Commit Graph
288 Commits
Author SHA1 Message Date
discountry d799cf79c2 refactor: extract shared order handler factory, deduplicate 8 order.ts files
Created src/exchanges/order-handlers.ts with createOrderHandlers() factory.
All 8 exchange order.ts files now use config-driven delegation instead of
duplicated ~80-line implementations. Shared applyCommonFields() logic
consolidated into the factory module.
2026-04-06 18:24:42 +08:00
discountry bc29b23027 refactor: restructure aster/ to match standard exchange directory layout
- Move aster-adapter.ts → aster/adapter.ts (consistent with all other exchanges)
- Rename aster/client.ts → aster/gateway.ts (consistent naming)
- Update all imports across 5 files
- Delete old aster-adapter.ts
2026-04-06 18:17:50 +08:00
discountry fb906be27c refactor: split types.ts into per-exchange type modules
- Extract GRVT-specific types to grvt/types.ts
- Extract Aster-spot/futures types to aster/types.ts
- types.ts now contains only universal/platform-agnostic types
- Reduced from 632 to ~135 lines
2026-04-06 18:16:25 +08:00
discountry fda6bcad1d 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.
2026-04-06 18:11:57 +08:00
discountry 230c0d5e18 Add .factory to .gitignore and ensure proper newline at end of file 2026-04-06 17:58:57 +08:00
discountry eb70bab8c5 Add Oxlint configuration and integrate linting commands
- Introduced a new `.oxlintrc.json` file to configure Oxlint for code quality checks.
- Updated `package.json` to include linting scripts (`lint` and `lint:fix`) for easier code maintenance.
- Enhanced documentation in `README` files to guide users on running Oxlint checks and applying fixes.
2026-03-12 22:40:18 +08:00
discountry 055bb445a9 fix denpendence 2026-03-01 23:47:52 +08:00
discountry 74d0a0a98b Update package.json and README files to include repository information and enhance CLI command mode documentation
- Added repository details to package.json for better project visibility.
- Revised README files in both English and Chinese to improve the clarity and accessibility of the `ritmex-bot` CLI command mode instructions.
- Included installation instructions for adding the project as a skill, enhancing user onboarding experience.
2026-02-27 12:55:28 +08:00
discountry 674a6fe0da Add CLI user guides and .npmignore file
- Introduced English and Chinese user guides for the `ritmex-bot` CLI, detailing command usage and options.
- Created a new `.npmignore` file to exclude documentation directories from npm package distribution.
- Updated README files to link to the new user guides directly, ensuring easy access for users.
2026-02-27 12:47:32 +08:00
DisneyandGitHub 4014a86223 Enhance CLI command mode for ritmex-bot (#23)
- Introduced a new command mode for `ritmex-bot`, allowing agent-friendly structured trading operations without entering the Ink interactive menu.
- Updated `package.json` to include versioning and set the project as public with a new CLI entry point.
- Enhanced documentation in both English and Chinese to provide comprehensive usage instructions for the new command mode.
- Added a new executable script for `ritmex-bot` to facilitate command execution.
- Improved error handling and command parsing for better user experience and clarity in command execution.
2026-02-27 12:42:20 +08:00
DisneyandGitHub d6399b92aa Feat/support binance (#22)
* add docs

* Add Binance exchange support

- Updated the environment configuration to include Binance as a selectable exchange option.
- Enhanced the README documentation to reflect the addition of Binance.
- Implemented the Binance exchange adapter and integrated it into the existing exchange framework.
- Modified the basis arbitrage strategy to support Binance alongside existing exchanges.
- Added tests to ensure proper functionality and integration of Binance within the trading system.

* Enhance README with detailed Binance exchange configuration

- Added comprehensive instructions for setting up Binance as an exchange option.
- Included environment variable specifications for API keys, market types, and trading symbols.
- Provided examples for both perpetual and spot trading strategies.
- Clarified the use of WebSocket and REST for the Binance adapter.

* Enhance exchange support and testing framework

- Added a new test suite for exchange contracts to ensure consistency and functionality across supported exchanges.
- Refactored exchange ID handling to utilize a centralized list of supported exchanges, improving maintainability.
- Updated CLI argument parsing and help documentation to reflect the new exchange structure.
- Introduced utility functions for validating supported exchanges and their display names.
- Enhanced the BasisApp and strategy runner to leverage the new exchange validation logic.
- Added a new test command for running exchange-related tests.

* Refactor exchange contract tests and update CLI commands

- Removed the trailing supported exchanges set and simplified the logic for trailing stop support in the exchange contract tests.
- Updated the test command for exchange contracts to exclude unnecessary tests, streamlining the testing process.
- Enhanced test descriptions for clarity and improved understanding of the functionality being tested.
2026-02-27 11:37:44 +08:00
discountry 422ee6f465 update maker points config 2026-02-08 09:41:06 +08:00
discountry bee7bdd8fe update maker points 2026-02-08 09:37:39 +08:00
discountry 3f67b99291 Add immediate reprice logic to MakerPointsEngine
- Enhanced the MakerPointsEngine by introducing a new method `shouldTriggerImmediateReprice` to trigger an immediate tick when the market depth deviates beyond a specified minimum reprice basis points threshold.
- Updated the existing depth protection logic to include this new reprice condition.
- Added a comprehensive test suite to validate the immediate reprice functionality and its integration with the MakerPoints engine.
2026-02-08 00:08:38 +08:00
discountry 61e6e4cdde Add Binance depth monitoring configuration to MakerPoints
- Introduced new environment variables `MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS` and `MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO` to configure Binance depth monitoring.
- Updated `MakerPointsConfig` interface and implementation to include these new parameters.
- Enhanced translations to reflect dynamic depth window information in the UI.
- Added tests to validate the new configuration options and their integration into the MakerPoints engine.
2026-02-07 23:58:01 +08:00
discountry 858b2f304b Update imbalance ratio in MakerPointsEngine and binance-depth.ts for improved trading strategy
- Adjusted the `ratio` in `MakerPointsEngine` from 8 to 2 to better align with current market conditions.
- Updated `DEFAULT_IMBALANCE_RATIO` in `binance-depth.ts` from 8 to 2 to maintain consistency across the trading strategy.
2026-02-07 23:35:22 +08:00
discountry 6998afebb1 Refactor price calculation in MakerPointsEngine for improved accuracy
- Replaced direct price calculations with a new method `normalizeDepthTargetPrice` to ensure valid target prices for buy and sell orders.
- Updated all instances of price calculations in the MakerPointsEngine to utilize the new normalization method.
- Added boundary tests for `getDepthBetweenPrices` to validate behavior when prices are exactly at the target.
2026-02-07 23:27:42 +08:00
discountry b8942c18e6 Add immediate depth protection logic to MakerPointsEngine
- Introduced a new private property `forceTickRequested` to manage immediate tick requests.
- Implemented `shouldTriggerImmediateDepthProtection` method to trigger a tick when depth falls below the configured threshold.
- Updated the tick processing logic to accommodate immediate depth protection.
- Added unit tests to validate the immediate tick triggering behavior based on depth changes.
2026-02-07 23:10:56 +08:00
discountry 6f85e609f8 Update minimum depth threshold and imbalance ratio for improved trading performance
- Changed `filterMinDepth` in `MakerPointsConfig` from 5 to 10 to enhance trading strategy.
- Adjusted `ratio` in `MakerPointsEngine` and `DEFAULT_IMBALANCE_RATIO` in `binance-depth.ts` from 9 to 8 for better alignment with market conditions.
2026-02-07 22:46:48 +08:00
discountry a851257149 Update minimum depth threshold in MakerPointsConfig from 50 to 5 for improved trading performance 2026-02-07 22:19:39 +08:00
DisneyandGitHub 9355ec5019 Enhance Binance depth health monitoring and defense mode logic (#21)
- Updated translations for Binance depth status messages to include depth window information.
- Modified `MakerPointsEngine` to incorporate health checks for the Binance depth tracker, including handling of unhealthy states.
- Improved defense mode activation logic to respond to Binance depth health status, ensuring appropriate logging and notifications.
- Added integration tests for defense mode behavior based on Binance depth health, validating transitions into and out of defense mode.
- Refactored `BinanceDepthTracker` to support health checks and improved connection management.
2026-02-07 22:01:49 +08:00
DisneyandGitHub fa82d45bfb fix size (#20) 2026-02-04 13:26:06 +08:00
discountry d0154e5721 fix den 2026-02-03 18:48:06 +08:00
discountry 52b6a8a076 Add invitation links for Nado registration in trading tutorial 2026-02-03 12:04:36 +08:00
discountry db6a9cfc68 Add Nado trading tutorial for ritmex-bot 2026-02-03 12:02:55 +08:00
DisneyandGitHub 03b8e53d30 Merge pull request #19 from discountry/feat/arb
Feat/arb
2026-02-01 11:15:42 +08:00
discountry 8d79ace8b3 Refactor triggerType handling in order placement logic
- Updated the triggerType assignment in placeStopLossOrder and related functions to default to "STOP_LOSS" instead of conditionally setting it based on the order side.
- This change simplifies the logic for stop market orders across the order coordinator and GRVT exchange gateway, ensuring consistent behavior.
2026-02-01 11:15:00 +08:00
discountry 1fb6d3d62d Add swing trading configuration options to .env.example
- Added new environment variables for swing trading, including SWING_DIRECTION and SWING_STOP_LOSS_PCT.
- Updated documentation in .env.example to reflect the new swing trading parameters for better clarity and usability.
2026-01-31 16:19:19 +08:00
discountry c4559cb0d7 Add swing trading strategy with RSI signals and Binance integration
- Introduced a new swing trading strategy utilizing the RSI indicator on the ETHBTC pair from Binance.
- Implemented the `SwingEngine` to manage trading logic, including entry and exit conditions based on RSI thresholds.
- Added configuration options for swing direction, trade amount, and RSI parameters in `config.ts`.
- Created new documentation for the swing strategy, detailing its behavior and configuration.
- Enhanced CLI to support the new swing strategy option.
- Added tests for swing logic to ensure correct behavior under various market conditions.
2026-01-31 16:15:07 +08:00
discountry 1d88ddefb5 Enhance account snapshot handling and staleness checks in MakerPointsEngine
- Updated `emitAccountSnapshot` method in `StandxGateway` to accept an optional `updateTime` parameter, allowing for more accurate timestamping.
- Introduced logic to determine the appropriate `updateTime` based on the latest position or balance data.
- Added `time` property to `StandxPosition` interface for improved timestamp management.
- Implemented `applyAccountSnapshot` method in `MakerPointsEngine` to streamline account snapshot processing and ensure accurate time tracking.
- Added tests to validate the behavior of account staleness checks and defense mode activation based on account data freshness.
2026-01-24 23:53:36 +08:00
discountry 683352f737 Add changeMarginMode method to ExchangeAdapter and Standx classes
- Introduced `changeMarginMode` method in `ExchangeAdapter` interface to allow margin mode adjustments.
- Implemented the `changeMarginMode` method in `StandxExchangeAdapter` to interact with the gateway for changing margin modes.
- Added corresponding `changeMarginMode` method in `StandxGateway` to handle API requests for margin mode changes.
- Enhanced `MakerPointsEngine` to ensure isolated margin mode before order placement, with appropriate logging and defense mode activation if the change fails.
- Created tests for margin mode functionality to validate behavior under different scenarios.
2026-01-24 22:57:03 +08:00
discountry a629bc940c Enhance environment variable parsing and account snapshot validation
- Introduced `normalizeEnvValue` function to improve handling of environment variable values, including trimming, unquoting, and stripping inline comments.
- Updated `resolveSymbolFromEnv` and parsing functions to utilize the new normalization logic.
- Added `validateAccountSnapshotForSymbol` function to validate account snapshots, ensuring numeric fields are correctly formatted and flagging any issues.
- Implemented tests for environment variable parsing and account snapshot validation to ensure robustness and correctness.
2026-01-24 22:46:14 +08:00
discountry fe7b8eb6f3 Update Binance WebSocket configuration and enhance depth handling
- Changed WebSocket base URL to support both spot and futures trading.
- Adjusted depth tracking parameters for improved performance, increasing the ratio and reducing speed.
- Enhanced payload parsing to accommodate additional data structures from Binance, ensuring robust handling of bids and asks.
- Updated comments for clarity on connection behavior and heartbeat monitoring.
2026-01-22 10:23:07 +08:00
discountry 24339929dc Enhance MakerPoints functionality and configuration
- Updated `filterMinDepth` in `config.ts` from 1 to 50 to improve depth filtering logic.
- Added new translation entries for band depth display in `i18n/index.ts`.
- Introduced `bandDepths` to `MakerPointsSnapshot` in `maker-points-engine.ts` to track depth across different bands.
- Enhanced `BinanceDepthTracker` to support dynamic depth levels and speed settings.
- Updated `MakerPointsApp` to display band depth information, improving user interface clarity.
2026-01-22 02:27:45 +08:00
discountry ed855f6859 Refine data staleness checks in MakerPointsEngine
- Updated the logic to only consider depth data for staleness checks, excluding account data from the criteria.
- Removed unnecessary account staleness checks from defense mode activation, streamlining the data validation process.
- Enhanced comments for clarity on the rationale behind the changes.
2026-01-21 16:30:51 +08:00
discountry e144c1822f Implement data staleness defense mode in MakerPointsEngine
- Introduced a defense mode that activates when data from StandX or Binance is stale for over 5 seconds.
- Added methods to check data freshness, enter and exit defense mode, and cancel all orders during defense mode.
- Enhanced logging to provide insights into data staleness and defense mode transitions.
- Updated connection state management for clarity and consistency.
2026-01-21 16:24:17 +08:00
discountry 69271d33ca Refactor MakerPointsEngine and BinanceDepthTracker for improved connection management
- Renamed connection state variable in MakerPointsEngine for clarity.
- Added connection state change listeners in BinanceDepthTracker to handle connection status updates.
- Implemented heartbeat monitoring and connection duration checks in BinanceDepthTracker to enhance WebSocket reliability.
- Introduced data staleness checks and improved error handling for WebSocket connections.
- Enhanced logging for connection events to provide better insights into connection status changes.
2026-01-21 16:03:34 +08:00
discountry f1140f106a Enhance WebSocket connection management and data handling
- Introduced constants for WebSocket reconnection delays, heartbeat timeout, and data staleness thresholds.
- Implemented heartbeat monitoring to ensure timely reconnections on inactivity.
- Added data staleness checks to trigger REST API calls when market or account data is outdated.
- Enhanced the StandxGateway class with methods for managing heartbeat and data checks, improving overall connection reliability and data integrity.
2026-01-21 15:40:28 +08:00
discountry 3b935b7979 Refactor MakerPoints configuration and depth handling
- Renamed `band0To10MinDepth` to `filterMinDepth` in `config.ts` for clarity.
- Updated `MakerPointsEngine` to utilize the new `filterMinDepth` for depth checks across all bands.
- Introduced a method to track depth status changes, enhancing order placement logic based on market depth.
- Improved logging for depth-related order skips to provide clearer insights into trading decisions.
2026-01-21 11:26:21 +08:00
discountry 00388f9166 add filter 2026-01-21 11:11:58 +08:00
discountry a32efa2ba0 Refine target price calculation in LiquidityMakerEngine
- Updated target price logic to consider entry price when no recent fills are available, enhancing order placement accuracy.
- Adjusted conditions to ensure target prices are set appropriately based on market conditions and entry prices, preventing potential losses.
- Improved comments for clarity on the logic behind target price adjustments.
2026-01-20 01:28:24 +08:00
discountry 76704b6bdd Enhance entry price logic in Maker and Liquidity Maker strategies
- Added `entryDepthLevel` configuration option to `MakerConfig` and `LiquidityMakerConfig` for specifying order entry levels.
- Implemented `getPricesAtLevel` utility function to retrieve bid and ask prices at specified depth levels.
- Updated `MakerEngine`, `LiquidityMakerEngine`, and `OffsetMakerEngine` to utilize the new entry level logic for determining opening prices based on market depth.
- Improved price handling to ensure more accurate order placements in varying market conditions.
2026-01-20 01:03:38 +08:00
discountry 168d8cbb08 Add Claude instructions and enhance stop-loss logic
- Introduced a new `CLAUDE.md` file with instructions for using Bun as the package manager.
- Adjusted stop-loss cooldown and check intervals in `MakerPointsEngine` for improved responsiveness.
- Implemented a new method to compute real-time PnL using live depth data, enhancing stop-loss decision-making.
- Added retry logic for stop-loss execution to ensure positions are closed effectively, with detailed logging for failures.
2026-01-20 00:51:15 +08:00
discountry 9629c22496 Enhance MakerPoints configuration and logic
- Added new configuration options for band-specific order amounts in `config.ts`.
- Implemented conditional logic in `MakerPointsEngine` to utilize the new band amounts based on the Binance depth cancel setting.
- Refactored order amount handling to improve clarity and maintainability.
2026-01-18 01:49:36 +08:00
discountry a34d06f9b4 fix slprice 2026-01-16 23:05:30 +08:00
discountry 2ba3e80ad9 fix sl 2026-01-16 22:59:38 +08:00
discountry 12e8e3e064 Update API token creation date in documentation and configuration
- Revised the `.env.example` and `maker-points-guide.md` to reflect the updated token creation date from 2025-01-15 to 2026-01-15.
- Enhanced the `order-coordinator.ts`, `order-schema.ts`, and `types.ts` files to support stop-loss and take-profit price parameters in order intents.
- Updated the `StandxGateway` and `order.ts` to handle new stop-loss and take-profit parameters in order creation.
- Improved the `MakerPointsEngine` to calculate stop-loss prices based on order type, enhancing order management capabilities.
2026-01-16 11:29:26 +08:00
discountry aa24995d28 Enhance WebSocket and API documentation; implement connection protection features
- Added a note in the HTTP API documentation regarding the non-guaranteed sequence of price levels in order book responses.
- Updated WebSocket documentation to include a connection duration limit and a note on local sorting requirements for price levels.
- Introduced connection event handling in the ExchangeAdapter interface, allowing for disconnection and reconnection events.
- Implemented connection protection logic in the StandxExchangeAdapter and MakerPointsEngine to manage order states during connection disruptions.
- Enhanced the StandxGateway with methods for querying open orders and forcefully canceling all orders, improving reliability during network issues.
2026-01-16 10:49:16 +08:00
discountry d493642935 update doc 2026-01-15 22:06:10 +08:00
discountry 86670486a6 Update StandX API documentation and configuration
- Revised `.env.example` to reflect new API token generation process, emphasizing the use of creation date and validity days for token expiry management.
- Enhanced `auth.md` with detailed instructions for obtaining API tokens and signing transactions for both EVM and Solana wallets.
- Updated `maker-points-guide.md` to clarify the API token retrieval process and the significance of the Ed25519 private key.
- Refactored `config.ts` and `gateway.ts` to support new token expiry configuration methods and improved private key handling, including Base58 decoding.
- Improved overall documentation clarity and user guidance for new and existing users.
2026-01-15 16:11:08 +08:00