order = {
|
||||||
orderId: clientOrderId,
|
orderId: clientOrderId,
|
||||||
clientOrderId,
|
clientOrderId,
|
||||||
symbol,
|
symbol,
|
||||||
@@ -1038,7 +1038,7 @@ export class StandxGateway {
|
|||||||
}
|
}
|
||||||
this.logDebug("ws depth stats", detail);
|
this.logDebug("ws depth stats", detail);
|
||||||
}
|
}
|
||||||
const depth: AsterDepth = {
|
const depth: Depth = {
|
||||||
lastUpdateId: Number(message.seq ?? Date.now()),
|
lastUpdateId: Number(message.seq ?? Date.now()),
|
||||||
bids: finalBids,
|
bids: finalBids,
|
||||||
asks: finalAsks,
|
asks: finalAsks,
|
||||||
@@ -1355,7 +1355,7 @@ export class StandxGateway {
|
|||||||
console.log(`[StandxGateway] ws raw`, output);
|
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));
|
const listeners = this.depthListeners.get(normalizeSymbol(symbol));
|
||||||
if (!listeners) return;
|
if (!listeners) return;
|
||||||
for (const listener of listeners) {
|
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));
|
const listeners = this.tickerListeners.get(normalizeSymbol(symbol));
|
||||||
if (!listeners) return;
|
if (!listeners) return;
|
||||||
const price = Number(ticker.lastPrice);
|
const price = Number(ticker.lastPrice);
|
||||||
@@ -1406,7 +1406,7 @@ export class StandxGateway {
|
|||||||
(sum, position) => sum + Number(position.unrealizedProfit ?? 0),
|
(sum, position) => sum + Number(position.unrealizedProfit ?? 0),
|
||||||
0
|
0
|
||||||
);
|
);
|
||||||
const snapshot: AsterAccountSnapshot = {
|
const snapshot: AccountSnapshot = {
|
||||||
canTrade: true,
|
canTrade: true,
|
||||||
canDeposit: true,
|
canDeposit: true,
|
||||||
canWithdraw: true,
|
canWithdraw: true,
|
||||||
@@ -1427,7 +1427,7 @@ export class StandxGateway {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
private async refreshAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
|
private async refreshAccountSnapshot(): Promise<AccountSnapshot | null> {
|
||||||
try {
|
try {
|
||||||
const [balance, positions] = await Promise.all([
|
const [balance, positions] = await Promise.all([
|
||||||
this.requestJson<StandxBalanceSnapshot>("/api/query_balance", { method: "GET" }),
|
this.requestJson<StandxBalanceSnapshot>("/api/query_balance", { method: "GET" }),
|
||||||
@@ -1444,7 +1444,7 @@ export class StandxGateway {
|
|||||||
}
|
}
|
||||||
if (balance) {
|
if (balance) {
|
||||||
const token = "DUSD";
|
const token = "DUSD";
|
||||||
const asset: AsterAccountAsset = {
|
const asset: AccountAsset = {
|
||||||
asset: token,
|
asset: token,
|
||||||
walletBalance: String(balance.balance ?? "0"),
|
walletBalance: String(balance.balance ?? "0"),
|
||||||
availableBalance: String(balance.cross_available ?? balance.balance ?? "0"),
|
availableBalance: String(balance.cross_available ?? balance.balance ?? "0"),
|
||||||
@@ -1461,7 +1461,7 @@ export class StandxGateway {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
|
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
|
||||||
return await this.refreshAccountSnapshot();
|
return await this.refreshAccountSnapshot();
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -1515,7 +1515,7 @@ export class StandxGateway {
|
|||||||
if (!data?.symbol) return;
|
if (!data?.symbol) return;
|
||||||
const bids = normalizeDepthLevels((data.bids ?? []).map(([price, qty]) => [String(price), String(qty)]), "bid");
|
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 asks = normalizeDepthLevels((data.asks ?? []).map(([price, qty]) => [String(price), String(qty)]), "ask");
|
||||||
const depth: AsterDepth = {
|
const depth: Depth = {
|
||||||
lastUpdateId: Date.now(),
|
lastUpdateId: Date.now(),
|
||||||
bids,
|
bids,
|
||||||
asks,
|
asks,
|
||||||
@@ -1554,7 +1554,7 @@ export class StandxGateway {
|
|||||||
},
|
},
|
||||||
});
|
});
|
||||||
if (!response || response.s !== "ok" || !Array.isArray(response.t)) return;
|
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 o = response.o?.[index];
|
||||||
const h = response.h?.[index];
|
const h = response.h?.[index];
|
||||||
const l = response.l?.[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 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 orderId = clientOrderId || (data.id != null ? String(data.id) : "") || crypto.randomUUID();
|
||||||
const normalizedClientId = clientOrderId || orderId;
|
const normalizedClientId = clientOrderId || orderId;
|
||||||
@@ -1675,7 +1675,7 @@ export class StandxGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapPosition(data: StandxPosition): AsterAccountPosition {
|
private mapPosition(data: StandxPosition): AccountPosition {
|
||||||
return {
|
return {
|
||||||
symbol: data.symbol,
|
symbol: data.symbol,
|
||||||
positionAmt: String(data.qty ?? "0"),
|
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 walletBalance = data.total ?? data.free ?? "0";
|
||||||
const availableBalance = data.free ?? walletBalance;
|
const availableBalance = data.free ?? walletBalance;
|
||||||
return {
|
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 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";
|
const lastPrice = data.last_price ?? data.mark_price ?? data.index_price ?? data.mid_price ?? "0";
|
||||||
return {
|
return {
|
||||||
|
|||||||
@@ -1,4 +1,4 @@
|
|||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import type { Order, CreateOrderParams } from "../types";
|
||||||
import type {
|
import type {
|
||||||
BaseOrderIntent,
|
BaseOrderIntent,
|
||||||
ClosePositionIntent,
|
ClosePositionIntent,
|
||||||
@@ -25,7 +25,7 @@ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent):
|
|||||||
return params;
|
return params;
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
|
export async function createLimitOrder(intent: LimitOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -42,7 +42,7 @@ export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterO
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
|
export async function createMarketOrder(intent: MarketOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -56,7 +56,7 @@ export async function createMarketOrder(intent: MarketOrderIntent): Promise<Aste
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
|
export async function createStopOrder(intent: StopOrderIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
@@ -73,11 +73,11 @@ export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrd
|
|||||||
return intent.adapter.createOrder(params);
|
return intent.adapter.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<AsterOrder> {
|
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<Order> {
|
||||||
throw new Error("StandX exchange does not support trailing stop orders");
|
throw new Error("StandX exchange does not support trailing stop orders");
|
||||||
}
|
}
|
||||||
|
|
||||||
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
|
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<Order> {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
{
|
{
|
||||||
symbol: intent.symbol,
|
symbol: intent.symbol,
|
||||||
|
|||||||
+14
-14
@@ -30,7 +30,7 @@ export interface CreateOrderParams {
|
|||||||
tpPrice?: number; // 止盈价格
|
tpPrice?: number; // 止盈价格
|
||||||
}
|
}
|
||||||
|
|
||||||
export interface AsterAccountPosition {
|
export interface AccountPosition {
|
||||||
symbol: string;
|
symbol: string;
|
||||||
positionAmt: string;
|
positionAmt: string;
|
||||||
entryPrice: string;
|
entryPrice: string;
|
||||||
@@ -254,7 +254,7 @@ export interface GrvtSignedOrder extends GrvtUnsignedOrder {
|
|||||||
signature: GrvtSignature;
|
signature: GrvtSignature;
|
||||||
}
|
}
|
||||||
|
|
||||||
export interface AsterAccountAsset {
|
export interface AccountAsset {
|
||||||
asset: string;
|
asset: string;
|
||||||
walletBalance: string;
|
walletBalance: string;
|
||||||
availableBalance: string;
|
availableBalance: string;
|
||||||
@@ -272,7 +272,7 @@ export interface AsterAccountAsset {
|
|||||||
marginAvailable?: boolean;
|
marginAvailable?: boolean;
|
||||||
}
|
}
|
||||||
|
|
||||||
export interface AsterAccountSnapshot {
|
export interface AccountSnapshot {
|
||||||
canTrade: boolean;
|
canTrade: boolean;
|
||||||
canDeposit: boolean;
|
canDeposit: boolean;
|
||||||
canWithdraw: boolean;
|
canWithdraw: boolean;
|
||||||
@@ -288,8 +288,8 @@ export interface AsterAccountSnapshot {
|
|||||||
totalCrossUnPnl?: string;
|
totalCrossUnPnl?: string;
|
||||||
availableBalance?: string;
|
availableBalance?: string;
|
||||||
maxWithdrawAmount?: string;
|
maxWithdrawAmount?: string;
|
||||||
positions: AsterAccountPosition[];
|
positions: AccountPosition[];
|
||||||
assets: AsterAccountAsset[];
|
assets: AccountAsset[];
|
||||||
marketType?: "perp" | "spot";
|
marketType?: "perp" | "spot";
|
||||||
baseAsset?: string;
|
baseAsset?: string;
|
||||||
quoteAsset?: string;
|
quoteAsset?: string;
|
||||||
@@ -297,22 +297,22 @@ export interface AsterAccountSnapshot {
|
|||||||
quoteAssetId?: number;
|
quoteAssetId?: number;
|
||||||
}
|
}
|
||||||
|
|
||||||
export interface AsterDepthLevel extends Array<string> {
|
export interface DepthLevel extends Array<string> {
|
||||||
0: string; // price
|
0: string; // price
|
||||||
1: string; // quantity
|
1: string; // quantity
|
||||||
}
|
}
|
||||||
|
|
||||||
export interface AsterDepth {
|
export interface Depth {
|
||||||
lastUpdateId: number;
|
lastUpdateId: number;
|
||||||
bids: AsterDepthLevel[];
|
bids: DepthLevel[];
|
||||||
asks: AsterDepthLevel[];
|
asks: DepthLevel[];
|
||||||
eventTime?: number;
|
eventTime?: number;
|
||||||
eventType?: string;
|
eventType?: string;
|
||||||
tradeTime?: number;
|
tradeTime?: number;
|
||||||
symbol?: string;
|
symbol?: string;
|
||||||
}
|
}
|
||||||
|
|
||||||
export interface AsterTicker {
|
export interface Ticker {
|
||||||
symbol: string;
|
symbol: string;
|
||||||
lastPrice: string;
|
lastPrice: string;
|
||||||
openPrice: string;
|
openPrice: string;
|
||||||
@@ -409,8 +409,8 @@ export interface AsterSpotDepth {
|
|||||||
lastUpdateId: number;
|
lastUpdateId: number;
|
||||||
E?: number;
|
E?: number;
|
||||||
T?: number;
|
T?: number;
|
||||||
bids: AsterDepthLevel[];
|
bids: DepthLevel[];
|
||||||
asks: AsterDepthLevel[];
|
asks: DepthLevel[];
|
||||||
}
|
}
|
||||||
|
|
||||||
export interface AsterSpotTrade {
|
export interface AsterSpotTrade {
|
||||||
@@ -583,7 +583,7 @@ export interface AsterSpotUserTrade {
|
|||||||
buyer: boolean;
|
buyer: boolean;
|
||||||
}
|
}
|
||||||
|
|
||||||
export interface AsterKline {
|
export interface Kline {
|
||||||
eventType?: string;
|
eventType?: string;
|
||||||
eventTime?: number;
|
eventTime?: number;
|
||||||
symbol?: string;
|
symbol?: string;
|
||||||
@@ -604,7 +604,7 @@ export interface AsterKline {
|
|||||||
isClosed?: boolean;
|
isClosed?: boolean;
|
||||||
}
|
}
|
||||||
|
|
||||||
export interface AsterOrder {
|
export interface Order {
|
||||||
orderId: number | string;
|
orderId: number | string;
|
||||||
clientOrderId: string;
|
clientOrderId: string;
|
||||||
symbol: string;
|
symbol: string;
|
||||||
|
|||||||
@@ -1,6 +1,6 @@
|
|||||||
import type { BasisArbConfig } from "../config";
|
import type { BasisArbConfig } from "../config";
|
||||||
import type { ExchangeAdapter, FundingRateSnapshot } from "../exchanges/adapter";
|
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 { AsterSpotRestClient, AsterRestClient } from "../exchanges/aster/client";
|
||||||
import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
|
import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
|
||||||
import { StrategyEventEmitter } from "./common/event-emitter";
|
import { StrategyEventEmitter } from "./common/event-emitter";
|
||||||
@@ -155,7 +155,7 @@ export class BasisArbEngine {
|
|||||||
private bootstrap(): void {
|
private bootstrap(): void {
|
||||||
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
||||||
|
|
||||||
safeSubscribe<AsterDepth>(
|
safeSubscribe<Depth>(
|
||||||
this.exchange.watchDepth.bind(this.exchange, this.config.futuresSymbol),
|
this.exchange.watchDepth.bind(this.exchange, this.config.futuresSymbol),
|
||||||
(depth) => {
|
(depth) => {
|
||||||
this.applyFuturesDepth(depth);
|
this.applyFuturesDepth(depth);
|
||||||
@@ -168,7 +168,7 @@ export class BasisArbEngine {
|
|||||||
);
|
);
|
||||||
|
|
||||||
if (this.exchange.id === "nado" || this.exchange.id === "standx" || this.exchange.id === "binance") {
|
if (this.exchange.id === "nado" || this.exchange.id === "standx" || this.exchange.id === "binance") {
|
||||||
safeSubscribe<AsterDepth>(
|
safeSubscribe<Depth>(
|
||||||
this.exchange.watchDepth.bind(this.exchange, this.config.spotSymbol),
|
this.exchange.watchDepth.bind(this.exchange, this.config.spotSymbol),
|
||||||
(depth) => {
|
(depth) => {
|
||||||
this.applySpotDepth(depth);
|
this.applySpotDepth(depth);
|
||||||
@@ -196,7 +196,7 @@ export class BasisArbEngine {
|
|||||||
);
|
);
|
||||||
}
|
}
|
||||||
|
|
||||||
safeSubscribe<AsterAccountSnapshot>(
|
safeSubscribe<AccountSnapshot>(
|
||||||
this.exchange.watchAccount.bind(this.exchange),
|
this.exchange.watchAccount.bind(this.exchange),
|
||||||
(snapshot) => {
|
(snapshot) => {
|
||||||
this.applyAccountSnapshot(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) {
|
if (!depth?.bids?.length || !depth?.asks?.length) {
|
||||||
return;
|
return;
|
||||||
}
|
}
|
||||||
@@ -360,7 +360,7 @@ export class BasisArbEngine {
|
|||||||
this.emitUpdate();
|
this.emitUpdate();
|
||||||
}
|
}
|
||||||
|
|
||||||
private applySpotDepth(depth: AsterDepth): void {
|
private applySpotDepth(depth: Depth): void {
|
||||||
if (!depth?.bids?.length || !depth?.asks?.length) {
|
if (!depth?.bids?.length || !depth?.asks?.length) {
|
||||||
return;
|
return;
|
||||||
}
|
}
|
||||||
@@ -395,7 +395,7 @@ export class BasisArbEngine {
|
|||||||
this.emitUpdate();
|
this.emitUpdate();
|
||||||
}
|
}
|
||||||
|
|
||||||
private applyAccountSnapshot(snapshot: AsterAccountSnapshot): void {
|
private applyAccountSnapshot(snapshot: AccountSnapshot): void {
|
||||||
const assets = Array.isArray(snapshot.assets) ? snapshot.assets : [];
|
const assets = Array.isArray(snapshot.assets) ? snapshot.assets : [];
|
||||||
|
|
||||||
const spotBalances: SpotBalanceStateEntry[] = [];
|
const spotBalances: SpotBalanceStateEntry[] = [];
|
||||||
|
|||||||
@@ -1,5 +1,5 @@
|
|||||||
import NodeWebSocket from "ws";
|
import NodeWebSocket from "ws";
|
||||||
import type { AsterDepthLevel } from "../../exchanges/types";
|
import type { DepthLevel } from "../../exchanges/types";
|
||||||
import type { DepthImbalance } from "../../utils/depth";
|
import type { DepthImbalance } from "../../utils/depth";
|
||||||
|
|
||||||
const WebSocketCtor: typeof globalThis.WebSocket =
|
const WebSocketCtor: typeof globalThis.WebSocket =
|
||||||
@@ -56,14 +56,14 @@ export type BinanceConnectionListener = (state: BinanceConnectionState) => void;
|
|||||||
interface DepthUpdateEvent {
|
interface DepthUpdateEvent {
|
||||||
U: number;
|
U: number;
|
||||||
u: number;
|
u: number;
|
||||||
bids: AsterDepthLevel[];
|
bids: DepthLevel[];
|
||||||
asks: AsterDepthLevel[];
|
asks: DepthLevel[];
|
||||||
}
|
}
|
||||||
|
|
||||||
interface DepthSnapshotResponse {
|
interface DepthSnapshotResponse {
|
||||||
lastUpdateId: number;
|
lastUpdateId: number;
|
||||||
bids: AsterDepthLevel[];
|
bids: DepthLevel[];
|
||||||
asks: AsterDepthLevel[];
|
asks: DepthLevel[];
|
||||||
}
|
}
|
||||||
|
|
||||||
export class BinanceDepthTracker {
|
export class BinanceDepthTracker {
|
||||||
@@ -540,7 +540,7 @@ export class BinanceDepthTracker {
|
|||||||
return true;
|
return true;
|
||||||
}
|
}
|
||||||
|
|
||||||
private applyLevels(book: Map<string, number>, levels: AsterDepthLevel[]): void {
|
private applyLevels(book: Map<string, number>, levels: DepthLevel[]): void {
|
||||||
for (const level of levels) {
|
for (const level of levels) {
|
||||||
const priceRaw = level?.[0];
|
const priceRaw = level?.[0];
|
||||||
const qtyRaw = level?.[1];
|
const qtyRaw = level?.[1];
|
||||||
@@ -657,8 +657,8 @@ export class BinanceDepthTracker {
|
|||||||
throw new Error("invalid lastUpdateId");
|
throw new Error("invalid lastUpdateId");
|
||||||
}
|
}
|
||||||
|
|
||||||
const bids = Array.isArray(json.bids) ? (json.bids as AsterDepthLevel[]) : [];
|
const bids = Array.isArray(json.bids) ? (json.bids as DepthLevel[]) : [];
|
||||||
const asks = Array.isArray(json.asks) ? (json.asks as AsterDepthLevel[]) : [];
|
const asks = Array.isArray(json.asks) ? (json.asks as DepthLevel[]) : [];
|
||||||
this.lastRestSyncAt = Date.now();
|
this.lastRestSyncAt = Date.now();
|
||||||
this.restConsecutiveFailures = 0;
|
this.restConsecutiveFailures = 0;
|
||||||
this.restLastError = null;
|
this.restLastError = null;
|
||||||
@@ -697,8 +697,8 @@ export class BinanceDepthTracker {
|
|||||||
|
|
||||||
const bidsRaw = Array.isArray(payload.b) ? payload.b : [];
|
const bidsRaw = Array.isArray(payload.b) ? payload.b : [];
|
||||||
const asksRaw = Array.isArray(payload.a) ? payload.a : [];
|
const asksRaw = Array.isArray(payload.a) ? payload.a : [];
|
||||||
const bids = bidsRaw.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 AsterDepthLevel => Array.isArray(level)) as AsterDepthLevel[];
|
const asks = asksRaw.filter((level): level is DepthLevel => Array.isArray(level)) as DepthLevel[];
|
||||||
|
|
||||||
return { U, u, bids, asks };
|
return { U, u, bids, asks };
|
||||||
} catch {
|
} catch {
|
||||||
|
|||||||
+13
-13
@@ -1,6 +1,6 @@
|
|||||||
import type { GridConfig, GridDirection } from "../config";
|
import type { GridConfig, GridDirection } from "../config";
|
||||||
import type { ExchangeAdapter } from "../exchanges/adapter";
|
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 { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
|
||||||
import { decimalsOf } from "../utils/math";
|
import { decimalsOf } from "../utils/math";
|
||||||
import { extractMessage } from "../utils/errors";
|
import { extractMessage } from "../utils/errors";
|
||||||
@@ -51,7 +51,7 @@ export interface GridEngineSnapshot {
|
|||||||
midPrice: number | null;
|
midPrice: number | null;
|
||||||
gridLines: GridLineSnapshot[];
|
gridLines: GridLineSnapshot[];
|
||||||
desiredOrders: DesiredGridOrder[];
|
desiredOrders: DesiredGridOrder[];
|
||||||
openOrders: AsterOrder[];
|
openOrders: Order[];
|
||||||
position: PositionSnapshot;
|
position: PositionSnapshot;
|
||||||
running: boolean;
|
running: boolean;
|
||||||
stopReason: string | null;
|
stopReason: string | null;
|
||||||
@@ -115,10 +115,10 @@ export class GridEngine {
|
|||||||
private lastAbsPositionAmt = 0;
|
private lastAbsPositionAmt = 0;
|
||||||
private immediateCloseToPlace: Array<{ sourceLevel: number; targetLevel: number; side: "BUY" | "SELL"; price: string }> = [];
|
private immediateCloseToPlace: Array<{ sourceLevel: number; targetLevel: number; side: "BUY" | "SELL"; price: string }> = [];
|
||||||
|
|
||||||
private accountSnapshot: AsterAccountSnapshot | null = null;
|
private accountSnapshot: AccountSnapshot | null = null;
|
||||||
private depthSnapshot: AsterDepth | null = null;
|
private depthSnapshot: Depth | null = null;
|
||||||
private tickerSnapshot: AsterTicker | null = null;
|
private tickerSnapshot: Ticker | null = null;
|
||||||
private openOrders: AsterOrder[] = [];
|
private openOrders: Order[] = [];
|
||||||
|
|
||||||
private position: PositionSnapshot = { positionAmt: 0, entryPrice: 0, unrealizedProfit: 0, markPrice: null };
|
private position: PositionSnapshot = { positionAmt: 0, entryPrice: 0, unrealizedProfit: 0, markPrice: null };
|
||||||
private desiredOrders: DesiredGridOrder[] = [];
|
private desiredOrders: DesiredGridOrder[] = [];
|
||||||
@@ -277,7 +277,7 @@ export class GridEngine {
|
|||||||
private bootstrap(): void {
|
private bootstrap(): void {
|
||||||
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
||||||
|
|
||||||
safeSubscribe<AsterAccountSnapshot>(
|
safeSubscribe<AccountSnapshot>(
|
||||||
this.exchange.watchAccount.bind(this.exchange),
|
this.exchange.watchAccount.bind(this.exchange),
|
||||||
(snapshot) => {
|
(snapshot) => {
|
||||||
this.accountSnapshot = snapshot;
|
this.accountSnapshot = snapshot;
|
||||||
@@ -301,7 +301,7 @@ export class GridEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterOrder[]>(
|
safeSubscribe<Order[]>(
|
||||||
this.exchange.watchOrders.bind(this.exchange),
|
this.exchange.watchOrders.bind(this.exchange),
|
||||||
(orders) => {
|
(orders) => {
|
||||||
this.openOrders = Array.isArray(orders)
|
this.openOrders = Array.isArray(orders)
|
||||||
@@ -327,7 +327,7 @@ export class GridEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterDepth>(
|
safeSubscribe<Depth>(
|
||||||
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
||||||
(depth) => {
|
(depth) => {
|
||||||
this.depthSnapshot = depth;
|
this.depthSnapshot = depth;
|
||||||
@@ -345,7 +345,7 @@ export class GridEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterTicker>(
|
safeSubscribe<Ticker>(
|
||||||
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
||||||
(ticker) => {
|
(ticker) => {
|
||||||
this.tickerSnapshot = 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 list = Array.isArray(orders) ? orders : [];
|
||||||
const FINAL = new Set(["FILLED", "CANCELED", "CANCELLED", "REJECTED", "EXPIRED"]);
|
const FINAL = new Set(["FILLED", "CANCELED", "CANCELLED", "REJECTED", "EXPIRED"]);
|
||||||
Object.keys(this.pendings).forEach((type) => {
|
Object.keys(this.pendings).forEach((type) => {
|
||||||
@@ -619,7 +619,7 @@ export class GridEngine {
|
|||||||
|
|
||||||
const activeOrders = this.openOrders.filter((o) => this.isActiveLimitOrder(o));
|
const activeOrders = this.openOrders.filter((o) => this.isActiveLimitOrder(o));
|
||||||
// Build lookup for all recent orders by id (including non-active) to read final statuses
|
// Build lookup for all recent orders by id (including non-active) to read final statuses
|
||||||
const allOrdersById = new Map<string, AsterOrder>();
|
const allOrdersById = new Map<string, Order>();
|
||||||
for (const o of this.openOrders) {
|
for (const o of this.openOrders) {
|
||||||
if (o.symbol !== this.config.symbol) continue;
|
if (o.symbol !== this.config.symbol) continue;
|
||||||
allOrdersById.set(String(o.orderId), o);
|
allOrdersById.set(String(o.orderId), o);
|
||||||
@@ -1187,7 +1187,7 @@ export class GridEngine {
|
|||||||
return `${side}:${price}:${intent}`;
|
return `${side}:${price}:${intent}`;
|
||||||
}
|
}
|
||||||
|
|
||||||
private isActiveLimitOrder(o: AsterOrder): boolean {
|
private isActiveLimitOrder(o: Order): boolean {
|
||||||
if (o.symbol !== this.config.symbol) return false;
|
if (o.symbol !== this.config.symbol) return false;
|
||||||
if (o.type !== "LIMIT") return false;
|
if (o.type !== "LIMIT") return false;
|
||||||
const s = String(o.status || "").toUpperCase();
|
const s = String(o.status || "").toUpperCase();
|
||||||
|
|||||||
@@ -1,6 +1,6 @@
|
|||||||
import type { TradingConfig } from "../config";
|
import type { TradingConfig } from "../config";
|
||||||
import type { ExchangeAdapter } from "../exchanges/adapter";
|
import type { ExchangeAdapter } from "../exchanges/adapter";
|
||||||
import type { AsterAccountSnapshot, AsterOrder, AsterTicker } from "../exchanges/types";
|
import type { AccountSnapshot, Order, Ticker } from "../exchanges/types";
|
||||||
import {
|
import {
|
||||||
calcStopLossPrice,
|
calcStopLossPrice,
|
||||||
calcTrailingActivationPrice,
|
calcTrailingActivationPrice,
|
||||||
@@ -30,11 +30,11 @@ export interface GuardianEngineSnapshot {
|
|||||||
unrealized: number;
|
unrealized: number;
|
||||||
targetStopPrice: number | null;
|
targetStopPrice: number | null;
|
||||||
trailingActivationPrice: number | null;
|
trailingActivationPrice: number | null;
|
||||||
stopOrder: AsterOrder | null;
|
stopOrder: Order | null;
|
||||||
trailingOrder: AsterOrder | null;
|
trailingOrder: Order | null;
|
||||||
requiresStop: boolean;
|
requiresStop: boolean;
|
||||||
tradeLog: TradeLogEntry[];
|
tradeLog: TradeLogEntry[];
|
||||||
openOrders: AsterOrder[];
|
openOrders: Order[];
|
||||||
lastUpdated: number | null;
|
lastUpdated: number | null;
|
||||||
guardStatus: "idle" | "protecting" | "pending";
|
guardStatus: "idle" | "protecting" | "pending";
|
||||||
}
|
}
|
||||||
@@ -43,9 +43,9 @@ type GuardianEngineEvent = "update";
|
|||||||
type GuardianEngineListener = (snapshot: GuardianEngineSnapshot) => void;
|
type GuardianEngineListener = (snapshot: GuardianEngineSnapshot) => void;
|
||||||
|
|
||||||
export class GuardianEngine {
|
export class GuardianEngine {
|
||||||
private accountSnapshot: AsterAccountSnapshot | null = null;
|
private accountSnapshot: AccountSnapshot | null = null;
|
||||||
private openOrders: AsterOrder[] = [];
|
private openOrders: Order[] = [];
|
||||||
private tickerSnapshot: AsterTicker | null = null;
|
private tickerSnapshot: Ticker | null = null;
|
||||||
|
|
||||||
private readonly locks: OrderLockMap = {};
|
private readonly locks: OrderLockMap = {};
|
||||||
private readonly timers: OrderTimerMap = {};
|
private readonly timers: OrderTimerMap = {};
|
||||||
@@ -101,7 +101,7 @@ export class GuardianEngine {
|
|||||||
private bootstrap(): void {
|
private bootstrap(): void {
|
||||||
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
||||||
|
|
||||||
safeSubscribe<AsterAccountSnapshot>(
|
safeSubscribe<AccountSnapshot>(
|
||||||
this.exchange.watchAccount.bind(this.exchange),
|
this.exchange.watchAccount.bind(this.exchange),
|
||||||
(snapshot) => {
|
(snapshot) => {
|
||||||
this.accountSnapshot = snapshot;
|
this.accountSnapshot = snapshot;
|
||||||
@@ -114,7 +114,7 @@ export class GuardianEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterOrder[]>(
|
safeSubscribe<Order[]>(
|
||||||
this.exchange.watchOrders.bind(this.exchange),
|
this.exchange.watchOrders.bind(this.exchange),
|
||||||
(orders) => {
|
(orders) => {
|
||||||
this.synchronizeLocks(orders);
|
this.synchronizeLocks(orders);
|
||||||
@@ -141,7 +141,7 @@ export class GuardianEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterTicker>(
|
safeSubscribe<Ticker>(
|
||||||
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
||||||
(ticker) => {
|
(ticker) => {
|
||||||
this.tickerSnapshot = 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 : [];
|
const list = Array.isArray(orders) ? orders : [];
|
||||||
Object.keys(this.pending).forEach((type) => {
|
Object.keys(this.pending).forEach((type) => {
|
||||||
const pendingId = this.pending[type];
|
const pendingId = this.pending[type];
|
||||||
@@ -261,8 +261,8 @@ export class GuardianEngine {
|
|||||||
price: number;
|
price: number;
|
||||||
stopPrice: number;
|
stopPrice: number;
|
||||||
activationPrice: number;
|
activationPrice: number;
|
||||||
currentStop?: AsterOrder;
|
currentStop?: Order;
|
||||||
currentTrailing?: AsterOrder;
|
currentTrailing?: Order;
|
||||||
}): Promise<void> {
|
}): Promise<void> {
|
||||||
const { position, direction, stopSide, price, stopPrice, activationPrice, currentStop, currentTrailing } = params;
|
const { position, direction, stopSide, price, stopPrice, activationPrice, currentStop, currentTrailing } = params;
|
||||||
|
|
||||||
@@ -416,7 +416,7 @@ export class GuardianEngine {
|
|||||||
|
|
||||||
private async tryReplaceStop(
|
private async tryReplaceStop(
|
||||||
side: "BUY" | "SELL",
|
side: "BUY" | "SELL",
|
||||||
currentOrder: AsterOrder,
|
currentOrder: Order,
|
||||||
nextStopPrice: number,
|
nextStopPrice: number,
|
||||||
lastPrice: number
|
lastPrice: number
|
||||||
): Promise<void> {
|
): Promise<void> {
|
||||||
@@ -559,7 +559,7 @@ export class GuardianEngine {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
private isProtectiveOrder(order: AsterOrder): boolean {
|
private isProtectiveOrder(order: Order): boolean {
|
||||||
if (order.symbol !== this.config.symbol) {
|
if (order.symbol !== this.config.symbol) {
|
||||||
return false;
|
return false;
|
||||||
}
|
}
|
||||||
@@ -571,14 +571,14 @@ export class GuardianEngine {
|
|||||||
return type === "STOP_MARKET" || hasStopPrice;
|
return type === "STOP_MARKET" || hasStopPrice;
|
||||||
}
|
}
|
||||||
|
|
||||||
private findStopOrder(side: "BUY" | "SELL"): AsterOrder | undefined {
|
private findStopOrder(side: "BUY" | "SELL"): Order | undefined {
|
||||||
return this.openOrders.find((order) => {
|
return this.openOrders.find((order) => {
|
||||||
const hasStopPrice = Number.isFinite(Number(order.stopPrice)) && Number(order.stopPrice) > 0;
|
const hasStopPrice = Number.isFinite(Number(order.stopPrice)) && Number(order.stopPrice) > 0;
|
||||||
return order.side === side && (order.type === "STOP_MARKET" || hasStopPrice);
|
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);
|
return this.openOrders.find((order) => order.type === "TRAILING_STOP_MARKET" && order.side === side);
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|||||||
@@ -1,11 +1,11 @@
|
|||||||
import type { LiquidityMakerConfig } from "../config";
|
import type { LiquidityMakerConfig } from "../config";
|
||||||
import type { ExchangeAdapter } from "../exchanges/adapter";
|
import type { ExchangeAdapter } from "../exchanges/adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
} from "../exchanges/types";
|
} from "../exchanges/types";
|
||||||
import { formatPriceToString } from "../utils/math";
|
import { formatPriceToString } from "../utils/math";
|
||||||
import { createTradeLog } from "../logging/trade-log";
|
import { createTradeLog } from "../logging/trade-log";
|
||||||
@@ -65,12 +65,12 @@ type MakerListener = (snapshot: LiquidityMakerEngineSnapshot) => void;
|
|||||||
const EPS = 1e-5;
|
const EPS = 1e-5;
|
||||||
|
|
||||||
export class LiquidityMakerEngine {
|
export class LiquidityMakerEngine {
|
||||||
private accountSnapshot: AsterAccountSnapshot | null = null;
|
private accountSnapshot: AccountSnapshot | null = null;
|
||||||
private depthSnapshot: AsterDepth | null = null;
|
private depthSnapshot: Depth | null = null;
|
||||||
private tickerSnapshot: AsterTicker | null = null;
|
private tickerSnapshot: Ticker | null = null;
|
||||||
private lastKline: AsterKline | null = null;
|
private lastKline: Kline | null = null;
|
||||||
private liveCandle: { startMs: number; open: number; close: number } | null = null;
|
private liveCandle: { startMs: number; open: number; close: number } | null = null;
|
||||||
private openOrders: AsterOrder[] = [];
|
private openOrders: Order[] = [];
|
||||||
|
|
||||||
private readonly locks: OrderLockMap = {};
|
private readonly locks: OrderLockMap = {};
|
||||||
private readonly timers: OrderTimerMap = {};
|
private readonly timers: OrderTimerMap = {};
|
||||||
@@ -180,7 +180,7 @@ export class LiquidityMakerEngine {
|
|||||||
private bootstrap(): void {
|
private bootstrap(): void {
|
||||||
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
||||||
|
|
||||||
safeSubscribe<AsterAccountSnapshot>(
|
safeSubscribe<AccountSnapshot>(
|
||||||
this.exchange.watchAccount.bind(this.exchange),
|
this.exchange.watchAccount.bind(this.exchange),
|
||||||
(snapshot) => {
|
(snapshot) => {
|
||||||
this.accountSnapshot = snapshot;
|
this.accountSnapshot = snapshot;
|
||||||
@@ -224,7 +224,7 @@ export class LiquidityMakerEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterOrder[]>(
|
safeSubscribe<Order[]>(
|
||||||
this.exchange.watchOrders.bind(this.exchange),
|
this.exchange.watchOrders.bind(this.exchange),
|
||||||
(orders) => {
|
(orders) => {
|
||||||
this.syncLocksWithOrders(orders);
|
this.syncLocksWithOrders(orders);
|
||||||
@@ -232,7 +232,7 @@ export class LiquidityMakerEngine {
|
|||||||
|
|
||||||
// 检测成交:对比上一轮的订单ID
|
// 检测成交:对比上一轮的订单ID
|
||||||
const currentIds = new Set<string>();
|
const currentIds = new Set<string>();
|
||||||
const activeOrders: AsterOrder[] = [];
|
const activeOrders: Order[] = [];
|
||||||
|
|
||||||
if (Array.isArray(orders)) {
|
if (Array.isArray(orders)) {
|
||||||
for (const order of orders) {
|
for (const order of orders) {
|
||||||
@@ -268,7 +268,7 @@ export class LiquidityMakerEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterDepth>(
|
safeSubscribe<Depth>(
|
||||||
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
||||||
(depth) => {
|
(depth) => {
|
||||||
this.depthSnapshot = depth;
|
this.depthSnapshot = depth;
|
||||||
@@ -282,7 +282,7 @@ export class LiquidityMakerEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterTicker>(
|
safeSubscribe<Ticker>(
|
||||||
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
||||||
(ticker) => {
|
(ticker) => {
|
||||||
this.tickerSnapshot = ticker;
|
this.tickerSnapshot = ticker;
|
||||||
@@ -296,7 +296,7 @@ export class LiquidityMakerEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterKline[]>(
|
safeSubscribe<Kline[]>(
|
||||||
this.exchange.watchKlines.bind(this.exchange, this.config.symbol, "1m"),
|
this.exchange.watchKlines.bind(this.exchange, this.config.symbol, "1m"),
|
||||||
(klines) => {
|
(klines) => {
|
||||||
if (!Array.isArray(klines) || !klines.length) return;
|
if (!Array.isArray(klines) || !klines.length) return;
|
||||||
@@ -318,7 +318,7 @@ export class LiquidityMakerEngine {
|
|||||||
}
|
}
|
||||||
|
|
||||||
/** 检测成交订单 */
|
/** 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;
|
if (!Array.isArray(orders)) return;
|
||||||
|
|
||||||
// 查找已成交或部分成交的订单
|
// 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 : [];
|
const list = Array.isArray(orders) ? orders : [];
|
||||||
Object.keys(this.pending).forEach((type) => {
|
Object.keys(this.pending).forEach((type) => {
|
||||||
const pendingId = this.pending[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,
|
* 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
|
* 取消订单簿较薄一端的订单
|
||||||
*/
|
*/
|
||||||
private evaluateDepth(depth: AsterDepth): {
|
private evaluateDepth(depth: Depth): {
|
||||||
buySum: number;
|
buySum: number;
|
||||||
sellSum: number;
|
sellSum: number;
|
||||||
skipBuySide: boolean;
|
skipBuySide: boolean;
|
||||||
@@ -1186,7 +1186,7 @@ export class LiquidityMakerEngine {
|
|||||||
return position;
|
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 ?? [];
|
const assets = snapshot?.assets ?? [];
|
||||||
if (!assets.length) return null;
|
if (!assets.length) return null;
|
||||||
const parsed = parseSymbolParts(this.config.symbol);
|
const parsed = parseSymbolParts(this.config.symbol);
|
||||||
|
|||||||
@@ -1,10 +1,10 @@
|
|||||||
import type { MakerConfig } from "../config";
|
import type { MakerConfig } from "../config";
|
||||||
import type { ExchangeAdapter } from "../exchanges/adapter";
|
import type { ExchangeAdapter } from "../exchanges/adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
} from "../exchanges/types";
|
} from "../exchanges/types";
|
||||||
import { formatPriceToString } from "../utils/math";
|
import { formatPriceToString } from "../utils/math";
|
||||||
import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
|
import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
|
||||||
@@ -47,7 +47,7 @@ export interface MakerEngineSnapshot {
|
|||||||
pnl: number;
|
pnl: number;
|
||||||
accountUnrealized: number;
|
accountUnrealized: number;
|
||||||
sessionVolume: number;
|
sessionVolume: number;
|
||||||
openOrders: AsterOrder[];
|
openOrders: Order[];
|
||||||
desiredOrders: DesiredOrder[];
|
desiredOrders: DesiredOrder[];
|
||||||
tradeLog: TradeLogEntry[];
|
tradeLog: TradeLogEntry[];
|
||||||
lastUpdated: number | null;
|
lastUpdated: number | null;
|
||||||
@@ -66,10 +66,10 @@ const EPS = 1e-5;
|
|||||||
const INSUFFICIENT_BALANCE_COOLDOWN_MS = 15_000;
|
const INSUFFICIENT_BALANCE_COOLDOWN_MS = 15_000;
|
||||||
|
|
||||||
export class MakerEngine {
|
export class MakerEngine {
|
||||||
private accountSnapshot: AsterAccountSnapshot | null = null;
|
private accountSnapshot: AccountSnapshot | null = null;
|
||||||
private depthSnapshot: AsterDepth | null = null;
|
private depthSnapshot: Depth | null = null;
|
||||||
private tickerSnapshot: AsterTicker | null = null;
|
private tickerSnapshot: Ticker | null = null;
|
||||||
private openOrders: AsterOrder[] = [];
|
private openOrders: Order[] = [];
|
||||||
|
|
||||||
private readonly locks: OrderLockMap = {};
|
private readonly locks: OrderLockMap = {};
|
||||||
private readonly timers: OrderTimerMap = {};
|
private readonly timers: OrderTimerMap = {};
|
||||||
@@ -154,7 +154,7 @@ export class MakerEngine {
|
|||||||
private bootstrap(): void {
|
private bootstrap(): void {
|
||||||
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
||||||
|
|
||||||
safeSubscribe<AsterAccountSnapshot>(
|
safeSubscribe<AccountSnapshot>(
|
||||||
this.exchange.watchAccount.bind(this.exchange),
|
this.exchange.watchAccount.bind(this.exchange),
|
||||||
(snapshot) => {
|
(snapshot) => {
|
||||||
this.accountSnapshot = snapshot;
|
this.accountSnapshot = snapshot;
|
||||||
@@ -178,7 +178,7 @@ export class MakerEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterOrder[]>(
|
safeSubscribe<Order[]>(
|
||||||
this.exchange.watchOrders.bind(this.exchange),
|
this.exchange.watchOrders.bind(this.exchange),
|
||||||
(orders) => {
|
(orders) => {
|
||||||
this.syncLocksWithOrders(orders);
|
this.syncLocksWithOrders(orders);
|
||||||
@@ -211,7 +211,7 @@ export class MakerEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterDepth>(
|
safeSubscribe<Depth>(
|
||||||
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
||||||
(depth) => {
|
(depth) => {
|
||||||
this.depthSnapshot = depth;
|
this.depthSnapshot = depth;
|
||||||
@@ -229,7 +229,7 @@ export class MakerEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterTicker>(
|
safeSubscribe<Ticker>(
|
||||||
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
||||||
(ticker) => {
|
(ticker) => {
|
||||||
this.tickerSnapshot = ticker;
|
this.tickerSnapshot = ticker;
|
||||||
@@ -250,7 +250,7 @@ export class MakerEngine {
|
|||||||
// Maker strategy does not require realtime klines.
|
// 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 : [];
|
const list = Array.isArray(orders) ? orders : [];
|
||||||
Object.keys(this.pending).forEach((type) => {
|
Object.keys(this.pending).forEach((type) => {
|
||||||
const pendingId = this.pending[type];
|
const pendingId = this.pending[type];
|
||||||
|
|||||||
@@ -1,10 +1,10 @@
|
|||||||
import type { MakerPointsConfig } from "../config";
|
import type { MakerPointsConfig } from "../config";
|
||||||
import type { ExchangeAdapter } from "../exchanges/adapter";
|
import type { ExchangeAdapter } from "../exchanges/adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
} from "../exchanges/types";
|
} from "../exchanges/types";
|
||||||
import { formatPriceToString } from "../utils/math";
|
import { formatPriceToString } from "../utils/math";
|
||||||
import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
|
import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
|
||||||
@@ -59,7 +59,7 @@ export interface MakerPointsSnapshot {
|
|||||||
pnl: number;
|
pnl: number;
|
||||||
accountUnrealized: number;
|
accountUnrealized: number;
|
||||||
sessionVolume: number;
|
sessionVolume: number;
|
||||||
openOrders: AsterOrder[];
|
openOrders: Order[];
|
||||||
desiredOrders: DesiredOrder[];
|
desiredOrders: DesiredOrder[];
|
||||||
tradeLog: TradeLogEntry[];
|
tradeLog: TradeLogEntry[];
|
||||||
lastUpdated: number | null;
|
lastUpdated: number | null;
|
||||||
@@ -102,10 +102,10 @@ const STANDX_MARGIN_MODE_MAX_ATTEMPTS = 10;
|
|||||||
const ACCOUNT_STALE_REST_PROBE_MIN_INTERVAL_MS = 5_000;
|
const ACCOUNT_STALE_REST_PROBE_MIN_INTERVAL_MS = 5_000;
|
||||||
|
|
||||||
export class MakerPointsEngine {
|
export class MakerPointsEngine {
|
||||||
private accountSnapshot: AsterAccountSnapshot | null = null;
|
private accountSnapshot: AccountSnapshot | null = null;
|
||||||
private depthSnapshot: AsterDepth | null = null;
|
private depthSnapshot: Depth | null = null;
|
||||||
private tickerSnapshot: AsterTicker | null = null;
|
private tickerSnapshot: Ticker | null = null;
|
||||||
private openOrders: AsterOrder[] = [];
|
private openOrders: Order[] = [];
|
||||||
|
|
||||||
private readonly locks: OrderLockMap = {};
|
private readonly locks: OrderLockMap = {};
|
||||||
private readonly timers: OrderTimerMap = {};
|
private readonly timers: OrderTimerMap = {};
|
||||||
@@ -298,7 +298,7 @@ export class MakerPointsEngine {
|
|||||||
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
||||||
this.setupRestHealthProtection();
|
this.setupRestHealthProtection();
|
||||||
|
|
||||||
safeSubscribe<AsterAccountSnapshot>(
|
safeSubscribe<AccountSnapshot>(
|
||||||
this.exchange.watchAccount.bind(this.exchange),
|
this.exchange.watchAccount.bind(this.exchange),
|
||||||
(snapshot) => {
|
(snapshot) => {
|
||||||
this.applyAccountSnapshot(snapshot);
|
this.applyAccountSnapshot(snapshot);
|
||||||
@@ -310,7 +310,7 @@ export class MakerPointsEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterOrder[]>(
|
safeSubscribe<Order[]>(
|
||||||
this.exchange.watchOrders.bind(this.exchange),
|
this.exchange.watchOrders.bind(this.exchange),
|
||||||
(orders) => {
|
(orders) => {
|
||||||
this.syncLocksWithOrders(orders);
|
this.syncLocksWithOrders(orders);
|
||||||
@@ -339,7 +339,7 @@ export class MakerPointsEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterDepth>(
|
safeSubscribe<Depth>(
|
||||||
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
||||||
(depth) => {
|
(depth) => {
|
||||||
this.depthSnapshot = depth;
|
this.depthSnapshot = depth;
|
||||||
@@ -358,7 +358,7 @@ export class MakerPointsEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterTicker>(
|
safeSubscribe<Ticker>(
|
||||||
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
||||||
(ticker) => {
|
(ticker) => {
|
||||||
this.tickerSnapshot = ticker;
|
this.tickerSnapshot = ticker;
|
||||||
@@ -376,7 +376,7 @@ export class MakerPointsEngine {
|
|||||||
this.setupConnectionProtection();
|
this.setupConnectionProtection();
|
||||||
}
|
}
|
||||||
|
|
||||||
private applyAccountSnapshot(snapshot: AsterAccountSnapshot): void {
|
private applyAccountSnapshot(snapshot: AccountSnapshot): void {
|
||||||
this.accountSnapshot = snapshot;
|
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
|
// 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 =
|
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 : [];
|
const list = Array.isArray(orders) ? orders : [];
|
||||||
Object.keys(this.pending).forEach((type) => {
|
Object.keys(this.pending).forEach((type) => {
|
||||||
const pendingId = this.pending[type];
|
const pendingId = this.pending[type];
|
||||||
@@ -746,7 +746,7 @@ export class MakerPointsEngine {
|
|||||||
ask1: number;
|
ask1: number;
|
||||||
skipBuy: boolean;
|
skipBuy: boolean;
|
||||||
skipSell: boolean;
|
skipSell: boolean;
|
||||||
depth: AsterDepth | null;
|
depth: Depth | null;
|
||||||
}): DesiredOrder[] {
|
}): DesiredOrder[] {
|
||||||
const { bid1, ask1, skipBuy, skipSell, depth } = params;
|
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
|
* 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(
|
private checkDepthStatusChanged(
|
||||||
depth: AsterDepth | null,
|
depth: Depth | null,
|
||||||
bid1: number,
|
bid1: number,
|
||||||
ask1: number
|
ask1: number
|
||||||
): boolean {
|
): 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。
|
* 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 (!depth) return false;
|
||||||
if (this.defenseMode || this.reconnectResetPending || this.stopLossProcessing) 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。
|
* 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 (!depth) return false;
|
||||||
if (this.defenseMode || this.reconnectResetPending || this.stopLossProcessing) return false;
|
if (this.defenseMode || this.reconnectResetPending || this.stopLossProcessing) return false;
|
||||||
|
|
||||||
@@ -1993,7 +1993,7 @@ export class MakerPointsEngine {
|
|||||||
void poll();
|
void poll();
|
||||||
}
|
}
|
||||||
|
|
||||||
private getStandxMarginMode(snapshot: AsterAccountSnapshot | null): string | null {
|
private getStandxMarginMode(snapshot: AccountSnapshot | null): string | null {
|
||||||
if (this.exchange.id !== "standx") return null;
|
if (this.exchange.id !== "standx") return null;
|
||||||
const positions = snapshot?.positions ?? [];
|
const positions = snapshot?.positions ?? [];
|
||||||
const match = positions.find((pos) => pos.symbol === this.config.symbol);
|
const match = positions.find((pos) => pos.symbol === this.config.symbol);
|
||||||
|
|||||||
@@ -1,11 +1,11 @@
|
|||||||
import type { MakerConfig } from "../config";
|
import type { MakerConfig } from "../config";
|
||||||
import type { ExchangeAdapter } from "../exchanges/adapter";
|
import type { ExchangeAdapter } from "../exchanges/adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
} from "../exchanges/types";
|
} from "../exchanges/types";
|
||||||
import { formatPriceToString } from "../utils/math";
|
import { formatPriceToString } from "../utils/math";
|
||||||
import { createTradeLog } from "../logging/trade-log";
|
import { createTradeLog } from "../logging/trade-log";
|
||||||
@@ -56,12 +56,12 @@ type MakerListener = (snapshot: OffsetMakerEngineSnapshot) => void;
|
|||||||
const EPS = 1e-5;
|
const EPS = 1e-5;
|
||||||
|
|
||||||
export class OffsetMakerEngine {
|
export class OffsetMakerEngine {
|
||||||
private accountSnapshot: AsterAccountSnapshot | null = null;
|
private accountSnapshot: AccountSnapshot | null = null;
|
||||||
private depthSnapshot: AsterDepth | null = null;
|
private depthSnapshot: Depth | null = null;
|
||||||
private tickerSnapshot: AsterTicker | null = null;
|
private tickerSnapshot: Ticker | null = null;
|
||||||
private lastKline: AsterKline | null = null;
|
private lastKline: Kline | null = null;
|
||||||
private liveCandle: { startMs: number; open: number; close: number } | null = null;
|
private liveCandle: { startMs: number; open: number; close: number } | null = null;
|
||||||
private openOrders: AsterOrder[] = [];
|
private openOrders: Order[] = [];
|
||||||
|
|
||||||
private readonly locks: OrderLockMap = {};
|
private readonly locks: OrderLockMap = {};
|
||||||
private readonly timers: OrderTimerMap = {};
|
private readonly timers: OrderTimerMap = {};
|
||||||
@@ -163,7 +163,7 @@ export class OffsetMakerEngine {
|
|||||||
private bootstrap(): void {
|
private bootstrap(): void {
|
||||||
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
||||||
|
|
||||||
safeSubscribe<AsterAccountSnapshot>(
|
safeSubscribe<AccountSnapshot>(
|
||||||
this.exchange.watchAccount.bind(this.exchange),
|
this.exchange.watchAccount.bind(this.exchange),
|
||||||
(snapshot) => {
|
(snapshot) => {
|
||||||
this.accountSnapshot = snapshot;
|
this.accountSnapshot = snapshot;
|
||||||
@@ -207,7 +207,7 @@ export class OffsetMakerEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterOrder[]>(
|
safeSubscribe<Order[]>(
|
||||||
this.exchange.watchOrders.bind(this.exchange),
|
this.exchange.watchOrders.bind(this.exchange),
|
||||||
(orders) => {
|
(orders) => {
|
||||||
this.syncLocksWithOrders(orders);
|
this.syncLocksWithOrders(orders);
|
||||||
@@ -236,7 +236,7 @@ export class OffsetMakerEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterDepth>(
|
safeSubscribe<Depth>(
|
||||||
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
||||||
(depth) => {
|
(depth) => {
|
||||||
this.depthSnapshot = depth;
|
this.depthSnapshot = depth;
|
||||||
@@ -250,7 +250,7 @@ export class OffsetMakerEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterTicker>(
|
safeSubscribe<Ticker>(
|
||||||
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
||||||
(ticker) => {
|
(ticker) => {
|
||||||
this.tickerSnapshot = ticker;
|
this.tickerSnapshot = ticker;
|
||||||
@@ -264,7 +264,7 @@ export class OffsetMakerEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterKline[]>(
|
safeSubscribe<Kline[]>(
|
||||||
this.exchange.watchKlines.bind(this.exchange, this.config.symbol, "1m"),
|
this.exchange.watchKlines.bind(this.exchange, this.config.symbol, "1m"),
|
||||||
(klines) => {
|
(klines) => {
|
||||||
if (!Array.isArray(klines) || !klines.length) return;
|
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 : [];
|
const list = Array.isArray(orders) ? orders : [];
|
||||||
Object.keys(this.pending).forEach((type) => {
|
Object.keys(this.pending).forEach((type) => {
|
||||||
const pendingId = this.pending[type];
|
const pendingId = this.pending[type];
|
||||||
@@ -600,7 +600,7 @@ export class OffsetMakerEngine {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
private evaluateDepth(depth: AsterDepth): {
|
private evaluateDepth(depth: Depth): {
|
||||||
buySum: number;
|
buySum: number;
|
||||||
sellSum: number;
|
sellSum: number;
|
||||||
skipBuySide: boolean;
|
skipBuySide: boolean;
|
||||||
@@ -1038,7 +1038,7 @@ export class OffsetMakerEngine {
|
|||||||
return position;
|
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 ?? [];
|
const assets = snapshot?.assets ?? [];
|
||||||
if (!assets.length) return null;
|
if (!assets.length) return null;
|
||||||
const parsed = parseSymbolParts(this.config.symbol);
|
const parsed = parseSymbolParts(this.config.symbol);
|
||||||
|
|||||||
@@ -1,5 +1,5 @@
|
|||||||
import type { ExchangeAdapter } from "../exchanges/adapter";
|
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 { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
|
||||||
import { marketClose, placeMarketOrder, placeStopLossOrder, unlockOperating } from "../core/order-coordinator";
|
import { marketClose, placeMarketOrder, placeStopLossOrder, unlockOperating } from "../core/order-coordinator";
|
||||||
import type { OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator";
|
import type { OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator";
|
||||||
@@ -55,9 +55,9 @@ export interface SwingEngineSnapshot {
|
|||||||
stopLossTarget: number | null;
|
stopLossTarget: number | null;
|
||||||
stopLossKillSwitch: boolean;
|
stopLossKillSwitch: boolean;
|
||||||
|
|
||||||
openOrders: AsterOrder[];
|
openOrders: Order[];
|
||||||
depth: AsterDepth | null;
|
depth: Depth | null;
|
||||||
ticker: AsterTicker | null;
|
ticker: Ticker | null;
|
||||||
|
|
||||||
tradeLog: TradeLogEntry[];
|
tradeLog: TradeLogEntry[];
|
||||||
lastUpdated: number | null;
|
lastUpdated: number | null;
|
||||||
@@ -70,10 +70,10 @@ type SwingListener = (snapshot: SwingEngineSnapshot) => void;
|
|||||||
const EPS = 1e-5;
|
const EPS = 1e-5;
|
||||||
|
|
||||||
export class SwingEngine {
|
export class SwingEngine {
|
||||||
private accountSnapshot: AsterAccountSnapshot | null = null;
|
private accountSnapshot: AccountSnapshot | null = null;
|
||||||
private openOrders: AsterOrder[] = [];
|
private openOrders: Order[] = [];
|
||||||
private depthSnapshot: AsterDepth | null = null;
|
private depthSnapshot: Depth | null = null;
|
||||||
private tickerSnapshot: AsterTicker | null = null;
|
private tickerSnapshot: Ticker | null = null;
|
||||||
|
|
||||||
private readonly locks: OrderLockMap = {};
|
private readonly locks: OrderLockMap = {};
|
||||||
private readonly timers: OrderTimerMap = {};
|
private readonly timers: OrderTimerMap = {};
|
||||||
@@ -163,7 +163,7 @@ export class SwingEngine {
|
|||||||
private bootstrap(): void {
|
private bootstrap(): void {
|
||||||
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
||||||
|
|
||||||
safeSubscribe<AsterAccountSnapshot>(
|
safeSubscribe<AccountSnapshot>(
|
||||||
this.exchange.watchAccount.bind(this.exchange),
|
this.exchange.watchAccount.bind(this.exchange),
|
||||||
(snapshot) => {
|
(snapshot) => {
|
||||||
this.accountSnapshot = snapshot;
|
this.accountSnapshot = snapshot;
|
||||||
@@ -192,7 +192,7 @@ export class SwingEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterOrder[]>(
|
safeSubscribe<Order[]>(
|
||||||
this.exchange.watchOrders.bind(this.exchange),
|
this.exchange.watchOrders.bind(this.exchange),
|
||||||
(orders) => {
|
(orders) => {
|
||||||
this.synchronizeLocks(orders);
|
this.synchronizeLocks(orders);
|
||||||
@@ -214,7 +214,7 @@ export class SwingEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterDepth>(
|
safeSubscribe<Depth>(
|
||||||
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
||||||
(depth) => {
|
(depth) => {
|
||||||
this.depthSnapshot = depth;
|
this.depthSnapshot = depth;
|
||||||
@@ -227,7 +227,7 @@ export class SwingEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterTicker>(
|
safeSubscribe<Ticker>(
|
||||||
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
||||||
(ticker) => {
|
(ticker) => {
|
||||||
this.tickerSnapshot = 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 : [];
|
const list = Array.isArray(orders) ? orders : [];
|
||||||
Object.keys(this.pending).forEach((type) => {
|
Object.keys(this.pending).forEach((type) => {
|
||||||
const pendingId = this.pending[type];
|
const pendingId = this.pending[type];
|
||||||
|
|||||||
@@ -2,11 +2,11 @@ import crypto from "crypto";
|
|||||||
import type { TradingConfig } from "../config";
|
import type { TradingConfig } from "../config";
|
||||||
import type { ExchangeAdapter } from "../exchanges/adapter";
|
import type { ExchangeAdapter } from "../exchanges/adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
} from "../exchanges/types";
|
} from "../exchanges/types";
|
||||||
import {
|
import {
|
||||||
calcStopLossPrice,
|
calcStopLossPrice,
|
||||||
@@ -51,9 +51,9 @@ export interface TrendEngineSnapshot {
|
|||||||
totalTrades: number;
|
totalTrades: number;
|
||||||
sessionVolume: number;
|
sessionVolume: number;
|
||||||
tradeLog: TradeLogEntry[];
|
tradeLog: TradeLogEntry[];
|
||||||
openOrders: AsterOrder[];
|
openOrders: Order[];
|
||||||
depth: AsterDepth | null;
|
depth: Depth | null;
|
||||||
ticker: AsterTicker | null;
|
ticker: Ticker | null;
|
||||||
lastUpdated: number | null;
|
lastUpdated: number | null;
|
||||||
lastOpenSignal: OpenOrderPlan;
|
lastOpenSignal: OpenOrderPlan;
|
||||||
}
|
}
|
||||||
@@ -68,11 +68,11 @@ type TrendEngineEvent = "update";
|
|||||||
type TrendEngineListener = (snapshot: TrendEngineSnapshot) => void;
|
type TrendEngineListener = (snapshot: TrendEngineSnapshot) => void;
|
||||||
|
|
||||||
export class TrendEngine {
|
export class TrendEngine {
|
||||||
private accountSnapshot: AsterAccountSnapshot | null = null;
|
private accountSnapshot: AccountSnapshot | null = null;
|
||||||
private openOrders: AsterOrder[] = [];
|
private openOrders: Order[] = [];
|
||||||
private depthSnapshot: AsterDepth | null = null;
|
private depthSnapshot: Depth | null = null;
|
||||||
private tickerSnapshot: AsterTicker | null = null;
|
private tickerSnapshot: Ticker | null = null;
|
||||||
private klineSnapshot: AsterKline[] = [];
|
private klineSnapshot: Kline[] = [];
|
||||||
|
|
||||||
private readonly locks: OrderLockMap = {};
|
private readonly locks: OrderLockMap = {};
|
||||||
private readonly timers: OrderTimerMap = {};
|
private readonly timers: OrderTimerMap = {};
|
||||||
@@ -164,7 +164,7 @@ export class TrendEngine {
|
|||||||
private bootstrap(): void {
|
private bootstrap(): void {
|
||||||
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
||||||
|
|
||||||
safeSubscribe<AsterAccountSnapshot>(
|
safeSubscribe<AccountSnapshot>(
|
||||||
this.exchange.watchAccount.bind(this.exchange),
|
this.exchange.watchAccount.bind(this.exchange),
|
||||||
(snapshot) => {
|
(snapshot) => {
|
||||||
this.accountSnapshot = snapshot;
|
this.accountSnapshot = snapshot;
|
||||||
@@ -181,7 +181,7 @@ export class TrendEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterOrder[]>(
|
safeSubscribe<Order[]>(
|
||||||
this.exchange.watchOrders.bind(this.exchange),
|
this.exchange.watchOrders.bind(this.exchange),
|
||||||
(orders) => {
|
(orders) => {
|
||||||
this.synchronizeLocks(orders);
|
this.synchronizeLocks(orders);
|
||||||
@@ -215,7 +215,7 @@ export class TrendEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterDepth>(
|
safeSubscribe<Depth>(
|
||||||
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
||||||
(depth) => {
|
(depth) => {
|
||||||
this.depthSnapshot = depth;
|
this.depthSnapshot = depth;
|
||||||
@@ -228,7 +228,7 @@ export class TrendEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterTicker>(
|
safeSubscribe<Ticker>(
|
||||||
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
||||||
(ticker) => {
|
(ticker) => {
|
||||||
this.tickerSnapshot = ticker;
|
this.tickerSnapshot = ticker;
|
||||||
@@ -241,7 +241,7 @@ export class TrendEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterKline[]>(
|
safeSubscribe<Kline[]>(
|
||||||
this.exchange.watchKlines.bind(this.exchange, this.config.symbol, this.config.klineInterval),
|
this.exchange.watchKlines.bind(this.exchange, this.config.symbol, this.config.klineInterval),
|
||||||
(klines) => {
|
(klines) => {
|
||||||
this.klineSnapshot = Array.isArray(klines) ? 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 : [];
|
const list = Array.isArray(orders) ? orders : [];
|
||||||
Object.keys(this.pending).forEach((type) => {
|
Object.keys(this.pending).forEach((type) => {
|
||||||
const pendingId = this.pending[type];
|
const pendingId = this.pending[type];
|
||||||
@@ -834,7 +834,7 @@ export class TrendEngine {
|
|||||||
|
|
||||||
private async tryReplaceStop(
|
private async tryReplaceStop(
|
||||||
side: "BUY" | "SELL",
|
side: "BUY" | "SELL",
|
||||||
currentOrder: AsterOrder,
|
currentOrder: Order,
|
||||||
nextStopPrice: number,
|
nextStopPrice: number,
|
||||||
lastPrice: number
|
lastPrice: number
|
||||||
): Promise<void> {
|
): Promise<void> {
|
||||||
|
|||||||
+2
-2
@@ -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 type DepthImbalance = "balanced" | "buy_dominant" | "sell_dominant";
|
||||||
|
|
||||||
export function computeDepthStats(
|
export function computeDepthStats(
|
||||||
depth: AsterDepth,
|
depth: Depth,
|
||||||
levels = 10,
|
levels = 10,
|
||||||
ratio = 3
|
ratio = 3
|
||||||
): {
|
): {
|
||||||
|
|||||||
+5
-5
@@ -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 bid = Number(depth?.bids?.[0]?.[0]);
|
||||||
const ask = Number(depth?.asks?.[0]?.[0]);
|
const ask = Number(depth?.asks?.[0]?.[0]);
|
||||||
return {
|
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
|
* @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(
|
export function getPricesAtLevel(
|
||||||
depth?: AsterDepth | null,
|
depth?: Depth | null,
|
||||||
level: number = 1
|
level: number = 1
|
||||||
): { bidAtLevel: number | null; askAtLevel: number | null } {
|
): { bidAtLevel: number | null; askAtLevel: number | null } {
|
||||||
const index = Math.max(0, level - 1);
|
const index = Math.max(0, level - 1);
|
||||||
@@ -49,7 +49,7 @@ export function getPricesAtLevel(
|
|||||||
return { bidAtLevel, askAtLevel };
|
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);
|
const { topBid, topAsk } = getTopPrices(depth);
|
||||||
if (topBid != null && topAsk != null) return (topBid + topAsk) / 2;
|
if (topBid != null && topAsk != null) return (topBid + topAsk) / 2;
|
||||||
const last = Number(ticker?.lastPrice);
|
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)
|
* @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(
|
export function getDepthBetweenPrices(
|
||||||
depth: AsterDepth | null | undefined,
|
depth: Depth | null | undefined,
|
||||||
side: "BUY" | "SELL",
|
side: "BUY" | "SELL",
|
||||||
targetPrice: number
|
targetPrice: number
|
||||||
): number {
|
): number {
|
||||||
|
|||||||
@@ -1,4 +1,4 @@
|
|||||||
import type { AsterAccountAsset, AsterAccountSnapshot, AsterKline } from "../exchanges/types";
|
import type { AccountAsset, AccountSnapshot, Kline } from "../exchanges/types";
|
||||||
|
|
||||||
export interface PositionSnapshot {
|
export interface PositionSnapshot {
|
||||||
positionAmt: number;
|
positionAmt: number;
|
||||||
@@ -7,7 +7,7 @@ export interface PositionSnapshot {
|
|||||||
markPrice: number | null;
|
markPrice: number | null;
|
||||||
}
|
}
|
||||||
|
|
||||||
export function getPosition(snapshot: AsterAccountSnapshot | null, symbol: string): PositionSnapshot {
|
export function getPosition(snapshot: AccountSnapshot | null, symbol: string): PositionSnapshot {
|
||||||
if (!snapshot) {
|
if (!snapshot) {
|
||||||
return { positionAmt: 0, entryPrice: 0, unrealizedProfit: 0, markPrice: null };
|
return { positionAmt: 0, entryPrice: 0, unrealizedProfit: 0, markPrice: null };
|
||||||
}
|
}
|
||||||
@@ -48,7 +48,7 @@ export function getPosition(snapshot: AsterAccountSnapshot | null, symbol: strin
|
|||||||
}
|
}
|
||||||
|
|
||||||
export function validateAccountSnapshotForSymbol(
|
export function validateAccountSnapshotForSymbol(
|
||||||
snapshot: AsterAccountSnapshot | null,
|
snapshot: AccountSnapshot | null,
|
||||||
symbol: string
|
symbol: string
|
||||||
): { ok: true } | { ok: false; issues: string[] } {
|
): { ok: true } | { ok: false; issues: string[] } {
|
||||||
if (!snapshot) return { ok: true };
|
if (!snapshot) return { ok: true };
|
||||||
@@ -88,7 +88,7 @@ export function validateAccountSnapshotForSymbol(
|
|||||||
return { ok: false, issues: Array.from(new Set(issues)) };
|
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;
|
if (!Array.isArray(values) || values.length < length) return null;
|
||||||
const window = values.slice(-length);
|
const window = values.slice(-length);
|
||||||
const closes = window.map((kline) => Number(kline.close));
|
const closes = window.map((kline) => Number(kline.close));
|
||||||
@@ -118,7 +118,7 @@ export function calcTrailingActivationPrice(entryPrice: number, qty: number, sid
|
|||||||
}
|
}
|
||||||
|
|
||||||
export function computeBollingerBandwidth(
|
export function computeBollingerBandwidth(
|
||||||
values: AsterKline[],
|
values: Kline[],
|
||||||
length: number,
|
length: number,
|
||||||
stdMultiplier: number
|
stdMultiplier: number
|
||||||
): number | null {
|
): number | null {
|
||||||
@@ -190,7 +190,7 @@ function normalizeBaseSymbol(symbol: string | undefined): string | undefined {
|
|||||||
return parseSymbolParts(symbol).base;
|
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 normalized = baseSymbol.toUpperCase();
|
||||||
const targetId = Number(baseAssetId);
|
const targetId = Number(baseAssetId);
|
||||||
return assets.find((asset) => {
|
return assets.find((asset) => {
|
||||||
|
|||||||
@@ -1,8 +1,8 @@
|
|||||||
import { describe, expect, it } from "vitest";
|
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";
|
import { validateAccountSnapshotForSymbol } from "../src/utils/strategy";
|
||||||
|
|
||||||
function baseSnapshot(positions: AsterAccountSnapshot["positions"]): AsterAccountSnapshot {
|
function baseSnapshot(positions: AccountSnapshot["positions"]): AccountSnapshot {
|
||||||
return {
|
return {
|
||||||
canTrade: true,
|
canTrade: true,
|
||||||
canDeposit: true,
|
canDeposit: true,
|
||||||
|
|||||||
@@ -1,47 +1,47 @@
|
|||||||
import { describe, expect, it, vi } from "vitest";
|
import { describe, expect, it, vi } from "vitest";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
} from "../src/exchanges/types";
|
} from "../src/exchanges/types";
|
||||||
import { BasisArbEngine } from "../src/strategy/basis-arb-engine";
|
import { BasisArbEngine } from "../src/strategy/basis-arb-engine";
|
||||||
|
|
||||||
class StubAdapter implements ExchangeAdapter {
|
class StubAdapter implements ExchangeAdapter {
|
||||||
id = "aster";
|
id = "aster";
|
||||||
private depthHandler: ((depth: AsterDepth) => void) | null = null;
|
private depthHandler: ((depth: Depth) => void) | null = null;
|
||||||
|
|
||||||
supportsTrailingStops(): boolean {
|
supportsTrailingStops(): boolean {
|
||||||
return false;
|
return false;
|
||||||
}
|
}
|
||||||
|
|
||||||
watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {
|
watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {
|
||||||
// not required for this test
|
// not required for this test
|
||||||
}
|
}
|
||||||
|
|
||||||
watchOrders(_cb: (orders: AsterOrder[]) => void): void {
|
watchOrders(_cb: (orders: Order[]) => void): void {
|
||||||
// not required for this test
|
// not required for this test
|
||||||
}
|
}
|
||||||
|
|
||||||
watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void {
|
watchDepth(_symbol: string, cb: (depth: Depth) => void): void {
|
||||||
this.depthHandler = cb;
|
this.depthHandler = cb;
|
||||||
}
|
}
|
||||||
|
|
||||||
emitDepth(depth: AsterDepth): void {
|
emitDepth(depth: Depth): void {
|
||||||
this.depthHandler?.(depth);
|
this.depthHandler?.(depth);
|
||||||
}
|
}
|
||||||
|
|
||||||
watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {
|
watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {
|
||||||
// not required for this test
|
// 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
|
// not required for this test
|
||||||
}
|
}
|
||||||
|
|
||||||
createOrder(): Promise<AsterOrder> {
|
createOrder(): Promise<Order> {
|
||||||
throw new Error("not implemented");
|
throw new Error("not implemented");
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|||||||
@@ -1,6 +1,6 @@
|
|||||||
import { afterEach, describe, expect, it, vi } from "vitest";
|
import { afterEach, describe, expect, it, vi } from "vitest";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
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";
|
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
|
||||||
|
|
||||||
const ORIGINAL_FETCH = globalThis.fetch;
|
const ORIGINAL_FETCH = globalThis.fetch;
|
||||||
@@ -12,13 +12,13 @@ class StubAdapter implements ExchangeAdapter {
|
|||||||
return false;
|
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(): Promise<AsterOrder> {
|
async createOrder(): Promise<Order> {
|
||||||
throw new Error("not implemented");
|
throw new Error("not implemented");
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -26,7 +26,7 @@ class StubAdapter implements ExchangeAdapter {
|
|||||||
async cancelOrders(): Promise<void> {}
|
async cancelOrders(): Promise<void> {}
|
||||||
async cancelAllOrders(): Promise<void> {}
|
async cancelAllOrders(): Promise<void> {}
|
||||||
|
|
||||||
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
|
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
|
||||||
return {
|
return {
|
||||||
canTrade: true,
|
canTrade: true,
|
||||||
canDeposit: true,
|
canDeposit: true,
|
||||||
|
|||||||
@@ -3,11 +3,11 @@ import { executeCliCommand } from "../src/cli/command-executor";
|
|||||||
import type { ParsedCliCommand } from "../src/cli/command-types";
|
import type { ParsedCliCommand } from "../src/cli/command-types";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
CreateOrderParams,
|
CreateOrderParams,
|
||||||
} from "../src/exchanges/types";
|
} from "../src/exchanges/types";
|
||||||
|
|
||||||
@@ -22,7 +22,7 @@ class FakeAdapter implements ExchangeAdapter {
|
|||||||
return true;
|
return true;
|
||||||
}
|
}
|
||||||
|
|
||||||
watchAccount(cb: (snapshot: AsterAccountSnapshot) => void): void {
|
watchAccount(cb: (snapshot: AccountSnapshot) => void): void {
|
||||||
cb({
|
cb({
|
||||||
canTrade: true,
|
canTrade: true,
|
||||||
canDeposit: true,
|
canDeposit: true,
|
||||||
@@ -35,11 +35,11 @@ class FakeAdapter implements ExchangeAdapter {
|
|||||||
});
|
});
|
||||||
}
|
}
|
||||||
|
|
||||||
watchOrders(cb: (orders: AsterOrder[]) => void): void {
|
watchOrders(cb: (orders: Order[]) => void): void {
|
||||||
cb([]);
|
cb([]);
|
||||||
}
|
}
|
||||||
|
|
||||||
watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void {
|
watchDepth(_symbol: string, cb: (depth: Depth) => void): void {
|
||||||
cb({
|
cb({
|
||||||
lastUpdateId: 1,
|
lastUpdateId: 1,
|
||||||
bids: [["100", "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({
|
cb({
|
||||||
symbol,
|
symbol,
|
||||||
lastPrice: "100",
|
lastPrice: "100",
|
||||||
@@ -57,10 +57,10 @@ class FakeAdapter implements ExchangeAdapter {
|
|||||||
volume: "10",
|
volume: "10",
|
||||||
quoteVolume: "1000",
|
quoteVolume: "1000",
|
||||||
eventTime: Date.now(),
|
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([
|
cb([
|
||||||
{
|
{
|
||||||
openTime: 1,
|
openTime: 1,
|
||||||
@@ -75,7 +75,7 @@ class FakeAdapter implements ExchangeAdapter {
|
|||||||
]);
|
]);
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
this.createOrderCalls += 1;
|
this.createOrderCalls += 1;
|
||||||
return {
|
return {
|
||||||
orderId: "1",
|
orderId: "1",
|
||||||
|
|||||||
@@ -2,11 +2,11 @@ import { describe, expect, it } from "vitest";
|
|||||||
import { DryRunExchangeAdapter } from "../src/exchanges/dry-run-adapter";
|
import { DryRunExchangeAdapter } from "../src/exchanges/dry-run-adapter";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
CreateOrderParams,
|
CreateOrderParams,
|
||||||
} from "../src/exchanges/types";
|
} from "../src/exchanges/types";
|
||||||
|
|
||||||
@@ -18,13 +18,13 @@ class BaseAdapter implements ExchangeAdapter {
|
|||||||
return true;
|
return true;
|
||||||
}
|
}
|
||||||
|
|
||||||
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<AsterOrder> {
|
async createOrder(_params: CreateOrderParams): Promise<Order> {
|
||||||
this.createCalls += 1;
|
this.createCalls += 1;
|
||||||
throw new Error("should not be called in dry-run");
|
throw new Error("should not be called in dry-run");
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -18,11 +18,11 @@ import {
|
|||||||
import { buildAdapterFromEnv } from "../src/exchanges/resolve-from-env";
|
import { buildAdapterFromEnv } from "../src/exchanges/resolve-from-env";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
CreateOrderParams,
|
CreateOrderParams,
|
||||||
} from "../src/exchanges/types";
|
} from "../src/exchanges/types";
|
||||||
|
|
||||||
@@ -78,17 +78,17 @@ class RecorderAdapter implements ExchangeAdapter {
|
|||||||
return false;
|
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<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
this.lastCreateOrderParams = params;
|
this.lastCreateOrderParams = params;
|
||||||
return {
|
return {
|
||||||
orderId: 1,
|
orderId: 1,
|
||||||
|
|||||||
+22
-22
@@ -1,10 +1,10 @@
|
|||||||
import { describe, expect, it } from "vitest";
|
import { describe, expect, it } from "vitest";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
CreateOrderParams,
|
CreateOrderParams,
|
||||||
} from "../src/exchanges/types";
|
} from "../src/exchanges/types";
|
||||||
import type { GridConfig } from "../src/config";
|
import type { GridConfig } from "../src/config";
|
||||||
@@ -13,11 +13,11 @@ import { GridEngine } from "../src/strategy/grid-engine";
|
|||||||
class StubAdapter implements ExchangeAdapter {
|
class StubAdapter implements ExchangeAdapter {
|
||||||
id = "aster";
|
id = "aster";
|
||||||
|
|
||||||
private accountHandler: ((snapshot: AsterAccountSnapshot) => void) | null = null;
|
private accountHandler: ((snapshot: AccountSnapshot) => void) | null = null;
|
||||||
private orderHandler: ((orders: AsterOrder[]) => void) | null = null;
|
private orderHandler: ((orders: Order[]) => void) | null = null;
|
||||||
private depthHandler: ((depth: AsterDepth) => void) | null = null;
|
private depthHandler: ((depth: Depth) => void) | null = null;
|
||||||
private tickerHandler: ((ticker: AsterTicker) => void) | null = null;
|
private tickerHandler: ((ticker: Ticker) => void) | null = null;
|
||||||
private currentOrders: AsterOrder[] = [];
|
private currentOrders: Order[] = [];
|
||||||
|
|
||||||
public createdOrders: CreateOrderParams[] = [];
|
public createdOrders: CreateOrderParams[] = [];
|
||||||
public marketOrders: CreateOrderParams[] = [];
|
public marketOrders: CreateOrderParams[] = [];
|
||||||
@@ -28,19 +28,19 @@ class StubAdapter implements ExchangeAdapter {
|
|||||||
return false;
|
return false;
|
||||||
}
|
}
|
||||||
|
|
||||||
watchAccount(cb: (snapshot: AsterAccountSnapshot) => void): void {
|
watchAccount(cb: (snapshot: AccountSnapshot) => void): void {
|
||||||
this.accountHandler = cb;
|
this.accountHandler = cb;
|
||||||
}
|
}
|
||||||
|
|
||||||
watchOrders(cb: (orders: AsterOrder[]) => void): void {
|
watchOrders(cb: (orders: Order[]) => void): void {
|
||||||
this.orderHandler = cb;
|
this.orderHandler = cb;
|
||||||
}
|
}
|
||||||
|
|
||||||
watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void {
|
watchDepth(_symbol: string, cb: (depth: Depth) => void): void {
|
||||||
this.depthHandler = cb;
|
this.depthHandler = cb;
|
||||||
}
|
}
|
||||||
|
|
||||||
watchTicker(_symbol: string, cb: (ticker: AsterTicker) => void): void {
|
watchTicker(_symbol: string, cb: (ticker: Ticker) => void): void {
|
||||||
this.tickerHandler = cb;
|
this.tickerHandler = cb;
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -48,24 +48,24 @@ class StubAdapter implements ExchangeAdapter {
|
|||||||
// not used in tests
|
// not used in tests
|
||||||
}
|
}
|
||||||
|
|
||||||
emitAccount(snapshot: AsterAccountSnapshot): void {
|
emitAccount(snapshot: AccountSnapshot): void {
|
||||||
this.accountHandler?.(snapshot);
|
this.accountHandler?.(snapshot);
|
||||||
}
|
}
|
||||||
|
|
||||||
emitOrders(orders: AsterOrder[]): void {
|
emitOrders(orders: Order[]): void {
|
||||||
this.orderHandler?.(orders);
|
this.orderHandler?.(orders);
|
||||||
}
|
}
|
||||||
|
|
||||||
emitDepth(depth: AsterDepth): void {
|
emitDepth(depth: Depth): void {
|
||||||
this.depthHandler?.(depth);
|
this.depthHandler?.(depth);
|
||||||
}
|
}
|
||||||
|
|
||||||
emitTicker(ticker: AsterTicker): void {
|
emitTicker(ticker: Ticker): void {
|
||||||
this.tickerHandler?.(ticker);
|
this.tickerHandler?.(ticker);
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
const order: AsterOrder = {
|
const order: Order = {
|
||||||
orderId: `${Date.now()}-${Math.random()}`,
|
orderId: `${Date.now()}-${Math.random()}`,
|
||||||
clientOrderId: "test",
|
clientOrderId: "test",
|
||||||
symbol: params.symbol,
|
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 {
|
return {
|
||||||
canTrade: true,
|
canTrade: true,
|
||||||
canDeposit: true,
|
canDeposit: true,
|
||||||
@@ -126,7 +126,7 @@ function createAccountSnapshot(symbol: string, positionAmt: number): AsterAccoun
|
|||||||
},
|
},
|
||||||
],
|
],
|
||||||
assets: [],
|
assets: [],
|
||||||
} as unknown as AsterAccountSnapshot;
|
} as unknown as AccountSnapshot;
|
||||||
}
|
}
|
||||||
|
|
||||||
describe("GridEngine", () => {
|
describe("GridEngine", () => {
|
||||||
@@ -296,7 +296,7 @@ describe("GridEngine", () => {
|
|||||||
|
|
||||||
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, baseConfig.orderSize * 2));
|
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, baseConfig.orderSize * 2));
|
||||||
|
|
||||||
const reduceOrder: AsterOrder = {
|
const reduceOrder: Order = {
|
||||||
orderId: "existing-reduce",
|
orderId: "existing-reduce",
|
||||||
clientOrderId: "existing-reduce",
|
clientOrderId: "existing-reduce",
|
||||||
symbol: baseConfig.symbol,
|
symbol: baseConfig.symbol,
|
||||||
|
|||||||
@@ -1,6 +1,6 @@
|
|||||||
import { describe, expect, it } from "vitest";
|
import { describe, expect, it } from "vitest";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
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 { t } from "../src/i18n";
|
||||||
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
|
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
|
||||||
|
|
||||||
@@ -11,13 +11,13 @@ class StubAdapter implements ExchangeAdapter {
|
|||||||
return false;
|
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(): Promise<AsterOrder> {
|
async createOrder(): Promise<Order> {
|
||||||
throw new Error("not implemented");
|
throw new Error("not implemented");
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|||||||
@@ -1,23 +1,23 @@
|
|||||||
import { afterEach, describe, expect, it, vi } from "vitest";
|
import { afterEach, describe, expect, it, vi } from "vitest";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
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";
|
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
|
||||||
|
|
||||||
class StubAdapter implements ExchangeAdapter {
|
class StubAdapter implements ExchangeAdapter {
|
||||||
id = "standx";
|
id = "standx";
|
||||||
accountSnapshot: AsterAccountSnapshot | null = null;
|
accountSnapshot: AccountSnapshot | null = null;
|
||||||
|
|
||||||
supportsTrailingStops(): boolean {
|
supportsTrailingStops(): boolean {
|
||||||
return false;
|
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(): Promise<AsterOrder> {
|
async createOrder(): Promise<Order> {
|
||||||
throw new Error("not implemented");
|
throw new Error("not implemented");
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -25,7 +25,7 @@ class StubAdapter implements ExchangeAdapter {
|
|||||||
async cancelOrders(): Promise<void> {}
|
async cancelOrders(): Promise<void> {}
|
||||||
async cancelAllOrders(): Promise<void> {}
|
async cancelAllOrders(): Promise<void> {}
|
||||||
|
|
||||||
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
|
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
|
||||||
return this.accountSnapshot;
|
return this.accountSnapshot;
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,25 +1,25 @@
|
|||||||
import { afterEach, describe, expect, it, vi } from "vitest";
|
import { afterEach, describe, expect, it, vi } from "vitest";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
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";
|
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
|
||||||
|
|
||||||
class StubAdapter implements ExchangeAdapter {
|
class StubAdapter implements ExchangeAdapter {
|
||||||
id = "standx";
|
id = "standx";
|
||||||
cancelAllCount = 0;
|
cancelAllCount = 0;
|
||||||
openOrders: AsterOrder[] | Error = [];
|
openOrders: Order[] | Error = [];
|
||||||
accountSnapshot: AsterAccountSnapshot | null = null;
|
accountSnapshot: AccountSnapshot | null = null;
|
||||||
|
|
||||||
supportsTrailingStops(): boolean {
|
supportsTrailingStops(): boolean {
|
||||||
return false;
|
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(): Promise<AsterOrder> {
|
async createOrder(): Promise<Order> {
|
||||||
throw new Error("not implemented");
|
throw new Error("not implemented");
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -31,12 +31,12 @@ class StubAdapter implements ExchangeAdapter {
|
|||||||
this.openOrders = [];
|
this.openOrders = [];
|
||||||
}
|
}
|
||||||
|
|
||||||
async queryOpenOrders(): Promise<AsterOrder[]> {
|
async queryOpenOrders(): Promise<Order[]> {
|
||||||
if (this.openOrders instanceof Error) throw this.openOrders;
|
if (this.openOrders instanceof Error) throw this.openOrders;
|
||||||
return this.openOrders;
|
return this.openOrders;
|
||||||
}
|
}
|
||||||
|
|
||||||
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
|
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
|
||||||
return this.accountSnapshot;
|
return this.accountSnapshot;
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,33 +1,33 @@
|
|||||||
import { afterEach, describe, expect, it, vi } from "vitest";
|
import { afterEach, describe, expect, it, vi } from "vitest";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
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";
|
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
|
||||||
|
|
||||||
class StubAdapter implements ExchangeAdapter {
|
class StubAdapter implements ExchangeAdapter {
|
||||||
id = "standx";
|
id = "standx";
|
||||||
|
|
||||||
private depthListeners: Array<(depth: AsterDepth) => void> = [];
|
private depthListeners: Array<(depth: Depth) => void> = [];
|
||||||
|
|
||||||
supportsTrailingStops(): boolean {
|
supportsTrailingStops(): boolean {
|
||||||
return false;
|
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 {}
|
||||||
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 {}
|
||||||
|
|
||||||
watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void {
|
watchDepth(_symbol: string, cb: (depth: Depth) => void): void {
|
||||||
this.depthListeners.push(cb);
|
this.depthListeners.push(cb);
|
||||||
}
|
}
|
||||||
|
|
||||||
emitDepth(depth: AsterDepth): void {
|
emitDepth(depth: Depth): void {
|
||||||
for (const listener of this.depthListeners) {
|
for (const listener of this.depthListeners) {
|
||||||
listener(depth);
|
listener(depth);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(): Promise<AsterOrder> {
|
async createOrder(): Promise<Order> {
|
||||||
throw new Error("not implemented");
|
throw new Error("not implemented");
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -35,7 +35,7 @@ class StubAdapter implements ExchangeAdapter {
|
|||||||
async cancelOrders(): Promise<void> {}
|
async cancelOrders(): Promise<void> {}
|
||||||
async cancelAllOrders(): Promise<void> {}
|
async cancelAllOrders(): Promise<void> {}
|
||||||
|
|
||||||
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
|
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
|
||||||
return null;
|
return null;
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,33 +1,33 @@
|
|||||||
import { afterEach, describe, expect, it, vi } from "vitest";
|
import { afterEach, describe, expect, it, vi } from "vitest";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
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";
|
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
|
||||||
|
|
||||||
class StubAdapter implements ExchangeAdapter {
|
class StubAdapter implements ExchangeAdapter {
|
||||||
id = "standx";
|
id = "standx";
|
||||||
|
|
||||||
private depthListeners: Array<(depth: AsterDepth) => void> = [];
|
private depthListeners: Array<(depth: Depth) => void> = [];
|
||||||
|
|
||||||
supportsTrailingStops(): boolean {
|
supportsTrailingStops(): boolean {
|
||||||
return false;
|
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 {}
|
||||||
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 {}
|
||||||
|
|
||||||
watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void {
|
watchDepth(_symbol: string, cb: (depth: Depth) => void): void {
|
||||||
this.depthListeners.push(cb);
|
this.depthListeners.push(cb);
|
||||||
}
|
}
|
||||||
|
|
||||||
emitDepth(depth: AsterDepth): void {
|
emitDepth(depth: Depth): void {
|
||||||
for (const listener of this.depthListeners) {
|
for (const listener of this.depthListeners) {
|
||||||
listener(depth);
|
listener(depth);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(): Promise<AsterOrder> {
|
async createOrder(): Promise<Order> {
|
||||||
throw new Error("not implemented");
|
throw new Error("not implemented");
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -35,7 +35,7 @@ class StubAdapter implements ExchangeAdapter {
|
|||||||
async cancelOrders(): Promise<void> {}
|
async cancelOrders(): Promise<void> {}
|
||||||
async cancelAllOrders(): Promise<void> {}
|
async cancelAllOrders(): Promise<void> {}
|
||||||
|
|
||||||
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
|
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
|
||||||
return null;
|
return null;
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,6 +1,6 @@
|
|||||||
import { afterEach, describe, expect, it, vi } from "vitest";
|
import { afterEach, describe, expect, it, vi } from "vitest";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
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";
|
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
|
||||||
|
|
||||||
class StandxStubAdapter implements ExchangeAdapter {
|
class StandxStubAdapter implements ExchangeAdapter {
|
||||||
@@ -12,20 +12,20 @@ class StandxStubAdapter implements ExchangeAdapter {
|
|||||||
return false;
|
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(): Promise<AsterOrder> {
|
async createOrder(): Promise<Order> {
|
||||||
throw new Error("not implemented");
|
throw new Error("not implemented");
|
||||||
}
|
}
|
||||||
async cancelOrder(): Promise<void> {}
|
async cancelOrder(): Promise<void> {}
|
||||||
async cancelOrders(): Promise<void> {}
|
async cancelOrders(): Promise<void> {}
|
||||||
async cancelAllOrders(): Promise<void> {}
|
async cancelAllOrders(): Promise<void> {}
|
||||||
|
|
||||||
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
|
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
|
||||||
return {
|
return {
|
||||||
canTrade: true,
|
canTrade: true,
|
||||||
canDeposit: true,
|
canDeposit: true,
|
||||||
@@ -98,7 +98,7 @@ describe("MakerPointsEngine StandX isolated margin guard", () => {
|
|||||||
asks: [["101", "1"]],
|
asks: [["101", "1"]],
|
||||||
eventTime: Date.now(),
|
eventTime: Date.now(),
|
||||||
symbol: "BTC-USD",
|
symbol: "BTC-USD",
|
||||||
} as AsterDepth;
|
} as Depth;
|
||||||
(engine as any).tickerSnapshot = {
|
(engine as any).tickerSnapshot = {
|
||||||
symbol: "BTC-USD",
|
symbol: "BTC-USD",
|
||||||
lastPrice: "100",
|
lastPrice: "100",
|
||||||
@@ -108,7 +108,7 @@ describe("MakerPointsEngine StandX isolated margin guard", () => {
|
|||||||
volume: "0",
|
volume: "0",
|
||||||
quoteVolume: "0",
|
quoteVolume: "0",
|
||||||
eventTime: Date.now(),
|
eventTime: Date.now(),
|
||||||
} as AsterTicker;
|
} as Ticker;
|
||||||
|
|
||||||
const syncSpy = vi.fn().mockResolvedValue(undefined);
|
const syncSpy = vi.fn().mockResolvedValue(undefined);
|
||||||
(engine as any).syncOrders = syncSpy;
|
(engine as any).syncOrders = syncSpy;
|
||||||
@@ -162,7 +162,7 @@ describe("MakerPointsEngine StandX isolated margin guard", () => {
|
|||||||
asks: [["101", "1"]],
|
asks: [["101", "1"]],
|
||||||
eventTime: Date.now(),
|
eventTime: Date.now(),
|
||||||
symbol: "BTC-USD",
|
symbol: "BTC-USD",
|
||||||
} as AsterDepth;
|
} as Depth;
|
||||||
(engine as any).tickerSnapshot = {
|
(engine as any).tickerSnapshot = {
|
||||||
symbol: "BTC-USD",
|
symbol: "BTC-USD",
|
||||||
lastPrice: "100",
|
lastPrice: "100",
|
||||||
@@ -172,7 +172,7 @@ describe("MakerPointsEngine StandX isolated margin guard", () => {
|
|||||||
volume: "0",
|
volume: "0",
|
||||||
quoteVolume: "0",
|
quoteVolume: "0",
|
||||||
eventTime: Date.now(),
|
eventTime: Date.now(),
|
||||||
} as AsterTicker;
|
} as Ticker;
|
||||||
|
|
||||||
const syncSpy = vi.fn().mockResolvedValue(undefined);
|
const syncSpy = vi.fn().mockResolvedValue(undefined);
|
||||||
(engine as any).syncOrders = syncSpy;
|
(engine as any).syncOrders = syncSpy;
|
||||||
|
|||||||
@@ -1,6 +1,6 @@
|
|||||||
import { describe, expect, it, vi, beforeEach, afterAll } from "vitest";
|
import { describe, expect, it, vi, beforeEach, afterAll } from "vitest";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
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 type { OrderLockMap, OrderTimerMap, OrderPendingMap } from "../src/core/order-coordinator";
|
||||||
import {
|
import {
|
||||||
deduplicateOrders,
|
deduplicateOrders,
|
||||||
@@ -15,7 +15,7 @@ import {
|
|||||||
const originalTradeExchange = process.env.TRADE_EXCHANGE;
|
const originalTradeExchange = process.env.TRADE_EXCHANGE;
|
||||||
const originalExchange = process.env.EXCHANGE;
|
const originalExchange = process.env.EXCHANGE;
|
||||||
|
|
||||||
const baseOrder: AsterOrder = {
|
const baseOrder: Order = {
|
||||||
orderId: 1,
|
orderId: 1,
|
||||||
clientOrderId: "client",
|
clientOrderId: "client",
|
||||||
symbol: "BTCUSDT",
|
symbol: "BTCUSDT",
|
||||||
@@ -66,7 +66,7 @@ describe("order-coordinator", () => {
|
|||||||
const timers: OrderTimerMap = {};
|
const timers: OrderTimerMap = {};
|
||||||
const pending: OrderPendingMap = {};
|
const pending: OrderPendingMap = {};
|
||||||
const log = vi.fn();
|
const log = vi.fn();
|
||||||
const openOrders: AsterOrder[] = [
|
const openOrders: Order[] = [
|
||||||
{ ...baseOrder, orderId: 1 },
|
{ ...baseOrder, orderId: 1 },
|
||||||
{ ...baseOrder, orderId: 2 },
|
{ ...baseOrder, orderId: 2 },
|
||||||
];
|
];
|
||||||
|
|||||||
@@ -1,10 +1,10 @@
|
|||||||
import { describe, expect, it } from "vitest";
|
import { describe, expect, it } from "vitest";
|
||||||
import { getDepthBetweenPrices } from "../src/utils/price";
|
import { getDepthBetweenPrices } from "../src/utils/price";
|
||||||
import type { AsterDepth } from "../src/exchanges/types";
|
import type { Depth } from "../src/exchanges/types";
|
||||||
|
|
||||||
describe("getDepthBetweenPrices boundary", () => {
|
describe("getDepthBetweenPrices boundary", () => {
|
||||||
it("SELL side excludes quantity exactly at target price", () => {
|
it("SELL side excludes quantity exactly at target price", () => {
|
||||||
const depth: AsterDepth = {
|
const depth: Depth = {
|
||||||
lastUpdateId: 1,
|
lastUpdateId: 1,
|
||||||
bids: [],
|
bids: [],
|
||||||
asks: [
|
asks: [
|
||||||
@@ -20,7 +20,7 @@ describe("getDepthBetweenPrices boundary", () => {
|
|||||||
});
|
});
|
||||||
|
|
||||||
it("BUY side excludes quantity exactly at target price", () => {
|
it("BUY side excludes quantity exactly at target price", () => {
|
||||||
const depth: AsterDepth = {
|
const depth: Depth = {
|
||||||
lastUpdateId: 1,
|
lastUpdateId: 1,
|
||||||
bids: [
|
bids: [
|
||||||
["69355", "1"],
|
["69355", "1"],
|
||||||
|
|||||||
@@ -1,8 +1,8 @@
|
|||||||
import { describe, expect, it } from "vitest";
|
import { describe, expect, it } from "vitest";
|
||||||
import { computeBollingerBandwidth, getPosition, getSMA } from "../src/utils/strategy";
|
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,
|
canTrade: true,
|
||||||
canDeposit: true,
|
canDeposit: true,
|
||||||
canWithdraw: true,
|
canWithdraw: true,
|
||||||
@@ -20,7 +20,7 @@ const mockSnapshot = (positions: Array<{ symbol: string; amt: number; entry: num
|
|||||||
assets: [],
|
assets: [],
|
||||||
});
|
});
|
||||||
|
|
||||||
const mockKlines = (values: number[]): AsterKline[] =>
|
const mockKlines = (values: number[]): Kline[] =>
|
||||||
values.map((value, index) => ({
|
values.map((value, index) => ({
|
||||||
openTime: index,
|
openTime: index,
|
||||||
open: String(value),
|
open: String(value),
|
||||||
|
|||||||
Reference in New Issue
Block a user