mzoe/ritmex-bot
1
0
Fork 0
mirror of https://github.com/discountry/ritmex-bot.git synced 2026-09-12 09:48:07 +00:00
Code Issues Packages Projects Releases Wiki Activity

Compare commits

base: mzoe/ritmex-bot:35653c8beb17fdfae9eb9b7ce7a46a9582fb22b5
Branches Tags
mzoe/ritmex-bot:main mzoe/ritmex-bot:feat/grid mzoe/ritmex-bot:feat/cli-tools mzoe/ritmex-bot:feat/support-binance mzoe/ritmex-bot:dev mzoe/ritmex-bot:feat/advanced-depth mzoe/ritmex-bot:fix/paradex-size mzoe/ritmex-bot:feat/arb mzoe/ritmex-bot:feat/mm mzoe/ritmex-bot:feat/standx mzoe/ritmex-bot:feat/nado mzoe/ritmex-bot:feat/lighter-spot mzoe/ritmex-bot:feat/new-grid-trading mzoe/ritmex-bot:feat/extended mzoe/ritmex-bot:feat/backpack mzoe/ritmex-bot:feat/paradex mzoe/ritmex-bot:release/lighter mzoe/ritmex-bot:release/grvt
..
compare: mzoe/ritmex-bot:feat/support-binance
Branches Tags
mzoe/ritmex-bot:main mzoe/ritmex-bot:feat/grid mzoe/ritmex-bot:feat/cli-tools mzoe/ritmex-bot:feat/support-binance mzoe/ritmex-bot:dev mzoe/ritmex-bot:feat/advanced-depth mzoe/ritmex-bot:fix/paradex-size mzoe/ritmex-bot:feat/arb mzoe/ritmex-bot:feat/mm mzoe/ritmex-bot:feat/standx mzoe/ritmex-bot:feat/nado mzoe/ritmex-bot:feat/lighter-spot mzoe/ritmex-bot:feat/new-grid-trading mzoe/ritmex-bot:feat/extended mzoe/ritmex-bot:feat/backpack mzoe/ritmex-bot:feat/paradex mzoe/ritmex-bot:release/lighter mzoe/ritmex-bot:release/grvt
5 Commits
35653c8beb .. feat/support-binance
Author SHA1 Message Date
discountry abe464c505 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 11:36:14 +08:00
discountry 27abeb9fa4 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.
 2026-02-27 11:32:20 +08:00
discountry 98c58727c7 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.
 2026-02-27 11:23:45 +08:00
discountry 4205d5dc12 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.
 2026-02-27 11:21:47 +08:00
discountry 227484152d add docs 2026-02-27 10:52:43 +08:00
103 changed files with 3272 additions and 8550 deletions
Expand all files Collapse all files
.gitignore
-2
View File
@@ -36,5 +36,3 @@ report.[0-9]_.[0-9]_.[0-9]_.[0-9]_.json
.tmp
.tmp/*
.factory
.npmignore
-3
View File
@@ -1,3 +0,0 @@
docs/
.claude/
.cursor/
.oxlintrc.json
-12
View File
@@ -1,12 +0,0 @@
{
"$schema": "./node_modules/oxlint/configuration_schema.json",
"ignorePatterns": [
"coverage/**",
"data/**",
"dist/**",
"docs/**",
"node_modules/**",
"out/**",
".tmp/**"
]
}
AGENTS.md
+25 -132
View File
@@ -1,142 +1,35 @@
# Repository Guidelines
## Package Manager
## Project Structure & Module Organization
The Bun entry point (`index.ts`) lives at the repo root for quick CLI smoke checks. All production code is under `src/`:
**必须使用 Bun** — 本项目使用 Bun 作为包管理器和运行时。所有命令都必须用 bun 执行，**不要使用 npm、yarn 或 npx**。
- `src/strategy/` gathers every live trading engine (`maker`, `offset-maker`, `trend`). Shared helpers for strategy wiring sit in `src/strategy/common/`.
- `src/core/` keeps order coordination plus shared libs used by multiple strategies.
- `src/exchanges/` exposes the adapters and REST/websocket clients.
- `src/ui/` implements the Ink dashboards for each strategy (they remain independent dashboards).
- `src/logging/` contains the trade log helper.
- `src/utils/` and `src/config.ts` hold cross-cutting utilities and runtime config.
- `docs/` stores reference material, while `tests/` contains Vitest suites.
## Project Structure
## Build, Test, and Development Commands
- `bun install` – install dependencies.
- `bun run index.ts` – launch the CLI menu.
- `bun x vitest run` – execute the full test suite; `bun x vitest --watch` for incremental runs.
入口 `index.ts` 在仓库根目录，用于 CLI 启动。所有生产代码在 `src/` 下：
Strategy-specific scripts still execute through the CLI; there is no separate `legacy/` workspace.
```
src/
├── config.ts # 运行时配置（GridConfig、MakerPointsConfig 等）
├── runtime-errors.ts # 全局错误处理
├── index.tsx # Ink 渲染入口
├── cli/ # CLI 参数解析与策略启动
│ ├── args.ts
│ ├── command-executor.ts
│ ├── command-parser.ts
│ ├── command-types.ts
│ └── strategy-runner.ts
├── core/ # 订单协调 + 共享库
│ ├── order-coordinator.ts # 限价单/市价单统一下单（锁、去重、速率控制）
│ └── lib/
│ ├── order-plan.ts
│ ├── orders.ts
│ └── rate-limit.ts
├── exchanges/ # 交易所适配器（每个子目录含 adapter/gateway/order）
│ ├── adapter.ts # ExchangeAdapter 接口
│ ├── adapter-utils.ts # 适配器工具函数
│ ├── types.ts # CreateOrderParams、Order、AccountSnapshot 等公共类型
│ ├── order-schema.ts # BaseOrderIntent、LimitOrderIntent 等
│ ├── order-handlers.ts # 通用 order handler 工厂
│ ├── order-router.ts # 按交易所分发订单处理
│ ├── create-adapter.ts # 工厂函数
│ ├── resolve-from-env.ts
│ ├── dry-run-adapter.ts # 模拟适配器
│ ├── aster/ # Aster 交易所
│ ├── backpack/ # Backpack 交易所
│ ├── binance/ # Binance 交易所（CCXT）
│ ├── grvt/ # GRVT 交易所
│ ├── lighter/ # Lighter 交易所（含签名/nonce/字节处理）
│ ├── nado/ # Nado 交易所
│ ├── paradex/ # Paradex 交易所
│ └── standx/ # StandX 交易所
├── strategy/ # 所有策略引擎
│ ├── maker-engine.ts # Maker 做市策略
│ ├── maker-points-engine.ts # MakerPoints 积分做市策略
│ ├── maker-points-logic.ts # MakerPoints 纯逻辑（可单独测试）
│ ├── offset-maker-engine.ts # 偏移做市策略
│ ├── trend-engine.ts # 趋势跟踪策略
│ ├── grid-engine.ts # 网格交易策略（LevelState + clientOrderId 恢复）
│ ├── basis-arb-engine.ts # 基差套利策略
│ ├── swing-engine.ts # 波段交易策略
│ ├── swing-logic.ts # 波段纯逻辑
│ ├── guardian-engine.ts # 监控守护策略
│ ├── liquidity-maker-engine.ts # 流动性做市策略
│ └── common/ # 策略共享辅助
│ ├── binance-depth.ts # Binance 深度分析
│ ├── binance-rsi.ts # Binance RSI 指标
│ ├── event-emitter.ts # 策略事件发射器
│ ├── grid-storage.ts # 网格状态磁盘持久化
│ ├── session-volume.ts # 会话成交量统计
│ └── subscriptions.ts # WebSocket 安全订阅
├── ui/ # Ink 仪表盘（每个策略独立 App）
│ ├── App.tsx
│ ├── GridApp.tsx
│ ├── MakerApp.tsx
│ ├── MakerPointsApp.tsx
│ ├── OffsetMakerApp.tsx
│ ├── TrendApp.tsx
│ ├── BasisApp.tsx
│ ├── SwingApp.tsx
│ ├── GuardianApp.tsx
│ ├── LiquidityMakerApp.tsx
│ └── components/
├── logging/ # 交易日志
│ └── trade-log.ts
├── notifications/ # Telegram 通知
│ ├── index.ts
│ ├── telegram.ts
│ └── types.ts
├── i18n/ # 国际化
│ └── index.ts
└── utils/ # 跨领域工具
├── math.ts, format.ts, price.ts, depth.ts
├── errors.ts, risk.ts, pnl.ts
├── strategy.ts, order-status.ts, security.ts
├── copyright.ts
└── standx-token-expiry.ts
```
## Coding Style & Naming Conventions
Use modern TypeScript with ES modules, two-space indentation, and sorted imports (external → internal). Favor `camelCase` for variables/functions and `PascalCase` for classes/enums. Place new strategies under `src/strategy/`, shared utilities under `src/utils/` or `src/strategy/common/` when they only apply to strategies. Keep comments focused on non-obvious trading logic.
辅助目录：
- `tests/` — Vitest 测试套件（大部分测试在此，少量与逻辑共处于 `src/`）
- `docs/` — 交易所 API 参考文档
- `scripts/` — 一次性脚本（密钥派生等）
- `skills/` — AI 助手技能配置
## Testing Guidelines
Vitest powers unit/integration tests. Co-locate new tests next to their subject using `<feature>.test.ts`. Strategies should have coverage for order lifecycle, risk guards, and websocket edge cases. Run `bun x vitest --watch` during development for fast feedback.
## Commands
```bash
bun install # 安装依赖
bun run dev # 启动 CLI 菜单（等同于 bun run index.ts）
bun run test # 执行全部测试（bun x vitest run）
bun x vitest --watch # 增量测试
bun x tsc --noEmit # 类型检查（无 typecheck 脚本，直接用 tsc）
bun run lint # oxlint 检查
bun run lint:fix # oxlint 自动修复
```
⚠️ **不要用 `bun test`** — 那是 Bun 内置 runner，不支持 `vi.resetModules()`、`vi.waitFor()` 等 Vitest API。必须用 `bun run test`。
## Coding Style
- 现代 TypeScript + ES modules，严格模式（`strict: true`）
- 两空格缩进，imports 按 external → internal 排序
- 变量/函数用 `camelCase`，类/枚举用 `PascalCase`
- 新策略放 `src/strategy/`，策略共享工具放 `src/strategy/common/`
- 跨领域工具放 `src/utils/`
- 注释只写非显而易见的交易逻辑
- JSX 用于 Ink UI 组件（`react-jsx`）
## Testing
Vitest 驱动所有测试。测试文件两种位置：
- `tests/<feature>.test.ts` — 大部分测试
- `src/<module>/<feature>.test.ts` — 纯逻辑单元测试（如 `maker-points-logic.test.ts`、`swing-logic.test.ts`）
策略测试应覆盖：订单生命周期、风控守卫、WebSocket 边界情况、状态恢复。
## Commit Guidelines
Conventional Commits（`feat:` / `fix:` / `refactor:` / `test:`），每次提交作用域限单个模块或策略。
## Commit & Pull Request Guidelines
Follow lightweight Conventional Commits (e.g. `feat: add hedging status panel`). Scope each commit to a single module or strategy. PRs should include:
- Summary of changes.
- Validation notes (commands run, environments touched).
- Relevant logs or screenshots for behavior changes.
Link issues/tasks when available.
## Environment & Secrets
复制 `.env.example` 为 `.env` 填入 API 密钥。**不要读取、打印或提交 `.env` 和任何密钥。** 泄露立即轮换。
## Safety
- 永远不要读取、运行、打印或访问 `.env` 或任何 secrets
- 代码中遇到项目依赖时，先查版本再查文档，避免过时知识导致错误
Duplicate `.env.example` to `.env` and populate API keys (Aster/GRVT) before running strategies. Do not commit secrets—use local `.env` or deployment secret managers. Rotate keys if they leak into logs or backups.
CLAUDE.md
-1
View File
@@ -1 +0,0 @@
AGENTS.md
CLAUDE.md
+12
View File
@@ -0,0 +1,12 @@
# RitMEX Bot - Claude Instructions
## Package Manager
**必须使用 Bun** - 这个项目使用 Bun 作为包管理器和运行时。所有能用 bun 执行的命令都必须使用 bun：
- 安装依赖: `bun install`
- 运行脚本: `bun run <script>`
- 执行测试: `bun test`
- 类型检查: `bun run typecheck`
**不要使用 npm、yarn 或 npx**
README.md
+1 -66
View File
@@ -11,7 +11,6 @@ A Bun-powered multi-exchange perpetuals workstation that ships an SMA30 trend en
如果您希望获取优惠并支持本项目，请考虑使用以下注册链接：
* [Lighter 手续费优惠注册链接](https://app.lighter.xyz/?referral=111909FA)
* [Ondo Perps 邀请注册链接](https://app.ondoperps.xyz/?ref=4A3ACQ)
* [Aster 手续费优惠注册链接](https://www.asterdex.com/zh-CN/referral/4665f3)
* [StandX 手续费优惠注册链接](https://standx.com/referral?code=xingxingjun)
* [Binance 手续费优惠注册链接](https://www.binance.com/join?ref=KNKCA9XC)
@@ -21,29 +20,10 @@ A Bun-powered multi-exchange perpetuals workstation that ships an SMA30 trend en
* [edgex 手续费优惠注册链接](https://pro.edgex.exchange/referral/BULL)
* [Paradex 手续费优惠注册链接](https://paradex.io/ref/xingxingjun)
* [Apex 手续费优惠注册链接](https://join.omni.apex.exchange/SEA)
* [Hyperliquid 邀请注册链接](https://app.hyperliquid.xyz/join/RITMEX)
## CLI 命令模式（ritmex-bot）
`ritmex-bot` 支持 Agent 友好的结构化命令调用，覆盖交易所能力查询、行情、账户、仓位、下单、撤单与策略启动。
- 保持现有环境变量体系，不新增也不改名，只读取当前执行环境中的变量。
- `--symbol` 原样透传，不对交易对做统一改写。
- 支持 `--dry-run` 模拟执行与 `--json` 结构化输出，便于自动化系统集成。
### 安装当前项目 Skill（skills add）
```bash
npx skills add https://github.com/discountry/ritmex-bot --skill use-ritmex-bot
```
如需指定分支，可追加 `--ref <branch-or-tag>`。
完整文档请见：[ritmex-bot CLI 使用手册（中文）](cli-guide.md)
## 文档索引
- [ritmex-bot CLI 使用手册（中文）](cli-guide.md)
- [ritmex-bot CLI User Guide (English)](cli-guide.en.md)
- [简明上手指南（零基础）](simple-readme.md)
- [基础网格策略使用教程](grid-trading.md)
- [Ondo Perps 接入说明](docs/ondoperps/README.md)
## 核心特性
- **实时行情与风控**：Websocket + REST 自动同步账户、挂单与仓位，断线后自动恢复。
@@ -62,7 +42,6 @@ npx skills add https://github.com/discountry/ritmex-bot --skill use-ritmex-bot
| Backpack | USDC 永续 | `BACKPACK_API_KEY`, `BACKPACK_API_SECRET`, `BACKPACK_PASSWORD` | `BACKPACK_SANDBOX=true` 启用沙盒
| Paradex | StarkEx 永续 | `PARADEX_PRIVATE_KEY`, `PARADEX_WALLET_ADDRESS` | `PARADEX_SANDBOX=true` 使用测试网
| Nado | USDC 永续 | `NADO_SIGNER_PRIVATE_KEY`, `NADO_SUBACCOUNT_OWNER` | `NADO_ENV` 可切换 `inkMainnet`/`inkTestnet`
| Ondo Perps | USD 加密资产/股票/商品永续 | `ONDOPERPS_API_KEY_ID`, `ONDOPERPS_API_SECRET` | API Key HMAC 鉴权；支持生产与沙盒环境
## 系统要求
- Bun ≥ 1.2（需同时包含 `bun`、`bunx` 命令）
@@ -107,7 +86,7 @@ curl -fsSL https://github.com/discountry/ritmex-bot/raw/refs/heads/main/setup.sh
| 变量 | 说明 |
| --- | --- |
| `EXCHANGE` | 选择交易所（`aster`/`binance`/`standx`/`grvt`/`lighter`/`backpack`/`paradex`/`nado`/`ondoperps`） |
| `EXCHANGE` | 选择交易所（`aster`/`binance`/`standx`/`grvt`/`lighter`/`backpack`/`paradex`/`nado`） |
| `TRADE_SYMBOL` | 交易对（默认 `BTCUSDT`） |
| `TRADE_AMOUNT` | 单笔下单数量（标的资产计） |
| `LOSS_LIMIT` | 单笔最大亏损触发的强平额度（USDT） |
@@ -164,17 +143,6 @@ EXCHANGE=binance BINANCE_MARKET_TYPE=perp BINANCE_SYMBOL=BTCUSDT_PERP bun run in
EXCHANGE=binance BINANCE_MARKET_TYPE=spot BINANCE_SYMBOL=BTCUSDT bun run index.ts --strategy grid
```
### Ondo Perps
1. 使用[邀请链接](https://app.ondoperps.xyz/?ref=4A3ACQ)注册并在账户页面创建具备交易权限的 API Key。
2. 设置 `EXCHANGE=ondoperps`，填写 `ONDOPERPS_API_KEY_ID` 与 `ONDOPERPS_API_SECRET`。
3. 设置官方市场格式的 `ONDOPERPS_SYMBOL`，默认 `BTC-USD.P`；其他示例包括 `XAU-USD.P` 与 `NVDA-USD.P`。
4. 沙盒环境设置 `ONDOPERPS_SANDBOX=true`；自定义端点可使用 `ONDOPERPS_BASE_URL` 与 `ONDOPERPS_WS_URL`。
5. Builder 接入可选配置 `ONDOPERPS_BUILDER_CODE` 与 `ONDOPERPS_BUILDER_FEE_RATE_BPS`，费率上限为 10 bps。
兼容配置：`ondoperp` 可作为 `ondoperps` 的交易所别名，旧 `ONDOPERP_*` 环境变量前缀继续生效。
适配器使用 REST HMAC 签名执行下单、撤单和账户查询，通过 WebSocket 接收深度、标记价、K 线、订单、仓位与余额更新。仓位级止损映射为统一的 `STOP_MARKET` 订单。官方接入索引：[Ondo Perps llms.txt](https://ondoperps.mintlify.app/llms.txt)。
### StandX
* [StandX 做市策略教程](docs/standx/maker-points-guide.md)
@@ -241,40 +209,9 @@ EXCHANGE=binance BINANCE_MARKET_TYPE=spot BINANCE_SYMBOL=BTCUSDT bun run index.t
bun run index.ts # 启动 CLI（默认入口）
bun run start # 等价于运行 index.ts
bun run dev # 调试模式
bun run lint # 执行 Oxlint 检查
bun run lint:fix # 自动修复可安全修复的问题
bun x vitest run # 执行全部测试
```
## ritmex-bot 命令模式（Agent 友好）
项目现已支持独立命令模式，命令名为 `ritmex-bot`：
```bash
ritmex-bot doctor
ritmex-bot exchange list
ritmex-bot market ticker --exchange binance --symbol BTCUSDT
ritmex-bot order create --exchange binance --symbol BTCUSDT --side buy --type limit --quantity 0.01 --price 90000 --dry-run
ritmex-bot strategy run --strategy maker --exchange standx --silent --dry-run
```
### 运行方式
```bash
# 全局安装
npm install -g ritmex-bot
ritmex-bot doctor
# 不安装直接运行
npx ritmex-bot doctor
bunx ritmex-bot doctor
```
### 全局参数
- `--exchange`：按现有逻辑选择交易所（不修改原有环境变量体系）
- `--symbol`：原样透传，不做统一或改写
- `--dry-run`：模拟执行，不发真实下单/撤单请求
- `--json`：输出结构化 JSON，便于 AI Agent 解析
- `--timeout`：命令超时毫秒数
## 静默启动与后台运行
### 直接静默启动
无需进入 Ink 菜单，可用命令行直接拉起指定策略：
@@ -309,8 +246,6 @@ bun run pm2:start:offset
## 测试
项目使用 Vitest：
```bash
bun run lint
bun run lint:fix
bun run test
bun x vitest --watch
```
README_en.md
+1 -66
View File
@@ -7,7 +7,6 @@ A Bun-powered multi-exchange perpetuals workstation that ships an SMA30 trend en
If you'd like to support this project and get fee discounts, please consider using these referral links:
* [Lighter referral link](https://app.lighter.xyz/?referral=111909FA)
* [Ondo Perps invite link](https://app.ondoperps.xyz/?ref=4A3ACQ)
* [Aster referral link](https://www.asterdex.com/en/referral/4665f3)
* [StandX referral link](https://standx.com/referral?code=xingxingjun)
* [Binance referral link](https://www.binance.com/join?ref=KNKCA9XC)
@@ -17,29 +16,10 @@ If you'd like to support this project and get fee discounts, please consider usi
* [edgex referral link](https://pro.edgex.exchange/referral/BULL)
* [Paradex referral link](https://paradex.io/ref/xingxingjun)
* [Apex referral link](https://join.omni.apex.exchange/SEA)
* [Hyperliquid invite link](https://app.hyperliquid.xyz/join/RITMEX)
## CLI Command Mode (`ritmex-bot`)
`ritmex-bot` provides an agent-friendly command interface for exchange capability checks, market data, account/position queries, order operations, and strategy execution.
- It keeps the current environment-variable system intact: no renaming and no new required keys.
- `--symbol` is passed through exactly as provided (no symbol normalization).
- It supports `--dry-run` simulation and `--json` structured output for automation.
### Install This Project Skill (`skills add`)
```bash
npx skills add https://github.com/discountry/ritmex-bot --skill use-ritmex-bot
```
If you need a specific branch/tag, append `--ref <branch-or-tag>`.
Full guide: [ritmex-bot CLI User Guide (English)](cli-guide.en.md)
## Documentation Map
- [ritmex-bot CLI User Guide (English)](cli-guide.en.md)
- [ritmex-bot CLI 使用手册（中文）](cli-guide.md)
- [Beginner-friendly Quick Start](simple-readme.md)
- [Grid Trading Strategy Guide](grid-trading.md)
- [Ondo Perps Integration Guide](docs/ondoperps/README.md)
## Highlights
- **Live data & risk sync** via websockets with REST fallbacks and full reconciliation on restart.
@@ -58,7 +38,6 @@ Full guide: [ritmex-bot CLI User Guide (English)](cli-guide.en.md)
| Backpack | USDC perpetuals | `BACKPACK_API_KEY`, `BACKPACK_API_SECRET`, `BACKPACK_PASSWORD` | Set `BACKPACK_SANDBOX=true` for the sandbox |
| Paradex | StarkEx perpetuals | `PARADEX_PRIVATE_KEY`, `PARADEX_WALLET_ADDRESS` | Toggle `PARADEX_SANDBOX=true` for the testnet |
| Nado | USDC perpetuals | `NADO_SIGNER_PRIVATE_KEY`, `NADO_SUBACCOUNT_OWNER` | Switch `NADO_ENV` between `inkMainnet` and `inkTestnet` |
| Ondo Perps | USD crypto/equity/commodity perpetuals | `ONDOPERPS_API_KEY_ID`, `ONDOPERPS_API_SECRET` | API-key HMAC authentication with production and sandbox endpoints |
## Requirements
- Bun >= 1.2 (both `bun` and `bunx` on PATH)
@@ -103,7 +82,7 @@ The script installs Bun, project dependencies, collects Aster API credentials, g
| Variable | Purpose |
| --- | --- |
| `EXCHANGE` | Choose the venue (`aster` / `binance` / `standx` / `grvt` / `lighter` / `backpack` / `paradex` / `nado` / `ondoperps`) |
| `EXCHANGE` | Choose the venue (`aster` / `binance` / `standx` / `grvt` / `lighter` / `backpack` / `paradex` / `nado`) |
| `TRADE_SYMBOL` | Contract symbol (defaults to `BTCUSDT`) |
| `TRADE_AMOUNT` | Order size in base asset units |
| `LOSS_LIMIT` | Max per-trade loss in USDT before forced close |
@@ -161,17 +140,6 @@ EXCHANGE=binance BINANCE_MARKET_TYPE=perp BINANCE_SYMBOL=BTCUSDT_PERP bun run in
EXCHANGE=binance BINANCE_MARKET_TYPE=spot BINANCE_SYMBOL=BTCUSDT bun run index.ts --strategy grid
```
### Ondo Perps
1. Register through the [invite link](https://app.ondoperps.xyz/?ref=4A3ACQ) and create an API key with trading permissions from the account page.
2. Set `EXCHANGE=ondoperps`, `ONDOPERPS_API_KEY_ID`, and `ONDOPERPS_API_SECRET`.
3. Set `ONDOPERPS_SYMBOL` with the official market format. The default is `BTC-USD.P`; other examples include `XAU-USD.P` and `NVDA-USD.P`.
4. Use `ONDOPERPS_SANDBOX=true` for sandbox endpoints. `ONDOPERPS_BASE_URL` and `ONDOPERPS_WS_URL` provide explicit endpoint overrides.
5. Builder integrations can set `ONDOPERPS_BUILDER_CODE` and `ONDOPERPS_BUILDER_FEE_RATE_BPS`; the fee is capped at 10 bps.
Compatibility: `ondoperp` remains an exchange alias for `ondoperps`, and legacy `ONDOPERP_*` environment variables remain supported.
The adapter signs REST requests with the Ondo API-key HMAC scheme and consumes WebSocket depth, mark price, kline, order, position, and balance updates. Position-level stops map into the shared `STOP_MARKET` order contract. Official integration index: [Ondo Perps llms.txt](https://ondoperps.mintlify.app/llms.txt).
### StandX
* [StandX Maker Points Strategy Guide](docs/standx/maker-points-guide.md)
@@ -237,40 +205,9 @@ Please keep these credentials safe and do not share them with anyone.
bun run index.ts # Launch the CLI (default entrypoint)
bun run start # Alias for bun run index.ts
bun run dev # Development entrypoint
bun run lint # Run Oxlint checks
bun run lint:fix # Apply safe Oxlint fixes
bun x vitest run # Execute the full Vitest suite
```
## ritmex-bot Command Mode (Agent-friendly)
The project now supports a standalone command mode with the command name `ritmex-bot`:
```bash
ritmex-bot doctor
ritmex-bot exchange list
ritmex-bot market ticker --exchange binance --symbol BTCUSDT
ritmex-bot order create --exchange binance --symbol BTCUSDT --side buy --type limit --quantity 0.01 --price 90000 --dry-run
ritmex-bot strategy run --strategy maker --exchange standx --silent --dry-run
```
### Run Modes
```bash
# Global install
npm install -g ritmex-bot
ritmex-bot doctor
# No install
npx ritmex-bot doctor
bunx ritmex-bot doctor
```
### Global Flags
- `--exchange`: picks exchange using the existing env/config logic
- `--symbol`: passed through as-is (no symbol normalization)
- `--dry-run`: simulation mode (no real create/cancel side effects)
- `--json`: structured JSON output for AI agents
- `--timeout`: command timeout in milliseconds
## Silent & Background Execution
### Direct silent launch
Skip the Ink menu and start a strategy directly:
@@ -305,8 +242,6 @@ Run `pm2 save` afterwards if you want the process list to survive reboots.
## Testing
Powered by Vitest:
```bash
bun run lint
bun run lint:fix
bun run test
bun x vitest --watch
```
bin/ritmex-bot
-19
View File
@@ -1,19 +0,0 @@
#!/usr/bin/env node
import { spawnSync } from "node:child_process";
import { dirname, resolve } from "node:path";
import { fileURLToPath } from "node:url";
const __dirname = dirname(fileURLToPath(import.meta.url));
const entry = resolve(__dirname, "..", "index.ts");
const bunBinary = process.env.BUN_BIN || "bun";
const result = spawnSync(bunBinary, ["run", entry, ...process.argv.slice(2)], {
stdio: "inherit",
});
if (result.error) {
console.error("[ritmex-bot] Bun is required to run this CLI. Install Bun from https://bun.sh");
process.exit(1);
}
process.exit(result.status ?? 1);
bun.lock
+105 -106
View File
@@ -5,27 +5,26 @@
"": {
"name": "ritmex-bot",
"dependencies": {
"@grvt/client": "^1.6.27",
"@nadohq/client": "^0.1.0-alpha.51",
"@grvt/client": "^1.6.4",
"@nadohq/client": "^0.1.0-alpha.41",
"@noble/ed25519": "^3.0.0",
"axios": "^1.13.6",
"bignumber.js": "^10.0.2",
"ccxt": "^4.5.40",
"dotenv": "^17.3.1",
"ethereum-cryptography": "^3.2.0",
"ink": "^6.8.0",
"react": "^19.2.4",
"axios": "^1.12.2",
"bignumber.js": "^9.3.1",
"ccxt": "^4.5.12",
"dotenv": "^17.2.2",
"ethereum-cryptography": "^2.1.3",
"ink": "^6.3.1",
"react": "^19.1.1",
"trading-signals": "^7.4.3",
"viem": "^2.46.3",
"ws": "^8.19.0",
"viem": "^2.43.1",
"ws": "^8.18.3",
},
"devDependencies": {
"@types/bun": "^1.3.9",
"oxlint": "^1.54.0",
"vitest": "^4.0.18",
"@types/bun": "latest",
"vitest": "^3.2.4",
},
"peerDependencies": {
"typescript": "^5.9.3",
"typescript": "^5",
},
},
},
@@ -86,65 +85,27 @@
"@esbuild/win32-x64": ["@esbuild/win32-x64@0.25.10", "", { "os": "win32", "cpu": "x64" }, "sha512-9KpxSVFCu0iK1owoez6aC/s/EdUQLDN3adTxGCqxMVhrPDj6bt5dbrHDXUuq+Bs2vATFBBrQS5vdQ/Ed2P+nbw=="],
"@grvt/client": ["@grvt/client@1.6.27", "", { "dependencies": { "axios": "^1.13.5" } }, "sha512-YUb7bsPPRNhZs/T+RGDBp/AKbegRHvjB8KXpTEAy5Dbf44RI00KoX9S/R12HzxLtS5rSblmcpD7hmCtDnlcN5Q=="],
"@grvt/client": ["@grvt/client@1.6.25", "", { "dependencies": { "axios": "^1.13.2" } }, "sha512-LG3oZSJDq1Qz6mLiHDmg+v/Hp+Nd+yOp8GIvkBVyIdOcPVzuzC8UQD7IxvS+g5EfQQKLiKzXSjKLc39a11Uj1A=="],
"@jridgewell/sourcemap-codec": ["@jridgewell/sourcemap-codec@1.5.5", "", {}, "sha512-cYQ9310grqxueWbl+WuIUIaiUaDcj7WOq5fVhEljNVgRfOUhY9fy2zTvfoqWsnebh8Sl70VScFbICvJnLKB0Og=="],
"@nadohq/client": ["@nadohq/client@0.1.0-alpha.51", "", { "dependencies": { "@nadohq/engine-client": "0.1.0-alpha.51", "@nadohq/indexer-client": "0.1.0-alpha.51", "@nadohq/shared": "0.1.0-alpha.51", "@nadohq/trigger-client": "0.1.0-alpha.51", "ts-mixer": "*" }, "peerDependencies": { "viem": "*" } }, "sha512-t94DGAbnGPjHu517NlYixtzhsBmavv+Hu4OgIKy4WEbOwSWT0NZJRLVqhzfmsZQ1fzg/z0PGss3Z59v9fVjfgg=="],
"@nadohq/client": ["@nadohq/client@0.1.0-alpha.45", "", { "dependencies": { "@nadohq/engine-client": "^0.1.0-alpha.45", "@nadohq/indexer-client": "^0.1.0-alpha.45", "@nadohq/shared": "^0.1.0-alpha.45", "@nadohq/trigger-client": "^0.1.0-alpha.45", "ts-mixer": "*" }, "peerDependencies": { "viem": "*" } }, "sha512-63S7eT5xSk3hxEXRLGDI94mPeu/zd1Nu4oUOZrY8wzhaT7Gl7PVP2snb8JH/PduVQzgs7+qblr4aTBI/j6QvLQ=="],
"@nadohq/engine-client": ["@nadohq/engine-client@0.1.0-alpha.51", "", { "dependencies": { "@nadohq/shared": "0.1.0-alpha.51", "axios": "*", "ts-mixer": "*" }, "peerDependencies": { "viem": "*" } }, "sha512-gP0IHFOWq+IXMOkURVXA+bb9yh4qc+rCXy210mwmETAVT7h0kvcIij+fU6/k9nMl2G4EaGRzfocKpn3OTb6Hlw=="],
"@nadohq/engine-client": ["@nadohq/engine-client@0.1.0-alpha.45", "", { "dependencies": { "@nadohq/shared": "^0.1.0-alpha.45", "axios": "*", "ts-mixer": "*" }, "peerDependencies": { "viem": "*" } }, "sha512-GqaRrsB0Z2EgNY6wu4nG5OTc5hF+buNRMc0+jPLlOQonlPJAC4OiMCgCigm4nJecYwsdiQD05W3Z4YUqggxbyw=="],
"@nadohq/indexer-client": ["@nadohq/indexer-client@0.1.0-alpha.51", "", { "dependencies": { "@nadohq/engine-client": "0.1.0-alpha.51", "@nadohq/shared": "0.1.0-alpha.51", "axios": "*", "ts-mixer": "*" }, "peerDependencies": { "viem": "*" } }, "sha512-4ZJTwUOxKpYKi8TGnMRscuX3tkzzOJR7Uaqs4Se+BrE48POinaMd8SnJWu7KEvWNc6JnVwb/p5LWHLEsPWtC7A=="],
"@nadohq/indexer-client": ["@nadohq/indexer-client@0.1.0-alpha.45", "", { "dependencies": { "@nadohq/engine-client": "^0.1.0-alpha.45", "@nadohq/shared": "^0.1.0-alpha.45", "axios": "*", "ts-mixer": "*" }, "peerDependencies": { "viem": "*" } }, "sha512-8PzG9taYh380lsKT8i4UvGfhZiPpt+zPisx+ErVqMifyhcJAhgMeYNcfijwMQFNJdgTaBvtI0R5JK98l4Y0YQw=="],
"@nadohq/shared": ["@nadohq/shared@0.1.0-alpha.51", "", { "dependencies": { "abitype": "^1.2.3" }, "peerDependencies": { "bignumber.js": "^9.3.0", "viem": "*" } }, "sha512-889WGX2WcSgYpXfLx1TvStzyo/kkx19pcgn0ZebBcUHnYM+xqXJH+ty+BuFaheP+IkPfWfuS9S3Q757j04R4rg=="],
"@nadohq/shared": ["@nadohq/shared@0.1.0-alpha.45", "", { "peerDependencies": { "bignumber.js": "^9.3.0", "viem": "*" } }, "sha512-4Ml8dO9mkwnIidflpunwVMLX2KJA79b53T9xTBkH1Yzy0iOnbEE27r25wvgJgyszU0aznbPBv2++FZ0d0B5Zhg=="],
"@nadohq/trigger-client": ["@nadohq/trigger-client@0.1.0-alpha.51", "", { "dependencies": { "@nadohq/engine-client": "0.1.0-alpha.51", "@nadohq/shared": "0.1.0-alpha.51", "axios": "*", "ts-mixer": "*" }, "peerDependencies": { "viem": "*" } }, "sha512-OmM6opQy6E2lvZqP4IDf/BF1r0KogJIEZezQ8zRJROtuKYxHnSOcItnlS1vihxp9FR7Y25l/tnQ1JxoWmZnwSw=="],
"@nadohq/trigger-client": ["@nadohq/trigger-client@0.1.0-alpha.45", "", { "dependencies": { "@nadohq/engine-client": "^0.1.0-alpha.45", "@nadohq/shared": "^0.1.0-alpha.45", "axios": "*", "ts-mixer": "*" }, "peerDependencies": { "viem": "*" } }, "sha512-Xt8W9zxOZhMvoXSRnx9kUR26wWuHc3EgTVTBbUXt7SlI9v3IP9I3idS6SU3j2f08flcvNqRmC2EbXyYDC2XeyQ=="],
"@noble/ciphers": ["@noble/ciphers@1.3.0", "", {}, "sha512-2I0gnIVPtfnMw9ee9h1dJG7tp81+8Ob3OJb3Mv37rx5L40/b0i7djjCVvGOVqc9AEIQyvyu1i6ypKdFw8R8gQw=="],
"@noble/curves": ["@noble/curves@1.9.0", "", { "dependencies": { "@noble/hashes": "1.8.0" } }, "sha512-7YDlXiNMdO1YZeH6t/kvopHHbIZzlxrCV9WLqCY6QhcXOoXiNCMDqJIglZ9Yjx5+w7Dz30TITFrlTjnRg7sKEg=="],
"@noble/curves": ["@noble/curves@1.4.2", "", { "dependencies": { "@noble/hashes": "1.4.0" } }, "sha512-TavHr8qycMChk8UwMld0ZDRvatedkzWfH8IiaeGCfymOP5i0hSCozz9vHOL0nkwk7HRMlFnAiKpS2jrUmSybcw=="],
"@noble/ed25519": ["@noble/ed25519@3.0.0", "", {}, "sha512-QyteqMNm0GLqfa5SoYbSC3+Pvykwpn95Zgth4MFVSMKBB75ELl9tX1LAVsN4c3HXOrakHsF2gL4zWDAYCcsnzg=="],
"@noble/hashes": ["@noble/hashes@1.8.0", "", {}, "sha512-jCs9ldd7NwzpgXDIf6P3+NrHh9/sD6CQdxHyjQI+h/6rDNo88ypBxxz45UDuZHz9r3tNz7N/VInSVoVdtXEI4A=="],
"@oxlint/binding-android-arm-eabi": ["@oxlint/binding-android-arm-eabi@1.54.0", "", { "os": "android", "cpu": "arm" }, "sha512-khWlVXUa4CPvp4eXnj7/TUNeyiarwvTEmZggylPIPUCSWgPqUBFGElIBa9xKNCQt4pb+WSGArCNEAy22ekQQxg=="],
"@oxlint/binding-android-arm64": ["@oxlint/binding-android-arm64@1.54.0", "", { "os": "android", "cpu": "arm64" }, "sha512-p3qEVSDVmyducpI9ORTJNbaMyXfICidDXGaf3WwyDyiXPExyZdfc6UsPepGPxImlfFJs5kxOCPqP4ut12Ed9pg=="],
"@oxlint/binding-darwin-arm64": ["@oxlint/binding-darwin-arm64@1.54.0", "", { "os": "darwin", "cpu": "arm64" }, "sha512-tUQ+vn/AL2P2Rz6cl3gsFA+4pMBFMRR0e6AVePoezV9iGTSMZUXIf0YWHq203bwNDXcY04vSXDqPB6E1b9WULA=="],
"@oxlint/binding-darwin-x64": ["@oxlint/binding-darwin-x64@1.54.0", "", { "os": "darwin", "cpu": "x64" }, "sha512-9tzH/OLGZCzVGEXW0D3I0OrQOOWciHYWV9mcxjqqQE6f1DMOXT23mWj5/OQtqhW3E1VfHf0uf2MzMbM2gboPlA=="],
"@oxlint/binding-freebsd-x64": ["@oxlint/binding-freebsd-x64@1.54.0", "", { "os": "freebsd", "cpu": "x64" }, "sha512-XelGa+x7vC9epF5JzXWHaQtdxqcL5R+H2WcEkr+JDkfmY3dAXVLa+51qW3+MWt7CZanakaOyhraLzdM32pWFfg=="],
"@oxlint/binding-linux-arm-gnueabihf": ["@oxlint/binding-linux-arm-gnueabihf@1.54.0", "", { "os": "linux", "cpu": "arm" }, "sha512-t5FubAU899vMF+6rBtxDewkwSAeFn8OUCKb/+jJ1XqPU0FTR+RffnTfXafVE8WXw39eN4pzUK3rkxUWlcsFuaw=="],
"@oxlint/binding-linux-arm-musleabihf": ["@oxlint/binding-linux-arm-musleabihf@1.54.0", "", { "os": "linux", "cpu": "arm" }, "sha512-Du6cwkoMRi9DAgITzQpzS1QaEqE+5BP3Tfgr1yPy3C034n6IHISCwf4KMB+wojg8FE/kYvrJDibT0ENdcR3jUg=="],
"@oxlint/binding-linux-arm64-gnu": ["@oxlint/binding-linux-arm64-gnu@1.54.0", "", { "os": "linux", "cpu": "arm64" }, "sha512-R4PjJ1lfghsVBuAegW79jkvUWbN8P4F28KaKbM72dW6ZWTYMg6M0pkTilXFZ+q/mb8f0MEyR1rO16useoa6KTA=="],
"@oxlint/binding-linux-arm64-musl": ["@oxlint/binding-linux-arm64-musl@1.54.0", "", { "os": "linux", "cpu": "arm64" }, "sha512-WBNFe1foIFg6ipgzjzJfDLn7C5nZpLr/UHlnlT7GI3scCD2xpJiJTGMTTpJqA8p0Q1l2NsEnAOj9PtreF0Tkzg=="],
"@oxlint/binding-linux-ppc64-gnu": ["@oxlint/binding-linux-ppc64-gnu@1.54.0", "", { "os": "linux", "cpu": "ppc64" }, "sha512-M+UAW76rZHHiYKKy4e7Te5MNikANiFhYWl0qYF1MTIhQczYIqWVDQ+SX0SzW8ipOB/oK3+enOvlvJuhMoA968Q=="],
"@oxlint/binding-linux-riscv64-gnu": ["@oxlint/binding-linux-riscv64-gnu@1.54.0", "", { "os": "linux", "cpu": "none" }, "sha512-sGassljr8TR5F1WCqOaacrp3mYi107MnjkqlSXOMHACps7U2bL4v7M3RY7P7NMcGkNhzRHF3VO5+XyPWhTVM6w=="],
"@oxlint/binding-linux-riscv64-musl": ["@oxlint/binding-linux-riscv64-musl@1.54.0", "", { "os": "linux", "cpu": "none" }, "sha512-mW5Z6XTO8QWtlUjlf6yjntarjnbrmGVSK/V6XYy2rjH8xUfv9pn9G1vO92DBBBi0eUwnVpcOY3hMkP851WZNWg=="],
"@oxlint/binding-linux-s390x-gnu": ["@oxlint/binding-linux-s390x-gnu@1.54.0", "", { "os": "linux", "cpu": "s390x" }, "sha512-nfPmEGW9BfWEUD0PVXGaYa2RS4wVblofNih1gsyUoLSWSyliNisIWd7F+QXrDSL5SJ78BPZjDW6FainV8qRiTg=="],
"@oxlint/binding-linux-x64-gnu": ["@oxlint/binding-linux-x64-gnu@1.54.0", "", { "os": "linux", "cpu": "x64" }, "sha512-gybxMQx4NN1T+pa8TLwgVS4u9H9Hxwm7Sl0qvnQJF2WRhNN1oTOCzkmmCBbW/29DYLeV99WU76zh7srCamK9yw=="],
"@oxlint/binding-linux-x64-musl": ["@oxlint/binding-linux-x64-musl@1.54.0", "", { "os": "linux", "cpu": "x64" }, "sha512-EAXMh2w3pzSj/aiB67kXzcHIoKxAywC1i1IgxA1sLY7iffEaZowDTOJgirY7WxeR/WiiKwak89gPeh9wUdLnIw=="],
"@oxlint/binding-openharmony-arm64": ["@oxlint/binding-openharmony-arm64@1.54.0", "", { "os": "none", "cpu": "arm64" }, "sha512-Ih7CfITkbw86+LjgV5gDwNmNQlvz7X+51gdeLLUDwuA/9lojDxCmRQEzeMl44KStQlwzCuNIcgGMae0MllV5ww=="],
"@oxlint/binding-win32-arm64-msvc": ["@oxlint/binding-win32-arm64-msvc@1.54.0", "", { "os": "win32", "cpu": "arm64" }, "sha512-qGQ8KIEfdgwwJd09Nc0d5hzlHQAM0EMoshMzHG/nNlMAHXrY7RFyat6VbzjflifAFb7LPAw+Yw9AB8cfzR7L8g=="],
"@oxlint/binding-win32-ia32-msvc": ["@oxlint/binding-win32-ia32-msvc@1.54.0", "", { "os": "win32", "cpu": "ia32" }, "sha512-GXos7N5oZIcIE8hlXgtUkI+y3frIqwiztx9p4+ZrpNgASbnIsxxy8bgLJqXE2SGCAdmtjBO1mdKhGTtVrb1jbg=="],
"@oxlint/binding-win32-x64-msvc": ["@oxlint/binding-win32-x64-msvc@1.54.0", "", { "os": "win32", "cpu": "x64" }, "sha512-DVxSELcI72lmcODuVpO8uXkwuYPiA0hKMhBwNa8fO4+sIVxFvxugf/z6qrL+4PM8RjGWjdl8O/QqzuRWj9b5bA=="],
"@noble/hashes": ["@noble/hashes@1.4.0", "", {}, "sha512-V1JJ1WTRUqHHrOSh597hURcMqVKVGL/ea3kv0gSnEdsEZ0/+VyPghM1lMNGc00z7CIQorSvbKpuJkxvuHbvdbg=="],
"@rollup/rollup-android-arm-eabi": ["@rollup/rollup-android-arm-eabi@4.52.0", "", { "os": "android", "cpu": "arm" }, "sha512-VxDYCDqOaR7NXzAtvRx7G1u54d2kEHopb28YH/pKzY6y0qmogP3gG7CSiWsq9WvDFxOQMpNEyjVAHZFXfH3o/A=="],
@@ -190,64 +151,72 @@
"@rollup/rollup-win32-x64-msvc": ["@rollup/rollup-win32-x64-msvc@4.52.0", "", { "os": "win32", "cpu": "x64" }, "sha512-6iKDCVSIUQ8jPMoIV0OytRKniaYyy5EbY/RRydmLW8ZR3cEBhxbWl5ro0rkUNe0ef6sScvhbY79HrjRm8i3vDQ=="],
"@scure/base": ["@scure/base@1.2.6", "", {}, "sha512-g/nm5FgUa//MCj1gV09zTJTaM6KBAHqLN907YVQqf7zC49+DcO4B1so4ZX07Ef10Twr6nuqYEH9GEggFXA4Fmg=="],
"@scure/base": ["@scure/base@1.1.9", "", {}, "sha512-8YKhl8GHiNI/pU2VMaofa2Tor7PJRAjwQLBBuilkJ9L5+13yVbC7JO/wS7piioAvPSwR3JKM1IJ/u4xQzbcXKg=="],
"@scure/bip32": ["@scure/bip32@1.7.0", "", { "dependencies": { "@noble/curves": "~1.9.0", "@noble/hashes": "~1.8.0", "@scure/base": "~1.2.5" } }, "sha512-E4FFX/N3f4B80AKWp5dP6ow+flD1LQZo/w8UnLGYZO674jS6YnYeepycOOksv+vLPSpgN35wgKgy+ybfTb2SMw=="],
"@scure/bip32": ["@scure/bip32@1.4.0", "", { "dependencies": { "@noble/curves": "~1.4.0", "@noble/hashes": "~1.4.0", "@scure/base": "~1.1.6" } }, "sha512-sVUpc0Vq3tXCkDGYVWGIZTRfnvu8LoTDaev7vbwh0omSvVORONr960MQWdKqJDCReIEmTj3PAr73O3aoxz7OPg=="],
"@scure/bip39": ["@scure/bip39@1.6.0", "", { "dependencies": { "@noble/hashes": "~1.8.0", "@scure/base": "~1.2.5" } }, "sha512-+lF0BbLiJNwVlev4eKelw1WWLaiKXw7sSl8T6FvBlWkdX+94aGJ4o8XjUdlyhTCjd8c+B3KT3JfS8P0bLRNU6A=="],
"@scure/bip39": ["@scure/bip39@1.3.0", "", { "dependencies": { "@noble/hashes": "~1.4.0", "@scure/base": "~1.1.6" } }, "sha512-disdg7gHuTDZtY+ZdkmLpPCk7fxZSu3gBiEGuoC1XYxv9cGx3Z6cpTggCgW6odSOOIXCiDjuGejW+aJKCY/pIQ=="],
"@standard-schema/spec": ["@standard-schema/spec@1.1.0", "", {}, "sha512-l2aFy5jALhniG5HgqrD6jXLi/rUWrKvqN/qJx6yoJsgKhblVd+iqqU4RCXavm/jPityDo5TCvKMnpjKnOriy0w=="],
"@types/bun": ["@types/bun@1.3.9", "", { "dependencies": { "bun-types": "1.3.9" } }, "sha512-KQ571yULOdWJiMH+RIWIOZ7B2RXQGpL1YQrBtLIV3FqDcCu6FsbFUBwhdKUlCKUpS3PJDsHlJ1QKlpxoVR+xtw=="],
"@types/bun": ["@types/bun@1.3.8", "", { "dependencies": { "bun-types": "1.3.8" } }, "sha512-3LvWJ2q5GerAXYxO2mffLTqOzEu5qnhEAlh48Vnu8WQfnmSwbgagjGZV6BoHKJztENYEDn6QmVd949W4uESRJA=="],
"@types/chai": ["@types/chai@5.2.2", "", { "dependencies": { "@types/deep-eql": "*" } }, "sha512-8kB30R7Hwqf40JPiKhVzodJs2Qc1ZJ5zuT3uzw5Hq/dhNCl3G3l83jfpdI1e20BP348+fV7VIL/+FxaXkqBmWg=="],
"@types/debug": ["@types/debug@4.1.12", "", { "dependencies": { "@types/ms": "*" } }, "sha512-vIChWdVG3LG1SMxEvI/AK+FWJthlrqlTu7fbrlywTkkaONwk/UAGaULXRlf8vkzFBLVm0zkMdCquhL5aOjhXPQ=="],
"@types/deep-eql": ["@types/deep-eql@4.0.2", "", {}, "sha512-c9h9dVVMigMPc4bwTvC5dxqtqJZwQPePsWjPlpSOnojbor6pGqdk541lfA7AqFQr5pB1BRdq0juY9db81BwyFw=="],
"@types/estree": ["@types/estree@1.0.8", "", {}, "sha512-dWHzHa2WqEXI/O1E9OjrocMTKJl2mSrEolh1Iomrv6U+JuNwaHXsXx9bLu5gG7BUWFIN0skIQJQ/L1rIex4X6w=="],
"@types/ms": ["@types/ms@2.1.0", "", {}, "sha512-GsCCIZDE/p3i96vtEqx+7dBUGXrc7zeSK3wwPHIaRThS+9OhWIXRqzs4d6k1SVU8g91DrNRWxWUGhp5KXQb2VA=="],
"@types/node": ["@types/node@24.5.2", "", { "dependencies": { "undici-types": "~7.12.0" } }, "sha512-FYxk1I7wPv3K2XBaoyH2cTnocQEu8AOZ60hPbsyukMPLv5/5qr7V1i8PLHdl6Zf87I+xZXFvPCXYjiTFq+YSDQ=="],
"@vitest/expect": ["@vitest/expect@4.0.18", "", { "dependencies": { "@standard-schema/spec": "^1.0.0", "@types/chai": "^5.2.2", "@vitest/spy": "4.0.18", "@vitest/utils": "4.0.18", "chai": "^6.2.1", "tinyrainbow": "^3.0.3" } }, "sha512-8sCWUyckXXYvx4opfzVY03EOiYVxyNrHS5QxX3DAIi5dpJAAkyJezHCP77VMX4HKA2LDT/Jpfo8i2r5BE3GnQQ=="],
"@vitest/expect": ["@vitest/expect@3.2.4", "", { "dependencies": { "@types/chai": "^5.2.2", "@vitest/spy": "3.2.4", "@vitest/utils": "3.2.4", "chai": "^5.2.0", "tinyrainbow": "^2.0.0" } }, "sha512-Io0yyORnB6sikFlt8QW5K7slY4OjqNX9jmJQ02QDda8lyM6B5oNgVWoSoKPac8/kgnCUzuHQKrSLtu/uOqqrig=="],
"@vitest/mocker": ["@vitest/mocker@4.0.18", "", { "dependencies": { "@vitest/spy": "4.0.18", "estree-walker": "^3.0.3", "magic-string": "^0.30.21" }, "peerDependencies": { "msw": "^2.4.9", "vite": "^6.0.0 || ^7.0.0-0" }, "optionalPeers": ["msw", "vite"] }, "sha512-HhVd0MDnzzsgevnOWCBj5Otnzobjy5wLBe4EdeeFGv8luMsGcYqDuFRMcttKWZA5vVO8RFjexVovXvAM4JoJDQ=="],
"@vitest/mocker": ["@vitest/mocker@3.2.4", "", { "dependencies": { "@vitest/spy": "3.2.4", "estree-walker": "^3.0.3", "magic-string": "^0.30.17" }, "peerDependencies": { "msw": "^2.4.9", "vite": "^5.0.0 || ^6.0.0 || ^7.0.0-0" }, "optionalPeers": ["msw", "vite"] }, "sha512-46ryTE9RZO/rfDd7pEqFl7etuyzekzEhUbTW3BvmeO/BcCMEgq59BKhek3dXDWgAj4oMK6OZi+vRr1wPW6qjEQ=="],
"@vitest/pretty-format": ["@vitest/pretty-format@4.0.18", "", { "dependencies": { "tinyrainbow": "^3.0.3" } }, "sha512-P24GK3GulZWC5tz87ux0m8OADrQIUVDPIjjj65vBXYG17ZeU3qD7r+MNZ1RNv4l8CGU2vtTRqixrOi9fYk/yKw=="],
"@vitest/pretty-format": ["@vitest/pretty-format@3.2.4", "", { "dependencies": { "tinyrainbow": "^2.0.0" } }, "sha512-IVNZik8IVRJRTr9fxlitMKeJeXFFFN0JaB9PHPGQ8NKQbGpfjlTx9zO4RefN8gp7eqjNy8nyK3NZmBzOPeIxtA=="],
"@vitest/runner": ["@vitest/runner@4.0.18", "", { "dependencies": { "@vitest/utils": "4.0.18", "pathe": "^2.0.3" } }, "sha512-rpk9y12PGa22Jg6g5M3UVVnTS7+zycIGk9ZNGN+m6tZHKQb7jrP7/77WfZy13Y/EUDd52NDsLRQhYKtv7XfPQw=="],
"@vitest/runner": ["@vitest/runner@3.2.4", "", { "dependencies": { "@vitest/utils": "3.2.4", "pathe": "^2.0.3", "strip-literal": "^3.0.0" } }, "sha512-oukfKT9Mk41LreEW09vt45f8wx7DordoWUZMYdY/cyAk7w5TWkTRCNZYF7sX7n2wB7jyGAl74OxgwhPgKaqDMQ=="],
"@vitest/snapshot": ["@vitest/snapshot@4.0.18", "", { "dependencies": { "@vitest/pretty-format": "4.0.18", "magic-string": "^0.30.21", "pathe": "^2.0.3" } }, "sha512-PCiV0rcl7jKQjbgYqjtakly6T1uwv/5BQ9SwBLekVg/EaYeQFPiXcgrC2Y7vDMA8dM1SUEAEV82kgSQIlXNMvA=="],
"@vitest/snapshot": ["@vitest/snapshot@3.2.4", "", { "dependencies": { "@vitest/pretty-format": "3.2.4", "magic-string": "^0.30.17", "pathe": "^2.0.3" } }, "sha512-dEYtS7qQP2CjU27QBC5oUOxLE/v5eLkGqPE0ZKEIDGMs4vKWe7IjgLOeauHsR0D5YuuycGRO5oSRXnwnmA78fQ=="],
"@vitest/spy": ["@vitest/spy@4.0.18", "", {}, "sha512-cbQt3PTSD7P2OARdVW3qWER5EGq7PHlvE+QfzSC0lbwO+xnt7+XH06ZzFjFRgzUX//JmpxrCu92VdwvEPlWSNw=="],
"@vitest/spy": ["@vitest/spy@3.2.4", "", { "dependencies": { "tinyspy": "^4.0.3" } }, "sha512-vAfasCOe6AIK70iP5UD11Ac4siNUNJ9i/9PZ3NKx07sG6sUxeag1LWdNrMWeKKYBLlzuK+Gn65Yd5nyL6ds+nw=="],
"@vitest/utils": ["@vitest/utils@4.0.18", "", { "dependencies": { "@vitest/pretty-format": "4.0.18", "tinyrainbow": "^3.0.3" } }, "sha512-msMRKLMVLWygpK3u2Hybgi4MNjcYJvwTb0Ru09+fOyCXIgT5raYP041DRRdiJiI3k/2U6SEbAETB3YtBrUkCFA=="],
"@vitest/utils": ["@vitest/utils@3.2.4", "", { "dependencies": { "@vitest/pretty-format": "3.2.4", "loupe": "^3.1.4", "tinyrainbow": "^2.0.0" } }, "sha512-fB2V0JFrQSMsCo9HiSq3Ezpdv4iYaXRG1Sx8edX3MwxfyNn83mKiGzOcH+Fkxt4MHxr3y42fQi1oeAInqgX2QA=="],
"abitype": ["abitype@1.2.3", "", { "peerDependencies": { "typescript": ">=5.0.4", "zod": "^3.22.0 || ^4.0.0" }, "optionalPeers": ["typescript", "zod"] }, "sha512-Ofer5QUnuUdTFsBRwARMoWKOH1ND5ehwYhJ3OJ/BQO+StkwQjHw0XyVh4vDttzHB7QOFhPHa/o413PJ82gU/Tg=="],
"ansi-escapes": ["ansi-escapes@7.3.0", "", { "dependencies": { "environment": "^1.0.0" } }, "sha512-BvU8nYgGQBxcmMuEeUEmNTvrMVjJNSH7RgW24vXexN4Ven6qCvy4TntnvlnwnMLTVlcRQQdbRY8NKnaIoeWDNg=="],
"ansi-escapes": ["ansi-escapes@7.2.0", "", { "dependencies": { "environment": "^1.0.0" } }, "sha512-g6LhBsl+GBPRWGWsBtutpzBYuIIdBkLEvad5C/va/74Db018+5TZiyA26cZJAr3Rft5lprVqOIPxf5Vid6tqAw=="],
"ansi-regex": ["ansi-regex@6.2.2", "", {}, "sha512-Bq3SmSpyFHaWjPk8If9yc6svM8c56dB5BAtW4Qbw5jHTwwXXcTLoRMkpDJp6VL0XzlWaCHTXrkFURMYmD0sLqg=="],
"ansi-styles": ["ansi-styles@6.2.3", "", {}, "sha512-4Dj6M28JB+oAH8kFkTLUo+a2jwOFkuqb3yucU0CANcRRUbxS0cP0nZYCGjcc3BNXwRIsUVmDGgzawme7zvJHvg=="],
"assertion-error": ["assertion-error@2.0.1", "", {}, "sha512-Izi8RQcffqCeNVgFigKli1ssklIbpHnCYc6AknXGYoB6grJqyeby7jv12JUQgmTAnIDnbck1uxksT4dzN3PWBA=="],
"asynckit": ["asynckit@0.4.0", "", {}, "sha512-Oei9OH4tRh0YqU3GxhX79dM/mwVgvbZJaSNaRk+bshkj0S5cfHcgYakreBjrHwatXKbz+IoIdYLxrKim2MjW0Q=="],
"auto-bind": ["auto-bind@5.0.1", "", {}, "sha512-ooviqdwwgfIfNmDwo94wlshcdzfO64XV0Cg6oDsDYBJfITDz1EngD2z7DkbvCWn+XIMsIqW27sEVF6qcpJrRcg=="],
"axios": ["axios@1.13.6", "", { "dependencies": { "follow-redirects": "^1.15.11", "form-data": "^4.0.5", "proxy-from-env": "^1.1.0" } }, "sha512-ChTCHMouEe2kn713WHbQGcuYrr6fXTBiu460OTwWrWob16g1bXn4vtz07Ope7ewMozJAnEquLk5lWQWtBig9DQ=="],
"axios": ["axios@1.13.4", "", { "dependencies": { "follow-redirects": "^1.15.6", "form-data": "^4.0.4", "proxy-from-env": "^1.1.0" } }, "sha512-1wVkUaAO6WyaYtCkcYCOx12ZgpGf9Zif+qXa4n+oYzK558YryKqiL6UWwd5DqiH3VRW0GYhTZQ/vlgJrCoNQlg=="],
"bignumber.js": ["bignumber.js@10.0.2", "", {}, "sha512-E8Wp9O06QA6lneJ4aRUXKYf/1GIomqUEmUMwtIOMtDxf1U52ffJY+y7JBk/8wRafA8qOIqLnXQGqonYXZdBnFQ=="],
"bignumber.js": ["bignumber.js@9.3.1", "", {}, "sha512-Ko0uX15oIUS7wJ3Rb30Fs6SkVbLmPBAKdlm7q9+ak9bbIeFf0MwuBsQV6z7+X768/cHsfg+WlysDWJcmthjsjQ=="],
"bun-types": ["bun-types@1.3.9", "", { "dependencies": { "@types/node": "*" } }, "sha512-+UBWWOakIP4Tswh0Bt0QD0alpTY8cb5hvgiYeWCMet9YukHbzuruIEeXC2D7nMJPB12kbh8C7XJykSexEqGKJg=="],
"bun-types": ["bun-types@1.3.8", "", { "dependencies": { "@types/node": "*" } }, "sha512-fL99nxdOWvV4LqjmC+8Q9kW3M4QTtTR1eePs94v5ctGqU8OeceWrSUaRw3JYb7tU3FkMIAjkueehrHPPPGKi5Q=="],
"cac": ["cac@6.7.14", "", {}, "sha512-b6Ilus+c3RrdDk+JhLKUAQfzzgLEPy6wcXqS7f/xe1EETvsDP6GORG7SFuOs6cID5YkqchW/LXZbX5bc8j7ZcQ=="],
"call-bind-apply-helpers": ["call-bind-apply-helpers@1.0.2", "", { "dependencies": { "es-errors": "^1.3.0", "function-bind": "^1.1.2" } }, "sha512-Sp1ablJ0ivDkSzjcaJdxEunN5/XvksFJ2sMBFfq6x0ryhQV/2b/KwFe21cMpmHtPOSij8K99/wSfoEuTObmuMQ=="],
"ccxt": ["ccxt@4.5.40", "", { "dependencies": { "ws": "^8.8.1" } }, "sha512-8nJhhNKft7+fELDNQuCV2AQZBxLJfYQaD2LpqxHrucSszosyVl0u6lCIFfcnDUbeUW925uhrsKevHf2fNbLjKw=="],
"ccxt": ["ccxt@4.5.35", "", { "dependencies": { "ws": "^8.8.1" } }, "sha512-aFn1jq/vR9wD3Vxu/2UFoS8snqlvfYn/iYrNhyZZfzB3N+kAHhP5+sAgO6ZwNHkHiUT9IPPahC1ZSFdPtjpIYA=="],
"chai": ["chai@6.2.2", "", {}, "sha512-NUPRluOfOiTKBKvWPtSD4PhFvWCqOi0BGStNWs57X9js7XGTprSmFoz5F0tWhR4WPjNeR9jXqdC7/UpSJTnlRg=="],
"chai": ["chai@5.3.3", "", { "dependencies": { "assertion-error": "^2.0.1", "check-error": "^2.1.1", "deep-eql": "^5.0.1", "loupe": "^3.1.0", "pathval": "^2.0.0" } }, "sha512-4zNhdJD/iOjSH0A05ea+Ke6MU5mmpQcbQsSOkgdaUMJ9zTlDTD/GYlwohmIE2u0gaxHYiVHEn1Fw9mZ/ktJWgw=="],
"chalk": ["chalk@5.6.2", "", {}, "sha512-7NzBL0rN6fMUW+f7A6Io4h40qQlG+xGmtMxfbnH/K7TAtt8JQWVQK+6g0UXKMeVJoyV5EkkNsErQ8pVD3bLHbA=="],
"check-error": ["check-error@2.1.1", "", {}, "sha512-OAlb+T7V4Op9OwdkjmguYRqncdlx5JiofwOAUkmTF+jNdHwzTaTs4sRAGpzLF3oOz5xAyDGrPgeIDFQmDOTiJw=="],
"cli-boxes": ["cli-boxes@3.0.0", "", {}, "sha512-/lzGpEWL/8PfI0BmBOPRwp0c/wFNX1RdUML3jK/RcSBA9T8mZDdQpqYBKtCFTOfQbwPqWEOpjqW+Fnayc0969g=="],
"cli-cursor": ["cli-cursor@4.0.0", "", { "dependencies": { "restore-cursor": "^4.0.0" } }, "sha512-VGtlMu3x/4DOtIUwEkRezxUZ2lBacNJCHash0N0WeZDBS+7Ux1dm3XWAgWYxLJFMMdOeXMHXorshEFhbMSGelg=="],
@@ -260,9 +229,13 @@
"convert-to-spaces": ["convert-to-spaces@2.0.1", "", {}, "sha512-rcQ1bsQO9799wq24uE5AM2tAILy4gXGIK/njFWcVQkGNZ96edlpY+A7bjwvzjYvLDyzmG1MmMLZhpcsb+klNMQ=="],
"debug": ["debug@4.4.3", "", { "dependencies": { "ms": "^2.1.3" } }, "sha512-RGwwWnwQvkVfavKVt22FGLw+xYSdzARwm0ru6DhTVA3umU5hZc28V3kO4stgYryrTlLpuvgI9GiijltAjNbcqA=="],
"deep-eql": ["deep-eql@5.0.2", "", {}, "sha512-h5k/5U50IJJFpzfL6nO9jaaumfjO/f2NjK/oYB2Djzm4p9L+3T9qWpZqZ2hAbLPuuYq9wrU08WQyBTL5GbPk5Q=="],
"delayed-stream": ["delayed-stream@1.0.0", "", {}, "sha512-ZySD7Nf91aLB0RxL4KGrKHBXl7Eds1DAmEdcoVawXnLD7SDhpNgtuII2aAkg7a7QS41jxPSZ17p4VdGnMHk3MQ=="],
"dotenv": ["dotenv@17.3.1", "", {}, "sha512-IO8C/dzEb6O3F9/twg6ZLXz164a2fhTnEWb95H23Dm4OuN+92NmEAlTrupP9VW6Jm3sO26tQlqyvyi4CsnY9GA=="],
"dotenv": ["dotenv@17.2.3", "", {}, "sha512-JVUnt+DUIzu87TABbhPmNfVdBDt18BLOWjMUFJMSi/Qqg7NTYtabbvSNJGOJ7afbRuv9D/lngizHtP7QyLQ+9w=="],
"dunder-proto": ["dunder-proto@1.0.1", "", { "dependencies": { "call-bind-apply-helpers": "^1.0.1", "es-errors": "^1.3.0", "gopd": "^1.2.0" } }, "sha512-KIN/nDJBQRcXw0MLVhZE9iQHmG68qAVIBg9CqmUYjmQIhgij9U5MFvrqkUL5FbtyyzZuOeOt0zdeRe4UY7ct+A=="],
@@ -288,7 +261,7 @@
"estree-walker": ["estree-walker@3.0.3", "", { "dependencies": { "@types/estree": "^1.0.0" } }, "sha512-7RUKfXgSMMkzt6ZuXmqapOurLGPPfgj6l9uRZ7lRGolvk0y2yocc35LdcxKC5PQZdn2DMqioAQ2NoWcrTKmm6g=="],
"ethereum-cryptography": ["ethereum-cryptography@3.2.0", "", { "dependencies": { "@noble/ciphers": "1.3.0", "@noble/curves": "1.9.0", "@noble/hashes": "1.8.0", "@scure/bip32": "1.7.0", "@scure/bip39": "1.6.0" } }, "sha512-Urr5YVsalH+Jo0sYkTkv1MyI9bLYZwW8BENZCeE1QYaTHETEYx0Nv/SVsWkSqpYrzweg6d8KMY1wTjH/1m/BIg=="],
"ethereum-cryptography": ["ethereum-cryptography@2.2.1", "", { "dependencies": { "@noble/curves": "1.4.2", "@noble/hashes": "1.4.0", "@scure/bip32": "1.4.0", "@scure/bip39": "1.3.0" } }, "sha512-r/W8lkHSiTLxUxW8Rf3u4HGB0xQweG2RyETjywylKZSzLWoWAijRz8WCuOtJ6wah+avllXBqZuk29HCCvhEIRg=="],
"eventemitter3": ["eventemitter3@5.0.1", "", {}, "sha512-GWkBvjiSZK87ELrYOSESUYeVIc9mvLLf/nXalMOS5dYrgZq9o5OVkbZAVM06CVxYsCwH9BDZFPlQTlPA1j4ahA=="],
@@ -298,7 +271,7 @@
"follow-redirects": ["follow-redirects@1.15.11", "", {}, "sha512-deG2P0JfjrTxl50XGCDyfI97ZGVCxIpfKYmfyrQ54n5FO/0gfIES8C/Psl6kWVDolizcaaxZJnTS0QSMxvnsBQ=="],
"form-data": ["form-data@4.0.5", "", { "dependencies": { "asynckit": "^0.4.0", "combined-stream": "^1.0.8", "es-set-tostringtag": "^2.1.0", "hasown": "^2.0.2", "mime-types": "^2.1.12" } }, "sha512-8RipRLol37bNs2bhoV67fiTEvdTrbMUYcFTiy3+wuuOnUog2QBHCZWXDRijWQfAkhBj2Uf5UnVaiWwA5vdd82w=="],
"form-data": ["form-data@4.0.4", "", { "dependencies": { "asynckit": "^0.4.0", "combined-stream": "^1.0.8", "es-set-tostringtag": "^2.1.0", "hasown": "^2.0.2", "mime-types": "^2.1.12" } }, "sha512-KrGhL9Q4zjj0kiUt5OO4Mr/A/jlI2jDYs5eHBpYHPcBEVSiipAvn2Ko2HnPe20rmcuuvMHNdZFp+4IlGTMF0Ow=="],
"fsevents": ["fsevents@2.3.3", "", { "os": "darwin" }, "sha512-5xoDfX+fL7faATnagmWPpbFtwh/R77WmMMqqHGS65C3vvB0YHrgF+B1YmZ3441tMj5n63k0212XNoJwzlhffQw=="],
@@ -320,7 +293,7 @@
"indent-string": ["indent-string@5.0.0", "", {}, "sha512-m6FAo/spmsW2Ab2fU35JTYwtOKa2yAwXSwgjSv1TJzh4Mh7mC3lzAOVLBprb72XsTrgkEIsl7YrFNAiDiRhIGg=="],
"ink": ["ink@6.8.0", "", { "dependencies": { "@alcalzone/ansi-tokenize": "^0.2.4", "ansi-escapes": "^7.3.0", "ansi-styles": "^6.2.1", "auto-bind": "^5.0.1", "chalk": "^5.6.0", "cli-boxes": "^3.0.0", "cli-cursor": "^4.0.0", "cli-truncate": "^5.1.1", "code-excerpt": "^4.0.0", "es-toolkit": "^1.39.10", "indent-string": "^5.0.0", "is-in-ci": "^2.0.0", "patch-console": "^2.0.0", "react-reconciler": "^0.33.0", "scheduler": "^0.27.0", "signal-exit": "^3.0.7", "slice-ansi": "^8.0.0", "stack-utils": "^2.0.6", "string-width": "^8.1.1", "terminal-size": "^4.0.1", "type-fest": "^5.4.1", "widest-line": "^6.0.0", "wrap-ansi": "^9.0.0", "ws": "^8.18.0", "yoga-layout": "~3.2.1" }, "peerDependencies": { "@types/react": ">=19.0.0", "react": ">=19.0.0", "react-devtools-core": ">=6.1.2" }, "optionalPeers": ["@types/react", "react-devtools-core"] }, "sha512-sbl1RdLOgkO9isK42WCZlJCFN9hb++sX9dsklOvfd1YQ3bQ2AiFu12Q6tFlr0HvEUvzraJntQCCpfEoUe9DSzA=="],
"ink": ["ink@6.6.0", "", { "dependencies": { "@alcalzone/ansi-tokenize": "^0.2.1", "ansi-escapes": "^7.2.0", "ansi-styles": "^6.2.1", "auto-bind": "^5.0.1", "chalk": "^5.6.0", "cli-boxes": "^3.0.0", "cli-cursor": "^4.0.0", "cli-truncate": "^5.1.1", "code-excerpt": "^4.0.0", "es-toolkit": "^1.39.10", "indent-string": "^5.0.0", "is-in-ci": "^2.0.0", "patch-console": "^2.0.0", "react-reconciler": "^0.33.0", "signal-exit": "^3.0.7", "slice-ansi": "^7.1.0", "stack-utils": "^2.0.6", "string-width": "^8.1.0", "type-fest": "^4.27.0", "widest-line": "^5.0.0", "wrap-ansi": "^9.0.0", "ws": "^8.18.0", "yoga-layout": "~3.2.1" }, "peerDependencies": { "@types/react": ">=19.0.0", "react": ">=19.0.0", "react-devtools-core": "^6.1.2" }, "optionalPeers": ["@types/react", "react-devtools-core"] }, "sha512-QDt6FgJxgmSxAelcOvOHUvFxbIUjVpCH5bx+Slvc5m7IEcpGt3dYwbz/L+oRnqEGeRvwy1tineKK4ect3nW1vQ=="],
"is-fullwidth-code-point": ["is-fullwidth-code-point@5.1.0", "", { "dependencies": { "get-east-asian-width": "^1.3.1" } }, "sha512-5XHYaSyiqADb4RnZ1Bdad6cPp8Toise4TzEjcOYDHZkTCbKgiUl7WTUCpNWHuxmDt91wnsZBc9xinNzopv3JMQ=="],
@@ -328,7 +301,11 @@
"isows": ["isows@1.0.7", "", { "peerDependencies": { "ws": "*" } }, "sha512-I1fSfDCZL5P0v33sVqeTDSpcstAg/N+wF5HS033mogOVIp4B+oHC7oOCsA3axAbBSGTJ8QubbNmnIRN/h8U7hg=="],
"magic-string": ["magic-string@0.30.21", "", { "dependencies": { "@jridgewell/sourcemap-codec": "^1.5.5" } }, "sha512-vd2F4YUyEXKGcLHoq+TEyCjxueSeHnFxyyjNp80yg0XV4vUhnDer/lvvlqM/arB5bXQN5K2/3oinyCRyx8T2CQ=="],
"js-tokens": ["js-tokens@9.0.1", "", {}, "sha512-mxa9E9ITFOt0ban3j6L5MpjwegGz6lBQmM1IJkWeBZGcMxto50+eWdjC/52xDbS2vy0k7vIMK0Fe2wfL9OQSpQ=="],
"loupe": ["loupe@3.2.1", "", {}, "sha512-CdzqowRJCeLU72bHvWqwRBBlLcMEtIvGrlvef74kMnV2AolS9Y8xUv1I0U/MNAWMhBlKIoyuEgoJ0t/bbwHbLQ=="],
"magic-string": ["magic-string@0.30.19", "", { "dependencies": { "@jridgewell/sourcemap-codec": "^1.5.5" } }, "sha512-2N21sPY9Ws53PZvsEpVtNuSW+ScYbQdp4b9qUaL+9QkHUrGFKo56Lg9Emg5s9V/qrtNBmiR01sYhUOwu3H+VOw=="],
"math-intrinsics": ["math-intrinsics@1.1.0", "", {}, "sha512-/IXtbwEk5HTPyEwyKX6hGkYXxM9nbj64B+ilVJnC/R6B0pH5G4V3b0pVbL7DBj4tkhBAppbQUlf6F6Xl9LHu1g=="],
@@ -338,20 +315,20 @@
"mimic-fn": ["mimic-fn@2.1.0", "", {}, "sha512-OqbOk5oEQeAZ8WXWydlu9HJjz9WVdEIvamMCcXmuqUYjTknH/sqsWvhQ3vgwKFRR1HpjvNBKQ37nbJgYzGqGcg=="],
"nanoid": ["nanoid@3.3.11", "", { "bin": { "nanoid": "bin/nanoid.cjs" } }, "sha512-N8SpfPUnUp1bK+PMYW8qSWdl9U+wwNWI4QKxOYDy9JAro3WMX7p2OeVRF9v+347pnakNevPmiHhNmZ2HbFA76w=="],
"ms": ["ms@2.1.3", "", {}, "sha512-6FlzubTLZG3J2a/NVCAleEhjzq5oxgHyaCU9yYXvcLsvoVaHJq/s5xXI6/XXP6tz7R9xAOtHnSO/tXtF3WRTlA=="],
"obug": ["obug@2.1.1", "", {}, "sha512-uTqF9MuPraAQ+IsnPf366RG4cP9RtUi7MLO1N3KEc+wb0a6yKpeL0lmk2IB1jY5KHPAlTc6T/JRdC/YqxHNwkQ=="],
"nanoid": ["nanoid@3.3.11", "", { "bin": { "nanoid": "bin/nanoid.cjs" } }, "sha512-N8SpfPUnUp1bK+PMYW8qSWdl9U+wwNWI4QKxOYDy9JAro3WMX7p2OeVRF9v+347pnakNevPmiHhNmZ2HbFA76w=="],
"onetime": ["onetime@5.1.2", "", { "dependencies": { "mimic-fn": "^2.1.0" } }, "sha512-kbpaSSGJTWdAY5KPVeMOKXSrPtr8C8C7wodJbcsd51jRnmD+GZu8Y0VoU6Dm5Z4vWr0Ig/1NKuWRKf7j5aaYSg=="],
"ox": ["ox@0.12.4", "", { "dependencies": { "@adraffy/ens-normalize": "^1.11.0", "@noble/ciphers": "^1.3.0", "@noble/curves": "1.9.1", "@noble/hashes": "^1.8.0", "@scure/bip32": "^1.7.0", "@scure/bip39": "^1.6.0", "abitype": "^1.2.3", "eventemitter3": "5.0.1" }, "peerDependencies": { "typescript": ">=5.4.0" }, "optionalPeers": ["typescript"] }, "sha512-+P+C7QzuwPV8lu79dOwjBKfB2CbnbEXe/hfyyrff1drrO1nOOj3Hc87svHfcW1yneRr3WXaKr6nz11nq+/DF9Q=="],
"oxlint": ["oxlint@1.54.0", "", { "optionalDependencies": { "@oxlint/binding-android-arm-eabi": "1.54.0", "@oxlint/binding-android-arm64": "1.54.0", "@oxlint/binding-darwin-arm64": "1.54.0", "@oxlint/binding-darwin-x64": "1.54.0", "@oxlint/binding-freebsd-x64": "1.54.0", "@oxlint/binding-linux-arm-gnueabihf": "1.54.0", "@oxlint/binding-linux-arm-musleabihf": "1.54.0", "@oxlint/binding-linux-arm64-gnu": "1.54.0", "@oxlint/binding-linux-arm64-musl": "1.54.0", "@oxlint/binding-linux-ppc64-gnu": "1.54.0", "@oxlint/binding-linux-riscv64-gnu": "1.54.0", "@oxlint/binding-linux-riscv64-musl": "1.54.0", "@oxlint/binding-linux-s390x-gnu": "1.54.0", "@oxlint/binding-linux-x64-gnu": "1.54.0", "@oxlint/binding-linux-x64-musl": "1.54.0", "@oxlint/binding-openharmony-arm64": "1.54.0", "@oxlint/binding-win32-arm64-msvc": "1.54.0", "@oxlint/binding-win32-ia32-msvc": "1.54.0", "@oxlint/binding-win32-x64-msvc": "1.54.0" }, "peerDependencies": { "oxlint-tsgolint": ">=0.15.0" }, "optionalPeers": ["oxlint-tsgolint"], "bin": { "oxlint": "bin/oxlint" } }, "sha512-ObSjVwf0ZYA5U5Cmelj0PsCuqCJXsm2TxZ40tgUSAY7Wu0lKAsNjor6cgXHXSys8jOwv1ICjtzouoWHdKGHbZg=="],
"ox": ["ox@0.11.3", "", { "dependencies": { "@adraffy/ens-normalize": "^1.11.0", "@noble/ciphers": "^1.3.0", "@noble/curves": "1.9.1", "@noble/hashes": "^1.8.0", "@scure/bip32": "^1.7.0", "@scure/bip39": "^1.6.0", "abitype": "^1.2.3", "eventemitter3": "5.0.1" }, "peerDependencies": { "typescript": ">=5.4.0" }, "optionalPeers": ["typescript"] }, "sha512-1bWYGk/xZel3xro3l8WGg6eq4YEKlaqvyMtVhfMFpbJzK2F6rj4EDRtqDCWVEJMkzcmEi9uW2QxsqELokOlarw=="],
"patch-console": ["patch-console@2.0.0", "", {}, "sha512-0YNdUceMdaQwoKce1gatDScmMo5pu/tfABfnzEqeG0gtTmd7mh/WcwgUjtAeOU7N8nFFlbQBnFK2gXW5fGvmMA=="],
"pathe": ["pathe@2.0.3", "", {}, "sha512-WUjGcAqP1gQacoQe+OBJsFA7Ld4DyXuUIjZ5cc75cLHvJ7dtNsTugphxIADwspS+AraAUePCKrSVtPLFj/F88w=="],
"pathval": ["pathval@2.0.1", "", {}, "sha512-//nshmD55c46FuFw26xV/xFAaB5HF9Xdap7HJBBnrKdAd6/GxDBaNA1870O79+9ueg61cZLSVc+OaFlfmObYVQ=="],
"picocolors": ["picocolors@1.1.1", "", {}, "sha512-xceH2snhtb5M9liqDsmEw56le376mTZkEX/jEb/RxNFyegNul7eNslCXP9FDj/Lcu0X8KEyMceP2ntpaHrDEVA=="],
"picomatch": ["picomatch@4.0.3", "", {}, "sha512-5gTmgEY/sqK6gFXLIsQNH19lWb4ebPDLA4SdLP7dsWkIXHWlG66oPuVvXSGFPppYZz8ZDZq0dYYrbHfBCVUb1Q=="],
@@ -374,7 +351,7 @@
"signal-exit": ["signal-exit@3.0.7", "", {}, "sha512-wnD2ZE+l+SPC/uoS0vXeE9L1+0wuaMqKlfz9AMUo38JsyLSBWSFcHR1Rri62LZc12vLr1gb3jl7iwQhgwpAbGQ=="],
"slice-ansi": ["slice-ansi@8.0.0", "", { "dependencies": { "ansi-styles": "^6.2.3", "is-fullwidth-code-point": "^5.1.0" } }, "sha512-stxByr12oeeOyY2BlviTNQlYV5xOj47GirPr4yA1hE9JCtxfQN0+tVbkxwCtYDQWhEKWFHsEK48ORg5jrouCAg=="],
"slice-ansi": ["slice-ansi@7.1.2", "", { "dependencies": { "ansi-styles": "^6.2.1", "is-fullwidth-code-point": "^5.0.0" } }, "sha512-iOBWFgUX7caIZiuutICxVgX1SdxwAVFFKwt1EvMYYec/NWO5meOJ6K5uQxhrYBdQJne4KxiqZc+KptFOWFSI9w=="],
"source-map-js": ["source-map-js@1.2.1", "", {}, "sha512-UXWMKhLOwVKb728IUtQPXxfYU+usdybtUrK/8uGE8CQMvrhOpwvzDBwj0QhSL7MQc7vIsISBG8VQ8+IDQxpfQA=="],
@@ -382,43 +359,47 @@
"stackback": ["stackback@0.0.2", "", {}, "sha512-1XMJE5fQo1jGH6Y/7ebnwPOBEkIEnT4QF32d5R1+VXdXveM0IBMJt8zfaxX1P3QhVwrYe+576+jkANtSS2mBbw=="],
"std-env": ["std-env@3.10.0", "", {}, "sha512-5GS12FdOZNliM5mAOxFRg7Ir0pWz8MdpYm6AY6VPkGpbA7ZzmbzNcBJQ0GPvvyWgcY7QAhCgf9Uy89I03faLkg=="],
"std-env": ["std-env@3.9.0", "", {}, "sha512-UGvjygr6F6tpH7o2qyqR6QYpwraIjKSdtzyBdyytFOHmPZY917kwdwLG0RbOjWOnKmnm3PeHjaoLLMie7kPLQw=="],
"string-width": ["string-width@8.1.1", "", { "dependencies": { "get-east-asian-width": "^1.3.0", "strip-ansi": "^7.1.0" } }, "sha512-KpqHIdDL9KwYk22wEOg/VIqYbrnLeSApsKT/bSj6Ez7pn3CftUiLAv2Lccpq1ALcpLV9UX1Ppn92npZWu2w/aw=="],
"strip-ansi": ["strip-ansi@7.1.2", "", { "dependencies": { "ansi-regex": "^6.0.1" } }, "sha512-gmBGslpoQJtgnMAvOVqGZpEz9dyoKTCzy2nfz/n8aIFhN/jCE/rCmcxabB6jOOHV+0WNnylOxaxBQPSvcWklhA=="],
"tagged-tag": ["tagged-tag@1.0.0", "", {}, "sha512-yEFYrVhod+hdNyx7g5Bnkkb0G6si8HJurOoOEgC8B/O0uXLHlaey/65KRv6cuWBNhBgHKAROVpc7QyYqE5gFng=="],
"terminal-size": ["terminal-size@4.0.1", "", {}, "sha512-avMLDQpUI9I5XFrklECw1ZEUPJhqzcwSWsyyI8blhRLT+8N1jLJWLWWYQpB2q2xthq8xDvjZPISVh53T/+CLYQ=="],
"strip-literal": ["strip-literal@3.0.0", "", { "dependencies": { "js-tokens": "^9.0.1" } }, "sha512-TcccoMhJOM3OebGhSBEmp3UZ2SfDMZUEBdRA/9ynfLi8yYajyWX3JiXArcJt4Umh4vISpspkQIY8ZZoCqjbviA=="],
"tinybench": ["tinybench@2.9.0", "", {}, "sha512-0+DUvqWMValLmha6lr4kD8iAMK1HzV0/aKnCtWb9v9641TnP/MFb7Pc2bxoxQjTXAErryXVgUOfv2YqNllqGeg=="],
"tinyexec": ["tinyexec@1.0.2", "", {}, "sha512-W/KYk+NFhkmsYpuHq5JykngiOCnxeVL8v8dFnqxSD8qEEdRfXk1SDM6JzNqcERbcGYj9tMrDQBYV9cjgnunFIg=="],
"tinyexec": ["tinyexec@0.3.2", "", {}, "sha512-KQQR9yN7R5+OSwaK0XQoj22pwHoTlgYqmUscPYoknOoWCWfj/5/ABTMRi69FrKU5ffPVh5QcFikpWJI/P1ocHA=="],
"tinyglobby": ["tinyglobby@0.2.15", "", { "dependencies": { "fdir": "^6.5.0", "picomatch": "^4.0.3" } }, "sha512-j2Zq4NyQYG5XMST4cbs02Ak8iJUdxRM0XI5QyxXuZOzKOINmWurp3smXu3y5wDcJrptwpSjgXHzIQxR0omXljQ=="],
"tinyrainbow": ["tinyrainbow@3.0.3", "", {}, "sha512-PSkbLUoxOFRzJYjjxHJt9xro7D+iilgMX/C9lawzVuYiIdcihh9DXmVibBe8lmcFrRi/VzlPjBxbN7rH24q8/Q=="],
"tinypool": ["tinypool@1.1.1", "", {}, "sha512-Zba82s87IFq9A9XmjiX5uZA/ARWDrB03OHlq+Vw1fSdt0I+4/Kutwy8BP4Y/y/aORMo61FQ0vIb5j44vSo5Pkg=="],
"tinyrainbow": ["tinyrainbow@2.0.0", "", {}, "sha512-op4nsTR47R6p0vMUUoYl/a+ljLFVtlfaXkLQmqfLR1qHma1h/ysYk4hEXZ880bf2CYgTskvTa/e196Vd5dDQXw=="],
"tinyspy": ["tinyspy@4.0.4", "", {}, "sha512-azl+t0z7pw/z958Gy9svOTuzqIk6xq+NSheJzn5MMWtWTFywIacg2wUlzKFGtt3cthx0r2SxMK0yzJOR0IES7Q=="],
"trading-signals": ["trading-signals@7.4.3", "", {}, "sha512-kOyzd85qhuhU7yGkB5z74MVP6j30xBCfZy5+bgBnvfxY1ZdvaQsdD+C5j+CoIRtCAgSOuxB7jmPpBrqO6h17sQ=="],
"ts-mixer": ["ts-mixer@6.0.4", "", {}, "sha512-ufKpbmrugz5Aou4wcr5Wc1UUFWOLhq+Fm6qa6P0w0K5Qw2yhaUoiWszhCVuNQyNwrlGiscHOmqYoAox1PtvgjA=="],
"type-fest": ["type-fest@5.4.4", "", { "dependencies": { "tagged-tag": "^1.0.0" } }, "sha512-JnTrzGu+zPV3aXIUhnyWJj4z/wigMsdYajGLIYakqyOW1nPllzXEJee0QQbHj+CTIQtXGlAjuK0UY+2xTyjVAw=="],
"type-fest": ["type-fest@4.41.0", "", {}, "sha512-TeTSQ6H5YHvpqVwBRcnLDCBnDOHWYu7IvGbHT6N8AOymcr9PJGjc1GTtiWZTYg0NCgYwvnYWEkVChQAr9bjfwA=="],
"typescript": ["typescript@5.9.3", "", { "bin": { "tsc": "bin/tsc", "tsserver": "bin/tsserver" } }, "sha512-jl1vZzPDinLr9eUt3J/t7V6FgNEw9QjvBPdysz9KfQDD41fQrC2Y4vKQdiaUpFT4bXlb1RHhLpp8wtm6M5TgSw=="],
"typescript": ["typescript@5.9.2", "", { "bin": { "tsc": "bin/tsc", "tsserver": "bin/tsserver" } }, "sha512-CWBzXQrc/qOkhidw1OzBTQuYRbfyxDXJMVJ1XNwUHGROVmuaeiEm3OslpZ1RV96d7SKKjZKrSJu3+t/xlw3R9A=="],
"undici-types": ["undici-types@7.12.0", "", {}, "sha512-goOacqME2GYyOZZfb5Lgtu+1IDmAlAEu5xnD3+xTzS10hT0vzpf0SPjkXwAw9Jm+4n/mQGDP3LO8CPbYROeBfQ=="],
"viem": ["viem@2.46.3", "", { "dependencies": { "@noble/curves": "1.9.1", "@noble/hashes": "1.8.0", "@scure/bip32": "1.7.0", "@scure/bip39": "1.6.0", "abitype": "1.2.3", "isows": "1.0.7", "ox": "0.12.4", "ws": "8.18.3" }, "peerDependencies": { "typescript": ">=5.0.4" }, "optionalPeers": ["typescript"] }, "sha512-2LJS+Hyh2sYjHXQtzfv1kU9pZx9dxFzvoU/ZKIcn0FNtOU0HQuIICuYdWtUDFHaGXbAdVo8J1eCvmjkL9JVGwg=="],
"viem": ["viem@2.45.1", "", { "dependencies": { "@noble/curves": "1.9.1", "@noble/hashes": "1.8.0", "@scure/bip32": "1.7.0", "@scure/bip39": "1.6.0", "abitype": "1.2.3", "isows": "1.0.7", "ox": "0.11.3", "ws": "8.18.3" }, "peerDependencies": { "typescript": ">=5.0.4" }, "optionalPeers": ["typescript"] }, "sha512-LN6Pp7vSfv50LgwhkfSbIXftAM5J89lP9x8TeDa8QM7o41IxlHrDh0F9X+FfnCWtsz11pEVV5sn+yBUoOHNqYA=="],
"vite": ["vite@7.1.7", "", { "dependencies": { "esbuild": "^0.25.0", "fdir": "^6.5.0", "picomatch": "^4.0.3", "postcss": "^8.5.6", "rollup": "^4.43.0", "tinyglobby": "^0.2.15" }, "optionalDependencies": { "fsevents": "~2.3.3" }, "peerDependencies": { "@types/node": "^20.19.0 || >=22.12.0", "jiti": ">=1.21.0", "less": "^4.0.0", "lightningcss": "^1.21.0", "sass": "^1.70.0", "sass-embedded": "^1.70.0", "stylus": ">=0.54.8", "sugarss": "^5.0.0", "terser": "^5.16.0", "tsx": "^4.8.1", "yaml": "^2.4.2" }, "optionalPeers": ["@types/node", "jiti", "less", "lightningcss", "sass", "sass-embedded", "stylus", "sugarss", "terser", "tsx", "yaml"], "bin": { "vite": "bin/vite.js" } }, "sha512-VbA8ScMvAISJNJVbRDTJdCwqQoAareR/wutevKanhR2/1EkoXVZVkkORaYm/tNVCjP/UDTKtcw3bAkwOUdedmA=="],
"vitest": ["vitest@4.0.18", "", { "dependencies": { "@vitest/expect": "4.0.18", "@vitest/mocker": "4.0.18", "@vitest/pretty-format": "4.0.18", "@vitest/runner": "4.0.18", "@vitest/snapshot": "4.0.18", "@vitest/spy": "4.0.18", "@vitest/utils": "4.0.18", "es-module-lexer": "^1.7.0", "expect-type": "^1.2.2", "magic-string": "^0.30.21", "obug": "^2.1.1", "pathe": "^2.0.3", "picomatch": "^4.0.3", "std-env": "^3.10.0", "tinybench": "^2.9.0", "tinyexec": "^1.0.2", "tinyglobby": "^0.2.15", "tinyrainbow": "^3.0.3", "vite": "^6.0.0 || ^7.0.0", "why-is-node-running": "^2.3.0" }, "peerDependencies": { "@edge-runtime/vm": "*", "@opentelemetry/api": "^1.9.0", "@types/node": "^20.0.0 || ^22.0.0 || >=24.0.0", "@vitest/browser-playwright": "4.0.18", "@vitest/browser-preview": "4.0.18", "@vitest/browser-webdriverio": "4.0.18", "@vitest/ui": "4.0.18", "happy-dom": "*", "jsdom": "*" }, "optionalPeers": ["@edge-runtime/vm", "@opentelemetry/api", "@types/node", "@vitest/browser-playwright", "@vitest/browser-preview", "@vitest/browser-webdriverio", "@vitest/ui", "happy-dom", "jsdom"], "bin": { "vitest": "vitest.mjs" } }, "sha512-hOQuK7h0FGKgBAas7v0mSAsnvrIgAvWmRFjmzpJ7SwFHH3g1k2u37JtYwOwmEKhK6ZO3v9ggDBBm0La1LCK4uQ=="],
"vite-node": ["vite-node@3.2.4", "", { "dependencies": { "cac": "^6.7.14", "debug": "^4.4.1", "es-module-lexer": "^1.7.0", "pathe": "^2.0.3", "vite": "^5.0.0 || ^6.0.0 || ^7.0.0-0" }, "bin": { "vite-node": "vite-node.mjs" } }, "sha512-EbKSKh+bh1E1IFxeO0pg1n4dvoOTt0UDiXMd/qn++r98+jPO1xtJilvXldeuQ8giIB5IkpjCgMleHMNEsGH6pg=="],
"vitest": ["vitest@3.2.4", "", { "dependencies": { "@types/chai": "^5.2.2", "@vitest/expect": "3.2.4", "@vitest/mocker": "3.2.4", "@vitest/pretty-format": "^3.2.4", "@vitest/runner": "3.2.4", "@vitest/snapshot": "3.2.4", "@vitest/spy": "3.2.4", "@vitest/utils": "3.2.4", "chai": "^5.2.0", "debug": "^4.4.1", "expect-type": "^1.2.1", "magic-string": "^0.30.17", "pathe": "^2.0.3", "picomatch": "^4.0.2", "std-env": "^3.9.0", "tinybench": "^2.9.0", "tinyexec": "^0.3.2", "tinyglobby": "^0.2.14", "tinypool": "^1.1.1", "tinyrainbow": "^2.0.0", "vite": "^5.0.0 || ^6.0.0 || ^7.0.0-0", "vite-node": "3.2.4", "why-is-node-running": "^2.3.0" }, "peerDependencies": { "@edge-runtime/vm": "*", "@types/debug": "^4.1.12", "@types/node": "^18.0.0 || ^20.0.0 || >=22.0.0", "@vitest/browser": "3.2.4", "@vitest/ui": "3.2.4", "happy-dom": "*", "jsdom": "*" }, "optionalPeers": ["@edge-runtime/vm", "@types/debug", "@types/node", "@vitest/browser", "@vitest/ui", "happy-dom", "jsdom"], "bin": { "vitest": "vitest.mjs" } }, "sha512-LUCP5ev3GURDysTWiP47wRRUpLKMOfPh+yKTx3kVIEiu5KOMeqzpnYNsKyOoVrULivR8tLcks4+lga33Whn90A=="],
"why-is-node-running": ["why-is-node-running@2.3.0", "", { "dependencies": { "siginfo": "^2.0.0", "stackback": "0.0.2" }, "bin": { "why-is-node-running": "cli.js" } }, "sha512-hUrmaWBdVDcxvYqnyh09zunKzROWjbZTiNy8dBEjkS7ehEDQibXJ7XvlmtbwuTclUiIyN+CyXQD4Vmko8fNm8w=="],
"widest-line": ["widest-line@6.0.0", "", { "dependencies": { "string-width": "^8.1.0" } }, "sha512-U89AsyEeAsyoF0zVJBkG9zBgekjgjK7yk9sje3F4IQpXBJ10TF6ByLlIfjMhcmHMJgHZI4KHt4rdNfktzxIAMA=="],
"widest-line": ["widest-line@5.0.0", "", { "dependencies": { "string-width": "^7.0.0" } }, "sha512-c9bZp7b5YtRj2wOe6dlj32MK+Bx/M/d+9VB2SHM1OtsUHR0aV0tdP6DWh/iMt0kWi1t5g1Iudu6hQRNd1A4PVA=="],
"wrap-ansi": ["wrap-ansi@9.0.2", "", { "dependencies": { "ansi-styles": "^6.2.1", "string-width": "^7.0.0", "strip-ansi": "^7.1.0" } }, "sha512-42AtmgqjV+X1VpdOfyTGOYRi0/zsoLqtXQckTmqTeybT+BDIbM/Guxo7x3pE2vtpr1ok6xRqM9OpBe+Jyoqyww=="],
@@ -426,16 +407,34 @@
"yoga-layout": ["yoga-layout@3.2.1", "", {}, "sha512-0LPOt3AxKqMdFBZA3HBAt/t/8vIKq7VaQYbuA8WxCgung+p9TVyKRYdpvCb80HcdTN2NkbIKbhNwKUfm3tQywQ=="],
"@scure/bip32/@noble/curves": ["@noble/curves@1.9.1", "", { "dependencies": { "@noble/hashes": "1.8.0" } }, "sha512-k11yZxZg+t+gWvBbIswW0yoJlu8cHOC7dhunwOzoWH/mXGBiYyR4YY6hAEK/3EUs4UpB8la1RfdRpeGsFHkWsA=="],
"cli-truncate/slice-ansi": ["slice-ansi@7.1.2", "", { "dependencies": { "ansi-styles": "^6.2.1", "is-fullwidth-code-point": "^5.0.0" } }, "sha512-iOBWFgUX7caIZiuutICxVgX1SdxwAVFFKwt1EvMYYec/NWO5meOJ6K5uQxhrYBdQJne4KxiqZc+KptFOWFSI9w=="],
"ox/@noble/curves": ["@noble/curves@1.9.1", "", { "dependencies": { "@noble/hashes": "1.8.0" } }, "sha512-k11yZxZg+t+gWvBbIswW0yoJlu8cHOC7dhunwOzoWH/mXGBiYyR4YY6hAEK/3EUs4UpB8la1RfdRpeGsFHkWsA=="],
"ox/@noble/hashes": ["@noble/hashes@1.8.0", "", {}, "sha512-jCs9ldd7NwzpgXDIf6P3+NrHh9/sD6CQdxHyjQI+h/6rDNo88ypBxxz45UDuZHz9r3tNz7N/VInSVoVdtXEI4A=="],
"ox/@scure/bip32": ["@scure/bip32@1.7.0", "", { "dependencies": { "@noble/curves": "~1.9.0", "@noble/hashes": "~1.8.0", "@scure/base": "~1.2.5" } }, "sha512-E4FFX/N3f4B80AKWp5dP6ow+flD1LQZo/w8UnLGYZO674jS6YnYeepycOOksv+vLPSpgN35wgKgy+ybfTb2SMw=="],
"ox/@scure/bip39": ["@scure/bip39@1.6.0", "", { "dependencies": { "@noble/hashes": "~1.8.0", "@scure/base": "~1.2.5" } }, "sha512-+lF0BbLiJNwVlev4eKelw1WWLaiKXw7sSl8T6FvBlWkdX+94aGJ4o8XjUdlyhTCjd8c+B3KT3JfS8P0bLRNU6A=="],
"viem/@noble/curves": ["@noble/curves@1.9.1", "", { "dependencies": { "@noble/hashes": "1.8.0" } }, "sha512-k11yZxZg+t+gWvBbIswW0yoJlu8cHOC7dhunwOzoWH/mXGBiYyR4YY6hAEK/3EUs4UpB8la1RfdRpeGsFHkWsA=="],
"viem/@noble/hashes": ["@noble/hashes@1.8.0", "", {}, "sha512-jCs9ldd7NwzpgXDIf6P3+NrHh9/sD6CQdxHyjQI+h/6rDNo88ypBxxz45UDuZHz9r3tNz7N/VInSVoVdtXEI4A=="],
"viem/@scure/bip32": ["@scure/bip32@1.7.0", "", { "dependencies": { "@noble/curves": "~1.9.0", "@noble/hashes": "~1.8.0", "@scure/base": "~1.2.5" } }, "sha512-E4FFX/N3f4B80AKWp5dP6ow+flD1LQZo/w8UnLGYZO674jS6YnYeepycOOksv+vLPSpgN35wgKgy+ybfTb2SMw=="],
"viem/@scure/bip39": ["@scure/bip39@1.6.0", "", { "dependencies": { "@noble/hashes": "~1.8.0", "@scure/base": "~1.2.5" } }, "sha512-+lF0BbLiJNwVlev4eKelw1WWLaiKXw7sSl8T6FvBlWkdX+94aGJ4o8XjUdlyhTCjd8c+B3KT3JfS8P0bLRNU6A=="],
"viem/ws": ["ws@8.18.3", "", { "peerDependencies": { "bufferutil": "^4.0.1", "utf-8-validate": ">=5.0.2" }, "optionalPeers": ["bufferutil", "utf-8-validate"] }, "sha512-PEIGCY5tSlUt50cqyMXfCzX+oOPqN0vuGqWzbcJ2xvnkzkq46oOpz7dQaTDBdfICb4N14+GARUDw2XV2N4tvzg=="],
"widest-line/string-width": ["string-width@7.2.0", "", { "dependencies": { "emoji-regex": "^10.3.0", "get-east-asian-width": "^1.0.0", "strip-ansi": "^7.1.0" } }, "sha512-tsaTIkKW9b4N+AEj+SVA+WhJzV7/zMhcSu78mLKWSk7cXMOSHsBKFWUs0fWwq8QyK3MgJBQRX6Gbi4kYbdvGkQ=="],
"wrap-ansi/string-width": ["string-width@7.2.0", "", { "dependencies": { "emoji-regex": "^10.3.0", "get-east-asian-width": "^1.0.0", "strip-ansi": "^7.1.0" } }, "sha512-tsaTIkKW9b4N+AEj+SVA+WhJzV7/zMhcSu78mLKWSk7cXMOSHsBKFWUs0fWwq8QyK3MgJBQRX6Gbi4kYbdvGkQ=="],
"ox/@scure/bip32/@scure/base": ["@scure/base@1.2.6", "", {}, "sha512-g/nm5FgUa//MCj1gV09zTJTaM6KBAHqLN907YVQqf7zC49+DcO4B1so4ZX07Ef10Twr6nuqYEH9GEggFXA4Fmg=="],
"ox/@scure/bip39/@scure/base": ["@scure/base@1.2.6", "", {}, "sha512-g/nm5FgUa//MCj1gV09zTJTaM6KBAHqLN907YVQqf7zC49+DcO4B1so4ZX07Ef10Twr6nuqYEH9GEggFXA4Fmg=="],
"viem/@scure/bip32/@scure/base": ["@scure/base@1.2.6", "", {}, "sha512-g/nm5FgUa//MCj1gV09zTJTaM6KBAHqLN907YVQqf7zC49+DcO4B1so4ZX07Ef10Twr6nuqYEH9GEggFXA4Fmg=="],
"viem/@scure/bip39/@scure/base": ["@scure/base@1.2.6", "", {}, "sha512-g/nm5FgUa//MCj1gV09zTJTaM6KBAHqLN907YVQqf7zC49+DcO4B1so4ZX07Ef10Twr6nuqYEH9GEggFXA4Fmg=="],
}
}
cli-guide.en.md
-389
View File
@@ -1,389 +0,0 @@
# ritmex-bot CLI User Guide (English)
This guide documents the `ritmex-bot` command mode (agent-friendly mode), which lets you run structured trading operations without entering the Ink interactive menu.
## 1. Scope
`ritmex-bot` CLI command mode covers:
- Exchange listing and capability checks
- Market data (`ticker` / `depth` / `kline`)
- Account and position queries
- Open/create/cancel/cancel-all order operations
- Strategy execution (including dry-run)
This mode is suitable for:
- Manual terminal usage
- `npx` / `bunx` invocation
- Programmatic AI-agent workflows (recommended with `--json`)
## 2. Installation and Run Modes
### 2.1 Global install (recommended)
```bash
npm install -g ritmex-bot
ritmex-bot doctor
```
### 2.2 Quick run without install
```bash
npx ritmex-bot doctor
bunx ritmex-bot doctor
```
### 2.3 Local dependency
```bash
npm install ritmex-bot
npx ritmex-bot doctor
```
### 2.4 Run from repository source
```bash
bun run index.ts doctor
bun run index.ts market ticker --exchange binance --symbol BTCUSDT
```
> Note: `bin/ritmex-bot` launches the entrypoint via `bun run`, so Bun must be available in the runtime environment.
## 3. Command Shape
```bash
ritmex-bot <root-command> <action> [options]
```
Supported root commands:
- `help`
- `doctor`
- `exchange`
- `market`
- `account`
- `position`
- `order`
- `strategy`
Quick help:
```bash
ritmex-bot help
ritmex-bot market ticker --help
```
## 4. Global Options
| Option | Short | Description | Default |
| --- | --- | --- | --- |
| `--exchange` | `-e` | Exchange ID override | Existing env resolution |
| `--symbol` | - | Trading symbol (pass-through) | Existing env resolution |
| `--json` | `-j` | JSON output | `false` |
| `--dry-run` | `-d` | Simulate write operations | `false` |
| `--timeout` | `-t` | Timeout in milliseconds | `25000` |
| `--help` | `-h` | Show command help | `false` |
## 5. Environment Variables and Symbol Rules
Command mode follows these constraints:
- No new environment variables are introduced.
- No existing environment-variable names are modified.
- Runtime values are read directly from the current CLI environment.
- If `--exchange` is not provided, exchange resolution follows the existing logic (for example `EXCHANGE` / `TRADE_EXCHANGE`).
- If `--symbol` is not provided, symbol resolution follows the existing exchange-specific env logic.
- Symbols are never normalized or rewritten by command mode.
That means symbol variants such as `BTCUSDT`, `BTCUSDC`, spot/perp pairs, and venue-specific naming are fully controlled by your existing environment configuration.
## 6. Command Reference
### 6.1 `doctor`
Checks effective exchange/symbol setup and runtime adapter capabilities.
```bash
ritmex-bot doctor
ritmex-bot doctor --exchange binance --symbol BTCUSDT --json
```
### 6.2 `exchange`
### List supported exchanges
```bash
ritmex-bot exchange list
```
### Inspect exchange capabilities
```bash
ritmex-bot exchange capabilities --exchange standx
```
If runtime adapter initialization fails, CLI falls back to static capability metadata (`source: "static"`) and includes a warning.
### 6.3 `market`
### `market ticker`
```bash
ritmex-bot market ticker --exchange binance --symbol BTCUSDT
```
### `market depth`
```bash
ritmex-bot market depth --exchange binance --symbol BTCUSDT --levels 10
```
`--levels` is optional; when provided, depth levels are truncated to that value.
### `market kline`
```bash
ritmex-bot market kline --exchange binance --symbol BTCUSDT --interval 1m --limit 50
```
Arguments:
- `--interval` is required
- `--limit` is optional (keeps the latest N candles)
### 6.4 `account` and `position`
### Account snapshot
```bash
ritmex-bot account snapshot --exchange standx
ritmex-bot account summary --exchange standx
```
`summary` is an alias of `snapshot`.
### Position list
```bash
ritmex-bot position list --exchange standx
ritmex-bot position list --exchange standx --symbol BTC-USD
```
If `--symbol` is provided, result positions are filtered by that symbol.
### 6.5 `order`
### Open orders
```bash
ritmex-bot order open --exchange binance --symbol BTCUSDT
```
### Create order
```bash
ritmex-bot order create --exchange binance --symbol BTCUSDT --side buy --type limit --quantity 0.01 --price 90000
```
Create-order arguments:
| Option | Required | Description |
| --- | --- | --- |
| `--side` | Yes | `buy` / `sell` |
| `--type` | Yes | `limit` / `market` / `stop` / `trailing-stop` / `close` |
| `--quantity` or `--qty` | Yes | Order quantity |
| `--price` | Required for `limit` | Limit price |
| `--stop-price` | Required for `stop` | Stop trigger price |
| `--activation-price` | Required for `trailing-stop` | Trailing-stop activation price |
| `--callback-rate` | Required for `trailing-stop` | Trailing-stop callback rate |
| `--time-in-force` | No | `GTC` / `IOC` / `FOK` / `GTX` |
| `--reduce-only` | No | `true/false` |
| `--close-position` | No | `true/false` |
| `--trigger-type` | No | `UNSPECIFIED` / `TAKE_PROFIT` / `STOP_LOSS` |
| `--sl-price` | No | Stop-loss price (router applies venue capability rules) |
| `--tp-price` | No | Take-profit price (router applies venue capability rules) |
Examples:
```bash
# Market order
ritmex-bot order create --exchange binance --symbol BTCUSDT --side buy --type market --qty 0.01
# Stop order
ritmex-bot order create --exchange binance --symbol BTCUSDT --side sell --type stop --qty 0.01 --stop-price 86000
# Trailing-stop order
ritmex-bot order create --exchange binance --symbol BTCUSDT --side sell --type trailing-stop --qty 0.01 --activation-price 91000 --callback-rate 0.2
# Close intent order (defaults reduceOnly/closePosition in route layer)
ritmex-bot order create --exchange binance --symbol BTCUSDT --side sell --type close --qty 0.01
```
### Cancel order
```bash
ritmex-bot order cancel --exchange binance --symbol BTCUSDT --order-id 123456
```
### Cancel all orders
```bash
ritmex-bot order cancel-all --exchange binance --symbol BTCUSDT
```
If `forceCancelAllOrders` is available on the adapter, CLI uses it first; otherwise it falls back to standard cancel-all behavior.
### 6.6 `strategy`
### Run strategy
```bash
ritmex-bot strategy run --strategy maker --exchange standx --silent
```
Supported strategy IDs:
- `trend`
- `swing`
- `guardian`
- `maker`
- `maker-points`
- `offset-maker`
- `liquidity-maker`
- `basis`
- `grid`
Supported aliases:
- `offset` -> `offset-maker`
- `makerpoints` / `maker_points` -> `maker-points`
- `liquidity` / `liquiditymaker` / `liquidity_maker` -> `liquidity-maker`
Extra options:
- `--silent` (short form `-q`) for quieter strategy startup logs
- `--dry-run` to propagate simulation mode into strategy execution
## 7. `--dry-run` Behavior
With `--dry-run` enabled:
- `order create` / `order cancel` / `order cancel-all` do not send real write operations.
- Response includes `dryRunActions` so you can inspect the simulated intent.
- `strategy run` receives dry-run mode in the strategy runner.
- Read-only commands (market/account/position queries) keep normal behavior.
Example:
```bash
ritmex-bot order create --exchange binance --symbol BTCUSDT --side buy --type limit --quantity 0.01 --price 90000 --dry-run --json
```
## 8. Unsupported Features
Exchange capabilities are intentionally not forced into a fake unified surface. If a venue does not support a feature, CLI returns `UNSUPPORTED` directly.
Typical cases:
- Exchange does not implement `queryOpenOrders`
- Exchange does not implement `queryAccountSnapshot`
- Exchange-specific order type limitations
Callers should handle `UNSUPPORTED` as a first-class outcome.
## 9. Output and Exit Codes
### 9.1 Human-readable output (default)
Success:
```text
[OK] market-ticker
time: 2026-02-27T12:00:00.000Z
exchange: binance
symbol: BTCUSDT
dryRun: false
...
```
Failure:
```text
[ERROR] order-open
time: 2026-02-27T12:00:00.000Z
code: UNSUPPORTED
message: queryOpenOrders is not supported on exchange 'aster'
retryable: false
```
### 9.2 JSON output (`--json`)
Success payload:
```json
{
"success": true,
"command": "market-ticker",
"exchange": "binance",
"symbol": "BTCUSDT",
"dryRun": false,
"ts": "2026-02-27T12:00:00.000Z",
"data": {}
}
```
Failure payload:
```json
{
"success": false,
"command": "order-open",
"exchange": "aster",
"symbol": "BTCUSDT",
"dryRun": false,
"ts": "2026-02-27T12:00:00.000Z",
"error": {
"code": "UNSUPPORTED",
"message": "queryOpenOrders is not supported on exchange 'aster'",
"retryable": false
}
}
```
### 9.3 Exit codes
| Exit Code | Meaning |
| --- | --- |
| `0` | Success |
| `2` | Invalid arguments (`INVALID_ARGS`) |
| `3` | Missing environment setup (`MISSING_ENV`) |
| `5` | Unsupported feature (`UNSUPPORTED`) |
| `6` | Exchange execution error (`EXCHANGE_ERROR`) |
| `7` | Timeout (`TIMEOUT`) |
## 10. Recommended AI-Agent Flow
```bash
# 1) Check venue capabilities
ritmex-bot exchange capabilities --exchange binance --json
# 2) Fetch market state
ritmex-bot market ticker --exchange binance --symbol BTCUSDT --json
# 3) Validate order parameters with dry-run
ritmex-bot order create --exchange binance --symbol BTCUSDT --side buy --type limit --quantity 0.01 --price 90000 --dry-run --json
# 4) Submit live order after validation (remove --dry-run)
ritmex-bot order create --exchange binance --symbol BTCUSDT --side buy --type limit --quantity 0.01 --price 90000 --json
```
## 11. Compatibility With Existing Features
Command mode does not break existing interactive or legacy startup flows:
- `bun run index.ts` still opens the Ink menu
- `bun run index.ts --strategy trend --silent` still starts strategy directly
- Command mode is used only when the first argument matches command roots (for example `market`, `order`, `strategy`)
If you already run the project with current env variables and strategy configs, command mode can be adopted incrementally with no env-key migration.
cli-guide.md
-388
View File
@@ -1,388 +0,0 @@
# ritmex-bot CLI 使用手册（中文）
本文档介绍 `ritmex-bot` 的命令模式（Agent 友好模式），用于在不进入 Ink 菜单的情况下执行结构化交易操作。
## 1. 适用范围
`ritmex-bot` CLI 命令模式覆盖以下能力：
- 交易所列表与能力查询
- 行情（ticker/depth/kline）
- 账户与仓位查询
- 订单查询、下单、撤单、全撤
- 策略启动（支持 dry-run）
这套命令适合：
- 直接在终端手动执行
- 通过 `npx` / `bunx` 调用
- 被 AI Agent / 自动化系统程序化调用（推荐配合 `--json`）
## 2. 安装与运行方式
### 2.1 全局安装（推荐）
```bash
npm install -g ritmex-bot
ritmex-bot doctor
```
### 2.2 无需安装直接运行
```bash
npx ritmex-bot doctor
bunx ritmex-bot doctor
```
### 2.3 作为项目依赖
```bash
npm install ritmex-bot
npx ritmex-bot doctor
```
### 2.4 在仓库源码中运行
```bash
bun run index.ts doctor
bun run index.ts market ticker --exchange binance --symbol BTCUSDT
```
> 注意：`bin/ritmex-bot` 会调用 `bun run` 启动入口文件，因此运行环境需要可用的 Bun。
## 3. 命令结构
```bash
ritmex-bot <root-command> <action> [options]
```
支持的根命令：
- `help`
- `doctor`
- `exchange`
- `market`
- `account`
- `position`
- `order`
- `strategy`
快速帮助：
```bash
ritmex-bot help
ritmex-bot market ticker --help
```
## 4. 全局参数
| 参数 | 短参数 | 说明 | 默认值 |
| --- | --- | --- | --- |
| `--exchange` | `-e` | 指定交易所 ID | 走现有环境变量解析 |
| `--symbol` | - | 指定交易对，原样透传 | 走现有环境变量解析 |
| `--json` | `-j` | 以 JSON 输出结果 | `false` |
| `--dry-run` | `-d` | 模拟执行（不发真实写操作） | `false` |
| `--timeout` | `-t` | 超时毫秒数 | `25000` |
| `--help` | `-h` | 显示命令帮助 | `false` |
## 5. 环境变量与 Symbol 规则
`ritmex-bot` 命令模式遵循以下约束：
- 不新增环境变量，不修改任何已有变量名称。
- 从当前 CLI 执行环境读取已有配置（例如 `.env` 已加载到进程环境后）。
- `--exchange` 未指定时，按现有逻辑解析交易所（例如 `EXCHANGE` / `TRADE_EXCHANGE`）。
- `--symbol` 未指定时，按现有逻辑从对应交易所配置中解析符号。
- 对 `symbol` 不做统一、不做改写、不做跨交易所映射。你传什么就用什么。
这意味着像 Binance 的 `BTCUSDT`、`BTCUSDC`、现货/永续等差异，全部由你通过现有配置自行决定。
## 6. 命令详解
### 6.1 `doctor`
用于检查当前交易所/交易对配置与适配器能力。
```bash
ritmex-bot doctor
ritmex-bot doctor --exchange binance --symbol BTCUSDT --json
```
### 6.2 `exchange`
### 列出支持的交易所
```bash
ritmex-bot exchange list
```
### 查询交易所能力
```bash
ritmex-bot exchange capabilities --exchange standx
```
如果运行时无法构建适配器，会返回静态能力信息（`source: "static"`）及警告。
### 6.3 `market`
### `market ticker`
```bash
ritmex-bot market ticker --exchange binance --symbol BTCUSDT
```
### `market depth`
```bash
ritmex-bot market depth --exchange binance --symbol BTCUSDT --levels 10
```
`--levels` 为可选，指定后会截断返回档位数量。
### `market kline`
```bash
ritmex-bot market kline --exchange binance --symbol BTCUSDT --interval 1m --limit 50
```
参数说明：
- `--interval` 必填
- `--limit` 可选（仅保留最后 N 条）
### 6.4 `account` 与 `position`
### 账户快照
```bash
ritmex-bot account snapshot --exchange standx
ritmex-bot account summary --exchange standx
```
`summary` 是 `snapshot` 的别名。
### 仓位列表
```bash
ritmex-bot position list --exchange standx
ritmex-bot position list --exchange standx --symbol BTC-USD
```
传 `--symbol` 时会在返回结果中做符号过滤。
### 6.5 `order`
### 查询当前挂单
```bash
ritmex-bot order open --exchange binance --symbol BTCUSDT
```
### 创建订单
```bash
ritmex-bot order create --exchange binance --symbol BTCUSDT --side buy --type limit --quantity 0.01 --price 90000
```
创建订单参数：
| 参数 | 必填 | 说明 |
| --- | --- | --- |
| `--side` | 是 | `buy` / `sell` |
| `--type` | 是 | `limit` / `market` / `stop` / `trailing-stop` / `close` |
| `--quantity` 或 `--qty` | 是 | 下单数量 |
| `--price` | `limit` 必填 | 限价单价格 |
| `--stop-price` | `stop` 必填 | 触发价 |
| `--activation-price` | `trailing-stop` 必填 | 激活价 |
| `--callback-rate` | `trailing-stop` 必填 | 回调比例 |
| `--time-in-force` | 否 | `GTC` / `IOC` / `FOK` / `GTX` |
| `--reduce-only` | 否 | `true/false` |
| `--close-position` | 否 | `true/false` |
| `--trigger-type` | 否 | `UNSPECIFIED` / `TAKE_PROFIT` / `STOP_LOSS` |
| `--sl-price` | 否 | 止损价（路由层按交易所能力处理） |
| `--tp-price` | 否 | 止盈价（路由层按交易所能力处理） |
示例：
```bash
# 市价单
ritmex-bot order create --exchange binance --symbol BTCUSDT --side buy --type market --qty 0.01
# 止损单
ritmex-bot order create --exchange binance --symbol BTCUSDT --side sell --type stop --qty 0.01 --stop-price 86000
# 移动止损单
ritmex-bot order create --exchange binance --symbol BTCUSDT --side sell --type trailing-stop --qty 0.01 --activation-price 91000 --callback-rate 0.2
# close 语义单（默认会补全 reduceOnly/closePosition）
ritmex-bot order create --exchange binance --symbol BTCUSDT --side sell --type close --qty 0.01
```
### 撤单
```bash
ritmex-bot order cancel --exchange binance --symbol BTCUSDT --order-id 123456
```
### 全撤
```bash
ritmex-bot order cancel-all --exchange binance --symbol BTCUSDT
```
若交易所支持 `forceCancelAllOrders`，会优先走该能力；否则回退普通批量撤单逻辑。
### 6.6 `strategy`
### 启动策略
```bash
ritmex-bot strategy run --strategy maker --exchange standx --silent
```
支持策略 ID：
- `trend`
- `swing`
- `guardian`
- `maker`
- `maker-points`
- `offset-maker`
- `liquidity-maker`
- `basis`
- `grid`
常用别名：
- `offset` -> `offset-maker`
- `makerpoints` / `maker_points` -> `maker-points`
- `liquidity` / `liquiditymaker` / `liquidity_maker` -> `liquidity-maker`
额外参数：
- `--silent`（短参数 `-q`）静默运行
- `--dry-run` 传递到策略运行器，启用策略级模拟
## 7. `--dry-run` 模拟执行
当开启 `--dry-run`：
- `order create` / `order cancel` / `order cancel-all` 不会发送真实写操作。
- 返回结果包含 `dryRunActions`，用于观察本次模拟会执行什么操作。
- `strategy run` 会将 dry-run 模式传入策略执行链路。
- 只读类命令（行情、查询）不会改变行为。
示例：
```bash
ritmex-bot order create --exchange binance --symbol BTCUSDT --side buy --type limit --quantity 0.01 --price 90000 --dry-run --json
```
## 8. 不支持能力的处理
不同交易所能力不完全一致。对于未实现或不支持的功能，CLI 会直接返回 `UNSUPPORTED` 错误，而不是静默忽略。
常见场景：
- 某些交易所不支持 `queryOpenOrders`
- 某些交易所不支持 `queryAccountSnapshot`
- 某些交易所不支持特定委托类型
建议调用方按错误码降级处理。
## 9. 输出格式与退出码
### 9.1 文本输出（默认）
成功：
```text
[OK] market-ticker
time: 2026-02-27T12:00:00.000Z
exchange: binance
symbol: BTCUSDT
dryRun: false
...
```
失败：
```text
[ERROR] order-open
time: 2026-02-27T12:00:00.000Z
code: UNSUPPORTED
message: queryOpenOrders is not supported on exchange 'aster'
retryable: false
```
### 9.2 JSON 输出（`--json`）
成功结构：
```json
{
"success": true,
"command": "market-ticker",
"exchange": "binance",
"symbol": "BTCUSDT",
"dryRun": false,
"ts": "2026-02-27T12:00:00.000Z",
"data": {}
}
```
失败结构：
```json
{
"success": false,
"command": "order-open",
"exchange": "aster",
"symbol": "BTCUSDT",
"dryRun": false,
"ts": "2026-02-27T12:00:00.000Z",
"error": {
"code": "UNSUPPORTED",
"message": "queryOpenOrders is not supported on exchange 'aster'",
"retryable": false
}
}
```
### 9.3 退出码
| 退出码 | 含义 |
| --- | --- |
| `0` | 成功 |
| `2` | 参数错误（`INVALID_ARGS`） |
| `3` | 缺少环境配置（`MISSING_ENV`） |
| `5` | 功能不支持（`UNSUPPORTED`） |
| `6` | 交易所执行错误（`EXCHANGE_ERROR`） |
| `7` | 超时（`TIMEOUT`） |
## 10. AI Agent 推荐调用流程
```bash
# 1) 确认交易所能力
ritmex-bot exchange capabilities --exchange binance --json
# 2) 拉取行情
ritmex-bot market ticker --exchange binance --symbol BTCUSDT --json
# 3) dry-run 验证下单参数
ritmex-bot order create --exchange binance --symbol BTCUSDT --side buy --type limit --quantity 0.01 --price 90000 --dry-run --json
# 4) 确认后执行真实下单（去掉 --dry-run）
ritmex-bot order create --exchange binance --symbol BTCUSDT --side buy --type limit --quantity 0.01 --price 90000 --json
```
## 11. 与现有功能兼容性
命令模式不会破坏现有 Ink 交互模式与原有参数入口：
- `bun run index.ts` 仍进入交互菜单
- `bun run index.ts --strategy trend --silent` 仍可直接跑策略
- 仅当首参数匹配命令模式根命令时，才进入 `ritmex-bot` 命令执行路径
如果你已在使用现有环境变量与策略配置，可直接增量接入命令模式，无需迁移变量名。
docs/ondoperps/README.md
-58
View File
@@ -1,58 +0,0 @@
# Ondo Perps 接入说明
## 链接
- 邀请注册：https://app.ondoperps.xyz/?ref=4A3ACQ
- 官方文档索引：https://ondoperps.mintlify.app/llms.txt
- REST OpenAPI：https://docs.ondoperps.xyz/api-reference/rest-spec.json
- WebSocket OpenAPI：https://docs.ondoperps.xyz/api-reference/ws-spec.json
- API Key 鉴权：https://docs.ondoperps.xyz/api-reference/api_key_authentication.md
## 配置
```bash
EXCHANGE=ondoperps
ONDOPERPS_API_KEY_ID=ondoKeyId_xxx
ONDOPERPS_API_SECRET=ondoApiSecret_xxx
ONDOPERPS_SYMBOL=BTC-USD.P
```
Ondo Perps 市场使用 `{TICKER}-USD.P` 格式。默认值为 `BTC-USD.P`，其他示例包括 `ETH-USD.P`、`XAU-USD.P`、`NVDA-USD.P` 与 `AMD-USD.P`。
兼容入口：`EXCHANGE=ondoperp` 会解析为 `ondoperps`，旧 `ONDOPERP_*` 环境变量会在对应 `ONDOPERPS_*` 变量缺失时使用。
可选配置：
| 变量 | 说明 |
| --- | --- |
| `ONDOPERPS_SANDBOX` | `true` 时连接官方沙盒 REST 与 WebSocket 地址 |
| `ONDOPERPS_BASE_URL` | 覆盖 REST API 地址 |
| `ONDOPERPS_WS_URL` | 覆盖 WebSocket 地址 |
| `ONDOPERPS_BUILDER_CODE` | Ondo 分配的 Builder Code |
| `ONDOPERPS_BUILDER_FEE_RATE_BPS` | Builder 订单费率，适配器限制在 1–10 bps |
## 已接入能力
- API Key HMAC-SHA256 REST 鉴权
- 限价单、Post Only 限价单、市价单、批量撤单与全部撤单
- 仓位级止损与止盈，映射到统一订单类型
- 账户余额、仓位、活动订单与市场精度查询
- 深度、标记价、K 线、资金费率、订单、仓位与余额 WebSocket 订阅
- REST 定时校准，覆盖 WebSocket 断线和私有频道鉴权异常场景
- 生产与沙盒端点切换
## 鉴权规则
REST 请求发送以下请求头：
- `ONDO-KEY-ID`
- `ONDO-TIMESTAMP`
- `ONDO-SIGN`
签名内容为 `timestamp + uppercaseMethod + requestPathWithQuery + body`，使用 API Secret 进行 HMAC-SHA256 并输出十六进制字符串。
WebSocket 登录消息使用 API Key ID、毫秒时间戳与 `time + "ondo_perps_ws_login"` 的 HMAC-SHA256 签名。连接空闲限制为 180 秒，适配器每 30 秒发送一次 ping。
## 安全
API Secret 只通过运行环境传入。仓库文件、日志与错误信息均不保存请求签名头或凭证内容。建议在 Ondo Perps 后台配置固定 IPv4 白名单，并为 API Key 只授予策略需要的权限。
package.json
+13 -24
View File
@@ -1,21 +1,11 @@
{
"name": "ritmex-bot",
"version": "0.1.0",
"module": "index.ts",
"type": "module",
"private": false,
"repository": {
"type": "git",
"url": "https://github.com/discountry/ritmex-bot.git"
},
"bin": {
"ritmex-bot": "./bin/ritmex-bot"
},
"private": true,
"scripts": {
"dev": "bun run index.ts",
"start": "bun run index.ts",
"lint": "oxlint",
"lint:fix": "oxlint --fix",
"test": "bun x vitest run",
"test:exchange-contract": "bun x vitest run tests/exchange-contract-suite.test.ts tests/exchange-factory.test.ts tests/config.test.ts",
"test:watch": "bun x vitest",
@@ -28,26 +18,25 @@
"pm2:start:maker-points": "pm2 start bun --name ritmex-maker-points --cwd . --restart-delay 5000 -- run index.ts --strategy maker-points --exchange standx --silent"
},
"devDependencies": {
"@types/bun": "^1.3.9",
"oxlint": "^1.54.0",
"vitest": "^4.0.18"
"@types/bun": "latest",
"vitest": "^3.2.4"
},
"peerDependencies": {
"typescript": "^5.9.3"
"typescript": "^5.9.2"
},
"dependencies": {
"@grvt/client": "^1.6.27",
"@nadohq/client": "^0.1.0-alpha.51",
"@grvt/client": "^1.6.25",
"@nadohq/client": "^0.1.0-alpha.45",
"@noble/ed25519": "^3.0.0",
"axios": "^1.13.6",
"bignumber.js": "^10.0.2",
"ccxt": "^4.5.40",
"dotenv": "^17.3.1",
"ethereum-cryptography": "^3.2.0",
"ink": "^6.8.0",
"axios": "^1.13.4",
"bignumber.js": "^9.3.1",
"ccxt": "^4.5.35",
"dotenv": "^17.2.3",
"ethereum-cryptography": "^2.2.1",
"ink": "^6.6.0",
"react": "^19.2.4",
"trading-signals": "^7.4.3",
"viem": "^2.46.3",
"viem": "^2.45.1",
"ws": "^8.19.0"
}
}
skills/use-ritmex-bot/SKILL.md
-306
View File
@@ -1,306 +0,0 @@
---
name: use-ritmex-bot
description: Use when the task requires operating exchanges with the ritmex-bot CLI, including capability checks, market/account/position queries, order operations, strategy run, dry-run simulation, and JSON output parsing.
---
# Use ritmex-bot CLI
This skill is for running `ritmex-bot` in an agent-safe, exchange-compatible way.
## Use This Skill When
- The user asks to use `ritmex-bot` commands directly.
- The user wants market data, account/position, or order operations from supported exchanges.
- The user wants AI-agent-friendly CLI execution with `--json` output.
- The user wants simulation with `--dry-run` before real writes.
## Hard Rules
1. Do not change environment-variable names and do not invent new env keys.
2. Read config from the current shell environment as-is.
3. Do not normalize or rewrite `--symbol`; pass it through exactly.
4. If a feature is not supported by an exchange, return it as unsupported (`UNSUPPORTED`), do not fake behavior.
5. For write actions (`order create`, `order cancel`, `order cancel-all`), prefer `--dry-run` first unless the user explicitly asks to skip simulation.
6. Use `--json` whenever output must be consumed by another agent/tool.
## Command Entry Options
Use one of these:
```bash
ritmex-bot <command>
npx ritmex-bot <command>
bunx ritmex-bot <command>
bun run index.ts <command>
```
If `ritmex-bot` is unavailable, use `bun run index.ts <command>` from repo root.
## Default Agent Workflow
1. Determine exchange and symbol from user request.
2. If missing, rely on existing env resolution; do not create fallback env variables.
3. Run capability precheck:
- `exchange list`
- `exchange capabilities --exchange <id>`
4. For read operations, run command directly (prefer `--json`).
5. For write operations:
- Run the exact command with `--dry-run --json`.
- Validate payload and dry-run actions.
- Run live command only when user confirmed or explicitly requested live execution.
6. Post-check with `order open`, `position list`, or `account snapshot` as needed.
## Global Flags
| Flag | Short | Meaning |
| --- | --- | --- |
| `--exchange` | `-e` | Exchange override |
| `--symbol` | - | Trading symbol (pass-through) |
| `--json` | `-j` | JSON output |
| `--dry-run` | `-d` | Simulate write ops |
| `--timeout` | `-t` | Timeout in ms (default 25000) |
| `--help` | `-h` | Show help |
## Root Commands
- `help`
- `doctor`
- `exchange`
- `market`
- `account`
- `position`
- `order`
- `strategy`
## Command Reference
### `doctor`
```bash
ritmex-bot doctor
ritmex-bot doctor --exchange binance --symbol BTCUSDT --json
```
Returns effective setup and runtime capabilities.
### `exchange`
```bash
ritmex-bot exchange list
ritmex-bot exchange capabilities --exchange standx
```
If runtime adapter cannot initialize, capabilities may fallback to static metadata.
### `market`
```bash
ritmex-bot market ticker --exchange <id> --symbol <symbol>
ritmex-bot market depth --exchange <id> --symbol <symbol> --levels 10
ritmex-bot market kline --exchange <id> --symbol <symbol> --interval 1m --limit 100
```
Rules:
- `kline` requires `--interval`.
- `depth --levels` is optional.
- `kline --limit` is optional.
### `account`
```bash
ritmex-bot account snapshot --exchange <id>
ritmex-bot account summary --exchange <id>
```
`summary` is an alias of `snapshot`.
### `position`
```bash
ritmex-bot position list --exchange <id>
ritmex-bot position list --exchange <id> --symbol <symbol>
```
### `order`
### Query open orders
```bash
ritmex-bot order open --exchange <id> --symbol <symbol>
```
### Create order
```bash
ritmex-bot order create --exchange <id> --symbol <symbol> --side buy --type limit --quantity 0.01 --price 90000
```
Required:
- `--side` = `buy|sell`
- `--type` = `limit|market|stop|trailing-stop|close`
- `--quantity` or `--qty`
Conditional required:
- `limit`: `--price`
- `stop`: `--stop-price`
- `trailing-stop`: `--activation-price` and `--callback-rate`
Optional:
- `--time-in-force` (`GTC|IOC|FOK|GTX`)
- `--reduce-only` (`true|false`)
- `--close-position` (`true|false`)
- `--trigger-type` (`UNSPECIFIED|TAKE_PROFIT|STOP_LOSS`)
- `--sl-price`
- `--tp-price`
### Cancel one order
```bash
ritmex-bot order cancel --exchange <id> --symbol <symbol> --order-id <id>
```
### Cancel all
```bash
ritmex-bot order cancel-all --exchange <id> --symbol <symbol>
```
### `strategy`
```bash
ritmex-bot strategy run --strategy maker --exchange standx --silent
ritmex-bot strategy run --strategy offset --exchange binance --dry-run
```
Supported strategy IDs:
- `trend`
- `swing`
- `guardian`
- `maker`
- `maker-points`
- `offset-maker`
- `liquidity-maker`
- `basis`
- `grid`
Aliases:
- `offset` -> `offset-maker`
- `makerpoints` / `maker_points` -> `maker-points`
- `liquidity` / `liquiditymaker` / `liquidity_maker` -> `liquidity-maker`
Extra flags:
- `--silent` (short alias `-q`)
- `--dry-run`
## Dry-Run First Patterns
### Create order safely
```bash
# 1) Simulate
ritmex-bot order create --exchange <id> --symbol <symbol> --side buy --type limit --quantity 0.01 --price 90000 --dry-run --json
# 2) Execute live only after confirmation
ritmex-bot order create --exchange <id> --symbol <symbol> --side buy --type limit --quantity 0.01 --price 90000 --json
```
### Cancel safely
```bash
# 1) Simulate
ritmex-bot order cancel --exchange <id> --symbol <symbol> --order-id <id> --dry-run --json
# 2) Execute live
ritmex-bot order cancel --exchange <id> --symbol <symbol> --order-id <id> --json
```
## Agent Output Handling
Prefer `--json` and parse:
- `success` (boolean)
- `command` (executed command kind)
- `exchange`
- `symbol`
- `dryRun`
- `data` (success payload)
- `error.code`, `error.message`, `error.retryable` (failure payload)
Human-readable mode is fine for manual terminal use; `--json` is preferred for automation.
## Error Codes and Exit Codes
Map failures by code/exit code:
- `INVALID_ARGS` -> exit `2`
- `MISSING_ENV` -> exit `3`
- `UNSUPPORTED` -> exit `5`
- `EXCHANGE_ERROR` -> exit `6`
- `TIMEOUT` -> exit `7`
Handling policy:
1. `INVALID_ARGS`: fix command arguments and retry once.
2. `MISSING_ENV`: report missing configuration; do not invent env keys.
3. `UNSUPPORTED`: return clearly as unsupported for that exchange.
4. `EXCHANGE_ERROR`: return details and retry only if user requests.
5. `TIMEOUT`: optionally retry with larger `--timeout` once.
## Symbol and Exchange-Specific Behavior
- Never apply cross-exchange symbol mapping inside the skill.
- Respect user-provided symbols exactly (examples: `BTCUSDT`, `BTCUSDC`, `BTC_USD_PERP`, `BTC-PERP`).
- If no `--symbol` is provided, let existing exchange config resolve it.
- If no `--exchange` is provided, let existing env resolution decide it.
## Ready-to-Use Recipes
### Preflight
```bash
ritmex-bot exchange list --json
ritmex-bot exchange capabilities --exchange <id> --json
ritmex-bot doctor --exchange <id> --symbol <symbol> --json
```
### Read-only market/account state
```bash
ritmex-bot market ticker --exchange <id> --symbol <symbol> --json
ritmex-bot market depth --exchange <id> --symbol <symbol> --levels 20 --json
ritmex-bot market kline --exchange <id> --symbol <symbol> --interval 1m --limit 120 --json
ritmex-bot account snapshot --exchange <id> --json
ritmex-bot position list --exchange <id> --symbol <symbol> --json
```
### Write flow (safe)
```bash
ritmex-bot order create --exchange <id> --symbol <symbol> --side buy --type market --qty 0.01 --dry-run --json
ritmex-bot order create --exchange <id> --symbol <symbol> --side buy --type market --qty 0.01 --json
ritmex-bot order open --exchange <id> --symbol <symbol> --json
```
### Strategy flow
```bash
ritmex-bot strategy run --strategy trend --exchange <id> --dry-run
ritmex-bot strategy run --strategy trend --exchange <id> --silent
```
## Completion Checklist
Before returning results to user:
1. Confirm command and parameters used.
2. Confirm whether run was `dryRun` or live.
3. For live writes, provide immediate post-check output (`order open` / `position list`).
4. If unsupported, explicitly name exchange + unsupported method.
5. If failed, return error code/message and next corrective action.
src/cli/args.ts
+1 -8
View File
@@ -88,8 +88,6 @@ function assignExchange(options: CliOptions, raw: string): void {
options.exchange = normalized as CliOptions["exchange"];
} else if (normalized === "gravity" || normalized === "grav" || normalized === "grv") {
options.exchange = "grvt";
} else if (normalized === "ondo" || normalized === "ondoperp") {
options.exchange = "ondoperps";
}
}
@@ -103,10 +101,5 @@ export function printCliHelp(): void {
` Aliases: liquidity, liquidity-maker for the liquidity maker engine.\n` +
` --exchange, -e Choose exchange. Overrides EXCHANGE/TRADE_EXCHANGE environment variables.\n` +
` --silent, -q Reduce console output. When used with --strategy, runs in silent daemon mode.\n` +
` --help, -h Show this help message.\n\n` +
`Command mode:\n` +
` ritmex-bot doctor\n` +
` ritmex-bot exchange list\n` +
` ritmex-bot market ticker --exchange <id> --symbol <symbol>\n` +
` ritmex-bot order create --side buy --type limit --quantity 0.01 --price 100000 --dry-run\n`);
` --help, -h Show this help message.\n`);
}
src/cli/command-executor.ts
-679
View File
@@ -1,679 +0,0 @@
import { resolveSymbolFromEnv } from "../config";
import { type ExchangeAdapter } from "../exchanges/adapter";
import { DryRunExchangeAdapter } from "../exchanges/dry-run-adapter";
import {
SUPPORTED_EXCHANGE_IDS,
getExchangeDisplayName,
resolveExchangeId,
type SupportedExchangeId,
} from "../exchanges/create-adapter";
import {
routeCloseOrder,
routeLimitOrder,
routeMarketOrder,
routeStopOrder,
routeTrailingStopOrder,
} from "../exchanges/order-router";
import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
import type { Depth, Kline, Order, Ticker } from "../exchanges/types";
import { startStrategy } from "./strategy-runner";
import type {
CommandErrorPayload,
CommandExecutionResult,
CommandFailurePayload,
CommandPayload,
CommandSuccessPayload,
ParsedCliCommand,
} from "./command-types";
const EXIT_CODE_SUCCESS = 0;
const EXIT_CODE_INVALID_ARGS = 2;
const EXIT_CODE_MISSING_ENV = 3;
const EXIT_CODE_UNSUPPORTED = 5;
const EXIT_CODE_EXCHANGE_ERROR = 6;
const EXIT_CODE_TIMEOUT = 7;
const STATIC_CAPABILITIES: Record<
SupportedExchangeId,
{
trailingStops: boolean | "conditional";
fundingRate: boolean;
precision: boolean;
queryOpenOrders: boolean;
queryAccountSnapshot: boolean;
changeMarginMode: boolean;
forceCancelAllOrders: boolean;
}
> = {
aster: {
trailingStops: true,
fundingRate: false,
precision: true,
queryOpenOrders: false,
queryAccountSnapshot: false,
changeMarginMode: false,
forceCancelAllOrders: false,
},
grvt: {
trailingStops: false,
fundingRate: false,
precision: false,
queryOpenOrders: false,
queryAccountSnapshot: false,
changeMarginMode: false,
forceCancelAllOrders: false,
},
lighter: {
trailingStops: false,
fundingRate: false,
precision: true,
queryOpenOrders: false,
queryAccountSnapshot: false,
changeMarginMode: false,
forceCancelAllOrders: false,
},
backpack: {
trailingStops: false,
fundingRate: false,
precision: false,
queryOpenOrders: false,
queryAccountSnapshot: false,
changeMarginMode: false,
forceCancelAllOrders: false,
},
paradex: {
trailingStops: false,
fundingRate: false,
precision: false,
queryOpenOrders: false,
queryAccountSnapshot: false,
changeMarginMode: false,
forceCancelAllOrders: false,
},
nado: {
trailingStops: false,
fundingRate: true,
precision: true,
queryOpenOrders: false,
queryAccountSnapshot: false,
changeMarginMode: false,
forceCancelAllOrders: false,
},
standx: {
trailingStops: false,
fundingRate: true,
precision: true,
queryOpenOrders: true,
queryAccountSnapshot: true,
changeMarginMode: true,
forceCancelAllOrders: true,
},
binance: {
trailingStops: "conditional",
fundingRate: true,
precision: true,
queryOpenOrders: true,
queryAccountSnapshot: true,
changeMarginMode: true,
forceCancelAllOrders: true,
},
ondoperps: {
trailingStops: false,
fundingRate: true,
precision: true,
queryOpenOrders: true,
queryAccountSnapshot: true,
changeMarginMode: false,
forceCancelAllOrders: true,
},
};
export interface CommandExecutorDependencies {
buildAdapterFromEnvFn?: typeof buildAdapterFromEnv;
startStrategyFn?: typeof startStrategy;
now?: () => number;
}
class CommandExecutionError extends Error {
constructor(
readonly code: CommandErrorPayload["code"],
readonly exitCode: number,
message: string,
readonly retryable: boolean = false,
readonly details?: unknown
) {
super(message);
this.name = "CommandExecutionError";
}
}
export async function executeCliCommand(
command: ParsedCliCommand,
deps: CommandExecutorDependencies = {}
): Promise<CommandExecutionResult> {
const buildAdapterFromEnvFn = deps.buildAdapterFromEnvFn ?? buildAdapterFromEnv;
const startStrategyFn = deps.startStrategyFn ?? startStrategy;
const now = deps.now ?? (() => Date.now());
try {
const data = await withExchangeOverride(command.exchange, async () => {
switch (command.kind) {
case "help":
return { topic: command.topic ?? null };
case "doctor":
return handleDoctor(command, buildAdapterFromEnvFn);
case "exchange-list":
return {
exchanges: SUPPORTED_EXCHANGE_IDS.map((id) => ({
id,
name: getExchangeDisplayName(id),
})),
};
case "exchange-capabilities":
return handleExchangeCapabilities(command, buildAdapterFromEnvFn);
case "market-ticker":
return handleMarketTicker(command, buildAdapterFromEnvFn);
case "market-depth":
return handleMarketDepth(command, buildAdapterFromEnvFn);
case "market-kline":
return handleMarketKline(command, buildAdapterFromEnvFn);
case "account-snapshot":
return handleAccountSnapshot(command, buildAdapterFromEnvFn);
case "position-list":
return handlePositionList(command, buildAdapterFromEnvFn);
case "order-open":
return handleOrderOpen(command, buildAdapterFromEnvFn);
case "order-create":
return handleOrderCreate(command, buildAdapterFromEnvFn);
case "order-cancel":
return handleOrderCancel(command, buildAdapterFromEnvFn);
case "order-cancel-all":
return handleOrderCancelAll(command, buildAdapterFromEnvFn);
case "strategy-run":
await startStrategyFn(command.strategy, { silent: command.silent, dryRun: command.dryRun });
return {
strategy: command.strategy,
status: "stopped",
};
}
});
const payload = successPayload(command, now(), data);
return {
exitCode: EXIT_CODE_SUCCESS,
payload,
forceExit: command.kind !== "strategy-run",
};
} catch (error) {
const mapped = mapToCommandExecutionError(error);
const payload = failurePayload(command, now(), mapped);
return {
exitCode: mapped.exitCode,
payload,
forceExit: true,
};
}
}
export function renderCommandPayload(payload: CommandPayload, json: boolean): string {
if (json) {
return JSON.stringify(payload, null, 2);
}
if (payload.success) {
return formatHumanSuccess(payload);
}
return formatHumanError(payload);
}
async function handleDoctor(
command: Extract<ParsedCliCommand, { kind: "doctor" }>,
buildAdapterFromEnvFn: typeof buildAdapterFromEnv
): Promise<unknown> {
const exchange = resolveEffectiveExchange(command.exchange);
const symbol = resolveEffectiveSymbol(command.symbol, exchange);
const adapter = createAdapter(buildAdapterFromEnvFn, exchange, symbol);
return {
exchange,
exchangeName: getExchangeDisplayName(exchange),
symbol,
adapterId: adapter.id,
capabilities: runtimeCapabilities(adapter),
};
}
async function handleExchangeCapabilities(
command: Extract<ParsedCliCommand, { kind: "exchange-capabilities" }>,
buildAdapterFromEnvFn: typeof buildAdapterFromEnv
): Promise<unknown> {
const exchange = resolveEffectiveExchange(command.exchange);
const symbol = resolveEffectiveSymbol(command.symbol, exchange);
const staticCapabilities = STATIC_CAPABILITIES[exchange];
try {
const adapter = createAdapter(buildAdapterFromEnvFn, exchange, symbol);
return {
exchange,
exchangeName: getExchangeDisplayName(exchange),
symbol,
capabilities: runtimeCapabilities(adapter),
source: "runtime",
};
} catch (error) {
return {
exchange,
exchangeName: getExchangeDisplayName(exchange),
symbol,
capabilities: staticCapabilities,
source: "static",
warning: extractMessage(error),
};
}
}
async function handleMarketTicker(
command: Extract<ParsedCliCommand, { kind: "market-ticker" }>,
buildAdapterFromEnvFn: typeof buildAdapterFromEnv
): Promise<unknown> {
const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn);
const ticker = await waitForFirst<Ticker>(
(cb) => adapter.watchTicker(symbol, cb),
command.timeoutMs,
"market ticker"
);
return { exchange, symbol, ticker };
}
async function handleMarketDepth(
command: Extract<ParsedCliCommand, { kind: "market-depth" }>,
buildAdapterFromEnvFn: typeof buildAdapterFromEnv
): Promise<unknown> {
const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn);
const depth = await waitForFirst<Depth>(
(cb) => adapter.watchDepth(symbol, cb),
command.timeoutMs,
"market depth"
);
const levels = command.levels && command.levels > 0 ? Math.floor(command.levels) : undefined;
const boundedDepth = levels
? {
...depth,
bids: depth.bids.slice(0, levels),
asks: depth.asks.slice(0, levels),
}
: depth;
return { exchange, symbol, levels: levels ?? null, depth: boundedDepth };
}
async function handleMarketKline(
command: Extract<ParsedCliCommand, { kind: "market-kline" }>,
buildAdapterFromEnvFn: typeof buildAdapterFromEnv
): Promise<unknown> {
const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn);
const klines = await waitForFirst<Kline[]>(
(cb) => adapter.watchKlines(symbol, command.interval, cb),
command.timeoutMs,
"market kline"
);
const limit = command.limit && command.limit > 0 ? Math.floor(command.limit) : undefined;
const data = limit ? klines.slice(-limit) : klines;
return { exchange, symbol, interval: command.interval, limit: limit ?? null, klines: data };
}
async function handleAccountSnapshot(
command: Extract<ParsedCliCommand, { kind: "account-snapshot" }>,
buildAdapterFromEnvFn: typeof buildAdapterFromEnv
): Promise<unknown> {
const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn);
if (!adapter.queryAccountSnapshot) {
throw new CommandExecutionError(
"UNSUPPORTED",
EXIT_CODE_UNSUPPORTED,
`queryAccountSnapshot is not supported on exchange '${exchange}'`
);
}
const snapshot = await adapter.queryAccountSnapshot();
return { exchange, symbol, snapshot };
}
async function handlePositionList(
command: Extract<ParsedCliCommand, { kind: "position-list" }>,
buildAdapterFromEnvFn: typeof buildAdapterFromEnv
): Promise<unknown> {
const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn);
if (!adapter.queryAccountSnapshot) {
throw new CommandExecutionError(
"UNSUPPORTED",
EXIT_CODE_UNSUPPORTED,
`queryAccountSnapshot is not supported on exchange '${exchange}'`
);
}
const snapshot = await adapter.queryAccountSnapshot();
const positions = snapshot?.positions ?? [];
const filtered = symbol ? positions.filter((position) => position.symbol === symbol) : positions;
return { exchange, symbol, positions: filtered };
}
async function handleOrderOpen(
command: Extract<ParsedCliCommand, { kind: "order-open" }>,
buildAdapterFromEnvFn: typeof buildAdapterFromEnv
): Promise<unknown> {
const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn);
if (!adapter.queryOpenOrders) {
throw new CommandExecutionError(
"UNSUPPORTED",
EXIT_CODE_UNSUPPORTED,
`queryOpenOrders is not supported on exchange '${exchange}'`
);
}
const orders = await adapter.queryOpenOrders();
const filtered = symbol ? orders.filter((order) => order.symbol === symbol) : orders;
return { exchange, symbol, orders: filtered };
}
async function handleOrderCreate(
command: Extract<ParsedCliCommand, { kind: "order-create" }>,
buildAdapterFromEnvFn: typeof buildAdapterFromEnv
): Promise<unknown> {
const { adapter, exchange, symbol, dryRunAdapter } = createAdapterContext(command, buildAdapterFromEnvFn);
const execAdapter = dryRunAdapter ?? adapter;
const payload = command.payload;
const baseIntent = {
adapter: execAdapter,
symbol,
side: payload.side,
quantity: payload.quantity,
reduceOnly: payload.reduceOnly,
closePosition: payload.closePosition,
timeInForce: payload.timeInForce,
};
let order: Order;
switch (payload.type) {
case "limit":
order = await routeLimitOrder({
...baseIntent,
price: payload.price!,
slPrice: payload.slPrice,
tpPrice: payload.tpPrice,
});
break;
case "market":
order = await routeMarketOrder(baseIntent);
break;
case "stop":
order = await routeStopOrder({
...baseIntent,
stopPrice: payload.stopPrice!,
triggerType: payload.triggerType,
});
break;
case "trailing-stop":
order = await routeTrailingStopOrder({
...baseIntent,
activationPrice: payload.activationPrice!,
callbackRate: payload.callbackRate!,
});
break;
case "close":
order = await routeCloseOrder({
...baseIntent,
reduceOnly: payload.reduceOnly ?? true,
closePosition: payload.closePosition ?? true,
});
break;
default:
throw new CommandExecutionError("INVALID_ARGS", EXIT_CODE_INVALID_ARGS, "Unsupported order type");
}
return {
exchange,
symbol,
payload,
order,
dryRunActions: dryRunAdapter?.actions ?? [],
};
}
async function handleOrderCancel(
command: Extract<ParsedCliCommand, { kind: "order-cancel" }>,
buildAdapterFromEnvFn: typeof buildAdapterFromEnv
): Promise<unknown> {
const { adapter, exchange, symbol, dryRunAdapter } = createAdapterContext(command, buildAdapterFromEnvFn);
const execAdapter = dryRunAdapter ?? adapter;
await execAdapter.cancelOrder({ symbol, orderId: command.orderId });
return {
exchange,
symbol,
orderId: command.orderId,
dryRunActions: dryRunAdapter?.actions ?? [],
};
}
async function handleOrderCancelAll(
command: Extract<ParsedCliCommand, { kind: "order-cancel-all" }>,
buildAdapterFromEnvFn: typeof buildAdapterFromEnv
): Promise<unknown> {
const { adapter, exchange, symbol, dryRunAdapter } = createAdapterContext(command, buildAdapterFromEnvFn);
const execAdapter = dryRunAdapter ?? adapter;
let forced = false;
let forceResult: boolean | null = null;
if (execAdapter.forceCancelAllOrders) {
forced = true;
forceResult = await execAdapter.forceCancelAllOrders();
} else {
await execAdapter.cancelAllOrders({ symbol });
}
return {
exchange,
symbol,
forced,
forceResult,
dryRunActions: dryRunAdapter?.actions ?? [],
};
}
function createAdapterContext(
command: Extract<ParsedCliCommand, { kind: Exclude<ParsedCliCommand["kind"], "help" | "exchange-list"> }>,
buildAdapterFromEnvFn: typeof buildAdapterFromEnv
): {
exchange: SupportedExchangeId;
symbol: string;
adapter: ExchangeAdapter;
dryRunAdapter?: DryRunExchangeAdapter;
} {
const exchange = resolveEffectiveExchange(command.exchange);
const symbol = resolveEffectiveSymbol(command.symbol, exchange);
const adapter = createAdapter(buildAdapterFromEnvFn, exchange, symbol);
if (!command.dryRun) {
return { exchange, symbol, adapter };
}
const dryRunAdapter = new DryRunExchangeAdapter(adapter);
return { exchange, symbol, adapter, dryRunAdapter };
}
function createAdapter(
buildAdapterFromEnvFn: typeof buildAdapterFromEnv,
exchange: SupportedExchangeId,
symbol: string
): ExchangeAdapter {
return buildAdapterFromEnvFn({
exchangeId: exchange,
symbol,
});
}
function resolveEffectiveExchange(explicit?: SupportedExchangeId): SupportedExchangeId {
if (explicit) return explicit;
return resolveExchangeId();
}
function resolveEffectiveSymbol(explicit: string | undefined, exchange: SupportedExchangeId): string {
if (explicit && explicit.trim()) {
return explicit.trim();
}
return resolveSymbolFromEnv(exchange);
}
function runtimeCapabilities(adapter: ExchangeAdapter): unknown {
return {
trailingStops: adapter.supportsTrailingStops(),
fundingRate: typeof adapter.watchFundingRate === "function",
precision: typeof adapter.getPrecision === "function",
queryOpenOrders: typeof adapter.queryOpenOrders === "function",
queryAccountSnapshot: typeof adapter.queryAccountSnapshot === "function",
changeMarginMode: typeof adapter.changeMarginMode === "function",
forceCancelAllOrders: typeof adapter.forceCancelAllOrders === "function",
};
}
function successPayload(command: ParsedCliCommand, nowMs: number, data: unknown): CommandSuccessPayload {
return {
success: true,
command: command.kind,
exchange: command.exchange,
symbol: command.symbol,
dryRun: command.dryRun,
ts: new Date(nowMs).toISOString(),
data,
};
}
function failurePayload(
command: ParsedCliCommand,
nowMs: number,
error: CommandExecutionError
): CommandFailurePayload {
return {
success: false,
command: command.kind,
exchange: command.exchange,
symbol: command.symbol,
dryRun: command.dryRun,
ts: new Date(nowMs).toISOString(),
error: {
code: error.code,
message: error.message,
retryable: error.retryable,
details: error.details,
},
};
}
function mapToCommandExecutionError(error: unknown): CommandExecutionError {
if (error instanceof CommandExecutionError) {
return error;
}
const message = extractMessage(error);
const lower = message.toLowerCase();
if (lower.includes("timeout")) {
return new CommandExecutionError("TIMEOUT", EXIT_CODE_TIMEOUT, message, true);
}
if (lower.includes("unsupported") || lower.includes("not supported")) {
return new CommandExecutionError("UNSUPPORTED", EXIT_CODE_UNSUPPORTED, message);
}
if (lower.includes("missing") && lower.includes("environment")) {
return new CommandExecutionError("MISSING_ENV", EXIT_CODE_MISSING_ENV, message);
}
if (lower.includes("missing ") || lower.includes("required option")) {
return new CommandExecutionError("INVALID_ARGS", EXIT_CODE_INVALID_ARGS, message);
}
return new CommandExecutionError("EXCHANGE_ERROR", EXIT_CODE_EXCHANGE_ERROR, message, true);
}
function formatHumanSuccess(payload: CommandSuccessPayload): string {
const lines = [
`[OK] ${payload.command}`,
`time: ${payload.ts}`,
payload.exchange ? `exchange: ${payload.exchange}` : null,
payload.symbol ? `symbol: ${payload.symbol}` : null,
`dryRun: ${payload.dryRun ? "true" : "false"}`,
"",
safeJsonStringify(payload.data),
].filter(Boolean) as string[];
return lines.join("\n");
}
function formatHumanError(payload: CommandFailurePayload): string {
return [
`[ERROR] ${payload.command}`,
`time: ${payload.ts}`,
`code: ${payload.error.code}`,
`message: ${payload.error.message}`,
payload.error.retryable != null ? `retryable: ${payload.error.retryable ? "true" : "false"}` : null,
]
.filter(Boolean)
.join("\n");
}
function safeJsonStringify(value: unknown): string {
try {
return JSON.stringify(value, null, 2);
} catch {
return String(value);
}
}
async function waitForFirst<T>(
subscribe: (cb: (value: T) => void) => void,
timeoutMs: number,
context: string
): Promise<T> {
return new Promise<T>((resolve, reject) => {
const timeout = setTimeout(() => {
reject(
new CommandExecutionError(
"TIMEOUT",
EXIT_CODE_TIMEOUT,
`${context} timed out after ${timeoutMs}ms`,
true
)
);
}, timeoutMs);
try {
subscribe((value) => {
clearTimeout(timeout);
resolve(value);
});
} catch (error) {
clearTimeout(timeout);
reject(error);
}
});
}
async function withExchangeOverride<T>(
explicitExchange: SupportedExchangeId | undefined,
task: () => Promise<T>
): Promise<T> {
if (!explicitExchange) {
return task();
}
const prevExchange = process.env.EXCHANGE;
const prevTradeExchange = process.env.TRADE_EXCHANGE;
process.env.EXCHANGE = explicitExchange;
process.env.TRADE_EXCHANGE = explicitExchange;
try {
return await task();
} finally {
if (prevExchange == null) {
delete process.env.EXCHANGE;
} else {
process.env.EXCHANGE = prevExchange;
}
if (prevTradeExchange == null) {
delete process.env.TRADE_EXCHANGE;
} else {
process.env.TRADE_EXCHANGE = prevTradeExchange;
}
}
}
function extractMessage(error: unknown): string {
if (error instanceof Error) return error.message;
return String(error);
}
src/cli/command-parser.ts
-528
View File
@@ -1,528 +0,0 @@
import { isSupportedExchangeId, type SupportedExchangeId } from "../exchanges/create-adapter";
import type { StrategyId } from "./args";
import type { CommandCommonOptions, OrderCreatePayload, OrderCreateType, ParsedCliCommand } from "./command-types";
const DEFAULT_TIMEOUT_MS = 25_000;
const ROOT_COMMANDS = new Set([
"help",
"doctor",
"exchange",
"market",
"account",
"position",
"order",
"strategy",
]);
const GLOBAL_OPTION_NAMES = new Set([
"exchange",
"symbol",
"json",
"dry-run",
"timeout",
"help",
]);
const SHORT_OPTION_ALIAS: Record<string, string> = {
d: "dry-run",
e: "exchange",
h: "help",
j: "json",
q: "silent",
s: "strategy",
t: "timeout",
};
const STRATEGY_VALUES = new Set<StrategyId>([
"trend",
"swing",
"guardian",
"maker",
"maker-points",
"offset-maker",
"liquidity-maker",
"basis",
"grid",
]);
export class CommandParseError extends Error {
constructor(message: string) {
super(message);
this.name = "CommandParseError";
}
}
interface ParsedOptionBag {
options: Record<string, string | boolean>;
positionals: string[];
}
export function parseCommandArgv(argv: string[]): ParsedCliCommand | null {
if (!argv.length) return null;
const root = (argv[0] ?? "").trim().toLowerCase();
if (!root || root.startsWith("-")) return null;
if (!ROOT_COMMANDS.has(root)) return null;
if (root === "help") {
return parseHelpCommand(argv.slice(1));
}
if (root === "doctor") {
const bag = parseOptionBag(argv.slice(1));
assertAllowedOptions(bag.options, GLOBAL_OPTION_NAMES);
const common = parseCommonOptions(bag.options);
return { kind: "doctor", ...common };
}
if (argv.length < 2) {
throw new CommandParseError(`Missing action for command '${root}'`);
}
const action = (argv[1] ?? "").trim().toLowerCase();
const bag = parseOptionBag(argv.slice(2));
const common = parseCommonOptions(bag.options);
if (common.help) {
return {
kind: "help",
topic: `${root} ${action}`.trim(),
...common,
};
}
switch (root) {
case "exchange":
return parseExchangeCommand(action, bag.options, common);
case "market":
return parseMarketCommand(action, bag.options, common);
case "account":
return parseAccountCommand(action, bag.options, common);
case "position":
return parsePositionCommand(action, bag.options, common);
case "order":
return parseOrderCommand(action, bag.options, common);
case "strategy":
return parseStrategyCommand(action, bag, common);
default:
throw new CommandParseError(`Unsupported root command '${root}'`);
}
}
export function printCommandHelp(topic?: string): void {
if (!topic) {
// eslint-disable-next-line no-console
console.log([
"ritmex-bot command mode:",
" ritmex-bot doctor",
" ritmex-bot exchange list",
" ritmex-bot exchange capabilities [--exchange <id>]",
" ritmex-bot market ticker [--exchange <id>] [--symbol <symbol>]",
" ritmex-bot market depth [--exchange <id>] [--symbol <symbol>] [--levels <n>]",
" ritmex-bot market kline --interval <interval> [--limit <n>] [--exchange <id>] [--symbol <symbol>]",
" ritmex-bot account snapshot [--exchange <id>]",
" ritmex-bot position list [--exchange <id>] [--symbol <symbol>]",
" ritmex-bot order open [--exchange <id>] [--symbol <symbol>]",
" ritmex-bot order create --side <buy|sell> --type <limit|market|stop|trailing-stop|close> --quantity <n> [options]",
" ritmex-bot order cancel --order-id <id> [--exchange <id>] [--symbol <symbol>]",
" ritmex-bot order cancel-all [--exchange <id>] [--symbol <symbol>]",
" ritmex-bot strategy run --strategy <id> [--exchange <id>] [--silent] [--dry-run]",
"",
"Global options:",
" --exchange, -e Exchange id",
" --symbol Trading symbol (passed through without normalization)",
" --json, -j JSON output",
" --dry-run, -d Simulate write operations",
" --timeout, -t Timeout in milliseconds (default 25000)",
" --help, -h Show command help",
"",
"Legacy mode remains available: bun run index.ts [--strategy ...] [--exchange ...]",
].join("\n"));
return;
}
// eslint-disable-next-line no-console
console.log(`ritmex-bot help: ${topic}`);
}
function parseHelpCommand(argv: string[]): ParsedCliCommand {
const bag = parseOptionBag(argv);
assertAllowedOptions(bag.options, GLOBAL_OPTION_NAMES);
const common = parseCommonOptions(bag.options);
const topic = bag.positionals.length > 0 ? bag.positionals.join(" ") : undefined;
return { kind: "help", topic, ...common };
}
function parseExchangeCommand(
action: string,
options: Record<string, string | boolean>,
common: CommandCommonOptions & { help?: boolean }
): ParsedCliCommand {
assertAllowedOptions(options, new Set(GLOBAL_OPTION_NAMES));
if (action === "list") return { kind: "exchange-list", ...common };
if (action === "capabilities") return { kind: "exchange-capabilities", ...common };
throw new CommandParseError(`Unsupported exchange action '${action}'`);
}
function parseMarketCommand(
action: string,
options: Record<string, string | boolean>,
common: CommandCommonOptions & { help?: boolean }
): ParsedCliCommand {
assertAllowedOptions(options, new Set([...GLOBAL_OPTION_NAMES, "levels", "interval", "limit"]));
if (action === "ticker") return { kind: "market-ticker", ...common };
if (action === "depth") {
const levels = readNumberOption(options, ["levels"]);
return { kind: "market-depth", levels, ...common };
}
if (action === "kline") {
const interval = requireStringOption(options, ["interval"], "Missing required option --interval");
const limit = readNumberOption(options, ["limit"]);
return { kind: "market-kline", interval, limit, ...common };
}
throw new CommandParseError(`Unsupported market action '${action}'`);
}
function parseAccountCommand(
action: string,
options: Record<string, string | boolean>,
common: CommandCommonOptions & { help?: boolean }
): ParsedCliCommand {
assertAllowedOptions(options, GLOBAL_OPTION_NAMES);
if (action === "snapshot" || action === "summary") {
return { kind: "account-snapshot", ...common };
}
throw new CommandParseError(`Unsupported account action '${action}'`);
}
function parsePositionCommand(
action: string,
options: Record<string, string | boolean>,
common: CommandCommonOptions & { help?: boolean }
): ParsedCliCommand {
assertAllowedOptions(options, GLOBAL_OPTION_NAMES);
if (action === "list") {
return { kind: "position-list", ...common };
}
throw new CommandParseError(`Unsupported position action '${action}'`);
}
function parseOrderCommand(
action: string,
options: Record<string, string | boolean>,
common: CommandCommonOptions & { help?: boolean }
): ParsedCliCommand {
if (action === "open") {
assertAllowedOptions(options, GLOBAL_OPTION_NAMES);
return { kind: "order-open", ...common };
}
if (action === "cancel") {
assertAllowedOptions(options, new Set([...GLOBAL_OPTION_NAMES, "order-id"]));
const orderId = requireStringOption(options, ["order-id"], "Missing required option --order-id");
return { kind: "order-cancel", orderId, ...common };
}
if (action === "cancel-all") {
assertAllowedOptions(options, GLOBAL_OPTION_NAMES);
return { kind: "order-cancel-all", ...common };
}
if (action === "create") {
assertAllowedOptions(
options,
new Set([
...GLOBAL_OPTION_NAMES,
"side",
"type",
"quantity",
"qty",
"price",
"stop-price",
"activation-price",
"callback-rate",
"time-in-force",
"reduce-only",
"close-position",
"trigger-type",
"sl-price",
"tp-price",
])
);
const payload = parseOrderCreatePayload(options);
return { kind: "order-create", payload, ...common };
}
throw new CommandParseError(`Unsupported order action '${action}'`);
}
function parseStrategyCommand(
action: string,
bag: ParsedOptionBag,
common: CommandCommonOptions & { help?: boolean }
): ParsedCliCommand {
if (action !== "run") {
throw new CommandParseError(`Unsupported strategy action '${action}'`);
}
assertAllowedOptions(bag.options, new Set([...GLOBAL_OPTION_NAMES, "strategy", "silent"]));
const strategyInput = readStringOption(bag.options, ["strategy"]) ?? bag.positionals[0];
if (!strategyInput) {
throw new CommandParseError("Missing required option --strategy for strategy run");
}
const strategy = normalizeStrategy(strategyInput);
const silent = readBooleanOption(bag.options, ["silent"], false);
return { kind: "strategy-run", strategy, silent, ...common };
}
function parseOrderCreatePayload(options: Record<string, string | boolean>): OrderCreatePayload {
const side = normalizeSide(requireStringOption(options, ["side"], "Missing required option --side"));
const type = normalizeOrderType(requireStringOption(options, ["type"], "Missing required option --type"));
const quantity = requireNumberOption(options, ["quantity", "qty"], "Missing required option --quantity/--qty");
const payload: OrderCreatePayload = { side, type, quantity };
if (type === "limit") {
payload.price = requireNumberOption(options, ["price"], "Missing required option --price for limit orders");
}
if (type === "stop") {
payload.stopPrice = requireNumberOption(options, ["stop-price"], "Missing required option --stop-price for stop orders");
}
if (type === "trailing-stop") {
payload.activationPrice = requireNumberOption(
options,
["activation-price"],
"Missing required option --activation-price for trailing-stop orders"
);
payload.callbackRate = requireNumberOption(
options,
["callback-rate"],
"Missing required option --callback-rate for trailing-stop orders"
);
}
payload.timeInForce = normalizeTimeInForce(readStringOption(options, ["time-in-force"]));
payload.reduceOnly = readOptionalBooleanOption(options, ["reduce-only"]);
payload.closePosition = readOptionalBooleanOption(options, ["close-position"]);
payload.triggerType = normalizeTriggerType(readStringOption(options, ["trigger-type"]));
payload.slPrice = readNumberOption(options, ["sl-price"]);
payload.tpPrice = readNumberOption(options, ["tp-price"]);
payload.price = payload.price ?? readNumberOption(options, ["price"]);
payload.stopPrice = payload.stopPrice ?? readNumberOption(options, ["stop-price"]);
payload.activationPrice = payload.activationPrice ?? readNumberOption(options, ["activation-price"]);
payload.callbackRate = payload.callbackRate ?? readNumberOption(options, ["callback-rate"]);
return payload;
}
function parseCommonOptions(options: Record<string, string | boolean>): CommandCommonOptions & { help?: boolean } {
const exchangeRaw = readStringOption(options, ["exchange"]);
const symbol = readStringOption(options, ["symbol"]);
const json = readBooleanOption(options, ["json"], false);
const dryRun = readBooleanOption(options, ["dry-run"], false);
const timeoutMs = readNumberOption(options, ["timeout"]) ?? DEFAULT_TIMEOUT_MS;
const help = readBooleanOption(options, ["help"], false);
return {
exchange: normalizeExchange(exchangeRaw),
symbol: symbol?.trim() || undefined,
json,
dryRun,
timeoutMs,
help,
};
}
function parseOptionBag(args: string[]): ParsedOptionBag {
const options: Record<string, string | boolean> = {};
const positionals: string[] = [];
for (let i = 0; i < args.length; i += 1) {
const token = args[i];
if (!token) continue;
if (token === "--") {
positionals.push(...args.slice(i + 1));
break;
}
if (token.startsWith("--")) {
const withoutPrefix = token.slice(2);
if (!withoutPrefix) throw new CommandParseError("Invalid option '--'");
const eqIndex = withoutPrefix.indexOf("=");
const rawKey = eqIndex === -1 ? withoutPrefix : withoutPrefix.slice(0, eqIndex);
const key = rawKey.trim().toLowerCase();
if (!key) throw new CommandParseError(`Invalid option '${token}'`);
if (eqIndex !== -1) {
options[key] = withoutPrefix.slice(eqIndex + 1);
continue;
}
const next = args[i + 1];
if (next && !next.startsWith("-")) {
options[key] = next;
i += 1;
} else {
options[key] = true;
}
continue;
}
if (token.startsWith("-")) {
const short = token.slice(1);
if (short.length !== 1) {
throw new CommandParseError(`Unsupported short option '${token}'`);
}
const alias = SHORT_OPTION_ALIAS[short];
if (!alias) {
throw new CommandParseError(`Unsupported short option '${token}'`);
}
const next = args[i + 1];
if (next && !next.startsWith("-") && expectsValue(alias)) {
options[alias] = next;
i += 1;
} else {
options[alias] = true;
}
continue;
}
positionals.push(token);
}
return { options, positionals };
}
function expectsValue(optionName: string): boolean {
return optionName === "exchange" || optionName === "strategy" || optionName === "timeout";
}
function assertAllowedOptions(
options: Record<string, string | boolean>,
allowed: ReadonlySet<string>
): void {
for (const key of Object.keys(options)) {
if (!allowed.has(key)) {
throw new CommandParseError(`Unsupported option '--${key}'`);
}
}
}
function readStringOption(options: Record<string, string | boolean>, names: string[]): string | undefined {
for (const name of names) {
const raw = options[name];
if (raw == null) continue;
if (typeof raw !== "string") {
throw new CommandParseError(`Option --${name} requires a value`);
}
const trimmed = raw.trim();
if (!trimmed) {
throw new CommandParseError(`Option --${name} cannot be empty`);
}
return trimmed;
}
return undefined;
}
function requireStringOption(
options: Record<string, string | boolean>,
names: string[],
errorMessage: string
): string {
const value = readStringOption(options, names);
if (!value) {
throw new CommandParseError(errorMessage);
}
return value;
}
function readBooleanOption(options: Record<string, string | boolean>, names: string[], fallback: boolean): boolean {
const value = readOptionalBooleanOption(options, names);
return value == null ? fallback : value;
}
function readOptionalBooleanOption(options: Record<string, string | boolean>, names: string[]): boolean | undefined {
for (const name of names) {
const raw = options[name];
if (raw == null) continue;
if (raw === true) return true;
if (typeof raw !== "string") {
throw new CommandParseError(`Option --${name} expects a boolean value`);
}
const normalized = raw.trim().toLowerCase();
if (!normalized) return true;
if (normalized === "1" || normalized === "true" || normalized === "yes" || normalized === "on") return true;
if (normalized === "0" || normalized === "false" || normalized === "no" || normalized === "off") return false;
throw new CommandParseError(`Option --${name} expects a boolean value`);
}
return undefined;
}
function readNumberOption(options: Record<string, string | boolean>, names: string[]): number | undefined {
const value = readStringOption(options, names);
if (!value) return undefined;
const number = Number(value);
if (!Number.isFinite(number)) {
throw new CommandParseError(`Option --${names[0]} expects a numeric value`);
}
return number;
}
function requireNumberOption(
options: Record<string, string | boolean>,
names: string[],
errorMessage: string
): number {
const number = readNumberOption(options, names);
if (number == null) {
throw new CommandParseError(errorMessage);
}
return number;
}
function normalizeExchange(value: string | undefined): SupportedExchangeId | undefined {
if (!value) return undefined;
const normalized = value.trim().toLowerCase();
if (normalized === "gravity" || normalized === "grav" || normalized === "grv") return "grvt";
if (normalized === "bnb") return "binance";
if (normalized === "ondo" || normalized === "ondoperp") return "ondoperps";
if (isSupportedExchangeId(normalized)) return normalized;
throw new CommandParseError(`Unsupported exchange '${value}'`);
}
function normalizeStrategy(value: string): StrategyId {
const normalized = value.trim().toLowerCase();
if (STRATEGY_VALUES.has(normalized as StrategyId)) {
return normalized as StrategyId;
}
if (normalized === "offset" || normalized === "offsetmaker" || normalized === "offset-maker") return "offset-maker";
if (normalized === "makerpoints" || normalized === "maker_points") return "maker-points";
if (normalized === "liquidity" || normalized === "liquiditymaker" || normalized === "liquidity_maker") {
return "liquidity-maker";
}
throw new CommandParseError(`Unsupported strategy '${value}'`);
}
function normalizeSide(value: string): "BUY" | "SELL" {
const normalized = value.trim().toUpperCase();
if (normalized === "BUY" || normalized === "SELL") return normalized;
throw new CommandParseError(`Unsupported side '${value}', expected BUY or SELL`);
}
function normalizeOrderType(value: string): OrderCreateType {
const normalized = value.trim().toLowerCase();
if (normalized === "limit" || normalized === "market" || normalized === "stop" || normalized === "close") {
return normalized;
}
if (normalized === "trailing-stop" || normalized === "trailing_stop" || normalized === "trailingstop") {
return "trailing-stop";
}
throw new CommandParseError(
`Unsupported order type '${value}', expected limit|market|stop|trailing-stop|close`
);
}
function normalizeTimeInForce(value: string | undefined): "GTC" | "IOC" | "FOK" | "GTX" | undefined {
if (!value) return undefined;
const normalized = value.trim().toUpperCase();
if (normalized === "GTC" || normalized === "IOC" || normalized === "FOK" || normalized === "GTX") {
return normalized;
}
throw new CommandParseError(`Unsupported time in force '${value}'`);
}
function normalizeTriggerType(
value: string | undefined
): "UNSPECIFIED" | "TAKE_PROFIT" | "STOP_LOSS" | undefined {
if (!value) return undefined;
const normalized = value.trim().toUpperCase();
if (normalized === "UNSPECIFIED" || normalized === "TAKE_PROFIT" || normalized === "STOP_LOSS") {
return normalized;
}
throw new CommandParseError(`Unsupported trigger type '${value}'`);
}
src/cli/command-types.ts
-86
View File
@@ -1,86 +0,0 @@
import type { SupportedExchangeId } from "../exchanges/create-adapter";
import type { StrategyId } from "./args";
export interface CommandCommonOptions {
exchange?: SupportedExchangeId;
symbol?: string;
json: boolean;
dryRun: boolean;
timeoutMs: number;
}
export type OrderCreateType = "limit" | "market" | "stop" | "trailing-stop" | "close";
export interface OrderCreatePayload {
side: "BUY" | "SELL";
type: OrderCreateType;
quantity: number;
price?: number;
stopPrice?: number;
activationPrice?: number;
callbackRate?: number;
timeInForce?: "GTC" | "IOC" | "FOK" | "GTX";
reduceOnly?: boolean;
closePosition?: boolean;
triggerType?: "UNSPECIFIED" | "TAKE_PROFIT" | "STOP_LOSS";
slPrice?: number;
tpPrice?: number;
}
export type ParsedCliCommand =
| ({ kind: "help"; topic?: string } & CommandCommonOptions)
| ({ kind: "doctor" } & CommandCommonOptions)
| ({ kind: "exchange-list" } & CommandCommonOptions)
| ({ kind: "exchange-capabilities" } & CommandCommonOptions)
| ({ kind: "market-ticker" } & CommandCommonOptions)
| ({ kind: "market-depth"; levels?: number } & CommandCommonOptions)
| ({ kind: "market-kline"; interval: string; limit?: number } & CommandCommonOptions)
| ({ kind: "account-snapshot" } & CommandCommonOptions)
| ({ kind: "position-list" } & CommandCommonOptions)
| ({ kind: "order-open" } & CommandCommonOptions)
| ({ kind: "order-create"; payload: OrderCreatePayload } & CommandCommonOptions)
| ({ kind: "order-cancel"; orderId: string } & CommandCommonOptions)
| ({ kind: "order-cancel-all" } & CommandCommonOptions)
| ({ kind: "strategy-run"; strategy: StrategyId; silent: boolean } & CommandCommonOptions);
export interface CommandErrorPayload {
code:
| "INVALID_ARGS"
| "MISSING_ENV"
| "UNSUPPORTED"
| "EXCHANGE_ERROR"
| "TIMEOUT"
| "RUNTIME_ERROR";
message: string;
retryable?: boolean;
details?: unknown;
}
export interface CommandSuccessPayload {
success: true;
command: ParsedCliCommand["kind"];
exchange?: SupportedExchangeId;
symbol?: string;
dryRun: boolean;
ts: string;
data: unknown;
warnings?: string[];
}
export interface CommandFailurePayload {
success: false;
command: ParsedCliCommand["kind"] | "unknown";
exchange?: SupportedExchangeId;
symbol?: string;
dryRun: boolean;
ts: string;
error: CommandErrorPayload;
}
export type CommandPayload = CommandSuccessPayload | CommandFailurePayload;
export interface CommandExecutionResult {
exitCode: number;
payload: CommandPayload;
forceExit: boolean;
}
src/cli/strategy-runner.ts
+12 -29
View File
@@ -2,7 +2,6 @@ import { basisConfig, gridConfig, isBasisStrategyEnabled, liquidityMakerConfig,
import { getExchangeDisplayName, isBasisSupportedExchangeId, resolveExchangeId } from "../exchanges/create-adapter";
import type { ExchangeAdapter } from "../exchanges/adapter";
import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
import { DryRunExchangeAdapter } from "../exchanges/dry-run-adapter";
import { MakerEngine, type MakerEngineSnapshot } from "../strategy/maker-engine";
import { OffsetMakerEngine, type OffsetMakerEngineSnapshot } from "../strategy/offset-maker-engine";
import { LiquidityMakerEngine, type LiquidityMakerEngineSnapshot } from "../strategy/liquidity-maker-engine";
@@ -17,7 +16,6 @@ import type { StrategyId } from "./args";
interface RunnerOptions {
silent?: boolean;
dryRun?: boolean;
}
type StrategyRunner = (options: RunnerOptions) => Promise<void>;
@@ -45,13 +43,12 @@ export async function startStrategy(strategyId: StrategyId, options: RunnerOptio
const STRATEGY_FACTORIES: Record<StrategyId, StrategyRunner> = {
trend: async (opts) => {
const config = tradingConfig;
const adapter = createAdapterOrThrow(config.symbol, opts.dryRun);
const adapter = createAdapterOrThrow(config.symbol);
const engine = new TrendEngine(config, adapter);
await runEngine({
engine,
strategy: "trend",
silent: opts.silent,
dryRun: opts.dryRun,
getSnapshot: () => engine.getSnapshot(),
onUpdate: (emitter) => engine.on("update", emitter),
offUpdate: (emitter) => engine.off("update", emitter),
@@ -59,13 +56,12 @@ const STRATEGY_FACTORIES: Record<StrategyId, StrategyRunner> = {
},
swing: async (opts) => {
const config = swingConfig;
const adapter = createAdapterOrThrow(config.symbol, opts.dryRun);
const adapter = createAdapterOrThrow(config.symbol);
const engine = new SwingEngine(config, adapter);
await runEngine({
engine,
strategy: "swing",
silent: opts.silent,
dryRun: opts.dryRun,
getSnapshot: () => engine.getSnapshot(),
onUpdate: (emitter) => engine.on("update", emitter),
offUpdate: (emitter) => engine.off("update", emitter),
@@ -73,13 +69,12 @@ const STRATEGY_FACTORIES: Record<StrategyId, StrategyRunner> = {
},
guardian: async (opts) => {
const config = tradingConfig;
const adapter = createAdapterOrThrow(config.symbol, opts.dryRun);
const adapter = createAdapterOrThrow(config.symbol);
const engine = new GuardianEngine(config, adapter);
await runEngine({
engine,
strategy: "guardian",
silent: opts.silent,
dryRun: opts.dryRun,
getSnapshot: () => engine.getSnapshot(),
onUpdate: (emitter) => engine.on("update", emitter),
offUpdate: (emitter) => engine.off("update", emitter),
@@ -87,13 +82,12 @@ const STRATEGY_FACTORIES: Record<StrategyId, StrategyRunner> = {
},
maker: async (opts) => {
const config = makerConfig;
const adapter = createAdapterOrThrow(config.symbol, opts.dryRun);
const adapter = createAdapterOrThrow(config.symbol);
const engine = new MakerEngine(config, adapter);
await runEngine({
engine,
strategy: "maker",
silent: opts.silent,
dryRun: opts.dryRun,
getSnapshot: () => engine.getSnapshot(),
onUpdate: (emitter) => engine.on("update", emitter),
offUpdate: (emitter) => engine.off("update", emitter),
@@ -105,13 +99,12 @@ const STRATEGY_FACTORIES: Record<StrategyId, StrategyRunner> = {
throw new Error("Maker Points strategy only supports the StandX exchange.");
}
const config = makerPointsConfig;
const adapter = createAdapterOrThrow(config.symbol, opts.dryRun);
const adapter = createAdapterOrThrow(config.symbol);
const engine = new MakerPointsEngine(config, adapter);
await runEngine({
engine,
strategy: "maker-points",
silent: opts.silent,
dryRun: opts.dryRun,
getSnapshot: () => engine.getSnapshot(),
onUpdate: (emitter) => engine.on("update", emitter),
offUpdate: (emitter) => engine.off("update", emitter),
@@ -119,13 +112,12 @@ const STRATEGY_FACTORIES: Record<StrategyId, StrategyRunner> = {
},
"offset-maker": async (opts) => {
const config = makerConfig;
const adapter = createAdapterOrThrow(config.symbol, opts.dryRun);
const adapter = createAdapterOrThrow(config.symbol);
const engine = new OffsetMakerEngine(config, adapter);
await runEngine({
engine,
strategy: "offset-maker",
silent: opts.silent,
dryRun: opts.dryRun,
getSnapshot: () => engine.getSnapshot(),
onUpdate: (emitter) => engine.on("update", emitter),
offUpdate: (emitter) => engine.off("update", emitter),
@@ -133,13 +125,12 @@ const STRATEGY_FACTORIES: Record<StrategyId, StrategyRunner> = {
},
"liquidity-maker": async (opts) => {
const config = liquidityMakerConfig;
const adapter = createAdapterOrThrow(config.symbol, opts.dryRun);
const adapter = createAdapterOrThrow(config.symbol);
const engine = new LiquidityMakerEngine(config, adapter);
await runEngine({
engine,
strategy: "liquidity-maker",
silent: opts.silent,
dryRun: opts.dryRun,
getSnapshot: () => engine.getSnapshot(),
onUpdate: (emitter) => engine.on("update", emitter),
offUpdate: (emitter) => engine.off("update", emitter),
@@ -153,13 +144,12 @@ const STRATEGY_FACTORIES: Record<StrategyId, StrategyRunner> = {
if (!isBasisSupportedExchangeId(exchangeId)) {
throw new Error("Basis arbitrage strategy currently only supports the Aster, Nado, StandX, and Binance exchanges");
}
const adapter = createAdapterOrThrow(basisConfig.futuresSymbol, opts.dryRun);
const adapter = createAdapterOrThrow(basisConfig.futuresSymbol);
const engine = new BasisArbEngine(basisConfig, adapter);
await runEngine({
engine,
strategy: "basis",
silent: opts.silent,
dryRun: opts.dryRun,
getSnapshot: () => engine.getSnapshot(),
onUpdate: (emitter) => engine.on("update", emitter),
offUpdate: (emitter) => engine.off("update", emitter),
@@ -167,13 +157,12 @@ const STRATEGY_FACTORIES: Record<StrategyId, StrategyRunner> = {
},
grid: async (opts) => {
const config = gridConfig;
const adapter = createAdapterOrThrow(config.symbol, opts.dryRun);
const adapter = createAdapterOrThrow(config.symbol);
const engine = new GridEngine(config, adapter);
await runEngine({
engine,
strategy: "grid",
silent: opts.silent,
dryRun: opts.dryRun,
getSnapshot: () => engine.getSnapshot(),
onUpdate: (emitter) => engine.on("update", emitter),
offUpdate: (emitter) => engine.off("update", emitter),
@@ -185,7 +174,6 @@ interface EngineHarness<TSnapshot> {
engine: { start(): void; stop(): void };
strategy: StrategyId;
silent?: boolean;
dryRun?: boolean;
getSnapshot: () => TSnapshot;
onUpdate: (handler: (snapshot: TSnapshot) => void) => void;
offUpdate: (handler: (snapshot: TSnapshot) => void) => void;
@@ -238,8 +226,7 @@ async function runEngine<
onUpdate(emitter);
engine.start();
const modeLabel = `${silent ? "silent" : "interactive"}${harness.dryRun ? "+dry-run" : ""}`;
console.info(`[${label}] Starting on ${exchangeName}. Mode: ${modeLabel}. Press Ctrl+C to exit.`);
console.info(`[${label}] Starting on ${exchangeName}. Mode: ${silent ? "silent" : "interactive"}. Press Ctrl+C to exit.`);
const shutdown = (signal: NodeJS.Signals) => {
try {
@@ -264,12 +251,8 @@ async function runEngine<
});
}
function createAdapterOrThrow(symbol: string, dryRun?: boolean): ExchangeAdapter {
const adapter = buildAdapterFromEnv({ exchangeId: resolveExchangeId(), symbol });
if (dryRun) {
return new DryRunExchangeAdapter(adapter);
}
return adapter;
function createAdapterOrThrow(symbol: string): ExchangeAdapter {
return buildAdapterFromEnv({ exchangeId: resolveExchangeId(), symbol });
}
type TradeLogEntry = { time: string; type: string; detail: string };
src/config.ts
-1
View File
@@ -98,7 +98,6 @@ const SYMBOL_PRIORITY_BY_EXCHANGE: Record<SupportedExchangeId, { envKeys: string
nado: { envKeys: ["NADO_SYMBOL", "TRADE_SYMBOL"], fallback: "BTC-PERP" },
standx: { envKeys: ["STANDX_SYMBOL", "TRADE_SYMBOL"], fallback: "BTC-USD" },
binance: { envKeys: ["BINANCE_SYMBOL", "TRADE_SYMBOL"], fallback: "BTCUSDT" },
ondoperps: { envKeys: ["ONDOPERPS_SYMBOL", "ONDOPERP_SYMBOL", "TRADE_SYMBOL"], fallback: "BTC-USD.P" },
};
export function resolveSymbolFromEnv(explicitExchangeId?: SupportedExchangeId | string | null): string {
src/core/lib/order-plan.ts
+4 -4
View File
@@ -1,4 +1,4 @@
import type { Order } from "../../exchanges/types";
import type { AsterOrder } from "../../exchanges/types";
export interface OrderTarget {
side: "BUY" | "SELL";
@@ -8,11 +8,11 @@ export interface OrderTarget {
}
export function makeOrderPlan(
openOrders: Order[],
openOrders: AsterOrder[],
targets: OrderTarget[]
): { toCancel: Order[]; toPlace: OrderTarget[] } {
): { toCancel: AsterOrder[]; toPlace: OrderTarget[] } {
const unmatched = new Set(targets.map((_, idx) => idx));
const toCancel: Order[] = [];
const toCancel: AsterOrder[] = [];
for (const order of openOrders) {
const orderPrice = String(order.price);
src/core/lib/orders.ts
+2 -2
View File
@@ -1,11 +1,11 @@
import type { ExchangeAdapter } from "../../exchanges/adapter";
import type { Order } from "../../exchanges/types";
import type { AsterOrder } from "../../exchanges/types";
import { isUnknownOrderError } from "../../utils/errors";
export async function safeCancelOrder(
exchange: ExchangeAdapter,
symbol: string,
order: Order,
order: AsterOrder,
onResolved: (orderId: number | string) => void,
onUnknown: () => void,
onError: (err: unknown) => void
src/core/order-coordinator.ts
+11 -13
View File
@@ -1,5 +1,5 @@
import type { ExchangeAdapter } from "../exchanges/adapter";
import type { Order } from "../exchanges/types";
import type { AsterOrder } from "../exchanges/types";
import {
routeCloseOrder,
routeLimitOrder,
@@ -88,7 +88,7 @@ export function unlockOperating(
export async function deduplicateOrders(
adapter: ExchangeAdapter,
symbol: string,
openOrders: Order[],
openOrders: AsterOrder[],
locks: OrderLockMap,
timers: OrderTimerMap,
pendings: OrderPendingMap,
@@ -134,13 +134,12 @@ type PlaceOrderOptions = {
skipDedupe?: boolean;
slPrice?: number;
tpPrice?: number;
clientOrderId?: string;
};
export async function placeOrder(
adapter: ExchangeAdapter,
symbol: string,
openOrders: Order[],
openOrders: AsterOrder[],
locks: OrderLockMap,
timers: OrderTimerMap,
pendings: OrderPendingMap,
@@ -151,7 +150,7 @@ export async function placeOrder(
reduceOnly = false,
guard?: OrderGuardOptions,
opts?: PlaceOrderOptions
): Promise<Order | undefined> {
): Promise<AsterOrder | undefined> {
const type = "LIMIT";
if (isOperating(locks, type)) return;
const priceNum = Number(price);
@@ -181,7 +180,6 @@ export async function placeOrder(
closePosition,
slPrice: opts?.slPrice,
tpPrice: opts?.tpPrice,
clientOrderId: opts?.clientOrderId,
});
pendings[type] = String(order.orderId);
log("order", `挂限价单: ${side} @ ${priceNum} 数量 ${quantity} reduceOnly=${reduceOnly}${opts?.slPrice ? ` sl=${opts.slPrice}` : ""}`);
@@ -199,7 +197,7 @@ export async function placeOrder(
export async function placeMarketOrder(
adapter: ExchangeAdapter,
symbol: string,
openOrders: Order[],
openOrders: AsterOrder[],
locks: OrderLockMap,
timers: OrderTimerMap,
pendings: OrderPendingMap,
@@ -209,7 +207,7 @@ export async function placeMarketOrder(
reduceOnly = false,
guard?: OrderGuardOptions,
opts?: { qtyStep: number }
): Promise<Order | undefined> {
): Promise<AsterOrder | undefined> {
const type = "MARKET";
if (isOperating(locks, type)) return;
if (!enforceMarkPriceGuard(side, guard?.expectedPrice ?? null, guard, log, "市价单")) return;
@@ -249,7 +247,7 @@ export async function placeMarketOrder(
export async function placeStopLossOrder(
adapter: ExchangeAdapter,
symbol: string,
openOrders: Order[],
openOrders: AsterOrder[],
locks: OrderLockMap,
timers: OrderTimerMap,
pendings: OrderPendingMap,
@@ -260,7 +258,7 @@ export async function placeStopLossOrder(
log: LogHandler,
guard?: OrderGuardOptions,
opts?: { priceTick: number; qtyStep: number }
): Promise<Order | undefined> {
): Promise<AsterOrder | undefined> {
const type = "STOP_MARKET";
if (isOperating(locks, type)) return;
if (!enforceMarkPriceGuard(side, stopPrice, guard, log, "止损单")) return;
@@ -316,7 +314,7 @@ export async function placeStopLossOrder(
export async function placeTrailingStopOrder(
adapter: ExchangeAdapter,
symbol: string,
openOrders: Order[],
openOrders: AsterOrder[],
locks: OrderLockMap,
timers: OrderTimerMap,
pendings: OrderPendingMap,
@@ -327,7 +325,7 @@ export async function placeTrailingStopOrder(
log: LogHandler,
guard?: OrderGuardOptions,
opts?: { priceTick: number; qtyStep: number }
): Promise<Order | undefined> {
): Promise<AsterOrder | undefined> {
const type = "TRAILING_STOP_MARKET";
if (isOperating(locks, type)) return;
if (!adapter.supportsTrailingStops()) {
@@ -377,7 +375,7 @@ export async function placeTrailingStopOrder(
export async function marketClose(
adapter: ExchangeAdapter,
symbol: string,
openOrders: Order[],
openOrders: AsterOrder[],
locks: OrderLockMap,
timers: OrderTimerMap,
pendings: OrderPendingMap,
src/exchanges/adapter-utils.ts
-91
View File
@@ -1,91 +0,0 @@
import { extractMessage } from "../utils/errors";
/**
* Wrap a callback so exceptions inside it are swallowed and logged.
* Used by adapter watch* methods to prevent gateway callback errors
* from killing the event loop.
*/
export function createSafeInvoke(adapterName: string) {
return function safeInvoke<T extends (...args: any[]) => void>(context: string, cb: T): T {
const wrapped = ((...args: any[]) => {
try {
cb(...args);
} catch (error) {
console.error(`[${adapterName}] ${context} handler failed: ${extractMessage(error)}`);
}
}) as T;
return wrapped;
};
}
export interface InitManager {
ensureInitialized(context?: string): Promise<void>;
}
/**
* Creates a reusable init-once-with-retry manager.
* Every adapter uses the same pattern: cache the init promise, retry on
* failure with exponential back-off, and deduplicate context error logs.
*/
export function createInitManager(
adapterName: string,
doInitialize: () => Promise<void>,
): InitManager {
let initPromise: Promise<void> | null = null;
const initContexts = new Set<string>();
let retryTimer: ReturnType<typeof setTimeout> | null = null;
let retryDelayMs = 3000;
let lastInitErrorAt = 0;
function clearRetry(): void {
if (retryTimer) {
clearTimeout(retryTimer);
retryTimer = null;
}
retryDelayMs = 3000;
}
function handleInitError(context: string, error: unknown): void {
const now = Date.now();
if (now - lastInitErrorAt < 5000) return;
lastInitErrorAt = now;
console.error(`[${adapterName}] ${context} failed`, error);
}
function scheduleRetry(): void {
if (retryTimer) return;
retryTimer = setTimeout(() => {
retryTimer = null;
if (initPromise) return;
retryDelayMs = Math.min(retryDelayMs * 2, 60_000);
void ensureInitialized("retry");
}, retryDelayMs);
}
function ensureInitialized(context?: string): Promise<void> {
if (!initPromise) {
initContexts.clear();
initPromise = doInitialize()
.then((value) => {
clearRetry();
return value;
})
.catch((error) => {
handleInitError("initialize", error);
initPromise = null;
scheduleRetry();
throw error;
});
}
if (context && !initContexts.has(context)) {
initContexts.add(context);
initPromise.catch((error) => {
handleInitError(context, error);
scheduleRetry();
});
}
return initPromise;
}
return { ensureInitialized };
}
src/exchanges/adapter.ts
+14 -14
View File
@@ -1,30 +1,30 @@
import type {
AccountSnapshot,
Order,
Depth,
Ticker,
Kline,
AsterAccountSnapshot,
AsterOrder,
AsterDepth,
AsterTicker,
AsterKline,
CreateOrderParams,
} from "./types";
export interface AccountListener {
(snapshot: AccountSnapshot): void;
(snapshot: AsterAccountSnapshot): void;
}
export interface OrderListener {
(orders: Order[]): void;
(orders: AsterOrder[]): void;
}
export interface DepthListener {
(depth: Depth): void;
(depth: AsterDepth): void;
}
export interface TickerListener {
(ticker: Ticker): void;
(ticker: AsterTicker): void;
}
export interface KlineListener {
(klines: Kline[]): void;
(klines: AsterKline[]): void;
}
export interface FundingRateSnapshot {
@@ -72,18 +72,18 @@ export interface ExchangeAdapter {
watchTicker(symbol: string, cb: TickerListener): void;
watchKlines(symbol: string, interval: string, cb: KlineListener): void;
watchFundingRate?(symbol: string, cb: FundingRateListener): void;
createOrder(params: CreateOrderParams): Promise<Order>;
createOrder(params: CreateOrderParams): Promise<AsterOrder>;
cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void>;
cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void>;
cancelAllOrders(params: { symbol: string }): Promise<void>;
getPrecision?(): Promise<ExchangePrecision | null>;
// Connection protection methods (optional)
// 连接保护相关方法（可选，仅 StandX 支持）
onConnectionEvent?(listener: ConnectionEventListener): void;
offConnectionEvent?(listener: ConnectionEventListener): void;
onRestHealthEvent?(listener: RestHealthListener): void;
offRestHealthEvent?(listener: RestHealthListener): void;
queryOpenOrders?(): Promise<Order[]>;
queryAccountSnapshot?(): Promise<AccountSnapshot | null>;
queryOpenOrders?(): Promise<AsterOrder[]>;
queryAccountSnapshot?(): Promise<AsterAccountSnapshot | null>;
changeMarginMode?(params: { symbol: string; marginMode: "isolated" | "cross" }): Promise<void>;
forceCancelAllOrders?(): Promise<boolean>;
}
src/exchanges/aster-adapter.ts
+168
View File
@@ -0,0 +1,168 @@
import type {
AccountListener,
DepthListener,
ExchangeAdapter,
ExchangePrecision,
KlineListener,
OrderListener,
TickerListener,
} from "./adapter";
import type { AsterOrder, CreateOrderParams, AsterDepth, AsterTicker, AsterKline } from "./types";
import { extractMessage } from "../utils/errors";
import { AsterGateway } from "./aster/client";
export interface AsterCredentials {
apiKey?: string;
apiSecret?: string;
symbol?: string;
}
export class AsterExchangeAdapter implements ExchangeAdapter {
readonly id = "aster";
private readonly gateway: AsterGateway;
private readonly symbol: string;
private initPromise: Promise<void> | null = null;
private lastInitErrorAt = 0;
private readonly initContexts = new Set<string>();
private retryTimer: ReturnType<typeof setTimeout> | null = null;
private retryDelayMs = 3000;
constructor(credentials: AsterCredentials = {}) {
this.gateway = new AsterGateway({ apiKey: credentials.apiKey, apiSecret: credentials.apiSecret });
this.symbol = (credentials.symbol ?? process.env.TRADE_SYMBOL ?? "BTCUSDT").toUpperCase();
}
supportsTrailingStops(): boolean {
return true;
}
private safeInvoke<T extends (...args: any[]) => void>(context: string, cb: T): T {
const wrapped = ((...args: any[]) => {
try {
cb(...args);
} catch (error) {
console.error(`[AsterExchangeAdapter] ${context} handler failed: ${extractMessage(error)}`);
}
}) as T;
return wrapped;
}
private ensureInitialized(context?: string): Promise<void> {
if (!this.initPromise) {
this.initContexts.clear();
this.initPromise = this.gateway.ensureInitialized(this.symbol).then((value) => {
this.clearRetry();
return value;
}).catch((error) => {
this.handleInitError("initialize", error);
this.initPromise = null;
this.scheduleRetry();
throw error;
});
}
if (context && !this.initContexts.has(context)) {
this.initContexts.add(context);
this.initPromise.catch((error) => {
this.handleInitError(context, error);
this.scheduleRetry();
});
}
return this.initPromise;
}
private scheduleRetry(): void {
if (this.retryTimer) return;
this.retryTimer = setTimeout(() => {
this.retryTimer = null;
if (this.initPromise) return;
this.retryDelayMs = Math.min(this.retryDelayMs * 2, 60_000);
void this.ensureInitialized("retry");
}, this.retryDelayMs);
}
private clearRetry(): void {
if (this.retryTimer) {
clearTimeout(this.retryTimer);
this.retryTimer = null;
}
this.retryDelayMs = 3000;
}
private handleInitError(context: string, error: unknown): void {
const now = Date.now();
if (now - this.lastInitErrorAt < 5000) return;
this.lastInitErrorAt = now;
console.error(`[AsterExchangeAdapter] ${context} failed`, error);
}
watchAccount(cb: AccountListener): void {
void this.ensureInitialized("watchAccount");
this.gateway.onAccount(this.safeInvoke("watchAccount", (snapshot) => {
cb(snapshot);
}));
}
watchOrders(cb: OrderListener): void {
void this.ensureInitialized("watchOrders");
this.gateway.onOrders(this.safeInvoke("watchOrders", (orders) => {
cb(orders);
}));
}
watchDepth(symbol: string, cb: DepthListener): void {
void this.ensureInitialized("watchDepth");
this.gateway.onDepth(symbol, this.safeInvoke("watchDepth", (depth: AsterDepth) => {
cb(depth);
}));
}
watchTicker(symbol: string, cb: TickerListener): void {
void this.ensureInitialized("watchTicker");
this.gateway.onTicker(symbol, this.safeInvoke("watchTicker", (ticker: AsterTicker) => {
cb(ticker);
}));
}
watchKlines(symbol: string, interval: string, cb: KlineListener): void {
void this.ensureInitialized("watchKlines");
this.gateway.onKlines(symbol, interval, this.safeInvoke("watchKlines", (klines: AsterKline[]) => {
cb(klines);
}));
}
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
await this.ensureInitialized("createOrder");
return this.gateway.createOrder(params);
}
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
await this.ensureInitialized("cancelOrder");
await this.gateway.cancelOrder({ symbol: params.symbol, orderId: Number(params.orderId) });
}
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
await this.ensureInitialized("cancelOrders");
await this.gateway.cancelOrders({ symbol: params.symbol, orderIdList: params.orderIdList });
}
async cancelAllOrders(params: { symbol: string }): Promise<void> {
await this.ensureInitialized("cancelAllOrders");
await this.gateway.cancelAllOrders(params);
}
async getPrecision(): Promise<ExchangePrecision | null> {
try {
const precision = await this.gateway.getPrecision(this.symbol);
if (!precision) return null;
return {
priceTick: precision.priceTick,
qtyStep: precision.qtyStep,
priceDecimals: precision.priceDecimals,
sizeDecimals: precision.sizeDecimals,
};
} catch (error) {
console.error("[AsterExchangeAdapter] getPrecision failed", error);
return null;
}
}
}
src/exchanges/aster/adapter.ts
-109
View File
@@ -1,109 +0,0 @@
import type {
AccountListener,
DepthListener,
ExchangeAdapter,
ExchangePrecision,
KlineListener,
OrderListener,
TickerListener,
} from "../adapter";
import type { Order, CreateOrderParams, Depth, Ticker, Kline } from "../types";
import { createSafeInvoke, createInitManager } from "../adapter-utils";
import { AsterGateway } from "./gateway";
export interface AsterCredentials {
apiKey?: string;
apiSecret?: string;
symbol?: string;
}
export class AsterExchangeAdapter implements ExchangeAdapter {
readonly id = "aster";
private readonly gateway: AsterGateway;
private readonly symbol: string;
private readonly safeInvoke = createSafeInvoke("AsterExchangeAdapter");
private readonly init: ReturnType<typeof createInitManager>;
constructor(credentials: AsterCredentials = {}) {
this.gateway = new AsterGateway({ apiKey: credentials.apiKey, apiSecret: credentials.apiSecret });
this.symbol = (credentials.symbol ?? process.env.TRADE_SYMBOL ?? "BTCUSDT").toUpperCase();
this.init = createInitManager("AsterExchangeAdapter", () =>
this.gateway.ensureInitialized(this.symbol),
);
}
supportsTrailingStops(): boolean {
return true;
}
watchAccount(cb: AccountListener): void {
void this.init.ensureInitialized("watchAccount");
this.gateway.onAccount(this.safeInvoke("watchAccount", (snapshot) => {
cb(snapshot);
}));
}
watchOrders(cb: OrderListener): void {
void this.init.ensureInitialized("watchOrders");
this.gateway.onOrders(this.safeInvoke("watchOrders", (orders) => {
cb(orders);
}));
}
watchDepth(symbol: string, cb: DepthListener): void {
void this.init.ensureInitialized("watchDepth");
this.gateway.onDepth(symbol, this.safeInvoke("watchDepth", (depth: Depth) => {
cb(depth);
}));
}
watchTicker(symbol: string, cb: TickerListener): void {
void this.init.ensureInitialized("watchTicker");
this.gateway.onTicker(symbol, this.safeInvoke("watchTicker", (ticker: Ticker) => {
cb(ticker);
}));
}
watchKlines(symbol: string, interval: string, cb: KlineListener): void {
void this.init.ensureInitialized("watchKlines");
this.gateway.onKlines(symbol, interval, this.safeInvoke("watchKlines", (klines: Kline[]) => {
cb(klines);
}));
}
async createOrder(params: CreateOrderParams): Promise<Order> {
await this.init.ensureInitialized("createOrder");
return this.gateway.createOrder(params);
}
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
await this.init.ensureInitialized("cancelOrder");
await this.gateway.cancelOrder({ symbol: params.symbol, orderId: Number(params.orderId) });
}
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
await this.init.ensureInitialized("cancelOrders");
await this.gateway.cancelOrders({ symbol: params.symbol, orderIdList: params.orderIdList });
}
async cancelAllOrders(params: { symbol: string }): Promise<void> {
await this.init.ensureInitialized("cancelAllOrders");
await this.gateway.cancelAllOrders(params);
}
async getPrecision(): Promise<ExchangePrecision | null> {
try {
const precision = await this.gateway.getPrecision(this.symbol);
if (!precision) return null;
return {
priceTick: precision.priceTick,
qtyStep: precision.qtyStep,
priceDecimals: precision.priceDecimals,
sizeDecimals: precision.sizeDecimals,
};
} catch (error) {
console.error("[AsterExchangeAdapter] getPrecision failed", error);
return null;
}
}
}
src/exchanges/aster/gateway.ts → src/exchanges/aster/client.ts
+65 -68
View File
@@ -1,16 +1,11 @@
import crypto from "crypto";
import { setInterval, clearInterval, setTimeout, clearTimeout } from "timers";
import type {
AccountPosition,
AccountSnapshot,
Depth,
Kline,
Order,
Ticker,
CreateOrderParams,
PositionSide,
} from "../types";
import type {
AsterAccountPosition,
AsterAccountSnapshot,
AsterDepth,
AsterKline,
AsterOrder,
AsterSpotAccount,
AsterSpotAggTrade,
AsterSpotBookTicker,
@@ -23,15 +18,18 @@ import type {
AsterSpotTicker24h,
AsterSpotTrade,
AsterSpotUserTrade,
AsterTicker,
AsterFuturesExchangeInfo,
AsterFuturesSymbolInfo,
CancelSpotOrderParams,
CreateOrderParams,
CreateSpotOrderParams,
PositionSide,
QuerySpotOrderParams,
SpotAllOrdersParams,
SpotOpenOrdersParams,
SpotUserTradesParams,
} from "./types";
} from "../types";
import { decimalsOf } from "../../utils/math";
process.env.NODE_TLS_REJECT_UNAUTHORIZED = "0";
@@ -246,7 +244,7 @@ export class AsterSpotRestClient {
};
}
async createOrder(params: CreateSpotOrderParams): Promise<Order> {
async createOrder(params: CreateSpotOrderParams): Promise<AsterOrder> {
const response = await this.request<any>({
path: "/api/v1/order",
method: "POST",
@@ -257,7 +255,7 @@ export class AsterSpotRestClient {
return toOrderFromRest(response);
}
async cancelOrder(params: CancelSpotOrderParams): Promise<Order> {
async cancelOrder(params: CancelSpotOrderParams): Promise<AsterOrder> {
const response = await this.request<any>({
path: "/api/v1/order",
method: "DELETE",
@@ -272,7 +270,7 @@ export class AsterSpotRestClient {
return toOrderFromRest(response);
}
async getOrder(params: QuerySpotOrderParams): Promise<Order> {
async getOrder(params: QuerySpotOrderParams): Promise<AsterOrder> {
const response = await this.request<any>({
path: "/api/v1/order",
method: "GET",
@@ -287,7 +285,7 @@ export class AsterSpotRestClient {
return toOrderFromRest(response);
}
async getOpenOrders(params: SpotOpenOrdersParams = {}): Promise<Order[]> {
async getOpenOrders(params: SpotOpenOrdersParams = {}): Promise<AsterOrder[]> {
const response = await this.request<any[]>({
path: "/api/v1/openOrders",
method: "GET",
@@ -321,7 +319,7 @@ export class AsterSpotRestClient {
});
}
async getAllOrders(params: SpotAllOrdersParams): Promise<Order[]> {
async getAllOrders(params: SpotAllOrdersParams): Promise<AsterOrder[]> {
const response = await this.request<any[]>({
path: "/api/v1/allOrders",
method: "GET",
@@ -545,13 +543,13 @@ export class AsterSpotRestClient {
}
try {
return JSON.parse(text) as T;
} catch {
} catch (error) {
throw new Error(`[AsterSpotRestClient] 无法解析响应: ${text.slice(0, 200)}`);
}
}
}
function toDepth(streamSymbol: string, data: any): Depth {
function toDepth(streamSymbol: string, data: any): AsterDepth {
return {
eventType: data.e,
eventTime: data.E,
@@ -563,7 +561,7 @@ function toDepth(streamSymbol: string, data: any): Depth {
};
}
function toTicker(data: any): Ticker {
function toTicker(data: any): AsterTicker {
return {
eventType: data.e,
eventTime: data.E,
@@ -586,7 +584,7 @@ function toTicker(data: any): Ticker {
};
}
function toKline(data: any): Kline {
function toKline(data: any): AsterKline {
return {
eventType: data.e,
eventTime: data.E,
@@ -609,7 +607,7 @@ function toKline(data: any): Kline {
};
}
function fromRestKline(entry: any[], interval: string, symbol: string): Kline {
function fromRestKline(entry: any[], interval: string, symbol: string): AsterKline {
return {
eventType: undefined,
eventTime: undefined,
@@ -630,7 +628,7 @@ function fromRestKline(entry: any[], interval: string, symbol: string): Kline {
};
}
function toOrderFromRest(raw: any): Order {
function toOrderFromRest(raw: any): AsterOrder {
return {
avgPrice: raw.avgPrice ?? "0",
clientOrderId: raw.clientOrderId ?? "",
@@ -658,7 +656,7 @@ function toOrderFromRest(raw: any): Order {
};
}
function toOrderFromEvent(event: any): Order {
function toOrderFromEvent(event: any): AsterOrder {
return {
avgPrice: event.ap ?? "0",
clientOrderId: event.c ?? "",
@@ -686,7 +684,7 @@ function toOrderFromEvent(event: any): Order {
};
}
function toPositionFromRisk(raw: any): AccountPosition {
function toPositionFromRisk(raw: any): AsterAccountPosition {
const positionSide = String(raw.positionSide ?? raw.ps ?? "BOTH").toUpperCase() as PositionSide;
return {
symbol: raw.symbol ?? raw.s ?? "",
@@ -710,16 +708,16 @@ function toPositionFromRisk(raw: any): AccountPosition {
};
}
function deepCloneAccount(snapshot: AccountSnapshot | null): AccountSnapshot | null {
function deepCloneAccount(snapshot: AsterAccountSnapshot | null): AsterAccountSnapshot | null {
return snapshot ? JSON.parse(JSON.stringify(snapshot)) : null;
}
function sumUnrealizedProfit(positions: AccountPosition[]): string {
function sumUnrealizedProfit(positions: AsterAccountPosition[]): string {
const total = positions.reduce((acc, position) => acc + Number(position.unrealizedProfit ?? 0), 0);
return total.toFixed(8);
}
function clonePositions(positions: AccountPosition[]): AccountPosition[] {
function clonePositions(positions: AsterAccountPosition[]): AsterAccountPosition[] {
return positions.map((position) => ({
...position,
updateTime: position.updateTime ?? Date.now(),
@@ -765,18 +763,18 @@ export class AsterRestClient {
this.apiSecret = requireEnv(options.apiSecret ?? process.env.ASTER_API_SECRET, "ASTER_API_SECRET");
}
async getAccount(): Promise<AccountSnapshot> {
return this.signedRequest<AccountSnapshot>({ path: "/fapi/v2/account", method: "GET", params: {} });
async getAccount(): Promise<AsterAccountSnapshot> {
return this.signedRequest<AsterAccountSnapshot>({ path: "/fapi/v2/account", method: "GET", params: {} });
}
async getOpenOrders(symbol?: string): Promise<Order[]> {
async getOpenOrders(symbol?: string): Promise<AsterOrder[]> {
const params: Record<string, unknown> = {};
if (symbol) params.symbol = symbol;
const raw = await this.signedRequest<any[]>({ path: "/fapi/v1/openOrders", method: "GET", params });
return raw.map(toOrderFromRest);
}
async getPositions(symbol?: string): Promise<AccountPosition[]> {
async getPositions(symbol?: string): Promise<AsterAccountPosition[]> {
const params: Record<string, unknown> = {};
if (symbol) params.symbol = symbol.toUpperCase();
const raw = await this.signedRequest<any[]>({ path: "/fapi/v2/positionRisk", method: "GET", params });
@@ -797,12 +795,12 @@ export class AsterRestClient {
}
try {
return JSON.parse(text) as AsterFuturesExchangeInfo;
} catch {
} catch (error) {
throw new Error(`[AsterRestClient] 无法解析交易规则响应: ${text.slice(0, 200)}`);
}
}
async createOrder(params: CreateOrderParams): Promise<Order> {
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
// Sanitize and normalize params for Aster futures API. Paradex-specific flags
// like reduceOnly/closePosition on STOP/TRAILING should not leak here.
const payload: Record<string, unknown> = {};
@@ -815,7 +813,6 @@ export class AsterRestClient {
if (params.activationPrice !== undefined) payload.activationPrice = params.activationPrice;
if (params.callbackRate !== undefined) payload.callbackRate = params.callbackRate;
if (params.quantity !== undefined) payload.quantity = Math.abs(params.quantity);
if (params.clientOrderId !== undefined) payload.newClientOrderId = params.clientOrderId;
// Aster rejects reduceOnly/closePosition for certain order types (e.g. STOP/TRAILING).
// Keep the behavior exchange-specific by stripping them here for Aster.
@@ -833,12 +830,12 @@ export class AsterRestClient {
return toOrderFromRest(response);
}
async cancelOrder(params: { symbol: string; orderId?: number; origClientOrderId?: string }): Promise<Order> {
async cancelOrder(params: { symbol: string; orderId?: number; origClientOrderId?: string }): Promise<AsterOrder> {
const response = await this.signedRequest<any>({ path: "/fapi/v1/order", method: "DELETE", params });
return toOrderFromRest(response);
}
async cancelOrders(params: { symbol: string; orderIdList?: Array<number | string>; origClientOrderIdList?: string[] }): Promise<Order[]> {
async cancelOrders(params: { symbol: string; orderIdList?: Array<number | string>; origClientOrderIdList?: string[] }): Promise<AsterOrder[]> {
const payload: Record<string, unknown> = { symbol: params.symbol };
if (params.orderIdList?.length) {
payload.orderIdList = `[${params.orderIdList
@@ -856,7 +853,7 @@ export class AsterRestClient {
await this.signedRequest({ path: "/fapi/v1/allOpenOrders", method: "DELETE", params });
}
async getKlines(symbol: string, interval: string, limit = DEFAULT_KLINE_LIMIT): Promise<Kline[]> {
async getKlines(symbol: string, interval: string, limit = DEFAULT_KLINE_LIMIT): Promise<AsterKline[]> {
const upper = symbol.toUpperCase();
const url = `${FUTURES_REST_BASE}/fapi/v1/continuousKlines?pair=${upper}&contractType=PERPETUAL&interval=${encodeURIComponent(interval)}&limit=${limit}`;
let response: Response;
@@ -872,7 +869,7 @@ export class AsterRestClient {
try {
const payload = JSON.parse(text) as any[];
return payload.map((entry) => fromRestKline(entry, interval, upper));
} catch {
} catch (error) {
throw new Error(`[AsterRestClient] 无法解析K线响应: ${text.slice(0, 200)}`);
}
}
@@ -902,7 +899,7 @@ export class AsterRestClient {
const payload = JSON.parse(text) as any;
// The response shape mirrors Binance: { symbol, markPrice, indexPrice, lastFundingRate, nextFundingTime, time }
return payload;
} catch {
} catch (error) {
throw new Error(`[AsterRestClient] 无法解析资金费率响应: ${text.slice(0, 200)}`);
}
}
@@ -945,16 +942,16 @@ export class AsterRestClient {
}
try {
return JSON.parse(text) as T;
} catch {
} catch (error) {
throw new Error(`[AsterRestClient] 无法解析响应: ${text.slice(0, 200)}`);
}
}
}
type DepthHandler = (depth: Depth) => void;
type TickerHandler = (ticker: Ticker) => void;
type KlineHandler = (kline: Kline) => void;
type DepthHandler = (depth: AsterDepth) => void;
type TickerHandler = (ticker: AsterTicker) => void;
type KlineHandler = (kline: AsterKline) => void;
type StreamKind = "depth" | "ticker" | "kline";
@@ -1247,7 +1244,7 @@ export class AsterUserStream {
}
}
function updateAccountSnapshot(snapshot: AccountSnapshot | null, event: { eventTime: number; payload: AccountUpdatePayload }): AccountSnapshot | null {
function updateAccountSnapshot(snapshot: AsterAccountSnapshot | null, event: { eventTime: number; payload: AccountUpdatePayload }): AsterAccountSnapshot | null {
if (!snapshot) return snapshot;
const next = deepCloneAccount(snapshot);
if (!next) return snapshot;
@@ -1297,7 +1294,7 @@ function updateAccountSnapshot(snapshot: AccountSnapshot | null, event: { eventT
return next;
}
function mergeOrderSnapshot(map: Map<string, Order>, order: Order): void {
function mergeOrderSnapshot(map: Map<string, AsterOrder>, order: AsterOrder): void {
const rawId = order.orderId;
if (rawId === undefined || rawId === null) return;
const key = String(rawId);
@@ -1314,18 +1311,18 @@ export class AsterGateway {
private readonly publicStreams: AsterPublicStreams;
private readonly userStream: AsterUserStream;
private accountSnapshot: AccountSnapshot | null = null;
private readonly openOrders = new Map<string, Order>();
private accountSnapshot: AsterAccountSnapshot | null = null;
private readonly openOrders = new Map<string, AsterOrder>();
private positionSyncTimer: ReturnType<typeof setInterval> | null = null;
private positionSyncInFlight = false;
private readonly accountEvent = new SimpleEvent<AccountSnapshot>();
private readonly ordersEvent = new SimpleEvent<Order[]>();
private readonly depthEvents = new Map<string, SimpleEvent<Depth>>();
private readonly tickerEvents = new Map<string, SimpleEvent<Ticker>>();
private readonly klineEvents = new Map<string, SimpleEvent<Kline[]>>();
private readonly accountEvent = new SimpleEvent<AsterAccountSnapshot>();
private readonly ordersEvent = new SimpleEvent<AsterOrder[]>();
private readonly depthEvents = new Map<string, SimpleEvent<AsterDepth>>();
private readonly tickerEvents = new Map<string, SimpleEvent<AsterTicker>>();
private readonly klineEvents = new Map<string, SimpleEvent<AsterKline[]>>();
private readonly klineStores = new Map<string, Kline[]>();
private readonly klineStores = new Map<string, AsterKline[]>();
private readonly klineRefreshTimers = new Map<string, ReturnType<typeof setInterval>>();
private readonly klineInitialFetches = new Map<string, Promise<void>>();
private initialized = false;
@@ -1369,7 +1366,7 @@ export class AsterGateway {
});
}
async ensureInitialized(_symbol: string): Promise<void> {
async ensureInitialized(symbol: string): Promise<void> {
if (this.initialized) return;
if (this.initializing) return this.initializing;
this.initializing = (async () => {
@@ -1384,21 +1381,21 @@ export class AsterGateway {
return this.initializing;
}
onAccount(listener: (snapshot: AccountSnapshot) => void): void {
onAccount(listener: (snapshot: AsterAccountSnapshot) => void): void {
this.accountEvent.add(listener);
if (this.accountSnapshot) listener(this.accountSnapshot);
}
onOrders(listener: (orders: Order[]) => void): void {
onOrders(listener: (orders: AsterOrder[]) => void): void {
this.ordersEvent.add(listener);
listener(Array.from(this.openOrders.values()));
}
onDepth(symbol: string, listener: (depth: Depth) => void): void {
onDepth(symbol: string, listener: (depth: AsterDepth) => void): void {
const upper = symbol.toUpperCase();
let event = this.depthEvents.get(upper);
if (!event) {
event = new SimpleEvent<Depth>();
event = new SimpleEvent<AsterDepth>();
this.depthEvents.set(upper, event);
this.publicStreams.subscribeDepth(upper, (depth) => {
event?.emit(depth);
@@ -1407,11 +1404,11 @@ export class AsterGateway {
event.add(listener);
}
onTicker(symbol: string, listener: (ticker: Ticker) => void): void {
onTicker(symbol: string, listener: (ticker: AsterTicker) => void): void {
const upper = symbol.toUpperCase();
let event = this.tickerEvents.get(upper);
if (!event) {
event = new SimpleEvent<Ticker>();
event = new SimpleEvent<AsterTicker>();
this.tickerEvents.set(upper, event);
this.publicStreams.subscribeTicker(upper, (ticker) => {
event?.emit(ticker);
@@ -1420,12 +1417,12 @@ export class AsterGateway {
event.add(listener);
}
onKlines(symbol: string, interval: string, listener: (klines: Kline[]) => void): void {
onKlines(symbol: string, interval: string, listener: (klines: AsterKline[]) => void): void {
const upper = symbol.toUpperCase();
const key = `${upper}:${interval}`;
let event = this.klineEvents.get(key);
if (!event) {
event = new SimpleEvent<Kline[]>();
event = new SimpleEvent<AsterKline[]>();
this.klineEvents.set(key, event);
this.publicStreams.subscribeKline(symbol, interval, (kline) => {
const storeKey = `${upper}:${interval}`;
@@ -1512,7 +1509,7 @@ export class AsterGateway {
console.error("[AsterGateway] 刷新持仓失败", positionError);
}
const normalizedPositions = clonePositions(positions);
const snapshot: AccountSnapshot = {
const snapshot: AsterAccountSnapshot = {
...account,
positions: normalizedPositions,
totalUnrealizedProfit: sumUnrealizedProfit(normalizedPositions),
@@ -1550,7 +1547,7 @@ export class AsterGateway {
if (!Array.isArray(positions)) return;
const normalizedPositions = clonePositions(positions);
if (!this.accountSnapshot) {
const snapshot: AccountSnapshot = {
const snapshot: AsterAccountSnapshot = {
canTrade: true,
canDeposit: true,
canWithdraw: true,
@@ -1564,7 +1561,7 @@ export class AsterGateway {
this.accountEvent.emit(snapshot);
return;
}
const nextSnapshot: AccountSnapshot = {
const nextSnapshot: AsterAccountSnapshot = {
...this.accountSnapshot,
positions: normalizedPositions,
totalUnrealizedProfit: sumUnrealizedProfit(normalizedPositions),
@@ -1579,15 +1576,15 @@ export class AsterGateway {
}
}
getAccountSnapshot(): AccountSnapshot | null {
getAccountSnapshot(): AsterAccountSnapshot | null {
return this.accountSnapshot;
}
getOpenOrdersSnapshot(): Order[] {
getOpenOrdersSnapshot(): AsterOrder[] {
return Array.from(this.openOrders.values());
}
async createOrder(params: CreateOrderParams): Promise<Order> {
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
const normalized = await this.normalizeOrderParams(params);
const order = await this.rest.createOrder(normalized);
mergeOrderSnapshot(this.openOrders, order);
src/exchanges/aster/order.ts
+98 -14
View File
@@ -1,17 +1,101 @@
import { createOrderHandlers } from "../order-handlers";
import type { AsterOrder, CreateOrderParams } from "../types";
import type {
BaseOrderIntent,
ClosePositionIntent,
LimitOrderIntent,
MarketOrderIntent,
StopOrderIntent,
TrailingStopOrderIntent,
} from "../order-schema";
import { toStringBoolean } from "../order-schema";
const handlers = createOrderHandlers({
exchangeName: "Aster",
defaultLimitTimeInForce: "GTX",
supportsTrailingStop: true,
supportsTriggerType: true,
});
function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
if (params.quantity === undefined) {
params.quantity = intent.quantity;
}
if (params.timeInForce === undefined && intent.timeInForce) {
params.timeInForce = intent.timeInForce;
}
if (intent.reduceOnly !== undefined) {
params.reduceOnly = toStringBoolean(intent.reduceOnly);
}
if (intent.closePosition !== undefined) {
params.closePosition = toStringBoolean(intent.closePosition);
}
return params;
}
export const {
createLimitOrder,
createMarketOrder,
createStopOrder,
createTrailingStopOrder,
createClosePositionOrder,
} = handlers;
export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "LIMIT",
quantity: intent.quantity,
price: intent.price,
timeInForce: intent.timeInForce ?? "GTX",
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "MARKET",
quantity: intent.quantity,
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "STOP_MARKET",
quantity: intent.quantity,
stopPrice: intent.stopPrice,
timeInForce: intent.timeInForce ?? "GTC",
triggerType: intent.triggerType,
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createTrailingStopOrder(intent: TrailingStopOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "TRAILING_STOP_MARKET",
quantity: intent.quantity,
activationPrice: intent.activationPrice,
callbackRate: intent.callbackRate,
timeInForce: intent.timeInForce ?? "GTC",
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "MARKET",
quantity: intent.quantity,
reduceOnly: "true",
},
intent
);
return intent.adapter.createOrder(params);
}
src/exchanges/aster/types.ts
-248
View File
@@ -1,248 +0,0 @@
import type { DepthLevel, OrderSide, OrderType, TimeInForce } from "../types";
export interface AsterSpotRateLimit {
rateLimitType: string;
interval: string;
intervalNum: number;
limit: number;
}
export interface AsterSpotExchangeFilter {
filterType: string;
[key: string]: string | number | boolean | undefined;
}
export interface AsterFuturesSymbolFilter {
filterType: string;
tickSize?: string;
stepSize?: string;
minPrice?: string;
maxPrice?: string;
minQty?: string;
maxQty?: string;
[key: string]: string | number | boolean | undefined;
}
export interface AsterFuturesSymbolInfo {
symbol: string;
pair?: string;
contractType?: string;
pricePrecision?: number;
quantityPrecision?: number;
baseAssetPrecision?: number;
quotePrecision?: number;
underlyingType?: string;
filters?: AsterFuturesSymbolFilter[];
}
export interface AsterFuturesExchangeInfo {
timezone?: string;
serverTime?: number;
symbols?: AsterFuturesSymbolInfo[];
}
export interface AsterSpotAssetInfo {
asset: string;
}
export interface AsterSpotSymbolInfo {
symbol: string;
status: string;
baseAsset: string;
quoteAsset: string;
baseAssetPrecision?: number;
quotePrecision?: number;
pricePrecision?: number;
quantityPrecision?: number;
orderTypes: string[];
timeInForce: string[];
ocoAllowed: boolean;
filters: AsterSpotExchangeFilter[];
}
export interface AsterSpotExchangeInfo {
timezone: string;
serverTime: number;
rateLimits: AsterSpotRateLimit[];
exchangeFilters: AsterSpotExchangeFilter[];
assets?: AsterSpotAssetInfo[];
symbols: AsterSpotSymbolInfo[];
}
export interface AsterSpotDepth {
lastUpdateId: number;
E?: number;
T?: number;
bids: DepthLevel[];
asks: DepthLevel[];
}
export interface AsterSpotTrade {
id: number;
price: string;
qty: string;
baseQty?: string;
quoteQty?: string;
time: number;
isBuyerMaker: boolean;
}
export interface AsterSpotHistoricalTrade extends AsterSpotTrade {
isBestMatch?: boolean;
}
export interface AsterSpotAggTrade {
a: number;
p: string;
q: string;
f: number;
l: number;
T: number;
m: boolean;
M?: boolean;
}
export interface AsterSpotKline {
openTime: number;
open: string;
high: string;
low: string;
close: string;
volume: string;
closeTime: number;
quoteAssetVolume: string;
numberOfTrades: number;
takerBuyBaseAssetVolume: string;
takerBuyQuoteAssetVolume: string;
}
export interface AsterSpotTicker24h {
symbol: string;
priceChange: string;
priceChangePercent: string;
weightedAvgPrice: string;
prevClosePrice: string;
lastPrice: string;
lastQty: string;
bidPrice: string;
bidQty: string;
askPrice: string;
askQty: string;
openPrice: string;
highPrice: string;
lowPrice: string;
volume: string;
quoteVolume: string;
openTime: number;
closeTime: number;
firstId: number;
lastId: number;
count: number;
baseAsset?: string;
quoteAsset?: string;
}
export interface AsterSpotPriceTicker {
symbol: string;
price: string;
time?: number;
}
export interface AsterSpotBookTicker {
symbol: string;
bidPrice: string;
bidQty: string;
askPrice: string;
askQty: string;
time?: number;
}
export interface AsterSpotCommissionRate {
symbol: string;
makerCommissionRate: string;
takerCommissionRate: string;
}
export interface CreateSpotOrderParams {
symbol: string;
side: OrderSide;
type: OrderType;
timeInForce?: TimeInForce;
quantity?: number | string;
quoteOrderQty?: number | string;
price?: number | string;
newClientOrderId?: string;
stopPrice?: number | string;
recvWindow?: number;
}
export interface CancelSpotOrderParams {
symbol: string;
orderId?: number | string;
origClientOrderId?: string;
recvWindow?: number;
}
export interface QuerySpotOrderParams extends CancelSpotOrderParams {}
export interface SpotOpenOrdersParams {
symbol?: string;
recvWindow?: number;
orderIdList?: Array<number | string>;
origClientOrderIdList?: string[];
}
export interface SpotAllOrdersParams {
symbol: string;
orderId?: number;
startTime?: number;
endTime?: number;
limit?: number;
recvWindow?: number;
}
export interface AsterSpotAccountBalance {
asset: string;
free: string;
locked: string;
}
export interface AsterSpotAccount {
feeTier: number;
canTrade: boolean;
canDeposit: boolean;
canWithdraw: boolean;
canBurnAsset?: boolean;
updateTime: number;
makerCommission?: string;
takerCommission?: string;
buyerCommission?: string;
sellerCommission?: string;
balances: AsterSpotAccountBalance[];
}
export interface SpotUserTradesParams {
symbol?: string;
orderId?: number;
startTime?: number;
endTime?: number;
fromId?: number;
limit?: number;
recvWindow?: number;
}
export interface AsterSpotUserTrade {
symbol: string;
id: number;
orderId: number;
side: OrderSide;
price: string;
qty: string;
quoteQty?: string;
commission: string;
commissionAsset: string;
time: number;
counterpartyId?: number;
maker: boolean;
buyer: boolean;
}
src/exchanges/backpack/adapter.ts
+84 -17
View File
@@ -6,10 +6,9 @@ import type {
OrderListener,
TickerListener,
} from "../adapter";
import type { Order, CreateOrderParams } from "../types";
import type { AsterOrder, CreateOrderParams } from "../types";
import { extractMessage } from "../../utils/errors";
import { BackpackGateway, type BackpackGatewayOptions } from "./gateway";
import { createSafeInvoke, createInitManager } from "../adapter-utils";
export interface BackpackCredentials {
apiKey?: string;
@@ -24,8 +23,11 @@ export class BackpackExchangeAdapter implements ExchangeAdapter {
readonly id = "backpack";
private readonly gateway: BackpackGateway;
private readonly symbol: string;
private readonly safeInvoke = createSafeInvoke("BackpackExchangeAdapter");
private readonly init: ReturnType<typeof createInitManager>;
private initPromise: Promise<void> | null = null;
private readonly initContexts = new Set<string>();
private retryTimer: ReturnType<typeof setTimeout> | null = null;
private retryDelayMs = 3000;
private lastInitErrorAt = 0;
constructor(credentials: BackpackCredentials = {}) {
const apiKey = credentials.apiKey ?? process.env.BACKPACK_API_KEY;
@@ -52,9 +54,6 @@ export class BackpackExchangeAdapter implements ExchangeAdapter {
this.gateway = new BackpackGateway(gatewayOptions);
this.symbol = symbol;
this.init = createInitManager("BackpackExchangeAdapter", () =>
this.gateway.ensureInitialized(this.symbol),
);
}
supportsTrailingStops(): boolean {
@@ -62,50 +61,118 @@ export class BackpackExchangeAdapter implements ExchangeAdapter {
}
watchAccount(cb: AccountListener): void {
void this.init.ensureInitialized("watchAccount");
void this.ensureInitialized("watchAccount");
this.gateway.onAccount(this.safeInvoke("watchAccount", cb));
}
watchOrders(cb: OrderListener): void {
void this.init.ensureInitialized("watchOrders");
void this.ensureInitialized("watchOrders");
this.gateway.onOrders(this.safeInvoke("watchOrders", cb));
}
watchDepth(_symbol: string, cb: DepthListener): void {
void this.init.ensureInitialized("watchDepth");
void this.ensureInitialized("watchDepth");
this.gateway.onDepth(this.safeInvoke("watchDepth", cb));
}
watchTicker(_symbol: string, cb: TickerListener): void {
void this.init.ensureInitialized("watchTicker");
void this.ensureInitialized("watchTicker");
this.gateway.onTicker(this.safeInvoke("watchTicker", cb));
}
watchKlines(_symbol: string, interval: string, cb: KlineListener): void {
void this.init.ensureInitialized(`watchKlines:${interval}`);
void this.ensureInitialized(`watchKlines:${interval}`);
this.gateway.watchKlines(interval, this.safeInvoke("watchKlines", cb));
}
async createOrder(params: CreateOrderParams): Promise<Order> {
await this.init.ensureInitialized("createOrder");
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
await this.ensureInitialized("createOrder");
return this.gateway.createOrder(params);
}
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
await this.init.ensureInitialized("cancelOrder");
await this.ensureInitialized("cancelOrder");
await this.gateway.cancelOrder({ orderId: params.orderId });
}
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
await this.init.ensureInitialized("cancelOrders");
await this.ensureInitialized("cancelOrders");
await this.gateway.cancelOrders({ orderIdList: params.orderIdList });
}
async cancelAllOrders(_params: { symbol: string }): Promise<void> {
await this.init.ensureInitialized("cancelAllOrders");
await this.ensureInitialized("cancelAllOrders");
await this.gateway.cancelAllOrders();
}
private safeInvoke<T extends (...args: any[]) => void>(context: string, cb: T): T {
const wrapped = ((...args: any[]) => {
try {
cb(...args);
} catch (error) {
console.error(`[BackpackExchangeAdapter] ${context} handler failed: ${extractMessage(error)}`);
}
}) as T;
return wrapped;
}
private ensureInitialized(context?: string): Promise<void> {
if (!this.initPromise) {
this.initContexts.clear();
this.initPromise = this.gateway
.ensureInitialized(this.symbol)
.then((value) => {
if (process.env.BACKPACK_DEBUG === "1") {
console.error(`[BackpackExchangeAdapter] initialize succeeded`);
}
if (process.env.BACKPACK_DEBUG === "1") {
console.error(`[BackpackExchangeAdapter] initialize succeeded`);
}
this.clearRetry();
return value;
})
.catch((error) => {
this.handleInitError("initialize", error);
this.initPromise = null;
this.scheduleRetry();
throw error;
});
}
if (context && !this.initContexts.has(context)) {
this.initContexts.add(context);
this.initPromise.catch((error) => {
this.handleInitError(context, error);
this.scheduleRetry();
});
}
return this.initPromise;
}
private scheduleRetry(): void {
if (this.retryTimer) return;
this.retryTimer = setTimeout(() => {
this.retryTimer = null;
if (this.initPromise) return;
this.retryDelayMs = Math.min(this.retryDelayMs * 2, 60_000);
void this.ensureInitialized("retry");
}, this.retryDelayMs);
}
private clearRetry(): void {
if (this.retryTimer) {
clearTimeout(this.retryTimer);
this.retryTimer = null;
}
this.retryDelayMs = 3000;
}
private handleInitError(context: string, error: unknown): void {
const now = Date.now();
if (now - this.lastInitErrorAt < 5000) return;
this.lastInitErrorAt = now;
console.error(`[BackpackExchangeAdapter] ${context} failed`, error);
}
private logError(context: string, error: unknown): void {
if (process.env.BACKPACK_DEBUG === "1" || process.env.BACKPACK_DEBUG === "true") {
console.error(`[BackpackExchangeAdapter] ${context} failed: ${extractMessage(error)}`);
src/exchanges/backpack/gateway.ts
+46 -43
View File
@@ -7,13 +7,14 @@ import ccxt, {
import NodeWebSocket from "ws";
import { sign, utils as edUtils, hashes as edHashes } from "@noble/ed25519";
import { sha512 } from "@noble/hashes/sha512";
import { randomBytes } from "crypto";
import type {
AccountSnapshot,
AccountPosition,
Order,
Depth,
Ticker,
Kline,
AsterAccountSnapshot,
AsterAccountPosition,
AsterOrder,
AsterDepth,
AsterTicker,
AsterKline,
CreateOrderParams,
OrderType,
} from "../types";
@@ -92,8 +93,8 @@ export class BackpackGateway {
private tickerPollTimer: ReturnType<typeof setInterval> | null = null;
private readonly klinePollTimers = new Map<string, ReturnType<typeof setInterval>>();
private readonly localOrders = new Map<string, Order>();
private lastBalanceSnapshot: AccountSnapshot | null = null;
private readonly localOrders = new Map<string, AsterOrder>();
private lastBalanceSnapshot: AsterAccountSnapshot | null = null;
private marketId = "";
private ws: WebSocket | null = null;
@@ -136,16 +137,17 @@ export class BackpackGateway {
}
private async doInitialize(symbol?: string): Promise<void> {
await this.exchange.loadMarkets();
const requested = (symbol ?? this.symbol).toUpperCase();
const market = this.findMarket(requested);
if (!market) {
throw new Error(`Symbol ${requested} not found in Backpack markets`);
}
this.market = market;
this.marketSymbol = market.symbol;
this.marketId = market.id;
this.isContractMarket = Boolean(market.contract);
try {
await this.exchange.loadMarkets();
const requested = (symbol ?? this.symbol).toUpperCase();
const market = this.findMarket(requested);
if (!market) {
throw new Error(`Symbol ${requested} not found in Backpack markets`);
}
this.market = market;
this.marketSymbol = market.symbol;
this.marketId = market.id;
this.isContractMarket = Boolean(market.contract);
if (process.env.BACKPACK_DEBUG === "1") {
console.debug("[BackpackGateway] marketInfo", {
userSymbol: this.symbol,
@@ -153,7 +155,10 @@ export class BackpackGateway {
marketId: this.marketId,
});
}
this.initialized = true;
this.initialized = true;
} catch (error) {
throw error;
}
}
private findMarket(requested: string): any | null {
@@ -244,7 +249,7 @@ export class BackpackGateway {
this.exchange.fetchOpenOrders(this.marketSymbol),
this.exchange.fetchOrders(this.marketSymbol, undefined, 200, {}),
]);
const active = new Map<string, Order>();
const active = new Map<string, AsterOrder>();
for (const entry of [...openOrders, ...allOrders]) {
const status = this.normalizeStatus(entry.status ?? (entry.info?.status as string));
if (this.isTerminalStatus(status)) continue;
@@ -315,7 +320,7 @@ export class BackpackGateway {
// ---- Order actions -----------------------------------------------------
async createOrder(params: CreateOrderParams): Promise<Order> {
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
await this.ensureInitialized();
const symbol = this.marketSymbol;
const normalizedType = this.normalizeOrderType(params.type);
@@ -399,11 +404,11 @@ export class BackpackGateway {
// ---- Mapping helpers ---------------------------------------------------
private mapBalanceToAccountSnapshot(balance: Balances): AccountSnapshot {
private mapBalanceToAccountSnapshot(balance: Balances): AsterAccountSnapshot {
return this.mapBalanceToAccountSnapshotWithPositions(balance, []);
}
private async fetchAccountSnapshot(): Promise<AccountSnapshot> {
private async fetchAccountSnapshot(): Promise<AsterAccountSnapshot> {
await this.ensureInitialized();
const [balance, positions] = await Promise.all([
this.exchange.fetchBalance(),
@@ -417,7 +422,7 @@ export class BackpackGateway {
return this.mapBalanceToAccountSnapshotWithPositions(balance, positions ?? []);
}
private mapBalanceToAccountSnapshotWithPositions(balance: Balances, rawPositions: any[]): AccountSnapshot {
private mapBalanceToAccountSnapshotWithPositions(balance: Balances, rawPositions: any[]): AsterAccountSnapshot {
const now = Date.now();
const assets = this.normalizeAssets(balance, now);
const positions = this.normalizePositions(rawPositions, now);
@@ -425,7 +430,7 @@ export class BackpackGateway {
const totalUnrealized = this.sumStrings(positions.map((position) => position.unrealizedProfit ?? "0"));
const availableBalance = this.sumStrings(assets.map((asset) => asset.availableBalance));
const snapshot: AccountSnapshot = {
const snapshot: AsterAccountSnapshot = {
canTrade: true,
canDeposit: true,
canWithdraw: true,
@@ -447,9 +452,9 @@ export class BackpackGateway {
return snapshot;
}
private normalizeAssets(balance: Balances, now: number): AccountSnapshot["assets"] {
private normalizeAssets(balance: Balances, now: number): AsterAccountSnapshot["assets"] {
const metaKeys = new Set(["free", "used", "total", "info", "timestamp", "datetime", "debt"]);
const assets: AccountSnapshot["assets"] = [];
const assets: AsterAccountSnapshot["assets"] = [];
for (const [currency, value] of Object.entries(balance)) {
if (metaKeys.has(currency)) continue;
if (!value || typeof value !== "object") continue;
@@ -460,29 +465,27 @@ export class BackpackGateway {
return assets;
}
private normalizePositions(rawPositions: any[], now: number): AccountSnapshot["positions"] {
private normalizePositions(rawPositions: any[], now: number): AsterAccountSnapshot["positions"] {
if (!Array.isArray(rawPositions)) return [];
const positions: AccountSnapshot["positions"] = [];
const positions: AsterAccountSnapshot["positions"] = [];
for (const raw of rawPositions) {
const info = raw?.info ?? raw ?? {};
const quantity = this.toNumber(raw?.contracts ?? info.netExposureQuantity ?? info.netQuantity);
if (!quantity) continue;
const sideRaw = String(raw?.side ?? info.side ?? this.deriveSideFromExposure(info)).toLowerCase();
const isShort = sideRaw.includes("short") || quantity < 0;
const isLong = sideRaw.includes("long") || (!sideRaw.includes("short") && quantity > 0);
const positionAmt = isShort ? -Math.abs(quantity) : Math.abs(quantity);
const entryPrice = this.toStringAmount(raw?.entryPrice ?? info.entryPrice ?? "0");
const unrealized = this.toStringAmount(raw?.unrealizedPnl ?? info.pnlUnrealized ?? "0");
const markPrice = this.toOptionalString(raw?.markPrice ?? info.markPrice);
const liquidationPrice = this.toOptionalString(raw?.liquidationPrice ?? info.estLiquidationPrice);
const leverage = this.toOptionalString(raw?.leverage ?? info.leverage);
const symbol = String(raw?.symbol ?? info.symbol ?? this.marketSymbol ?? this.symbol);
positions.push({
symbol,
symbol: this.symbol,
positionAmt: positionAmt.toString(),
entryPrice,
unrealizedProfit: unrealized,
positionSide: isLong ? "LONG" : isShort ? "SHORT" : "BOTH",
positionSide: "BOTH",
updateTime: now,
markPrice,
liquidationPrice,
@@ -493,7 +496,7 @@ export class BackpackGateway {
return positions;
}
private mapOrderBookToDepth(orderbook: CcxtOrderBook): Depth {
private mapOrderBookToDepth(orderbook: CcxtOrderBook): AsterDepth {
return {
lastUpdateId: orderbook.nonce || Date.now(),
bids: (orderbook.bids ?? [])
@@ -506,7 +509,7 @@ export class BackpackGateway {
};
}
private mapTickerToAsterTicker(ticker: CcxtTicker): Ticker {
private mapTickerToAsterTicker(ticker: CcxtTicker): AsterTicker {
return {
symbol: ticker.symbol,
lastPrice: ticker.last?.toString() ?? "0",
@@ -522,7 +525,7 @@ export class BackpackGateway {
private mapOHLCVToKline(
candle: [number, number, number, number, number, number],
interval: string
): Kline {
): AsterKline {
const [openTime, open, high, low, close, volume] = candle;
return {
openTime,
@@ -536,7 +539,7 @@ export class BackpackGateway {
};
}
private mapRestOrder(order: CcxtOrder): Order {
private mapRestOrder(order: CcxtOrder): AsterOrder {
const info = (order.info ?? {}) as Record<string, unknown>;
const side = (order.side ?? "buy").toUpperCase() as "BUY" | "SELL";
let type = this.normalizeOrderType(order.type ?? (info.o as string)) as OrderType;
@@ -579,7 +582,7 @@ export class BackpackGateway {
};
}
private mapWsOrder(data: Record<string, unknown>): Order {
private mapWsOrder(data: Record<string, unknown>): AsterOrder {
const sideRaw = String(data.S ?? "").toUpperCase();
const side: "BUY" | "SELL" = sideRaw === "BID" ? "BUY" : "SELL";
const triggerPresent = data.P != null || data.B != null;
@@ -626,7 +629,7 @@ export class BackpackGateway {
}
}
private mapWsPosition(data: Record<string, unknown>): AccountPosition | null {
private mapWsPosition(data: Record<string, unknown>): AsterAccountPosition | null {
const quantityRaw = data.q ?? data.Q;
const qty = Number(this.toStringAmount(quantityRaw));
if (!Number.isFinite(qty)) return null;
@@ -651,8 +654,8 @@ export class BackpackGateway {
};
}
private mergeWsPosition(position: AccountPosition): void {
const snapshot: AccountSnapshot = this.lastBalanceSnapshot
private mergeWsPosition(position: AsterAccountPosition): void {
const snapshot: AsterAccountSnapshot = this.lastBalanceSnapshot
? {
...this.lastBalanceSnapshot,
positions: this.lastBalanceSnapshot.positions ? [...this.lastBalanceSnapshot.positions] : [],
@@ -692,7 +695,7 @@ export class BackpackGateway {
this.emitAccount(snapshot);
}
private emitAccount(snapshot: AccountSnapshot): void {
private emitAccount(snapshot: AsterAccountSnapshot): void {
for (const listener of this.accountListeners) {
try {
listener(snapshot);
@@ -769,7 +772,7 @@ export class BackpackGateway {
void this.resubscribeAllTopics();
};
private handleWsClose = (_event: any): void => {
private handleWsClose = (event: any): void => {
if (this.wsCleanup) {
try {
this.wsCleanup();
src/exchanges/backpack/order.ts
+82 -14
View File
@@ -1,16 +1,84 @@
import { createOrderHandlers } from "../order-handlers";
import type { AsterOrder, CreateOrderParams } from "../types";
import type {
BaseOrderIntent,
ClosePositionIntent,
LimitOrderIntent,
MarketOrderIntent,
StopOrderIntent,
TrailingStopOrderIntent,
} from "../order-schema";
import { toStringBoolean } from "../order-schema";
const handlers = createOrderHandlers({
exchangeName: "Backpack",
defaultLimitTimeInForce: "GTX",
supportsTrailingStop: false,
supportsTriggerType: false,
});
function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
if (params.quantity === undefined) {
params.quantity = intent.quantity;
}
if (params.timeInForce === undefined && intent.timeInForce) {
params.timeInForce = intent.timeInForce;
}
if (intent.reduceOnly !== undefined) {
params.reduceOnly = toStringBoolean(intent.reduceOnly);
}
return params;
}
export const {
createLimitOrder,
createMarketOrder,
createStopOrder,
createTrailingStopOrder,
createClosePositionOrder,
} = handlers;
export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "LIMIT",
quantity: intent.quantity,
price: intent.price,
timeInForce: intent.timeInForce ?? "GTX",
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "MARKET",
quantity: intent.quantity,
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "STOP_MARKET",
quantity: intent.quantity,
stopPrice: intent.stopPrice,
timeInForce: intent.timeInForce ?? "GTC",
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<AsterOrder> {
throw new Error("Backpack exchange does not support trailing stop orders");
}
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "MARKET",
quantity: intent.quantity,
reduceOnly: "true",
},
intent
);
return intent.adapter.createOrder(params);
}
src/exchanges/binance/adapter.ts
+100 -30
View File
@@ -1,3 +1,4 @@
import { clearTimeout, setTimeout } from "timers";
import type {
AccountListener,
DepthListener,
@@ -8,9 +9,9 @@ import type {
OrderListener,
TickerListener,
} from "../adapter";
import type { Order, CreateOrderParams } from "../types";
import type { AsterOrder, CreateOrderParams } from "../types";
import { extractMessage } from "../../utils/errors";
import { BinanceGateway, type BinanceGatewayOptions } from "./gateway";
import { createSafeInvoke, createInitManager } from "../adapter-utils";
export interface BinanceCredentials {
apiKey?: string;
@@ -31,8 +32,11 @@ export class BinanceExchangeAdapter implements ExchangeAdapter {
private readonly gateway: BinanceGateway;
private readonly symbol: string;
private readonly marketType: "spot" | "perp" | "auto";
private readonly safeInvoke = createSafeInvoke("BinanceExchangeAdapter");
private readonly init: ReturnType<typeof createInitManager>;
private initPromise: Promise<void> | null = null;
private readonly initContexts = new Set<string>();
private retryTimer: ReturnType<typeof setTimeout> | null = null;
private retryDelayMs = 3000;
private lastInitErrorAt = 0;
constructor(credentials: BinanceCredentials = {}) {
const apiKey = credentials.apiKey ?? process.env.BINANCE_API_KEY;
@@ -57,9 +61,6 @@ export class BinanceExchangeAdapter implements ExchangeAdapter {
futuresWsUrl: credentials.futuresWsUrl,
logger: credentials.logger,
});
this.init = createInitManager("BinanceExchangeAdapter", () =>
this.gateway.ensureInitialized(this.symbol),
);
}
supportsTrailingStops(): boolean {
@@ -68,94 +69,163 @@ export class BinanceExchangeAdapter implements ExchangeAdapter {
watchAccount(cb: AccountListener): void {
const safe = this.safeInvoke("watchAccount", cb);
void this.init.ensureInitialized("watchAccount")
void this.ensureInitialized("watchAccount")
.then(() => {
this.gateway.onAccount(safe);
});
})
.catch((error) => this.handleInitError("watchAccount", error));
}
watchOrders(cb: OrderListener): void {
const safe = this.safeInvoke("watchOrders", cb);
void this.init.ensureInitialized("watchOrders")
void this.ensureInitialized("watchOrders")
.then(() => {
this.gateway.onOrders(safe);
});
})
.catch((error) => this.handleInitError("watchOrders", error));
}
watchDepth(symbol: string, cb: DepthListener): void {
const safe = this.safeInvoke("watchDepth", cb);
void this.init.ensureInitialized(`watchDepth:${symbol}`)
void this.ensureInitialized(`watchDepth:${symbol}`)
.then(() => {
this.gateway.onDepth(symbol, safe);
});
})
.catch((error) => this.handleInitError("watchDepth", error));
}
watchTicker(symbol: string, cb: TickerListener): void {
const safe = this.safeInvoke("watchTicker", cb);
void this.init.ensureInitialized(`watchTicker:${symbol}`)
void this.ensureInitialized(`watchTicker:${symbol}`)
.then(() => {
this.gateway.onTicker(symbol, safe);
});
})
.catch((error) => this.handleInitError("watchTicker", error));
}
watchKlines(symbol: string, interval: string, cb: KlineListener): void {
const safe = this.safeInvoke("watchKlines", cb);
void this.init.ensureInitialized(`watchKlines:${symbol}:${interval}`)
void this.ensureInitialized(`watchKlines:${symbol}:${interval}`)
.then(() => {
this.gateway.onKlines(symbol, interval, safe);
});
})
.catch((error) => this.handleInitError("watchKlines", error));
}
watchFundingRate(symbol: string, cb: FundingRateListener): void {
const safe = this.safeInvoke("watchFundingRate", cb);
void this.init.ensureInitialized(`watchFundingRate:${symbol}`)
void this.ensureInitialized(`watchFundingRate:${symbol}`)
.then(() => {
this.gateway.onFundingRate(symbol, safe);
});
})
.catch((error) => this.handleInitError("watchFundingRate", error));
}
async createOrder(params: CreateOrderParams): Promise<Order> {
await this.init.ensureInitialized("createOrder");
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
await this.ensureInitialized("createOrder");
return this.gateway.createOrder(params);
}
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
await this.init.ensureInitialized("cancelOrder");
await this.ensureInitialized("cancelOrder");
await this.gateway.cancelOrder(params);
}
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
await this.init.ensureInitialized("cancelOrders");
await this.ensureInitialized("cancelOrders");
await this.gateway.cancelOrders(params);
}
async cancelAllOrders(params: { symbol: string }): Promise<void> {
await this.init.ensureInitialized("cancelAllOrders");
await this.ensureInitialized("cancelAllOrders");
await this.gateway.cancelAllOrders(params);
}
async getPrecision(): Promise<ExchangePrecision | null> {
await this.init.ensureInitialized("getPrecision");
await this.ensureInitialized("getPrecision");
return this.gateway.getPrecision(this.symbol);
}
async queryOpenOrders(): Promise<Order[]> {
await this.init.ensureInitialized("queryOpenOrders");
async queryOpenOrders(): Promise<AsterOrder[]> {
await this.ensureInitialized("queryOpenOrders");
return this.gateway.queryOpenOrders();
}
async queryAccountSnapshot() {
await this.init.ensureInitialized("queryAccountSnapshot");
await this.ensureInitialized("queryAccountSnapshot");
return this.gateway.queryAccountSnapshot();
}
async changeMarginMode(params: { symbol: string; marginMode: "isolated" | "cross" }): Promise<void> {
await this.init.ensureInitialized("changeMarginMode");
await this.ensureInitialized("changeMarginMode");
await this.gateway.changeMarginMode(params.symbol, params.marginMode);
}
async forceCancelAllOrders(): Promise<boolean> {
await this.init.ensureInitialized("forceCancelAllOrders");
await this.ensureInitialized("forceCancelAllOrders");
return this.gateway.forceCancelAllOrders();
}
private safeInvoke<T extends (...args: any[]) => void>(context: string, cb: T): T {
const wrapped = ((...args: any[]) => {
try {
cb(...args);
} catch (error) {
console.error(`[BinanceExchangeAdapter] ${context} handler failed: ${extractMessage(error)}`);
}
}) as T;
return wrapped;
}
private ensureInitialized(context?: string): Promise<void> {
if (!this.initPromise) {
this.initContexts.clear();
this.initPromise = this.gateway
.ensureInitialized(this.symbol)
.then((value) => {
this.clearRetry();
return value;
})
.catch((error) => {
this.handleInitError("initialize", error);
this.initPromise = null;
this.scheduleRetry();
throw error;
});
}
if (context && !this.initContexts.has(context)) {
this.initContexts.add(context);
this.initPromise.catch((error) => {
this.handleInitError(context, error);
this.scheduleRetry();
});
}
return this.initPromise;
}
private scheduleRetry(): void {
if (this.retryTimer) return;
this.retryTimer = setTimeout(() => {
this.retryTimer = null;
if (this.initPromise) return;
this.retryDelayMs = Math.min(this.retryDelayMs * 2, 60_000);
void this.ensureInitialized("retry");
}, this.retryDelayMs);
}
private clearRetry(): void {
if (this.retryTimer) {
clearTimeout(this.retryTimer);
this.retryTimer = null;
}
this.retryDelayMs = 3000;
}
private handleInitError(context: string, error: unknown): void {
const now = Date.now();
if (now - this.lastInitErrorAt < 5000) return;
this.lastInitErrorAt = now;
console.error(`[BinanceExchangeAdapter] ${context} failed`, error);
}
}
src/exchanges/binance/gateway.ts
+37 -37
View File
@@ -1,18 +1,21 @@
import ccxt, {
type Balances,
type Order as CcxtOrder,
type OrderBook as CcxtOrderBook,
type OHLCV as CcxtOhlcv,
type Ticker as CcxtTicker,
} from "ccxt";
import axios from "axios";
import { createHash } from "crypto";
import NodeWebSocket from "ws";
import type {
AccountAsset,
AccountPosition,
AccountSnapshot,
Depth,
Kline,
Order,
Ticker,
AsterAccountAsset,
AsterAccountPosition,
AsterAccountSnapshot,
AsterDepth,
AsterKline,
AsterOrder,
AsterTicker,
CreateOrderParams,
OrderType,
PositionSide,
@@ -225,9 +228,9 @@ export class BinanceGateway {
private readonly accountListeners = new Set<AccountListener>();
private readonly orderListeners = new Set<OrderListener>();
private readonly depthSubs = new Map<string, PublicSubscription<Depth>>();
private readonly tickerSubs = new Map<string, PublicSubscription<Ticker>>();
private readonly klineSubs = new Map<string, PublicSubscription<Kline[]>>();
private readonly depthSubs = new Map<string, PublicSubscription<AsterDepth>>();
private readonly tickerSubs = new Map<string, PublicSubscription<AsterTicker>>();
private readonly klineSubs = new Map<string, PublicSubscription<AsterKline[]>>();
private readonly fundingSubs = new Map<string, PublicSubscription<{ symbol: string; fundingRate: number; updateTime: number }>>();
private accountPollTimer: ReturnType<typeof setInterval> | null = null;
@@ -254,15 +257,15 @@ export class BinanceGateway {
},
};
private readonly localOrders = new Map<string, Order>();
private readonly localOrders = new Map<string, AsterOrder>();
private readonly spotBalances = new Map<string, { free: number; locked: number }>();
private readonly perpBalances = new Map<string, { wallet: number; available: number }>();
private readonly perpPositions = new Map<string, AccountPosition>();
private readonly perpPositions = new Map<string, AsterAccountPosition>();
private readonly lastMarkPriceBySymbol = new Map<string, number>();
private lastSpotSnapshot: AccountSnapshot | null = null;
private lastPerpSnapshot: AccountSnapshot | null = null;
private lastSpotSnapshot: AsterAccountSnapshot | null = null;
private lastPerpSnapshot: AsterAccountSnapshot | null = null;
constructor(options: BinanceGatewayOptions) {
this.apiKey = options.apiKey;
@@ -465,7 +468,7 @@ export class BinanceGateway {
});
}
async createOrder(params: CreateOrderParams): Promise<Order> {
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
await this.ensureInitialized(params.symbol);
const market = this.resolveMarket(params.symbol);
const exchange = this.getExchange(market.kind);
@@ -487,9 +490,6 @@ export class BinanceGateway {
if (params.callbackRate != null) {
extra.callbackRate = params.callbackRate;
}
if (params.clientOrderId != null) {
extra.newClientOrderId = params.clientOrderId;
}
if (market.kind === "perp") {
if (params.reduceOnly != null) {
@@ -604,10 +604,10 @@ export class BinanceGateway {
};
}
async queryOpenOrders(): Promise<Order[]> {
async queryOpenOrders(): Promise<AsterOrder[]> {
await this.ensureInitialized(this.defaultSymbol);
const kinds = this.getPrivateKinds();
const result: Order[] = [];
const result: AsterOrder[] = [];
for (const kind of kinds) {
const exchange = this.getExchange(kind);
const openOrders = (await exchange.fetchOpenOrders()) as CcxtOrder[];
@@ -622,7 +622,7 @@ export class BinanceGateway {
return result;
}
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
await this.ensureInitialized(this.defaultSymbol);
const kinds = this.getPrivateKinds();
for (const kind of kinds) {
@@ -913,7 +913,7 @@ export class BinanceGateway {
this.lastPerpSnapshot = this.buildPerpSnapshot();
}
private mapSpotExecutionReport(payload: any): Order | null {
private mapSpotExecutionReport(payload: any): AsterOrder | null {
const order = payload;
const symbolRaw = String(order?.s ?? "").toUpperCase();
if (!symbolRaw) return null;
@@ -943,7 +943,7 @@ export class BinanceGateway {
};
}
private mapPerpOrderTradeUpdate(payload: any): Order | null {
private mapPerpOrderTradeUpdate(payload: any): AsterOrder | null {
const order = payload?.o;
if (!order) return null;
const symbolRaw = String(order?.s ?? "").toUpperCase();
@@ -1114,7 +1114,7 @@ export class BinanceGateway {
(ws as any).onerror = (event: any) => onError(event?.error ?? event);
}
private mapDepthPayload(payload: unknown, market: BinanceMarketRef): Depth | null {
private mapDepthPayload(payload: unknown, market: BinanceMarketRef): AsterDepth | null {
const data = payload as any;
const bids = Array.isArray(data?.b) ? data.b : [];
const asks = Array.isArray(data?.a) ? data.a : [];
@@ -1132,7 +1132,7 @@ export class BinanceGateway {
};
}
private mapTickerPayload(payload: unknown, market: BinanceMarketRef): Ticker | null {
private mapTickerPayload(payload: unknown, market: BinanceMarketRef): AsterTicker | null {
const data = payload as any;
const lastPrice = String(data?.c ?? "");
if (!lastPrice) return null;
@@ -1159,7 +1159,7 @@ export class BinanceGateway {
};
}
private mapKlinePayload(payload: unknown, interval: string): Kline[] | null {
private mapKlinePayload(payload: unknown, interval: string): AsterKline[] | null {
const data = payload as any;
const kline = data?.k;
if (!kline) return null;
@@ -1291,7 +1291,7 @@ export class BinanceGateway {
}
private async attachPerpPositions(): Promise<void> {
const next = new Map<string, AccountPosition>();
const next = new Map<string, AsterAccountPosition>();
try {
const raw = (await this.perpExchange.fetchPositions()) as any[];
for (const row of raw ?? []) {
@@ -1328,7 +1328,7 @@ export class BinanceGateway {
private async fetchAndUpdateOrders(kind: MarketKind): Promise<void> {
const exchange = this.getExchange(kind);
const openOrders = (await exchange.fetchOpenOrders()) as CcxtOrder[];
const remote = new Map<string, Order>();
const remote = new Map<string, AsterOrder>();
for (const order of openOrders) {
const market = this.resolveMarketByCcxtSymbol(kind, String(order?.symbol ?? ""));
const mapped = this.mapCcxtOrder(order, kind, market?.id ?? String(order?.symbol ?? ""));
@@ -1370,7 +1370,7 @@ export class BinanceGateway {
}
}
private upsertOrder(order: Order, kind: MarketKind, marketId: string): void {
private upsertOrder(order: AsterOrder, kind: MarketKind, marketId: string): void {
const id = String(order.orderId);
const symbol = this.resolveDisplaySymbol(kind, marketId);
const normalized = { ...order, symbol };
@@ -1405,7 +1405,7 @@ export class BinanceGateway {
if (changed) this.emitOrders();
}
private isOrderActive(order: Order): boolean {
private isOrderActive(order: AsterOrder): boolean {
const status = String(order.status ?? "").toUpperCase();
if (!status) return true;
if (status === "FILLED" || status === "CANCELED" || status === "CANCELLED" || status === "REJECTED" || status === "EXPIRED") {
@@ -1415,7 +1415,7 @@ export class BinanceGateway {
return true;
}
private buildCombinedAccountSnapshot(): AccountSnapshot | null {
private buildCombinedAccountSnapshot(): AsterAccountSnapshot | null {
const kinds = this.getPrivateKinds();
if (kinds.length === 0) return null;
if (kinds.length === 1) {
@@ -1424,7 +1424,7 @@ export class BinanceGateway {
const spot = this.buildSpotSnapshot();
const perp = this.buildPerpSnapshot();
const perpAssetsTagged: AccountAsset[] = perp.assets.map((asset) => ({
const perpAssetsTagged: AsterAccountAsset[] = perp.assets.map((asset) => ({
...asset,
asset: `${asset.asset}0`,
}));
@@ -1444,8 +1444,8 @@ export class BinanceGateway {
};
}
private buildSpotSnapshot(): AccountSnapshot {
const assets: AccountAsset[] = [];
private buildSpotSnapshot(): AsterAccountSnapshot {
const assets: AsterAccountAsset[] = [];
let totalWallet = 0;
const now = Date.now();
for (const [asset, balance] of this.spotBalances.entries()) {
@@ -1474,9 +1474,9 @@ export class BinanceGateway {
};
}
private buildPerpSnapshot(): AccountSnapshot {
private buildPerpSnapshot(): AsterAccountSnapshot {
const now = Date.now();
const assets: AccountAsset[] = [];
const assets: AsterAccountAsset[] = [];
let totalWallet = 0;
for (const [asset, balance] of this.perpBalances.entries()) {
totalWallet += balance.wallet;
@@ -1509,7 +1509,7 @@ export class BinanceGateway {
};
}
private mapCcxtOrder(order: CcxtOrder, kind: MarketKind, marketId: string): Order {
private mapCcxtOrder(order: CcxtOrder, kind: MarketKind, marketId: string): AsterOrder {
const symbol = this.resolveDisplaySymbol(kind, marketId);
const side = String(order.side ?? "buy").toUpperCase() === "SELL" ? "SELL" : "BUY";
return {
src/exchanges/binance/order.ts
+98 -14
View File
@@ -1,16 +1,100 @@
import { createOrderHandlers } from "../order-handlers";
import type { AsterOrder, CreateOrderParams } from "../types";
import type {
BaseOrderIntent,
ClosePositionIntent,
LimitOrderIntent,
MarketOrderIntent,
StopOrderIntent,
TrailingStopOrderIntent,
} from "../order-schema";
import { toStringBoolean } from "../order-schema";
const handlers = createOrderHandlers({
exchangeName: "Binance",
defaultLimitTimeInForce: "GTX",
supportsTrailingStop: true,
supportsTriggerType: true,
});
function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
if (params.quantity === undefined) {
params.quantity = intent.quantity;
}
if (params.timeInForce === undefined && intent.timeInForce) {
params.timeInForce = intent.timeInForce;
}
if (intent.reduceOnly !== undefined) {
params.reduceOnly = toStringBoolean(intent.reduceOnly);
}
if (intent.closePosition !== undefined) {
params.closePosition = toStringBoolean(intent.closePosition);
}
return params;
}
export const {
createLimitOrder,
createMarketOrder,
createStopOrder,
createTrailingStopOrder,
createClosePositionOrder,
} = handlers;
export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "LIMIT",
quantity: intent.quantity,
price: intent.price,
timeInForce: intent.timeInForce ?? "GTX",
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "MARKET",
quantity: intent.quantity,
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "STOP_MARKET",
quantity: intent.quantity,
stopPrice: intent.stopPrice,
timeInForce: intent.timeInForce ?? "GTC",
triggerType: intent.triggerType,
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createTrailingStopOrder(intent: TrailingStopOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "TRAILING_STOP_MARKET",
quantity: intent.quantity,
activationPrice: intent.activationPrice,
callbackRate: intent.callbackRate,
timeInForce: intent.timeInForce ?? "GTC",
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "MARKET",
quantity: intent.quantity,
reduceOnly: "true",
},
intent
);
return intent.adapter.createOrder(params);
}
src/exchanges/create-adapter.ts
+1 -14
View File
@@ -1,5 +1,5 @@
import type { ExchangeAdapter } from "./adapter";
import { AsterExchangeAdapter, type AsterCredentials } from "./aster/adapter";
import { AsterExchangeAdapter, type AsterCredentials } from "./aster-adapter";
import { GrvtExchangeAdapter, type GrvtCredentials } from "./grvt/adapter";
import { LighterExchangeAdapter, type LighterCredentials } from "./lighter/adapter";
import { BackpackExchangeAdapter, type BackpackCredentials } from "./backpack/adapter";
@@ -7,7 +7,6 @@ import { ParadexExchangeAdapter, type ParadexCredentials } from "./paradex/adapt
import { NadoExchangeAdapter, type NadoCredentials } from "./nado/adapter";
import { StandxExchangeAdapter, type StandxCredentials } from "./standx/adapter";
import { BinanceExchangeAdapter, type BinanceCredentials } from "./binance/adapter";
import { OndoperpsExchangeAdapter, type OndoperpsCredentials } from "./ondoperps/adapter";
export const SUPPORTED_EXCHANGE_IDS = [
"aster",
@@ -18,7 +17,6 @@ export const SUPPORTED_EXCHANGE_IDS = [
"nado",
"standx",
"binance",
"ondoperps",
] as const;
export const BASIS_SUPPORTED_EXCHANGE_IDS = [
@@ -39,8 +37,6 @@ export interface ExchangeFactoryOptions {
nado?: NadoCredentials;
standx?: StandxCredentials;
binance?: BinanceCredentials;
ondoperps?: OndoperpsCredentials;
ondoperp?: OndoperpsCredentials;
}
export type SupportedExchangeId = (typeof SUPPORTED_EXCHANGE_IDS)[number];
@@ -55,7 +51,6 @@ const EXCHANGE_DISPLAY_NAME: Record<SupportedExchangeId, string> = {
nado: "Nado",
standx: "StandX",
binance: "Binance",
ondoperps: "Ondo Perps",
};
const EXCHANGE_ALIAS_MAP: Record<string, SupportedExchangeId> = {
@@ -68,9 +63,6 @@ const EXCHANGE_ALIAS_MAP: Record<string, SupportedExchangeId> = {
standx: "standx",
binance: "binance",
bnb: "binance",
ondoperps: "ondoperps",
ondoperp: "ondoperps",
ondo: "ondoperps",
};
export function isSupportedExchangeId(value: string): value is SupportedExchangeId {
@@ -112,10 +104,5 @@ export function createExchangeAdapter(options: ExchangeFactoryOptions): Exchange
return new StandxExchangeAdapter({ ...options.standx, symbol: options.symbol });
case "binance":
return new BinanceExchangeAdapter({ ...options.binance, symbol: options.symbol });
case "ondoperps":
return new OndoperpsExchangeAdapter({
...(options.ondoperps ?? options.ondoperp),
symbol: options.symbol,
});
}
}
src/exchanges/dry-run-adapter.ts
-163
View File
@@ -1,163 +0,0 @@
import type {
AccountListener,
ConnectionEventListener,
DepthListener,
ExchangeAdapter,
ExchangePrecision,
FundingRateListener,
KlineListener,
OrderListener,
RestHealthListener,
TickerListener,
} from "./adapter";
import type {
AccountSnapshot,
Order,
CreateOrderParams,
} from "./types";
export interface DryRunAction {
method:
| "createOrder"
| "cancelOrder"
| "cancelOrders"
| "cancelAllOrders"
| "changeMarginMode"
| "forceCancelAllOrders";
params: unknown;
at: number;
}
export class DryRunExchangeAdapter implements ExchangeAdapter {
readonly id: string;
readonly actions: DryRunAction[] = [];
private syntheticCounter = 0;
constructor(private readonly inner: ExchangeAdapter) {
this.id = inner.id;
}
supportsTrailingStops(): boolean {
return this.inner.supportsTrailingStops();
}
watchAccount(cb: AccountListener): void {
this.inner.watchAccount(cb);
}
watchOrders(cb: OrderListener): void {
this.inner.watchOrders(cb);
}
watchDepth(symbol: string, cb: DepthListener): void {
this.inner.watchDepth(symbol, cb);
}
watchTicker(symbol: string, cb: TickerListener): void {
this.inner.watchTicker(symbol, cb);
}
watchKlines(symbol: string, interval: string, cb: KlineListener): void {
this.inner.watchKlines(symbol, interval, cb);
}
watchFundingRate(symbol: string, cb: FundingRateListener): void {
if (!this.inner.watchFundingRate) return;
this.inner.watchFundingRate(symbol, cb);
}
async createOrder(params: CreateOrderParams): Promise<Order> {
this.record("createOrder", params);
return createSyntheticOrder(params, ++this.syntheticCounter);
}
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
this.record("cancelOrder", params);
}
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
this.record("cancelOrders", params);
}
async cancelAllOrders(params: { symbol: string }): Promise<void> {
this.record("cancelAllOrders", params);
}
async getPrecision(): Promise<ExchangePrecision | null> {
if (!this.inner.getPrecision) return null;
return this.inner.getPrecision();
}
onConnectionEvent(listener: ConnectionEventListener): void {
this.inner.onConnectionEvent?.(listener);
}
offConnectionEvent(listener: ConnectionEventListener): void {
this.inner.offConnectionEvent?.(listener);
}
onRestHealthEvent(listener: RestHealthListener): void {
this.inner.onRestHealthEvent?.(listener);
}
offRestHealthEvent(listener: RestHealthListener): void {
this.inner.offRestHealthEvent?.(listener);
}
async queryOpenOrders(): Promise<Order[]> {
if (!this.inner.queryOpenOrders) return [];
return this.inner.queryOpenOrders();
}
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
if (!this.inner.queryAccountSnapshot) return null;
return this.inner.queryAccountSnapshot();
}
async changeMarginMode(params: { symbol: string; marginMode: "isolated" | "cross" }): Promise<void> {
this.record("changeMarginMode", params);
}
async forceCancelAllOrders(): Promise<boolean> {
this.record("forceCancelAllOrders", {});
return true;
}
private record(method: DryRunAction["method"], params: unknown): void {
this.actions.push({ method, params, at: Date.now() });
}
}
function createSyntheticOrder(params: CreateOrderParams, counter: number): Order {
const now = Date.now();
const orderId = params.clientOrderId ?? `dry-run-${now}-${counter}`;
return {
orderId,
clientOrderId: params.clientOrderId ?? orderId,
symbol: params.symbol,
side: params.side,
type: params.type,
status: "NEW",
price: toStringNumber(params.price),
origQty: toStringNumber(params.quantity),
executedQty: "0",
stopPrice: toStringNumber(params.stopPrice),
time: now,
updateTime: now,
reduceOnly: params.reduceOnly === "true",
closePosition: params.closePosition === "true",
activationPrice: toOptionalString(params.activationPrice),
timeInForce: params.timeInForce,
workingType: "MARK_PRICE",
};
}
function toStringNumber(value: number | undefined): string {
if (value == null) return "0";
return String(value);
}
function toOptionalString(value: number | undefined): string | undefined {
if (value == null) return undefined;
return String(value);
}
src/exchanges/grvt/adapter.ts
+83 -17
View File
@@ -1,3 +1,4 @@
import { setTimeout, clearTimeout } from "timers";
import path from "path";
import { createRequire } from "module";
import type {
@@ -8,7 +9,8 @@ import type {
OrderListener,
TickerListener,
} from "../adapter";
import type { Order, CreateOrderParams } from "../types";
import type { AsterOrder, CreateOrderParams } from "../types";
import { extractMessage } from "../../utils/errors";
import {
GrvtGateway,
type GrvtEnvironment,
@@ -16,7 +18,6 @@ import {
type GrvtHostsOverride,
type GrvtSignatureProvider,
} from "./gateway";
import { createSafeInvoke, createInitManager } from "../adapter-utils";
export interface GrvtCredentials {
cookie?: string;
@@ -39,8 +40,11 @@ export class GrvtExchangeAdapter implements ExchangeAdapter {
private readonly gateway: GrvtGateway;
private readonly symbol: string;
private readonly instrument: string;
private readonly safeInvoke = createSafeInvoke("GrvtExchangeAdapter");
private readonly init: ReturnType<typeof createInitManager>;
private initPromise: Promise<void> | null = null;
private readonly initContexts = new Set<string>();
private retryTimer: ReturnType<typeof setTimeout> | null = null;
private retryDelayMs = 3000;
private lastInitErrorAt = 0;
private klineInterval = "1m";
constructor(credentials: GrvtCredentials = {}) {
@@ -87,9 +91,6 @@ export class GrvtExchangeAdapter implements ExchangeAdapter {
pollIntervals: credentials.pollIntervals,
logger: credentials.logger,
});
this.init = createInitManager("GrvtExchangeAdapter", () =>
this.gateway.ensureInitialized(this.klineInterval),
);
}
supportsTrailingStops(): boolean {
@@ -97,50 +98,115 @@ export class GrvtExchangeAdapter implements ExchangeAdapter {
}
watchAccount(cb: AccountListener): void {
void this.init.ensureInitialized("watchAccount");
void this.ensureInitialized("watchAccount");
this.gateway.onAccount(this.safeInvoke("watchAccount", cb));
}
watchOrders(cb: OrderListener): void {
void this.init.ensureInitialized("watchOrders");
void this.ensureInitialized("watchOrders");
this.gateway.onOrders(this.safeInvoke("watchOrders", cb));
}
watchDepth(_symbol: string, cb: DepthListener): void {
void this.init.ensureInitialized("watchDepth");
void this.ensureInitialized("watchDepth");
this.gateway.onDepth(this.safeInvoke("watchDepth", cb));
}
watchTicker(_symbol: string, cb: TickerListener): void {
void this.init.ensureInitialized("watchTicker");
void this.ensureInitialized("watchTicker");
this.gateway.onTicker(this.safeInvoke("watchTicker", cb));
}
watchKlines(_symbol: string, interval: string, cb: KlineListener): void {
this.klineInterval = interval ?? this.klineInterval;
void this.init.ensureInitialized("watchKlines");
void this.ensureInitialized("watchKlines", this.klineInterval);
this.gateway.onKlines(this.safeInvoke("watchKlines", cb));
}
async createOrder(params: CreateOrderParams): Promise<Order> {
await this.init.ensureInitialized("createOrder");
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
await this.ensureInitialized("createOrder");
return this.gateway.createOrder(params);
}
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
await this.init.ensureInitialized("cancelOrder");
await this.ensureInitialized("cancelOrder");
await this.gateway.cancelOrder(params);
}
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
await this.init.ensureInitialized("cancelOrders");
await this.ensureInitialized("cancelOrders");
await this.gateway.cancelOrders(params);
}
async cancelAllOrders(_params: { symbol: string }): Promise<void> {
await this.init.ensureInitialized("cancelAllOrders");
await this.ensureInitialized("cancelAllOrders");
await this.gateway.cancelAllOrders();
}
private safeInvoke<T extends (...args: any[]) => void>(context: string, cb: T): T {
const wrapped = ((...args: any[]) => {
try {
cb(...args);
} catch (error) {
console.error(`[GrvtExchangeAdapter] ${context} handler failed: ${extractMessage(error)}`);
}
}) as T;
return wrapped;
}
private ensureInitialized(context?: string, interval?: string): Promise<void> {
if (interval) {
this.klineInterval = interval;
}
if (!this.initPromise) {
this.initContexts.clear();
this.initPromise = this.gateway
.ensureInitialized(this.klineInterval)
.then((value) => {
this.clearRetry();
return value;
})
.catch((error) => {
this.handleInitError("initialize", error);
this.initPromise = null;
this.scheduleRetry();
throw error;
});
}
if (context && !this.initContexts.has(context)) {
this.initContexts.add(context);
this.initPromise.catch((error) => {
this.handleInitError(context, error);
this.scheduleRetry();
});
}
return this.initPromise;
}
private scheduleRetry(): void {
if (this.retryTimer) return;
this.retryTimer = setTimeout(() => {
this.retryTimer = null;
if (this.initPromise) return;
this.retryDelayMs = Math.min(this.retryDelayMs * 2, 60_000);
void this.ensureInitialized("retry");
}, this.retryDelayMs);
}
private clearRetry(): void {
if (this.retryTimer) {
clearTimeout(this.retryTimer);
this.retryTimer = null;
}
this.retryDelayMs = 3000;
}
private handleInitError(context: string, error: unknown): void {
const now = Date.now();
if (now - this.lastInitErrorAt < 5000) return;
this.lastInitErrorAt = now;
console.error(`[GrvtExchangeAdapter] ${context} failed`, error);
}
}
function requireValue<T>(value: T | undefined | null, key: string): T {
src/exchanges/grvt/gateway.ts
+50 -52
View File
@@ -23,23 +23,21 @@ import type {
IOrder,
} from "@grvt/client/interfaces";
import type {
AccountSnapshot,
AccountPosition,
Depth,
Kline,
Order,
Ticker,
AsterAccountSnapshot,
AsterAccountPosition,
AsterDepth,
AsterKline,
AsterOrder,
AsterTicker,
CreateOrderParams,
OrderSide,
} from "../types";
import type {
GrvtSignedOrder,
GrvtSignature,
GrvtUnsignedOrder,
GrvtTimeInForce,
GrvtOrderMetadataInput,
GrvtTriggerMetadata,
} from "./types";
} from "../types";
const DEFAULT_ACCOUNT_POLL_INTERVAL_MS = 5000;
const DEFAULT_ORDERS_POLL_INTERVAL_MS = 2500;
@@ -174,7 +172,7 @@ interface HostsConfig {
interface KlineCache {
interval: string;
values: Kline[];
values: AsterKline[];
}
interface InstrumentInfo {
@@ -217,12 +215,12 @@ export class GrvtGateway {
private instrumentInfo: InstrumentInfo | null = null;
private sessionPromise: Promise<void> | null = null;
private accountSnapshot: AccountSnapshot | null = null;
private openOrders: Order[] = [];
private positions: AccountPosition[] = [];
private accountSnapshot: AsterAccountSnapshot | null = null;
private openOrders: AsterOrder[] = [];
private positions: AsterAccountPosition[] = [];
private lastPositionsUpdateAt: number = 0;
private depthSnapshot: Depth | null = null;
private tickerSnapshot: Ticker | null = null;
private depthSnapshot: AsterDepth | null = null;
private tickerSnapshot: AsterTicker | null = null;
private klineCache: KlineCache | null = null;
// WebSocket state
@@ -230,11 +228,11 @@ export class GrvtGateway {
private wsConnected = false;
private positionsRefreshTimer: ReturnType<typeof setTimeout> | null = null;
private accountListeners = new Set<(snapshot: AccountSnapshot) => void>();
private ordersListeners = new Set<(orders: Order[]) => void>();
private depthListeners = new Set<(depth: Depth) => void>();
private tickerListeners = new Set<(ticker: Ticker) => void>();
private klineListeners = new Set<(klines: Kline[]) => void>();
private accountListeners = new Set<(snapshot: AsterAccountSnapshot) => void>();
private ordersListeners = new Set<(orders: AsterOrder[]) => void>();
private depthListeners = new Set<(depth: AsterDepth) => void>();
private tickerListeners = new Set<(ticker: AsterTicker) => void>();
private klineListeners = new Set<(klines: AsterKline[]) => void>();
private accountTimer: ReturnType<typeof setInterval> | null = null;
private ordersTimer: ReturnType<typeof setInterval> | null = null;
@@ -318,7 +316,7 @@ export class GrvtGateway {
this.initialized = true;
}
onAccount(listener: (snapshot: AccountSnapshot) => void): () => void {
onAccount(listener: (snapshot: AsterAccountSnapshot) => void): () => void {
this.accountListeners.add(listener);
if (this.accountSnapshot) listener(cloneAccount(this.accountSnapshot));
return () => {
@@ -326,7 +324,7 @@ export class GrvtGateway {
};
}
onOrders(listener: (orders: Order[]) => void): () => void {
onOrders(listener: (orders: AsterOrder[]) => void): () => void {
this.ordersListeners.add(listener);
if (this.openOrders.length) listener(cloneOrders(this.openOrders));
return () => {
@@ -334,7 +332,7 @@ export class GrvtGateway {
};
}
onDepth(listener: (depth: Depth) => void): () => void {
onDepth(listener: (depth: AsterDepth) => void): () => void {
this.depthListeners.add(listener);
if (this.depthSnapshot) listener(cloneDepth(this.depthSnapshot));
return () => {
@@ -342,7 +340,7 @@ export class GrvtGateway {
};
}
onTicker(listener: (ticker: Ticker) => void): () => void {
onTicker(listener: (ticker: AsterTicker) => void): () => void {
this.tickerListeners.add(listener);
if (this.tickerSnapshot) listener(cloneTicker(this.tickerSnapshot));
return () => {
@@ -350,7 +348,7 @@ export class GrvtGateway {
};
}
onKlines(listener: (klines: Kline[]) => void): () => void {
onKlines(listener: (klines: AsterKline[]) => void): () => void {
this.klineListeners.add(listener);
if (this.klineCache) listener(cloneKlines(this.klineCache.values));
return () => {
@@ -358,19 +356,19 @@ export class GrvtGateway {
};
}
getAccountSnapshot(): AccountSnapshot | null {
getAccountSnapshot(): AsterAccountSnapshot | null {
return this.accountSnapshot ? cloneAccount(this.accountSnapshot) : null;
}
getOpenOrders(): Order[] {
getOpenOrders(): AsterOrder[] {
return cloneOrders(this.openOrders);
}
getPositions(): AccountPosition[] {
getPositions(): AsterAccountPosition[] {
return this.positions.map((position) => ({ ...position }));
}
async createOrder(params: CreateOrderParams): Promise<Order> {
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
if (params.type === "TRAILING_STOP_MARKET") {
throw new Error(TRAILING_NOT_SUPPORTED_ERROR);
}
@@ -662,7 +660,7 @@ export class GrvtGateway {
this.emitKlines(klines);
}
private mergeOrder(order: Order): void {
private mergeOrder(order: AsterOrder): void {
const index = this.openOrders.findIndex((item) => String(item.orderId) === String(order.orderId));
if (index >= 0) {
this.openOrders[index] = order;
@@ -680,7 +678,7 @@ export class GrvtGateway {
}
}
private emitAccount(snapshot: AccountSnapshot): void {
private emitAccount(snapshot: AsterAccountSnapshot): void {
const cloned = cloneAccount(snapshot);
this.accountListeners.forEach((listener) => {
try {
@@ -691,7 +689,7 @@ export class GrvtGateway {
});
}
private emitOrders(orders: Order[]): void {
private emitOrders(orders: AsterOrder[]): void {
const cloned = cloneOrders(orders);
this.ordersListeners.forEach((listener) => {
try {
@@ -702,7 +700,7 @@ export class GrvtGateway {
});
}
private emitDepth(depth: Depth): void {
private emitDepth(depth: AsterDepth): void {
const cloned = cloneDepth(depth);
this.depthListeners.forEach((listener) => {
try {
@@ -713,7 +711,7 @@ export class GrvtGateway {
});
}
private emitTicker(ticker: Ticker): void {
private emitTicker(ticker: AsterTicker): void {
const cloned = cloneTicker(ticker);
this.tickerListeners.forEach((listener) => {
try {
@@ -724,7 +722,7 @@ export class GrvtGateway {
});
}
private emitKlines(klines: Kline[]): void {
private emitKlines(klines: AsterKline[]): void {
const cloned = cloneKlines(klines);
this.klineListeners.forEach((listener) => {
try {
@@ -976,15 +974,15 @@ function normalizeHex(value: string): string {
return `0x${trimmed.toLowerCase()}`;
}
function cloneAccount(snapshot: AccountSnapshot): AccountSnapshot {
function cloneAccount(snapshot: AsterAccountSnapshot): AsterAccountSnapshot {
return JSON.parse(JSON.stringify(snapshot));
}
function cloneOrders(orders: Order[]): Order[] {
function cloneOrders(orders: AsterOrder[]): AsterOrder[] {
return orders.map((order) => ({ ...order }));
}
function cloneDepth(depth: Depth): Depth {
function cloneDepth(depth: AsterDepth): AsterDepth {
return {
...depth,
bids: depth.bids.map((level) => [...level] as [string, string]),
@@ -992,11 +990,11 @@ function cloneDepth(depth: Depth): Depth {
};
}
function cloneTicker(ticker: Ticker): Ticker {
function cloneTicker(ticker: AsterTicker): AsterTicker {
return { ...ticker };
}
function cloneKlines(klines: Kline[]): Kline[] {
function cloneKlines(klines: AsterKline[]): AsterKline[] {
return klines.map((kline) => ({ ...kline }));
}
@@ -1025,11 +1023,11 @@ function scaleDecimal(value: string | number | undefined, decimals: number): big
return scaleDecimal(fixed.toFixed(decimals), decimals);
}
function sumUnrealized(positions: AccountPosition[]): number {
function sumUnrealized(positions: AsterAccountPosition[]): number {
return positions.reduce((total, position) => total + Number(position.unrealizedProfit ?? 0), 0);
}
function getNewestPositionEventTime(positions: AccountPosition[]): number {
function getNewestPositionEventTime(positions: AsterAccountPosition[]): number {
if (!positions.length) return Date.now();
return positions.reduce((max, p) => Math.max(max, Number(p.updateTime) || 0), 0);
}
@@ -1038,7 +1036,7 @@ function mapAccountSnapshot(
response: IApiSubAccountSummaryResponse,
symbol: string,
instrument: string
): AccountSnapshot {
): AsterAccountSnapshot {
const result = response.result;
if (!result) {
return emptyAccount(symbol);
@@ -1070,7 +1068,7 @@ function mapPositions(
response: IApiPositionsResponse,
symbol: string,
instrument: string
): AccountPosition[] {
): AsterAccountPosition[] {
return (response.result ?? [])
.filter((entry) => !entry.instrument || entry.instrument === instrument)
.map((entry) => ({
@@ -1086,11 +1084,11 @@ function mapPositions(
}));
}
function mapOpenOrders(response: IApiOpenOrdersResponse, symbol: string): Order[] {
function mapOpenOrders(response: IApiOpenOrdersResponse, symbol: string): AsterOrder[] {
return (response.result ?? []).map((order) => mapOrder(order, symbol));
}
function mapOrder(order: IOrder, symbol: string): Order {
function mapOrder(order: IOrder, symbol: string): AsterOrder {
const leg = order.legs?.[0];
const state = order.state;
const metadata = order.metadata;
@@ -1128,7 +1126,7 @@ function mapOrder(order: IOrder, symbol: string): Order {
};
}
function mapDepth(response: IApiOrderbookLevelsResponse, symbol: string): Depth | null {
function mapDepth(response: IApiOrderbookLevelsResponse, symbol: string): AsterDepth | null {
const result = response.result;
if (!result) return null;
const toLevel = (entries: Array<{ price?: string; size?: string }> | undefined) =>
@@ -1142,7 +1140,7 @@ function mapDepth(response: IApiOrderbookLevelsResponse, symbol: string): Depth
};
}
function mapTicker(response: IApiTickerResponse, symbol: string): Ticker | null {
function mapTicker(response: IApiTickerResponse, symbol: string): AsterTicker | null {
const result = response.result;
if (!result) return null;
const buyVolume = Number(result.buy_volume_24h_b ?? 0);
@@ -1163,7 +1161,7 @@ function mapTicker(response: IApiTickerResponse, symbol: string): Ticker | null
};
}
function mapKlines(response: IApiCandlestickResponse, _symbol: string): Kline[] {
function mapKlines(response: IApiCandlestickResponse, symbol: string): AsterKline[] {
return (response.result ?? []).reverse().map((entry) => ({
openTime: nsToMs(entry.open_time ?? Date.now() * ONE_SECOND_IN_NANOSECONDS),
closeTime: nsToMs(entry.close_time ?? Date.now() * ONE_SECOND_IN_NANOSECONDS),
@@ -1176,7 +1174,7 @@ function mapKlines(response: IApiCandlestickResponse, _symbol: string): Kline[]
}));
}
function mapCreateOrderResponse(response: IApiCreateOrderResponse, symbol: string): Order {
function mapCreateOrderResponse(response: IApiCreateOrderResponse, symbol: string): AsterOrder {
const order = response.result ?? (response as unknown as { order?: IOrder }).order;
if (!order) {
return {
@@ -1553,7 +1551,7 @@ function padPrivateKey(value: string): string {
return hex;
}
function emptyAccount(symbol: string): AccountSnapshot {
function emptyAccount(symbol: string): AsterAccountSnapshot {
return {
canTrade: true,
canDeposit: true,
@@ -1570,5 +1568,5 @@ function emptyAccount(symbol: string): AccountSnapshot {
updateTime: Date.now(),
},
],
} as AccountSnapshot;
} as AsterAccountSnapshot;
}
src/exchanges/grvt/order.ts
+89 -18
View File
@@ -1,21 +1,92 @@
import { createOrderHandlers } from "../order-handlers";
import type { AsterOrder, CreateOrderParams } from "../types";
import type {
BaseOrderIntent,
ClosePositionIntent,
LimitOrderIntent,
MarketOrderIntent,
StopOrderIntent,
TrailingStopOrderIntent,
} from "../order-schema";
import { toStringBoolean } from "../order-schema";
const handlers = createOrderHandlers({
exchangeName: "GRVT",
defaultLimitTimeInForce: "GTX",
supportsTrailingStop: false,
supportsTriggerType: true,
defaultStopTriggerType: "STOP_LOSS",
stopDefaultReduceOnly: true,
stopDefaultClosePosition: true,
closeDefaultClosePosition: true,
});
function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
if (params.quantity === undefined) {
params.quantity = intent.quantity;
}
if (params.timeInForce === undefined && intent.timeInForce) {
params.timeInForce = intent.timeInForce;
}
if (intent.reduceOnly !== undefined) {
params.reduceOnly = toStringBoolean(intent.reduceOnly);
}
if (intent.closePosition !== undefined) {
params.closePosition = toStringBoolean(intent.closePosition);
}
return params;
}
export const {
createLimitOrder,
createMarketOrder,
createStopOrder,
createTrailingStopOrder,
createClosePositionOrder,
} = handlers;
export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "LIMIT",
quantity: intent.quantity,
price: intent.price,
timeInForce: intent.timeInForce ?? "GTX",
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "MARKET",
quantity: intent.quantity,
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "STOP_MARKET",
quantity: intent.quantity,
stopPrice: intent.stopPrice,
timeInForce: intent.timeInForce ?? "GTC",
triggerType: intent.triggerType ?? "STOP_LOSS",
closePosition: toStringBoolean(intent.closePosition ?? true),
reduceOnly: toStringBoolean(intent.reduceOnly ?? true),
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<AsterOrder> {
throw new Error("GRVT exchange does not support trailing stop orders");
}
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "MARKET",
quantity: intent.quantity,
reduceOnly: "true",
closePosition: toStringBoolean(intent.closePosition ?? true),
},
intent
);
return intent.adapter.createOrder(params);
}
src/exchanges/grvt/types.ts
-202
View File
@@ -1,202 +0,0 @@
export interface GrvtOrderLeg {
instrument: string;
size: string;
limit_price?: string;
is_buying_asset?: boolean;
}
export type GrvtTimeInForce =
| "GOOD_TILL_TIME"
| "ALL_OR_NONE"
| "IMMEDIATE_OR_CANCEL"
| "FILL_OR_KILL";
export interface GrvtOrderMetadata {
client_order_id?: string;
create_time?: string;
broker?: string | null;
trigger?: GrvtTriggerMetadata;
}
export interface GrvtOrderState {
status?: string;
reject_reason?: string | null;
book_size?: string[];
traded_size?: string[];
update_time?: string;
avg_fill_price?: string[];
}
export interface GrvtOrder {
order_id: string;
client_order_id?: string;
sub_account_id?: string;
is_market?: boolean;
time_in_force?: GrvtTimeInForce;
post_only?: boolean;
reduce_only?: boolean;
legs?: GrvtOrderLeg[];
metadata?: GrvtOrderMetadata;
state?: GrvtOrderState;
instrument?: string;
}
export interface GrvtTrade {
price: string;
size: string;
taker_side: "BUY" | "SELL";
timestamp: string;
}
export interface GrvtTradeHistoryResponse {
result?: GrvtTrade[];
}
export interface GrvtWebsocketMessage<T> {
stream: string;
selector: string;
sequence_number?: string;
feed: T;
}
export interface GrvtOrderUpdateFeed {
order_id: string;
client_order_id?: string;
sub_account_id?: string;
state?: GrvtOrderState;
traded_size?: string[];
update_time?: string;
}
export interface GrvtPositionUpdateFeed {
instrument: string;
size: string;
entry_price?: string;
mark_price?: string;
unrealized_pnl?: string;
sub_account_id?: string;
update_time?: string;
}
export interface GrvtDepthUpdateFeed {
instrument: string;
bids: GrvtDepthLevel[];
asks: GrvtDepthLevel[];
event_time?: string;
}
export interface GrvtTickerUpdateFeed {
instrument: string;
mark_price?: string;
last_trade_price?: string;
best_bid_price?: string;
best_ask_price?: string;
volume_24h?: string;
}
export interface GrvtOpenOrdersResponse {
result?: GrvtOrder[];
}
export interface GrvtPositionsResponse {
result?: GrvtPosition[];
}
export interface GrvtPosition {
instrument: string;
size: string;
entry_price?: string;
mark_price?: string;
unrealized_pnl?: string;
}
export interface GrvtAccountSnapshot {
total_unrealized_pnl?: string;
positions: GrvtPosition[];
settle_currency?: string;
available_balance?: string;
}
export interface GrvtBalancesResponse {
result?: {
total_unrealized_pnl?: string;
positions?: GrvtPosition[];
};
}
export interface GrvtDepthLevel {
price: string;
size: string;
}
export interface GrvtDepth {
instrument: string;
event_time?: string;
bids: GrvtDepthLevel[];
asks: GrvtDepthLevel[];
}
export interface GrvtTicker {
instrument: string;
mark_price?: string;
last_trade_price?: string;
best_bid_price?: string;
best_ask_price?: string;
volume_24h?: string;
}
export interface GrvtKline {
open_time: number;
close_time: number;
open: string;
high: string;
low: string;
close: string;
volume: string;
number_of_trades?: number;
}
export interface GrvtSignature {
signer: string;
r: string;
s: string;
v: number;
expiration: string;
nonce: number;
}
export interface GrvtUnsignedOrderLeg {
instrument: string;
size: string;
limit_price?: string;
is_buying_asset: boolean;
}
export interface GrvtTriggerMetadata {
trigger_type: "UNSPECIFIED" | "TAKE_PROFIT" | "STOP_LOSS";
tpsl: {
trigger_by: "UNSPECIFIED" | "INDEX" | "LAST" | "MID" | "MARK";
trigger_price: string;
close_position: boolean;
};
}
export interface GrvtOrderMetadataInput {
client_order_id: string;
trigger?: GrvtTriggerMetadata;
broker?: string | null;
}
export interface GrvtUnsignedOrder {
sub_account_id: string;
is_market: boolean;
time_in_force: GrvtTimeInForce;
post_only: boolean;
reduce_only: boolean;
legs: GrvtUnsignedOrderLeg[];
metadata: GrvtOrderMetadataInput;
}
export interface GrvtSignedOrder extends GrvtUnsignedOrder {
signature: GrvtSignature;
}
src/exchanges/lighter/adapter.ts
+2 -2
View File
@@ -7,7 +7,7 @@ import type {
OrderListener,
TickerListener,
} from "../adapter";
import type { Order, CreateOrderParams } from "../types";
import type { AsterOrder, CreateOrderParams } from "../types";
import { extractMessage } from "../../utils/errors";
import { LighterGateway, type LighterGatewayOptions } from "./gateway";
@@ -102,7 +102,7 @@ export class LighterExchangeAdapter implements ExchangeAdapter {
this.gateway.watchKlines(interval, handler);
}
async createOrder(params: CreateOrderParams): Promise<Order> {
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
await this.ensureInitialized("createOrder");
return this.gateway.createOrder(params);
}
src/exchanges/lighter/gateway.ts
+22 -19
View File
@@ -8,18 +8,20 @@ import type {
TickerListener,
} from "../adapter";
import type {
AccountAsset,
AccountSnapshot,
Depth,
Kline,
Order,
Ticker,
AsterAccountAsset,
AsterAccountSnapshot,
AsterDepth,
AsterKline,
AsterOrder,
AsterTicker,
CreateOrderParams,
} from "../types";
import { extractMessage } from "../../utils/errors";
import type { OrderSide, OrderType } from "../types";
import { LighterHttpClient } from "./http-client";
import { HttpNonceManager } from "./nonce-manager";
import { LighterSigner, type CreateOrderSignParams } from "./signer";
import { bytesToHex } from "./bytes";
import type {
LighterAccountDetails,
LighterAccountAsset,
@@ -37,6 +39,7 @@ import {
LIGHTER_HOSTS,
LIGHTER_ORDER_TYPE,
LIGHTER_TIME_IN_FORCE,
DEFAULT_ORDER_EXPIRY_PLACEHOLDER,
IMMEDIATE_OR_CANCEL_EXPIRY_PLACEHOLDER,
type LighterEnvironment,
} from "./constants";
@@ -189,12 +192,12 @@ export class LighterGateway {
private accountPollInFlight = false;
private ordersResyncTimer: ReturnType<typeof setInterval> | null = null;
private ordersResyncInFlight = false;
private readonly klineCache = new Map<string, Kline[]>();
private readonly accountEvent = createEvent<AccountSnapshot>();
private readonly ordersEvent = createEvent<Order[]>();
private readonly depthEvent = createEvent<Depth>();
private readonly tickerEvent = createEvent<Ticker>();
private readonly klinesEvent = createEvent<Kline[]>();
private readonly klineCache = new Map<string, AsterKline[]>();
private readonly accountEvent = createEvent<AsterAccountSnapshot>();
private readonly ordersEvent = createEvent<AsterOrder[]>();
private readonly depthEvent = createEvent<AsterDepth>();
private readonly tickerEvent = createEvent<AsterTicker>();
private readonly klinesEvent = createEvent<AsterKline[]>();
private readonly auth = { token: null as string | null, expiresAt: 0 };
private readonly l1Address: string | null;
private loggedCreateOrderPayload = false;
@@ -359,8 +362,8 @@ export class LighterGateway {
this.klinesEvent.add(handler);
}
async createOrder(params: CreateOrderParams): Promise<Order> {
const run = async (): Promise<Order> => {
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
const run = async (): Promise<AsterOrder> => {
await this.ensureInitialized();
const conversion = this.mapCreateOrderParams(params);
const { baseAmountScaledString, priceScaledString, triggerPriceScaledString, ...signParams } = conversion;
@@ -1710,7 +1713,7 @@ export class LighterGateway {
const bestAsk = getBestPrice(this.orderBook.asks, "ask");
if (bestBid == null && bestAsk == null) return;
const last = bestBid != null && bestAsk != null ? (bestBid + bestAsk) / 2 : (bestBid ?? bestAsk ?? 0);
const ticker: Ticker = {
const ticker: AsterTicker = {
symbol: this.displaySymbol,
eventType: "lighterSyntheticTicker",
eventTime: Date.now(),
@@ -1736,10 +1739,10 @@ export class LighterGateway {
this.tickerEvent.emit(ticker);
}
private buildAccountAssets(): AccountAsset[] {
private buildAccountAssets(): AsterAccountAsset[] {
if (!this.assets.size) return [];
const now = Date.now();
const list: AccountAsset[] = [];
const list: AsterAccountAsset[] = [];
for (const asset of this.assets.values()) {
const balanceNum = parseNumber(asset.balance);
const lockedNum = parseNumber(asset.locked_balance ?? 0);
@@ -2039,7 +2042,7 @@ function mergeLevels(existing: LighterOrderBookLevel[], updates: LighterOrderBoo
return Array.from(map.entries()).map(([price, size]) => ({ price, size } as LighterOrderBookLevel));
}
function cloneKlines(klines: Kline[]): Kline[] {
function cloneKlines(klines: AsterKline[]): AsterKline[] {
return klines.map((kline) => ({ ...kline }));
}
@@ -2207,7 +2210,7 @@ function extractJsonRequestId(message: any): string | null {
function tryParseTxInfo(value: string): unknown {
try {
return JSON.parse(value);
} catch {
} catch (_) {
return value;
}
}
src/exchanges/lighter/mappers.ts
+22 -22
View File
@@ -1,12 +1,12 @@
import type {
AccountAsset,
AccountPosition,
AccountSnapshot,
Depth,
DepthLevel,
Kline,
Order,
Ticker,
AsterAccountAsset,
AsterAccountPosition,
AsterAccountSnapshot,
AsterDepth,
AsterDepthLevel,
AsterKline,
AsterOrder,
AsterTicker,
OrderSide,
OrderType,
} from "../types";
@@ -23,8 +23,8 @@ import { coerceBooleanFlag, normalizeBooleanFlag } from "./flags";
import { normalizeOrderIdentity } from "./order-identity";
import { normalizeOrderStatus } from "./status";
export function toDepth(symbol: string, snapshot: LighterOrderBookSnapshot): Depth {
const toLevels = (levels: LighterOrderBookLevel[]): DepthLevel[] =>
export function toDepth(symbol: string, snapshot: LighterOrderBookSnapshot): AsterDepth {
const toLevels = (levels: LighterOrderBookLevel[]): AsterDepthLevel[] =>
levels.map((level) => [level.price, level.size]);
return {
symbol,
@@ -36,7 +36,7 @@ export function toDepth(symbol: string, snapshot: LighterOrderBookSnapshot): Dep
};
}
export function toTicker(symbol: string, stats: LighterMarketStats): Ticker {
export function toTicker(symbol: string, stats: LighterMarketStats): AsterTicker {
return {
symbol,
eventType: "lighterTicker",
@@ -50,10 +50,10 @@ export function toTicker(symbol: string, stats: LighterMarketStats): Ticker {
priceChange: stats.daily_price_change != null ? String(stats.daily_price_change) : undefined,
markPrice: stats.mid_price ?? stats.mark_price ?? stats.index_price,
weightedAvgPrice: undefined,
} as Ticker;
} as AsterTicker;
}
export function toKlines(symbol: string, interval: string, klines: LighterKline[]): Kline[] {
export function toKlines(symbol: string, interval: string, klines: LighterKline[]): AsterKline[] {
return klines.map((entry) => ({
symbol,
eventType: "lighterKline",
@@ -72,11 +72,11 @@ export function toKlines(symbol: string, interval: string, klines: LighterKline[
}));
}
export function toOrders(symbol: string, orders: LighterOrder[]): Order[] {
export function toOrders(symbol: string, orders: LighterOrder[]): AsterOrder[] {
return orders.map((order) => lighterOrderToAster(symbol, order));
}
export function lighterOrderToAster(symbol: string, order: LighterOrder): Order {
export function lighterOrderToAster(symbol: string, order: LighterOrder): AsterOrder {
const booleanIsAsk = normalizeBooleanFlag(order.is_ask);
const normalizedSide = order.side?.toLowerCase();
const side: OrderSide =
@@ -128,7 +128,7 @@ function computeExecutedQty(order: LighterOrder): string {
if (Number.isFinite(initial) && Number.isFinite(remaining)) {
return (initial - remaining).toString();
}
} catch {
} catch (_) {
// fall through
}
}
@@ -162,7 +162,7 @@ export function toAccountSnapshot(
symbol: string,
details: LighterAccountDetails,
positions: LighterPosition[] = [],
assets: AccountAsset[] = [],
assets: AsterAccountAsset[] = [],
options?: {
marketSymbol?: string | null;
marketId?: number | null;
@@ -172,7 +172,7 @@ export function toAccountSnapshot(
baseAssetId?: number | null;
quoteAssetId?: number | null;
}
): AccountSnapshot {
): AsterAccountSnapshot {
const targetSymbol = options?.marketSymbol ?? null;
const targetMarketId =
options?.marketId != null && Number.isFinite(Number(options.marketId))
@@ -228,7 +228,7 @@ export function toAccountSnapshot(
};
}
function defaultAsset(details: LighterAccountDetails, quoteAsset: string): AccountAsset[] {
function defaultAsset(details: LighterAccountDetails, quoteAsset: string): AsterAccountAsset[] {
return [
{
asset: quoteAsset || "USDC",
@@ -239,7 +239,7 @@ function defaultAsset(details: LighterAccountDetails, quoteAsset: string): Accou
];
}
function computeTotalWalletBalance(assets: AccountAsset[], details: LighterAccountDetails): string {
function computeTotalWalletBalance(assets: AsterAccountAsset[], details: LighterAccountDetails): string {
const sum = assets.reduce((acc, asset) => acc + Number(asset.walletBalance ?? 0), 0);
if (Number.isFinite(sum) && sum > 0) {
return sum.toString();
@@ -247,7 +247,7 @@ function computeTotalWalletBalance(assets: AccountAsset[], details: LighterAccou
return details.total_asset_value ?? details.collateral ?? "0";
}
function findAsset(assets: AccountAsset[], target: string | undefined | null): AccountAsset | undefined {
function findAsset(assets: AsterAccountAsset[], target: string | undefined | null): AsterAccountAsset | undefined {
if (!target) return undefined;
const normalizedTarget = target.toUpperCase().split(/[-:/]/)[0];
return assets.find((asset) => asset.asset.toUpperCase().split(/[-:/]/)[0] === normalizedTarget);
@@ -261,7 +261,7 @@ function normalizeMarketType(value: string | null | undefined): "perp" | "spot"
return undefined;
}
function lighterPositionToAster(symbol: string, position: LighterPosition): AccountPosition {
function lighterPositionToAster(symbol: string, position: LighterPosition): AsterAccountPosition {
const sign = position.sign ?? 0;
const positionSide = sign > 0 ? "LONG" : sign < 0 ? "SHORT" : "BOTH";
const magnitude = Number(position.position ?? 0);
src/exchanges/lighter/order.ts
+90 -19
View File
@@ -1,22 +1,93 @@
import { createOrderHandlers } from "../order-handlers";
import type { AsterOrder, CreateOrderParams } from "../types";
import type {
BaseOrderIntent,
ClosePositionIntent,
LimitOrderIntent,
MarketOrderIntent,
StopOrderIntent,
TrailingStopOrderIntent,
} from "../order-schema";
import { toStringBoolean } from "../order-schema";
const handlers = createOrderHandlers({
exchangeName: "Lighter",
defaultLimitTimeInForce: "GTC",
defaultMarketTimeInForce: "IOC",
defaultCloseTimeInForce: "IOC",
supportsTrailingStop: false,
supportsTriggerType: false,
stopDefaultReduceOnly: true,
stopDefaultClosePosition: true,
closeDefaultClosePosition: true,
});
function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
if (params.quantity === undefined) {
params.quantity = intent.quantity;
}
if (params.timeInForce === undefined && intent.timeInForce) {
params.timeInForce = intent.timeInForce;
}
if (intent.reduceOnly !== undefined) {
params.reduceOnly = toStringBoolean(intent.reduceOnly);
}
if (intent.closePosition !== undefined) {
params.closePosition = toStringBoolean(intent.closePosition);
}
return params;
}
export const {
createLimitOrder,
createMarketOrder,
createStopOrder,
createTrailingStopOrder,
createClosePositionOrder,
} = handlers;
export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "LIMIT",
quantity: intent.quantity,
price: intent.price,
timeInForce: intent.timeInForce ?? "GTC",
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "MARKET",
quantity: intent.quantity,
timeInForce: intent.timeInForce ?? "IOC",
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "STOP_MARKET",
quantity: intent.quantity,
stopPrice: intent.stopPrice,
timeInForce: intent.timeInForce ?? "GTC",
reduceOnly: toStringBoolean(intent.reduceOnly ?? true),
closePosition: toStringBoolean(intent.closePosition ?? true),
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<AsterOrder> {
throw new Error("Lighter exchange does not support trailing stop orders");
}
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "MARKET",
quantity: intent.quantity,
reduceOnly: "true",
closePosition: toStringBoolean(intent.closePosition ?? true),
timeInForce: intent.timeInForce ?? "IOC",
},
intent
);
return intent.adapter.createOrder(params);
}
src/exchanges/lighter/signer.ts
+7 -28
View File
@@ -100,13 +100,6 @@ class PythonSignerBridge {
pending.reject(new Error(String(error)));
return;
}
if (
Object.prototype.hasOwnProperty.call(payload, "txHash") ||
Object.prototype.hasOwnProperty.call(payload, "messageToSign")
) {
pending.resolve(payload);
return;
}
pending.resolve(payload.result ?? null);
}
@@ -188,7 +181,7 @@ export class LighterSigner {
await this.ensureReady();
const apiKeyIndex = params.apiKeyIndex ?? this.defaultKeyIndex;
const bridgePayload = await this.bridge.call("sign_create_order", {
const result = await this.bridge.call("sign_create_order", {
apiKeyIndex,
marketIndex: params.marketIndex,
clientOrderIndex: params.clientOrderIndex.toString(),
@@ -200,14 +193,13 @@ export class LighterSigner {
reduceOnly: params.reduceOnly,
triggerPrice: params.triggerPrice,
orderExpiry: params.orderExpiry.toString(),
expiredAt: params.expiredAt?.toString(),
nonce: params.nonce.toString(),
accountIndex: this.accountIndex.toString(),
});
const txInfo = this.resolveTxInfo(bridgePayload);
const txInfo = String(result);
let signature: string | undefined;
let txHash: string | undefined = this.resolveTxHash(bridgePayload);
let txHash: string | undefined;
try {
const parsed = JSON.parse(txInfo);
if (typeof parsed?.Sig === "string") signature = parsed.Sig;
@@ -228,7 +220,7 @@ export class LighterSigner {
await this.ensureReady();
const apiKeyIndex = params.apiKeyIndex ?? this.defaultKeyIndex;
const bridgePayload = await this.bridge.call("sign_cancel_order", {
const result = await this.bridge.call("sign_cancel_order", {
apiKeyIndex,
marketIndex: params.marketIndex,
orderIndex: params.orderIndex.toString(),
@@ -236,7 +228,7 @@ export class LighterSigner {
accountIndex: this.accountIndex.toString(),
});
const txInfo = this.resolveTxInfo(bridgePayload);
const txInfo = String(result);
let signature: string | undefined;
try {
const parsed = JSON.parse(txInfo);
@@ -256,7 +248,7 @@ export class LighterSigner {
await this.ensureReady();
const apiKeyIndex = params.apiKeyIndex ?? this.defaultKeyIndex;
const bridgePayload = await this.bridge.call("sign_cancel_all", {
const result = await this.bridge.call("sign_cancel_all", {
apiKeyIndex,
timeInForce: params.timeInForce,
scheduledTime: params.scheduledTime.toString(),
@@ -264,7 +256,7 @@ export class LighterSigner {
accountIndex: this.accountIndex.toString(),
});
const txInfo = this.resolveTxInfo(bridgePayload);
const txInfo = String(result);
let signature: string | undefined;
try {
const parsed = JSON.parse(txInfo);
@@ -290,17 +282,4 @@ export class LighterSigner {
});
return String(result ?? "");
}
private resolveTxInfo(payload: unknown): string {
if (payload && typeof payload === "object" && "result" in payload) {
return String((payload as { result?: unknown }).result ?? "");
}
return String(payload ?? "");
}
private resolveTxHash(payload: unknown): string | undefined {
if (!payload || typeof payload !== "object") return undefined;
const hash = (payload as { txHash?: unknown }).txHash;
return typeof hash === "string" && hash.length > 0 ? hash : undefined;
}
}
src/exchanges/nado/adapter.ts
+82 -18
View File
@@ -1,3 +1,4 @@
import { setTimeout, clearTimeout } from "timers";
import type {
AccountListener,
DepthListener,
@@ -8,10 +9,9 @@ import type {
OrderListener,
TickerListener,
} from "../adapter";
import type { Order, CreateOrderParams } from "../types";
import type { AsterOrder, CreateOrderParams } from "../types";
import { extractMessage } from "../../utils/errors";
import { NadoGateway, type NadoGatewayOptions } from "./gateway";
import { createSafeInvoke, createInitManager } from "../adapter-utils";
import type { ChainEnv } from "@nadohq/shared";
import type { Address } from "viem";
@@ -35,8 +35,11 @@ export class NadoExchangeAdapter implements ExchangeAdapter {
private readonly gateway: NadoGateway;
private readonly symbol: string;
private readonly safeInvoke = createSafeInvoke("NadoExchangeAdapter");
private readonly init: ReturnType<typeof createInitManager>;
private initPromise: Promise<void> | null = null;
private readonly initContexts = new Set<string>();
private retryTimer: ReturnType<typeof setTimeout> | null = null;
private retryDelayMs = 3000;
private lastInitErrorAt = 0;
constructor(credentials: NadoCredentials = {}) {
const signerPrivateKey = credentials.signerPrivateKey ?? process.env.NADO_SIGNER_PRIVATE_KEY;
@@ -76,9 +79,6 @@ export class NadoExchangeAdapter implements ExchangeAdapter {
(process.env.NADO_STOP_TRIGGER_SOURCE as NadoGatewayOptions["stopTriggerSource"] | undefined),
logger: (context, error) => this.logError(context, error),
});
this.init = createInitManager("NadoExchangeAdapter", () =>
this.gateway.ensureInitialized(this.symbol),
);
}
supportsTrailingStops(): boolean {
@@ -86,52 +86,52 @@ export class NadoExchangeAdapter implements ExchangeAdapter {
}
watchAccount(cb: AccountListener): void {
void this.init.ensureInitialized("watchAccount");
void this.ensureInitialized("watchAccount");
this.gateway.onAccount(this.safeInvoke("watchAccount", cb));
}
watchOrders(cb: OrderListener): void {
void this.init.ensureInitialized("watchOrders");
void this.ensureInitialized("watchOrders");
this.gateway.onOrders(this.safeInvoke("watchOrders", cb));
}
watchDepth(symbol: string, cb: DepthListener): void {
void this.init.ensureInitialized(`watchDepth:${symbol}`);
void this.ensureInitialized(`watchDepth:${symbol}`);
this.gateway.onDepth(symbol, this.safeInvoke("watchDepth", cb));
}
watchTicker(symbol: string, cb: TickerListener): void {
void this.init.ensureInitialized(`watchTicker:${symbol}`);
void this.ensureInitialized(`watchTicker:${symbol}`);
this.gateway.onTicker(symbol, this.safeInvoke("watchTicker", cb));
}
watchKlines(symbol: string, interval: string, cb: KlineListener): void {
void this.init.ensureInitialized(`watchKlines:${symbol}:${interval}`);
void this.ensureInitialized(`watchKlines:${symbol}:${interval}`);
this.gateway.onKlines(symbol, interval, this.safeInvoke("watchKlines", cb));
}
watchFundingRate(symbol: string, cb: FundingRateListener): void {
void this.init.ensureInitialized(`watchFundingRate:${symbol}`);
void this.ensureInitialized(`watchFundingRate:${symbol}`);
this.gateway.onFundingRate(symbol, this.safeInvoke("watchFundingRate", cb));
}
async createOrder(params: CreateOrderParams): Promise<Order> {
await this.init.ensureInitialized("createOrder");
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
await this.ensureInitialized("createOrder");
return this.gateway.createOrder(params);
}
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
await this.init.ensureInitialized("cancelOrder");
await this.ensureInitialized("cancelOrder");
await this.gateway.cancelOrder(params);
}
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
await this.init.ensureInitialized("cancelOrders");
await this.ensureInitialized("cancelOrders");
await this.gateway.cancelOrders(params);
}
async cancelAllOrders(params: { symbol: string }): Promise<void> {
await this.init.ensureInitialized("cancelAllOrders");
await this.ensureInitialized("cancelAllOrders");
await this.gateway.cancelAllOrders(params);
}
@@ -144,6 +144,70 @@ export class NadoExchangeAdapter implements ExchangeAdapter {
}
}
private safeInvoke<T extends (...args: any[]) => void>(context: string, cb: T): T {
const wrapped = ((...args: any[]) => {
try {
cb(...args);
} catch (error) {
console.error(`[NadoExchangeAdapter] ${context} handler failed: ${extractMessage(error)}`);
}
}) as T;
return wrapped;
}
private ensureInitialized(context?: string): Promise<void> {
if (!this.initPromise) {
this.initContexts.clear();
this.initPromise = this.gateway
.ensureInitialized(this.symbol)
.then((value) => {
this.clearRetry();
return value;
})
.catch((error) => {
this.handleInitError("initialize", error);
this.initPromise = null;
this.scheduleRetry();
throw error;
});
}
if (context && !this.initContexts.has(context)) {
this.initContexts.add(context);
this.initPromise.catch((error) => {
this.handleInitError(context, error);
this.scheduleRetry();
});
}
return this.initPromise;
}
private scheduleRetry(): void {
if (this.retryTimer) return;
this.retryTimer = setTimeout(() => {
this.retryTimer = null;
if (this.initPromise) return;
this.retryDelayMs = Math.min(this.retryDelayMs * 2, 60_000);
void this.ensureInitialized("retry");
}, this.retryDelayMs);
}
private clearRetry(): void {
if (this.retryTimer) {
clearTimeout(this.retryTimer);
this.retryTimer = null;
}
this.retryDelayMs = 3000;
}
private handleInitError(context: string, error: unknown): void {
const now = Date.now();
if (now - this.lastInitErrorAt < 5000) return;
this.lastInitErrorAt = now;
console.error(`[NadoExchangeAdapter] ${context} failed`, error);
}
private logError(context: string, error: unknown): void {
const detail = extractMessage(error);
const message = `[NadoExchangeAdapter] ${context} failed: ${detail}`;
src/exchanges/nado/gateway.ts
+23 -23
View File
@@ -23,13 +23,13 @@ import type {
TickerListener,
} from "../adapter";
import type {
AccountAsset,
AccountPosition,
AccountSnapshot,
Depth,
Kline,
Order,
Ticker,
AsterAccountAsset,
AsterAccountPosition,
AsterAccountSnapshot,
AsterDepth,
AsterKline,
AsterOrder,
AsterTicker,
CreateOrderParams,
TimeInForce,
} from "../types";
@@ -331,7 +331,7 @@ export class NadoGateway {
private readonly openOrdersByDigest = new Map<string, LocalOrder>();
private readonly triggerOrdersByDigest = new Map<string, TriggerOrder>();
private accountSnapshot: AccountSnapshot | null = null;
private accountSnapshot: AsterAccountSnapshot | null = null;
private lastAccountSyncAt = 0;
private gatewayWs: NodeWebSocket | null = null;
@@ -356,7 +356,7 @@ export class NadoGateway {
private accountPollTimer: ReturnType<typeof setInterval> | null = null;
private ordersPollTimer: ReturnType<typeof setInterval> | null = null;
private triggerOrdersPollTimer: ReturnType<typeof setInterval> | null = null;
private klinesState = new Map<string, { productId: number; periodSec: number; klines: Kline[] }>();
private klinesState = new Map<string, { productId: number; periodSec: number; klines: AsterKline[] }>();
private subscriptionRequestId = 1;
private subscriptionAuthComplete = false;
@@ -567,7 +567,7 @@ export class NadoGateway {
};
}
async createOrder(params: CreateOrderParams): Promise<Order> {
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
await this.ensureInitialized(params.symbol);
const meta = this.getSymbolMetaOrThrow(params.symbol);
if (params.type === "STOP_MARKET") {
@@ -1139,7 +1139,7 @@ export class NadoGateway {
return Number.isFinite(asNumber) && asNumber > 0 ? Math.floor(asNumber) : 60;
}
private async fetchCandlesticks(productId: number, periodSec: number, limit: number): Promise<Kline[]> {
private async fetchCandlesticks(productId: number, periodSec: number, limit: number): Promise<AsterKline[]> {
try {
const result = await this.indexer.getCandlesticks({ productId, period: periodSec, limit });
const reversed = Array.from(result).reverse();
@@ -1262,8 +1262,8 @@ export class NadoGateway {
}
}
private buildAsterOrdersSnapshot(): Order[] {
const orders: Order[] = [];
private buildAsterOrdersSnapshot(): AsterOrder[] {
const orders: AsterOrder[] = [];
for (const order of this.openOrdersByDigest.values()) {
const meta = this.symbolMetaByProductId.get(order.productId);
if (!meta) continue;
@@ -1322,7 +1322,7 @@ export class NadoGateway {
return orders;
}
private buildDepthSnapshot(productId: number, symbol: string): Depth | null {
private buildDepthSnapshot(productId: number, symbol: string): AsterDepth | null {
const bbo = this.bestBidOfferByProductId.get(productId);
if (!bbo) return null;
const bids: [string, string][] = [[fromX18(bbo.bidX18).toFixed(), fromX18(bbo.bidQtyX18).toFixed()]];
@@ -1336,7 +1336,7 @@ export class NadoGateway {
};
}
private buildTickerSnapshot(productId: number, symbol: string): Ticker | null {
private buildTickerSnapshot(productId: number, symbol: string): AsterTicker | null {
const bbo = this.bestBidOfferByProductId.get(productId);
if (!bbo) return null;
const trade = this.lastTradePriceByProductId.get(productId);
@@ -1360,10 +1360,10 @@ export class NadoGateway {
};
}
private mapSubaccountInfoToAsterSnapshot(data: NonNullable<NadoSubaccountInfoResponse["data"]>): AccountSnapshot {
private mapSubaccountInfoToAsterSnapshot(data: NonNullable<NadoSubaccountInfoResponse["data"]>): AsterAccountSnapshot {
const now = nowMs();
const assets: AccountAsset[] = [];
const positions: AccountPosition[] = [];
const assets: AsterAccountAsset[] = [];
const positions: AsterAccountPosition[] = [];
const spotBalanceByProductId = new Map<number, string>();
for (const entry of data.spot_balances ?? []) {
@@ -1684,7 +1684,7 @@ export class NadoGateway {
try {
const text = typeof data === "string" ? data : data.toString("utf8");
message = JSON.parse(text);
} catch {
} catch (_error) {
return;
}
if (!message || typeof message !== "object") return;
@@ -1771,7 +1771,7 @@ export class NadoGateway {
if (state.periodSec !== event.granularity) continue;
const openTime = event.timestamp * 1000;
const closeTime = openTime + state.periodSec * 1000 - 1;
const next: Kline = {
const next: AsterKline = {
openTime,
closeTime,
open: fromX18(event.open_x18).toFixed(),
@@ -1795,7 +1795,7 @@ export class NadoGateway {
}
}
private async createLimitOrder(meta: SymbolMeta, params: CreateOrderParams): Promise<Order> {
private async createLimitOrder(meta: SymbolMeta, params: CreateOrderParams): Promise<AsterOrder> {
if (!this.chainId) throw new Error("Nado not initialized (chainId missing)");
const side = params.side;
const qty = params.quantity ?? 0;
@@ -1905,7 +1905,7 @@ export class NadoGateway {
};
}
private async createMarketOrder(meta: SymbolMeta, params: CreateOrderParams): Promise<Order> {
private async createMarketOrder(meta: SymbolMeta, params: CreateOrderParams): Promise<AsterOrder> {
if (!this.chainId) throw new Error("Nado not initialized (chainId missing)");
const side = params.side;
const qty = params.quantity ?? 0;
@@ -2017,7 +2017,7 @@ export class NadoGateway {
};
}
private async createStopOrder(meta: SymbolMeta, params: CreateOrderParams): Promise<Order> {
private async createStopOrder(meta: SymbolMeta, params: CreateOrderParams): Promise<AsterOrder> {
if (!this.chainId || !this.endpointAddr) throw new Error("Nado not initialized (contracts missing)");
const side = params.side;
const qty = params.quantity ?? 0;
src/exchanges/nado/order.ts
+90 -19
View File
@@ -1,22 +1,93 @@
import { createOrderHandlers } from "../order-handlers";
import type { AsterOrder, CreateOrderParams } from "../types";
import type {
BaseOrderIntent,
ClosePositionIntent,
LimitOrderIntent,
MarketOrderIntent,
StopOrderIntent,
TrailingStopOrderIntent,
} from "../order-schema";
import { toStringBoolean } from "../order-schema";
const handlers = createOrderHandlers({
exchangeName: "Nado",
defaultLimitTimeInForce: "GTC",
defaultMarketTimeInForce: "IOC",
defaultCloseTimeInForce: "IOC",
supportsTrailingStop: false,
supportsTriggerType: false,
stopDefaultReduceOnly: true,
stopDefaultClosePosition: true,
closeDefaultClosePosition: true,
});
function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
if (params.quantity === undefined) {
params.quantity = intent.quantity;
}
if (params.timeInForce === undefined && intent.timeInForce) {
params.timeInForce = intent.timeInForce;
}
if (intent.reduceOnly !== undefined) {
params.reduceOnly = toStringBoolean(intent.reduceOnly);
}
if (intent.closePosition !== undefined) {
params.closePosition = toStringBoolean(intent.closePosition);
}
return params;
}
export const {
createLimitOrder,
createMarketOrder,
createStopOrder,
createTrailingStopOrder,
createClosePositionOrder,
} = handlers;
export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "LIMIT",
quantity: intent.quantity,
price: intent.price,
timeInForce: intent.timeInForce ?? "GTC",
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "MARKET",
quantity: intent.quantity,
timeInForce: intent.timeInForce ?? "IOC",
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "STOP_MARKET",
quantity: intent.quantity,
stopPrice: intent.stopPrice,
timeInForce: intent.timeInForce ?? "GTC",
reduceOnly: toStringBoolean(intent.reduceOnly ?? true),
closePosition: toStringBoolean(intent.closePosition ?? true),
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<AsterOrder> {
throw new Error("Nado exchange does not support trailing stop orders");
}
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "MARKET",
quantity: intent.quantity,
reduceOnly: "true",
closePosition: toStringBoolean(intent.closePosition ?? true),
timeInForce: intent.timeInForce ?? "IOC",
},
intent
);
return intent.adapter.createOrder(params);
}
src/exchanges/ondoperps/adapter.ts
-150
View File
@@ -1,150 +0,0 @@
import type {
AccountListener,
ConnectionEventListener,
DepthListener,
ExchangeAdapter,
ExchangePrecision,
FundingRateListener,
KlineListener,
OrderListener,
TickerListener,
} from "../adapter";
import { createInitManager, createSafeInvoke } from "../adapter-utils";
import type { CreateOrderParams, Order } from "../types";
import { OndoperpsGateway, type OndoperpsGatewayOptions } from "./gateway";
export interface OndoperpsCredentials {
apiKeyId?: string;
apiSecret?: string;
symbol?: string;
baseUrl?: string;
wsUrl?: string;
builderCode?: string;
builderFeeRateBps?: number;
logger?: OndoperpsGatewayOptions["logger"];
}
export class OndoperpsExchangeAdapter implements ExchangeAdapter {
readonly id = "ondoperps";
private readonly gateway: OndoperpsGateway;
private readonly symbol: string;
private readonly safeInvoke = createSafeInvoke("OndoperpsExchangeAdapter");
private readonly init: ReturnType<typeof createInitManager>;
constructor(credentials: OndoperpsCredentials = {}) {
const apiKeyId = credentials.apiKeyId ?? process.env.ONDOPERPS_API_KEY_ID ?? process.env.ONDOPERP_API_KEY_ID ?? process.env.ONDO_KEY_ID;
const apiSecret = credentials.apiSecret ?? process.env.ONDOPERPS_API_SECRET ?? process.env.ONDOPERP_API_SECRET ?? process.env.ONDO_API_SECRET;
if (!apiKeyId || !apiSecret) {
throw new Error("Missing ONDOPERPS_API_KEY_ID or ONDOPERPS_API_SECRET environment variable");
}
this.symbol = credentials.symbol ?? process.env.ONDOPERPS_SYMBOL ?? process.env.ONDOPERP_SYMBOL ?? process.env.TRADE_SYMBOL ?? "BTC-USD.P";
const sandbox = parseBoolean(process.env.ONDOPERPS_SANDBOX ?? process.env.ONDOPERP_SANDBOX);
this.gateway = new OndoperpsGateway({
apiKeyId,
apiSecret,
symbol: this.symbol,
baseUrl: credentials.baseUrl ?? process.env.ONDOPERPS_BASE_URL ?? process.env.ONDOPERP_BASE_URL ?? (sandbox ? "https://api.ondoperps-sandbox.xyz" : undefined),
wsUrl: credentials.wsUrl ?? process.env.ONDOPERPS_WS_URL ?? process.env.ONDOPERP_WS_URL ?? (sandbox ? "wss://api.ondoperps-sandbox.xyz/ws" : undefined),
builderCode: credentials.builderCode ?? process.env.ONDOPERPS_BUILDER_CODE ?? process.env.ONDOPERP_BUILDER_CODE,
builderFeeRateBps: credentials.builderFeeRateBps ?? parseNumber(
process.env.ONDOPERPS_BUILDER_FEE_RATE_BPS ?? process.env.ONDOPERP_BUILDER_FEE_RATE_BPS,
),
logger: credentials.logger,
});
this.init = createInitManager("OndoperpsExchangeAdapter", () => this.gateway.ensureInitialized());
}
supportsTrailingStops(): boolean {
return false;
}
watchAccount(cb: AccountListener): void {
void this.init.ensureInitialized("watchAccount");
this.gateway.onAccount(this.safeInvoke("watchAccount", cb));
}
watchOrders(cb: OrderListener): void {
void this.init.ensureInitialized("watchOrders");
this.gateway.onOrders(this.safeInvoke("watchOrders", cb));
}
watchDepth(symbol: string, cb: DepthListener): void {
void this.init.ensureInitialized("watchDepth");
this.gateway.onDepth(symbol, this.safeInvoke("watchDepth", cb));
}
watchTicker(symbol: string, cb: TickerListener): void {
void this.init.ensureInitialized("watchTicker");
this.gateway.onTicker(symbol, this.safeInvoke("watchTicker", cb));
}
watchKlines(symbol: string, interval: string, cb: KlineListener): void {
void this.init.ensureInitialized("watchKlines");
this.gateway.onKlines(symbol, interval, this.safeInvoke("watchKlines", cb));
}
watchFundingRate(symbol: string, cb: FundingRateListener): void {
void this.init.ensureInitialized("watchFundingRate");
this.gateway.onFundingRate(symbol, this.safeInvoke("watchFundingRate", cb));
}
async createOrder(params: CreateOrderParams): Promise<Order> {
await this.init.ensureInitialized("createOrder");
return this.gateway.createOrder(params);
}
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
await this.init.ensureInitialized("cancelOrder");
await this.gateway.cancelOrder(params);
}
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
await this.init.ensureInitialized("cancelOrders");
await this.gateway.cancelOrders(params);
}
async cancelAllOrders(params: { symbol: string }): Promise<void> {
await this.init.ensureInitialized("cancelAllOrders");
await this.gateway.cancelAllOrders(params);
}
async getPrecision(): Promise<ExchangePrecision | null> {
await this.init.ensureInitialized("getPrecision");
return this.gateway.getPrecision(this.symbol);
}
onConnectionEvent(listener: ConnectionEventListener): void {
this.gateway.onConnectionEvent(listener);
}
offConnectionEvent(listener: ConnectionEventListener): void {
this.gateway.offConnectionEvent(listener);
}
async queryOpenOrders(): Promise<Order[]> {
await this.init.ensureInitialized("queryOpenOrders");
return this.gateway.queryOpenOrders();
}
async queryAccountSnapshot() {
await this.init.ensureInitialized("queryAccountSnapshot");
return this.gateway.queryAccountSnapshot();
}
async forceCancelAllOrders(): Promise<boolean> {
await this.init.ensureInitialized("forceCancelAllOrders");
return this.gateway.forceCancelAllOrders();
}
}
function parseBoolean(value: string | undefined): boolean {
if (!value) return false;
return ["1", "true", "yes", "on"].includes(value.trim().toLowerCase());
}
function parseNumber(value: string | undefined): number | undefined {
if (!value) return undefined;
const number = Number(value);
return Number.isFinite(number) ? number : undefined;
}
src/exchanges/ondoperps/gateway.ts
-1385
View File
File diff suppressed because it is too large Load Diff
src/exchanges/ondoperps/order.ts
-23
View File
@@ -1,23 +0,0 @@
import { createOrderHandlers } from "../order-handlers";
const handlers = createOrderHandlers({
exchangeName: "Ondo Perps",
defaultLimitTimeInForce: "GTX",
defaultMarketTimeInForce: "IOC",
defaultCloseTimeInForce: "IOC",
defaultStopTimeInForce: "GTC",
defaultStopTriggerType: "STOP_LOSS",
supportsTrailingStop: false,
supportsTriggerType: true,
stopDefaultReduceOnly: true,
stopDefaultClosePosition: true,
closeDefaultClosePosition: true,
});
export const {
createLimitOrder,
createMarketOrder,
createStopOrder,
createTrailingStopOrder,
createClosePositionOrder,
} = handlers;
src/exchanges/ondoperps/types.ts
-173
View File
@@ -1,173 +0,0 @@
export interface OndoperpsApiResponse<T> {
success: boolean;
result?: T;
error?: string;
error_code?: string;
}
export interface OndoperpsOrder {
orderId: string;
clientOrderId?: string;
parentOrderId?: string;
side: "buy" | "sell";
price?: string;
size: string;
market: string;
filledSize?: string;
lastFillSize?: string;
filledCost?: string;
realizedPnl?: string;
fee?: string;
feeRebate?: string;
status: "open" | "fullyfilled" | "canceled" | "pending" | "untriggered" | string;
createdAt: string;
filledAt?: string;
canceledAt?: string;
cancelReason?: string;
type: "limit" | "market" | "stopMarket" | "takeProfitMarket" | string;
timeInForce?: "GTC" | "IOC" | "FOK";
reduceOnly?: boolean;
closePosition?: boolean;
stopOrderType?: "stopLoss" | "takeProfit";
triggerPrice?: string;
}
export interface OndoperpsPosition {
market: string;
direction: "long" | "short" | "neutral";
netQuantity: string;
averageEntryPrice: string;
usedMargin: string;
unrealizedPnl: string;
markPrice: string;
liquidationPrice: string;
bankruptcyPrice: string;
maintenanceMargin: string;
notionalValue: string;
leverage: string;
netFundingSinceNeutral: string;
returnOnEquity: string;
stopLossTriggerPrice?: string;
takeProfitTriggerPrice?: string;
}
export interface OndoperpsBalance {
walletBalance: string;
realizedPnl: string;
unrealizedPnl: string;
marginBalance: string;
usedMargin: string;
availableMargin: string;
withdrawableMargin: string;
maintenanceMarginRequirement: string;
totalMaintenanceMargin: string;
marginRatio: string;
leverage: string;
underLiquidation: boolean;
totalFundingPayments: string;
totalTradingFees: string;
totalPnL: string;
netInvested?: string;
}
export interface OndoperpsStopOrders {
market: string;
positionDirection: "long" | "short" | "neutral";
stopLoss?: string | null;
takeProfit?: string | null;
}
export type OndoperpsBookLevel = [string, string];
export interface OndoperpsBookSnapshot {
market: string;
time: string;
bids: OndoperpsBookLevel[];
asks: OndoperpsBookLevel[];
depthLevels?: string;
}
export interface OndoperpsCandle {
startTime: string;
open: string;
high: string;
low: string;
close: string;
volume: string;
}
export interface OndoperpsWsKline {
m: string;
t: number;
s: number;
e: number;
o: number;
h: number;
l: number;
c: number;
v: number;
x?: boolean;
}
export interface OndoperpsContract {
market: string;
displayName?: string;
productType: string;
contractType: string;
baseCurrency: string;
quoteCurrency: string;
disabled: boolean;
lastPrice?: string;
baseVolume?: string;
quoteVolume?: string;
usdVolume?: string;
bid?: string;
ask?: string;
high?: string;
low?: string;
openInterest?: string;
openInterestUsd?: string;
indexPrice?: string;
fundingRate?: string;
nextFundingRate?: string;
nextFundingRateTimestamp?: string;
makerFee?: string;
takerFee?: string;
priceChangePercent?: string;
isClosed?: boolean;
}
export interface OndoperpsMarkPrice {
market: string;
price: string;
markPrice: string;
oraclePrice?: string;
lastExternalPrice?: string;
lastUpdatedTime?: string;
}
export interface OndoperpsFundingRate {
market: string;
rate: string;
intervalEnds?: string;
}
export interface OndoperpsTradingPair {
market: string;
baseIncrement: string;
quoteIncrement: string;
}
export interface OndoperpsMarketsResult {
perps?: {
tradingPairs?: OndoperpsTradingPair[];
};
}
export interface OndoperpsWsMessage {
type: "pong" | "loggedIn" | "subscribed" | "unsubscribed" | "update" | "error" | string;
channel?: string;
code?: number;
msg?: string;
data?: unknown;
}
src/exchanges/order-handlers.ts
-147
View File
@@ -1,147 +0,0 @@
import type { Order, CreateOrderParams, TimeInForce } from "./types";
import type {
BaseOrderIntent,
ClosePositionIntent,
LimitOrderIntent,
MarketOrderIntent,
StopOrderIntent,
TrailingStopOrderIntent,
} from "./order-schema";
import { toStringBoolean } from "./order-schema";
export interface OrderHandlerConfig {
exchangeName: string;
defaultLimitTimeInForce: TimeInForce | "GTX";
defaultMarketTimeInForce?: TimeInForce;
defaultCloseTimeInForce?: TimeInForce;
defaultStopTimeInForce?: TimeInForce;
defaultStopTriggerType?: "UNSPECIFIED" | "TAKE_PROFIT" | "STOP_LOSS";
supportsTrailingStop: boolean;
supportsTriggerType: boolean;
stopDefaultReduceOnly?: boolean;
stopDefaultClosePosition?: boolean;
closeDefaultClosePosition?: boolean;
stopPriceAsPrice?: boolean;
}
export interface OrderHandlers {
createLimitOrder(intent: LimitOrderIntent): Promise<Order>;
createMarketOrder(intent: MarketOrderIntent): Promise<Order>;
createStopOrder(intent: StopOrderIntent): Promise<Order>;
createTrailingStopOrder(intent: TrailingStopOrderIntent): Promise<Order>;
createClosePositionOrder(intent: ClosePositionIntent): Promise<Order>;
}
function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
if (params.quantity === undefined) {
params.quantity = intent.quantity;
}
if (params.timeInForce === undefined && intent.timeInForce) {
params.timeInForce = intent.timeInForce;
}
if (intent.reduceOnly !== undefined) {
params.reduceOnly = toStringBoolean(intent.reduceOnly);
}
if (intent.closePosition !== undefined) {
params.closePosition = toStringBoolean(intent.closePosition);
}
if (intent.clientOrderId !== undefined) {
params.clientOrderId = intent.clientOrderId;
}
return params;
}
export function createOrderHandlers(config: OrderHandlerConfig): OrderHandlers {
return {
async createLimitOrder(intent: LimitOrderIntent): Promise<Order> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "LIMIT",
quantity: intent.quantity,
price: intent.price,
timeInForce: intent.timeInForce ?? config.defaultLimitTimeInForce,
slPrice: intent.slPrice,
tpPrice: intent.tpPrice,
},
intent,
);
return intent.adapter.createOrder(params);
},
async createMarketOrder(intent: MarketOrderIntent): Promise<Order> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "MARKET",
quantity: intent.quantity,
timeInForce: intent.timeInForce ?? config.defaultMarketTimeInForce,
},
intent,
);
return intent.adapter.createOrder(params);
},
async createStopOrder(intent: StopOrderIntent): Promise<Order> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "STOP_MARKET",
quantity: intent.quantity,
stopPrice: intent.stopPrice,
timeInForce: intent.timeInForce ?? (config.defaultStopTimeInForce ?? "GTC"),
triggerType: config.supportsTriggerType ? (intent.triggerType ?? config.defaultStopTriggerType) : undefined,
price: config.stopPriceAsPrice ? intent.stopPrice : undefined,
},
intent,
);
if (config.stopDefaultReduceOnly && intent.reduceOnly === undefined) {
params.reduceOnly = "true";
}
if (config.stopDefaultClosePosition && intent.closePosition === undefined) {
params.closePosition = "true";
}
return intent.adapter.createOrder(params);
},
async createTrailingStopOrder(intent: TrailingStopOrderIntent): Promise<Order> {
if (!config.supportsTrailingStop) {
throw new Error(`${config.exchangeName} does not support trailing stop orders`);
}
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "TRAILING_STOP_MARKET",
quantity: intent.quantity,
activationPrice: intent.activationPrice,
callbackRate: intent.callbackRate,
timeInForce: intent.timeInForce ?? "GTC",
},
intent,
);
return intent.adapter.createOrder(params);
},
async createClosePositionOrder(intent: ClosePositionIntent): Promise<Order> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "MARKET",
quantity: intent.quantity,
reduceOnly: "true",
timeInForce: intent.timeInForce ?? config.defaultCloseTimeInForce,
},
intent,
);
if (config.closeDefaultClosePosition && intent.closePosition === undefined) {
params.closePosition = "true";
}
return intent.adapter.createOrder(params);
},
};
}
src/exchanges/order-router.ts
+12 -21
View File
@@ -1,5 +1,5 @@
import type { ExchangeAdapter } from "./adapter";
import type { Order } from "./types";
import type { AsterOrder } from "./types";
import { SUPPORTED_EXCHANGE_IDS, type SupportedExchangeId } from "./create-adapter";
import type {
BaseOrderIntent,
@@ -17,16 +17,15 @@ import * as paradexOrders from "./paradex/order";
import * as nadoOrders from "./nado/order";
import * as standxOrders from "./standx/order";
import * as binanceOrders from "./binance/order";
import * as ondoperpsOrders from "./ondoperps/order";
type ExchangeKey = SupportedExchangeId;
interface ExchangeOrderHandlers {
limit(intent: LimitOrderIntent): Promise<Order>;
market(intent: MarketOrderIntent): Promise<Order>;
stop(intent: StopOrderIntent): Promise<Order>;
trailingStop?: (intent: TrailingStopOrderIntent) => Promise<Order>;
close(intent: ClosePositionIntent): Promise<Order>;
limit(intent: LimitOrderIntent): Promise<AsterOrder>;
market(intent: MarketOrderIntent): Promise<AsterOrder>;
stop(intent: StopOrderIntent): Promise<AsterOrder>;
trailingStop?: (intent: TrailingStopOrderIntent) => Promise<AsterOrder>;
close(intent: ClosePositionIntent): Promise<AsterOrder>;
}
const handlerMap: Record<ExchangeKey, ExchangeOrderHandlers> = {
@@ -86,21 +85,13 @@ const handlerMap: Record<ExchangeKey, ExchangeOrderHandlers> = {
trailingStop: binanceOrders.createTrailingStopOrder,
close: binanceOrders.createClosePositionOrder,
},
ondoperps: {
limit: ondoperpsOrders.createLimitOrder,
market: ondoperpsOrders.createMarketOrder,
stop: ondoperpsOrders.createStopOrder,
trailingStop: ondoperpsOrders.createTrailingStopOrder,
close: ondoperpsOrders.createClosePositionOrder,
},
};
const knownExchanges: ExchangeKey[] = [...SUPPORTED_EXCHANGE_IDS];
function normalizeExchangeId(value: string | undefined | null): string | undefined {
if (!value) return undefined;
const normalized = value.trim().toLowerCase();
return normalized === "ondoperp" ? "ondoperps" : normalized;
return value.trim().toLowerCase();
}
function resolveExchangeKey(adapter: ExchangeAdapter): ExchangeKey {
@@ -126,19 +117,19 @@ function getHandlers(intent: BaseOrderIntent): ExchangeOrderHandlers {
return handlers;
}
export function routeLimitOrder(intent: LimitOrderIntent): Promise<Order> {
export function routeLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
return getHandlers(intent).limit(intent);
}
export function routeMarketOrder(intent: MarketOrderIntent): Promise<Order> {
export function routeMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
return getHandlers(intent).market(intent);
}
export function routeStopOrder(intent: StopOrderIntent): Promise<Order> {
export function routeStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
return getHandlers(intent).stop(intent);
}
export function routeTrailingStopOrder(intent: TrailingStopOrderIntent): Promise<Order> {
export function routeTrailingStopOrder(intent: TrailingStopOrderIntent): Promise<AsterOrder> {
const handlers = getHandlers(intent);
if (!handlers.trailingStop) {
throw new Error("Trailing stop orders are not supported by the current exchange");
@@ -146,6 +137,6 @@ export function routeTrailingStopOrder(intent: TrailingStopOrderIntent): Promise
return handlers.trailingStop(intent);
}
export function routeCloseOrder(intent: ClosePositionIntent): Promise<Order> {
export function routeCloseOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
return getHandlers(intent).close(intent);
}
src/exchanges/order-schema.ts
+3 -3
View File
@@ -9,13 +9,13 @@ export interface BaseOrderIntent {
reduceOnly?: boolean;
closePosition?: boolean;
timeInForce?: TimeInForce | "GTX";
clientOrderId?: string;
}
export interface LimitOrderIntent extends BaseOrderIntent {
price: number;
slPrice?: number;
tpPrice?: number;
// StandX TPSL 参数
slPrice?: number; // 止损价格
tpPrice?: number; // 止盈价格
}
export interface MarketOrderIntent extends BaseOrderIntent {
src/exchanges/paradex/adapter.ts
+81 -17
View File
@@ -1,3 +1,4 @@
import { setTimeout, clearTimeout } from "timers";
import type {
AccountListener,
DepthListener,
@@ -6,10 +7,9 @@ import type {
OrderListener,
TickerListener,
} from "../adapter";
import type { Order, CreateOrderParams } from "../types";
import type { AsterOrder, CreateOrderParams } from "../types";
import { extractMessage } from "../../utils/errors";
import { ParadexGateway, type ParadexGatewayOptions } from "./gateway";
import { createSafeInvoke, createInitManager } from "../adapter-utils";
export interface ParadexCredentials {
privateKey?: string;
@@ -26,8 +26,11 @@ export class ParadexExchangeAdapter implements ExchangeAdapter {
private readonly gateway: ParadexGateway;
private readonly symbol: string;
private readonly safeInvoke = createSafeInvoke("ParadexExchangeAdapter");
private readonly init: ReturnType<typeof createInitManager>;
private initPromise: Promise<void> | null = null;
private readonly initContexts = new Set<string>();
private retryTimer: ReturnType<typeof setTimeout> | null = null;
private retryDelayMs = 3000;
private lastInitErrorAt = 0;
constructor(credentials: ParadexCredentials = {}) {
const privateKey = credentials.privateKey ?? process.env.PARADEX_PRIVATE_KEY;
@@ -51,9 +54,6 @@ export class ParadexExchangeAdapter implements ExchangeAdapter {
});
this.symbol = symbol;
this.init = createInitManager("ParadexExchangeAdapter", () =>
this.gateway.ensureInitialized(this.symbol),
);
}
supportsTrailingStops(): boolean {
@@ -61,50 +61,114 @@ export class ParadexExchangeAdapter implements ExchangeAdapter {
}
watchAccount(cb: AccountListener): void {
void this.init.ensureInitialized("watchAccount");
void this.ensureInitialized("watchAccount");
this.gateway.onAccount(this.safeInvoke("watchAccount", cb));
}
watchOrders(cb: OrderListener): void {
void this.init.ensureInitialized("watchOrders");
void this.ensureInitialized("watchOrders");
this.gateway.onOrders(this.safeInvoke("watchOrders", cb));
}
watchDepth(symbol: string, cb: DepthListener): void {
void this.init.ensureInitialized(`watchDepth:${symbol}`);
void this.ensureInitialized(`watchDepth:${symbol}`);
this.gateway.onDepth(this.safeInvoke("watchDepth", cb));
}
watchTicker(symbol: string, cb: TickerListener): void {
void this.init.ensureInitialized(`watchTicker:${symbol}`);
void this.ensureInitialized(`watchTicker:${symbol}`);
this.gateway.onTicker(this.safeInvoke("watchTicker", cb));
}
watchKlines(symbol: string, interval: string, cb: KlineListener): void {
void this.init.ensureInitialized(`watchKlines:${symbol}:${interval}`);
void this.ensureInitialized(`watchKlines:${symbol}:${interval}`);
this.gateway.watchKlines(interval, this.safeInvoke("watchKlines", cb));
}
async createOrder(params: CreateOrderParams): Promise<Order> {
await this.init.ensureInitialized("createOrder");
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
await this.ensureInitialized("createOrder");
return this.gateway.createOrder(params);
}
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
await this.init.ensureInitialized("cancelOrder");
await this.ensureInitialized("cancelOrder");
await this.gateway.cancelOrder(params);
}
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
await this.init.ensureInitialized("cancelOrders");
await this.ensureInitialized("cancelOrders");
await this.gateway.cancelOrders(params);
}
async cancelAllOrders(params: { symbol: string }): Promise<void> {
await this.init.ensureInitialized("cancelAllOrders");
await this.ensureInitialized("cancelAllOrders");
await this.gateway.cancelAllOrders(params);
}
private safeInvoke<T extends (...args: any[]) => void>(context: string, cb: T): T {
const wrapped = ((...args: any[]) => {
try {
cb(...args);
} catch (error) {
console.error(`[ParadexExchangeAdapter] ${context} handler failed: ${extractMessage(error)}`);
}
}) as T;
return wrapped;
}
private ensureInitialized(context?: string): Promise<void> {
if (!this.initPromise) {
this.initContexts.clear();
this.initPromise = this.gateway
.ensureInitialized(this.symbol)
.then((value) => {
this.clearRetry();
return value;
})
.catch((error) => {
this.handleInitError("initialize", error);
this.initPromise = null;
this.scheduleRetry();
throw error;
});
}
if (context && !this.initContexts.has(context)) {
this.initContexts.add(context);
this.initPromise.catch((error) => {
this.handleInitError(context, error);
this.scheduleRetry();
});
}
return this.initPromise;
}
private scheduleRetry(): void {
if (this.retryTimer) return;
this.retryTimer = setTimeout(() => {
this.retryTimer = null;
if (this.initPromise) return;
this.retryDelayMs = Math.min(this.retryDelayMs * 2, 60_000);
void this.ensureInitialized("retry");
}, this.retryDelayMs);
}
private clearRetry(): void {
if (this.retryTimer) {
clearTimeout(this.retryTimer);
this.retryTimer = null;
}
this.retryDelayMs = 3000;
}
private handleInitError(context: string, error: unknown): void {
const now = Date.now();
if (now - this.lastInitErrorAt < 5000) return;
this.lastInitErrorAt = now;
console.error(`[ParadexExchangeAdapter] ${context} failed`, error);
}
private logError(context: string, error: unknown): void {
const detail = extractMessage(error);
if (context === "initialize" && typeof error === "string" && /initialized/i.test(error)) {
src/exchanges/paradex/gateway.ts
+24 -23
View File
@@ -7,12 +7,12 @@ import ccxt, {
} from "ccxt";
import { createRequire } from "module";
import type {
AccountAsset,
AccountSnapshot,
Depth,
Kline,
Order,
Ticker,
AsterAccountAsset,
AsterAccountSnapshot,
AsterDepth,
AsterKline,
AsterOrder,
AsterTicker,
CreateOrderParams,
OrderType,
} from "../types";
@@ -32,7 +32,7 @@ function loadCcxtPro(): any | null {
// eslint-disable-next-line @typescript-eslint/no-var-requires
const mod = require("ccxt.pro");
return mod?.default ?? mod;
} catch {
} catch (_error) {
return null;
}
}
@@ -91,8 +91,8 @@ export class ParadexGateway {
private depthListeners = new Set<DepthListener>();
private tickerListeners = new Set<TickerListener>();
private klineListeners = new Map<string, Set<KlineListener>>();
private readonly localOrders = new Map<string, Order>();
private lastBalanceSnapshot: AccountSnapshot | null = null;
private readonly localOrders = new Map<string, AsterOrder>();
private lastBalanceSnapshot: AsterAccountSnapshot | null = null;
private accountPollTimer: NodeJS.Timeout | null = null;
private orderPollTimer: NodeJS.Timeout | null = null;
@@ -546,7 +546,7 @@ export class ParadexGateway {
this.klinePollTimers.set(interval, setInterval(() => void poll(), this.pollIntervals.klines));
}
async createOrder(params: CreateOrderParams): Promise<Order> {
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
await this.ensureInitialized(params.symbol);
const symbol = this.marketSymbol;
const type = this.mapOrderTypeToCcxt(params.type);
@@ -571,6 +571,7 @@ export class ParadexGateway {
const market = typeof (this.exchange as any).market === "function"
? (this.exchange as any).market(symbol)
: (this.exchange.markets ?? {})[symbol];
const precisionDigits = Number((market?.precision?.amount ?? market?.amountPrecision));
const limitMin = Number(market?.limits?.amount?.min);
// Only trust explicit exchange min limit; do NOT infer 1 from precision=0
const minAmount = Number.isFinite(limitMin) && limitMin > 0 ? limitMin : undefined;
@@ -592,7 +593,7 @@ export class ParadexGateway {
if (typeof (this.exchange as any).amountToPrecision === "function" && Number.isFinite(Number(amount))) {
amount = Number((this.exchange as any).amountToPrecision(symbol, amount));
}
} catch {
} catch (_normalizeError) {
// Swallow precision normalization errors and let exchange validation surface if any
}
@@ -678,7 +679,7 @@ export class ParadexGateway {
}
}
private mapBalanceToAccountSnapshot(balance: Balances): AccountSnapshot {
private mapBalanceToAccountSnapshot(balance: Balances): AsterAccountSnapshot {
const now = Date.now();
const rawPositions = (() => {
@@ -711,7 +712,7 @@ export class ParadexGateway {
...Object.keys(total),
]);
const assets: AccountAsset[] = Array.from(assetKeys).map((asset) => ({
const assets: AsterAccountAsset[] = Array.from(assetKeys).map((asset) => ({
asset,
walletBalance: String(total[asset] ?? 0),
availableBalance: String(free[asset] ?? 0),
@@ -737,7 +738,7 @@ export class ParadexGateway {
};
}
private mapBalanceToAccountSnapshotFromPositions(rawPositions: any[]): AccountSnapshot {
private mapBalanceToAccountSnapshotFromPositions(rawPositions: any[]): AsterAccountSnapshot {
const now = Date.now();
const positions = this.normalizePositions(rawPositions, now);
this.logger("positions", JSON.stringify({ raw: rawPositions, mapped: positions }));
@@ -761,7 +762,7 @@ export class ParadexGateway {
};
}
private normalizePositions(rawPositions: any[], now: number): AccountSnapshot["positions"] {
private normalizePositions(rawPositions: any[], now: number): AsterAccountSnapshot["positions"] {
return rawPositions
.filter((pos) => pos)
.map((pos: any) => {
@@ -807,7 +808,7 @@ export class ParadexGateway {
});
}
private mapOrderToAsterOrder(order: CcxtOrder): Order {
private mapOrderToAsterOrder(order: CcxtOrder): AsterOrder {
const side = (order.side ?? "buy").toUpperCase() as "BUY" | "SELL";
const mappedType = this.mapCcxtOrderTypeToAster(order.type);
return {
@@ -830,7 +831,7 @@ export class ParadexGateway {
};
}
private mapOrderBookToDepth(orderbook: CcxtOrderBook): Depth {
private mapOrderBookToDepth(orderbook: CcxtOrderBook): AsterDepth {
return {
lastUpdateId: orderbook.nonce || Date.now(),
bids: (orderbook.bids || [])
@@ -843,7 +844,7 @@ export class ParadexGateway {
};
}
private mapTickerToAsterTicker(ticker: CcxtTicker): Ticker {
private mapTickerToAsterTicker(ticker: CcxtTicker): AsterTicker {
return {
symbol: ticker.symbol,
lastPrice: ticker.last?.toString() || "0",
@@ -856,7 +857,7 @@ export class ParadexGateway {
};
}
private mapOHLCVToKline(candle: CcxtOhlcv, interval: string): Kline {
private mapOHLCVToKline(candle: CcxtOhlcv, interval: string): AsterKline {
const [timestampRaw, openRaw, highRaw, lowRaw, closeRaw, volumeRaw] = candle;
const timestamp = typeof timestampRaw === "number" && Number.isFinite(timestampRaw)
? timestampRaw
@@ -926,7 +927,7 @@ export class ParadexGateway {
return base[interval] ?? 60 * 1000;
}
private upsertLocalOrder(order: Order): void {
private upsertLocalOrder(order: AsterOrder): void {
const key = String(order.orderId);
if (this.isOrderClosed(order)) {
this.localOrders.delete(key);
@@ -943,8 +944,8 @@ export class ParadexGateway {
}
}
private updateOrdersFromRemote(open: CcxtOrder[], _closed: CcxtOrder[]): void {
const nextOpen = new Map<string, Order>();
private updateOrdersFromRemote(open: CcxtOrder[], closed: CcxtOrder[]): void {
const nextOpen = new Map<string, AsterOrder>();
for (const order of open) {
const mapped = this.mapOrderToAsterOrder(order);
@@ -973,7 +974,7 @@ export class ParadexGateway {
}
}
private isOrderClosed(order: Order): boolean {
private isOrderClosed(order: AsterOrder): boolean {
const status = (order.status ?? "").toUpperCase();
if (
status.includes("CLOSE") ||
src/exchanges/paradex/order.ts
+91 -18
View File
@@ -1,20 +1,93 @@
import { createOrderHandlers } from "../order-handlers";
import type { AsterOrder, CreateOrderParams } from "../types";
import type {
BaseOrderIntent,
ClosePositionIntent,
LimitOrderIntent,
MarketOrderIntent,
StopOrderIntent,
TrailingStopOrderIntent,
} from "../order-schema";
import { toStringBoolean } from "../order-schema";
const handlers = createOrderHandlers({
exchangeName: "Paradex",
defaultLimitTimeInForce: "GTC",
supportsTrailingStop: false,
supportsTriggerType: false,
stopDefaultReduceOnly: true,
stopDefaultClosePosition: true,
stopPriceAsPrice: true,
closeDefaultClosePosition: true,
});
function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
if (params.quantity === undefined) {
params.quantity = intent.quantity;
}
if (params.timeInForce === undefined && intent.timeInForce) {
params.timeInForce = intent.timeInForce;
}
if (intent.reduceOnly !== undefined) {
params.reduceOnly = toStringBoolean(intent.reduceOnly);
}
if (intent.closePosition !== undefined) {
params.closePosition = toStringBoolean(intent.closePosition);
}
return params;
}
export const {
createLimitOrder,
createMarketOrder,
createStopOrder,
createTrailingStopOrder,
createClosePositionOrder,
} = handlers;
export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "LIMIT",
quantity: intent.quantity,
price: intent.price,
timeInForce: intent.timeInForce ?? "GTC",
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "MARKET",
quantity: intent.quantity,
timeInForce: intent.timeInForce,
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "STOP_MARKET",
quantity: intent.quantity,
stopPrice: intent.stopPrice,
price: intent.stopPrice,
timeInForce: intent.timeInForce ?? "GTC",
reduceOnly: toStringBoolean(intent.reduceOnly ?? true),
closePosition: toStringBoolean(intent.closePosition ?? true),
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<AsterOrder> {
throw new Error("Paradex exchange does not support trailing stop orders");
}
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "MARKET",
quantity: intent.quantity,
reduceOnly: "true",
closePosition: toStringBoolean(intent.closePosition ?? true),
timeInForce: intent.timeInForce,
},
intent
);
return intent.adapter.createOrder(params);
}
src/exchanges/resolve-from-env.ts
+1 -26
View File
@@ -1,13 +1,12 @@
import type { ExchangeAdapter } from "./adapter";
import { createExchangeAdapter, resolveExchangeId, type SupportedExchangeId } from "./create-adapter";
import type { AsterCredentials } from "./aster/adapter";
import type { AsterCredentials } from "./aster-adapter";
import type { LighterCredentials } from "./lighter/adapter";
import type { BackpackCredentials } from "./backpack/adapter";
import type { ParadexCredentials } from "./paradex/adapter";
import type { NadoCredentials } from "./nado/adapter";
import type { StandxCredentials } from "./standx/adapter";
import type { BinanceCredentials } from "./binance/adapter";
import type { OndoperpsCredentials } from "./ondoperps/adapter";
import { t } from "../i18n";
import type { Address } from "viem";
@@ -51,10 +50,6 @@ export function buildAdapterFromEnv(options: BuildAdapterOptions): ExchangeAdapt
const credentials = resolveBinanceCredentials(symbol);
return createExchangeAdapter({ exchange: id, symbol, binance: credentials });
}
case "ondoperps": {
const credentials = resolveOndoperpsCredentials(symbol);
return createExchangeAdapter({ exchange: id, symbol, ondoperps: credentials });
}
}
}
@@ -205,26 +200,6 @@ function resolveBinanceCredentials(symbol: string): BinanceCredentials {
};
}
function resolveOndoperpsCredentials(symbol: string): OndoperpsCredentials {
const apiKeyId = process.env.ONDOPERPS_API_KEY_ID ?? process.env.ONDOPERP_API_KEY_ID ?? process.env.ONDO_KEY_ID;
const apiSecret = process.env.ONDOPERPS_API_SECRET ?? process.env.ONDOPERP_API_SECRET ?? process.env.ONDO_API_SECRET;
if (!apiKeyId || !apiSecret) {
throw new Error(t("env.missingOndoperps"));
}
const sandbox = parseOptionalBoolean(process.env.ONDOPERPS_SANDBOX ?? process.env.ONDOPERP_SANDBOX) === true;
return {
apiKeyId,
apiSecret,
symbol: process.env.ONDOPERPS_SYMBOL ?? process.env.ONDOPERP_SYMBOL ?? symbol,
baseUrl: process.env.ONDOPERPS_BASE_URL ?? process.env.ONDOPERP_BASE_URL ?? (sandbox ? "https://api.ondoperps-sandbox.xyz" : undefined),
wsUrl: process.env.ONDOPERPS_WS_URL ?? process.env.ONDOPERP_WS_URL ?? (sandbox ? "wss://api.ondoperps-sandbox.xyz/ws" : undefined),
builderCode: process.env.ONDOPERPS_BUILDER_CODE ?? process.env.ONDOPERP_BUILDER_CODE ?? undefined,
builderFeeRateBps: parseOptionalNumber(
process.env.ONDOPERPS_BUILDER_FEE_RATE_BPS ?? process.env.ONDOPERP_BUILDER_FEE_RATE_BPS,
),
};
}
function isHex32(value: string): boolean {
return /^0x[0-9a-fA-F]{64}$/.test(value.trim());
}
src/exchanges/standx/adapter.ts
+86 -23
View File
@@ -1,3 +1,4 @@
import { setTimeout, clearTimeout } from "timers";
import type {
AccountListener,
DepthListener,
@@ -9,9 +10,9 @@ import type {
RestHealthListener,
TickerListener,
} from "../adapter";
import type { Order, CreateOrderParams } from "../types";
import type { AsterOrder, CreateOrderParams } from "../types";
import { extractMessage } from "../../utils/errors";
import { StandxGateway, type StandxGatewayOptions, type ConnectionEventListener, type ConnectionEventType } from "./gateway";
import { createSafeInvoke, createInitManager } from "../adapter-utils";
export type { ConnectionEventListener, ConnectionEventType };
@@ -30,8 +31,11 @@ export class StandxExchangeAdapter implements ExchangeAdapter {
private readonly gateway: StandxGateway;
private readonly symbol: string;
private readonly safeInvoke = createSafeInvoke("StandxExchangeAdapter");
private readonly init: ReturnType<typeof createInitManager>;
private initPromise: Promise<void> | null = null;
private readonly initContexts = new Set<string>();
private retryTimer: ReturnType<typeof setTimeout> | null = null;
private retryDelayMs = 3000;
private lastInitErrorAt = 0;
constructor(credentials: StandxCredentials = {}) {
const token = credentials.token ?? process.env.STANDX_TOKEN;
@@ -48,9 +52,6 @@ export class StandxExchangeAdapter implements ExchangeAdapter {
signingKey: credentials.signingKey,
logger: credentials.logger,
});
this.init = createInitManager("StandxExchangeAdapter", () =>
this.gateway.ensureInitialized(this.symbol),
);
}
supportsTrailingStops(): boolean {
@@ -58,52 +59,52 @@ export class StandxExchangeAdapter implements ExchangeAdapter {
}
watchAccount(cb: AccountListener): void {
void this.init.ensureInitialized("watchAccount");
void this.ensureInitialized("watchAccount");
this.gateway.onAccount(this.safeInvoke("watchAccount", cb));
}
watchOrders(cb: OrderListener): void {
void this.init.ensureInitialized("watchOrders");
void this.ensureInitialized("watchOrders");
this.gateway.onOrders(this.safeInvoke("watchOrders", cb));
}
watchDepth(symbol: string, cb: DepthListener): void {
void this.init.ensureInitialized("watchDepth");
void this.ensureInitialized("watchDepth");
this.gateway.onDepth(symbol, this.safeInvoke("watchDepth", cb));
}
watchTicker(symbol: string, cb: TickerListener): void {
void this.init.ensureInitialized("watchTicker");
void this.ensureInitialized("watchTicker");
this.gateway.onTicker(symbol, this.safeInvoke("watchTicker", cb));
}
watchKlines(symbol: string, interval: string, cb: KlineListener): void {
void this.init.ensureInitialized("watchKlines");
void this.ensureInitialized("watchKlines");
this.gateway.onKlines(symbol, interval, this.safeInvoke("watchKlines", cb));
}
watchFundingRate(symbol: string, cb: FundingRateListener): void {
void this.init.ensureInitialized("watchFundingRate");
void this.ensureInitialized("watchFundingRate");
this.gateway.onFundingRate(symbol, this.safeInvoke("watchFundingRate", cb));
}
async createOrder(params: CreateOrderParams): Promise<Order> {
await this.init.ensureInitialized("createOrder");
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
await this.ensureInitialized("createOrder");
return this.gateway.createOrder(params);
}
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
await this.init.ensureInitialized("cancelOrder");
await this.ensureInitialized("cancelOrder");
await this.gateway.cancelOrder(params);
}
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
await this.init.ensureInitialized("cancelOrders");
await this.ensureInitialized("cancelOrders");
await this.gateway.cancelOrders(params);
}
async cancelAllOrders(params: { symbol: string }): Promise<void> {
await this.init.ensureInitialized("cancelAllOrders");
await this.ensureInitialized("cancelAllOrders");
await this.gateway.cancelAllOrders(params);
}
@@ -150,18 +151,18 @@ export class StandxExchangeAdapter implements ExchangeAdapter {
* 查询当前真实的挂单状态（通过 HTTP API）
* 用于验证实际挂单情况，防止取消请求丢失
*/
async queryOpenOrders(): Promise<Order[]> {
await this.init.ensureInitialized("queryOpenOrders");
async queryOpenOrders(): Promise<AsterOrder[]> {
await this.ensureInitialized("queryOpenOrders");
return this.gateway.queryOpenOrders(this.symbol);
}
async queryAccountSnapshot() {
await this.init.ensureInitialized("queryAccountSnapshot");
await this.ensureInitialized("queryAccountSnapshot");
return this.gateway.queryAccountSnapshot();
}
async changeMarginMode(params: { symbol: string; marginMode: "isolated" | "cross" }): Promise<void> {
await this.init.ensureInitialized("changeMarginMode");
await this.ensureInitialized("changeMarginMode");
await this.gateway.changeMarginMode(params.symbol, params.marginMode);
}
@@ -170,7 +171,69 @@ export class StandxExchangeAdapter implements ExchangeAdapter {
* 会查询当前挂单然后取消，并验证取消成功
*/
async forceCancelAllOrders(): Promise<boolean> {
await this.init.ensureInitialized("forceCancelAllOrders");
await this.ensureInitialized("forceCancelAllOrders");
return this.gateway.forceCancelAllOrders(this.symbol);
}
private safeInvoke<T extends (...args: any[]) => void>(context: string, cb: T): T {
const wrapped = ((...args: any[]) => {
try {
cb(...args);
} catch (error) {
console.error(`[StandxExchangeAdapter] ${context} handler failed: ${extractMessage(error)}`);
}
}) as T;
return wrapped;
}
private ensureInitialized(context?: string): Promise<void> {
if (!this.initPromise) {
this.initContexts.clear();
this.initPromise = this.gateway
.ensureInitialized(this.symbol)
.then((value) => {
this.clearRetry();
return value;
})
.catch((error) => {
this.handleInitError("initialize", error);
this.initPromise = null;
this.scheduleRetry();
throw error;
});
}
if (context && !this.initContexts.has(context)) {
this.initContexts.add(context);
this.initPromise.catch((error) => {
this.handleInitError(context, error);
this.scheduleRetry();
});
}
return this.initPromise;
}
private scheduleRetry(): void {
if (this.retryTimer) return;
this.retryTimer = setTimeout(() => {
this.retryTimer = null;
if (this.initPromise) return;
this.retryDelayMs = Math.min(this.retryDelayMs * 2, 60_000);
void this.ensureInitialized("retry");
}, this.retryDelayMs);
}
private clearRetry(): void {
if (this.retryTimer) {
clearTimeout(this.retryTimer);
this.retryTimer = null;
}
this.retryDelayMs = 3000;
}
private handleInitError(context: string, error: unknown): void {
const now = Date.now();
if (now - this.lastInitErrorAt < 5000) return;
this.lastInitErrorAt = now;
console.error(`[StandxExchangeAdapter] ${context} failed`, error);
}
}
src/exchanges/standx/gateway.ts
+33 -33
View File
@@ -14,13 +14,13 @@ import type {
TickerListener,
} from "../adapter";
import type {
AccountAsset,
AccountPosition,
AccountSnapshot,
Depth,
Kline,
Order,
Ticker,
AsterAccountAsset,
AsterAccountPosition,
AsterAccountSnapshot,
AsterDepth,
AsterKline,
AsterOrder,
AsterTicker,
CreateOrderParams,
OrderSide,
OrderType,
@@ -77,7 +77,7 @@ type FundingState = {
};
type VirtualStop = {
order: Order;
order: AsterOrder;
stopPrice: number;
side: OrderSide;
symbol: string;
@@ -279,7 +279,7 @@ function resolutionFromInterval(interval: string): { resolution: string; seconds
return { resolution: "1", seconds: 60 };
}
function mergeOrderSnapshot(map: Map<string, Order>, order: Order): void {
function mergeOrderSnapshot(map: Map<string, AsterOrder>, order: AsterOrder): void {
const key = String(order.orderId);
const existing = map.get(key);
if (!existing) {
@@ -418,12 +418,12 @@ export class StandxGateway {
private readonly fundingListeners = new Map<string, Set<FundingRateListener>>();
private readonly connectionListeners = new Set<ConnectionEventListener>();
private readonly openOrders = new Map<string, Order>();
private readonly positions = new Map<string, AccountPosition>();
private readonly balances = new Map<string, AccountAsset>();
private readonly openOrders = new Map<string, AsterOrder>();
private readonly positions = new Map<string, AsterAccountPosition>();
private readonly balances = new Map<string, AsterAccountAsset>();
private readonly virtualStops = new Map<string, VirtualStop>();
private accountSnapshot: AccountSnapshot | null = null;
private accountSnapshot: AsterAccountSnapshot | null = null;
private readonly restHealthListeners = new Set<RestHealthListener>();
private restConsecutiveErrors = 0;
private restUnhealthy = false;
@@ -582,14 +582,14 @@ export class StandxGateway {
* 查询当前真实的挂单状态（通过 HTTP API）
* 用于在网络恢复后验证实际挂单情况
*/
async queryOpenOrders(symbol: string): Promise<Order[]> {
async queryOpenOrders(symbol: string): Promise<AsterOrder[]> {
const normalized = normalizeSymbol(symbol);
const ordersPayload = await this.requestJson<unknown>("/api/query_open_orders", {
method: "GET",
params: { symbol: normalized },
});
const orders = extractOrders(ordersPayload);
const result: Order[] = [];
const result: AsterOrder[] = [];
for (const raw of orders) {
const order = this.mapOrder(raw);
result.push(order);
@@ -618,7 +618,7 @@ export class StandxGateway {
}
}
async createOrder(params: CreateOrderParams): Promise<Order> {
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
const normalizedSymbol = normalizeSymbol(params.symbol);
if (params.type === "STOP_MARKET") {
return this.createVirtualStopOrder(normalizedSymbol, params);
@@ -785,7 +785,7 @@ export class StandxGateway {
};
}
private async createVirtualStopOrder(symbol: string, params: CreateOrderParams): Promise<Order> {
private async createVirtualStopOrder(symbol: string, params: CreateOrderParams): Promise<AsterOrder> {
const stopPrice = Number(params.stopPrice);
if (!Number.isFinite(stopPrice)) {
throw new Error("STOP_MARKET requires stopPrice for StandX");
@@ -796,7 +796,7 @@ export class StandxGateway {
}
const now = Date.now();
const clientOrderId = crypto.randomUUID();
const order: Order = {
const order: AsterOrder = {
orderId: clientOrderId,
clientOrderId,
symbol,
@@ -825,7 +825,7 @@ export class StandxGateway {
return order;
}
private async submitOrder(symbol: string, params: CreateOrderParams): Promise<Order> {
private async submitOrder(symbol: string, params: CreateOrderParams): Promise<AsterOrder> {
const orderType = params.type === "MARKET" ? "market" : "limit";
const clientOrderId = crypto.randomUUID();
const qty = toDecimalString(params.quantity);
@@ -870,7 +870,7 @@ export class StandxGateway {
throw new Error(response.message ?? "StandX order rejected");
}
const now = Date.now();
const order: Order = {
const order: AsterOrder = {
orderId: clientOrderId,
clientOrderId,
symbol,
@@ -1038,7 +1038,7 @@ export class StandxGateway {
}
this.logDebug("ws depth stats", detail);
}
const depth: Depth = {
const depth: AsterDepth = {
lastUpdateId: Number(message.seq ?? Date.now()),
bids: finalBids,
asks: finalAsks,
@@ -1355,7 +1355,7 @@ export class StandxGateway {
console.log(`[StandxGateway] ws raw`, output);
}
private emitDepth(symbol: string, depth: Depth): void {
private emitDepth(symbol: string, depth: AsterDepth): void {
const listeners = this.depthListeners.get(normalizeSymbol(symbol));
if (!listeners) return;
for (const listener of listeners) {
@@ -1367,7 +1367,7 @@ export class StandxGateway {
}
}
private emitTicker(symbol: string, ticker: Ticker): void {
private emitTicker(symbol: string, ticker: AsterTicker): void {
const listeners = this.tickerListeners.get(normalizeSymbol(symbol));
if (!listeners) return;
const price = Number(ticker.lastPrice);
@@ -1406,7 +1406,7 @@ export class StandxGateway {
(sum, position) => sum + Number(position.unrealizedProfit ?? 0),
0
);
const snapshot: AccountSnapshot = {
const snapshot: AsterAccountSnapshot = {
canTrade: true,
canDeposit: true,
canWithdraw: true,
@@ -1427,7 +1427,7 @@ export class StandxGateway {
}
}
private async refreshAccountSnapshot(): Promise<AccountSnapshot | null> {
private async refreshAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
try {
const [balance, positions] = await Promise.all([
this.requestJson<StandxBalanceSnapshot>("/api/query_balance", { method: "GET" }),
@@ -1444,7 +1444,7 @@ export class StandxGateway {
}
if (balance) {
const token = "DUSD";
const asset: AccountAsset = {
const asset: AsterAccountAsset = {
asset: token,
walletBalance: String(balance.balance ?? "0"),
availableBalance: String(balance.cross_available ?? balance.balance ?? "0"),
@@ -1461,7 +1461,7 @@ export class StandxGateway {
}
}
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
return await this.refreshAccountSnapshot();
}
@@ -1515,7 +1515,7 @@ export class StandxGateway {
if (!data?.symbol) return;
const bids = normalizeDepthLevels((data.bids ?? []).map(([price, qty]) => [String(price), String(qty)]), "bid");
const asks = normalizeDepthLevels((data.asks ?? []).map(([price, qty]) => [String(price), String(qty)]), "ask");
const depth: Depth = {
const depth: AsterDepth = {
lastUpdateId: Date.now(),
bids,
asks,
@@ -1554,7 +1554,7 @@ export class StandxGateway {
},
});
if (!response || response.s !== "ok" || !Array.isArray(response.t)) return;
const klines: Kline[] = response.t.map((openTime, index) => {
const klines: AsterKline[] = response.t.map((openTime, index) => {
const o = response.o?.[index];
const h = response.h?.[index];
const l = response.l?.[index];
@@ -1647,7 +1647,7 @@ export class StandxGateway {
}
}
private mapOrder(data: StandxOrder): Order {
private mapOrder(data: StandxOrder): AsterOrder {
const clientOrderId = data.cl_ord_id ? String(data.cl_ord_id) : data.id != null ? String(data.id) : "";
const orderId = clientOrderId || (data.id != null ? String(data.id) : "") || crypto.randomUUID();
const normalizedClientId = clientOrderId || orderId;
@@ -1675,7 +1675,7 @@ export class StandxGateway {
};
}
private mapPosition(data: StandxPosition): AccountPosition {
private mapPosition(data: StandxPosition): AsterAccountPosition {
return {
symbol: data.symbol,
positionAmt: String(data.qty ?? "0"),
@@ -1690,7 +1690,7 @@ export class StandxGateway {
};
}
private mapBalance(data: StandxBalance): AccountAsset {
private mapBalance(data: StandxBalance): AsterAccountAsset {
const walletBalance = data.total ?? data.free ?? "0";
const availableBalance = data.free ?? walletBalance;
return {
@@ -1701,7 +1701,7 @@ export class StandxGateway {
};
}
private mapTicker(data: StandxPrice): Ticker {
private mapTicker(data: StandxPrice): AsterTicker {
const spread = data.spread ?? [data.spread_bid ?? "0", data.spread_ask ?? "0"];
const lastPrice = data.last_price ?? data.mark_price ?? data.index_price ?? data.mid_price ?? "0";
return {
src/exchanges/standx/order.ts
+92 -19
View File
@@ -1,21 +1,94 @@
import { createOrderHandlers } from "../order-handlers";
import type { AsterOrder, CreateOrderParams } from "../types";
import type {
BaseOrderIntent,
ClosePositionIntent,
LimitOrderIntent,
MarketOrderIntent,
StopOrderIntent,
TrailingStopOrderIntent,
} from "../order-schema";
import { toStringBoolean } from "../order-schema";
const handlers = createOrderHandlers({
exchangeName: "StandX",
defaultLimitTimeInForce: "GTX",
defaultMarketTimeInForce: "IOC",
defaultCloseTimeInForce: "IOC",
supportsTrailingStop: false,
supportsTriggerType: false,
stopDefaultReduceOnly: true,
stopDefaultClosePosition: true,
closeDefaultClosePosition: true,
});
function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
if (params.quantity === undefined) {
params.quantity = intent.quantity;
}
if (params.timeInForce === undefined && intent.timeInForce) {
params.timeInForce = intent.timeInForce;
}
if (intent.reduceOnly !== undefined) {
params.reduceOnly = toStringBoolean(intent.reduceOnly);
}
if (intent.closePosition !== undefined) {
params.closePosition = toStringBoolean(intent.closePosition);
}
return params;
}
export const {
createLimitOrder,
createMarketOrder,
createStopOrder,
createTrailingStopOrder,
createClosePositionOrder,
} = handlers;
export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "LIMIT",
quantity: intent.quantity,
price: intent.price,
timeInForce: intent.timeInForce ?? "GTX",
slPrice: intent.slPrice,
tpPrice: intent.tpPrice,
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "MARKET",
quantity: intent.quantity,
timeInForce: intent.timeInForce ?? "IOC",
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "STOP_MARKET",
quantity: intent.quantity,
stopPrice: intent.stopPrice,
timeInForce: intent.timeInForce ?? "GTC",
reduceOnly: toStringBoolean(intent.reduceOnly ?? true),
closePosition: toStringBoolean(intent.closePosition ?? true),
},
intent
);
return intent.adapter.createOrder(params);
}
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<AsterOrder> {
throw new Error("StandX exchange does not support trailing stop orders");
}
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
const params: CreateOrderParams = applyCommonFields(
{
symbol: intent.symbol,
side: intent.side,
type: "MARKET",
quantity: intent.quantity,
reduceOnly: "true",
closePosition: toStringBoolean(intent.closePosition ?? true),
timeInForce: intent.timeInForce ?? "IOC",
},
intent
);
return intent.adapter.createOrder(params);
}
src/exchanges/types.ts
+465 -15
View File
@@ -25,12 +25,12 @@ export interface CreateOrderParams {
reduceOnly?: StringBoolean;
closePosition?: StringBoolean;
triggerType?: "UNSPECIFIED" | "TAKE_PROFIT" | "STOP_LOSS";
slPrice?: number;
tpPrice?: number;
clientOrderId?: string;
// StandX TPSL 参数
slPrice?: number; // 止损价格
tpPrice?: number; // 止盈价格
}
export interface AccountPosition {
export interface AsterAccountPosition {
symbol: string;
positionAmt: string;
entryPrice: string;
@@ -51,7 +51,210 @@ export interface AccountPosition {
markPrice?: string;
}
export interface AccountAsset {
export interface GrvtOrderLeg {
instrument: string;
size: string;
limit_price?: string;
is_buying_asset?: boolean;
}
export type GrvtTimeInForce =
| "GOOD_TILL_TIME"
| "ALL_OR_NONE"
| "IMMEDIATE_OR_CANCEL"
| "FILL_OR_KILL";
export interface GrvtOrderMetadata {
client_order_id?: string;
create_time?: string;
broker?: string | null;
trigger?: GrvtTriggerMetadata;
}
export interface GrvtOrderState {
status?: string;
reject_reason?: string | null;
book_size?: string[];
traded_size?: string[];
update_time?: string;
avg_fill_price?: string[];
}
export interface GrvtOrder {
order_id: string;
client_order_id?: string;
sub_account_id?: string;
is_market?: boolean;
time_in_force?: GrvtTimeInForce;
post_only?: boolean;
reduce_only?: boolean;
legs?: GrvtOrderLeg[];
metadata?: GrvtOrderMetadata;
state?: GrvtOrderState;
instrument?: string;
}
export interface GrvtTrade {
price: string;
size: string;
taker_side: "BUY" | "SELL";
timestamp: string;
}
export interface GrvtTradeHistoryResponse {
result?: GrvtTrade[];
}
export interface GrvtWebsocketMessage<T> {
stream: string;
selector: string;
sequence_number?: string;
feed: T;
}
export interface GrvtOrderUpdateFeed {
order_id: string;
client_order_id?: string;
sub_account_id?: string;
state?: GrvtOrderState;
traded_size?: string[];
update_time?: string;
}
export interface GrvtPositionUpdateFeed {
instrument: string;
size: string;
entry_price?: string;
mark_price?: string;
unrealized_pnl?: string;
sub_account_id?: string;
update_time?: string;
}
export interface GrvtDepthUpdateFeed {
instrument: string;
bids: GrvtDepthLevel[];
asks: GrvtDepthLevel[];
event_time?: string;
}
export interface GrvtTickerUpdateFeed {
instrument: string;
mark_price?: string;
last_trade_price?: string;
best_bid_price?: string;
best_ask_price?: string;
volume_24h?: string;
}
export interface GrvtOpenOrdersResponse {
result?: GrvtOrder[];
}
export interface GrvtPositionsResponse {
result?: GrvtPosition[];
}
export interface GrvtPosition {
instrument: string;
size: string;
entry_price?: string;
mark_price?: string;
unrealized_pnl?: string;
}
export interface GrvtAccountSnapshot {
total_unrealized_pnl?: string;
positions: GrvtPosition[];
settle_currency?: string;
available_balance?: string;
}
export interface GrvtBalancesResponse {
result?: {
total_unrealized_pnl?: string;
positions?: GrvtPosition[];
};
}
export interface GrvtDepthLevel {
price: string;
size: string;
}
export interface GrvtDepth {
instrument: string;
event_time?: string;
bids: GrvtDepthLevel[];
asks: GrvtDepthLevel[];
}
export interface GrvtTicker {
instrument: string;
mark_price?: string;
last_trade_price?: string;
best_bid_price?: string;
best_ask_price?: string;
volume_24h?: string;
}
export interface GrvtKline {
open_time: number;
close_time: number;
open: string;
high: string;
low: string;
close: string;
volume: string;
number_of_trades?: number;
}
export interface GrvtSignature {
signer: string;
r: string;
s: string;
v: number;
expiration: string;
nonce: number;
}
export interface GrvtUnsignedOrderLeg {
instrument: string;
size: string;
limit_price?: string;
is_buying_asset: boolean;
}
export interface GrvtTriggerMetadata {
trigger_type: "UNSPECIFIED" | "TAKE_PROFIT" | "STOP_LOSS";
tpsl: {
trigger_by: "UNSPECIFIED" | "INDEX" | "LAST" | "MID" | "MARK";
trigger_price: string;
close_position: boolean;
};
}
export interface GrvtOrderMetadataInput {
client_order_id: string;
trigger?: GrvtTriggerMetadata;
broker?: string | null;
}
export interface GrvtUnsignedOrder {
sub_account_id: string;
is_market: boolean;
time_in_force: GrvtTimeInForce;
post_only: boolean;
reduce_only: boolean;
legs: GrvtUnsignedOrderLeg[];
metadata: GrvtOrderMetadataInput;
}
export interface GrvtSignedOrder extends GrvtUnsignedOrder {
signature: GrvtSignature;
}
export interface AsterAccountAsset {
asset: string;
walletBalance: string;
availableBalance: string;
@@ -69,7 +272,7 @@ export interface AccountAsset {
marginAvailable?: boolean;
}
export interface AccountSnapshot {
export interface AsterAccountSnapshot {
canTrade: boolean;
canDeposit: boolean;
canWithdraw: boolean;
@@ -85,8 +288,8 @@ export interface AccountSnapshot {
totalCrossUnPnl?: string;
availableBalance?: string;
maxWithdrawAmount?: string;
positions: AccountPosition[];
assets: AccountAsset[];
positions: AsterAccountPosition[];
assets: AsterAccountAsset[];
marketType?: "perp" | "spot";
baseAsset?: string;
quoteAsset?: string;
@@ -94,22 +297,22 @@ export interface AccountSnapshot {
quoteAssetId?: number;
}
export interface DepthLevel extends Array<string> {
export interface AsterDepthLevel extends Array<string> {
0: string; // price
1: string; // quantity
}
export interface Depth {
export interface AsterDepth {
lastUpdateId: number;
bids: DepthLevel[];
asks: DepthLevel[];
bids: AsterDepthLevel[];
asks: AsterDepthLevel[];
eventTime?: number;
eventType?: string;
tradeTime?: number;
symbol?: string;
}
export interface Ticker {
export interface AsterTicker {
symbol: string;
lastPrice: string;
openPrice: string;
@@ -133,7 +336,254 @@ export interface Ticker {
count?: number;
}
export interface Kline {
export interface AsterSpotRateLimit {
rateLimitType: string;
interval: string;
intervalNum: number;
limit: number;
}
export interface AsterSpotExchangeFilter {
filterType: string;
[key: string]: string | number | boolean | undefined;
}
export interface AsterFuturesSymbolFilter {
filterType: string;
tickSize?: string;
stepSize?: string;
minPrice?: string;
maxPrice?: string;
minQty?: string;
maxQty?: string;
[key: string]: string | number | boolean | undefined;
}
export interface AsterFuturesSymbolInfo {
symbol: string;
pair?: string;
contractType?: string;
pricePrecision?: number;
quantityPrecision?: number;
baseAssetPrecision?: number;
quotePrecision?: number;
underlyingType?: string;
filters?: AsterFuturesSymbolFilter[];
}
export interface AsterFuturesExchangeInfo {
timezone?: string;
serverTime?: number;
symbols?: AsterFuturesSymbolInfo[];
}
export interface AsterSpotAssetInfo {
asset: string;
}
export interface AsterSpotSymbolInfo {
symbol: string;
status: string;
baseAsset: string;
quoteAsset: string;
baseAssetPrecision?: number;
quotePrecision?: number;
pricePrecision?: number;
quantityPrecision?: number;
orderTypes: string[];
timeInForce: string[];
ocoAllowed: boolean;
filters: AsterSpotExchangeFilter[];
}
export interface AsterSpotExchangeInfo {
timezone: string;
serverTime: number;
rateLimits: AsterSpotRateLimit[];
exchangeFilters: AsterSpotExchangeFilter[];
assets?: AsterSpotAssetInfo[];
symbols: AsterSpotSymbolInfo[];
}
export interface AsterSpotDepth {
lastUpdateId: number;
E?: number;
T?: number;
bids: AsterDepthLevel[];
asks: AsterDepthLevel[];
}
export interface AsterSpotTrade {
id: number;
price: string;
qty: string;
baseQty?: string;
quoteQty?: string;
time: number;
isBuyerMaker: boolean;
}
export interface AsterSpotHistoricalTrade extends AsterSpotTrade {
isBestMatch?: boolean;
}
export interface AsterSpotAggTrade {
a: number;
p: string;
q: string;
f: number;
l: number;
T: number;
m: boolean;
M?: boolean;
}
export interface AsterSpotKline {
openTime: number;
open: string;
high: string;
low: string;
close: string;
volume: string;
closeTime: number;
quoteAssetVolume: string;
numberOfTrades: number;
takerBuyBaseAssetVolume: string;
takerBuyQuoteAssetVolume: string;
}
export interface AsterSpotTicker24h {
symbol: string;
priceChange: string;
priceChangePercent: string;
weightedAvgPrice: string;
prevClosePrice: string;
lastPrice: string;
lastQty: string;
bidPrice: string;
bidQty: string;
askPrice: string;
askQty: string;
openPrice: string;
highPrice: string;
lowPrice: string;
volume: string;
quoteVolume: string;
openTime: number;
closeTime: number;
firstId: number;
lastId: number;
count: number;
baseAsset?: string;
quoteAsset?: string;
}
export interface AsterSpotPriceTicker {
symbol: string;
price: string;
time?: number;
}
export interface AsterSpotBookTicker {
symbol: string;
bidPrice: string;
bidQty: string;
askPrice: string;
askQty: string;
time?: number;
}
export interface AsterSpotCommissionRate {
symbol: string;
makerCommissionRate: string;
takerCommissionRate: string;
}
export interface CreateSpotOrderParams {
symbol: string;
side: OrderSide;
type: OrderType;
timeInForce?: TimeInForce;
quantity?: number | string;
quoteOrderQty?: number | string;
price?: number | string;
newClientOrderId?: string;
stopPrice?: number | string;
recvWindow?: number;
}
export interface CancelSpotOrderParams {
symbol: string;
orderId?: number | string;
origClientOrderId?: string;
recvWindow?: number;
}
export interface QuerySpotOrderParams extends CancelSpotOrderParams {}
export interface SpotOpenOrdersParams {
symbol?: string;
recvWindow?: number;
orderIdList?: Array<number | string>;
origClientOrderIdList?: string[];
}
export interface SpotAllOrdersParams {
symbol: string;
orderId?: number;
startTime?: number;
endTime?: number;
limit?: number;
recvWindow?: number;
}
export interface AsterSpotAccountBalance {
asset: string;
free: string;
locked: string;
}
export interface AsterSpotAccount {
feeTier: number;
canTrade: boolean;
canDeposit: boolean;
canWithdraw: boolean;
canBurnAsset?: boolean;
updateTime: number;
makerCommission?: string;
takerCommission?: string;
buyerCommission?: string;
sellerCommission?: string;
balances: AsterSpotAccountBalance[];
}
export interface SpotUserTradesParams {
symbol?: string;
orderId?: number;
startTime?: number;
endTime?: number;
fromId?: number;
limit?: number;
recvWindow?: number;
}
export interface AsterSpotUserTrade {
symbol: string;
id: number;
orderId: number;
side: OrderSide;
price: string;
qty: string;
quoteQty?: string;
commission: string;
commissionAsset: string;
time: number;
counterpartyId?: number;
maker: boolean;
buyer: boolean;
}
export interface AsterKline {
eventType?: string;
eventTime?: number;
symbol?: string;
@@ -154,7 +604,7 @@ export interface Kline {
isClosed?: boolean;
}
export interface Order {
export interface AsterOrder {
orderId: number | string;
clientOrderId: string;
symbol: string;
src/i18n/index.ts
-4
View File
@@ -426,10 +426,6 @@ const translations: Record<string, TranslationEntry> = {
zh: "StandX 需要配置 STANDX_TOKEN",
en: "StandX requires STANDX_TOKEN",
},
"env.missingOndoperps": {
zh: "Ondo Perps 需要配置 ONDOPERPS_API_KEY_ID 与 ONDOPERPS_API_SECRET（兼容旧 ONDOPERP_ 前缀）",
en: "Ondo Perps requires ONDOPERPS_API_KEY_ID and ONDOPERPS_API_SECRET (legacy ONDOPERP_ prefix is supported)",
},
"log.subscribe.accountFail": {
zh: "订阅账户失败: {error}",
en: "Failed to subscribe account: {error}",
src/index.tsx
+22 -56
View File
@@ -4,64 +4,30 @@ import { App } from "./ui/App";
import { setupGlobalErrorHandlers } from "./runtime-errors";
import { parseCliArgs, printCliHelp } from "./cli/args";
import { startStrategy } from "./cli/strategy-runner";
import { CommandParseError, parseCommandArgv, printCommandHelp } from "./cli/command-parser";
import { executeCliCommand, renderCommandPayload } from "./cli/command-executor";
import { resolveExchangeId } from "./exchanges/create-adapter";
setupGlobalErrorHandlers();
void run();
const options = parseCliArgs();
// If user specifies --exchange, override environment-based resolution for this process
if (options.exchange) {
// Ensure downstream calls to resolveExchangeId() pick the CLI value.
// We set both common env keys respected by resolveExchangeId.
process.env.EXCHANGE = options.exchange;
process.env.TRADE_EXCHANGE = options.exchange;
}
async function run(): Promise<void> {
const rawArgv = process.argv.slice(2);
if (options.help) {
printCliHelp();
process.exit(0);
}
try {
const parsedCommand = parseCommandArgv(rawArgv);
if (parsedCommand) {
if (parsedCommand.kind === "help") {
printCommandHelp(parsedCommand.topic);
process.exit(0);
}
const result = await executeCliCommand(parsedCommand);
const output = renderCommandPayload(result.payload, parsedCommand.json);
if (result.payload.success) {
console.log(output);
} else {
console.error(output);
}
if (result.forceExit) {
process.exit(result.exitCode);
}
return;
}
} catch (error) {
if (error instanceof CommandParseError) {
console.error(`[CLI] ${error.message}`);
process.exit(2);
}
throw error;
}
const options = parseCliArgs(rawArgv);
// If user specifies --exchange, override environment-based resolution for this process
if (options.exchange) {
// Ensure downstream calls to resolveExchangeId() pick the CLI value.
// We set both common env keys respected by resolveExchangeId.
process.env.EXCHANGE = options.exchange;
process.env.TRADE_EXCHANGE = options.exchange;
}
if (options.help) {
printCliHelp();
process.exit(0);
}
if (options.strategy) {
startStrategy(options.strategy, { silent: options.silent })
.catch((error) => {
const message = error instanceof Error ? error.message : String(error);
console.error(`[Strategy] Failed to start: ${message}`);
process.exit(1);
});
} else {
render(<App />);
}
if (options.strategy) {
startStrategy(options.strategy, { silent: options.silent })
.catch((error) => {
const message = error instanceof Error ? error.message : String(error);
console.error(`[Strategy] Failed to start: ${message}`);
process.exit(1);
});
} else {
render(<App />);
}
src/strategy/basis-arb-engine.ts
+9 -10
View File
@@ -1,8 +1,7 @@
import type { BasisArbConfig } from "../config";
import type { ExchangeAdapter, FundingRateSnapshot } from "../exchanges/adapter";
import type { AccountSnapshot, Depth } from "../exchanges/types";
import type { AsterSpotBookTicker } from "../exchanges/aster/types";
import { AsterSpotRestClient, AsterRestClient } from "../exchanges/aster/gateway";
import type { AsterAccountSnapshot, AsterDepth, AsterSpotBookTicker } from "../exchanges/types";
import { AsterSpotRestClient, AsterRestClient } from "../exchanges/aster/client";
import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
import { StrategyEventEmitter } from "./common/event-emitter";
import { safeSubscribe, type LogHandler } from "./common/subscriptions";
@@ -156,7 +155,7 @@ export class BasisArbEngine {
private bootstrap(): void {
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
safeSubscribe<Depth>(
safeSubscribe<AsterDepth>(
this.exchange.watchDepth.bind(this.exchange, this.config.futuresSymbol),
(depth) => {
this.applyFuturesDepth(depth);
@@ -169,7 +168,7 @@ export class BasisArbEngine {
);
if (this.exchange.id === "nado" || this.exchange.id === "standx" || this.exchange.id === "binance") {
safeSubscribe<Depth>(
safeSubscribe<AsterDepth>(
this.exchange.watchDepth.bind(this.exchange, this.config.spotSymbol),
(depth) => {
this.applySpotDepth(depth);
@@ -197,7 +196,7 @@ export class BasisArbEngine {
);
}
safeSubscribe<AccountSnapshot>(
safeSubscribe<AsterAccountSnapshot>(
this.exchange.watchAccount.bind(this.exchange),
(snapshot) => {
this.applyAccountSnapshot(snapshot);
@@ -211,7 +210,7 @@ export class BasisArbEngine {
}
}
private applyFuturesDepth(depth: Depth): void {
private applyFuturesDepth(depth: AsterDepth): void {
if (!depth?.bids?.length || !depth?.asks?.length) {
return;
}
@@ -361,7 +360,7 @@ export class BasisArbEngine {
this.emitUpdate();
}
private applySpotDepth(depth: Depth): void {
private applySpotDepth(depth: AsterDepth): void {
if (!depth?.bids?.length || !depth?.asks?.length) {
return;
}
@@ -396,7 +395,7 @@ export class BasisArbEngine {
this.emitUpdate();
}
private applyAccountSnapshot(snapshot: AccountSnapshot): void {
private applyAccountSnapshot(snapshot: AsterAccountSnapshot): void {
const assets = Array.isArray(snapshot.assets) ? snapshot.assets : [];
const spotBalances: SpotBalanceStateEntry[] = [];
@@ -410,7 +409,7 @@ export class BasisArbEngine {
if (!Number.isFinite(wallet) || !Number.isFinite(available)) continue;
if (Math.abs(wallet) === 0 && Math.abs(available) === 0) continue;
const isTaggedFuturesAsset = name.endsWith("0");
const isTaggedFuturesAsset = /0$/.test(name);
if (isTaggedFuturesAsset) {
futuresBalances.push({ asset: name.replace(/0$/, ""), wallet, available });
continue;
src/strategy/common/binance-depth.ts
+10 -10
View File
@@ -1,5 +1,5 @@
import NodeWebSocket from "ws";
import type { DepthLevel } from "../../exchanges/types";
import type { AsterDepthLevel } from "../../exchanges/types";
import type { DepthImbalance } from "../../utils/depth";
const WebSocketCtor: typeof globalThis.WebSocket =
@@ -56,14 +56,14 @@ export type BinanceConnectionListener = (state: BinanceConnectionState) => void;
interface DepthUpdateEvent {
U: number;
u: number;
bids: DepthLevel[];
asks: DepthLevel[];
bids: AsterDepthLevel[];
asks: AsterDepthLevel[];
}
interface DepthSnapshotResponse {
lastUpdateId: number;
bids: DepthLevel[];
asks: DepthLevel[];
bids: AsterDepthLevel[];
asks: AsterDepthLevel[];
}
export class BinanceDepthTracker {
@@ -540,7 +540,7 @@ export class BinanceDepthTracker {
return true;
}
private applyLevels(book: Map<string, number>, levels: DepthLevel[]): void {
private applyLevels(book: Map<string, number>, levels: AsterDepthLevel[]): void {
for (const level of levels) {
const priceRaw = level?.[0];
const qtyRaw = level?.[1];
@@ -657,8 +657,8 @@ export class BinanceDepthTracker {
throw new Error("invalid lastUpdateId");
}
const bids = Array.isArray(json.bids) ? (json.bids as DepthLevel[]) : [];
const asks = Array.isArray(json.asks) ? (json.asks as DepthLevel[]) : [];
const bids = Array.isArray(json.bids) ? (json.bids as AsterDepthLevel[]) : [];
const asks = Array.isArray(json.asks) ? (json.asks as AsterDepthLevel[]) : [];
this.lastRestSyncAt = Date.now();
this.restConsecutiveFailures = 0;
this.restLastError = null;
@@ -697,8 +697,8 @@ export class BinanceDepthTracker {
const bidsRaw = Array.isArray(payload.b) ? payload.b : [];
const asksRaw = Array.isArray(payload.a) ? payload.a : [];
const bids = bidsRaw.filter((level): level is DepthLevel => Array.isArray(level)) as DepthLevel[];
const asks = asksRaw.filter((level): level is DepthLevel => Array.isArray(level)) as DepthLevel[];
const bids = bidsRaw.filter((level): level is AsterDepthLevel => Array.isArray(level)) as AsterDepthLevel[];
const asks = asksRaw.filter((level): level is AsterDepthLevel => Array.isArray(level)) as AsterDepthLevel[];
return { U, u, bids, asks };
} catch {
src/strategy/common/grid-storage.ts
+2 -15
View File
@@ -5,19 +5,6 @@ import type { GridDirection } from "../../config";
const DATA_DIR = process.env.GRID_DATA_DIR?.trim() || path.resolve("data");
const GRID_FILE = path.resolve(DATA_DIR, "grid-record.json");
/** State of a single grid level */
export type LevelState = "idle" | "filled" | "exit_placed";
export interface StoredLevelInfo {
state: LevelState;
/** The grid level index where ENTRY was filled */
sourceLevel: number;
/** The grid level index where EXIT is targeted (closeTarget) */
targetLevel: number | null;
/** The orderId of the EXIT order on exchange (if exit_placed) */
exitOrderId?: string;
}
export interface StoredGridState {
symbol: string;
lowerPrice: number;
@@ -26,8 +13,8 @@ export interface StoredGridState {
orderSize: number;
maxPositionSize: number;
direction: GridDirection;
/** Per-level state: key is level index string */
levels: Record<string, StoredLevelInfo>;
longExposure: Record<string, number>;
shortExposure: Record<string, number>;
updatedAt: number;
}
src/strategy/grid-engine.ts
+511 -812
View File
File diff suppressed because it is too large Load Diff
src/strategy/guardian-engine.ts
+17 -17
View File
@@ -1,6 +1,6 @@
import type { TradingConfig } from "../config";
import type { ExchangeAdapter } from "../exchanges/adapter";
import type { AccountSnapshot, Order, Ticker } from "../exchanges/types";
import type { AsterAccountSnapshot, AsterOrder, AsterTicker } from "../exchanges/types";
import {
calcStopLossPrice,
calcTrailingActivationPrice,
@@ -30,11 +30,11 @@ export interface GuardianEngineSnapshot {
unrealized: number;
targetStopPrice: number | null;
trailingActivationPrice: number | null;
stopOrder: Order | null;
trailingOrder: Order | null;
stopOrder: AsterOrder | null;
trailingOrder: AsterOrder | null;
requiresStop: boolean;
tradeLog: TradeLogEntry[];
openOrders: Order[];
openOrders: AsterOrder[];
lastUpdated: number | null;
guardStatus: "idle" | "protecting" | "pending";
}
@@ -43,9 +43,9 @@ type GuardianEngineEvent = "update";
type GuardianEngineListener = (snapshot: GuardianEngineSnapshot) => void;
export class GuardianEngine {
private accountSnapshot: AccountSnapshot | null = null;
private openOrders: Order[] = [];
private tickerSnapshot: Ticker | null = null;
private accountSnapshot: AsterAccountSnapshot | null = null;
private openOrders: AsterOrder[] = [];
private tickerSnapshot: AsterTicker | null = null;
private readonly locks: OrderLockMap = {};
private readonly timers: OrderTimerMap = {};
@@ -101,7 +101,7 @@ export class GuardianEngine {
private bootstrap(): void {
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
safeSubscribe<AccountSnapshot>(
safeSubscribe<AsterAccountSnapshot>(
this.exchange.watchAccount.bind(this.exchange),
(snapshot) => {
this.accountSnapshot = snapshot;
@@ -114,7 +114,7 @@ export class GuardianEngine {
}
);
safeSubscribe<Order[]>(
safeSubscribe<AsterOrder[]>(
this.exchange.watchOrders.bind(this.exchange),
(orders) => {
this.synchronizeLocks(orders);
@@ -141,7 +141,7 @@ export class GuardianEngine {
}
);
safeSubscribe<Ticker>(
safeSubscribe<AsterTicker>(
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
(ticker) => {
this.tickerSnapshot = ticker;
@@ -155,7 +155,7 @@ export class GuardianEngine {
);
}
private synchronizeLocks(orders: Order[] | null | undefined): void {
private synchronizeLocks(orders: AsterOrder[] | null | undefined): void {
const list = Array.isArray(orders) ? orders : [];
Object.keys(this.pending).forEach((type) => {
const pendingId = this.pending[type];
@@ -261,8 +261,8 @@ export class GuardianEngine {
price: number;
stopPrice: number;
activationPrice: number;
currentStop?: Order;
currentTrailing?: Order;
currentStop?: AsterOrder;
currentTrailing?: AsterOrder;
}): Promise<void> {
const { position, direction, stopSide, price, stopPrice, activationPrice, currentStop, currentTrailing } = params;
@@ -416,7 +416,7 @@ export class GuardianEngine {
private async tryReplaceStop(
side: "BUY" | "SELL",
currentOrder: Order,
currentOrder: AsterOrder,
nextStopPrice: number,
lastPrice: number
): Promise<void> {
@@ -559,7 +559,7 @@ export class GuardianEngine {
}
}
private isProtectiveOrder(order: Order): boolean {
private isProtectiveOrder(order: AsterOrder): boolean {
if (order.symbol !== this.config.symbol) {
return false;
}
@@ -571,14 +571,14 @@ export class GuardianEngine {
return type === "STOP_MARKET" || hasStopPrice;
}
private findStopOrder(side: "BUY" | "SELL"): Order | undefined {
private findStopOrder(side: "BUY" | "SELL"): AsterOrder | undefined {
return this.openOrders.find((order) => {
const hasStopPrice = Number.isFinite(Number(order.stopPrice)) && Number(order.stopPrice) > 0;
return order.side === side && (order.type === "STOP_MARKET" || hasStopPrice);
});
}
private findTrailingOrder(side: "BUY" | "SELL"): Order | undefined {
private findTrailingOrder(side: "BUY" | "SELL"): AsterOrder | undefined {
return this.openOrders.find((order) => order.type === "TRAILING_STOP_MARKET" && order.side === side);
}
src/strategy/liquidity-maker-engine.ts
+20 -20
View File
@@ -1,11 +1,11 @@
import type { LiquidityMakerConfig } from "../config";
import type { ExchangeAdapter } from "../exchanges/adapter";
import type {
AccountSnapshot,
Depth,
Kline,
Order,
Ticker,
AsterAccountSnapshot,
AsterDepth,
AsterKline,
AsterOrder,
AsterTicker,
} from "../exchanges/types";
import { formatPriceToString } from "../utils/math";
import { createTradeLog } from "../logging/trade-log";
@@ -65,12 +65,12 @@ type MakerListener = (snapshot: LiquidityMakerEngineSnapshot) => void;
const EPS = 1e-5;
export class LiquidityMakerEngine {
private accountSnapshot: AccountSnapshot | null = null;
private depthSnapshot: Depth | null = null;
private tickerSnapshot: Ticker | null = null;
private lastKline: Kline | null = null;
private accountSnapshot: AsterAccountSnapshot | null = null;
private depthSnapshot: AsterDepth | null = null;
private tickerSnapshot: AsterTicker | null = null;
private lastKline: AsterKline | null = null;
private liveCandle: { startMs: number; open: number; close: number } | null = null;
private openOrders: Order[] = [];
private openOrders: AsterOrder[] = [];
private readonly locks: OrderLockMap = {};
private readonly timers: OrderTimerMap = {};
@@ -180,7 +180,7 @@ export class LiquidityMakerEngine {
private bootstrap(): void {
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
safeSubscribe<AccountSnapshot>(
safeSubscribe<AsterAccountSnapshot>(
this.exchange.watchAccount.bind(this.exchange),
(snapshot) => {
this.accountSnapshot = snapshot;
@@ -224,7 +224,7 @@ export class LiquidityMakerEngine {
}
);
safeSubscribe<Order[]>(
safeSubscribe<AsterOrder[]>(
this.exchange.watchOrders.bind(this.exchange),
(orders) => {
this.syncLocksWithOrders(orders);
@@ -232,7 +232,7 @@ export class LiquidityMakerEngine {
// 检测成交：对比上一轮的订单ID
const currentIds = new Set<string>();
const activeOrders: Order[] = [];
const activeOrders: AsterOrder[] = [];
if (Array.isArray(orders)) {
for (const order of orders) {
@@ -268,7 +268,7 @@ export class LiquidityMakerEngine {
}
);
safeSubscribe<Depth>(
safeSubscribe<AsterDepth>(
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
(depth) => {
this.depthSnapshot = depth;
@@ -282,7 +282,7 @@ export class LiquidityMakerEngine {
}
);
safeSubscribe<Ticker>(
safeSubscribe<AsterTicker>(
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
(ticker) => {
this.tickerSnapshot = ticker;
@@ -296,7 +296,7 @@ export class LiquidityMakerEngine {
}
);
safeSubscribe<Kline[]>(
safeSubscribe<AsterKline[]>(
this.exchange.watchKlines.bind(this.exchange, this.config.symbol, "1m"),
(klines) => {
if (!Array.isArray(klines) || !klines.length) return;
@@ -318,7 +318,7 @@ export class LiquidityMakerEngine {
}
/** 检测成交订单 */
private detectFills(orders: Order[] | null | undefined): void {
private detectFills(orders: AsterOrder[] | null | undefined): void {
if (!Array.isArray(orders)) return;
// 查找已成交或部分成交的订单
@@ -357,7 +357,7 @@ export class LiquidityMakerEngine {
}
}
private syncLocksWithOrders(orders: Order[] | null | undefined): void {
private syncLocksWithOrders(orders: AsterOrder[] | null | undefined): void {
const list = Array.isArray(orders) ? orders : [];
Object.keys(this.pending).forEach((type) => {
const pendingId = this.pending[type];
@@ -759,7 +759,7 @@ export class LiquidityMakerEngine {
* 更敏感的偏移判断：当一侧深度超出另一侧 depthImbalanceRatio 倍时，
* 取消订单簿较薄一端的订单
*/
private evaluateDepth(depth: Depth): {
private evaluateDepth(depth: AsterDepth): {
buySum: number;
sellSum: number;
skipBuySide: boolean;
@@ -1186,7 +1186,7 @@ export class LiquidityMakerEngine {
return position;
}
private getSpotBalances(snapshot: AccountSnapshot | null = this.accountSnapshot): { baseAvailable: number; quoteAvailable: number; baseWallet: number } | null {
private getSpotBalances(snapshot: AsterAccountSnapshot | null = this.accountSnapshot): { baseAvailable: number; quoteAvailable: number; baseWallet: number } | null {
const assets = snapshot?.assets ?? [];
if (!assets.length) return null;
const parsed = parseSymbolParts(this.config.symbol);
src/strategy/maker-engine.ts
+15 -14
View File
@@ -1,10 +1,11 @@
import type { MakerConfig } from "../config";
import type { ExchangeAdapter } from "../exchanges/adapter";
import type {
AccountSnapshot,
Depth,
Order,
Ticker,
AsterAccountSnapshot,
AsterDepth,
AsterKline,
AsterOrder,
AsterTicker,
} from "../exchanges/types";
import { formatPriceToString } from "../utils/math";
import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
@@ -47,7 +48,7 @@ export interface MakerEngineSnapshot {
pnl: number;
accountUnrealized: number;
sessionVolume: number;
openOrders: Order[];
openOrders: AsterOrder[];
desiredOrders: DesiredOrder[];
tradeLog: TradeLogEntry[];
lastUpdated: number | null;
@@ -66,10 +67,10 @@ const EPS = 1e-5;
const INSUFFICIENT_BALANCE_COOLDOWN_MS = 15_000;
export class MakerEngine {
private accountSnapshot: AccountSnapshot | null = null;
private depthSnapshot: Depth | null = null;
private tickerSnapshot: Ticker | null = null;
private openOrders: Order[] = [];
private accountSnapshot: AsterAccountSnapshot | null = null;
private depthSnapshot: AsterDepth | null = null;
private tickerSnapshot: AsterTicker | null = null;
private openOrders: AsterOrder[] = [];
private readonly locks: OrderLockMap = {};
private readonly timers: OrderTimerMap = {};
@@ -154,7 +155,7 @@ export class MakerEngine {
private bootstrap(): void {
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
safeSubscribe<AccountSnapshot>(
safeSubscribe<AsterAccountSnapshot>(
this.exchange.watchAccount.bind(this.exchange),
(snapshot) => {
this.accountSnapshot = snapshot;
@@ -178,7 +179,7 @@ export class MakerEngine {
}
);
safeSubscribe<Order[]>(
safeSubscribe<AsterOrder[]>(
this.exchange.watchOrders.bind(this.exchange),
(orders) => {
this.syncLocksWithOrders(orders);
@@ -211,7 +212,7 @@ export class MakerEngine {
}
);
safeSubscribe<Depth>(
safeSubscribe<AsterDepth>(
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
(depth) => {
this.depthSnapshot = depth;
@@ -229,7 +230,7 @@ export class MakerEngine {
}
);
safeSubscribe<Ticker>(
safeSubscribe<AsterTicker>(
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
(ticker) => {
this.tickerSnapshot = ticker;
@@ -250,7 +251,7 @@ export class MakerEngine {
// Maker strategy does not require realtime klines.
}
private syncLocksWithOrders(orders: Order[] | null | undefined): void {
private syncLocksWithOrders(orders: AsterOrder[] | null | undefined): void {
const list = Array.isArray(orders) ? orders : [];
Object.keys(this.pending).forEach((type) => {
const pendingId = this.pending[type];
src/strategy/maker-points-engine.ts
+20 -20
View File
@@ -1,10 +1,10 @@
import type { MakerPointsConfig } from "../config";
import type { ExchangeAdapter } from "../exchanges/adapter";
import type {
AccountSnapshot,
Depth,
Order,
Ticker,
AsterAccountSnapshot,
AsterDepth,
AsterOrder,
AsterTicker,
} from "../exchanges/types";
import { formatPriceToString } from "../utils/math";
import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
@@ -59,7 +59,7 @@ export interface MakerPointsSnapshot {
pnl: number;
accountUnrealized: number;
sessionVolume: number;
openOrders: Order[];
openOrders: AsterOrder[];
desiredOrders: DesiredOrder[];
tradeLog: TradeLogEntry[];
lastUpdated: number | null;
@@ -102,10 +102,10 @@ const STANDX_MARGIN_MODE_MAX_ATTEMPTS = 10;
const ACCOUNT_STALE_REST_PROBE_MIN_INTERVAL_MS = 5_000;
export class MakerPointsEngine {
private accountSnapshot: AccountSnapshot | null = null;
private depthSnapshot: Depth | null = null;
private tickerSnapshot: Ticker | null = null;
private openOrders: Order[] = [];
private accountSnapshot: AsterAccountSnapshot | null = null;
private depthSnapshot: AsterDepth | null = null;
private tickerSnapshot: AsterTicker | null = null;
private openOrders: AsterOrder[] = [];
private readonly locks: OrderLockMap = {};
private readonly timers: OrderTimerMap = {};
@@ -298,7 +298,7 @@ export class MakerPointsEngine {
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
this.setupRestHealthProtection();
safeSubscribe<AccountSnapshot>(
safeSubscribe<AsterAccountSnapshot>(
this.exchange.watchAccount.bind(this.exchange),
(snapshot) => {
this.applyAccountSnapshot(snapshot);
@@ -310,7 +310,7 @@ export class MakerPointsEngine {
}
);
safeSubscribe<Order[]>(
safeSubscribe<AsterOrder[]>(
this.exchange.watchOrders.bind(this.exchange),
(orders) => {
this.syncLocksWithOrders(orders);
@@ -339,7 +339,7 @@ export class MakerPointsEngine {
}
);
safeSubscribe<Depth>(
safeSubscribe<AsterDepth>(
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
(depth) => {
this.depthSnapshot = depth;
@@ -358,7 +358,7 @@ export class MakerPointsEngine {
}
);
safeSubscribe<Ticker>(
safeSubscribe<AsterTicker>(
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
(ticker) => {
this.tickerSnapshot = ticker;
@@ -376,7 +376,7 @@ export class MakerPointsEngine {
this.setupConnectionProtection();
}
private applyAccountSnapshot(snapshot: AccountSnapshot): void {
private applyAccountSnapshot(snapshot: AsterAccountSnapshot): void {
this.accountSnapshot = snapshot;
// StandX: WS 推送使用本地接收时间戳；REST 快照使用响应里的 time 字段映射到 snapshot.updateTime
this.lastStandxAccountTime =
@@ -545,7 +545,7 @@ export class MakerPointsEngine {
}
}
private syncLocksWithOrders(orders: Order[] | null | undefined): void {
private syncLocksWithOrders(orders: AsterOrder[] | null | undefined): void {
const list = Array.isArray(orders) ? orders : [];
Object.keys(this.pending).forEach((type) => {
const pendingId = this.pending[type];
@@ -746,7 +746,7 @@ export class MakerPointsEngine {
ask1: number;
skipBuy: boolean;
skipSell: boolean;
depth: Depth | null;
depth: AsterDepth | null;
}): DesiredOrder[] {
const { bid1, ask1, skipBuy, skipSell, depth } = params;
@@ -837,7 +837,7 @@ export class MakerPointsEngine {
* 当深度从足够变为不足，或从不足变为足够时，需要触发重新计算
*/
private checkDepthStatusChanged(
depth: Depth | null,
depth: AsterDepth | null,
bid1: number,
ask1: number
): boolean {
@@ -879,7 +879,7 @@ export class MakerPointsEngine {
/**
* 当深度从“满足阈值”切换到“不满足阈值”时，立即触发一次主循环，优先撤销不再安全的挂单。
*/
private shouldTriggerImmediateDepthProtection(depth: Depth | null): boolean {
private shouldTriggerImmediateDepthProtection(depth: AsterDepth | null): boolean {
if (!depth) return false;
if (this.defenseMode || this.reconnectResetPending || this.stopLossProcessing) return false;
@@ -917,7 +917,7 @@ export class MakerPointsEngine {
/**
* 当盘口相对上次报价偏移超过 minRepriceBps 时，立即触发一次主循环，优先撤销旧报价。
*/
private shouldTriggerImmediateReprice(depth: Depth | null): boolean {
private shouldTriggerImmediateReprice(depth: AsterDepth | null): boolean {
if (!depth) return false;
if (this.defenseMode || this.reconnectResetPending || this.stopLossProcessing) return false;
@@ -1993,7 +1993,7 @@ export class MakerPointsEngine {
void poll();
}
private getStandxMarginMode(snapshot: AccountSnapshot | null): string | null {
private getStandxMarginMode(snapshot: AsterAccountSnapshot | null): string | null {
if (this.exchange.id !== "standx") return null;
const positions = snapshot?.positions ?? [];
const match = positions.find((pos) => pos.symbol === this.config.symbol);
src/strategy/offset-maker-engine.ts
+18 -18
View File
@@ -1,11 +1,11 @@
import type { MakerConfig } from "../config";
import type { ExchangeAdapter } from "../exchanges/adapter";
import type {
AccountSnapshot,
Depth,
Kline,
Order,
Ticker,
AsterAccountSnapshot,
AsterDepth,
AsterKline,
AsterOrder,
AsterTicker,
} from "../exchanges/types";
import { formatPriceToString } from "../utils/math";
import { createTradeLog } from "../logging/trade-log";
@@ -56,12 +56,12 @@ type MakerListener = (snapshot: OffsetMakerEngineSnapshot) => void;
const EPS = 1e-5;
export class OffsetMakerEngine {
private accountSnapshot: AccountSnapshot | null = null;
private depthSnapshot: Depth | null = null;
private tickerSnapshot: Ticker | null = null;
private lastKline: Kline | null = null;
private accountSnapshot: AsterAccountSnapshot | null = null;
private depthSnapshot: AsterDepth | null = null;
private tickerSnapshot: AsterTicker | null = null;
private lastKline: AsterKline | null = null;
private liveCandle: { startMs: number; open: number; close: number } | null = null;
private openOrders: Order[] = [];
private openOrders: AsterOrder[] = [];
private readonly locks: OrderLockMap = {};
private readonly timers: OrderTimerMap = {};
@@ -163,7 +163,7 @@ export class OffsetMakerEngine {
private bootstrap(): void {
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
safeSubscribe<AccountSnapshot>(
safeSubscribe<AsterAccountSnapshot>(
this.exchange.watchAccount.bind(this.exchange),
(snapshot) => {
this.accountSnapshot = snapshot;
@@ -207,7 +207,7 @@ export class OffsetMakerEngine {
}
);
safeSubscribe<Order[]>(
safeSubscribe<AsterOrder[]>(
this.exchange.watchOrders.bind(this.exchange),
(orders) => {
this.syncLocksWithOrders(orders);
@@ -236,7 +236,7 @@ export class OffsetMakerEngine {
}
);
safeSubscribe<Depth>(
safeSubscribe<AsterDepth>(
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
(depth) => {
this.depthSnapshot = depth;
@@ -250,7 +250,7 @@ export class OffsetMakerEngine {
}
);
safeSubscribe<Ticker>(
safeSubscribe<AsterTicker>(
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
(ticker) => {
this.tickerSnapshot = ticker;
@@ -264,7 +264,7 @@ export class OffsetMakerEngine {
}
);
safeSubscribe<Kline[]>(
safeSubscribe<AsterKline[]>(
this.exchange.watchKlines.bind(this.exchange, this.config.symbol, "1m"),
(klines) => {
if (!Array.isArray(klines) || !klines.length) return;
@@ -284,7 +284,7 @@ export class OffsetMakerEngine {
);
}
private syncLocksWithOrders(orders: Order[] | null | undefined): void {
private syncLocksWithOrders(orders: AsterOrder[] | null | undefined): void {
const list = Array.isArray(orders) ? orders : [];
Object.keys(this.pending).forEach((type) => {
const pendingId = this.pending[type];
@@ -600,7 +600,7 @@ export class OffsetMakerEngine {
}
}
private evaluateDepth(depth: Depth): {
private evaluateDepth(depth: AsterDepth): {
buySum: number;
sellSum: number;
skipBuySide: boolean;
@@ -1038,7 +1038,7 @@ export class OffsetMakerEngine {
return position;
}
private getSpotBalances(snapshot: AccountSnapshot | null = this.accountSnapshot): { baseAvailable: number; quoteAvailable: number; baseWallet: number } | null {
private getSpotBalances(snapshot: AsterAccountSnapshot | null = this.accountSnapshot): { baseAvailable: number; quoteAvailable: number; baseWallet: number } | null {
const assets = snapshot?.assets ?? [];
if (!assets.length) return null;
const parsed = parseSymbolParts(this.config.symbol);
src/strategy/swing-engine.ts
+15 -14
View File
@@ -1,5 +1,5 @@
import type { ExchangeAdapter } from "../exchanges/adapter";
import type { AccountSnapshot, Depth, Order, Ticker } from "../exchanges/types";
import type { AsterAccountSnapshot, AsterDepth, AsterOrder, AsterTicker } from "../exchanges/types";
import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
import { marketClose, placeMarketOrder, placeStopLossOrder, unlockOperating } from "../core/order-coordinator";
import type { OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator";
@@ -55,9 +55,9 @@ export interface SwingEngineSnapshot {
stopLossTarget: number | null;
stopLossKillSwitch: boolean;
openOrders: Order[];
depth: Depth | null;
ticker: Ticker | null;
openOrders: AsterOrder[];
depth: AsterDepth | null;
ticker: AsterTicker | null;
tradeLog: TradeLogEntry[];
lastUpdated: number | null;
@@ -70,10 +70,10 @@ type SwingListener = (snapshot: SwingEngineSnapshot) => void;
const EPS = 1e-5;
export class SwingEngine {
private accountSnapshot: AccountSnapshot | null = null;
private openOrders: Order[] = [];
private depthSnapshot: Depth | null = null;
private tickerSnapshot: Ticker | null = null;
private accountSnapshot: AsterAccountSnapshot | null = null;
private openOrders: AsterOrder[] = [];
private depthSnapshot: AsterDepth | null = null;
private tickerSnapshot: AsterTicker | null = null;
private readonly locks: OrderLockMap = {};
private readonly timers: OrderTimerMap = {};
@@ -163,7 +163,7 @@ export class SwingEngine {
private bootstrap(): void {
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
safeSubscribe<AccountSnapshot>(
safeSubscribe<AsterAccountSnapshot>(
this.exchange.watchAccount.bind(this.exchange),
(snapshot) => {
this.accountSnapshot = snapshot;
@@ -192,7 +192,7 @@ export class SwingEngine {
}
);
safeSubscribe<Order[]>(
safeSubscribe<AsterOrder[]>(
this.exchange.watchOrders.bind(this.exchange),
(orders) => {
this.synchronizeLocks(orders);
@@ -214,7 +214,7 @@ export class SwingEngine {
}
);
safeSubscribe<Depth>(
safeSubscribe<AsterDepth>(
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
(depth) => {
this.depthSnapshot = depth;
@@ -227,7 +227,7 @@ export class SwingEngine {
}
);
safeSubscribe<Ticker>(
safeSubscribe<AsterTicker>(
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
(ticker) => {
this.tickerSnapshot = ticker;
@@ -241,7 +241,7 @@ export class SwingEngine {
);
}
private synchronizeLocks(orders: Order[] | null | undefined): void {
private synchronizeLocks(orders: AsterOrder[] | null | undefined): void {
const list = Array.isArray(orders) ? orders : [];
Object.keys(this.pending).forEach((type) => {
const pendingId = this.pending[type];
@@ -422,7 +422,7 @@ export class SwingEngine {
: position.entryPrice * (1 + Math.max(0, this.config.stopLossPct));
const tick = Math.max(1e-9, this.config.priceTick);
const lastPrice = referencePrice;
const lastPrice = referencePrice ?? Number(this.tickerSnapshot?.lastPrice) ?? null;
// Kill-switch (always-on).
const triggerKill =
@@ -621,3 +621,4 @@ export class SwingEngine {
});
}
}
src/strategy/trend-engine.ts
+21 -21
View File
@@ -2,11 +2,11 @@ import crypto from "crypto";
import type { TradingConfig } from "../config";
import type { ExchangeAdapter } from "../exchanges/adapter";
import type {
AccountSnapshot,
Order,
Ticker,
Depth,
Kline,
AsterAccountSnapshot,
AsterOrder,
AsterTicker,
AsterDepth,
AsterKline,
} from "../exchanges/types";
import {
calcStopLossPrice,
@@ -51,9 +51,9 @@ export interface TrendEngineSnapshot {
totalTrades: number;
sessionVolume: number;
tradeLog: TradeLogEntry[];
openOrders: Order[];
depth: Depth | null;
ticker: Ticker | null;
openOrders: AsterOrder[];
depth: AsterDepth | null;
ticker: AsterTicker | null;
lastUpdated: number | null;
lastOpenSignal: OpenOrderPlan;
}
@@ -68,11 +68,11 @@ type TrendEngineEvent = "update";
type TrendEngineListener = (snapshot: TrendEngineSnapshot) => void;
export class TrendEngine {
private accountSnapshot: AccountSnapshot | null = null;
private openOrders: Order[] = [];
private depthSnapshot: Depth | null = null;
private tickerSnapshot: Ticker | null = null;
private klineSnapshot: Kline[] = [];
private accountSnapshot: AsterAccountSnapshot | null = null;
private openOrders: AsterOrder[] = [];
private depthSnapshot: AsterDepth | null = null;
private tickerSnapshot: AsterTicker | null = null;
private klineSnapshot: AsterKline[] = [];
private readonly locks: OrderLockMap = {};
private readonly timers: OrderTimerMap = {};
@@ -164,7 +164,7 @@ export class TrendEngine {
private bootstrap(): void {
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
safeSubscribe<AccountSnapshot>(
safeSubscribe<AsterAccountSnapshot>(
this.exchange.watchAccount.bind(this.exchange),
(snapshot) => {
this.accountSnapshot = snapshot;
@@ -181,7 +181,7 @@ export class TrendEngine {
}
);
safeSubscribe<Order[]>(
safeSubscribe<AsterOrder[]>(
this.exchange.watchOrders.bind(this.exchange),
(orders) => {
this.synchronizeLocks(orders);
@@ -215,7 +215,7 @@ export class TrendEngine {
}
);
safeSubscribe<Depth>(
safeSubscribe<AsterDepth>(
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
(depth) => {
this.depthSnapshot = depth;
@@ -228,7 +228,7 @@ export class TrendEngine {
}
);
safeSubscribe<Ticker>(
safeSubscribe<AsterTicker>(
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
(ticker) => {
this.tickerSnapshot = ticker;
@@ -241,7 +241,7 @@ export class TrendEngine {
}
);
safeSubscribe<Kline[]>(
safeSubscribe<AsterKline[]>(
this.exchange.watchKlines.bind(this.exchange, this.config.symbol, this.config.klineInterval),
(klines) => {
this.klineSnapshot = Array.isArray(klines) ? klines : [];
@@ -258,7 +258,7 @@ export class TrendEngine {
);
}
private synchronizeLocks(orders: Order[] | null | undefined): void {
private synchronizeLocks(orders: AsterOrder[] | null | undefined): void {
const list = Array.isArray(orders) ? orders : [];
Object.keys(this.pending).forEach((type) => {
const pendingId = this.pending[type];
@@ -386,7 +386,7 @@ export class TrendEngine {
private async enforceRateLimitStop(): Promise<void> {
const position = getPosition(this.accountSnapshot, this.config.symbol);
if (Math.abs(position.positionAmt) < 1e-5) return;
const price = this.getReferencePrice();
const price = this.getReferencePrice() ?? Number(this.tickerSnapshot?.lastPrice) ?? this.lastPrice;
if (!Number.isFinite(price) || price == null) return;
const result = await this.handlePositionManagement(position, Number(price));
if (result.closed) {
@@ -834,7 +834,7 @@ export class TrendEngine {
private async tryReplaceStop(
side: "BUY" | "SELL",
currentOrder: Order,
currentOrder: AsterOrder,
nextStopPrice: number,
lastPrice: number
): Promise<void> {
src/utils/depth.ts
+2 -2
View File
@@ -1,9 +1,9 @@
import type { Depth } from "../exchanges/types";
import type { AsterDepth } from "../exchanges/types";
export type DepthImbalance = "balanced" | "buy_dominant" | "sell_dominant";
export function computeDepthStats(
depth: Depth,
depth: AsterDepth,
levels = 10,
ratio = 3
): {
src/utils/price.ts
+5 -5
View File
@@ -1,6 +1,6 @@
import type { Depth, Ticker } from "../exchanges/types";
import type { AsterDepth, AsterTicker } from "../exchanges/types";
export function getTopPrices(depth?: Depth | null): { topBid: number | null; topAsk: number | null } {
export function getTopPrices(depth?: AsterDepth | null): { topBid: number | null; topAsk: number | null } {
const bid = Number(depth?.bids?.[0]?.[0]);
const ask = Number(depth?.asks?.[0]?.[0]);
return {
@@ -16,7 +16,7 @@ export function getTopPrices(depth?: Depth | null): { topBid: number | null; top
* @returns 指定档位的买卖价格，如果该档位不存在则回退到最近的有效档位
*/
export function getPricesAtLevel(
depth?: Depth | null,
depth?: AsterDepth | null,
level: number = 1
): { bidAtLevel: number | null; askAtLevel: number | null } {
const index = Math.max(0, level - 1);
@@ -49,7 +49,7 @@ export function getPricesAtLevel(
return { bidAtLevel, askAtLevel };
}
export function getMidOrLast(depth?: Depth | null, ticker?: Ticker | null): number | null {
export function getMidOrLast(depth?: AsterDepth | null, ticker?: AsterTicker | null): number | null {
const { topBid, topAsk } = getTopPrices(depth);
if (topBid != null && topAsk != null) return (topBid + topAsk) / 2;
const last = Number(ticker?.lastPrice);
@@ -64,7 +64,7 @@ export function getMidOrLast(depth?: Depth | null, ticker?: Ticker | null): numb
* @returns 从一档到目标价格之间的挂单总量 (不包含目标价格本身)
*/
export function getDepthBetweenPrices(
depth: Depth | null | undefined,
depth: AsterDepth | null | undefined,
side: "BUY" | "SELL",
targetPrice: number
): number {
src/utils/strategy.ts
+6 -6
View File
@@ -1,4 +1,4 @@
import type { AccountAsset, AccountSnapshot, Kline } from "../exchanges/types";
import type { AsterAccountAsset, AsterAccountSnapshot, AsterKline } from "../exchanges/types";
export interface PositionSnapshot {
positionAmt: number;
@@ -7,7 +7,7 @@ export interface PositionSnapshot {
markPrice: number | null;
}
export function getPosition(snapshot: AccountSnapshot | null, symbol: string): PositionSnapshot {
export function getPosition(snapshot: AsterAccountSnapshot | null, symbol: string): PositionSnapshot {
if (!snapshot) {
return { positionAmt: 0, entryPrice: 0, unrealizedProfit: 0, markPrice: null };
}
@@ -48,7 +48,7 @@ export function getPosition(snapshot: AccountSnapshot | null, symbol: string): P
}
export function validateAccountSnapshotForSymbol(
snapshot: AccountSnapshot | null,
snapshot: AsterAccountSnapshot | null,
symbol: string
): { ok: true } | { ok: false; issues: string[] } {
if (!snapshot) return { ok: true };
@@ -88,7 +88,7 @@ export function validateAccountSnapshotForSymbol(
return { ok: false, issues: Array.from(new Set(issues)) };
}
export function getSMA(values: Kline[], length: number): number | null {
export function getSMA(values: AsterKline[], length: number): number | null {
if (!Array.isArray(values) || values.length < length) return null;
const window = values.slice(-length);
const closes = window.map((kline) => Number(kline.close));
@@ -118,7 +118,7 @@ export function calcTrailingActivationPrice(entryPrice: number, qty: number, sid
}
export function computeBollingerBandwidth(
values: Kline[],
values: AsterKline[],
length: number,
stdMultiplier: number
): number | null {
@@ -190,7 +190,7 @@ function normalizeBaseSymbol(symbol: string | undefined): string | undefined {
return parseSymbolParts(symbol).base;
}
function selectAsset(assets: AccountAsset[], baseSymbol: string, baseAssetId?: number): AccountAsset | undefined {
function selectAsset(assets: AsterAccountAsset[], baseSymbol: string, baseAssetId?: number): AsterAccountAsset | undefined {
const normalized = baseSymbol.toUpperCase();
const targetId = Number(baseAssetId);
return assets.find((asset) => {
tests/account-snapshot-validate.test.ts
+2 -2
View File
@@ -1,8 +1,8 @@
import { describe, expect, it } from "vitest";
import type { AccountSnapshot } from "../src/exchanges/types";
import type { AsterAccountSnapshot } from "../src/exchanges/types";
import { validateAccountSnapshotForSymbol } from "../src/utils/strategy";
function baseSnapshot(positions: AccountSnapshot["positions"]): AccountSnapshot {
function baseSnapshot(positions: AsterAccountSnapshot["positions"]): AsterAccountSnapshot {
return {
canTrade: true,
canDeposit: true,
tests/aster-spot-rest.test.ts
+1 -1
View File
@@ -1,6 +1,6 @@
import crypto from "crypto";
import { afterAll, afterEach, beforeAll, beforeEach, describe, expect, it, vi } from "vitest";
import { AsterSpotRestClient } from "../src/exchanges/aster/gateway";
import { AsterSpotRestClient } from "../src/exchanges/aster/client";
describe("AsterSpotRestClient", () => {
const originalFetch = globalThis.fetch;
tests/basis-arb-engine.test.ts
+13 -13
View File
@@ -1,47 +1,47 @@
import { describe, expect, it, vi } from "vitest";
import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type {
AccountSnapshot,
Depth,
Kline,
Order,
Ticker,
AsterAccountSnapshot,
AsterDepth,
AsterKline,
AsterOrder,
AsterTicker,
} from "../src/exchanges/types";
import { BasisArbEngine } from "../src/strategy/basis-arb-engine";
class StubAdapter implements ExchangeAdapter {
id = "aster";
private depthHandler: ((depth: Depth) => void) | null = null;
private depthHandler: ((depth: AsterDepth) => void) | null = null;
supportsTrailingStops(): boolean {
return false;
}
watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {
watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {
// not required for this test
}
watchOrders(_cb: (orders: Order[]) => void): void {
watchOrders(_cb: (orders: AsterOrder[]) => void): void {
// not required for this test
}
watchDepth(_symbol: string, cb: (depth: Depth) => void): void {
watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void {
this.depthHandler = cb;
}
emitDepth(depth: Depth): void {
emitDepth(depth: AsterDepth): void {
this.depthHandler?.(depth);
}
watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {
watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {
// not required for this test
}
watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {
watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {
// not required for this test
}
createOrder(): Promise<Order> {
createOrder(): Promise<AsterOrder> {
throw new Error("not implemented");
}
tests/binance-depth-health-integration.test.ts
+8 -8
View File
@@ -1,6 +1,6 @@
import { afterEach, describe, expect, it, vi } from "vitest";
import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type { AccountSnapshot, Depth, Kline, Order, Ticker } from "../src/exchanges/types";
import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
const ORIGINAL_FETCH = globalThis.fetch;
@@ -12,13 +12,13 @@ class StubAdapter implements ExchangeAdapter {
return false;
}
watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {}
watchOrders(_cb: (orders: Order[]) => void): void {}
watchDepth(_symbol: string, _cb: (depth: Depth) => void): void {}
watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {}
watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {}
watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {}
watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
async createOrder(): Promise<Order> {
async createOrder(): Promise<AsterOrder> {
throw new Error("not implemented");
}
@@ -26,7 +26,7 @@ class StubAdapter implements ExchangeAdapter {
async cancelOrders(): Promise<void> {}
async cancelAllOrders(): Promise<void> {}
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
return {
canTrade: true,
canDeposit: true,
tests/cli-command-executor.test.ts
-254
View File
@@ -1,254 +0,0 @@
import { describe, expect, it, vi } from "vitest";
import { executeCliCommand } from "../src/cli/command-executor";
import type { ParsedCliCommand } from "../src/cli/command-types";
import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type {
AccountSnapshot,
Depth,
Kline,
Order,
Ticker,
CreateOrderParams,
} from "../src/exchanges/types";
class FakeAdapter implements ExchangeAdapter {
readonly id = "aster";
createOrderCalls = 0;
cancelOrderCalls = 0;
cancelOrdersCalls = 0;
cancelAllOrdersCalls = 0;
supportsTrailingStops(): boolean {
return true;
}
watchAccount(cb: (snapshot: AccountSnapshot) => void): void {
cb({
canTrade: true,
canDeposit: true,
canWithdraw: true,
updateTime: Date.now(),
totalWalletBalance: "100",
totalUnrealizedProfit: "0",
positions: [],
assets: [],
});
}
watchOrders(cb: (orders: Order[]) => void): void {
cb([]);
}
watchDepth(_symbol: string, cb: (depth: Depth) => void): void {
cb({
lastUpdateId: 1,
bids: [["100", "1"]],
asks: [["101", "1"]],
});
}
watchTicker(symbol: string, cb: (ticker: Ticker) => void): void {
cb({
symbol,
lastPrice: "100",
openPrice: "99",
highPrice: "102",
lowPrice: "98",
volume: "10",
quoteVolume: "1000",
eventTime: Date.now(),
} as Ticker);
}
watchKlines(_symbol: string, _interval: string, cb: (klines: Kline[]) => void): void {
cb([
{
openTime: 1,
open: "100",
high: "101",
low: "99",
close: "100",
volume: "1",
closeTime: 2,
numberOfTrades: 1,
},
]);
}
async createOrder(params: CreateOrderParams): Promise<Order> {
this.createOrderCalls += 1;
return {
orderId: "1",
clientOrderId: "1",
symbol: params.symbol,
side: params.side,
type: params.type,
status: "NEW",
price: String(params.price ?? 0),
origQty: String(params.quantity ?? 0),
executedQty: "0",
stopPrice: String(params.stopPrice ?? 0),
time: Date.now(),
updateTime: Date.now(),
reduceOnly: params.reduceOnly === "true",
closePosition: params.closePosition === "true",
};
}
async cancelOrder(): Promise<void> {
this.cancelOrderCalls += 1;
}
async cancelOrders(): Promise<void> {
this.cancelOrdersCalls += 1;
}
async cancelAllOrders(): Promise<void> {
this.cancelAllOrdersCalls += 1;
}
}
function common(overrides: Partial<ParsedCliCommand> = {}): any {
return {
json: true,
dryRun: false,
timeoutMs: 1000,
...overrides,
};
}
describe("command executor", () => {
it("executes market ticker command", async () => {
const adapter = new FakeAdapter();
const command: ParsedCliCommand = {
kind: "market-ticker",
...common({
exchange: "aster",
symbol: "BTCUSDT",
}),
};
const result = await executeCliCommand(command, {
buildAdapterFromEnvFn: () => adapter,
});
expect(result.exitCode).toBe(0);
expect(result.payload.success).toBe(true);
if (result.payload.success) {
expect((result.payload.data as any).ticker.symbol).toBe("BTCUSDT");
}
});
it("uses dry-run wrapper for order create", async () => {
const adapter = new FakeAdapter();
const command: ParsedCliCommand = {
kind: "order-create",
...common({
exchange: "aster",
symbol: "BTCUSDT",
dryRun: true,
}),
payload: {
side: "BUY",
type: "limit",
quantity: 0.01,
price: 100000,
},
};
const result = await executeCliCommand(command, {
buildAdapterFromEnvFn: () => adapter,
});
expect(result.exitCode).toBe(0);
expect(adapter.createOrderCalls).toBe(0);
expect(result.payload.success).toBe(true);
if (result.payload.success) {
const data = result.payload.data as any;
expect(Array.isArray(data.dryRunActions)).toBe(true);
expect(data.dryRunActions.length).toBeGreaterThan(0);
}
});
it("uses dry-run wrapper for order cancel", async () => {
const adapter = new FakeAdapter();
const command: ParsedCliCommand = {
kind: "order-cancel",
...common({
exchange: "aster",
symbol: "BTCUSDT",
dryRun: true,
}),
orderId: "abc",
};
const result = await executeCliCommand(command, {
buildAdapterFromEnvFn: () => adapter,
});
expect(result.exitCode).toBe(0);
expect(adapter.cancelOrderCalls).toBe(0);
expect(result.payload.success).toBe(true);
});
it("returns unsupported for order-open when queryOpenOrders is unavailable", async () => {
const adapter = new FakeAdapter();
const command: ParsedCliCommand = {
kind: "order-open",
...common({
exchange: "aster",
}),
};
const result = await executeCliCommand(command, {
buildAdapterFromEnvFn: () => adapter,
});
expect(result.exitCode).toBe(5);
expect(result.payload.success).toBe(false);
if (!result.payload.success) {
expect(result.payload.error.code).toBe("UNSUPPORTED");
}
});
it("passes dryRun to strategy runner", async () => {
const startStrategyFn = vi.fn(async () => undefined);
const command: ParsedCliCommand = {
kind: "strategy-run",
...common({
exchange: "aster",
dryRun: true,
}),
strategy: "trend",
silent: true,
};
const result = await executeCliCommand(command, {
startStrategyFn,
});
expect(result.exitCode).toBe(0);
expect(startStrategyFn).toHaveBeenCalledWith("trend", { silent: true, dryRun: true });
});
it("falls back to static capabilities when adapter creation fails", async () => {
const command: ParsedCliCommand = {
kind: "exchange-capabilities",
...common({
exchange: "binance",
}),
};
const result = await executeCliCommand(command, {
buildAdapterFromEnvFn: () => {
throw new Error("Missing BINANCE_API_KEY environment variable");
},
});
expect(result.exitCode).toBe(0);
expect(result.payload.success).toBe(true);
if (result.payload.success) {
expect((result.payload.data as any).source).toBe("static");
}
});
});
tests/cli-command-parser.test.ts
-97
View File
@@ -1,97 +0,0 @@
import { describe, expect, it } from "vitest";
import { CommandParseError, parseCommandArgv } from "../src/cli/command-parser";
describe("command parser", () => {
it("returns null for legacy flag-only argv", () => {
expect(parseCommandArgv(["--strategy", "trend"])).toBeNull();
});
it("parses doctor command with global options", () => {
const command = parseCommandArgv(["doctor", "--json", "--dry-run", "--timeout", "1000"]);
expect(command).toMatchObject({
kind: "doctor",
json: true,
dryRun: true,
timeoutMs: 1000,
});
});
it("parses market kline command", () => {
const command = parseCommandArgv([
"market",
"kline",
"--exchange",
"binance",
"--symbol",
"BTCUSDT_PERP",
"--interval",
"1m",
"--limit",
"10",
]);
expect(command).toMatchObject({
kind: "market-kline",
exchange: "binance",
symbol: "BTCUSDT_PERP",
interval: "1m",
limit: 10,
});
});
it("parses order create trailing-stop command", () => {
const command = parseCommandArgv([
"order",
"create",
"--exchange",
"grv",
"--symbol",
"BTCUSDT",
"--side",
"sell",
"--type",
"trailing-stop",
"--qty",
"0.01",
"--activation-price",
"101000",
"--callback-rate",
"0.2",
"--dry-run",
]);
expect(command).toMatchObject({
kind: "order-create",
exchange: "grvt",
symbol: "BTCUSDT",
dryRun: true,
payload: {
side: "SELL",
type: "trailing-stop",
quantity: 0.01,
activationPrice: 101000,
callbackRate: 0.2,
},
});
});
it("parses strategy run command with alias strategy", () => {
const command = parseCommandArgv(["strategy", "run", "--strategy", "offset"]);
expect(command).toMatchObject({
kind: "strategy-run",
strategy: "offset-maker",
});
});
it("parses the Ondo Perps exchange alias", () => {
for (const exchange of ["ondoperps", "ondoperp"]) {
const command = parseCommandArgv(["exchange", "capabilities", "--exchange", exchange]);
expect(command).toMatchObject({
kind: "exchange-capabilities",
exchange: "ondoperps",
});
}
});
it("throws for unsupported option", () => {
expect(() => parseCommandArgv(["doctor", "--unknown"])).toThrow(CommandParseError);
});
});
tests/config.test.ts
-15
View File
@@ -56,19 +56,4 @@ describe("resolveSymbolFromEnv", () => {
expect(resolveSymbolFromEnv("binance")).toBe("ETHUSDT");
});
it("supports Ondo Perps symbol defaults when explicit exchange id is provided", () => {
delete process.env.EXCHANGE;
process.env.ONDOPERPS_SYMBOL = "NVDA-USD.P";
expect(resolveSymbolFromEnv("ondoperps")).toBe("NVDA-USD.P");
});
it("supports the legacy Ondo Perps exchange id and symbol prefix", () => {
delete process.env.EXCHANGE;
delete process.env.ONDOPERPS_SYMBOL;
process.env.ONDOPERP_SYMBOL = "ETH-USD.P";
expect(resolveSymbolFromEnv("ondoperp")).toBe("ETH-USD.P");
});
});
tests/dry-run-adapter.test.ts
-55
View File
@@ -1,55 +0,0 @@
import { describe, expect, it } from "vitest";
import { DryRunExchangeAdapter } from "../src/exchanges/dry-run-adapter";
import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type {
AccountSnapshot,
Depth,
Kline,
Order,
Ticker,
CreateOrderParams,
} from "../src/exchanges/types";
class BaseAdapter implements ExchangeAdapter {
readonly id = "aster";
createCalls = 0;
supportsTrailingStops(): boolean {
return true;
}
watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {}
watchOrders(_cb: (orders: Order[]) => void): void {}
watchDepth(_symbol: string, _cb: (depth: Depth) => void): void {}
watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {}
watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {}
async createOrder(_params: CreateOrderParams): Promise<Order> {
this.createCalls += 1;
throw new Error("should not be called in dry-run");
}
async cancelOrder(): Promise<void> {}
async cancelOrders(): Promise<void> {}
async cancelAllOrders(): Promise<void> {}
}
describe("DryRunExchangeAdapter", () => {
it("simulates create order and records actions", async () => {
const base = new BaseAdapter();
const dry = new DryRunExchangeAdapter(base);
const order = await dry.createOrder({
symbol: "BTCUSDT",
side: "BUY",
type: "LIMIT",
quantity: 0.01,
price: 100000,
});
expect(base.createCalls).toBe(0);
expect(order.orderId).toMatch(/^dry-run-/);
expect(dry.actions.length).toBe(1);
expect(dry.actions[0]?.method).toBe("createOrder");
});
});
tests/exchange-contract-suite.test.ts
+12 -34
View File
@@ -18,11 +18,11 @@ import {
import { buildAdapterFromEnv } from "../src/exchanges/resolve-from-env";
import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type {
AccountSnapshot,
Depth,
Kline,
Order,
Ticker,
AsterAccountSnapshot,
AsterDepth,
AsterKline,
AsterOrder,
AsterTicker,
CreateOrderParams,
} from "../src/exchanges/types";
@@ -42,7 +42,7 @@ const REQUIRED_ENV_BY_EXCHANGE: Record<SupportedExchangeId, Record<string, strin
},
lighter: {
LIGHTER_ACCOUNT_INDEX: "1",
LIGHTER_API_PRIVATE_KEY: "0xed636277f3753b6c0275f7a28c2678a7f3a95655e09deaebec15179b50c5da7f903152e50f594f7b",
LIGHTER_API_PRIVATE_KEY: "lighter-private-key",
LIGHTER_API_KEY_INDEX: "0",
},
backpack: {
@@ -64,10 +64,6 @@ const REQUIRED_ENV_BY_EXCHANGE: Record<SupportedExchangeId, Record<string, strin
BINANCE_API_KEY: "binance-key",
BINANCE_API_SECRET: "binance-secret",
},
ondoperps: {
ONDOPERPS_API_KEY_ID: "ondoKeyId_test",
ONDOPERPS_API_SECRET: "ondoApiSecret_test",
},
};
class RecorderAdapter implements ExchangeAdapter {
@@ -82,17 +78,17 @@ class RecorderAdapter implements ExchangeAdapter {
return false;
}
watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {}
watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
watchOrders(_cb: (orders: Order[]) => void): void {}
watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
watchDepth(_symbol: string, _cb: (depth: Depth) => void): void {}
watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {}
watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {}
watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {}
watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
async createOrder(params: CreateOrderParams): Promise<Order> {
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
this.lastCreateOrderParams = params;
return {
orderId: 1,
@@ -155,7 +151,6 @@ describe("exchange contract suite", () => {
for (const id of SUPPORTED_EXCHANGE_IDS) {
expect(output).toContain(id);
}
expect(parseCliArgs(["--exchange", "ondoperp"]).exchange).toBe("ondoperps");
spy.mockRestore();
});
@@ -263,21 +258,4 @@ describe("exchange contract suite", () => {
}
}
});
it("routes orders from adapters that still report the legacy ondoperp id", async () => {
delete process.env.EXCHANGE;
delete process.env.TRADE_EXCHANGE;
const adapter = new RecorderAdapter("ondoperps");
(adapter as unknown as { id: string }).id = "ondoperp";
await routeLimitOrder({
adapter,
symbol: "BTC-USD.P",
side: "BUY",
quantity: 0.01,
price: 100_000,
});
expect(adapter.lastCreateOrderParams?.type).toBe("LIMIT");
});
});
tests/exchange-factory.test.ts
+1 -42
View File
@@ -1,13 +1,11 @@
import { describe, expect, it, beforeEach, afterEach } from "vitest";
import { createExchangeAdapter, resolveExchangeId } from "../src/exchanges/create-adapter";
import { buildAdapterFromEnv } from "../src/exchanges/resolve-from-env";
import { AsterExchangeAdapter } from "../src/exchanges/aster/adapter";
import { AsterExchangeAdapter } from "../src/exchanges/aster-adapter";
import { GrvtExchangeAdapter } from "../src/exchanges/grvt/adapter";
import { BackpackExchangeAdapter } from "../src/exchanges/backpack/adapter";
import { ParadexExchangeAdapter } from "../src/exchanges/paradex/adapter";
import { StandxExchangeAdapter } from "../src/exchanges/standx/adapter";
import { BinanceExchangeAdapter } from "../src/exchanges/binance/adapter";
import { OndoperpsExchangeAdapter } from "../src/exchanges/ondoperps/adapter";
const ORIGINAL_ENV = { ...process.env };
@@ -36,8 +34,6 @@ describe("exchange factory", () => {
expect(resolveExchangeId("PaRaDeX")).toBe("paradex");
expect(resolveExchangeId("StandX")).toBe("standx");
expect(resolveExchangeId("BiNaNcE")).toBe("binance");
expect(resolveExchangeId("OndoPerps")).toBe("ondoperps");
expect(resolveExchangeId("OndoPerp")).toBe("ondoperps");
});
it("creates grvt adapter when EXCHANGE=grvt", () => {
@@ -96,41 +92,4 @@ describe("exchange factory", () => {
expect(adapter).toBeInstanceOf(BinanceExchangeAdapter);
expect(adapter.id).toBe("binance");
});
it("creates ondoperps adapter when EXCHANGE=ondoperps", () => {
process.env.EXCHANGE = "ondoperps";
process.env.ONDOPERPS_API_KEY_ID = "ondoKeyId_test";
process.env.ONDOPERPS_API_SECRET = "ondoApiSecret_test";
process.env.ONDOPERPS_SYMBOL = "XAU-USD.P";
const adapter = createExchangeAdapter({ symbol: "XAU-USD.P" });
expect(adapter).toBeInstanceOf(OndoperpsExchangeAdapter);
expect(adapter.id).toBe("ondoperps");
});
it("accepts the legacy ondoperp id and environment prefix", () => {
delete process.env.ONDOPERPS_API_KEY_ID;
delete process.env.ONDOPERPS_API_SECRET;
delete process.env.ONDOPERPS_SYMBOL;
process.env.ONDOPERP_API_KEY_ID = "ondoKeyId_legacy";
process.env.ONDOPERP_API_SECRET = "ondoApiSecret_legacy";
process.env.ONDOPERP_SYMBOL = "ETH-USD.P";
const adapter = buildAdapterFromEnv({ exchangeId: "ondoperp", symbol: "BTC-USD.P" });
expect(adapter).toBeInstanceOf(OndoperpsExchangeAdapter);
expect(adapter.id).toBe("ondoperps");
});
it("accepts the legacy ondoperp factory option", () => {
const adapter = createExchangeAdapter({
exchange: "ondoperp",
symbol: "BTC-USD.P",
ondoperp: {
apiKeyId: "ondoKeyId_legacy",
apiSecret: "ondoApiSecret_legacy",
},
});
expect(adapter).toBeInstanceOf(OndoperpsExchangeAdapter);
expect(adapter.id).toBe("ondoperps");
});
});
tests/grid-engine.test.ts
+38 -385
View File
@@ -1,25 +1,23 @@
import { describe, expect, it } from "vitest";
import { describe, expect, it, vi } from "vitest";
import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type {
AccountSnapshot,
Depth,
Order,
Ticker,
AsterAccountSnapshot,
AsterDepth,
AsterOrder,
AsterTicker,
CreateOrderParams,
} from "../src/exchanges/types";
import type { GridConfig } from "../src/config";
import { GridEngine } from "../src/strategy/grid-engine";
let orderCounter = 0;
class StubAdapter implements ExchangeAdapter {
id = "aster";
private accountHandler: ((snapshot: AccountSnapshot) => void) | null = null;
private orderHandler: ((orders: Order[]) => void) | null = null;
private depthHandler: ((depth: Depth) => void) | null = null;
private tickerHandler: ((ticker: Ticker) => void) | null = null;
private currentOrders: Order[] = [];
private accountHandler: ((snapshot: AsterAccountSnapshot) => void) | null = null;
private orderHandler: ((orders: AsterOrder[]) => void) | null = null;
private depthHandler: ((depth: AsterDepth) => void) | null = null;
private tickerHandler: ((ticker: AsterTicker) => void) | null = null;
private currentOrders: AsterOrder[] = [];
public createdOrders: CreateOrderParams[] = [];
public marketOrders: CreateOrderParams[] = [];
@@ -30,19 +28,19 @@ class StubAdapter implements ExchangeAdapter {
return false;
}
watchAccount(cb: (snapshot: AccountSnapshot) => void): void {
watchAccount(cb: (snapshot: AsterAccountSnapshot) => void): void {
this.accountHandler = cb;
}
watchOrders(cb: (orders: Order[]) => void): void {
watchOrders(cb: (orders: AsterOrder[]) => void): void {
this.orderHandler = cb;
}
watchDepth(_symbol: string, cb: (depth: Depth) => void): void {
watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void {
this.depthHandler = cb;
}
watchTicker(_symbol: string, cb: (ticker: Ticker) => void): void {
watchTicker(_symbol: string, cb: (ticker: AsterTicker) => void): void {
this.tickerHandler = cb;
}
@@ -50,28 +48,26 @@ class StubAdapter implements ExchangeAdapter {
// not used in tests
}
emitAccount(snapshot: AccountSnapshot): void {
emitAccount(snapshot: AsterAccountSnapshot): void {
this.accountHandler?.(snapshot);
}
emitOrders(orders: Order[]): void {
emitOrders(orders: AsterOrder[]): void {
this.orderHandler?.(orders);
}
emitDepth(depth: Depth): void {
emitDepth(depth: AsterDepth): void {
this.depthHandler?.(depth);
}
emitTicker(ticker: Ticker): void {
emitTicker(ticker: AsterTicker): void {
this.tickerHandler?.(ticker);
}
async createOrder(params: CreateOrderParams): Promise<Order> {
orderCounter++;
const orderId = params.clientOrderId ?? `stub-${orderCounter}`;
const order: Order = {
orderId,
clientOrderId: params.clientOrderId ?? orderId,
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
const order: AsterOrder = {
orderId: `${Date.now()}-${Math.random()}`,
clientOrderId: "test",
symbol: params.symbol,
side: params.side,
type: params.type,
@@ -90,21 +86,18 @@ class StubAdapter implements ExchangeAdapter {
this.marketOrders.push(params);
this.orderHandler?.([]);
} else {
this.currentOrders.push(order);
this.orderHandler?.([...this.currentOrders]);
this.currentOrders = [order];
this.orderHandler?.(this.currentOrders);
}
return order;
}
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
this.cancelledOrders.push(params.orderId);
this.currentOrders = this.currentOrders.filter(o => String(o.orderId) !== String(params.orderId));
}
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
this.cancelledOrders.push(...params.orderIdList);
const idSet = new Set(params.orderIdList.map(String));
this.currentOrders = this.currentOrders.filter(o => !idSet.has(String(o.orderId)));
}
async cancelAllOrders(): Promise<void> {
@@ -112,17 +105,9 @@ class StubAdapter implements ExchangeAdapter {
this.currentOrders = [];
this.orderHandler?.([]);
}
clearCurrentOrders(): void {
this.currentOrders = [];
}
getCurrentOrders(): Order[] {
return [...this.currentOrders];
}
}
function createAccountSnapshot(symbol: string, positionAmt: number): AccountSnapshot {
function createAccountSnapshot(symbol: string, positionAmt: number): AsterAccountSnapshot {
return {
canTrade: true,
canDeposit: true,
@@ -141,7 +126,7 @@ function createAccountSnapshot(symbol: string, positionAmt: number): AccountSnap
},
],
assets: [],
} as unknown as AccountSnapshot;
} as unknown as AsterAccountSnapshot;
}
describe("GridEngine", () => {
@@ -166,7 +151,7 @@ describe("GridEngine", () => {
it("creates geometric desired orders when running in both directions", async () => {
const adapter = new StubAdapter();
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
const engine = new GridEngine(baseConfig, adapter, { now: () => 0 });
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
adapter.emitOrders([]);
@@ -196,7 +181,7 @@ describe("GridEngine", () => {
it("limits sell orders for long-only direction when no position is available", () => {
const adapter = new StubAdapter();
const engine = new GridEngine({ ...baseConfig, direction: "long" }, adapter, { now: () => 0, skipPersistence: true });
const engine = new GridEngine({ ...baseConfig, direction: "long" }, adapter, { now: () => 0 });
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
adapter.emitOrders([]);
@@ -213,7 +198,7 @@ describe("GridEngine", () => {
it("does not repopulate the same buy level until exposure is released", () => {
const adapter = new StubAdapter();
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
const engine = new GridEngine(baseConfig, adapter, { now: () => 0 });
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
adapter.emitOrders([]);
@@ -238,7 +223,7 @@ describe("GridEngine", () => {
it("keeps level side assignments stable regardless of price", () => {
const adapter = new StubAdapter();
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
const engine = new GridEngine(baseConfig, adapter, { now: () => 0 });
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
adapter.emitOrders([]);
@@ -260,7 +245,7 @@ describe("GridEngine", () => {
it("limits active sell orders by remaining short headroom", () => {
const adapter = new StubAdapter();
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
const engine = new GridEngine(baseConfig, adapter, { now: () => 0 });
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
adapter.emitOrders([]);
@@ -270,7 +255,7 @@ describe("GridEngine", () => {
expect(sellCountFull).toBeGreaterThan(0);
const limitedHeadroomConfig = { ...baseConfig, maxPositionSize: baseConfig.orderSize * 2 };
const limitedEngine = new GridEngine(limitedHeadroomConfig, adapter as any, { now: () => 0, skipPersistence: true });
const limitedEngine = new GridEngine(limitedHeadroomConfig, adapter as any, { now: () => 0 });
(limitedEngine as any).shortExposure.set(12, baseConfig.orderSize * 2);
const desiredLimited = (limitedEngine as any).computeDesiredOrders(2.1) as Array<{ level: number; side: string }>;
@@ -283,7 +268,7 @@ describe("GridEngine", () => {
it("places reduce-only orders to close existing exposures", () => {
const adapter = new StubAdapter();
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
const engine = new GridEngine(baseConfig, adapter, { now: () => 0 });
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, baseConfig.orderSize));
adapter.emitOrders([]);
@@ -307,11 +292,11 @@ describe("GridEngine", () => {
it("restores exposures from existing reduce-only orders on restart", async () => {
const adapter = new StubAdapter();
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
const engine = new GridEngine(baseConfig, adapter, { now: () => 0 });
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, baseConfig.orderSize * 2));
const reduceOrder: Order = {
const reduceOrder: AsterOrder = {
orderId: "existing-reduce",
clientOrderId: "existing-reduce",
symbol: baseConfig.symbol,
@@ -356,15 +341,14 @@ describe("GridEngine", () => {
expect(reduceDesired).toBeTruthy();
expect(reduceDesired!.amount).toBeCloseTo(baseConfig.orderSize * 2, 6);
expect(Number(reduceDesired!.price)).toBeCloseTo(baseConfig.upperPrice, 6);
// New engine cancels unrecognized orders (no grid- prefix) during recovery;
// legacy syncGrid still picks up exposure from position regardless.
expect(adapter.cancelledOrders).toHaveLength(0);
engine.stop();
});
it("halts the grid and closes positions when stop loss triggers", async () => {
const adapter = new StubAdapter();
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
const engine = new GridEngine(baseConfig, adapter, { now: () => 0 });
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0.2));
adapter.emitOrders([]);
@@ -381,341 +365,10 @@ describe("GridEngine", () => {
(engine as any).stopReason = "test stop";
await (engine as any).haltGrid(90);
expect(adapter.cancelAllCount).toBeGreaterThanOrEqual(1);
expect(adapter.cancelAllCount).toBe(1);
expect(adapter.marketOrders).toHaveLength(1);
expect(engine.getSnapshot().running).toBe(false);
engine.stop();
});
// -----------------------------------------------------------------------
// New tests for refactored level-state tracking & clientOrderId system
// -----------------------------------------------------------------------
it("encodes and decodes ENTRY clientOrderId correctly", () => {
const adapter = new StubAdapter();
const engine = new GridEngine(baseConfig, adapter, { now: () => 1000, skipPersistence: true });
const makeId = (engine as any).__proto__.constructor; // access via module scope
// Access the private function through the engine's internal methods
// We test indirectly by placing an order and checking its clientOrderId
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
adapter.emitOrders([]);
adapter.emitTicker({
symbol: baseConfig.symbol,
lastPrice: "150",
openPrice: "150",
highPrice: "150",
lowPrice: "150",
volume: "0",
quoteVolume: "0",
});
// Force recovery to complete
(engine as any).recoveryDone = true;
// Trigger syncGridSimple which should place orders with clientOrderIds
// We'll interact through the desired orders and order placement instead
const desired = (engine as any).computeDesiredOrders(150) as Array<{ intent: string }>;
// All orders from computeDesiredOrders should have intent set
for (const d of desired) {
expect(d.intent).toBeDefined();
expect(["ENTRY", "EXIT"]).toContain(d.intent);
}
engine.stop();
});
it("marks level as filled when ENTRY disappears as filled", async () => {
const adapter = new StubAdapter();
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
adapter.emitOrders([]);
adapter.emitTicker({
symbol: baseConfig.symbol,
lastPrice: "150",
openPrice: "150",
highPrice: "150",
lowPrice: "150",
volume: "0",
quoteVolume: "0",
});
(engine as any).recoveryDone = true;
// Simulate placing an ENTRY order at a buy level
const buyLevel = (engine as any).buyLevelIndices[0] as number;
const levelPrice = (engine as any).gridLevels[buyLevel];
const priceStr = (engine as any).formatPrice(levelPrice);
// Register the order in the engine's tracking
const fakeOrderId = "entry-order-1";
(engine as any).orderIntentById.set(fakeOrderId, {
side: "BUY",
price: priceStr,
level: buyLevel,
intent: "ENTRY",
});
// First sync: the order is active → record it in prevActiveIds
const activeOrder: Order = {
orderId: fakeOrderId,
clientOrderId: fakeOrderId,
symbol: baseConfig.symbol,
side: "BUY",
type: "LIMIT",
status: "NEW",
price: priceStr,
origQty: baseConfig.orderSize.toString(),
executedQty: "0",
stopPrice: "0",
time: Date.now(),
updateTime: Date.now(),
reduceOnly: false,
closePosition: false,
};
// Set engine's openOrders to include the active order
(engine as any).openOrders = [activeOrder];
// Run syncGridSimple so prevActiveIds gets populated
await (engine as any).syncGridSimple(150);
// Verify level starts as idle
expect((engine as any).levelStates.get(buyLevel)).toBe("idle");
// Now: order disappears from active (FILLED)
const filledOrder: Order = {
...activeOrder,
status: "FILLED",
executedQty: baseConfig.orderSize.toString(),
};
// Update engine openOrders: the order is now FILLED (not active)
// Also include a fake EXIT order so exit-first logic doesn't short-circuit
const fakeExitOrder: Order = {
orderId: "fake-exit",
clientOrderId: "grid-X-0-2-abc",
symbol: baseConfig.symbol,
side: "SELL",
type: "LIMIT",
status: "NEW",
price: "200.0",
origQty: baseConfig.orderSize.toString(),
executedQty: "0",
stopPrice: "0",
time: Date.now(),
updateTime: Date.now(),
reduceOnly: false,
closePosition: false,
};
(engine as any).orderIntentById.set("fake-exit", {
side: "SELL",
price: "200.0",
level: 2,
intent: "EXIT",
sourceLevel: 0,
});
(engine as any).openOrders = [filledOrder, fakeExitOrder];
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, baseConfig.orderSize));
// Trigger tick to process disappearance
await (engine as any).syncGridSimple(150);
// Level should now be "filled"
expect((engine as any).levelStates.get(buyLevel)).toBe("filled");
engine.stop();
});
it("refuses new ENTRY at a level that is already filled", async () => {
const adapter = new StubAdapter();
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
adapter.emitOrders([]);
adapter.emitTicker({
symbol: baseConfig.symbol,
lastPrice: "150",
openPrice: "150",
highPrice: "150",
lowPrice: "150",
volume: "0",
quoteVolume: "0",
});
(engine as any).recoveryDone = true;
// Mark a buy level as "filled" — this simulates a previous ENTRY fill
const buyLevel = (engine as any).buyLevelIndices[0] as number;
(engine as any).levelStates.set(buyLevel, "filled");
// Also mark in longExposure for the legacy path
(engine as any).longExposure.set(buyLevel, baseConfig.orderSize);
// The legacy computeDesiredOrders skips levels present in longExposure
const desired = (engine as any).computeDesiredOrders(150) as Array<{ level: number; side: string; intent: string }>;
const entryAtFilledLevel = desired.find(
(d: { level: number; intent: string }) => d.level === buyLevel && d.intent === "ENTRY"
);
expect(entryAtFilledLevel).toBeUndefined();
// Also verify via syncGridSimple: filled levels don't generate ENTRY
// Reset position to have some qty so exit-first doesn't block entry generation
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
(engine as any).openOrders = [];
await (engine as any).syncGridSimple(150);
const desiredNew = (engine as any).desiredOrders as Array<{ level: number; intent: string }>;
const entryAtFilled = desiredNew.find(
(d: { level: number; intent: string }) => d.level === buyLevel && d.intent === "ENTRY"
);
expect(entryAtFilled).toBeUndefined();
engine.stop();
});
it("releases level back to idle when EXIT fills (via longExposure legacy)", () => {
const adapter = new StubAdapter();
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, baseConfig.orderSize));
adapter.emitOrders([]);
const buyLevel = (engine as any).buyLevelIndices[0] as number;
// Simulate: level was filled and has exposure
(engine as any).levelStates.set(buyLevel, "exit_placed");
(engine as any).longExposure.set(buyLevel, baseConfig.orderSize);
// Now clear the exposure (simulating EXIT fill)
(engine as any).longExposure.delete(buyLevel);
(engine as any).levelStates.set(buyLevel, "idle");
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
// The level should now accept a new ENTRY
const desired = (engine as any).computeDesiredOrders(150) as Array<{ level: number; side: string; intent: string }>;
const entryAtLevel = desired.find(
(d: { level: number; intent: string }) => d.level === buyLevel && d.intent === "ENTRY"
);
expect(entryAtLevel).toBeTruthy();
engine.stop();
});
it("EXIT orders are placed without reduceOnly flag", async () => {
const adapter = new StubAdapter();
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, baseConfig.orderSize));
adapter.emitOrders([]);
adapter.emitTicker({
symbol: baseConfig.symbol,
lastPrice: "150",
openPrice: "150",
highPrice: "150",
lowPrice: "150",
volume: "0",
quoteVolume: "0",
});
(engine as any).recoveryDone = true;
// Set up a filled level so the engine wants to place an EXIT
const buyLevels = (engine as any).buyLevelIndices as number[];
const buyLevel = buyLevels[buyLevels.length - 1]!;
const target = (engine as any).levelMeta[buyLevel]?.closeTarget;
(engine as any).levelStates.set(buyLevel, "filled");
if (target != null) {
(engine as any).exitTargetBySource.set(buyLevel, target);
}
// Trigger syncGridSimple to attempt EXIT placement
await (engine as any).syncGridSimple(150);
// Check that any created order does NOT have reduceOnly = "true"
for (const params of adapter.createdOrders) {
if (params.clientOrderId?.includes("-X-")) {
expect(params.reduceOnly).not.toBe("true");
}
}
engine.stop();
});
it("all desired orders from computeDesiredOrders have intent field set", () => {
const adapter = new StubAdapter();
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
adapter.emitOrders([]);
const desired = (engine as any).computeDesiredOrders(150) as Array<{ intent?: string }>;
for (const d of desired) {
expect(d.intent).toBeDefined();
expect(["ENTRY", "EXIT"]).toContain(d.intent);
}
engine.stop();
});
it("snapshot includes level state for each grid line", () => {
const adapter = new StubAdapter();
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
adapter.emitOrders([]);
adapter.emitTicker({
symbol: baseConfig.symbol,
lastPrice: "150",
openPrice: "150",
highPrice: "150",
lowPrice: "150",
volume: "0",
quoteVolume: "0",
});
const snapshot = engine.getSnapshot();
expect(snapshot.gridLines.length).toBeGreaterThan(0);
for (const line of snapshot.gridLines) {
expect(line.state).toBeDefined();
expect(["idle", "filled", "exit_placed"]).toContain(line.state);
}
engine.stop();
});
it("created orders contain clientOrderId with grid prefix", async () => {
const adapter = new StubAdapter();
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
adapter.emitOrders([]);
adapter.emitTicker({
symbol: baseConfig.symbol,
lastPrice: "150",
openPrice: "150",
highPrice: "150",
lowPrice: "150",
volume: "0",
quoteVolume: "0",
});
(engine as any).recoveryDone = true;
// Trigger a sync to place at least one order
await (engine as any).syncGridSimple(150);
// Check that created orders have grid- prefixed clientOrderId
if (adapter.createdOrders.length > 0) {
for (const params of adapter.createdOrders) {
expect(params.clientOrderId).toBeDefined();
expect(params.clientOrderId!.startsWith("grid-")).toBe(true);
}
}
engine.stop();
});
});
tests/lighter/signer.test.ts
+4 -7
View File
@@ -3,7 +3,7 @@ import { LighterSigner } from "../../src/exchanges/lighter/signer";
import { LIGHTER_ORDER_TYPE, LIGHTER_TIME_IN_FORCE } from "../../src/exchanges/lighter/constants";
describe("LighterSigner", () => {
it("produces deterministic create order signature", async () => {
it("produces deterministic create order signature", () => {
const signer = new LighterSigner({
accountIndex: 65,
chainId: 300,
@@ -12,7 +12,7 @@ describe("LighterSigner", () => {
},
});
const signed = await signer.signCreateOrder({
const signed = signer.signCreateOrder({
marketIndex: 0,
clientOrderIndex: 123n,
baseAmount: 1000n,
@@ -31,7 +31,7 @@ describe("LighterSigner", () => {
const payload = JSON.parse(signed.txInfo);
expect(payload.AccountIndex).toBe(65);
expect(payload.ApiKeyIndex).toBe(3);
expect(payload).toMatchObject({
expect(payload.OrderInfo).toMatchObject({
MarketIndex: 0,
ClientOrderIndex: 123,
BaseAmount: 1000,
@@ -45,10 +45,7 @@ describe("LighterSigner", () => {
});
expect(typeof payload.Sig).toBe("string");
expect(payload.Sig.length).toBeGreaterThan(0);
if (signed.txHash) {
expect(typeof signed.txHash).toBe("string");
expect(signed.txHash.length).toBeGreaterThan(0);
}
expect(signed.txHash).toBe("3ef41bc5fdb2e2146b5f5df046fb1ad801dc2aa5c47703665bfd3eb67a21e67048957f7187b12035");
expect(typeof signed.signature).toBe("string");
expect(signed.signature.length).toBeGreaterThan(0);
});
tests/maker-points-binance-depth-config.test.ts
+7 -7
View File
@@ -1,6 +1,6 @@
import { describe, expect, it } from "vitest";
import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type { AccountSnapshot, Depth, Kline, Order, Ticker } from "../src/exchanges/types";
import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
import { t } from "../src/i18n";
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
@@ -11,13 +11,13 @@ class StubAdapter implements ExchangeAdapter {
return false;
}
watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {}
watchOrders(_cb: (orders: Order[]) => void): void {}
watchDepth(_symbol: string, _cb: (depth: Depth) => void): void {}
watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {}
watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {}
watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {}
watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
async createOrder(): Promise<Order> {
async createOrder(): Promise<AsterOrder> {
throw new Error("not implemented");
}
tests/maker-points-defense-account-stale.test.ts
+9 -9
View File
@@ -1,23 +1,23 @@
import { afterEach, describe, expect, it, vi } from "vitest";
import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type { AccountSnapshot, Depth, Kline, Order, Ticker } from "../src/exchanges/types";
import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
class StubAdapter implements ExchangeAdapter {
id = "standx";
accountSnapshot: AccountSnapshot | null = null;
accountSnapshot: AsterAccountSnapshot | null = null;
supportsTrailingStops(): boolean {
return false;
}
watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {}
watchOrders(_cb: (orders: Order[]) => void): void {}
watchDepth(_symbol: string, _cb: (depth: Depth) => void): void {}
watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {}
watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {}
watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {}
watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
async createOrder(): Promise<Order> {
async createOrder(): Promise<AsterOrder> {
throw new Error("not implemented");
}
@@ -25,7 +25,7 @@ class StubAdapter implements ExchangeAdapter {
async cancelOrders(): Promise<void> {}
async cancelAllOrders(): Promise<void> {}
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
return this.accountSnapshot;
}
}
tests/maker-points-defense-rest.test.ts
+11 -11
View File
@@ -1,25 +1,25 @@
import { afterEach, describe, expect, it, vi } from "vitest";
import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type { AccountSnapshot, Depth, Kline, Order, Ticker } from "../src/exchanges/types";
import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
class StubAdapter implements ExchangeAdapter {
id = "standx";
cancelAllCount = 0;
openOrders: Order[] | Error = [];
accountSnapshot: AccountSnapshot | null = null;
openOrders: AsterOrder[] | Error = [];
accountSnapshot: AsterAccountSnapshot | null = null;
supportsTrailingStops(): boolean {
return false;
}
watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {}
watchOrders(_cb: (orders: Order[]) => void): void {}
watchDepth(_symbol: string, _cb: (depth: Depth) => void): void {}
watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {}
watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {}
watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {}
watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
async createOrder(): Promise<Order> {
async createOrder(): Promise<AsterOrder> {
throw new Error("not implemented");
}
@@ -31,12 +31,12 @@ class StubAdapter implements ExchangeAdapter {
this.openOrders = [];
}
async queryOpenOrders(): Promise<Order[]> {
async queryOpenOrders(): Promise<AsterOrder[]> {
if (this.openOrders instanceof Error) throw this.openOrders;
return this.openOrders;
}
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
return this.accountSnapshot;
}
}
tests/maker-points-immediate-depth-protection.test.ts
+10 -10
View File
@@ -1,33 +1,33 @@
import { afterEach, describe, expect, it, vi } from "vitest";
import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type { AccountSnapshot, Depth, Kline, Order, Ticker } from "../src/exchanges/types";
import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
class StubAdapter implements ExchangeAdapter {
id = "standx";
private depthListeners: Array<(depth: Depth) => void> = [];
private depthListeners: Array<(depth: AsterDepth) => void> = [];
supportsTrailingStops(): boolean {
return false;
}
watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {}
watchOrders(_cb: (orders: Order[]) => void): void {}
watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {}
watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {}
watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
watchDepth(_symbol: string, cb: (depth: Depth) => void): void {
watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void {
this.depthListeners.push(cb);
}
emitDepth(depth: Depth): void {
emitDepth(depth: AsterDepth): void {
for (const listener of this.depthListeners) {
listener(depth);
}
}
async createOrder(): Promise<Order> {
async createOrder(): Promise<AsterOrder> {
throw new Error("not implemented");
}
@@ -35,7 +35,7 @@ class StubAdapter implements ExchangeAdapter {
async cancelOrders(): Promise<void> {}
async cancelAllOrders(): Promise<void> {}
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
return null;
}
}
tests/maker-points-immediate-reprice.test.ts
+10 -10
View File
@@ -1,33 +1,33 @@
import { afterEach, describe, expect, it, vi } from "vitest";
import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type { AccountSnapshot, Depth, Kline, Order, Ticker } from "../src/exchanges/types";
import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
class StubAdapter implements ExchangeAdapter {
id = "standx";
private depthListeners: Array<(depth: Depth) => void> = [];
private depthListeners: Array<(depth: AsterDepth) => void> = [];
supportsTrailingStops(): boolean {
return false;
}
watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {}
watchOrders(_cb: (orders: Order[]) => void): void {}
watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {}
watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {}
watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
watchDepth(_symbol: string, cb: (depth: Depth) => void): void {
watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void {
this.depthListeners.push(cb);
}
emitDepth(depth: Depth): void {
emitDepth(depth: AsterDepth): void {
for (const listener of this.depthListeners) {
listener(depth);
}
}
async createOrder(): Promise<Order> {
async createOrder(): Promise<AsterOrder> {
throw new Error("not implemented");
}
@@ -35,7 +35,7 @@ class StubAdapter implements ExchangeAdapter {
async cancelOrders(): Promise<void> {}
async cancelAllOrders(): Promise<void> {}
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
return null;
}
}
tests/maker-points-margin-mode.test.ts
+12 -12
View File
@@ -1,6 +1,6 @@
import { afterEach, describe, expect, it, vi } from "vitest";
import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type { AccountSnapshot, Depth, Kline, Order, Ticker } from "../src/exchanges/types";
import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
class StandxStubAdapter implements ExchangeAdapter {
@@ -12,20 +12,20 @@ class StandxStubAdapter implements ExchangeAdapter {
return false;
}
watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {}
watchOrders(_cb: (orders: Order[]) => void): void {}
watchDepth(_symbol: string, _cb: (depth: Depth) => void): void {}
watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {}
watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {}
watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {}
watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
async createOrder(): Promise<Order> {
async createOrder(): Promise<AsterOrder> {
throw new Error("not implemented");
}
async cancelOrder(): Promise<void> {}
async cancelOrders(): Promise<void> {}
async cancelAllOrders(): Promise<void> {}
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
return {
canTrade: true,
canDeposit: true,
@@ -98,7 +98,7 @@ describe("MakerPointsEngine StandX isolated margin guard", () => {
asks: [["101", "1"]],
eventTime: Date.now(),
symbol: "BTC-USD",
} as Depth;
} as AsterDepth;
(engine as any).tickerSnapshot = {
symbol: "BTC-USD",
lastPrice: "100",
@@ -108,7 +108,7 @@ describe("MakerPointsEngine StandX isolated margin guard", () => {
volume: "0",
quoteVolume: "0",
eventTime: Date.now(),
} as Ticker;
} as AsterTicker;
const syncSpy = vi.fn().mockResolvedValue(undefined);
(engine as any).syncOrders = syncSpy;
@@ -162,7 +162,7 @@ describe("MakerPointsEngine StandX isolated margin guard", () => {
asks: [["101", "1"]],
eventTime: Date.now(),
symbol: "BTC-USD",
} as Depth;
} as AsterDepth;
(engine as any).tickerSnapshot = {
symbol: "BTC-USD",
lastPrice: "100",
@@ -172,7 +172,7 @@ describe("MakerPointsEngine StandX isolated margin guard", () => {
volume: "0",
quoteVolume: "0",
eventTime: Date.now(),
} as Ticker;
} as AsterTicker;
const syncSpy = vi.fn().mockResolvedValue(undefined);
(engine as any).syncOrders = syncSpy;

Some files were not shown because too many files have changed in this diff Show More