Author SHA1 Message Date
discountry 7fdc3b6c8f Enhance CLI command mode for ritmex-bot
- Introduced a new command mode for `ritmex-bot`, allowing agent-friendly structured trading operations without entering the Ink interactive menu.
- Updated `package.json` to include versioning and set the project as public with a new CLI entry point.
- Enhanced documentation in both English and Chinese to provide comprehensive usage instructions for the new command mode.
- Added a new executable script for `ritmex-bot` to facilitate command execution.
- Improved error handling and command parsing for better user experience and clarity in command execution.
2026-02-27 12:40:41 +08:00
86 changed files with 3309 additions and 3142 deletions
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@@ -36,5 +36,3 @@ report.[0-9]_.[0-9]_.[0-9]_.[0-9]_.json
.tmp .tmp
.tmp/* .tmp/*
.factory
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@@ -1,3 +0,0 @@
docs/
.claude/
.cursor/
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@@ -1,12 +0,0 @@
{
"$schema": "./node_modules/oxlint/configuration_schema.json",
"ignorePatterns": [
"coverage/**",
"data/**",
"dist/**",
"docs/**",
"node_modules/**",
"out/**",
".tmp/**"
]
}
+25 -132
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@@ -1,142 +1,35 @@
# Repository Guidelines # 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.
``` ## Coding Style & Naming Conventions
src/ 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.
├── 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
```
辅助目录: ## Testing Guidelines
- `tests/` — Vitest 测试套件(大部分测试在此,少量与逻辑共处于 `src/` 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.
- `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
## Commands ## 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:
```bash - Summary of changes.
bun install # 安装依赖 - Validation notes (commands run, environments touched).
bun run dev # 启动 CLI 菜单(等同于 bun run index.ts - Relevant logs or screenshots for behavior changes.
bun run test # 执行全部测试(bun x vitest run Link issues/tasks when available.
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。
## Environment & Secrets ## Environment & Secrets
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.
复制 `.env.example``.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
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@@ -1 +0,0 @@
AGENTS.md
+12
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@@ -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**
+11 -21
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@@ -8,6 +8,15 @@ A Bun-powered multi-exchange perpetuals workstation that ships an SMA30 trend en
基于 Bun 的多交易所永续合约量化终端,内置趋势跟随(SMA30)、Guardian 防守与做市策略,支持快速恢复、实时行情订阅、日志追踪与 CLI 仪表盘。 基于 Bun 的多交易所永续合约量化终端,内置趋势跟随(SMA30)、Guardian 防守与做市策略,支持快速恢复、实时行情订阅、日志追踪与 CLI 仪表盘。
## 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。
完整文档请见:[ritmex-bot CLI 使用手册(中文)](docs/cli-guide.md)
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: 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) * [Lighter 手续费优惠注册链接](https://app.lighter.xyz/?referral=111909FA)
@@ -21,24 +30,9 @@ A Bun-powered multi-exchange perpetuals workstation that ships an SMA30 trend en
* [Paradex 手续费优惠注册链接](https://paradex.io/ref/xingxingjun) * [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) * [Apex 手续费优惠注册链接](https://join.omni.apex.exchange/SEA)
## 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 Skillskills 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 ## 文档索引
- [ritmex-bot CLI 使用手册(中文)](cli-guide.md) - [ritmex-bot CLI 使用手册(中文)](docs/cli-guide.md)
- [ritmex-bot CLI User Guide (English)](cli-guide.en.md) - [ritmex-bot CLI User Guide (English)](docs/cli-guide.en.md)
- [简明上手指南(零基础)](simple-readme.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) - [基础网格策略使用教程](grid-trading.md)
@@ -226,8 +220,6 @@ 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 index.ts # 启动 CLI(默认入口)
bun run start # 等价于运行 index.ts bun run start # 等价于运行 index.ts
bun run dev # 调试模式 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 bun x vitest run # 执行全部测试
``` ```
@@ -294,8 +286,6 @@ bun run pm2:start:offset
## 测试 ## 测试
项目使用 Vitest 项目使用 Vitest
```bash ```bash
bun run lint
bun run lint:fix
bun run test bun run test
bun x vitest --watch bun x vitest --watch
``` ```
+11 -21
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@@ -4,6 +4,15 @@
A Bun-powered multi-exchange perpetuals workstation that ships an SMA30 trend engine, a Guardian stop sentinel, and two market-making modes. It offers instant restarts, realtime market data, structured logging, and an Ink-based CLI dashboard. A Bun-powered multi-exchange perpetuals workstation that ships an SMA30 trend engine, a Guardian stop sentinel, and two market-making modes. It offers instant restarts, realtime market data, structured logging, and an Ink-based CLI dashboard.
## 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.
Full guide: [ritmex-bot CLI User Guide (English)](docs/cli-guide.en.md)
If you'd like to support this project and get fee discounts, please consider using these referral links: 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) * [Lighter referral link](https://app.lighter.xyz/?referral=111909FA)
@@ -17,24 +26,9 @@ If you'd like to support this project and get fee discounts, please consider usi
* [Paradex referral link](https://paradex.io/ref/xingxingjun) * [Paradex referral link](https://paradex.io/ref/xingxingjun)
* [Apex referral link](https://join.omni.apex.exchange/SEA) * [Apex referral link](https://join.omni.apex.exchange/SEA)
## 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 ## Documentation Map
- [ritmex-bot CLI User Guide (English)](cli-guide.en.md) - [ritmex-bot CLI User Guide (English)](docs/cli-guide.en.md)
- [ritmex-bot CLI 使用手册(中文)](cli-guide.md) - [ritmex-bot CLI 使用手册(中文)](docs/cli-guide.md)
- [Beginner-friendly Quick Start](simple-readme.md) - [Beginner-friendly Quick Start](simple-readme.md)
- [Grid Trading Strategy Guide](grid-trading.md) - [Grid Trading Strategy Guide](grid-trading.md)
@@ -222,8 +216,6 @@ Please keep these credentials safe and do not share them with anyone.
bun run index.ts # Launch the CLI (default entrypoint) bun run index.ts # Launch the CLI (default entrypoint)
bun run start # Alias for bun run index.ts bun run start # Alias for bun run index.ts
bun run dev # Development entrypoint 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 bun x vitest run # Execute the full Vitest suite
``` ```
@@ -290,8 +282,6 @@ Run `pm2 save` afterwards if you want the process list to survive reboots.
## Testing ## Testing
Powered by Vitest: Powered by Vitest:
```bash ```bash
bun run lint
bun run lint:fix
bun run test bun run test
bun x vitest --watch bun x vitest --watch
``` ```
+105 -106
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@@ -5,27 +5,26 @@
"": { "": {
"name": "ritmex-bot", "name": "ritmex-bot",
"dependencies": { "dependencies": {
"@grvt/client": "^1.6.27", "@grvt/client": "^1.6.4",
"@nadohq/client": "^0.1.0-alpha.51", "@nadohq/client": "^0.1.0-alpha.41",
"@noble/ed25519": "^3.0.0", "@noble/ed25519": "^3.0.0",
"axios": "^1.13.6", "axios": "^1.12.2",
"bignumber.js": "^10.0.2", "bignumber.js": "^9.3.1",
"ccxt": "^4.5.40", "ccxt": "^4.5.12",
"dotenv": "^17.3.1", "dotenv": "^17.2.2",
"ethereum-cryptography": "^3.2.0", "ethereum-cryptography": "^2.1.3",
"ink": "^6.8.0", "ink": "^6.3.1",
"react": "^19.2.4", "react": "^19.1.1",
"trading-signals": "^7.4.3", "trading-signals": "^7.4.3",
"viem": "^2.46.3", "viem": "^2.43.1",
"ws": "^8.19.0", "ws": "^8.18.3",
}, },
"devDependencies": { "devDependencies": {
"@types/bun": "^1.3.9", "@types/bun": "latest",
"oxlint": "^1.54.0", "vitest": "^3.2.4",
"vitest": "^4.0.18",
}, },
"peerDependencies": { "peerDependencies": {
"typescript": "^5.9.3", "typescript": "^5",
}, },
}, },
}, },
@@ -86,65 +85,27 @@
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"@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=="],
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} }
} }
View File
+12 -19
View File
@@ -4,18 +4,12 @@
"module": "index.ts", "module": "index.ts",
"type": "module", "type": "module",
"private": false, "private": false,
"repository": {
"type": "git",
"url": "https://github.com/discountry/ritmex-bot.git"
},
"bin": { "bin": {
"ritmex-bot": "./bin/ritmex-bot" "ritmex-bot": "./bin/ritmex-bot"
}, },
"scripts": { "scripts": {
"dev": "bun run index.ts", "dev": "bun run index.ts",
"start": "bun run index.ts", "start": "bun run index.ts",
"lint": "oxlint",
"lint:fix": "oxlint --fix",
"test": "bun x vitest run", "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: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", "test:watch": "bun x vitest",
@@ -28,26 +22,25 @@
"pm2:start:maker-points": "pm2 start bun --name ritmex-maker-points --cwd . --restart-delay 5000 -- run index.ts --strategy maker-points --exchange standx --silent" "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": { "devDependencies": {
"@types/bun": "^1.3.9", "@types/bun": "latest",
"oxlint": "^1.54.0", "vitest": "^3.2.4"
"vitest": "^4.0.18"
}, },
"peerDependencies": { "peerDependencies": {
"typescript": "^5.9.3" "typescript": "^5.9.2"
}, },
"dependencies": { "dependencies": {
"@grvt/client": "^1.6.27", "@grvt/client": "^1.6.25",
"@nadohq/client": "^0.1.0-alpha.51", "@nadohq/client": "^0.1.0-alpha.45",
"@noble/ed25519": "^3.0.0", "@noble/ed25519": "^3.0.0",
"axios": "^1.13.6", "axios": "^1.13.4",
"bignumber.js": "^10.0.2", "bignumber.js": "^9.3.1",
"ccxt": "^4.5.40", "ccxt": "^4.5.35",
"dotenv": "^17.3.1", "dotenv": "^17.2.3",
"ethereum-cryptography": "^3.2.0", "ethereum-cryptography": "^2.2.1",
"ink": "^6.8.0", "ink": "^6.6.0",
"react": "^19.2.4", "react": "^19.2.4",
"trading-signals": "^7.4.3", "trading-signals": "^7.4.3",
"viem": "^2.46.3", "viem": "^2.45.1",
"ws": "^8.19.0" "ws": "^8.19.0"
} }
} }
+5 -5
View File
@@ -15,7 +15,7 @@ import {
routeTrailingStopOrder, routeTrailingStopOrder,
} from "../exchanges/order-router"; } from "../exchanges/order-router";
import { buildAdapterFromEnv } from "../exchanges/resolve-from-env"; import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
import type { Depth, Kline, Order, Ticker } from "../exchanges/types"; import type { AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../exchanges/types";
import { startStrategy } from "./strategy-runner"; import { startStrategy } from "./strategy-runner";
import type { import type {
CommandErrorPayload, CommandErrorPayload,
@@ -266,7 +266,7 @@ async function handleMarketTicker(
buildAdapterFromEnvFn: typeof buildAdapterFromEnv buildAdapterFromEnvFn: typeof buildAdapterFromEnv
): Promise<unknown> { ): Promise<unknown> {
const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn); const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn);
const ticker = await waitForFirst<Ticker>( const ticker = await waitForFirst<AsterTicker>(
(cb) => adapter.watchTicker(symbol, cb), (cb) => adapter.watchTicker(symbol, cb),
command.timeoutMs, command.timeoutMs,
"market ticker" "market ticker"
@@ -279,7 +279,7 @@ async function handleMarketDepth(
buildAdapterFromEnvFn: typeof buildAdapterFromEnv buildAdapterFromEnvFn: typeof buildAdapterFromEnv
): Promise<unknown> { ): Promise<unknown> {
const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn); const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn);
const depth = await waitForFirst<Depth>( const depth = await waitForFirst<AsterDepth>(
(cb) => adapter.watchDepth(symbol, cb), (cb) => adapter.watchDepth(symbol, cb),
command.timeoutMs, command.timeoutMs,
"market depth" "market depth"
@@ -300,7 +300,7 @@ async function handleMarketKline(
buildAdapterFromEnvFn: typeof buildAdapterFromEnv buildAdapterFromEnvFn: typeof buildAdapterFromEnv
): Promise<unknown> { ): Promise<unknown> {
const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn); const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn);
const klines = await waitForFirst<Kline[]>( const klines = await waitForFirst<AsterKline[]>(
(cb) => adapter.watchKlines(symbol, command.interval, cb), (cb) => adapter.watchKlines(symbol, command.interval, cb),
command.timeoutMs, command.timeoutMs,
"market kline" "market kline"
@@ -379,7 +379,7 @@ async function handleOrderCreate(
timeInForce: payload.timeInForce, timeInForce: payload.timeInForce,
}; };
let order: Order; let order: AsterOrder;
switch (payload.type) { switch (payload.type) {
case "limit": case "limit":
order = await routeLimitOrder({ order = await routeLimitOrder({
+1 -1
View File
@@ -155,7 +155,7 @@ function parseExchangeCommand(
options: Record<string, string | boolean>, options: Record<string, string | boolean>,
common: CommandCommonOptions & { help?: boolean } common: CommandCommonOptions & { help?: boolean }
): ParsedCliCommand { ): ParsedCliCommand {
assertAllowedOptions(options, new Set(GLOBAL_OPTION_NAMES)); assertAllowedOptions(options, new Set([...GLOBAL_OPTION_NAMES]));
if (action === "list") return { kind: "exchange-list", ...common }; if (action === "list") return { kind: "exchange-list", ...common };
if (action === "capabilities") return { kind: "exchange-capabilities", ...common }; if (action === "capabilities") return { kind: "exchange-capabilities", ...common };
throw new CommandParseError(`Unsupported exchange action '${action}'`); throw new CommandParseError(`Unsupported exchange action '${action}'`);
+4 -4
View File
@@ -1,4 +1,4 @@
import type { Order } from "../../exchanges/types"; import type { AsterOrder } from "../../exchanges/types";
export interface OrderTarget { export interface OrderTarget {
side: "BUY" | "SELL"; side: "BUY" | "SELL";
@@ -8,11 +8,11 @@ export interface OrderTarget {
} }
export function makeOrderPlan( export function makeOrderPlan(
openOrders: Order[], openOrders: AsterOrder[],
targets: OrderTarget[] targets: OrderTarget[]
): { toCancel: Order[]; toPlace: OrderTarget[] } { ): { toCancel: AsterOrder[]; toPlace: OrderTarget[] } {
const unmatched = new Set(targets.map((_, idx) => idx)); const unmatched = new Set(targets.map((_, idx) => idx));
const toCancel: Order[] = []; const toCancel: AsterOrder[] = [];
for (const order of openOrders) { for (const order of openOrders) {
const orderPrice = String(order.price); const orderPrice = String(order.price);
+2 -2
View File
@@ -1,11 +1,11 @@
import type { ExchangeAdapter } from "../../exchanges/adapter"; import type { ExchangeAdapter } from "../../exchanges/adapter";
import type { Order } from "../../exchanges/types"; import type { AsterOrder } from "../../exchanges/types";
import { isUnknownOrderError } from "../../utils/errors"; import { isUnknownOrderError } from "../../utils/errors";
export async function safeCancelOrder( export async function safeCancelOrder(
exchange: ExchangeAdapter, exchange: ExchangeAdapter,
symbol: string, symbol: string,
order: Order, order: AsterOrder,
onResolved: (orderId: number | string) => void, onResolved: (orderId: number | string) => void,
onUnknown: () => void, onUnknown: () => void,
onError: (err: unknown) => void onError: (err: unknown) => void
+11 -13
View File
@@ -1,5 +1,5 @@
import type { ExchangeAdapter } from "../exchanges/adapter"; import type { ExchangeAdapter } from "../exchanges/adapter";
import type { Order } from "../exchanges/types"; import type { AsterOrder } from "../exchanges/types";
import { import {
routeCloseOrder, routeCloseOrder,
routeLimitOrder, routeLimitOrder,
@@ -88,7 +88,7 @@ export function unlockOperating(
export async function deduplicateOrders( export async function deduplicateOrders(
adapter: ExchangeAdapter, adapter: ExchangeAdapter,
symbol: string, symbol: string,
openOrders: Order[], openOrders: AsterOrder[],
locks: OrderLockMap, locks: OrderLockMap,
timers: OrderTimerMap, timers: OrderTimerMap,
pendings: OrderPendingMap, pendings: OrderPendingMap,
@@ -134,13 +134,12 @@ type PlaceOrderOptions = {
skipDedupe?: boolean; skipDedupe?: boolean;
slPrice?: number; slPrice?: number;
tpPrice?: number; tpPrice?: number;
clientOrderId?: string;
}; };
export async function placeOrder( export async function placeOrder(
adapter: ExchangeAdapter, adapter: ExchangeAdapter,
symbol: string, symbol: string,
openOrders: Order[], openOrders: AsterOrder[],
locks: OrderLockMap, locks: OrderLockMap,
timers: OrderTimerMap, timers: OrderTimerMap,
pendings: OrderPendingMap, pendings: OrderPendingMap,
@@ -151,7 +150,7 @@ export async function placeOrder(
reduceOnly = false, reduceOnly = false,
guard?: OrderGuardOptions, guard?: OrderGuardOptions,
opts?: PlaceOrderOptions opts?: PlaceOrderOptions
): Promise<Order | undefined> { ): Promise<AsterOrder | undefined> {
const type = "LIMIT"; const type = "LIMIT";
if (isOperating(locks, type)) return; if (isOperating(locks, type)) return;
const priceNum = Number(price); const priceNum = Number(price);
@@ -181,7 +180,6 @@ export async function placeOrder(
closePosition, closePosition,
slPrice: opts?.slPrice, slPrice: opts?.slPrice,
tpPrice: opts?.tpPrice, tpPrice: opts?.tpPrice,
clientOrderId: opts?.clientOrderId,
}); });
pendings[type] = String(order.orderId); pendings[type] = String(order.orderId);
log("order", `挂限价单: ${side} @ ${priceNum} 数量 ${quantity} reduceOnly=${reduceOnly}${opts?.slPrice ? ` sl=${opts.slPrice}` : ""}`); 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( export async function placeMarketOrder(
adapter: ExchangeAdapter, adapter: ExchangeAdapter,
symbol: string, symbol: string,
openOrders: Order[], openOrders: AsterOrder[],
locks: OrderLockMap, locks: OrderLockMap,
timers: OrderTimerMap, timers: OrderTimerMap,
pendings: OrderPendingMap, pendings: OrderPendingMap,
@@ -209,7 +207,7 @@ export async function placeMarketOrder(
reduceOnly = false, reduceOnly = false,
guard?: OrderGuardOptions, guard?: OrderGuardOptions,
opts?: { qtyStep: number } opts?: { qtyStep: number }
): Promise<Order | undefined> { ): Promise<AsterOrder | undefined> {
const type = "MARKET"; const type = "MARKET";
if (isOperating(locks, type)) return; if (isOperating(locks, type)) return;
if (!enforceMarkPriceGuard(side, guard?.expectedPrice ?? null, guard, log, "市价单")) 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( export async function placeStopLossOrder(
adapter: ExchangeAdapter, adapter: ExchangeAdapter,
symbol: string, symbol: string,
openOrders: Order[], openOrders: AsterOrder[],
locks: OrderLockMap, locks: OrderLockMap,
timers: OrderTimerMap, timers: OrderTimerMap,
pendings: OrderPendingMap, pendings: OrderPendingMap,
@@ -260,7 +258,7 @@ export async function placeStopLossOrder(
log: LogHandler, log: LogHandler,
guard?: OrderGuardOptions, guard?: OrderGuardOptions,
opts?: { priceTick: number; qtyStep: number } opts?: { priceTick: number; qtyStep: number }
): Promise<Order | undefined> { ): Promise<AsterOrder | undefined> {
const type = "STOP_MARKET"; const type = "STOP_MARKET";
if (isOperating(locks, type)) return; if (isOperating(locks, type)) return;
if (!enforceMarkPriceGuard(side, stopPrice, guard, log, "止损单")) return; if (!enforceMarkPriceGuard(side, stopPrice, guard, log, "止损单")) return;
@@ -316,7 +314,7 @@ export async function placeStopLossOrder(
export async function placeTrailingStopOrder( export async function placeTrailingStopOrder(
adapter: ExchangeAdapter, adapter: ExchangeAdapter,
symbol: string, symbol: string,
openOrders: Order[], openOrders: AsterOrder[],
locks: OrderLockMap, locks: OrderLockMap,
timers: OrderTimerMap, timers: OrderTimerMap,
pendings: OrderPendingMap, pendings: OrderPendingMap,
@@ -327,7 +325,7 @@ export async function placeTrailingStopOrder(
log: LogHandler, log: LogHandler,
guard?: OrderGuardOptions, guard?: OrderGuardOptions,
opts?: { priceTick: number; qtyStep: number } opts?: { priceTick: number; qtyStep: number }
): Promise<Order | undefined> { ): Promise<AsterOrder | undefined> {
const type = "TRAILING_STOP_MARKET"; const type = "TRAILING_STOP_MARKET";
if (isOperating(locks, type)) return; if (isOperating(locks, type)) return;
if (!adapter.supportsTrailingStops()) { if (!adapter.supportsTrailingStops()) {
@@ -377,7 +375,7 @@ export async function placeTrailingStopOrder(
export async function marketClose( export async function marketClose(
adapter: ExchangeAdapter, adapter: ExchangeAdapter,
symbol: string, symbol: string,
openOrders: Order[], openOrders: AsterOrder[],
locks: OrderLockMap, locks: OrderLockMap,
timers: OrderTimerMap, timers: OrderTimerMap,
pendings: OrderPendingMap, pendings: OrderPendingMap,
-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 };
}
+14 -14
View File
@@ -1,30 +1,30 @@
import type { import type {
AccountSnapshot, AsterAccountSnapshot,
Order, AsterOrder,
Depth, AsterDepth,
Ticker, AsterTicker,
Kline, AsterKline,
CreateOrderParams, CreateOrderParams,
} from "./types"; } from "./types";
export interface AccountListener { export interface AccountListener {
(snapshot: AccountSnapshot): void; (snapshot: AsterAccountSnapshot): void;
} }
export interface OrderListener { export interface OrderListener {
(orders: Order[]): void; (orders: AsterOrder[]): void;
} }
export interface DepthListener { export interface DepthListener {
(depth: Depth): void; (depth: AsterDepth): void;
} }
export interface TickerListener { export interface TickerListener {
(ticker: Ticker): void; (ticker: AsterTicker): void;
} }
export interface KlineListener { export interface KlineListener {
(klines: Kline[]): void; (klines: AsterKline[]): void;
} }
export interface FundingRateSnapshot { export interface FundingRateSnapshot {
@@ -72,18 +72,18 @@ export interface ExchangeAdapter {
watchTicker(symbol: string, cb: TickerListener): void; watchTicker(symbol: string, cb: TickerListener): void;
watchKlines(symbol: string, interval: string, cb: KlineListener): void; watchKlines(symbol: string, interval: string, cb: KlineListener): void;
watchFundingRate?(symbol: string, cb: FundingRateListener): 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>; cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void>;
cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void>; cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void>;
cancelAllOrders(params: { symbol: string }): Promise<void>; cancelAllOrders(params: { symbol: string }): Promise<void>;
getPrecision?(): Promise<ExchangePrecision | null>; 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; onConnectionEvent?(listener: ConnectionEventListener): void;
offConnectionEvent?(listener: ConnectionEventListener): void; offConnectionEvent?(listener: ConnectionEventListener): void;
onRestHealthEvent?(listener: RestHealthListener): void; onRestHealthEvent?(listener: RestHealthListener): void;
offRestHealthEvent?(listener: RestHealthListener): void; offRestHealthEvent?(listener: RestHealthListener): void;
queryOpenOrders?(): Promise<Order[]>; queryOpenOrders?(): Promise<AsterOrder[]>;
queryAccountSnapshot?(): Promise<AccountSnapshot | null>; queryAccountSnapshot?(): Promise<AsterAccountSnapshot | null>;
changeMarginMode?(params: { symbol: string; marginMode: "isolated" | "cross" }): Promise<void>; changeMarginMode?(params: { symbol: string; marginMode: "isolated" | "cross" }): Promise<void>;
forceCancelAllOrders?(): Promise<boolean>; forceCancelAllOrders?(): Promise<boolean>;
} }
+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;
}
}
}
-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;
}
}
}
@@ -1,16 +1,11 @@
import crypto from "crypto"; import crypto from "crypto";
import { setInterval, clearInterval, setTimeout, clearTimeout } from "timers"; import { setInterval, clearInterval, setTimeout, clearTimeout } from "timers";
import type { import type {
AccountPosition, AsterAccountPosition,
AccountSnapshot, AsterAccountSnapshot,
Depth, AsterDepth,
Kline, AsterKline,
Order, AsterOrder,
Ticker,
CreateOrderParams,
PositionSide,
} from "../types";
import type {
AsterSpotAccount, AsterSpotAccount,
AsterSpotAggTrade, AsterSpotAggTrade,
AsterSpotBookTicker, AsterSpotBookTicker,
@@ -23,15 +18,18 @@ import type {
AsterSpotTicker24h, AsterSpotTicker24h,
AsterSpotTrade, AsterSpotTrade,
AsterSpotUserTrade, AsterSpotUserTrade,
AsterTicker,
AsterFuturesExchangeInfo, AsterFuturesExchangeInfo,
AsterFuturesSymbolInfo, AsterFuturesSymbolInfo,
CancelSpotOrderParams, CancelSpotOrderParams,
CreateOrderParams,
CreateSpotOrderParams, CreateSpotOrderParams,
PositionSide,
QuerySpotOrderParams, QuerySpotOrderParams,
SpotAllOrdersParams, SpotAllOrdersParams,
SpotOpenOrdersParams, SpotOpenOrdersParams,
SpotUserTradesParams, SpotUserTradesParams,
} from "./types"; } from "../types";
import { decimalsOf } from "../../utils/math"; import { decimalsOf } from "../../utils/math";
process.env.NODE_TLS_REJECT_UNAUTHORIZED = "0"; 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>({ const response = await this.request<any>({
path: "/api/v1/order", path: "/api/v1/order",
method: "POST", method: "POST",
@@ -257,7 +255,7 @@ export class AsterSpotRestClient {
return toOrderFromRest(response); return toOrderFromRest(response);
} }
async cancelOrder(params: CancelSpotOrderParams): Promise<Order> { async cancelOrder(params: CancelSpotOrderParams): Promise<AsterOrder> {
const response = await this.request<any>({ const response = await this.request<any>({
path: "/api/v1/order", path: "/api/v1/order",
method: "DELETE", method: "DELETE",
@@ -272,7 +270,7 @@ export class AsterSpotRestClient {
return toOrderFromRest(response); return toOrderFromRest(response);
} }
async getOrder(params: QuerySpotOrderParams): Promise<Order> { async getOrder(params: QuerySpotOrderParams): Promise<AsterOrder> {
const response = await this.request<any>({ const response = await this.request<any>({
path: "/api/v1/order", path: "/api/v1/order",
method: "GET", method: "GET",
@@ -287,7 +285,7 @@ export class AsterSpotRestClient {
return toOrderFromRest(response); return toOrderFromRest(response);
} }
async getOpenOrders(params: SpotOpenOrdersParams = {}): Promise<Order[]> { async getOpenOrders(params: SpotOpenOrdersParams = {}): Promise<AsterOrder[]> {
const response = await this.request<any[]>({ const response = await this.request<any[]>({
path: "/api/v1/openOrders", path: "/api/v1/openOrders",
method: "GET", 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[]>({ const response = await this.request<any[]>({
path: "/api/v1/allOrders", path: "/api/v1/allOrders",
method: "GET", method: "GET",
@@ -545,13 +543,13 @@ export class AsterSpotRestClient {
} }
try { try {
return JSON.parse(text) as T; return JSON.parse(text) as T;
} catch { } catch (error) {
throw new Error(`[AsterSpotRestClient] 无法解析响应: ${text.slice(0, 200)}`); 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 { return {
eventType: data.e, eventType: data.e,
eventTime: 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 { return {
eventType: data.e, eventType: data.e,
eventTime: 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 { return {
eventType: data.e, eventType: data.e,
eventTime: 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 { return {
eventType: undefined, eventType: undefined,
eventTime: 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 { return {
avgPrice: raw.avgPrice ?? "0", avgPrice: raw.avgPrice ?? "0",
clientOrderId: raw.clientOrderId ?? "", clientOrderId: raw.clientOrderId ?? "",
@@ -658,7 +656,7 @@ function toOrderFromRest(raw: any): Order {
}; };
} }
function toOrderFromEvent(event: any): Order { function toOrderFromEvent(event: any): AsterOrder {
return { return {
avgPrice: event.ap ?? "0", avgPrice: event.ap ?? "0",
clientOrderId: event.c ?? "", 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; const positionSide = String(raw.positionSide ?? raw.ps ?? "BOTH").toUpperCase() as PositionSide;
return { return {
symbol: raw.symbol ?? raw.s ?? "", 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; 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); const total = positions.reduce((acc, position) => acc + Number(position.unrealizedProfit ?? 0), 0);
return total.toFixed(8); return total.toFixed(8);
} }
function clonePositions(positions: AccountPosition[]): AccountPosition[] { function clonePositions(positions: AsterAccountPosition[]): AsterAccountPosition[] {
return positions.map((position) => ({ return positions.map((position) => ({
...position, ...position,
updateTime: position.updateTime ?? Date.now(), 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"); this.apiSecret = requireEnv(options.apiSecret ?? process.env.ASTER_API_SECRET, "ASTER_API_SECRET");
} }
async getAccount(): Promise<AccountSnapshot> { async getAccount(): Promise<AsterAccountSnapshot> {
return this.signedRequest<AccountSnapshot>({ path: "/fapi/v2/account", method: "GET", params: {} }); 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> = {}; const params: Record<string, unknown> = {};
if (symbol) params.symbol = symbol; if (symbol) params.symbol = symbol;
const raw = await this.signedRequest<any[]>({ path: "/fapi/v1/openOrders", method: "GET", params }); const raw = await this.signedRequest<any[]>({ path: "/fapi/v1/openOrders", method: "GET", params });
return raw.map(toOrderFromRest); return raw.map(toOrderFromRest);
} }
async getPositions(symbol?: string): Promise<AccountPosition[]> { async getPositions(symbol?: string): Promise<AsterAccountPosition[]> {
const params: Record<string, unknown> = {}; const params: Record<string, unknown> = {};
if (symbol) params.symbol = symbol.toUpperCase(); if (symbol) params.symbol = symbol.toUpperCase();
const raw = await this.signedRequest<any[]>({ path: "/fapi/v2/positionRisk", method: "GET", params }); const raw = await this.signedRequest<any[]>({ path: "/fapi/v2/positionRisk", method: "GET", params });
@@ -797,12 +795,12 @@ export class AsterRestClient {
} }
try { try {
return JSON.parse(text) as AsterFuturesExchangeInfo; 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)}`); 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 // Sanitize and normalize params for Aster futures API. Paradex-specific flags
// like reduceOnly/closePosition on STOP/TRAILING should not leak here. // like reduceOnly/closePosition on STOP/TRAILING should not leak here.
const payload: Record<string, unknown> = {}; const payload: Record<string, unknown> = {};
@@ -815,7 +813,6 @@ export class AsterRestClient {
if (params.activationPrice !== undefined) payload.activationPrice = params.activationPrice; if (params.activationPrice !== undefined) payload.activationPrice = params.activationPrice;
if (params.callbackRate !== undefined) payload.callbackRate = params.callbackRate; if (params.callbackRate !== undefined) payload.callbackRate = params.callbackRate;
if (params.quantity !== undefined) payload.quantity = Math.abs(params.quantity); 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). // Aster rejects reduceOnly/closePosition for certain order types (e.g. STOP/TRAILING).
// Keep the behavior exchange-specific by stripping them here for Aster. // Keep the behavior exchange-specific by stripping them here for Aster.
@@ -833,12 +830,12 @@ export class AsterRestClient {
return toOrderFromRest(response); 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 }); const response = await this.signedRequest<any>({ path: "/fapi/v1/order", method: "DELETE", params });
return toOrderFromRest(response); return toOrderFromRest(response);
} }
async cancelOrders(params: { symbol: string; orderIdList?: Array<number | string>; origClientOrderIdList?: string[] }): Promise<Order[]> { async cancelOrders(params: { symbol: string; orderIdList?: Array<number | string>; origClientOrderIdList?: string[] }): Promise<AsterOrder[]> {
const payload: Record<string, unknown> = { symbol: params.symbol }; const payload: Record<string, unknown> = { symbol: params.symbol };
if (params.orderIdList?.length) { if (params.orderIdList?.length) {
payload.orderIdList = `[${params.orderIdList payload.orderIdList = `[${params.orderIdList
@@ -856,7 +853,7 @@ export class AsterRestClient {
await this.signedRequest({ path: "/fapi/v1/allOpenOrders", method: "DELETE", params }); await this.signedRequest({ path: "/fapi/v1/allOpenOrders", method: "DELETE", params });
} }
async getKlines(symbol: string, interval: string, limit = DEFAULT_KLINE_LIMIT): Promise<Kline[]> { async getKlines(symbol: string, interval: string, limit = DEFAULT_KLINE_LIMIT): Promise<AsterKline[]> {
const upper = symbol.toUpperCase(); const upper = symbol.toUpperCase();
const url = `${FUTURES_REST_BASE}/fapi/v1/continuousKlines?pair=${upper}&contractType=PERPETUAL&interval=${encodeURIComponent(interval)}&limit=${limit}`; const url = `${FUTURES_REST_BASE}/fapi/v1/continuousKlines?pair=${upper}&contractType=PERPETUAL&interval=${encodeURIComponent(interval)}&limit=${limit}`;
let response: Response; let response: Response;
@@ -872,7 +869,7 @@ export class AsterRestClient {
try { try {
const payload = JSON.parse(text) as any[]; const payload = JSON.parse(text) as any[];
return payload.map((entry) => fromRestKline(entry, interval, upper)); 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)}`); 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; const payload = JSON.parse(text) as any;
// The response shape mirrors Binance: { symbol, markPrice, indexPrice, lastFundingRate, nextFundingTime, time } // The response shape mirrors Binance: { symbol, markPrice, indexPrice, lastFundingRate, nextFundingTime, time }
return payload; return payload;
} catch { } catch (error) {
throw new Error(`[AsterRestClient] 无法解析资金费率响应: ${text.slice(0, 200)}`); 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 { try {
return JSON.parse(text) as T; return JSON.parse(text) as T;
} catch { } catch (error) {
throw new Error(`[AsterRestClient] 无法解析响应: ${text.slice(0, 200)}`); throw new Error(`[AsterRestClient] 无法解析响应: ${text.slice(0, 200)}`);
} }
} }
} }
type DepthHandler = (depth: Depth) => void; type DepthHandler = (depth: AsterDepth) => void;
type TickerHandler = (ticker: Ticker) => void; type TickerHandler = (ticker: AsterTicker) => void;
type KlineHandler = (kline: Kline) => void; type KlineHandler = (kline: AsterKline) => void;
type StreamKind = "depth" | "ticker" | "kline"; 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; if (!snapshot) return snapshot;
const next = deepCloneAccount(snapshot); const next = deepCloneAccount(snapshot);
if (!next) return snapshot; if (!next) return snapshot;
@@ -1297,7 +1294,7 @@ function updateAccountSnapshot(snapshot: AccountSnapshot | null, event: { eventT
return next; return next;
} }
function mergeOrderSnapshot(map: Map<string, Order>, order: Order): void { function mergeOrderSnapshot(map: Map<string, AsterOrder>, order: AsterOrder): void {
const rawId = order.orderId; const rawId = order.orderId;
if (rawId === undefined || rawId === null) return; if (rawId === undefined || rawId === null) return;
const key = String(rawId); const key = String(rawId);
@@ -1314,18 +1311,18 @@ export class AsterGateway {
private readonly publicStreams: AsterPublicStreams; private readonly publicStreams: AsterPublicStreams;
private readonly userStream: AsterUserStream; private readonly userStream: AsterUserStream;
private accountSnapshot: AccountSnapshot | null = null; private accountSnapshot: AsterAccountSnapshot | null = null;
private readonly openOrders = new Map<string, Order>(); private readonly openOrders = new Map<string, AsterOrder>();
private positionSyncTimer: ReturnType<typeof setInterval> | null = null; private positionSyncTimer: ReturnType<typeof setInterval> | null = null;
private positionSyncInFlight = false; private positionSyncInFlight = false;
private readonly accountEvent = new SimpleEvent<AccountSnapshot>(); private readonly accountEvent = new SimpleEvent<AsterAccountSnapshot>();
private readonly ordersEvent = new SimpleEvent<Order[]>(); private readonly ordersEvent = new SimpleEvent<AsterOrder[]>();
private readonly depthEvents = new Map<string, SimpleEvent<Depth>>(); private readonly depthEvents = new Map<string, SimpleEvent<AsterDepth>>();
private readonly tickerEvents = new Map<string, SimpleEvent<Ticker>>(); private readonly tickerEvents = new Map<string, SimpleEvent<AsterTicker>>();
private readonly klineEvents = new Map<string, SimpleEvent<Kline[]>>(); 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 klineRefreshTimers = new Map<string, ReturnType<typeof setInterval>>();
private readonly klineInitialFetches = new Map<string, Promise<void>>(); private readonly klineInitialFetches = new Map<string, Promise<void>>();
private initialized = false; private initialized = false;
@@ -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.initialized) return;
if (this.initializing) return this.initializing; if (this.initializing) return this.initializing;
this.initializing = (async () => { this.initializing = (async () => {
@@ -1384,21 +1381,21 @@ export class AsterGateway {
return this.initializing; return this.initializing;
} }
onAccount(listener: (snapshot: AccountSnapshot) => void): void { onAccount(listener: (snapshot: AsterAccountSnapshot) => void): void {
this.accountEvent.add(listener); this.accountEvent.add(listener);
if (this.accountSnapshot) listener(this.accountSnapshot); if (this.accountSnapshot) listener(this.accountSnapshot);
} }
onOrders(listener: (orders: Order[]) => void): void { onOrders(listener: (orders: AsterOrder[]) => void): void {
this.ordersEvent.add(listener); this.ordersEvent.add(listener);
listener(Array.from(this.openOrders.values())); listener(Array.from(this.openOrders.values()));
} }
onDepth(symbol: string, listener: (depth: Depth) => void): void { onDepth(symbol: string, listener: (depth: AsterDepth) => void): void {
const upper = symbol.toUpperCase(); const upper = symbol.toUpperCase();
let event = this.depthEvents.get(upper); let event = this.depthEvents.get(upper);
if (!event) { if (!event) {
event = new SimpleEvent<Depth>(); event = new SimpleEvent<AsterDepth>();
this.depthEvents.set(upper, event); this.depthEvents.set(upper, event);
this.publicStreams.subscribeDepth(upper, (depth) => { this.publicStreams.subscribeDepth(upper, (depth) => {
event?.emit(depth); event?.emit(depth);
@@ -1407,11 +1404,11 @@ export class AsterGateway {
event.add(listener); event.add(listener);
} }
onTicker(symbol: string, listener: (ticker: Ticker) => void): void { onTicker(symbol: string, listener: (ticker: AsterTicker) => void): void {
const upper = symbol.toUpperCase(); const upper = symbol.toUpperCase();
let event = this.tickerEvents.get(upper); let event = this.tickerEvents.get(upper);
if (!event) { if (!event) {
event = new SimpleEvent<Ticker>(); event = new SimpleEvent<AsterTicker>();
this.tickerEvents.set(upper, event); this.tickerEvents.set(upper, event);
this.publicStreams.subscribeTicker(upper, (ticker) => { this.publicStreams.subscribeTicker(upper, (ticker) => {
event?.emit(ticker); event?.emit(ticker);
@@ -1420,12 +1417,12 @@ export class AsterGateway {
event.add(listener); 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 upper = symbol.toUpperCase();
const key = `${upper}:${interval}`; const key = `${upper}:${interval}`;
let event = this.klineEvents.get(key); let event = this.klineEvents.get(key);
if (!event) { if (!event) {
event = new SimpleEvent<Kline[]>(); event = new SimpleEvent<AsterKline[]>();
this.klineEvents.set(key, event); this.klineEvents.set(key, event);
this.publicStreams.subscribeKline(symbol, interval, (kline) => { this.publicStreams.subscribeKline(symbol, interval, (kline) => {
const storeKey = `${upper}:${interval}`; const storeKey = `${upper}:${interval}`;
@@ -1512,7 +1509,7 @@ export class AsterGateway {
console.error("[AsterGateway] 刷新持仓失败", positionError); console.error("[AsterGateway] 刷新持仓失败", positionError);
} }
const normalizedPositions = clonePositions(positions); const normalizedPositions = clonePositions(positions);
const snapshot: AccountSnapshot = { const snapshot: AsterAccountSnapshot = {
...account, ...account,
positions: normalizedPositions, positions: normalizedPositions,
totalUnrealizedProfit: sumUnrealizedProfit(normalizedPositions), totalUnrealizedProfit: sumUnrealizedProfit(normalizedPositions),
@@ -1550,7 +1547,7 @@ export class AsterGateway {
if (!Array.isArray(positions)) return; if (!Array.isArray(positions)) return;
const normalizedPositions = clonePositions(positions); const normalizedPositions = clonePositions(positions);
if (!this.accountSnapshot) { if (!this.accountSnapshot) {
const snapshot: AccountSnapshot = { const snapshot: AsterAccountSnapshot = {
canTrade: true, canTrade: true,
canDeposit: true, canDeposit: true,
canWithdraw: true, canWithdraw: true,
@@ -1564,7 +1561,7 @@ export class AsterGateway {
this.accountEvent.emit(snapshot); this.accountEvent.emit(snapshot);
return; return;
} }
const nextSnapshot: AccountSnapshot = { const nextSnapshot: AsterAccountSnapshot = {
...this.accountSnapshot, ...this.accountSnapshot,
positions: normalizedPositions, positions: normalizedPositions,
totalUnrealizedProfit: sumUnrealizedProfit(normalizedPositions), totalUnrealizedProfit: sumUnrealizedProfit(normalizedPositions),
@@ -1579,15 +1576,15 @@ export class AsterGateway {
} }
} }
getAccountSnapshot(): AccountSnapshot | null { getAccountSnapshot(): AsterAccountSnapshot | null {
return this.accountSnapshot; return this.accountSnapshot;
} }
getOpenOrdersSnapshot(): Order[] { getOpenOrdersSnapshot(): AsterOrder[] {
return Array.from(this.openOrders.values()); 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 normalized = await this.normalizeOrderParams(params);
const order = await this.rest.createOrder(normalized); const order = await this.rest.createOrder(normalized);
mergeOrderSnapshot(this.openOrders, order); mergeOrderSnapshot(this.openOrders, order);
+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({ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
exchangeName: "Aster", if (params.quantity === undefined) {
defaultLimitTimeInForce: "GTX", params.quantity = intent.quantity;
supportsTrailingStop: true, }
supportsTriggerType: true, 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 { export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
createLimitOrder, const params: CreateOrderParams = applyCommonFields(
createMarketOrder, {
createStopOrder, symbol: intent.symbol,
createTrailingStopOrder, side: intent.side,
createClosePositionOrder, type: "LIMIT",
} = handlers; 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);
}
-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;
}
+84 -17
View File
@@ -6,10 +6,9 @@ import type {
OrderListener, OrderListener,
TickerListener, TickerListener,
} from "../adapter"; } from "../adapter";
import type { Order, CreateOrderParams } from "../types"; import type { AsterOrder, CreateOrderParams } from "../types";
import { extractMessage } from "../../utils/errors"; import { extractMessage } from "../../utils/errors";
import { BackpackGateway, type BackpackGatewayOptions } from "./gateway"; import { BackpackGateway, type BackpackGatewayOptions } from "./gateway";
import { createSafeInvoke, createInitManager } from "../adapter-utils";
export interface BackpackCredentials { export interface BackpackCredentials {
apiKey?: string; apiKey?: string;
@@ -24,8 +23,11 @@ export class BackpackExchangeAdapter implements ExchangeAdapter {
readonly id = "backpack"; readonly id = "backpack";
private readonly gateway: BackpackGateway; private readonly gateway: BackpackGateway;
private readonly symbol: string; private readonly symbol: string;
private readonly safeInvoke = createSafeInvoke("BackpackExchangeAdapter"); private initPromise: Promise<void> | null = null;
private readonly init: ReturnType<typeof createInitManager>; private readonly initContexts = new Set<string>();
private retryTimer: ReturnType<typeof setTimeout> | null = null;
private retryDelayMs = 3000;
private lastInitErrorAt = 0;
constructor(credentials: BackpackCredentials = {}) { constructor(credentials: BackpackCredentials = {}) {
const apiKey = credentials.apiKey ?? process.env.BACKPACK_API_KEY; const apiKey = credentials.apiKey ?? process.env.BACKPACK_API_KEY;
@@ -52,9 +54,6 @@ export class BackpackExchangeAdapter implements ExchangeAdapter {
this.gateway = new BackpackGateway(gatewayOptions); this.gateway = new BackpackGateway(gatewayOptions);
this.symbol = symbol; this.symbol = symbol;
this.init = createInitManager("BackpackExchangeAdapter", () =>
this.gateway.ensureInitialized(this.symbol),
);
} }
supportsTrailingStops(): boolean { supportsTrailingStops(): boolean {
@@ -62,50 +61,118 @@ export class BackpackExchangeAdapter implements ExchangeAdapter {
} }
watchAccount(cb: AccountListener): void { watchAccount(cb: AccountListener): void {
void this.init.ensureInitialized("watchAccount"); void this.ensureInitialized("watchAccount");
this.gateway.onAccount(this.safeInvoke("watchAccount", cb)); this.gateway.onAccount(this.safeInvoke("watchAccount", cb));
} }
watchOrders(cb: OrderListener): void { watchOrders(cb: OrderListener): void {
void this.init.ensureInitialized("watchOrders"); void this.ensureInitialized("watchOrders");
this.gateway.onOrders(this.safeInvoke("watchOrders", cb)); this.gateway.onOrders(this.safeInvoke("watchOrders", cb));
} }
watchDepth(_symbol: string, cb: DepthListener): void { watchDepth(_symbol: string, cb: DepthListener): void {
void this.init.ensureInitialized("watchDepth"); void this.ensureInitialized("watchDepth");
this.gateway.onDepth(this.safeInvoke("watchDepth", cb)); this.gateway.onDepth(this.safeInvoke("watchDepth", cb));
} }
watchTicker(_symbol: string, cb: TickerListener): void { watchTicker(_symbol: string, cb: TickerListener): void {
void this.init.ensureInitialized("watchTicker"); void this.ensureInitialized("watchTicker");
this.gateway.onTicker(this.safeInvoke("watchTicker", cb)); this.gateway.onTicker(this.safeInvoke("watchTicker", cb));
} }
watchKlines(_symbol: string, interval: string, cb: KlineListener): void { 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)); this.gateway.watchKlines(interval, this.safeInvoke("watchKlines", cb));
} }
async createOrder(params: CreateOrderParams): Promise<Order> { async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
await this.init.ensureInitialized("createOrder"); await this.ensureInitialized("createOrder");
return this.gateway.createOrder(params); return this.gateway.createOrder(params);
} }
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> { 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 }); await this.gateway.cancelOrder({ orderId: params.orderId });
} }
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> { 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 }); await this.gateway.cancelOrders({ orderIdList: params.orderIdList });
} }
async cancelAllOrders(_params: { symbol: string }): Promise<void> { async cancelAllOrders(_params: { symbol: string }): Promise<void> {
await this.init.ensureInitialized("cancelAllOrders"); await this.ensureInitialized("cancelAllOrders");
await this.gateway.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 { private logError(context: string, error: unknown): void {
if (process.env.BACKPACK_DEBUG === "1" || process.env.BACKPACK_DEBUG === "true") { if (process.env.BACKPACK_DEBUG === "1" || process.env.BACKPACK_DEBUG === "true") {
console.error(`[BackpackExchangeAdapter] ${context} failed: ${extractMessage(error)}`); console.error(`[BackpackExchangeAdapter] ${context} failed: ${extractMessage(error)}`);
+44 -39
View File
@@ -7,13 +7,14 @@ import ccxt, {
import NodeWebSocket from "ws"; import NodeWebSocket from "ws";
import { sign, utils as edUtils, hashes as edHashes } from "@noble/ed25519"; import { sign, utils as edUtils, hashes as edHashes } from "@noble/ed25519";
import { sha512 } from "@noble/hashes/sha512"; import { sha512 } from "@noble/hashes/sha512";
import { randomBytes } from "crypto";
import type { import type {
AccountSnapshot, AsterAccountSnapshot,
AccountPosition, AsterAccountPosition,
Order, AsterOrder,
Depth, AsterDepth,
Ticker, AsterTicker,
Kline, AsterKline,
CreateOrderParams, CreateOrderParams,
OrderType, OrderType,
} from "../types"; } from "../types";
@@ -92,8 +93,8 @@ export class BackpackGateway {
private tickerPollTimer: ReturnType<typeof setInterval> | null = null; private tickerPollTimer: ReturnType<typeof setInterval> | null = null;
private readonly klinePollTimers = new Map<string, ReturnType<typeof setInterval>>(); private readonly klinePollTimers = new Map<string, ReturnType<typeof setInterval>>();
private readonly localOrders = new Map<string, Order>(); private readonly localOrders = new Map<string, AsterOrder>();
private lastBalanceSnapshot: AccountSnapshot | null = null; private lastBalanceSnapshot: AsterAccountSnapshot | null = null;
private marketId = ""; private marketId = "";
private ws: WebSocket | null = null; private ws: WebSocket | null = null;
@@ -136,16 +137,17 @@ export class BackpackGateway {
} }
private async doInitialize(symbol?: string): Promise<void> { private async doInitialize(symbol?: string): Promise<void> {
await this.exchange.loadMarkets(); try {
const requested = (symbol ?? this.symbol).toUpperCase(); await this.exchange.loadMarkets();
const market = this.findMarket(requested); const requested = (symbol ?? this.symbol).toUpperCase();
if (!market) { const market = this.findMarket(requested);
throw new Error(`Symbol ${requested} not found in Backpack markets`); if (!market) {
} throw new Error(`Symbol ${requested} not found in Backpack markets`);
this.market = market; }
this.marketSymbol = market.symbol; this.market = market;
this.marketId = market.id; this.marketSymbol = market.symbol;
this.isContractMarket = Boolean(market.contract); this.marketId = market.id;
this.isContractMarket = Boolean(market.contract);
if (process.env.BACKPACK_DEBUG === "1") { if (process.env.BACKPACK_DEBUG === "1") {
console.debug("[BackpackGateway] marketInfo", { console.debug("[BackpackGateway] marketInfo", {
userSymbol: this.symbol, userSymbol: this.symbol,
@@ -153,7 +155,10 @@ export class BackpackGateway {
marketId: this.marketId, marketId: this.marketId,
}); });
} }
this.initialized = true; this.initialized = true;
} catch (error) {
throw error;
}
} }
private findMarket(requested: string): any | null { private findMarket(requested: string): any | null {
@@ -244,7 +249,7 @@ export class BackpackGateway {
this.exchange.fetchOpenOrders(this.marketSymbol), this.exchange.fetchOpenOrders(this.marketSymbol),
this.exchange.fetchOrders(this.marketSymbol, undefined, 200, {}), this.exchange.fetchOrders(this.marketSymbol, undefined, 200, {}),
]); ]);
const active = new Map<string, Order>(); const active = new Map<string, AsterOrder>();
for (const entry of [...openOrders, ...allOrders]) { for (const entry of [...openOrders, ...allOrders]) {
const status = this.normalizeStatus(entry.status ?? (entry.info?.status as string)); const status = this.normalizeStatus(entry.status ?? (entry.info?.status as string));
if (this.isTerminalStatus(status)) continue; if (this.isTerminalStatus(status)) continue;
@@ -315,7 +320,7 @@ export class BackpackGateway {
// ---- Order actions ----------------------------------------------------- // ---- Order actions -----------------------------------------------------
async createOrder(params: CreateOrderParams): Promise<Order> { async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
await this.ensureInitialized(); await this.ensureInitialized();
const symbol = this.marketSymbol; const symbol = this.marketSymbol;
const normalizedType = this.normalizeOrderType(params.type); const normalizedType = this.normalizeOrderType(params.type);
@@ -399,11 +404,11 @@ export class BackpackGateway {
// ---- Mapping helpers --------------------------------------------------- // ---- Mapping helpers ---------------------------------------------------
private mapBalanceToAccountSnapshot(balance: Balances): AccountSnapshot { private mapBalanceToAccountSnapshot(balance: Balances): AsterAccountSnapshot {
return this.mapBalanceToAccountSnapshotWithPositions(balance, []); return this.mapBalanceToAccountSnapshotWithPositions(balance, []);
} }
private async fetchAccountSnapshot(): Promise<AccountSnapshot> { private async fetchAccountSnapshot(): Promise<AsterAccountSnapshot> {
await this.ensureInitialized(); await this.ensureInitialized();
const [balance, positions] = await Promise.all([ const [balance, positions] = await Promise.all([
this.exchange.fetchBalance(), this.exchange.fetchBalance(),
@@ -417,7 +422,7 @@ export class BackpackGateway {
return this.mapBalanceToAccountSnapshotWithPositions(balance, positions ?? []); return this.mapBalanceToAccountSnapshotWithPositions(balance, positions ?? []);
} }
private mapBalanceToAccountSnapshotWithPositions(balance: Balances, rawPositions: any[]): AccountSnapshot { private mapBalanceToAccountSnapshotWithPositions(balance: Balances, rawPositions: any[]): AsterAccountSnapshot {
const now = Date.now(); const now = Date.now();
const assets = this.normalizeAssets(balance, now); const assets = this.normalizeAssets(balance, now);
const positions = this.normalizePositions(rawPositions, now); const positions = this.normalizePositions(rawPositions, now);
@@ -425,7 +430,7 @@ export class BackpackGateway {
const totalUnrealized = this.sumStrings(positions.map((position) => position.unrealizedProfit ?? "0")); const totalUnrealized = this.sumStrings(positions.map((position) => position.unrealizedProfit ?? "0"));
const availableBalance = this.sumStrings(assets.map((asset) => asset.availableBalance)); const availableBalance = this.sumStrings(assets.map((asset) => asset.availableBalance));
const snapshot: AccountSnapshot = { const snapshot: AsterAccountSnapshot = {
canTrade: true, canTrade: true,
canDeposit: true, canDeposit: true,
canWithdraw: true, canWithdraw: true,
@@ -447,9 +452,9 @@ export class BackpackGateway {
return snapshot; 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 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)) { for (const [currency, value] of Object.entries(balance)) {
if (metaKeys.has(currency)) continue; if (metaKeys.has(currency)) continue;
if (!value || typeof value !== "object") continue; if (!value || typeof value !== "object") continue;
@@ -460,9 +465,9 @@ export class BackpackGateway {
return assets; return assets;
} }
private normalizePositions(rawPositions: any[], now: number): AccountSnapshot["positions"] { private normalizePositions(rawPositions: any[], now: number): AsterAccountSnapshot["positions"] {
if (!Array.isArray(rawPositions)) return []; if (!Array.isArray(rawPositions)) return [];
const positions: AccountSnapshot["positions"] = []; const positions: AsterAccountSnapshot["positions"] = [];
for (const raw of rawPositions) { for (const raw of rawPositions) {
const info = raw?.info ?? raw ?? {}; const info = raw?.info ?? raw ?? {};
const quantity = this.toNumber(raw?.contracts ?? info.netExposureQuantity ?? info.netQuantity); const quantity = this.toNumber(raw?.contracts ?? info.netExposureQuantity ?? info.netQuantity);
@@ -493,7 +498,7 @@ export class BackpackGateway {
return positions; return positions;
} }
private mapOrderBookToDepth(orderbook: CcxtOrderBook): Depth { private mapOrderBookToDepth(orderbook: CcxtOrderBook): AsterDepth {
return { return {
lastUpdateId: orderbook.nonce || Date.now(), lastUpdateId: orderbook.nonce || Date.now(),
bids: (orderbook.bids ?? []) bids: (orderbook.bids ?? [])
@@ -506,7 +511,7 @@ export class BackpackGateway {
}; };
} }
private mapTickerToAsterTicker(ticker: CcxtTicker): Ticker { private mapTickerToAsterTicker(ticker: CcxtTicker): AsterTicker {
return { return {
symbol: ticker.symbol, symbol: ticker.symbol,
lastPrice: ticker.last?.toString() ?? "0", lastPrice: ticker.last?.toString() ?? "0",
@@ -522,7 +527,7 @@ export class BackpackGateway {
private mapOHLCVToKline( private mapOHLCVToKline(
candle: [number, number, number, number, number, number], candle: [number, number, number, number, number, number],
interval: string interval: string
): Kline { ): AsterKline {
const [openTime, open, high, low, close, volume] = candle; const [openTime, open, high, low, close, volume] = candle;
return { return {
openTime, openTime,
@@ -536,7 +541,7 @@ export class BackpackGateway {
}; };
} }
private mapRestOrder(order: CcxtOrder): Order { private mapRestOrder(order: CcxtOrder): AsterOrder {
const info = (order.info ?? {}) as Record<string, unknown>; const info = (order.info ?? {}) as Record<string, unknown>;
const side = (order.side ?? "buy").toUpperCase() as "BUY" | "SELL"; const side = (order.side ?? "buy").toUpperCase() as "BUY" | "SELL";
let type = this.normalizeOrderType(order.type ?? (info.o as string)) as OrderType; let type = this.normalizeOrderType(order.type ?? (info.o as string)) as OrderType;
@@ -579,7 +584,7 @@ export class BackpackGateway {
}; };
} }
private mapWsOrder(data: Record<string, unknown>): Order { private mapWsOrder(data: Record<string, unknown>): AsterOrder {
const sideRaw = String(data.S ?? "").toUpperCase(); const sideRaw = String(data.S ?? "").toUpperCase();
const side: "BUY" | "SELL" = sideRaw === "BID" ? "BUY" : "SELL"; const side: "BUY" | "SELL" = sideRaw === "BID" ? "BUY" : "SELL";
const triggerPresent = data.P != null || data.B != null; const triggerPresent = data.P != null || data.B != null;
@@ -626,7 +631,7 @@ 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 quantityRaw = data.q ?? data.Q;
const qty = Number(this.toStringAmount(quantityRaw)); const qty = Number(this.toStringAmount(quantityRaw));
if (!Number.isFinite(qty)) return null; if (!Number.isFinite(qty)) return null;
@@ -651,8 +656,8 @@ export class BackpackGateway {
}; };
} }
private mergeWsPosition(position: AccountPosition): void { private mergeWsPosition(position: AsterAccountPosition): void {
const snapshot: AccountSnapshot = this.lastBalanceSnapshot const snapshot: AsterAccountSnapshot = this.lastBalanceSnapshot
? { ? {
...this.lastBalanceSnapshot, ...this.lastBalanceSnapshot,
positions: this.lastBalanceSnapshot.positions ? [...this.lastBalanceSnapshot.positions] : [], positions: this.lastBalanceSnapshot.positions ? [...this.lastBalanceSnapshot.positions] : [],
@@ -692,7 +697,7 @@ export class BackpackGateway {
this.emitAccount(snapshot); this.emitAccount(snapshot);
} }
private emitAccount(snapshot: AccountSnapshot): void { private emitAccount(snapshot: AsterAccountSnapshot): void {
for (const listener of this.accountListeners) { for (const listener of this.accountListeners) {
try { try {
listener(snapshot); listener(snapshot);
@@ -769,7 +774,7 @@ export class BackpackGateway {
void this.resubscribeAllTopics(); void this.resubscribeAllTopics();
}; };
private handleWsClose = (_event: any): void => { private handleWsClose = (event: any): void => {
if (this.wsCleanup) { if (this.wsCleanup) {
try { try {
this.wsCleanup(); this.wsCleanup();
+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({ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
exchangeName: "Backpack", if (params.quantity === undefined) {
defaultLimitTimeInForce: "GTX", params.quantity = intent.quantity;
supportsTrailingStop: false, }
supportsTriggerType: false, if (params.timeInForce === undefined && intent.timeInForce) {
}); params.timeInForce = intent.timeInForce;
}
if (intent.reduceOnly !== undefined) {
params.reduceOnly = toStringBoolean(intent.reduceOnly);
}
return params;
}
export const { export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
createLimitOrder, const params: CreateOrderParams = applyCommonFields(
createMarketOrder, {
createStopOrder, symbol: intent.symbol,
createTrailingStopOrder, side: intent.side,
createClosePositionOrder, type: "LIMIT",
} = handlers; 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);
}
+100 -30
View File
@@ -1,3 +1,4 @@
import { clearTimeout, setTimeout } from "timers";
import type { import type {
AccountListener, AccountListener,
DepthListener, DepthListener,
@@ -8,9 +9,9 @@ import type {
OrderListener, OrderListener,
TickerListener, TickerListener,
} from "../adapter"; } 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 { BinanceGateway, type BinanceGatewayOptions } from "./gateway";
import { createSafeInvoke, createInitManager } from "../adapter-utils";
export interface BinanceCredentials { export interface BinanceCredentials {
apiKey?: string; apiKey?: string;
@@ -31,8 +32,11 @@ export class BinanceExchangeAdapter implements ExchangeAdapter {
private readonly gateway: BinanceGateway; private readonly gateway: BinanceGateway;
private readonly symbol: string; private readonly symbol: string;
private readonly marketType: "spot" | "perp" | "auto"; private readonly marketType: "spot" | "perp" | "auto";
private readonly safeInvoke = createSafeInvoke("BinanceExchangeAdapter"); private initPromise: Promise<void> | null = null;
private readonly init: ReturnType<typeof createInitManager>; private readonly initContexts = new Set<string>();
private retryTimer: ReturnType<typeof setTimeout> | null = null;
private retryDelayMs = 3000;
private lastInitErrorAt = 0;
constructor(credentials: BinanceCredentials = {}) { constructor(credentials: BinanceCredentials = {}) {
const apiKey = credentials.apiKey ?? process.env.BINANCE_API_KEY; const apiKey = credentials.apiKey ?? process.env.BINANCE_API_KEY;
@@ -57,9 +61,6 @@ export class BinanceExchangeAdapter implements ExchangeAdapter {
futuresWsUrl: credentials.futuresWsUrl, futuresWsUrl: credentials.futuresWsUrl,
logger: credentials.logger, logger: credentials.logger,
}); });
this.init = createInitManager("BinanceExchangeAdapter", () =>
this.gateway.ensureInitialized(this.symbol),
);
} }
supportsTrailingStops(): boolean { supportsTrailingStops(): boolean {
@@ -68,94 +69,163 @@ export class BinanceExchangeAdapter implements ExchangeAdapter {
watchAccount(cb: AccountListener): void { watchAccount(cb: AccountListener): void {
const safe = this.safeInvoke("watchAccount", cb); const safe = this.safeInvoke("watchAccount", cb);
void this.init.ensureInitialized("watchAccount") void this.ensureInitialized("watchAccount")
.then(() => { .then(() => {
this.gateway.onAccount(safe); this.gateway.onAccount(safe);
}); })
.catch((error) => this.handleInitError("watchAccount", error));
} }
watchOrders(cb: OrderListener): void { watchOrders(cb: OrderListener): void {
const safe = this.safeInvoke("watchOrders", cb); const safe = this.safeInvoke("watchOrders", cb);
void this.init.ensureInitialized("watchOrders") void this.ensureInitialized("watchOrders")
.then(() => { .then(() => {
this.gateway.onOrders(safe); this.gateway.onOrders(safe);
}); })
.catch((error) => this.handleInitError("watchOrders", error));
} }
watchDepth(symbol: string, cb: DepthListener): void { watchDepth(symbol: string, cb: DepthListener): void {
const safe = this.safeInvoke("watchDepth", cb); const safe = this.safeInvoke("watchDepth", cb);
void this.init.ensureInitialized(`watchDepth:${symbol}`) void this.ensureInitialized(`watchDepth:${symbol}`)
.then(() => { .then(() => {
this.gateway.onDepth(symbol, safe); this.gateway.onDepth(symbol, safe);
}); })
.catch((error) => this.handleInitError("watchDepth", error));
} }
watchTicker(symbol: string, cb: TickerListener): void { watchTicker(symbol: string, cb: TickerListener): void {
const safe = this.safeInvoke("watchTicker", cb); const safe = this.safeInvoke("watchTicker", cb);
void this.init.ensureInitialized(`watchTicker:${symbol}`) void this.ensureInitialized(`watchTicker:${symbol}`)
.then(() => { .then(() => {
this.gateway.onTicker(symbol, safe); this.gateway.onTicker(symbol, safe);
}); })
.catch((error) => this.handleInitError("watchTicker", error));
} }
watchKlines(symbol: string, interval: string, cb: KlineListener): void { watchKlines(symbol: string, interval: string, cb: KlineListener): void {
const safe = this.safeInvoke("watchKlines", cb); const safe = this.safeInvoke("watchKlines", cb);
void this.init.ensureInitialized(`watchKlines:${symbol}:${interval}`) void this.ensureInitialized(`watchKlines:${symbol}:${interval}`)
.then(() => { .then(() => {
this.gateway.onKlines(symbol, interval, safe); this.gateway.onKlines(symbol, interval, safe);
}); })
.catch((error) => this.handleInitError("watchKlines", error));
} }
watchFundingRate(symbol: string, cb: FundingRateListener): void { watchFundingRate(symbol: string, cb: FundingRateListener): void {
const safe = this.safeInvoke("watchFundingRate", cb); const safe = this.safeInvoke("watchFundingRate", cb);
void this.init.ensureInitialized(`watchFundingRate:${symbol}`) void this.ensureInitialized(`watchFundingRate:${symbol}`)
.then(() => { .then(() => {
this.gateway.onFundingRate(symbol, safe); this.gateway.onFundingRate(symbol, safe);
}); })
.catch((error) => this.handleInitError("watchFundingRate", error));
} }
async createOrder(params: CreateOrderParams): Promise<Order> { async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
await this.init.ensureInitialized("createOrder"); await this.ensureInitialized("createOrder");
return this.gateway.createOrder(params); return this.gateway.createOrder(params);
} }
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> { async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
await this.init.ensureInitialized("cancelOrder"); await this.ensureInitialized("cancelOrder");
await this.gateway.cancelOrder(params); await this.gateway.cancelOrder(params);
} }
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> { 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); await this.gateway.cancelOrders(params);
} }
async cancelAllOrders(params: { symbol: string }): Promise<void> { async cancelAllOrders(params: { symbol: string }): Promise<void> {
await this.init.ensureInitialized("cancelAllOrders"); await this.ensureInitialized("cancelAllOrders");
await this.gateway.cancelAllOrders(params); await this.gateway.cancelAllOrders(params);
} }
async getPrecision(): Promise<ExchangePrecision | null> { async getPrecision(): Promise<ExchangePrecision | null> {
await this.init.ensureInitialized("getPrecision"); await this.ensureInitialized("getPrecision");
return this.gateway.getPrecision(this.symbol); return this.gateway.getPrecision(this.symbol);
} }
async queryOpenOrders(): Promise<Order[]> { async queryOpenOrders(): Promise<AsterOrder[]> {
await this.init.ensureInitialized("queryOpenOrders"); await this.ensureInitialized("queryOpenOrders");
return this.gateway.queryOpenOrders(); return this.gateway.queryOpenOrders();
} }
async queryAccountSnapshot() { async queryAccountSnapshot() {
await this.init.ensureInitialized("queryAccountSnapshot"); await this.ensureInitialized("queryAccountSnapshot");
return this.gateway.queryAccountSnapshot(); return this.gateway.queryAccountSnapshot();
} }
async changeMarginMode(params: { symbol: string; marginMode: "isolated" | "cross" }): Promise<void> { 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); await this.gateway.changeMarginMode(params.symbol, params.marginMode);
} }
async forceCancelAllOrders(): Promise<boolean> { async forceCancelAllOrders(): Promise<boolean> {
await this.init.ensureInitialized("forceCancelAllOrders"); await this.ensureInitialized("forceCancelAllOrders");
return this.gateway.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);
}
} }
+37 -37
View File
@@ -1,18 +1,21 @@
import ccxt, { import ccxt, {
type Balances, type Balances,
type Order as CcxtOrder, type Order as CcxtOrder,
type OrderBook as CcxtOrderBook,
type OHLCV as CcxtOhlcv,
type Ticker as CcxtTicker,
} from "ccxt"; } from "ccxt";
import axios from "axios"; import axios from "axios";
import { createHash } from "crypto"; import { createHash } from "crypto";
import NodeWebSocket from "ws"; import NodeWebSocket from "ws";
import type { import type {
AccountAsset, AsterAccountAsset,
AccountPosition, AsterAccountPosition,
AccountSnapshot, AsterAccountSnapshot,
Depth, AsterDepth,
Kline, AsterKline,
Order, AsterOrder,
Ticker, AsterTicker,
CreateOrderParams, CreateOrderParams,
OrderType, OrderType,
PositionSide, PositionSide,
@@ -225,9 +228,9 @@ export class BinanceGateway {
private readonly accountListeners = new Set<AccountListener>(); private readonly accountListeners = new Set<AccountListener>();
private readonly orderListeners = new Set<OrderListener>(); private readonly orderListeners = new Set<OrderListener>();
private readonly depthSubs = new Map<string, PublicSubscription<Depth>>(); private readonly depthSubs = new Map<string, PublicSubscription<AsterDepth>>();
private readonly tickerSubs = new Map<string, PublicSubscription<Ticker>>(); private readonly tickerSubs = new Map<string, PublicSubscription<AsterTicker>>();
private readonly klineSubs = new Map<string, PublicSubscription<Kline[]>>(); private readonly klineSubs = new Map<string, PublicSubscription<AsterKline[]>>();
private readonly fundingSubs = new Map<string, PublicSubscription<{ symbol: string; fundingRate: number; updateTime: number }>>(); private readonly fundingSubs = new Map<string, PublicSubscription<{ symbol: string; fundingRate: number; updateTime: number }>>();
private accountPollTimer: ReturnType<typeof setInterval> | null = null; private accountPollTimer: ReturnType<typeof setInterval> | null = null;
@@ -254,15 +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 spotBalances = new Map<string, { free: number; locked: number }>();
private readonly perpBalances = new Map<string, { wallet: number; available: number }>(); private readonly perpBalances = new Map<string, { wallet: number; available: number }>();
private readonly perpPositions = new Map<string, AccountPosition>(); private readonly perpPositions = new Map<string, AsterAccountPosition>();
private readonly lastMarkPriceBySymbol = new Map<string, number>(); private readonly lastMarkPriceBySymbol = new Map<string, number>();
private lastSpotSnapshot: AccountSnapshot | null = null; private lastSpotSnapshot: AsterAccountSnapshot | null = null;
private lastPerpSnapshot: AccountSnapshot | null = null; private lastPerpSnapshot: AsterAccountSnapshot | null = null;
constructor(options: BinanceGatewayOptions) { constructor(options: BinanceGatewayOptions) {
this.apiKey = options.apiKey; 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); await this.ensureInitialized(params.symbol);
const market = this.resolveMarket(params.symbol); const market = this.resolveMarket(params.symbol);
const exchange = this.getExchange(market.kind); const exchange = this.getExchange(market.kind);
@@ -487,9 +490,6 @@ export class BinanceGateway {
if (params.callbackRate != null) { if (params.callbackRate != null) {
extra.callbackRate = params.callbackRate; extra.callbackRate = params.callbackRate;
} }
if (params.clientOrderId != null) {
extra.newClientOrderId = params.clientOrderId;
}
if (market.kind === "perp") { if (market.kind === "perp") {
if (params.reduceOnly != null) { if (params.reduceOnly != null) {
@@ -604,10 +604,10 @@ export class BinanceGateway {
}; };
} }
async queryOpenOrders(): Promise<Order[]> { async queryOpenOrders(): Promise<AsterOrder[]> {
await this.ensureInitialized(this.defaultSymbol); await this.ensureInitialized(this.defaultSymbol);
const kinds = this.getPrivateKinds(); const kinds = this.getPrivateKinds();
const result: Order[] = []; const result: AsterOrder[] = [];
for (const kind of kinds) { for (const kind of kinds) {
const exchange = this.getExchange(kind); const exchange = this.getExchange(kind);
const openOrders = (await exchange.fetchOpenOrders()) as CcxtOrder[]; const openOrders = (await exchange.fetchOpenOrders()) as CcxtOrder[];
@@ -622,7 +622,7 @@ export class BinanceGateway {
return result; return result;
} }
async queryAccountSnapshot(): Promise<AccountSnapshot | null> { async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
await this.ensureInitialized(this.defaultSymbol); await this.ensureInitialized(this.defaultSymbol);
const kinds = this.getPrivateKinds(); const kinds = this.getPrivateKinds();
for (const kind of kinds) { for (const kind of kinds) {
@@ -913,7 +913,7 @@ export class BinanceGateway {
this.lastPerpSnapshot = this.buildPerpSnapshot(); this.lastPerpSnapshot = this.buildPerpSnapshot();
} }
private mapSpotExecutionReport(payload: any): Order | null { private mapSpotExecutionReport(payload: any): AsterOrder | null {
const order = payload; const order = payload;
const symbolRaw = String(order?.s ?? "").toUpperCase(); const symbolRaw = String(order?.s ?? "").toUpperCase();
if (!symbolRaw) return null; if (!symbolRaw) return null;
@@ -943,7 +943,7 @@ export class BinanceGateway {
}; };
} }
private mapPerpOrderTradeUpdate(payload: any): Order | null { private mapPerpOrderTradeUpdate(payload: any): AsterOrder | null {
const order = payload?.o; const order = payload?.o;
if (!order) return null; if (!order) return null;
const symbolRaw = String(order?.s ?? "").toUpperCase(); const symbolRaw = String(order?.s ?? "").toUpperCase();
@@ -1114,7 +1114,7 @@ export class BinanceGateway {
(ws as any).onerror = (event: any) => onError(event?.error ?? event); (ws as any).onerror = (event: any) => onError(event?.error ?? event);
} }
private mapDepthPayload(payload: unknown, market: BinanceMarketRef): Depth | null { private mapDepthPayload(payload: unknown, market: BinanceMarketRef): AsterDepth | null {
const data = payload as any; const data = payload as any;
const bids = Array.isArray(data?.b) ? data.b : []; const bids = Array.isArray(data?.b) ? data.b : [];
const asks = Array.isArray(data?.a) ? data.a : []; const asks = Array.isArray(data?.a) ? data.a : [];
@@ -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 data = payload as any;
const lastPrice = String(data?.c ?? ""); const lastPrice = String(data?.c ?? "");
if (!lastPrice) return null; 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 data = payload as any;
const kline = data?.k; const kline = data?.k;
if (!kline) return null; if (!kline) return null;
@@ -1291,7 +1291,7 @@ export class BinanceGateway {
} }
private async attachPerpPositions(): Promise<void> { private async attachPerpPositions(): Promise<void> {
const next = new Map<string, AccountPosition>(); const next = new Map<string, AsterAccountPosition>();
try { try {
const raw = (await this.perpExchange.fetchPositions()) as any[]; const raw = (await this.perpExchange.fetchPositions()) as any[];
for (const row of raw ?? []) { for (const row of raw ?? []) {
@@ -1328,7 +1328,7 @@ export class BinanceGateway {
private async fetchAndUpdateOrders(kind: MarketKind): Promise<void> { private async fetchAndUpdateOrders(kind: MarketKind): Promise<void> {
const exchange = this.getExchange(kind); const exchange = this.getExchange(kind);
const openOrders = (await exchange.fetchOpenOrders()) as CcxtOrder[]; const openOrders = (await exchange.fetchOpenOrders()) as CcxtOrder[];
const remote = new Map<string, Order>(); const remote = new Map<string, AsterOrder>();
for (const order of openOrders) { for (const order of openOrders) {
const market = this.resolveMarketByCcxtSymbol(kind, String(order?.symbol ?? "")); const market = this.resolveMarketByCcxtSymbol(kind, String(order?.symbol ?? ""));
const mapped = this.mapCcxtOrder(order, kind, market?.id ?? String(order?.symbol ?? "")); const mapped = this.mapCcxtOrder(order, kind, market?.id ?? String(order?.symbol ?? ""));
@@ -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 id = String(order.orderId);
const symbol = this.resolveDisplaySymbol(kind, marketId); const symbol = this.resolveDisplaySymbol(kind, marketId);
const normalized = { ...order, symbol }; const normalized = { ...order, symbol };
@@ -1405,7 +1405,7 @@ export class BinanceGateway {
if (changed) this.emitOrders(); if (changed) this.emitOrders();
} }
private isOrderActive(order: Order): boolean { private isOrderActive(order: AsterOrder): boolean {
const status = String(order.status ?? "").toUpperCase(); const status = String(order.status ?? "").toUpperCase();
if (!status) return true; if (!status) return true;
if (status === "FILLED" || status === "CANCELED" || status === "CANCELLED" || status === "REJECTED" || status === "EXPIRED") { if (status === "FILLED" || status === "CANCELED" || status === "CANCELLED" || status === "REJECTED" || status === "EXPIRED") {
@@ -1415,7 +1415,7 @@ export class BinanceGateway {
return true; return true;
} }
private buildCombinedAccountSnapshot(): AccountSnapshot | null { private buildCombinedAccountSnapshot(): AsterAccountSnapshot | null {
const kinds = this.getPrivateKinds(); const kinds = this.getPrivateKinds();
if (kinds.length === 0) return null; if (kinds.length === 0) return null;
if (kinds.length === 1) { if (kinds.length === 1) {
@@ -1424,7 +1424,7 @@ export class BinanceGateway {
const spot = this.buildSpotSnapshot(); const spot = this.buildSpotSnapshot();
const perp = this.buildPerpSnapshot(); const perp = this.buildPerpSnapshot();
const perpAssetsTagged: AccountAsset[] = perp.assets.map((asset) => ({ const perpAssetsTagged: AsterAccountAsset[] = perp.assets.map((asset) => ({
...asset, ...asset,
asset: `${asset.asset}0`, asset: `${asset.asset}0`,
})); }));
@@ -1444,8 +1444,8 @@ export class BinanceGateway {
}; };
} }
private buildSpotSnapshot(): AccountSnapshot { private buildSpotSnapshot(): AsterAccountSnapshot {
const assets: AccountAsset[] = []; const assets: AsterAccountAsset[] = [];
let totalWallet = 0; let totalWallet = 0;
const now = Date.now(); const now = Date.now();
for (const [asset, balance] of this.spotBalances.entries()) { for (const [asset, balance] of this.spotBalances.entries()) {
@@ -1474,9 +1474,9 @@ export class BinanceGateway {
}; };
} }
private buildPerpSnapshot(): AccountSnapshot { private buildPerpSnapshot(): AsterAccountSnapshot {
const now = Date.now(); const now = Date.now();
const assets: AccountAsset[] = []; const assets: AsterAccountAsset[] = [];
let totalWallet = 0; let totalWallet = 0;
for (const [asset, balance] of this.perpBalances.entries()) { for (const [asset, balance] of this.perpBalances.entries()) {
totalWallet += balance.wallet; totalWallet += balance.wallet;
@@ -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 symbol = this.resolveDisplaySymbol(kind, marketId);
const side = String(order.side ?? "buy").toUpperCase() === "SELL" ? "SELL" : "BUY"; const side = String(order.side ?? "buy").toUpperCase() === "SELL" ? "SELL" : "BUY";
return { return {
+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({ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
exchangeName: "Binance", if (params.quantity === undefined) {
defaultLimitTimeInForce: "GTX", params.quantity = intent.quantity;
supportsTrailingStop: true, }
supportsTriggerType: true, 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 { export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
createLimitOrder, const params: CreateOrderParams = applyCommonFields(
createMarketOrder, {
createStopOrder, symbol: intent.symbol,
createTrailingStopOrder, side: intent.side,
createClosePositionOrder, type: "LIMIT",
} = handlers; 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);
}
+1 -1
View File
@@ -1,5 +1,5 @@
import type { ExchangeAdapter } from "./adapter"; 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 { GrvtExchangeAdapter, type GrvtCredentials } from "./grvt/adapter";
import { LighterExchangeAdapter, type LighterCredentials } from "./lighter/adapter"; import { LighterExchangeAdapter, type LighterCredentials } from "./lighter/adapter";
import { BackpackExchangeAdapter, type BackpackCredentials } from "./backpack/adapter"; import { BackpackExchangeAdapter, type BackpackCredentials } from "./backpack/adapter";
+8 -8
View File
@@ -11,8 +11,8 @@ import type {
TickerListener, TickerListener,
} from "./adapter"; } from "./adapter";
import type { import type {
AccountSnapshot, AsterAccountSnapshot,
Order, AsterOrder,
CreateOrderParams, CreateOrderParams,
} from "./types"; } from "./types";
@@ -66,7 +66,7 @@ export class DryRunExchangeAdapter implements ExchangeAdapter {
this.inner.watchFundingRate(symbol, cb); this.inner.watchFundingRate(symbol, cb);
} }
async createOrder(params: CreateOrderParams): Promise<Order> { async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
this.record("createOrder", params); this.record("createOrder", params);
return createSyntheticOrder(params, ++this.syntheticCounter); return createSyntheticOrder(params, ++this.syntheticCounter);
} }
@@ -104,12 +104,12 @@ export class DryRunExchangeAdapter implements ExchangeAdapter {
this.inner.offRestHealthEvent?.(listener); this.inner.offRestHealthEvent?.(listener);
} }
async queryOpenOrders(): Promise<Order[]> { async queryOpenOrders(): Promise<AsterOrder[]> {
if (!this.inner.queryOpenOrders) return []; if (!this.inner.queryOpenOrders) return [];
return this.inner.queryOpenOrders(); return this.inner.queryOpenOrders();
} }
async queryAccountSnapshot(): Promise<AccountSnapshot | null> { async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
if (!this.inner.queryAccountSnapshot) return null; if (!this.inner.queryAccountSnapshot) return null;
return this.inner.queryAccountSnapshot(); return this.inner.queryAccountSnapshot();
} }
@@ -128,12 +128,12 @@ export class DryRunExchangeAdapter implements ExchangeAdapter {
} }
} }
function createSyntheticOrder(params: CreateOrderParams, counter: number): Order { function createSyntheticOrder(params: CreateOrderParams, counter: number): AsterOrder {
const now = Date.now(); const now = Date.now();
const orderId = params.clientOrderId ?? `dry-run-${now}-${counter}`; const orderId = `dry-run-${now}-${counter}`;
return { return {
orderId, orderId,
clientOrderId: params.clientOrderId ?? orderId, clientOrderId: orderId,
symbol: params.symbol, symbol: params.symbol,
side: params.side, side: params.side,
type: params.type, type: params.type,
+83 -17
View File
@@ -1,3 +1,4 @@
import { setTimeout, clearTimeout } from "timers";
import path from "path"; import path from "path";
import { createRequire } from "module"; import { createRequire } from "module";
import type { import type {
@@ -8,7 +9,8 @@ import type {
OrderListener, OrderListener,
TickerListener, TickerListener,
} from "../adapter"; } from "../adapter";
import type { Order, CreateOrderParams } from "../types"; import type { AsterOrder, CreateOrderParams } from "../types";
import { extractMessage } from "../../utils/errors";
import { import {
GrvtGateway, GrvtGateway,
type GrvtEnvironment, type GrvtEnvironment,
@@ -16,7 +18,6 @@ import {
type GrvtHostsOverride, type GrvtHostsOverride,
type GrvtSignatureProvider, type GrvtSignatureProvider,
} from "./gateway"; } from "./gateway";
import { createSafeInvoke, createInitManager } from "../adapter-utils";
export interface GrvtCredentials { export interface GrvtCredentials {
cookie?: string; cookie?: string;
@@ -39,8 +40,11 @@ export class GrvtExchangeAdapter implements ExchangeAdapter {
private readonly gateway: GrvtGateway; private readonly gateway: GrvtGateway;
private readonly symbol: string; private readonly symbol: string;
private readonly instrument: string; private readonly instrument: string;
private readonly safeInvoke = createSafeInvoke("GrvtExchangeAdapter"); private initPromise: Promise<void> | null = null;
private readonly init: ReturnType<typeof createInitManager>; private readonly initContexts = new Set<string>();
private retryTimer: ReturnType<typeof setTimeout> | null = null;
private retryDelayMs = 3000;
private lastInitErrorAt = 0;
private klineInterval = "1m"; private klineInterval = "1m";
constructor(credentials: GrvtCredentials = {}) { constructor(credentials: GrvtCredentials = {}) {
@@ -87,9 +91,6 @@ export class GrvtExchangeAdapter implements ExchangeAdapter {
pollIntervals: credentials.pollIntervals, pollIntervals: credentials.pollIntervals,
logger: credentials.logger, logger: credentials.logger,
}); });
this.init = createInitManager("GrvtExchangeAdapter", () =>
this.gateway.ensureInitialized(this.klineInterval),
);
} }
supportsTrailingStops(): boolean { supportsTrailingStops(): boolean {
@@ -97,50 +98,115 @@ export class GrvtExchangeAdapter implements ExchangeAdapter {
} }
watchAccount(cb: AccountListener): void { watchAccount(cb: AccountListener): void {
void this.init.ensureInitialized("watchAccount"); void this.ensureInitialized("watchAccount");
this.gateway.onAccount(this.safeInvoke("watchAccount", cb)); this.gateway.onAccount(this.safeInvoke("watchAccount", cb));
} }
watchOrders(cb: OrderListener): void { watchOrders(cb: OrderListener): void {
void this.init.ensureInitialized("watchOrders"); void this.ensureInitialized("watchOrders");
this.gateway.onOrders(this.safeInvoke("watchOrders", cb)); this.gateway.onOrders(this.safeInvoke("watchOrders", cb));
} }
watchDepth(_symbol: string, cb: DepthListener): void { watchDepth(_symbol: string, cb: DepthListener): void {
void this.init.ensureInitialized("watchDepth"); void this.ensureInitialized("watchDepth");
this.gateway.onDepth(this.safeInvoke("watchDepth", cb)); this.gateway.onDepth(this.safeInvoke("watchDepth", cb));
} }
watchTicker(_symbol: string, cb: TickerListener): void { watchTicker(_symbol: string, cb: TickerListener): void {
void this.init.ensureInitialized("watchTicker"); void this.ensureInitialized("watchTicker");
this.gateway.onTicker(this.safeInvoke("watchTicker", cb)); this.gateway.onTicker(this.safeInvoke("watchTicker", cb));
} }
watchKlines(_symbol: string, interval: string, cb: KlineListener): void { watchKlines(_symbol: string, interval: string, cb: KlineListener): void {
this.klineInterval = interval ?? this.klineInterval; this.klineInterval = interval ?? this.klineInterval;
void this.init.ensureInitialized("watchKlines"); void this.ensureInitialized("watchKlines", this.klineInterval);
this.gateway.onKlines(this.safeInvoke("watchKlines", cb)); this.gateway.onKlines(this.safeInvoke("watchKlines", cb));
} }
async createOrder(params: CreateOrderParams): Promise<Order> { async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
await this.init.ensureInitialized("createOrder"); await this.ensureInitialized("createOrder");
return this.gateway.createOrder(params); return this.gateway.createOrder(params);
} }
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> { async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
await this.init.ensureInitialized("cancelOrder"); await this.ensureInitialized("cancelOrder");
await this.gateway.cancelOrder(params); await this.gateway.cancelOrder(params);
} }
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> { 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); await this.gateway.cancelOrders(params);
} }
async cancelAllOrders(_params: { symbol: string }): Promise<void> { async cancelAllOrders(_params: { symbol: string }): Promise<void> {
await this.init.ensureInitialized("cancelAllOrders"); await this.ensureInitialized("cancelAllOrders");
await this.gateway.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 { function requireValue<T>(value: T | undefined | null, key: string): T {
+50 -52
View File
@@ -23,23 +23,21 @@ import type {
IOrder, IOrder,
} from "@grvt/client/interfaces"; } from "@grvt/client/interfaces";
import type { import type {
AccountSnapshot, AsterAccountSnapshot,
AccountPosition, AsterAccountPosition,
Depth, AsterDepth,
Kline, AsterKline,
Order, AsterOrder,
Ticker, AsterTicker,
CreateOrderParams, CreateOrderParams,
OrderSide, OrderSide,
} from "../types";
import type {
GrvtSignedOrder, GrvtSignedOrder,
GrvtSignature, GrvtSignature,
GrvtUnsignedOrder, GrvtUnsignedOrder,
GrvtTimeInForce, GrvtTimeInForce,
GrvtOrderMetadataInput, GrvtOrderMetadataInput,
GrvtTriggerMetadata, GrvtTriggerMetadata,
} from "./types"; } from "../types";
const DEFAULT_ACCOUNT_POLL_INTERVAL_MS = 5000; const DEFAULT_ACCOUNT_POLL_INTERVAL_MS = 5000;
const DEFAULT_ORDERS_POLL_INTERVAL_MS = 2500; const DEFAULT_ORDERS_POLL_INTERVAL_MS = 2500;
@@ -174,7 +172,7 @@ interface HostsConfig {
interface KlineCache { interface KlineCache {
interval: string; interval: string;
values: Kline[]; values: AsterKline[];
} }
interface InstrumentInfo { interface InstrumentInfo {
@@ -217,12 +215,12 @@ export class GrvtGateway {
private instrumentInfo: InstrumentInfo | null = null; private instrumentInfo: InstrumentInfo | null = null;
private sessionPromise: Promise<void> | null = null; private sessionPromise: Promise<void> | null = null;
private accountSnapshot: AccountSnapshot | null = null; private accountSnapshot: AsterAccountSnapshot | null = null;
private openOrders: Order[] = []; private openOrders: AsterOrder[] = [];
private positions: AccountPosition[] = []; private positions: AsterAccountPosition[] = [];
private lastPositionsUpdateAt: number = 0; private lastPositionsUpdateAt: number = 0;
private depthSnapshot: Depth | null = null; private depthSnapshot: AsterDepth | null = null;
private tickerSnapshot: Ticker | null = null; private tickerSnapshot: AsterTicker | null = null;
private klineCache: KlineCache | null = null; private klineCache: KlineCache | null = null;
// WebSocket state // WebSocket state
@@ -230,11 +228,11 @@ export class GrvtGateway {
private wsConnected = false; private wsConnected = false;
private positionsRefreshTimer: ReturnType<typeof setTimeout> | null = null; private positionsRefreshTimer: ReturnType<typeof setTimeout> | null = null;
private accountListeners = new Set<(snapshot: AccountSnapshot) => void>(); private accountListeners = new Set<(snapshot: AsterAccountSnapshot) => void>();
private ordersListeners = new Set<(orders: Order[]) => void>(); private ordersListeners = new Set<(orders: AsterOrder[]) => void>();
private depthListeners = new Set<(depth: Depth) => void>(); private depthListeners = new Set<(depth: AsterDepth) => void>();
private tickerListeners = new Set<(ticker: Ticker) => void>(); private tickerListeners = new Set<(ticker: AsterTicker) => void>();
private klineListeners = new Set<(klines: Kline[]) => void>(); private klineListeners = new Set<(klines: AsterKline[]) => void>();
private accountTimer: ReturnType<typeof setInterval> | null = null; private accountTimer: ReturnType<typeof setInterval> | null = null;
private ordersTimer: ReturnType<typeof setInterval> | null = null; private ordersTimer: ReturnType<typeof setInterval> | null = null;
@@ -318,7 +316,7 @@ export class GrvtGateway {
this.initialized = true; this.initialized = true;
} }
onAccount(listener: (snapshot: AccountSnapshot) => void): () => void { onAccount(listener: (snapshot: AsterAccountSnapshot) => void): () => void {
this.accountListeners.add(listener); this.accountListeners.add(listener);
if (this.accountSnapshot) listener(cloneAccount(this.accountSnapshot)); if (this.accountSnapshot) listener(cloneAccount(this.accountSnapshot));
return () => { return () => {
@@ -326,7 +324,7 @@ export class GrvtGateway {
}; };
} }
onOrders(listener: (orders: Order[]) => void): () => void { onOrders(listener: (orders: AsterOrder[]) => void): () => void {
this.ordersListeners.add(listener); this.ordersListeners.add(listener);
if (this.openOrders.length) listener(cloneOrders(this.openOrders)); if (this.openOrders.length) listener(cloneOrders(this.openOrders));
return () => { return () => {
@@ -334,7 +332,7 @@ export class GrvtGateway {
}; };
} }
onDepth(listener: (depth: Depth) => void): () => void { onDepth(listener: (depth: AsterDepth) => void): () => void {
this.depthListeners.add(listener); this.depthListeners.add(listener);
if (this.depthSnapshot) listener(cloneDepth(this.depthSnapshot)); if (this.depthSnapshot) listener(cloneDepth(this.depthSnapshot));
return () => { return () => {
@@ -342,7 +340,7 @@ export class GrvtGateway {
}; };
} }
onTicker(listener: (ticker: Ticker) => void): () => void { onTicker(listener: (ticker: AsterTicker) => void): () => void {
this.tickerListeners.add(listener); this.tickerListeners.add(listener);
if (this.tickerSnapshot) listener(cloneTicker(this.tickerSnapshot)); if (this.tickerSnapshot) listener(cloneTicker(this.tickerSnapshot));
return () => { return () => {
@@ -350,7 +348,7 @@ export class GrvtGateway {
}; };
} }
onKlines(listener: (klines: Kline[]) => void): () => void { onKlines(listener: (klines: AsterKline[]) => void): () => void {
this.klineListeners.add(listener); this.klineListeners.add(listener);
if (this.klineCache) listener(cloneKlines(this.klineCache.values)); if (this.klineCache) listener(cloneKlines(this.klineCache.values));
return () => { return () => {
@@ -358,19 +356,19 @@ export class GrvtGateway {
}; };
} }
getAccountSnapshot(): AccountSnapshot | null { getAccountSnapshot(): AsterAccountSnapshot | null {
return this.accountSnapshot ? cloneAccount(this.accountSnapshot) : null; return this.accountSnapshot ? cloneAccount(this.accountSnapshot) : null;
} }
getOpenOrders(): Order[] { getOpenOrders(): AsterOrder[] {
return cloneOrders(this.openOrders); return cloneOrders(this.openOrders);
} }
getPositions(): AccountPosition[] { getPositions(): AsterAccountPosition[] {
return this.positions.map((position) => ({ ...position })); return this.positions.map((position) => ({ ...position }));
} }
async createOrder(params: CreateOrderParams): Promise<Order> { async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
if (params.type === "TRAILING_STOP_MARKET") { if (params.type === "TRAILING_STOP_MARKET") {
throw new Error(TRAILING_NOT_SUPPORTED_ERROR); throw new Error(TRAILING_NOT_SUPPORTED_ERROR);
} }
@@ -662,7 +660,7 @@ export class GrvtGateway {
this.emitKlines(klines); 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)); const index = this.openOrders.findIndex((item) => String(item.orderId) === String(order.orderId));
if (index >= 0) { if (index >= 0) {
this.openOrders[index] = order; this.openOrders[index] = order;
@@ -680,7 +678,7 @@ export class GrvtGateway {
} }
} }
private emitAccount(snapshot: AccountSnapshot): void { private emitAccount(snapshot: AsterAccountSnapshot): void {
const cloned = cloneAccount(snapshot); const cloned = cloneAccount(snapshot);
this.accountListeners.forEach((listener) => { this.accountListeners.forEach((listener) => {
try { try {
@@ -691,7 +689,7 @@ export class GrvtGateway {
}); });
} }
private emitOrders(orders: Order[]): void { private emitOrders(orders: AsterOrder[]): void {
const cloned = cloneOrders(orders); const cloned = cloneOrders(orders);
this.ordersListeners.forEach((listener) => { this.ordersListeners.forEach((listener) => {
try { try {
@@ -702,7 +700,7 @@ export class GrvtGateway {
}); });
} }
private emitDepth(depth: Depth): void { private emitDepth(depth: AsterDepth): void {
const cloned = cloneDepth(depth); const cloned = cloneDepth(depth);
this.depthListeners.forEach((listener) => { this.depthListeners.forEach((listener) => {
try { try {
@@ -713,7 +711,7 @@ export class GrvtGateway {
}); });
} }
private emitTicker(ticker: Ticker): void { private emitTicker(ticker: AsterTicker): void {
const cloned = cloneTicker(ticker); const cloned = cloneTicker(ticker);
this.tickerListeners.forEach((listener) => { this.tickerListeners.forEach((listener) => {
try { try {
@@ -724,7 +722,7 @@ export class GrvtGateway {
}); });
} }
private emitKlines(klines: Kline[]): void { private emitKlines(klines: AsterKline[]): void {
const cloned = cloneKlines(klines); const cloned = cloneKlines(klines);
this.klineListeners.forEach((listener) => { this.klineListeners.forEach((listener) => {
try { try {
@@ -976,15 +974,15 @@ function normalizeHex(value: string): string {
return `0x${trimmed.toLowerCase()}`; return `0x${trimmed.toLowerCase()}`;
} }
function cloneAccount(snapshot: AccountSnapshot): AccountSnapshot { function cloneAccount(snapshot: AsterAccountSnapshot): AsterAccountSnapshot {
return JSON.parse(JSON.stringify(snapshot)); return JSON.parse(JSON.stringify(snapshot));
} }
function cloneOrders(orders: Order[]): Order[] { function cloneOrders(orders: AsterOrder[]): AsterOrder[] {
return orders.map((order) => ({ ...order })); return orders.map((order) => ({ ...order }));
} }
function cloneDepth(depth: Depth): Depth { function cloneDepth(depth: AsterDepth): AsterDepth {
return { return {
...depth, ...depth,
bids: depth.bids.map((level) => [...level] as [string, string]), 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 }; return { ...ticker };
} }
function cloneKlines(klines: Kline[]): Kline[] { function cloneKlines(klines: AsterKline[]): AsterKline[] {
return klines.map((kline) => ({ ...kline })); return klines.map((kline) => ({ ...kline }));
} }
@@ -1025,11 +1023,11 @@ function scaleDecimal(value: string | number | undefined, decimals: number): big
return scaleDecimal(fixed.toFixed(decimals), decimals); return scaleDecimal(fixed.toFixed(decimals), decimals);
} }
function sumUnrealized(positions: AccountPosition[]): number { function sumUnrealized(positions: AsterAccountPosition[]): number {
return positions.reduce((total, position) => total + Number(position.unrealizedProfit ?? 0), 0); return positions.reduce((total, position) => total + Number(position.unrealizedProfit ?? 0), 0);
} }
function getNewestPositionEventTime(positions: AccountPosition[]): number { function getNewestPositionEventTime(positions: AsterAccountPosition[]): number {
if (!positions.length) return Date.now(); if (!positions.length) return Date.now();
return positions.reduce((max, p) => Math.max(max, Number(p.updateTime) || 0), 0); return positions.reduce((max, p) => Math.max(max, Number(p.updateTime) || 0), 0);
} }
@@ -1038,7 +1036,7 @@ function mapAccountSnapshot(
response: IApiSubAccountSummaryResponse, response: IApiSubAccountSummaryResponse,
symbol: string, symbol: string,
instrument: string instrument: string
): AccountSnapshot { ): AsterAccountSnapshot {
const result = response.result; const result = response.result;
if (!result) { if (!result) {
return emptyAccount(symbol); return emptyAccount(symbol);
@@ -1070,7 +1068,7 @@ function mapPositions(
response: IApiPositionsResponse, response: IApiPositionsResponse,
symbol: string, symbol: string,
instrument: string instrument: string
): AccountPosition[] { ): AsterAccountPosition[] {
return (response.result ?? []) return (response.result ?? [])
.filter((entry) => !entry.instrument || entry.instrument === instrument) .filter((entry) => !entry.instrument || entry.instrument === instrument)
.map((entry) => ({ .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)); 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 leg = order.legs?.[0];
const state = order.state; const state = order.state;
const metadata = order.metadata; 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; const result = response.result;
if (!result) return null; if (!result) return null;
const toLevel = (entries: Array<{ price?: string; size?: string }> | undefined) => const toLevel = (entries: Array<{ price?: string; size?: string }> | undefined) =>
@@ -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; const result = response.result;
if (!result) return null; if (!result) return null;
const buyVolume = Number(result.buy_volume_24h_b ?? 0); const buyVolume = Number(result.buy_volume_24h_b ?? 0);
@@ -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) => ({ return (response.result ?? []).reverse().map((entry) => ({
openTime: nsToMs(entry.open_time ?? Date.now() * ONE_SECOND_IN_NANOSECONDS), openTime: nsToMs(entry.open_time ?? Date.now() * ONE_SECOND_IN_NANOSECONDS),
closeTime: nsToMs(entry.close_time ?? Date.now() * ONE_SECOND_IN_NANOSECONDS), closeTime: nsToMs(entry.close_time ?? Date.now() * ONE_SECOND_IN_NANOSECONDS),
@@ -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; const order = response.result ?? (response as unknown as { order?: IOrder }).order;
if (!order) { if (!order) {
return { return {
@@ -1553,7 +1551,7 @@ function padPrivateKey(value: string): string {
return hex; return hex;
} }
function emptyAccount(symbol: string): AccountSnapshot { function emptyAccount(symbol: string): AsterAccountSnapshot {
return { return {
canTrade: true, canTrade: true,
canDeposit: true, canDeposit: true,
@@ -1570,5 +1568,5 @@ function emptyAccount(symbol: string): AccountSnapshot {
updateTime: Date.now(), updateTime: Date.now(),
}, },
], ],
} as AccountSnapshot; } as AsterAccountSnapshot;
} }
+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({ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
exchangeName: "GRVT", if (params.quantity === undefined) {
defaultLimitTimeInForce: "GTX", params.quantity = intent.quantity;
supportsTrailingStop: false, }
supportsTriggerType: true, if (params.timeInForce === undefined && intent.timeInForce) {
defaultStopTriggerType: "STOP_LOSS", params.timeInForce = intent.timeInForce;
stopDefaultReduceOnly: true, }
stopDefaultClosePosition: true, if (intent.reduceOnly !== undefined) {
closeDefaultClosePosition: true, params.reduceOnly = toStringBoolean(intent.reduceOnly);
}); }
if (intent.closePosition !== undefined) {
params.closePosition = toStringBoolean(intent.closePosition);
}
return params;
}
export const { export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
createLimitOrder, const params: CreateOrderParams = applyCommonFields(
createMarketOrder, {
createStopOrder, symbol: intent.symbol,
createTrailingStopOrder, side: intent.side,
createClosePositionOrder, type: "LIMIT",
} = handlers; 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);
}
-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;
}
+2 -2
View File
@@ -7,7 +7,7 @@ import type {
OrderListener, OrderListener,
TickerListener, TickerListener,
} from "../adapter"; } from "../adapter";
import type { Order, CreateOrderParams } from "../types"; import type { AsterOrder, CreateOrderParams } from "../types";
import { extractMessage } from "../../utils/errors"; import { extractMessage } from "../../utils/errors";
import { LighterGateway, type LighterGatewayOptions } from "./gateway"; import { LighterGateway, type LighterGatewayOptions } from "./gateway";
@@ -102,7 +102,7 @@ export class LighterExchangeAdapter implements ExchangeAdapter {
this.gateway.watchKlines(interval, handler); this.gateway.watchKlines(interval, handler);
} }
async createOrder(params: CreateOrderParams): Promise<Order> { async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
await this.ensureInitialized("createOrder"); await this.ensureInitialized("createOrder");
return this.gateway.createOrder(params); return this.gateway.createOrder(params);
} }
+22 -19
View File
@@ -8,18 +8,20 @@ import type {
TickerListener, TickerListener,
} from "../adapter"; } from "../adapter";
import type { import type {
AccountAsset, AsterAccountAsset,
AccountSnapshot, AsterAccountSnapshot,
Depth, AsterDepth,
Kline, AsterKline,
Order, AsterOrder,
Ticker, AsterTicker,
CreateOrderParams, CreateOrderParams,
} from "../types"; } from "../types";
import { extractMessage } from "../../utils/errors";
import type { OrderSide, OrderType } from "../types"; import type { OrderSide, OrderType } from "../types";
import { LighterHttpClient } from "./http-client"; import { LighterHttpClient } from "./http-client";
import { HttpNonceManager } from "./nonce-manager"; import { HttpNonceManager } from "./nonce-manager";
import { LighterSigner, type CreateOrderSignParams } from "./signer"; import { LighterSigner, type CreateOrderSignParams } from "./signer";
import { bytesToHex } from "./bytes";
import type { import type {
LighterAccountDetails, LighterAccountDetails,
LighterAccountAsset, LighterAccountAsset,
@@ -37,6 +39,7 @@ import {
LIGHTER_HOSTS, LIGHTER_HOSTS,
LIGHTER_ORDER_TYPE, LIGHTER_ORDER_TYPE,
LIGHTER_TIME_IN_FORCE, LIGHTER_TIME_IN_FORCE,
DEFAULT_ORDER_EXPIRY_PLACEHOLDER,
IMMEDIATE_OR_CANCEL_EXPIRY_PLACEHOLDER, IMMEDIATE_OR_CANCEL_EXPIRY_PLACEHOLDER,
type LighterEnvironment, type LighterEnvironment,
} from "./constants"; } from "./constants";
@@ -189,12 +192,12 @@ export class LighterGateway {
private accountPollInFlight = false; private accountPollInFlight = false;
private ordersResyncTimer: ReturnType<typeof setInterval> | null = null; private ordersResyncTimer: ReturnType<typeof setInterval> | null = null;
private ordersResyncInFlight = false; private ordersResyncInFlight = false;
private readonly klineCache = new Map<string, Kline[]>(); private readonly klineCache = new Map<string, AsterKline[]>();
private readonly accountEvent = createEvent<AccountSnapshot>(); private readonly accountEvent = createEvent<AsterAccountSnapshot>();
private readonly ordersEvent = createEvent<Order[]>(); private readonly ordersEvent = createEvent<AsterOrder[]>();
private readonly depthEvent = createEvent<Depth>(); private readonly depthEvent = createEvent<AsterDepth>();
private readonly tickerEvent = createEvent<Ticker>(); private readonly tickerEvent = createEvent<AsterTicker>();
private readonly klinesEvent = createEvent<Kline[]>(); private readonly klinesEvent = createEvent<AsterKline[]>();
private readonly auth = { token: null as string | null, expiresAt: 0 }; private readonly auth = { token: null as string | null, expiresAt: 0 };
private readonly l1Address: string | null; private readonly l1Address: string | null;
private loggedCreateOrderPayload = false; private loggedCreateOrderPayload = false;
@@ -359,8 +362,8 @@ export class LighterGateway {
this.klinesEvent.add(handler); this.klinesEvent.add(handler);
} }
async createOrder(params: CreateOrderParams): Promise<Order> { async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
const run = async (): Promise<Order> => { const run = async (): Promise<AsterOrder> => {
await this.ensureInitialized(); await this.ensureInitialized();
const conversion = this.mapCreateOrderParams(params); const conversion = this.mapCreateOrderParams(params);
const { baseAmountScaledString, priceScaledString, triggerPriceScaledString, ...signParams } = conversion; const { baseAmountScaledString, priceScaledString, triggerPriceScaledString, ...signParams } = conversion;
@@ -1710,7 +1713,7 @@ export class LighterGateway {
const bestAsk = getBestPrice(this.orderBook.asks, "ask"); const bestAsk = getBestPrice(this.orderBook.asks, "ask");
if (bestBid == null && bestAsk == null) return; if (bestBid == null && bestAsk == null) return;
const last = bestBid != null && bestAsk != null ? (bestBid + bestAsk) / 2 : (bestBid ?? bestAsk ?? 0); const last = bestBid != null && bestAsk != null ? (bestBid + bestAsk) / 2 : (bestBid ?? bestAsk ?? 0);
const ticker: Ticker = { const ticker: AsterTicker = {
symbol: this.displaySymbol, symbol: this.displaySymbol,
eventType: "lighterSyntheticTicker", eventType: "lighterSyntheticTicker",
eventTime: Date.now(), eventTime: Date.now(),
@@ -1736,10 +1739,10 @@ export class LighterGateway {
this.tickerEvent.emit(ticker); this.tickerEvent.emit(ticker);
} }
private buildAccountAssets(): AccountAsset[] { private buildAccountAssets(): AsterAccountAsset[] {
if (!this.assets.size) return []; if (!this.assets.size) return [];
const now = Date.now(); const now = Date.now();
const list: AccountAsset[] = []; const list: AsterAccountAsset[] = [];
for (const asset of this.assets.values()) { for (const asset of this.assets.values()) {
const balanceNum = parseNumber(asset.balance); const balanceNum = parseNumber(asset.balance);
const lockedNum = parseNumber(asset.locked_balance ?? 0); const lockedNum = parseNumber(asset.locked_balance ?? 0);
@@ -2039,7 +2042,7 @@ function mergeLevels(existing: LighterOrderBookLevel[], updates: LighterOrderBoo
return Array.from(map.entries()).map(([price, size]) => ({ price, size } as LighterOrderBookLevel)); return Array.from(map.entries()).map(([price, size]) => ({ price, size } as LighterOrderBookLevel));
} }
function cloneKlines(klines: Kline[]): Kline[] { function cloneKlines(klines: AsterKline[]): AsterKline[] {
return klines.map((kline) => ({ ...kline })); return klines.map((kline) => ({ ...kline }));
} }
@@ -2207,7 +2210,7 @@ function extractJsonRequestId(message: any): string | null {
function tryParseTxInfo(value: string): unknown { function tryParseTxInfo(value: string): unknown {
try { try {
return JSON.parse(value); return JSON.parse(value);
} catch { } catch (_) {
return value; return value;
} }
} }
+22 -22
View File
@@ -1,12 +1,12 @@
import type { import type {
AccountAsset, AsterAccountAsset,
AccountPosition, AsterAccountPosition,
AccountSnapshot, AsterAccountSnapshot,
Depth, AsterDepth,
DepthLevel, AsterDepthLevel,
Kline, AsterKline,
Order, AsterOrder,
Ticker, AsterTicker,
OrderSide, OrderSide,
OrderType, OrderType,
} from "../types"; } from "../types";
@@ -23,8 +23,8 @@ import { coerceBooleanFlag, normalizeBooleanFlag } from "./flags";
import { normalizeOrderIdentity } from "./order-identity"; import { normalizeOrderIdentity } from "./order-identity";
import { normalizeOrderStatus } from "./status"; import { normalizeOrderStatus } from "./status";
export function toDepth(symbol: string, snapshot: LighterOrderBookSnapshot): Depth { export function toDepth(symbol: string, snapshot: LighterOrderBookSnapshot): AsterDepth {
const toLevels = (levels: LighterOrderBookLevel[]): DepthLevel[] => const toLevels = (levels: LighterOrderBookLevel[]): AsterDepthLevel[] =>
levels.map((level) => [level.price, level.size]); levels.map((level) => [level.price, level.size]);
return { return {
symbol, symbol,
@@ -36,7 +36,7 @@ export function toDepth(symbol: string, snapshot: LighterOrderBookSnapshot): Dep
}; };
} }
export function toTicker(symbol: string, stats: LighterMarketStats): Ticker { export function toTicker(symbol: string, stats: LighterMarketStats): AsterTicker {
return { return {
symbol, symbol,
eventType: "lighterTicker", 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, priceChange: stats.daily_price_change != null ? String(stats.daily_price_change) : undefined,
markPrice: stats.mid_price ?? stats.mark_price ?? stats.index_price, markPrice: stats.mid_price ?? stats.mark_price ?? stats.index_price,
weightedAvgPrice: undefined, weightedAvgPrice: undefined,
} as 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) => ({ return klines.map((entry) => ({
symbol, symbol,
eventType: "lighterKline", eventType: "lighterKline",
@@ -72,11 +72,11 @@ export function toKlines(symbol: string, interval: string, klines: LighterKline[
})); }));
} }
export function toOrders(symbol: string, orders: LighterOrder[]): Order[] { export function toOrders(symbol: string, orders: LighterOrder[]): AsterOrder[] {
return orders.map((order) => lighterOrderToAster(symbol, order)); 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 booleanIsAsk = normalizeBooleanFlag(order.is_ask);
const normalizedSide = order.side?.toLowerCase(); const normalizedSide = order.side?.toLowerCase();
const side: OrderSide = const side: OrderSide =
@@ -128,7 +128,7 @@ function computeExecutedQty(order: LighterOrder): string {
if (Number.isFinite(initial) && Number.isFinite(remaining)) { if (Number.isFinite(initial) && Number.isFinite(remaining)) {
return (initial - remaining).toString(); return (initial - remaining).toString();
} }
} catch { } catch (_) {
// fall through // fall through
} }
} }
@@ -162,7 +162,7 @@ export function toAccountSnapshot(
symbol: string, symbol: string,
details: LighterAccountDetails, details: LighterAccountDetails,
positions: LighterPosition[] = [], positions: LighterPosition[] = [],
assets: AccountAsset[] = [], assets: AsterAccountAsset[] = [],
options?: { options?: {
marketSymbol?: string | null; marketSymbol?: string | null;
marketId?: number | null; marketId?: number | null;
@@ -172,7 +172,7 @@ export function toAccountSnapshot(
baseAssetId?: number | null; baseAssetId?: number | null;
quoteAssetId?: number | null; quoteAssetId?: number | null;
} }
): AccountSnapshot { ): AsterAccountSnapshot {
const targetSymbol = options?.marketSymbol ?? null; const targetSymbol = options?.marketSymbol ?? null;
const targetMarketId = const targetMarketId =
options?.marketId != null && Number.isFinite(Number(options.marketId)) options?.marketId != null && Number.isFinite(Number(options.marketId))
@@ -228,7 +228,7 @@ export function toAccountSnapshot(
}; };
} }
function defaultAsset(details: LighterAccountDetails, quoteAsset: string): AccountAsset[] { function defaultAsset(details: LighterAccountDetails, quoteAsset: string): AsterAccountAsset[] {
return [ return [
{ {
asset: quoteAsset || "USDC", 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); const sum = assets.reduce((acc, asset) => acc + Number(asset.walletBalance ?? 0), 0);
if (Number.isFinite(sum) && sum > 0) { if (Number.isFinite(sum) && sum > 0) {
return sum.toString(); return sum.toString();
@@ -247,7 +247,7 @@ function computeTotalWalletBalance(assets: AccountAsset[], details: LighterAccou
return details.total_asset_value ?? details.collateral ?? "0"; 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; if (!target) return undefined;
const normalizedTarget = target.toUpperCase().split(/[-:/]/)[0]; const normalizedTarget = target.toUpperCase().split(/[-:/]/)[0];
return assets.find((asset) => asset.asset.toUpperCase().split(/[-:/]/)[0] === normalizedTarget); return assets.find((asset) => asset.asset.toUpperCase().split(/[-:/]/)[0] === normalizedTarget);
@@ -261,7 +261,7 @@ function normalizeMarketType(value: string | null | undefined): "perp" | "spot"
return undefined; return undefined;
} }
function lighterPositionToAster(symbol: string, position: LighterPosition): AccountPosition { function lighterPositionToAster(symbol: string, position: LighterPosition): AsterAccountPosition {
const sign = position.sign ?? 0; const sign = position.sign ?? 0;
const positionSide = sign > 0 ? "LONG" : sign < 0 ? "SHORT" : "BOTH"; const positionSide = sign > 0 ? "LONG" : sign < 0 ? "SHORT" : "BOTH";
const magnitude = Number(position.position ?? 0); const magnitude = Number(position.position ?? 0);
+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({ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
exchangeName: "Lighter", if (params.quantity === undefined) {
defaultLimitTimeInForce: "GTC", params.quantity = intent.quantity;
defaultMarketTimeInForce: "IOC", }
defaultCloseTimeInForce: "IOC", if (params.timeInForce === undefined && intent.timeInForce) {
supportsTrailingStop: false, params.timeInForce = intent.timeInForce;
supportsTriggerType: false, }
stopDefaultReduceOnly: true, if (intent.reduceOnly !== undefined) {
stopDefaultClosePosition: true, params.reduceOnly = toStringBoolean(intent.reduceOnly);
closeDefaultClosePosition: true, }
}); if (intent.closePosition !== undefined) {
params.closePosition = toStringBoolean(intent.closePosition);
}
return params;
}
export const { export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
createLimitOrder, const params: CreateOrderParams = applyCommonFields(
createMarketOrder, {
createStopOrder, symbol: intent.symbol,
createTrailingStopOrder, side: intent.side,
createClosePositionOrder, type: "LIMIT",
} = handlers; 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);
}
+82 -18
View File
@@ -1,3 +1,4 @@
import { setTimeout, clearTimeout } from "timers";
import type { import type {
AccountListener, AccountListener,
DepthListener, DepthListener,
@@ -8,10 +9,9 @@ import type {
OrderListener, OrderListener,
TickerListener, TickerListener,
} from "../adapter"; } from "../adapter";
import type { Order, CreateOrderParams } from "../types"; import type { AsterOrder, CreateOrderParams } from "../types";
import { extractMessage } from "../../utils/errors"; import { extractMessage } from "../../utils/errors";
import { NadoGateway, type NadoGatewayOptions } from "./gateway"; import { NadoGateway, type NadoGatewayOptions } from "./gateway";
import { createSafeInvoke, createInitManager } from "../adapter-utils";
import type { ChainEnv } from "@nadohq/shared"; import type { ChainEnv } from "@nadohq/shared";
import type { Address } from "viem"; import type { Address } from "viem";
@@ -35,8 +35,11 @@ export class NadoExchangeAdapter implements ExchangeAdapter {
private readonly gateway: NadoGateway; private readonly gateway: NadoGateway;
private readonly symbol: string; private readonly symbol: string;
private readonly safeInvoke = createSafeInvoke("NadoExchangeAdapter"); private initPromise: Promise<void> | null = null;
private readonly init: ReturnType<typeof createInitManager>; private readonly initContexts = new Set<string>();
private retryTimer: ReturnType<typeof setTimeout> | null = null;
private retryDelayMs = 3000;
private lastInitErrorAt = 0;
constructor(credentials: NadoCredentials = {}) { constructor(credentials: NadoCredentials = {}) {
const signerPrivateKey = credentials.signerPrivateKey ?? process.env.NADO_SIGNER_PRIVATE_KEY; 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), (process.env.NADO_STOP_TRIGGER_SOURCE as NadoGatewayOptions["stopTriggerSource"] | undefined),
logger: (context, error) => this.logError(context, error), logger: (context, error) => this.logError(context, error),
}); });
this.init = createInitManager("NadoExchangeAdapter", () =>
this.gateway.ensureInitialized(this.symbol),
);
} }
supportsTrailingStops(): boolean { supportsTrailingStops(): boolean {
@@ -86,52 +86,52 @@ export class NadoExchangeAdapter implements ExchangeAdapter {
} }
watchAccount(cb: AccountListener): void { watchAccount(cb: AccountListener): void {
void this.init.ensureInitialized("watchAccount"); void this.ensureInitialized("watchAccount");
this.gateway.onAccount(this.safeInvoke("watchAccount", cb)); this.gateway.onAccount(this.safeInvoke("watchAccount", cb));
} }
watchOrders(cb: OrderListener): void { watchOrders(cb: OrderListener): void {
void this.init.ensureInitialized("watchOrders"); void this.ensureInitialized("watchOrders");
this.gateway.onOrders(this.safeInvoke("watchOrders", cb)); this.gateway.onOrders(this.safeInvoke("watchOrders", cb));
} }
watchDepth(symbol: string, cb: DepthListener): void { watchDepth(symbol: string, cb: DepthListener): void {
void this.init.ensureInitialized(`watchDepth:${symbol}`); void this.ensureInitialized(`watchDepth:${symbol}`);
this.gateway.onDepth(symbol, this.safeInvoke("watchDepth", cb)); this.gateway.onDepth(symbol, this.safeInvoke("watchDepth", cb));
} }
watchTicker(symbol: string, cb: TickerListener): void { watchTicker(symbol: string, cb: TickerListener): void {
void this.init.ensureInitialized(`watchTicker:${symbol}`); void this.ensureInitialized(`watchTicker:${symbol}`);
this.gateway.onTicker(symbol, this.safeInvoke("watchTicker", cb)); this.gateway.onTicker(symbol, this.safeInvoke("watchTicker", cb));
} }
watchKlines(symbol: string, interval: string, cb: KlineListener): void { watchKlines(symbol: string, interval: string, cb: KlineListener): void {
void this.init.ensureInitialized(`watchKlines:${symbol}:${interval}`); void this.ensureInitialized(`watchKlines:${symbol}:${interval}`);
this.gateway.onKlines(symbol, interval, this.safeInvoke("watchKlines", cb)); this.gateway.onKlines(symbol, interval, this.safeInvoke("watchKlines", cb));
} }
watchFundingRate(symbol: string, cb: FundingRateListener): void { watchFundingRate(symbol: string, cb: FundingRateListener): void {
void this.init.ensureInitialized(`watchFundingRate:${symbol}`); void this.ensureInitialized(`watchFundingRate:${symbol}`);
this.gateway.onFundingRate(symbol, this.safeInvoke("watchFundingRate", cb)); this.gateway.onFundingRate(symbol, this.safeInvoke("watchFundingRate", cb));
} }
async createOrder(params: CreateOrderParams): Promise<Order> { async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
await this.init.ensureInitialized("createOrder"); await this.ensureInitialized("createOrder");
return this.gateway.createOrder(params); return this.gateway.createOrder(params);
} }
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> { async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
await this.init.ensureInitialized("cancelOrder"); await this.ensureInitialized("cancelOrder");
await this.gateway.cancelOrder(params); await this.gateway.cancelOrder(params);
} }
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> { 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); await this.gateway.cancelOrders(params);
} }
async cancelAllOrders(params: { symbol: string }): Promise<void> { async cancelAllOrders(params: { symbol: string }): Promise<void> {
await this.init.ensureInitialized("cancelAllOrders"); await this.ensureInitialized("cancelAllOrders");
await this.gateway.cancelAllOrders(params); 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 { private logError(context: string, error: unknown): void {
const detail = extractMessage(error); const detail = extractMessage(error);
const message = `[NadoExchangeAdapter] ${context} failed: ${detail}`; const message = `[NadoExchangeAdapter] ${context} failed: ${detail}`;
+23 -23
View File
@@ -23,13 +23,13 @@ import type {
TickerListener, TickerListener,
} from "../adapter"; } from "../adapter";
import type { import type {
AccountAsset, AsterAccountAsset,
AccountPosition, AsterAccountPosition,
AccountSnapshot, AsterAccountSnapshot,
Depth, AsterDepth,
Kline, AsterKline,
Order, AsterOrder,
Ticker, AsterTicker,
CreateOrderParams, CreateOrderParams,
TimeInForce, TimeInForce,
} from "../types"; } from "../types";
@@ -331,7 +331,7 @@ export class NadoGateway {
private readonly openOrdersByDigest = new Map<string, LocalOrder>(); private readonly openOrdersByDigest = new Map<string, LocalOrder>();
private readonly triggerOrdersByDigest = new Map<string, TriggerOrder>(); private readonly triggerOrdersByDigest = new Map<string, TriggerOrder>();
private accountSnapshot: AccountSnapshot | null = null; private accountSnapshot: AsterAccountSnapshot | null = null;
private lastAccountSyncAt = 0; private lastAccountSyncAt = 0;
private gatewayWs: NodeWebSocket | null = null; private gatewayWs: NodeWebSocket | null = null;
@@ -356,7 +356,7 @@ export class NadoGateway {
private accountPollTimer: ReturnType<typeof setInterval> | null = null; private accountPollTimer: ReturnType<typeof setInterval> | null = null;
private ordersPollTimer: ReturnType<typeof setInterval> | null = null; private ordersPollTimer: ReturnType<typeof setInterval> | null = null;
private triggerOrdersPollTimer: ReturnType<typeof setInterval> | null = null; private triggerOrdersPollTimer: ReturnType<typeof setInterval> | null = null;
private klinesState = new Map<string, { productId: number; periodSec: number; klines: Kline[] }>(); private klinesState = new Map<string, { productId: number; periodSec: number; klines: AsterKline[] }>();
private subscriptionRequestId = 1; private subscriptionRequestId = 1;
private subscriptionAuthComplete = false; 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); await this.ensureInitialized(params.symbol);
const meta = this.getSymbolMetaOrThrow(params.symbol); const meta = this.getSymbolMetaOrThrow(params.symbol);
if (params.type === "STOP_MARKET") { if (params.type === "STOP_MARKET") {
@@ -1139,7 +1139,7 @@ export class NadoGateway {
return Number.isFinite(asNumber) && asNumber > 0 ? Math.floor(asNumber) : 60; return Number.isFinite(asNumber) && asNumber > 0 ? Math.floor(asNumber) : 60;
} }
private async fetchCandlesticks(productId: number, periodSec: number, limit: number): Promise<Kline[]> { private async fetchCandlesticks(productId: number, periodSec: number, limit: number): Promise<AsterKline[]> {
try { try {
const result = await this.indexer.getCandlesticks({ productId, period: periodSec, limit }); const result = await this.indexer.getCandlesticks({ productId, period: periodSec, limit });
const reversed = Array.from(result).reverse(); const reversed = Array.from(result).reverse();
@@ -1262,8 +1262,8 @@ export class NadoGateway {
} }
} }
private buildAsterOrdersSnapshot(): Order[] { private buildAsterOrdersSnapshot(): AsterOrder[] {
const orders: Order[] = []; const orders: AsterOrder[] = [];
for (const order of this.openOrdersByDigest.values()) { for (const order of this.openOrdersByDigest.values()) {
const meta = this.symbolMetaByProductId.get(order.productId); const meta = this.symbolMetaByProductId.get(order.productId);
if (!meta) continue; if (!meta) continue;
@@ -1322,7 +1322,7 @@ export class NadoGateway {
return orders; return orders;
} }
private buildDepthSnapshot(productId: number, symbol: string): Depth | null { private buildDepthSnapshot(productId: number, symbol: string): AsterDepth | null {
const bbo = this.bestBidOfferByProductId.get(productId); const bbo = this.bestBidOfferByProductId.get(productId);
if (!bbo) return null; if (!bbo) return null;
const bids: [string, string][] = [[fromX18(bbo.bidX18).toFixed(), fromX18(bbo.bidQtyX18).toFixed()]]; const bids: [string, string][] = [[fromX18(bbo.bidX18).toFixed(), fromX18(bbo.bidQtyX18).toFixed()]];
@@ -1336,7 +1336,7 @@ export class NadoGateway {
}; };
} }
private buildTickerSnapshot(productId: number, symbol: string): Ticker | null { private buildTickerSnapshot(productId: number, symbol: string): AsterTicker | null {
const bbo = this.bestBidOfferByProductId.get(productId); const bbo = this.bestBidOfferByProductId.get(productId);
if (!bbo) return null; if (!bbo) return null;
const trade = this.lastTradePriceByProductId.get(productId); const trade = this.lastTradePriceByProductId.get(productId);
@@ -1360,10 +1360,10 @@ export class NadoGateway {
}; };
} }
private mapSubaccountInfoToAsterSnapshot(data: NonNullable<NadoSubaccountInfoResponse["data"]>): AccountSnapshot { private mapSubaccountInfoToAsterSnapshot(data: NonNullable<NadoSubaccountInfoResponse["data"]>): AsterAccountSnapshot {
const now = nowMs(); const now = nowMs();
const assets: AccountAsset[] = []; const assets: AsterAccountAsset[] = [];
const positions: AccountPosition[] = []; const positions: AsterAccountPosition[] = [];
const spotBalanceByProductId = new Map<number, string>(); const spotBalanceByProductId = new Map<number, string>();
for (const entry of data.spot_balances ?? []) { for (const entry of data.spot_balances ?? []) {
@@ -1684,7 +1684,7 @@ export class NadoGateway {
try { try {
const text = typeof data === "string" ? data : data.toString("utf8"); const text = typeof data === "string" ? data : data.toString("utf8");
message = JSON.parse(text); message = JSON.parse(text);
} catch { } catch (_error) {
return; return;
} }
if (!message || typeof message !== "object") return; if (!message || typeof message !== "object") return;
@@ -1771,7 +1771,7 @@ export class NadoGateway {
if (state.periodSec !== event.granularity) continue; if (state.periodSec !== event.granularity) continue;
const openTime = event.timestamp * 1000; const openTime = event.timestamp * 1000;
const closeTime = openTime + state.periodSec * 1000 - 1; const closeTime = openTime + state.periodSec * 1000 - 1;
const next: Kline = { const next: AsterKline = {
openTime, openTime,
closeTime, closeTime,
open: fromX18(event.open_x18).toFixed(), open: fromX18(event.open_x18).toFixed(),
@@ -1795,7 +1795,7 @@ export class NadoGateway {
} }
} }
private async createLimitOrder(meta: SymbolMeta, params: CreateOrderParams): Promise<Order> { private async createLimitOrder(meta: SymbolMeta, params: CreateOrderParams): Promise<AsterOrder> {
if (!this.chainId) throw new Error("Nado not initialized (chainId missing)"); if (!this.chainId) throw new Error("Nado not initialized (chainId missing)");
const side = params.side; const side = params.side;
const qty = params.quantity ?? 0; const qty = params.quantity ?? 0;
@@ -1905,7 +1905,7 @@ export class NadoGateway {
}; };
} }
private async createMarketOrder(meta: SymbolMeta, params: CreateOrderParams): Promise<Order> { private async createMarketOrder(meta: SymbolMeta, params: CreateOrderParams): Promise<AsterOrder> {
if (!this.chainId) throw new Error("Nado not initialized (chainId missing)"); if (!this.chainId) throw new Error("Nado not initialized (chainId missing)");
const side = params.side; const side = params.side;
const qty = params.quantity ?? 0; const qty = params.quantity ?? 0;
@@ -2017,7 +2017,7 @@ export class NadoGateway {
}; };
} }
private async createStopOrder(meta: SymbolMeta, params: CreateOrderParams): Promise<Order> { private async createStopOrder(meta: SymbolMeta, params: CreateOrderParams): Promise<AsterOrder> {
if (!this.chainId || !this.endpointAddr) throw new Error("Nado not initialized (contracts missing)"); if (!this.chainId || !this.endpointAddr) throw new Error("Nado not initialized (contracts missing)");
const side = params.side; const side = params.side;
const qty = params.quantity ?? 0; const qty = params.quantity ?? 0;
+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({ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
exchangeName: "Nado", if (params.quantity === undefined) {
defaultLimitTimeInForce: "GTC", params.quantity = intent.quantity;
defaultMarketTimeInForce: "IOC", }
defaultCloseTimeInForce: "IOC", if (params.timeInForce === undefined && intent.timeInForce) {
supportsTrailingStop: false, params.timeInForce = intent.timeInForce;
supportsTriggerType: false, }
stopDefaultReduceOnly: true, if (intent.reduceOnly !== undefined) {
stopDefaultClosePosition: true, params.reduceOnly = toStringBoolean(intent.reduceOnly);
closeDefaultClosePosition: true, }
}); if (intent.closePosition !== undefined) {
params.closePosition = toStringBoolean(intent.closePosition);
}
return params;
}
export const { export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
createLimitOrder, const params: CreateOrderParams = applyCommonFields(
createMarketOrder, {
createStopOrder, symbol: intent.symbol,
createTrailingStopOrder, side: intent.side,
createClosePositionOrder, type: "LIMIT",
} = handlers; 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);
}
-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);
},
};
}
+11 -11
View File
@@ -1,5 +1,5 @@
import type { ExchangeAdapter } from "./adapter"; 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 { SUPPORTED_EXCHANGE_IDS, type SupportedExchangeId } from "./create-adapter";
import type { import type {
BaseOrderIntent, BaseOrderIntent,
@@ -21,11 +21,11 @@ import * as binanceOrders from "./binance/order";
type ExchangeKey = SupportedExchangeId; type ExchangeKey = SupportedExchangeId;
interface ExchangeOrderHandlers { interface ExchangeOrderHandlers {
limit(intent: LimitOrderIntent): Promise<Order>; limit(intent: LimitOrderIntent): Promise<AsterOrder>;
market(intent: MarketOrderIntent): Promise<Order>; market(intent: MarketOrderIntent): Promise<AsterOrder>;
stop(intent: StopOrderIntent): Promise<Order>; stop(intent: StopOrderIntent): Promise<AsterOrder>;
trailingStop?: (intent: TrailingStopOrderIntent) => Promise<Order>; trailingStop?: (intent: TrailingStopOrderIntent) => Promise<AsterOrder>;
close(intent: ClosePositionIntent): Promise<Order>; close(intent: ClosePositionIntent): Promise<AsterOrder>;
} }
const handlerMap: Record<ExchangeKey, ExchangeOrderHandlers> = { const handlerMap: Record<ExchangeKey, ExchangeOrderHandlers> = {
@@ -117,19 +117,19 @@ function getHandlers(intent: BaseOrderIntent): ExchangeOrderHandlers {
return handlers; return handlers;
} }
export function routeLimitOrder(intent: LimitOrderIntent): Promise<Order> { export function routeLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
return getHandlers(intent).limit(intent); return getHandlers(intent).limit(intent);
} }
export function routeMarketOrder(intent: MarketOrderIntent): Promise<Order> { export function routeMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
return getHandlers(intent).market(intent); return getHandlers(intent).market(intent);
} }
export function routeStopOrder(intent: StopOrderIntent): Promise<Order> { export function routeStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
return getHandlers(intent).stop(intent); return getHandlers(intent).stop(intent);
} }
export function routeTrailingStopOrder(intent: TrailingStopOrderIntent): Promise<Order> { export function routeTrailingStopOrder(intent: TrailingStopOrderIntent): Promise<AsterOrder> {
const handlers = getHandlers(intent); const handlers = getHandlers(intent);
if (!handlers.trailingStop) { if (!handlers.trailingStop) {
throw new Error("Trailing stop orders are not supported by the current exchange"); throw new Error("Trailing stop orders are not supported by the current exchange");
@@ -137,6 +137,6 @@ export function routeTrailingStopOrder(intent: TrailingStopOrderIntent): Promise
return handlers.trailingStop(intent); return handlers.trailingStop(intent);
} }
export function routeCloseOrder(intent: ClosePositionIntent): Promise<Order> { export function routeCloseOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
return getHandlers(intent).close(intent); return getHandlers(intent).close(intent);
} }
+3 -3
View File
@@ -9,13 +9,13 @@ export interface BaseOrderIntent {
reduceOnly?: boolean; reduceOnly?: boolean;
closePosition?: boolean; closePosition?: boolean;
timeInForce?: TimeInForce | "GTX"; timeInForce?: TimeInForce | "GTX";
clientOrderId?: string;
} }
export interface LimitOrderIntent extends BaseOrderIntent { export interface LimitOrderIntent extends BaseOrderIntent {
price: number; price: number;
slPrice?: number; // StandX TPSL 参数
tpPrice?: number; slPrice?: number; // 止损价格
tpPrice?: number; // 止盈价格
} }
export interface MarketOrderIntent extends BaseOrderIntent { export interface MarketOrderIntent extends BaseOrderIntent {
+81 -17
View File
@@ -1,3 +1,4 @@
import { setTimeout, clearTimeout } from "timers";
import type { import type {
AccountListener, AccountListener,
DepthListener, DepthListener,
@@ -6,10 +7,9 @@ import type {
OrderListener, OrderListener,
TickerListener, TickerListener,
} from "../adapter"; } from "../adapter";
import type { Order, CreateOrderParams } from "../types"; import type { AsterOrder, CreateOrderParams } from "../types";
import { extractMessage } from "../../utils/errors"; import { extractMessage } from "../../utils/errors";
import { ParadexGateway, type ParadexGatewayOptions } from "./gateway"; import { ParadexGateway, type ParadexGatewayOptions } from "./gateway";
import { createSafeInvoke, createInitManager } from "../adapter-utils";
export interface ParadexCredentials { export interface ParadexCredentials {
privateKey?: string; privateKey?: string;
@@ -26,8 +26,11 @@ export class ParadexExchangeAdapter implements ExchangeAdapter {
private readonly gateway: ParadexGateway; private readonly gateway: ParadexGateway;
private readonly symbol: string; private readonly symbol: string;
private readonly safeInvoke = createSafeInvoke("ParadexExchangeAdapter"); private initPromise: Promise<void> | null = null;
private readonly init: ReturnType<typeof createInitManager>; private readonly initContexts = new Set<string>();
private retryTimer: ReturnType<typeof setTimeout> | null = null;
private retryDelayMs = 3000;
private lastInitErrorAt = 0;
constructor(credentials: ParadexCredentials = {}) { constructor(credentials: ParadexCredentials = {}) {
const privateKey = credentials.privateKey ?? process.env.PARADEX_PRIVATE_KEY; const privateKey = credentials.privateKey ?? process.env.PARADEX_PRIVATE_KEY;
@@ -51,9 +54,6 @@ export class ParadexExchangeAdapter implements ExchangeAdapter {
}); });
this.symbol = symbol; this.symbol = symbol;
this.init = createInitManager("ParadexExchangeAdapter", () =>
this.gateway.ensureInitialized(this.symbol),
);
} }
supportsTrailingStops(): boolean { supportsTrailingStops(): boolean {
@@ -61,50 +61,114 @@ export class ParadexExchangeAdapter implements ExchangeAdapter {
} }
watchAccount(cb: AccountListener): void { watchAccount(cb: AccountListener): void {
void this.init.ensureInitialized("watchAccount"); void this.ensureInitialized("watchAccount");
this.gateway.onAccount(this.safeInvoke("watchAccount", cb)); this.gateway.onAccount(this.safeInvoke("watchAccount", cb));
} }
watchOrders(cb: OrderListener): void { watchOrders(cb: OrderListener): void {
void this.init.ensureInitialized("watchOrders"); void this.ensureInitialized("watchOrders");
this.gateway.onOrders(this.safeInvoke("watchOrders", cb)); this.gateway.onOrders(this.safeInvoke("watchOrders", cb));
} }
watchDepth(symbol: string, cb: DepthListener): void { watchDepth(symbol: string, cb: DepthListener): void {
void this.init.ensureInitialized(`watchDepth:${symbol}`); void this.ensureInitialized(`watchDepth:${symbol}`);
this.gateway.onDepth(this.safeInvoke("watchDepth", cb)); this.gateway.onDepth(this.safeInvoke("watchDepth", cb));
} }
watchTicker(symbol: string, cb: TickerListener): void { watchTicker(symbol: string, cb: TickerListener): void {
void this.init.ensureInitialized(`watchTicker:${symbol}`); void this.ensureInitialized(`watchTicker:${symbol}`);
this.gateway.onTicker(this.safeInvoke("watchTicker", cb)); this.gateway.onTicker(this.safeInvoke("watchTicker", cb));
} }
watchKlines(symbol: string, interval: string, cb: KlineListener): void { 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)); this.gateway.watchKlines(interval, this.safeInvoke("watchKlines", cb));
} }
async createOrder(params: CreateOrderParams): Promise<Order> { async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
await this.init.ensureInitialized("createOrder"); await this.ensureInitialized("createOrder");
return this.gateway.createOrder(params); return this.gateway.createOrder(params);
} }
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> { async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
await this.init.ensureInitialized("cancelOrder"); await this.ensureInitialized("cancelOrder");
await this.gateway.cancelOrder(params); await this.gateway.cancelOrder(params);
} }
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> { 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); await this.gateway.cancelOrders(params);
} }
async cancelAllOrders(params: { symbol: string }): Promise<void> { async cancelAllOrders(params: { symbol: string }): Promise<void> {
await this.init.ensureInitialized("cancelAllOrders"); await this.ensureInitialized("cancelAllOrders");
await this.gateway.cancelAllOrders(params); 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 { private logError(context: string, error: unknown): void {
const detail = extractMessage(error); const detail = extractMessage(error);
if (context === "initialize" && typeof error === "string" && /initialized/i.test(error)) { if (context === "initialize" && typeof error === "string" && /initialized/i.test(error)) {
+24 -23
View File
@@ -7,12 +7,12 @@ import ccxt, {
} from "ccxt"; } from "ccxt";
import { createRequire } from "module"; import { createRequire } from "module";
import type { import type {
AccountAsset, AsterAccountAsset,
AccountSnapshot, AsterAccountSnapshot,
Depth, AsterDepth,
Kline, AsterKline,
Order, AsterOrder,
Ticker, AsterTicker,
CreateOrderParams, CreateOrderParams,
OrderType, OrderType,
} from "../types"; } from "../types";
@@ -32,7 +32,7 @@ function loadCcxtPro(): any | null {
// eslint-disable-next-line @typescript-eslint/no-var-requires // eslint-disable-next-line @typescript-eslint/no-var-requires
const mod = require("ccxt.pro"); const mod = require("ccxt.pro");
return mod?.default ?? mod; return mod?.default ?? mod;
} catch { } catch (_error) {
return null; return null;
} }
} }
@@ -91,8 +91,8 @@ export class ParadexGateway {
private depthListeners = new Set<DepthListener>(); private depthListeners = new Set<DepthListener>();
private tickerListeners = new Set<TickerListener>(); private tickerListeners = new Set<TickerListener>();
private klineListeners = new Map<string, Set<KlineListener>>(); private klineListeners = new Map<string, Set<KlineListener>>();
private readonly localOrders = new Map<string, Order>(); private readonly localOrders = new Map<string, AsterOrder>();
private lastBalanceSnapshot: AccountSnapshot | null = null; private lastBalanceSnapshot: AsterAccountSnapshot | null = null;
private accountPollTimer: NodeJS.Timeout | null = null; private accountPollTimer: NodeJS.Timeout | null = null;
private orderPollTimer: NodeJS.Timeout | null = null; private orderPollTimer: NodeJS.Timeout | null = null;
@@ -546,7 +546,7 @@ export class ParadexGateway {
this.klinePollTimers.set(interval, setInterval(() => void poll(), this.pollIntervals.klines)); this.klinePollTimers.set(interval, setInterval(() => void poll(), this.pollIntervals.klines));
} }
async createOrder(params: CreateOrderParams): Promise<Order> { async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
await this.ensureInitialized(params.symbol); await this.ensureInitialized(params.symbol);
const symbol = this.marketSymbol; const symbol = this.marketSymbol;
const type = this.mapOrderTypeToCcxt(params.type); const type = this.mapOrderTypeToCcxt(params.type);
@@ -571,6 +571,7 @@ export class ParadexGateway {
const market = typeof (this.exchange as any).market === "function" const market = typeof (this.exchange as any).market === "function"
? (this.exchange as any).market(symbol) ? (this.exchange as any).market(symbol)
: (this.exchange.markets ?? {})[symbol]; : (this.exchange.markets ?? {})[symbol];
const precisionDigits = Number((market?.precision?.amount ?? market?.amountPrecision));
const limitMin = Number(market?.limits?.amount?.min); const limitMin = Number(market?.limits?.amount?.min);
// Only trust explicit exchange min limit; do NOT infer 1 from precision=0 // Only trust explicit exchange min limit; do NOT infer 1 from precision=0
const minAmount = Number.isFinite(limitMin) && limitMin > 0 ? limitMin : undefined; 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))) { if (typeof (this.exchange as any).amountToPrecision === "function" && Number.isFinite(Number(amount))) {
amount = Number((this.exchange as any).amountToPrecision(symbol, amount)); amount = Number((this.exchange as any).amountToPrecision(symbol, amount));
} }
} catch { } catch (_normalizeError) {
// Swallow precision normalization errors and let exchange validation surface if any // 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 now = Date.now();
const rawPositions = (() => { const rawPositions = (() => {
@@ -711,7 +712,7 @@ export class ParadexGateway {
...Object.keys(total), ...Object.keys(total),
]); ]);
const assets: AccountAsset[] = Array.from(assetKeys).map((asset) => ({ const assets: AsterAccountAsset[] = Array.from(assetKeys).map((asset) => ({
asset, asset,
walletBalance: String(total[asset] ?? 0), walletBalance: String(total[asset] ?? 0),
availableBalance: String(free[asset] ?? 0), availableBalance: String(free[asset] ?? 0),
@@ -737,7 +738,7 @@ export class ParadexGateway {
}; };
} }
private mapBalanceToAccountSnapshotFromPositions(rawPositions: any[]): AccountSnapshot { private mapBalanceToAccountSnapshotFromPositions(rawPositions: any[]): AsterAccountSnapshot {
const now = Date.now(); const now = Date.now();
const positions = this.normalizePositions(rawPositions, now); const positions = this.normalizePositions(rawPositions, now);
this.logger("positions", JSON.stringify({ raw: rawPositions, mapped: positions })); this.logger("positions", JSON.stringify({ raw: rawPositions, mapped: positions }));
@@ -761,7 +762,7 @@ export class ParadexGateway {
}; };
} }
private normalizePositions(rawPositions: any[], now: number): AccountSnapshot["positions"] { private normalizePositions(rawPositions: any[], now: number): AsterAccountSnapshot["positions"] {
return rawPositions return rawPositions
.filter((pos) => pos) .filter((pos) => pos)
.map((pos: any) => { .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 side = (order.side ?? "buy").toUpperCase() as "BUY" | "SELL";
const mappedType = this.mapCcxtOrderTypeToAster(order.type); const mappedType = this.mapCcxtOrderTypeToAster(order.type);
return { return {
@@ -830,7 +831,7 @@ export class ParadexGateway {
}; };
} }
private mapOrderBookToDepth(orderbook: CcxtOrderBook): Depth { private mapOrderBookToDepth(orderbook: CcxtOrderBook): AsterDepth {
return { return {
lastUpdateId: orderbook.nonce || Date.now(), lastUpdateId: orderbook.nonce || Date.now(),
bids: (orderbook.bids || []) bids: (orderbook.bids || [])
@@ -843,7 +844,7 @@ export class ParadexGateway {
}; };
} }
private mapTickerToAsterTicker(ticker: CcxtTicker): Ticker { private mapTickerToAsterTicker(ticker: CcxtTicker): AsterTicker {
return { return {
symbol: ticker.symbol, symbol: ticker.symbol,
lastPrice: ticker.last?.toString() || "0", 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 [timestampRaw, openRaw, highRaw, lowRaw, closeRaw, volumeRaw] = candle;
const timestamp = typeof timestampRaw === "number" && Number.isFinite(timestampRaw) const timestamp = typeof timestampRaw === "number" && Number.isFinite(timestampRaw)
? timestampRaw ? timestampRaw
@@ -926,7 +927,7 @@ export class ParadexGateway {
return base[interval] ?? 60 * 1000; return base[interval] ?? 60 * 1000;
} }
private upsertLocalOrder(order: Order): void { private upsertLocalOrder(order: AsterOrder): void {
const key = String(order.orderId); const key = String(order.orderId);
if (this.isOrderClosed(order)) { if (this.isOrderClosed(order)) {
this.localOrders.delete(key); this.localOrders.delete(key);
@@ -943,8 +944,8 @@ export class ParadexGateway {
} }
} }
private updateOrdersFromRemote(open: CcxtOrder[], _closed: CcxtOrder[]): void { private updateOrdersFromRemote(open: CcxtOrder[], closed: CcxtOrder[]): void {
const nextOpen = new Map<string, Order>(); const nextOpen = new Map<string, AsterOrder>();
for (const order of open) { for (const order of open) {
const mapped = this.mapOrderToAsterOrder(order); 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(); const status = (order.status ?? "").toUpperCase();
if ( if (
status.includes("CLOSE") || status.includes("CLOSE") ||
+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({ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
exchangeName: "Paradex", if (params.quantity === undefined) {
defaultLimitTimeInForce: "GTC", params.quantity = intent.quantity;
supportsTrailingStop: false, }
supportsTriggerType: false, if (params.timeInForce === undefined && intent.timeInForce) {
stopDefaultReduceOnly: true, params.timeInForce = intent.timeInForce;
stopDefaultClosePosition: true, }
stopPriceAsPrice: true, if (intent.reduceOnly !== undefined) {
closeDefaultClosePosition: true, params.reduceOnly = toStringBoolean(intent.reduceOnly);
}); }
if (intent.closePosition !== undefined) {
params.closePosition = toStringBoolean(intent.closePosition);
}
return params;
}
export const { export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
createLimitOrder, const params: CreateOrderParams = applyCommonFields(
createMarketOrder, {
createStopOrder, symbol: intent.symbol,
createTrailingStopOrder, side: intent.side,
createClosePositionOrder, type: "LIMIT",
} = handlers; 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);
}
+1 -1
View File
@@ -1,6 +1,6 @@
import type { ExchangeAdapter } from "./adapter"; import type { ExchangeAdapter } from "./adapter";
import { createExchangeAdapter, resolveExchangeId, type SupportedExchangeId } from "./create-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 { LighterCredentials } from "./lighter/adapter";
import type { BackpackCredentials } from "./backpack/adapter"; import type { BackpackCredentials } from "./backpack/adapter";
import type { ParadexCredentials } from "./paradex/adapter"; import type { ParadexCredentials } from "./paradex/adapter";
+86 -23
View File
@@ -1,3 +1,4 @@
import { setTimeout, clearTimeout } from "timers";
import type { import type {
AccountListener, AccountListener,
DepthListener, DepthListener,
@@ -9,9 +10,9 @@ import type {
RestHealthListener, RestHealthListener,
TickerListener, TickerListener,
} from "../adapter"; } 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 { StandxGateway, type StandxGatewayOptions, type ConnectionEventListener, type ConnectionEventType } from "./gateway";
import { createSafeInvoke, createInitManager } from "../adapter-utils";
export type { ConnectionEventListener, ConnectionEventType }; export type { ConnectionEventListener, ConnectionEventType };
@@ -30,8 +31,11 @@ export class StandxExchangeAdapter implements ExchangeAdapter {
private readonly gateway: StandxGateway; private readonly gateway: StandxGateway;
private readonly symbol: string; private readonly symbol: string;
private readonly safeInvoke = createSafeInvoke("StandxExchangeAdapter"); private initPromise: Promise<void> | null = null;
private readonly init: ReturnType<typeof createInitManager>; private readonly initContexts = new Set<string>();
private retryTimer: ReturnType<typeof setTimeout> | null = null;
private retryDelayMs = 3000;
private lastInitErrorAt = 0;
constructor(credentials: StandxCredentials = {}) { constructor(credentials: StandxCredentials = {}) {
const token = credentials.token ?? process.env.STANDX_TOKEN; const token = credentials.token ?? process.env.STANDX_TOKEN;
@@ -48,9 +52,6 @@ export class StandxExchangeAdapter implements ExchangeAdapter {
signingKey: credentials.signingKey, signingKey: credentials.signingKey,
logger: credentials.logger, logger: credentials.logger,
}); });
this.init = createInitManager("StandxExchangeAdapter", () =>
this.gateway.ensureInitialized(this.symbol),
);
} }
supportsTrailingStops(): boolean { supportsTrailingStops(): boolean {
@@ -58,52 +59,52 @@ export class StandxExchangeAdapter implements ExchangeAdapter {
} }
watchAccount(cb: AccountListener): void { watchAccount(cb: AccountListener): void {
void this.init.ensureInitialized("watchAccount"); void this.ensureInitialized("watchAccount");
this.gateway.onAccount(this.safeInvoke("watchAccount", cb)); this.gateway.onAccount(this.safeInvoke("watchAccount", cb));
} }
watchOrders(cb: OrderListener): void { watchOrders(cb: OrderListener): void {
void this.init.ensureInitialized("watchOrders"); void this.ensureInitialized("watchOrders");
this.gateway.onOrders(this.safeInvoke("watchOrders", cb)); this.gateway.onOrders(this.safeInvoke("watchOrders", cb));
} }
watchDepth(symbol: string, cb: DepthListener): void { watchDepth(symbol: string, cb: DepthListener): void {
void this.init.ensureInitialized("watchDepth"); void this.ensureInitialized("watchDepth");
this.gateway.onDepth(symbol, this.safeInvoke("watchDepth", cb)); this.gateway.onDepth(symbol, this.safeInvoke("watchDepth", cb));
} }
watchTicker(symbol: string, cb: TickerListener): void { watchTicker(symbol: string, cb: TickerListener): void {
void this.init.ensureInitialized("watchTicker"); void this.ensureInitialized("watchTicker");
this.gateway.onTicker(symbol, this.safeInvoke("watchTicker", cb)); this.gateway.onTicker(symbol, this.safeInvoke("watchTicker", cb));
} }
watchKlines(symbol: string, interval: string, cb: KlineListener): void { 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)); this.gateway.onKlines(symbol, interval, this.safeInvoke("watchKlines", cb));
} }
watchFundingRate(symbol: string, cb: FundingRateListener): void { watchFundingRate(symbol: string, cb: FundingRateListener): void {
void this.init.ensureInitialized("watchFundingRate"); void this.ensureInitialized("watchFundingRate");
this.gateway.onFundingRate(symbol, this.safeInvoke("watchFundingRate", cb)); this.gateway.onFundingRate(symbol, this.safeInvoke("watchFundingRate", cb));
} }
async createOrder(params: CreateOrderParams): Promise<Order> { async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
await this.init.ensureInitialized("createOrder"); await this.ensureInitialized("createOrder");
return this.gateway.createOrder(params); return this.gateway.createOrder(params);
} }
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> { async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
await this.init.ensureInitialized("cancelOrder"); await this.ensureInitialized("cancelOrder");
await this.gateway.cancelOrder(params); await this.gateway.cancelOrder(params);
} }
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> { 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); await this.gateway.cancelOrders(params);
} }
async cancelAllOrders(params: { symbol: string }): Promise<void> { async cancelAllOrders(params: { symbol: string }): Promise<void> {
await this.init.ensureInitialized("cancelAllOrders"); await this.ensureInitialized("cancelAllOrders");
await this.gateway.cancelAllOrders(params); await this.gateway.cancelAllOrders(params);
} }
@@ -150,18 +151,18 @@ export class StandxExchangeAdapter implements ExchangeAdapter {
* HTTP API * HTTP API
* *
*/ */
async queryOpenOrders(): Promise<Order[]> { async queryOpenOrders(): Promise<AsterOrder[]> {
await this.init.ensureInitialized("queryOpenOrders"); await this.ensureInitialized("queryOpenOrders");
return this.gateway.queryOpenOrders(this.symbol); return this.gateway.queryOpenOrders(this.symbol);
} }
async queryAccountSnapshot() { async queryAccountSnapshot() {
await this.init.ensureInitialized("queryAccountSnapshot"); await this.ensureInitialized("queryAccountSnapshot");
return this.gateway.queryAccountSnapshot(); return this.gateway.queryAccountSnapshot();
} }
async changeMarginMode(params: { symbol: string; marginMode: "isolated" | "cross" }): Promise<void> { 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); await this.gateway.changeMarginMode(params.symbol, params.marginMode);
} }
@@ -170,7 +171,69 @@ export class StandxExchangeAdapter implements ExchangeAdapter {
* *
*/ */
async forceCancelAllOrders(): Promise<boolean> { async forceCancelAllOrders(): Promise<boolean> {
await this.init.ensureInitialized("forceCancelAllOrders"); await this.ensureInitialized("forceCancelAllOrders");
return this.gateway.forceCancelAllOrders(this.symbol); 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);
}
} }
+33 -33
View File
@@ -14,13 +14,13 @@ import type {
TickerListener, TickerListener,
} from "../adapter"; } from "../adapter";
import type { import type {
AccountAsset, AsterAccountAsset,
AccountPosition, AsterAccountPosition,
AccountSnapshot, AsterAccountSnapshot,
Depth, AsterDepth,
Kline, AsterKline,
Order, AsterOrder,
Ticker, AsterTicker,
CreateOrderParams, CreateOrderParams,
OrderSide, OrderSide,
OrderType, OrderType,
@@ -77,7 +77,7 @@ type FundingState = {
}; };
type VirtualStop = { type VirtualStop = {
order: Order; order: AsterOrder;
stopPrice: number; stopPrice: number;
side: OrderSide; side: OrderSide;
symbol: string; symbol: string;
@@ -279,7 +279,7 @@ function resolutionFromInterval(interval: string): { resolution: string; seconds
return { resolution: "1", seconds: 60 }; return { resolution: "1", seconds: 60 };
} }
function mergeOrderSnapshot(map: Map<string, Order>, order: Order): void { function mergeOrderSnapshot(map: Map<string, AsterOrder>, order: AsterOrder): void {
const key = String(order.orderId); const key = String(order.orderId);
const existing = map.get(key); const existing = map.get(key);
if (!existing) { if (!existing) {
@@ -418,12 +418,12 @@ export class StandxGateway {
private readonly fundingListeners = new Map<string, Set<FundingRateListener>>(); private readonly fundingListeners = new Map<string, Set<FundingRateListener>>();
private readonly connectionListeners = new Set<ConnectionEventListener>(); private readonly connectionListeners = new Set<ConnectionEventListener>();
private readonly openOrders = new Map<string, Order>(); private readonly openOrders = new Map<string, AsterOrder>();
private readonly positions = new Map<string, AccountPosition>(); private readonly positions = new Map<string, AsterAccountPosition>();
private readonly balances = new Map<string, AccountAsset>(); private readonly balances = new Map<string, AsterAccountAsset>();
private readonly virtualStops = new Map<string, VirtualStop>(); private readonly virtualStops = new Map<string, VirtualStop>();
private accountSnapshot: AccountSnapshot | null = null; private accountSnapshot: AsterAccountSnapshot | null = null;
private readonly restHealthListeners = new Set<RestHealthListener>(); private readonly restHealthListeners = new Set<RestHealthListener>();
private restConsecutiveErrors = 0; private restConsecutiveErrors = 0;
private restUnhealthy = false; private restUnhealthy = false;
@@ -582,14 +582,14 @@ export class StandxGateway {
* HTTP API * HTTP API
* *
*/ */
async queryOpenOrders(symbol: string): Promise<Order[]> { async queryOpenOrders(symbol: string): Promise<AsterOrder[]> {
const normalized = normalizeSymbol(symbol); const normalized = normalizeSymbol(symbol);
const ordersPayload = await this.requestJson<unknown>("/api/query_open_orders", { const ordersPayload = await this.requestJson<unknown>("/api/query_open_orders", {
method: "GET", method: "GET",
params: { symbol: normalized }, params: { symbol: normalized },
}); });
const orders = extractOrders(ordersPayload); const orders = extractOrders(ordersPayload);
const result: Order[] = []; const result: AsterOrder[] = [];
for (const raw of orders) { for (const raw of orders) {
const order = this.mapOrder(raw); const order = this.mapOrder(raw);
result.push(order); result.push(order);
@@ -618,7 +618,7 @@ export class StandxGateway {
} }
} }
async createOrder(params: CreateOrderParams): Promise<Order> { async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
const normalizedSymbol = normalizeSymbol(params.symbol); const normalizedSymbol = normalizeSymbol(params.symbol);
if (params.type === "STOP_MARKET") { if (params.type === "STOP_MARKET") {
return this.createVirtualStopOrder(normalizedSymbol, params); return this.createVirtualStopOrder(normalizedSymbol, params);
@@ -785,7 +785,7 @@ export class StandxGateway {
}; };
} }
private async createVirtualStopOrder(symbol: string, params: CreateOrderParams): Promise<Order> { private async createVirtualStopOrder(symbol: string, params: CreateOrderParams): Promise<AsterOrder> {
const stopPrice = Number(params.stopPrice); const stopPrice = Number(params.stopPrice);
if (!Number.isFinite(stopPrice)) { if (!Number.isFinite(stopPrice)) {
throw new Error("STOP_MARKET requires stopPrice for StandX"); throw new Error("STOP_MARKET requires stopPrice for StandX");
@@ -796,7 +796,7 @@ export class StandxGateway {
} }
const now = Date.now(); const now = Date.now();
const clientOrderId = crypto.randomUUID(); const clientOrderId = crypto.randomUUID();
const order: Order = { const order: AsterOrder = {
orderId: clientOrderId, orderId: clientOrderId,
clientOrderId, clientOrderId,
symbol, symbol,
@@ -825,7 +825,7 @@ export class StandxGateway {
return order; return order;
} }
private async submitOrder(symbol: string, params: CreateOrderParams): Promise<Order> { private async submitOrder(symbol: string, params: CreateOrderParams): Promise<AsterOrder> {
const orderType = params.type === "MARKET" ? "market" : "limit"; const orderType = params.type === "MARKET" ? "market" : "limit";
const clientOrderId = crypto.randomUUID(); const clientOrderId = crypto.randomUUID();
const qty = toDecimalString(params.quantity); const qty = toDecimalString(params.quantity);
@@ -870,7 +870,7 @@ export class StandxGateway {
throw new Error(response.message ?? "StandX order rejected"); throw new Error(response.message ?? "StandX order rejected");
} }
const now = Date.now(); const now = Date.now();
const order: Order = { const order: AsterOrder = {
orderId: clientOrderId, orderId: clientOrderId,
clientOrderId, clientOrderId,
symbol, symbol,
@@ -1038,7 +1038,7 @@ export class StandxGateway {
} }
this.logDebug("ws depth stats", detail); this.logDebug("ws depth stats", detail);
} }
const depth: Depth = { const depth: AsterDepth = {
lastUpdateId: Number(message.seq ?? Date.now()), lastUpdateId: Number(message.seq ?? Date.now()),
bids: finalBids, bids: finalBids,
asks: finalAsks, asks: finalAsks,
@@ -1355,7 +1355,7 @@ export class StandxGateway {
console.log(`[StandxGateway] ws raw`, output); console.log(`[StandxGateway] ws raw`, output);
} }
private emitDepth(symbol: string, depth: Depth): void { private emitDepth(symbol: string, depth: AsterDepth): void {
const listeners = this.depthListeners.get(normalizeSymbol(symbol)); const listeners = this.depthListeners.get(normalizeSymbol(symbol));
if (!listeners) return; if (!listeners) return;
for (const listener of listeners) { for (const listener of listeners) {
@@ -1367,7 +1367,7 @@ export class StandxGateway {
} }
} }
private emitTicker(symbol: string, ticker: Ticker): void { private emitTicker(symbol: string, ticker: AsterTicker): void {
const listeners = this.tickerListeners.get(normalizeSymbol(symbol)); const listeners = this.tickerListeners.get(normalizeSymbol(symbol));
if (!listeners) return; if (!listeners) return;
const price = Number(ticker.lastPrice); const price = Number(ticker.lastPrice);
@@ -1406,7 +1406,7 @@ export class StandxGateway {
(sum, position) => sum + Number(position.unrealizedProfit ?? 0), (sum, position) => sum + Number(position.unrealizedProfit ?? 0),
0 0
); );
const snapshot: AccountSnapshot = { const snapshot: AsterAccountSnapshot = {
canTrade: true, canTrade: true,
canDeposit: true, canDeposit: true,
canWithdraw: true, canWithdraw: true,
@@ -1427,7 +1427,7 @@ export class StandxGateway {
} }
} }
private async refreshAccountSnapshot(): Promise<AccountSnapshot | null> { private async refreshAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
try { try {
const [balance, positions] = await Promise.all([ const [balance, positions] = await Promise.all([
this.requestJson<StandxBalanceSnapshot>("/api/query_balance", { method: "GET" }), this.requestJson<StandxBalanceSnapshot>("/api/query_balance", { method: "GET" }),
@@ -1444,7 +1444,7 @@ export class StandxGateway {
} }
if (balance) { if (balance) {
const token = "DUSD"; const token = "DUSD";
const asset: AccountAsset = { const asset: AsterAccountAsset = {
asset: token, asset: token,
walletBalance: String(balance.balance ?? "0"), walletBalance: String(balance.balance ?? "0"),
availableBalance: String(balance.cross_available ?? balance.balance ?? "0"), availableBalance: String(balance.cross_available ?? balance.balance ?? "0"),
@@ -1461,7 +1461,7 @@ export class StandxGateway {
} }
} }
async queryAccountSnapshot(): Promise<AccountSnapshot | null> { async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
return await this.refreshAccountSnapshot(); return await this.refreshAccountSnapshot();
} }
@@ -1515,7 +1515,7 @@ export class StandxGateway {
if (!data?.symbol) return; if (!data?.symbol) return;
const bids = normalizeDepthLevels((data.bids ?? []).map(([price, qty]) => [String(price), String(qty)]), "bid"); const bids = normalizeDepthLevels((data.bids ?? []).map(([price, qty]) => [String(price), String(qty)]), "bid");
const asks = normalizeDepthLevels((data.asks ?? []).map(([price, qty]) => [String(price), String(qty)]), "ask"); const asks = normalizeDepthLevels((data.asks ?? []).map(([price, qty]) => [String(price), String(qty)]), "ask");
const depth: Depth = { const depth: AsterDepth = {
lastUpdateId: Date.now(), lastUpdateId: Date.now(),
bids, bids,
asks, asks,
@@ -1554,7 +1554,7 @@ export class StandxGateway {
}, },
}); });
if (!response || response.s !== "ok" || !Array.isArray(response.t)) return; if (!response || response.s !== "ok" || !Array.isArray(response.t)) return;
const klines: Kline[] = response.t.map((openTime, index) => { const klines: AsterKline[] = response.t.map((openTime, index) => {
const o = response.o?.[index]; const o = response.o?.[index];
const h = response.h?.[index]; const h = response.h?.[index];
const l = response.l?.[index]; const l = response.l?.[index];
@@ -1647,7 +1647,7 @@ export class StandxGateway {
} }
} }
private mapOrder(data: StandxOrder): Order { private mapOrder(data: StandxOrder): AsterOrder {
const clientOrderId = data.cl_ord_id ? String(data.cl_ord_id) : data.id != null ? String(data.id) : ""; const clientOrderId = data.cl_ord_id ? String(data.cl_ord_id) : data.id != null ? String(data.id) : "";
const orderId = clientOrderId || (data.id != null ? String(data.id) : "") || crypto.randomUUID(); const orderId = clientOrderId || (data.id != null ? String(data.id) : "") || crypto.randomUUID();
const normalizedClientId = clientOrderId || orderId; const normalizedClientId = clientOrderId || orderId;
@@ -1675,7 +1675,7 @@ export class StandxGateway {
}; };
} }
private mapPosition(data: StandxPosition): AccountPosition { private mapPosition(data: StandxPosition): AsterAccountPosition {
return { return {
symbol: data.symbol, symbol: data.symbol,
positionAmt: String(data.qty ?? "0"), positionAmt: String(data.qty ?? "0"),
@@ -1690,7 +1690,7 @@ export class StandxGateway {
}; };
} }
private mapBalance(data: StandxBalance): AccountAsset { private mapBalance(data: StandxBalance): AsterAccountAsset {
const walletBalance = data.total ?? data.free ?? "0"; const walletBalance = data.total ?? data.free ?? "0";
const availableBalance = data.free ?? walletBalance; const availableBalance = data.free ?? walletBalance;
return { return {
@@ -1701,7 +1701,7 @@ export class StandxGateway {
}; };
} }
private mapTicker(data: StandxPrice): Ticker { private mapTicker(data: StandxPrice): AsterTicker {
const spread = data.spread ?? [data.spread_bid ?? "0", data.spread_ask ?? "0"]; const spread = data.spread ?? [data.spread_bid ?? "0", data.spread_ask ?? "0"];
const lastPrice = data.last_price ?? data.mark_price ?? data.index_price ?? data.mid_price ?? "0"; const lastPrice = data.last_price ?? data.mark_price ?? data.index_price ?? data.mid_price ?? "0";
return { return {
+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({ function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
exchangeName: "StandX", if (params.quantity === undefined) {
defaultLimitTimeInForce: "GTX", params.quantity = intent.quantity;
defaultMarketTimeInForce: "IOC", }
defaultCloseTimeInForce: "IOC", if (params.timeInForce === undefined && intent.timeInForce) {
supportsTrailingStop: false, params.timeInForce = intent.timeInForce;
supportsTriggerType: false, }
stopDefaultReduceOnly: true, if (intent.reduceOnly !== undefined) {
stopDefaultClosePosition: true, params.reduceOnly = toStringBoolean(intent.reduceOnly);
closeDefaultClosePosition: true, }
}); if (intent.closePosition !== undefined) {
params.closePosition = toStringBoolean(intent.closePosition);
}
return params;
}
export const { export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
createLimitOrder, const params: CreateOrderParams = applyCommonFields(
createMarketOrder, {
createStopOrder, symbol: intent.symbol,
createTrailingStopOrder, side: intent.side,
createClosePositionOrder, type: "LIMIT",
} = handlers; 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);
}
+465 -15
View File
@@ -25,12 +25,12 @@ export interface CreateOrderParams {
reduceOnly?: StringBoolean; reduceOnly?: StringBoolean;
closePosition?: StringBoolean; closePosition?: StringBoolean;
triggerType?: "UNSPECIFIED" | "TAKE_PROFIT" | "STOP_LOSS"; triggerType?: "UNSPECIFIED" | "TAKE_PROFIT" | "STOP_LOSS";
slPrice?: number; // StandX TPSL 参数
tpPrice?: number; slPrice?: number; // 止损价格
clientOrderId?: string; tpPrice?: number; // 止盈价格
} }
export interface AccountPosition { export interface AsterAccountPosition {
symbol: string; symbol: string;
positionAmt: string; positionAmt: string;
entryPrice: string; entryPrice: string;
@@ -51,7 +51,210 @@ export interface AccountPosition {
markPrice?: string; 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; asset: string;
walletBalance: string; walletBalance: string;
availableBalance: string; availableBalance: string;
@@ -69,7 +272,7 @@ export interface AccountAsset {
marginAvailable?: boolean; marginAvailable?: boolean;
} }
export interface AccountSnapshot { export interface AsterAccountSnapshot {
canTrade: boolean; canTrade: boolean;
canDeposit: boolean; canDeposit: boolean;
canWithdraw: boolean; canWithdraw: boolean;
@@ -85,8 +288,8 @@ export interface AccountSnapshot {
totalCrossUnPnl?: string; totalCrossUnPnl?: string;
availableBalance?: string; availableBalance?: string;
maxWithdrawAmount?: string; maxWithdrawAmount?: string;
positions: AccountPosition[]; positions: AsterAccountPosition[];
assets: AccountAsset[]; assets: AsterAccountAsset[];
marketType?: "perp" | "spot"; marketType?: "perp" | "spot";
baseAsset?: string; baseAsset?: string;
quoteAsset?: string; quoteAsset?: string;
@@ -94,22 +297,22 @@ export interface AccountSnapshot {
quoteAssetId?: number; quoteAssetId?: number;
} }
export interface DepthLevel extends Array<string> { export interface AsterDepthLevel extends Array<string> {
0: string; // price 0: string; // price
1: string; // quantity 1: string; // quantity
} }
export interface Depth { export interface AsterDepth {
lastUpdateId: number; lastUpdateId: number;
bids: DepthLevel[]; bids: AsterDepthLevel[];
asks: DepthLevel[]; asks: AsterDepthLevel[];
eventTime?: number; eventTime?: number;
eventType?: string; eventType?: string;
tradeTime?: number; tradeTime?: number;
symbol?: string; symbol?: string;
} }
export interface Ticker { export interface AsterTicker {
symbol: string; symbol: string;
lastPrice: string; lastPrice: string;
openPrice: string; openPrice: string;
@@ -133,7 +336,254 @@ export interface Ticker {
count?: number; 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; eventType?: string;
eventTime?: number; eventTime?: number;
symbol?: string; symbol?: string;
@@ -154,7 +604,7 @@ export interface Kline {
isClosed?: boolean; isClosed?: boolean;
} }
export interface Order { export interface AsterOrder {
orderId: number | string; orderId: number | string;
clientOrderId: string; clientOrderId: string;
symbol: string; symbol: string;
+1
View File
@@ -4,6 +4,7 @@ import { App } from "./ui/App";
import { setupGlobalErrorHandlers } from "./runtime-errors"; import { setupGlobalErrorHandlers } from "./runtime-errors";
import { parseCliArgs, printCliHelp } from "./cli/args"; import { parseCliArgs, printCliHelp } from "./cli/args";
import { startStrategy } from "./cli/strategy-runner"; import { startStrategy } from "./cli/strategy-runner";
import { resolveExchangeId } from "./exchanges/create-adapter";
import { CommandParseError, parseCommandArgv, printCommandHelp } from "./cli/command-parser"; import { CommandParseError, parseCommandArgv, printCommandHelp } from "./cli/command-parser";
import { executeCliCommand, renderCommandPayload } from "./cli/command-executor"; import { executeCliCommand, renderCommandPayload } from "./cli/command-executor";
+9 -10
View File
@@ -1,8 +1,7 @@
import type { BasisArbConfig } from "../config"; import type { BasisArbConfig } from "../config";
import type { ExchangeAdapter, FundingRateSnapshot } from "../exchanges/adapter"; import type { ExchangeAdapter, FundingRateSnapshot } from "../exchanges/adapter";
import type { AccountSnapshot, Depth } from "../exchanges/types"; import type { AsterAccountSnapshot, AsterDepth, AsterSpotBookTicker } from "../exchanges/types";
import type { AsterSpotBookTicker } from "../exchanges/aster/types"; import { AsterSpotRestClient, AsterRestClient } from "../exchanges/aster/client";
import { AsterSpotRestClient, AsterRestClient } from "../exchanges/aster/gateway";
import { createTradeLog, type TradeLogEntry } from "../logging/trade-log"; import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
import { StrategyEventEmitter } from "./common/event-emitter"; import { StrategyEventEmitter } from "./common/event-emitter";
import { safeSubscribe, type LogHandler } from "./common/subscriptions"; import { safeSubscribe, type LogHandler } from "./common/subscriptions";
@@ -156,7 +155,7 @@ export class BasisArbEngine {
private bootstrap(): void { private bootstrap(): void {
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail); const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
safeSubscribe<Depth>( safeSubscribe<AsterDepth>(
this.exchange.watchDepth.bind(this.exchange, this.config.futuresSymbol), this.exchange.watchDepth.bind(this.exchange, this.config.futuresSymbol),
(depth) => { (depth) => {
this.applyFuturesDepth(depth); this.applyFuturesDepth(depth);
@@ -169,7 +168,7 @@ export class BasisArbEngine {
); );
if (this.exchange.id === "nado" || this.exchange.id === "standx" || this.exchange.id === "binance") { if (this.exchange.id === "nado" || this.exchange.id === "standx" || this.exchange.id === "binance") {
safeSubscribe<Depth>( safeSubscribe<AsterDepth>(
this.exchange.watchDepth.bind(this.exchange, this.config.spotSymbol), this.exchange.watchDepth.bind(this.exchange, this.config.spotSymbol),
(depth) => { (depth) => {
this.applySpotDepth(depth); this.applySpotDepth(depth);
@@ -197,7 +196,7 @@ export class BasisArbEngine {
); );
} }
safeSubscribe<AccountSnapshot>( safeSubscribe<AsterAccountSnapshot>(
this.exchange.watchAccount.bind(this.exchange), this.exchange.watchAccount.bind(this.exchange),
(snapshot) => { (snapshot) => {
this.applyAccountSnapshot(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) { if (!depth?.bids?.length || !depth?.asks?.length) {
return; return;
} }
@@ -361,7 +360,7 @@ export class BasisArbEngine {
this.emitUpdate(); this.emitUpdate();
} }
private applySpotDepth(depth: Depth): void { private applySpotDepth(depth: AsterDepth): void {
if (!depth?.bids?.length || !depth?.asks?.length) { if (!depth?.bids?.length || !depth?.asks?.length) {
return; return;
} }
@@ -396,7 +395,7 @@ export class BasisArbEngine {
this.emitUpdate(); this.emitUpdate();
} }
private applyAccountSnapshot(snapshot: AccountSnapshot): void { private applyAccountSnapshot(snapshot: AsterAccountSnapshot): void {
const assets = Array.isArray(snapshot.assets) ? snapshot.assets : []; const assets = Array.isArray(snapshot.assets) ? snapshot.assets : [];
const spotBalances: SpotBalanceStateEntry[] = []; const spotBalances: SpotBalanceStateEntry[] = [];
@@ -410,7 +409,7 @@ export class BasisArbEngine {
if (!Number.isFinite(wallet) || !Number.isFinite(available)) continue; if (!Number.isFinite(wallet) || !Number.isFinite(available)) continue;
if (Math.abs(wallet) === 0 && Math.abs(available) === 0) continue; if (Math.abs(wallet) === 0 && Math.abs(available) === 0) continue;
const isTaggedFuturesAsset = name.endsWith("0"); const isTaggedFuturesAsset = /0$/.test(name);
if (isTaggedFuturesAsset) { if (isTaggedFuturesAsset) {
futuresBalances.push({ asset: name.replace(/0$/, ""), wallet, available }); futuresBalances.push({ asset: name.replace(/0$/, ""), wallet, available });
continue; continue;
+10 -10
View File
@@ -1,5 +1,5 @@
import NodeWebSocket from "ws"; import NodeWebSocket from "ws";
import type { DepthLevel } from "../../exchanges/types"; import type { AsterDepthLevel } from "../../exchanges/types";
import type { DepthImbalance } from "../../utils/depth"; import type { DepthImbalance } from "../../utils/depth";
const WebSocketCtor: typeof globalThis.WebSocket = const WebSocketCtor: typeof globalThis.WebSocket =
@@ -56,14 +56,14 @@ export type BinanceConnectionListener = (state: BinanceConnectionState) => void;
interface DepthUpdateEvent { interface DepthUpdateEvent {
U: number; U: number;
u: number; u: number;
bids: DepthLevel[]; bids: AsterDepthLevel[];
asks: DepthLevel[]; asks: AsterDepthLevel[];
} }
interface DepthSnapshotResponse { interface DepthSnapshotResponse {
lastUpdateId: number; lastUpdateId: number;
bids: DepthLevel[]; bids: AsterDepthLevel[];
asks: DepthLevel[]; asks: AsterDepthLevel[];
} }
export class BinanceDepthTracker { export class BinanceDepthTracker {
@@ -540,7 +540,7 @@ export class BinanceDepthTracker {
return true; 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) { for (const level of levels) {
const priceRaw = level?.[0]; const priceRaw = level?.[0];
const qtyRaw = level?.[1]; const qtyRaw = level?.[1];
@@ -657,8 +657,8 @@ export class BinanceDepthTracker {
throw new Error("invalid lastUpdateId"); throw new Error("invalid lastUpdateId");
} }
const bids = Array.isArray(json.bids) ? (json.bids as DepthLevel[]) : []; const bids = Array.isArray(json.bids) ? (json.bids as AsterDepthLevel[]) : [];
const asks = Array.isArray(json.asks) ? (json.asks as DepthLevel[]) : []; const asks = Array.isArray(json.asks) ? (json.asks as AsterDepthLevel[]) : [];
this.lastRestSyncAt = Date.now(); this.lastRestSyncAt = Date.now();
this.restConsecutiveFailures = 0; this.restConsecutiveFailures = 0;
this.restLastError = null; this.restLastError = null;
@@ -697,8 +697,8 @@ export class BinanceDepthTracker {
const bidsRaw = Array.isArray(payload.b) ? payload.b : []; const bidsRaw = Array.isArray(payload.b) ? payload.b : [];
const asksRaw = Array.isArray(payload.a) ? payload.a : []; const asksRaw = Array.isArray(payload.a) ? payload.a : [];
const bids = bidsRaw.filter((level): level is 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 DepthLevel => Array.isArray(level)) as DepthLevel[]; const asks = asksRaw.filter((level): level is AsterDepthLevel => Array.isArray(level)) as AsterDepthLevel[];
return { U, u, bids, asks }; return { U, u, bids, asks };
} catch { } catch {
+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 DATA_DIR = process.env.GRID_DATA_DIR?.trim() || path.resolve("data");
const GRID_FILE = path.resolve(DATA_DIR, "grid-record.json"); 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 { export interface StoredGridState {
symbol: string; symbol: string;
lowerPrice: number; lowerPrice: number;
@@ -26,8 +13,8 @@ export interface StoredGridState {
orderSize: number; orderSize: number;
maxPositionSize: number; maxPositionSize: number;
direction: GridDirection; direction: GridDirection;
/** Per-level state: key is level index string */ longExposure: Record<string, number>;
levels: Record<string, StoredLevelInfo>; shortExposure: Record<string, number>;
updatedAt: number; updatedAt: number;
} }
File diff suppressed because it is too large Load Diff
+17 -17
View File
@@ -1,6 +1,6 @@
import type { TradingConfig } from "../config"; import type { TradingConfig } from "../config";
import type { ExchangeAdapter } from "../exchanges/adapter"; import type { ExchangeAdapter } from "../exchanges/adapter";
import type { AccountSnapshot, Order, Ticker } from "../exchanges/types"; import type { AsterAccountSnapshot, AsterOrder, AsterTicker } from "../exchanges/types";
import { import {
calcStopLossPrice, calcStopLossPrice,
calcTrailingActivationPrice, calcTrailingActivationPrice,
@@ -30,11 +30,11 @@ export interface GuardianEngineSnapshot {
unrealized: number; unrealized: number;
targetStopPrice: number | null; targetStopPrice: number | null;
trailingActivationPrice: number | null; trailingActivationPrice: number | null;
stopOrder: Order | null; stopOrder: AsterOrder | null;
trailingOrder: Order | null; trailingOrder: AsterOrder | null;
requiresStop: boolean; requiresStop: boolean;
tradeLog: TradeLogEntry[]; tradeLog: TradeLogEntry[];
openOrders: Order[]; openOrders: AsterOrder[];
lastUpdated: number | null; lastUpdated: number | null;
guardStatus: "idle" | "protecting" | "pending"; guardStatus: "idle" | "protecting" | "pending";
} }
@@ -43,9 +43,9 @@ type GuardianEngineEvent = "update";
type GuardianEngineListener = (snapshot: GuardianEngineSnapshot) => void; type GuardianEngineListener = (snapshot: GuardianEngineSnapshot) => void;
export class GuardianEngine { export class GuardianEngine {
private accountSnapshot: AccountSnapshot | null = null; private accountSnapshot: AsterAccountSnapshot | null = null;
private openOrders: Order[] = []; private openOrders: AsterOrder[] = [];
private tickerSnapshot: Ticker | null = null; private tickerSnapshot: AsterTicker | null = null;
private readonly locks: OrderLockMap = {}; private readonly locks: OrderLockMap = {};
private readonly timers: OrderTimerMap = {}; private readonly timers: OrderTimerMap = {};
@@ -101,7 +101,7 @@ export class GuardianEngine {
private bootstrap(): void { private bootstrap(): void {
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail); const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
safeSubscribe<AccountSnapshot>( safeSubscribe<AsterAccountSnapshot>(
this.exchange.watchAccount.bind(this.exchange), this.exchange.watchAccount.bind(this.exchange),
(snapshot) => { (snapshot) => {
this.accountSnapshot = snapshot; this.accountSnapshot = snapshot;
@@ -114,7 +114,7 @@ export class GuardianEngine {
} }
); );
safeSubscribe<Order[]>( safeSubscribe<AsterOrder[]>(
this.exchange.watchOrders.bind(this.exchange), this.exchange.watchOrders.bind(this.exchange),
(orders) => { (orders) => {
this.synchronizeLocks(orders); this.synchronizeLocks(orders);
@@ -141,7 +141,7 @@ export class GuardianEngine {
} }
); );
safeSubscribe<Ticker>( safeSubscribe<AsterTicker>(
this.exchange.watchTicker.bind(this.exchange, this.config.symbol), this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
(ticker) => { (ticker) => {
this.tickerSnapshot = ticker; this.tickerSnapshot = ticker;
@@ -155,7 +155,7 @@ export class GuardianEngine {
); );
} }
private synchronizeLocks(orders: Order[] | null | undefined): void { private synchronizeLocks(orders: AsterOrder[] | null | undefined): void {
const list = Array.isArray(orders) ? orders : []; const list = Array.isArray(orders) ? orders : [];
Object.keys(this.pending).forEach((type) => { Object.keys(this.pending).forEach((type) => {
const pendingId = this.pending[type]; const pendingId = this.pending[type];
@@ -261,8 +261,8 @@ export class GuardianEngine {
price: number; price: number;
stopPrice: number; stopPrice: number;
activationPrice: number; activationPrice: number;
currentStop?: Order; currentStop?: AsterOrder;
currentTrailing?: Order; currentTrailing?: AsterOrder;
}): Promise<void> { }): Promise<void> {
const { position, direction, stopSide, price, stopPrice, activationPrice, currentStop, currentTrailing } = params; const { position, direction, stopSide, price, stopPrice, activationPrice, currentStop, currentTrailing } = params;
@@ -416,7 +416,7 @@ export class GuardianEngine {
private async tryReplaceStop( private async tryReplaceStop(
side: "BUY" | "SELL", side: "BUY" | "SELL",
currentOrder: Order, currentOrder: AsterOrder,
nextStopPrice: number, nextStopPrice: number,
lastPrice: number lastPrice: number
): Promise<void> { ): 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) { if (order.symbol !== this.config.symbol) {
return false; return false;
} }
@@ -571,14 +571,14 @@ export class GuardianEngine {
return type === "STOP_MARKET" || hasStopPrice; return type === "STOP_MARKET" || hasStopPrice;
} }
private findStopOrder(side: "BUY" | "SELL"): Order | undefined { private findStopOrder(side: "BUY" | "SELL"): AsterOrder | undefined {
return this.openOrders.find((order) => { return this.openOrders.find((order) => {
const hasStopPrice = Number.isFinite(Number(order.stopPrice)) && Number(order.stopPrice) > 0; const hasStopPrice = Number.isFinite(Number(order.stopPrice)) && Number(order.stopPrice) > 0;
return order.side === side && (order.type === "STOP_MARKET" || hasStopPrice); return order.side === side && (order.type === "STOP_MARKET" || hasStopPrice);
}); });
} }
private findTrailingOrder(side: "BUY" | "SELL"): Order | undefined { private findTrailingOrder(side: "BUY" | "SELL"): AsterOrder | undefined {
return this.openOrders.find((order) => order.type === "TRAILING_STOP_MARKET" && order.side === side); return this.openOrders.find((order) => order.type === "TRAILING_STOP_MARKET" && order.side === side);
} }
+20 -20
View File
@@ -1,11 +1,11 @@
import type { LiquidityMakerConfig } from "../config"; import type { LiquidityMakerConfig } from "../config";
import type { ExchangeAdapter } from "../exchanges/adapter"; import type { ExchangeAdapter } from "../exchanges/adapter";
import type { import type {
AccountSnapshot, AsterAccountSnapshot,
Depth, AsterDepth,
Kline, AsterKline,
Order, AsterOrder,
Ticker, AsterTicker,
} from "../exchanges/types"; } from "../exchanges/types";
import { formatPriceToString } from "../utils/math"; import { formatPriceToString } from "../utils/math";
import { createTradeLog } from "../logging/trade-log"; import { createTradeLog } from "../logging/trade-log";
@@ -65,12 +65,12 @@ type MakerListener = (snapshot: LiquidityMakerEngineSnapshot) => void;
const EPS = 1e-5; const EPS = 1e-5;
export class LiquidityMakerEngine { export class LiquidityMakerEngine {
private accountSnapshot: AccountSnapshot | null = null; private accountSnapshot: AsterAccountSnapshot | null = null;
private depthSnapshot: Depth | null = null; private depthSnapshot: AsterDepth | null = null;
private tickerSnapshot: Ticker | null = null; private tickerSnapshot: AsterTicker | null = null;
private lastKline: Kline | null = null; private lastKline: AsterKline | null = null;
private liveCandle: { startMs: number; open: number; close: number } | null = null; private liveCandle: { startMs: number; open: number; close: number } | null = null;
private openOrders: Order[] = []; private openOrders: AsterOrder[] = [];
private readonly locks: OrderLockMap = {}; private readonly locks: OrderLockMap = {};
private readonly timers: OrderTimerMap = {}; private readonly timers: OrderTimerMap = {};
@@ -180,7 +180,7 @@ export class LiquidityMakerEngine {
private bootstrap(): void { private bootstrap(): void {
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail); const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
safeSubscribe<AccountSnapshot>( safeSubscribe<AsterAccountSnapshot>(
this.exchange.watchAccount.bind(this.exchange), this.exchange.watchAccount.bind(this.exchange),
(snapshot) => { (snapshot) => {
this.accountSnapshot = snapshot; this.accountSnapshot = snapshot;
@@ -224,7 +224,7 @@ export class LiquidityMakerEngine {
} }
); );
safeSubscribe<Order[]>( safeSubscribe<AsterOrder[]>(
this.exchange.watchOrders.bind(this.exchange), this.exchange.watchOrders.bind(this.exchange),
(orders) => { (orders) => {
this.syncLocksWithOrders(orders); this.syncLocksWithOrders(orders);
@@ -232,7 +232,7 @@ export class LiquidityMakerEngine {
// 检测成交:对比上一轮的订单ID // 检测成交:对比上一轮的订单ID
const currentIds = new Set<string>(); const currentIds = new Set<string>();
const activeOrders: Order[] = []; const activeOrders: AsterOrder[] = [];
if (Array.isArray(orders)) { if (Array.isArray(orders)) {
for (const order of orders) { for (const order of orders) {
@@ -268,7 +268,7 @@ export class LiquidityMakerEngine {
} }
); );
safeSubscribe<Depth>( safeSubscribe<AsterDepth>(
this.exchange.watchDepth.bind(this.exchange, this.config.symbol), this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
(depth) => { (depth) => {
this.depthSnapshot = depth; this.depthSnapshot = depth;
@@ -282,7 +282,7 @@ export class LiquidityMakerEngine {
} }
); );
safeSubscribe<Ticker>( safeSubscribe<AsterTicker>(
this.exchange.watchTicker.bind(this.exchange, this.config.symbol), this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
(ticker) => { (ticker) => {
this.tickerSnapshot = ticker; this.tickerSnapshot = ticker;
@@ -296,7 +296,7 @@ export class LiquidityMakerEngine {
} }
); );
safeSubscribe<Kline[]>( safeSubscribe<AsterKline[]>(
this.exchange.watchKlines.bind(this.exchange, this.config.symbol, "1m"), this.exchange.watchKlines.bind(this.exchange, this.config.symbol, "1m"),
(klines) => { (klines) => {
if (!Array.isArray(klines) || !klines.length) return; if (!Array.isArray(klines) || !klines.length) return;
@@ -318,7 +318,7 @@ export class LiquidityMakerEngine {
} }
/** 检测成交订单 */ /** 检测成交订单 */
private detectFills(orders: Order[] | null | undefined): void { private detectFills(orders: AsterOrder[] | null | undefined): void {
if (!Array.isArray(orders)) return; if (!Array.isArray(orders)) return;
// 查找已成交或部分成交的订单 // 查找已成交或部分成交的订单
@@ -357,7 +357,7 @@ export class LiquidityMakerEngine {
} }
} }
private syncLocksWithOrders(orders: Order[] | null | undefined): void { private syncLocksWithOrders(orders: AsterOrder[] | null | undefined): void {
const list = Array.isArray(orders) ? orders : []; const list = Array.isArray(orders) ? orders : [];
Object.keys(this.pending).forEach((type) => { Object.keys(this.pending).forEach((type) => {
const pendingId = this.pending[type]; const pendingId = this.pending[type];
@@ -759,7 +759,7 @@ export class LiquidityMakerEngine {
* depthImbalanceRatio * depthImbalanceRatio
* 簿 * 簿
*/ */
private evaluateDepth(depth: Depth): { private evaluateDepth(depth: AsterDepth): {
buySum: number; buySum: number;
sellSum: number; sellSum: number;
skipBuySide: boolean; skipBuySide: boolean;
@@ -1186,7 +1186,7 @@ export class LiquidityMakerEngine {
return position; return position;
} }
private getSpotBalances(snapshot: 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 ?? []; const assets = snapshot?.assets ?? [];
if (!assets.length) return null; if (!assets.length) return null;
const parsed = parseSymbolParts(this.config.symbol); const parsed = parseSymbolParts(this.config.symbol);
+15 -14
View File
@@ -1,10 +1,11 @@
import type { MakerConfig } from "../config"; import type { MakerConfig } from "../config";
import type { ExchangeAdapter } from "../exchanges/adapter"; import type { ExchangeAdapter } from "../exchanges/adapter";
import type { import type {
AccountSnapshot, AsterAccountSnapshot,
Depth, AsterDepth,
Order, AsterKline,
Ticker, AsterOrder,
AsterTicker,
} from "../exchanges/types"; } from "../exchanges/types";
import { formatPriceToString } from "../utils/math"; import { formatPriceToString } from "../utils/math";
import { createTradeLog, type TradeLogEntry } from "../logging/trade-log"; import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
@@ -47,7 +48,7 @@ export interface MakerEngineSnapshot {
pnl: number; pnl: number;
accountUnrealized: number; accountUnrealized: number;
sessionVolume: number; sessionVolume: number;
openOrders: Order[]; openOrders: AsterOrder[];
desiredOrders: DesiredOrder[]; desiredOrders: DesiredOrder[];
tradeLog: TradeLogEntry[]; tradeLog: TradeLogEntry[];
lastUpdated: number | null; lastUpdated: number | null;
@@ -66,10 +67,10 @@ const EPS = 1e-5;
const INSUFFICIENT_BALANCE_COOLDOWN_MS = 15_000; const INSUFFICIENT_BALANCE_COOLDOWN_MS = 15_000;
export class MakerEngine { export class MakerEngine {
private accountSnapshot: AccountSnapshot | null = null; private accountSnapshot: AsterAccountSnapshot | null = null;
private depthSnapshot: Depth | null = null; private depthSnapshot: AsterDepth | null = null;
private tickerSnapshot: Ticker | null = null; private tickerSnapshot: AsterTicker | null = null;
private openOrders: Order[] = []; private openOrders: AsterOrder[] = [];
private readonly locks: OrderLockMap = {}; private readonly locks: OrderLockMap = {};
private readonly timers: OrderTimerMap = {}; private readonly timers: OrderTimerMap = {};
@@ -154,7 +155,7 @@ export class MakerEngine {
private bootstrap(): void { private bootstrap(): void {
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail); const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
safeSubscribe<AccountSnapshot>( safeSubscribe<AsterAccountSnapshot>(
this.exchange.watchAccount.bind(this.exchange), this.exchange.watchAccount.bind(this.exchange),
(snapshot) => { (snapshot) => {
this.accountSnapshot = snapshot; this.accountSnapshot = snapshot;
@@ -178,7 +179,7 @@ export class MakerEngine {
} }
); );
safeSubscribe<Order[]>( safeSubscribe<AsterOrder[]>(
this.exchange.watchOrders.bind(this.exchange), this.exchange.watchOrders.bind(this.exchange),
(orders) => { (orders) => {
this.syncLocksWithOrders(orders); this.syncLocksWithOrders(orders);
@@ -211,7 +212,7 @@ export class MakerEngine {
} }
); );
safeSubscribe<Depth>( safeSubscribe<AsterDepth>(
this.exchange.watchDepth.bind(this.exchange, this.config.symbol), this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
(depth) => { (depth) => {
this.depthSnapshot = depth; this.depthSnapshot = depth;
@@ -229,7 +230,7 @@ export class MakerEngine {
} }
); );
safeSubscribe<Ticker>( safeSubscribe<AsterTicker>(
this.exchange.watchTicker.bind(this.exchange, this.config.symbol), this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
(ticker) => { (ticker) => {
this.tickerSnapshot = ticker; this.tickerSnapshot = ticker;
@@ -250,7 +251,7 @@ export class MakerEngine {
// Maker strategy does not require realtime klines. // 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 : []; const list = Array.isArray(orders) ? orders : [];
Object.keys(this.pending).forEach((type) => { Object.keys(this.pending).forEach((type) => {
const pendingId = this.pending[type]; const pendingId = this.pending[type];
+20 -20
View File
@@ -1,10 +1,10 @@
import type { MakerPointsConfig } from "../config"; import type { MakerPointsConfig } from "../config";
import type { ExchangeAdapter } from "../exchanges/adapter"; import type { ExchangeAdapter } from "../exchanges/adapter";
import type { import type {
AccountSnapshot, AsterAccountSnapshot,
Depth, AsterDepth,
Order, AsterOrder,
Ticker, AsterTicker,
} from "../exchanges/types"; } from "../exchanges/types";
import { formatPriceToString } from "../utils/math"; import { formatPriceToString } from "../utils/math";
import { createTradeLog, type TradeLogEntry } from "../logging/trade-log"; import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
@@ -59,7 +59,7 @@ export interface MakerPointsSnapshot {
pnl: number; pnl: number;
accountUnrealized: number; accountUnrealized: number;
sessionVolume: number; sessionVolume: number;
openOrders: Order[]; openOrders: AsterOrder[];
desiredOrders: DesiredOrder[]; desiredOrders: DesiredOrder[];
tradeLog: TradeLogEntry[]; tradeLog: TradeLogEntry[];
lastUpdated: number | null; lastUpdated: number | null;
@@ -102,10 +102,10 @@ const STANDX_MARGIN_MODE_MAX_ATTEMPTS = 10;
const ACCOUNT_STALE_REST_PROBE_MIN_INTERVAL_MS = 5_000; const ACCOUNT_STALE_REST_PROBE_MIN_INTERVAL_MS = 5_000;
export class MakerPointsEngine { export class MakerPointsEngine {
private accountSnapshot: AccountSnapshot | null = null; private accountSnapshot: AsterAccountSnapshot | null = null;
private depthSnapshot: Depth | null = null; private depthSnapshot: AsterDepth | null = null;
private tickerSnapshot: Ticker | null = null; private tickerSnapshot: AsterTicker | null = null;
private openOrders: Order[] = []; private openOrders: AsterOrder[] = [];
private readonly locks: OrderLockMap = {}; private readonly locks: OrderLockMap = {};
private readonly timers: OrderTimerMap = {}; private readonly timers: OrderTimerMap = {};
@@ -298,7 +298,7 @@ export class MakerPointsEngine {
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail); const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
this.setupRestHealthProtection(); this.setupRestHealthProtection();
safeSubscribe<AccountSnapshot>( safeSubscribe<AsterAccountSnapshot>(
this.exchange.watchAccount.bind(this.exchange), this.exchange.watchAccount.bind(this.exchange),
(snapshot) => { (snapshot) => {
this.applyAccountSnapshot(snapshot); this.applyAccountSnapshot(snapshot);
@@ -310,7 +310,7 @@ export class MakerPointsEngine {
} }
); );
safeSubscribe<Order[]>( safeSubscribe<AsterOrder[]>(
this.exchange.watchOrders.bind(this.exchange), this.exchange.watchOrders.bind(this.exchange),
(orders) => { (orders) => {
this.syncLocksWithOrders(orders); this.syncLocksWithOrders(orders);
@@ -339,7 +339,7 @@ export class MakerPointsEngine {
} }
); );
safeSubscribe<Depth>( safeSubscribe<AsterDepth>(
this.exchange.watchDepth.bind(this.exchange, this.config.symbol), this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
(depth) => { (depth) => {
this.depthSnapshot = depth; this.depthSnapshot = depth;
@@ -358,7 +358,7 @@ export class MakerPointsEngine {
} }
); );
safeSubscribe<Ticker>( safeSubscribe<AsterTicker>(
this.exchange.watchTicker.bind(this.exchange, this.config.symbol), this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
(ticker) => { (ticker) => {
this.tickerSnapshot = ticker; this.tickerSnapshot = ticker;
@@ -376,7 +376,7 @@ export class MakerPointsEngine {
this.setupConnectionProtection(); this.setupConnectionProtection();
} }
private applyAccountSnapshot(snapshot: AccountSnapshot): void { private applyAccountSnapshot(snapshot: AsterAccountSnapshot): void {
this.accountSnapshot = snapshot; this.accountSnapshot = snapshot;
// StandX: WS 推送使用本地接收时间戳;REST 快照使用响应里的 time 字段映射到 snapshot.updateTime // StandX: WS 推送使用本地接收时间戳;REST 快照使用响应里的 time 字段映射到 snapshot.updateTime
this.lastStandxAccountTime = this.lastStandxAccountTime =
@@ -545,7 +545,7 @@ export class MakerPointsEngine {
} }
} }
private syncLocksWithOrders(orders: Order[] | null | undefined): void { private syncLocksWithOrders(orders: AsterOrder[] | null | undefined): void {
const list = Array.isArray(orders) ? orders : []; const list = Array.isArray(orders) ? orders : [];
Object.keys(this.pending).forEach((type) => { Object.keys(this.pending).forEach((type) => {
const pendingId = this.pending[type]; const pendingId = this.pending[type];
@@ -746,7 +746,7 @@ export class MakerPointsEngine {
ask1: number; ask1: number;
skipBuy: boolean; skipBuy: boolean;
skipSell: boolean; skipSell: boolean;
depth: Depth | null; depth: AsterDepth | null;
}): DesiredOrder[] { }): DesiredOrder[] {
const { bid1, ask1, skipBuy, skipSell, depth } = params; const { bid1, ask1, skipBuy, skipSell, depth } = params;
@@ -837,7 +837,7 @@ export class MakerPointsEngine {
* *
*/ */
private checkDepthStatusChanged( private checkDepthStatusChanged(
depth: Depth | null, depth: AsterDepth | null,
bid1: number, bid1: number,
ask1: number ask1: number
): boolean { ): boolean {
@@ -879,7 +879,7 @@ export class MakerPointsEngine {
/** /**
* *
*/ */
private shouldTriggerImmediateDepthProtection(depth: Depth | null): boolean { private shouldTriggerImmediateDepthProtection(depth: AsterDepth | null): boolean {
if (!depth) return false; if (!depth) return false;
if (this.defenseMode || this.reconnectResetPending || this.stopLossProcessing) return false; if (this.defenseMode || this.reconnectResetPending || this.stopLossProcessing) return false;
@@ -917,7 +917,7 @@ export class MakerPointsEngine {
/** /**
* minRepriceBps * minRepriceBps
*/ */
private shouldTriggerImmediateReprice(depth: Depth | null): boolean { private shouldTriggerImmediateReprice(depth: AsterDepth | null): boolean {
if (!depth) return false; if (!depth) return false;
if (this.defenseMode || this.reconnectResetPending || this.stopLossProcessing) return false; if (this.defenseMode || this.reconnectResetPending || this.stopLossProcessing) return false;
@@ -1993,7 +1993,7 @@ export class MakerPointsEngine {
void poll(); void poll();
} }
private getStandxMarginMode(snapshot: AccountSnapshot | null): string | null { private getStandxMarginMode(snapshot: AsterAccountSnapshot | null): string | null {
if (this.exchange.id !== "standx") return null; if (this.exchange.id !== "standx") return null;
const positions = snapshot?.positions ?? []; const positions = snapshot?.positions ?? [];
const match = positions.find((pos) => pos.symbol === this.config.symbol); const match = positions.find((pos) => pos.symbol === this.config.symbol);
+18 -18
View File
@@ -1,11 +1,11 @@
import type { MakerConfig } from "../config"; import type { MakerConfig } from "../config";
import type { ExchangeAdapter } from "../exchanges/adapter"; import type { ExchangeAdapter } from "../exchanges/adapter";
import type { import type {
AccountSnapshot, AsterAccountSnapshot,
Depth, AsterDepth,
Kline, AsterKline,
Order, AsterOrder,
Ticker, AsterTicker,
} from "../exchanges/types"; } from "../exchanges/types";
import { formatPriceToString } from "../utils/math"; import { formatPriceToString } from "../utils/math";
import { createTradeLog } from "../logging/trade-log"; import { createTradeLog } from "../logging/trade-log";
@@ -56,12 +56,12 @@ type MakerListener = (snapshot: OffsetMakerEngineSnapshot) => void;
const EPS = 1e-5; const EPS = 1e-5;
export class OffsetMakerEngine { export class OffsetMakerEngine {
private accountSnapshot: AccountSnapshot | null = null; private accountSnapshot: AsterAccountSnapshot | null = null;
private depthSnapshot: Depth | null = null; private depthSnapshot: AsterDepth | null = null;
private tickerSnapshot: Ticker | null = null; private tickerSnapshot: AsterTicker | null = null;
private lastKline: Kline | null = null; private lastKline: AsterKline | null = null;
private liveCandle: { startMs: number; open: number; close: number } | null = null; private liveCandle: { startMs: number; open: number; close: number } | null = null;
private openOrders: Order[] = []; private openOrders: AsterOrder[] = [];
private readonly locks: OrderLockMap = {}; private readonly locks: OrderLockMap = {};
private readonly timers: OrderTimerMap = {}; private readonly timers: OrderTimerMap = {};
@@ -163,7 +163,7 @@ export class OffsetMakerEngine {
private bootstrap(): void { private bootstrap(): void {
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail); const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
safeSubscribe<AccountSnapshot>( safeSubscribe<AsterAccountSnapshot>(
this.exchange.watchAccount.bind(this.exchange), this.exchange.watchAccount.bind(this.exchange),
(snapshot) => { (snapshot) => {
this.accountSnapshot = snapshot; this.accountSnapshot = snapshot;
@@ -207,7 +207,7 @@ export class OffsetMakerEngine {
} }
); );
safeSubscribe<Order[]>( safeSubscribe<AsterOrder[]>(
this.exchange.watchOrders.bind(this.exchange), this.exchange.watchOrders.bind(this.exchange),
(orders) => { (orders) => {
this.syncLocksWithOrders(orders); this.syncLocksWithOrders(orders);
@@ -236,7 +236,7 @@ export class OffsetMakerEngine {
} }
); );
safeSubscribe<Depth>( safeSubscribe<AsterDepth>(
this.exchange.watchDepth.bind(this.exchange, this.config.symbol), this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
(depth) => { (depth) => {
this.depthSnapshot = depth; this.depthSnapshot = depth;
@@ -250,7 +250,7 @@ export class OffsetMakerEngine {
} }
); );
safeSubscribe<Ticker>( safeSubscribe<AsterTicker>(
this.exchange.watchTicker.bind(this.exchange, this.config.symbol), this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
(ticker) => { (ticker) => {
this.tickerSnapshot = ticker; this.tickerSnapshot = ticker;
@@ -264,7 +264,7 @@ export class OffsetMakerEngine {
} }
); );
safeSubscribe<Kline[]>( safeSubscribe<AsterKline[]>(
this.exchange.watchKlines.bind(this.exchange, this.config.symbol, "1m"), this.exchange.watchKlines.bind(this.exchange, this.config.symbol, "1m"),
(klines) => { (klines) => {
if (!Array.isArray(klines) || !klines.length) return; if (!Array.isArray(klines) || !klines.length) return;
@@ -284,7 +284,7 @@ export class OffsetMakerEngine {
); );
} }
private syncLocksWithOrders(orders: Order[] | null | undefined): void { private syncLocksWithOrders(orders: AsterOrder[] | null | undefined): void {
const list = Array.isArray(orders) ? orders : []; const list = Array.isArray(orders) ? orders : [];
Object.keys(this.pending).forEach((type) => { Object.keys(this.pending).forEach((type) => {
const pendingId = this.pending[type]; const pendingId = this.pending[type];
@@ -600,7 +600,7 @@ export class OffsetMakerEngine {
} }
} }
private evaluateDepth(depth: Depth): { private evaluateDepth(depth: AsterDepth): {
buySum: number; buySum: number;
sellSum: number; sellSum: number;
skipBuySide: boolean; skipBuySide: boolean;
@@ -1038,7 +1038,7 @@ export class OffsetMakerEngine {
return position; return position;
} }
private getSpotBalances(snapshot: 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 ?? []; const assets = snapshot?.assets ?? [];
if (!assets.length) return null; if (!assets.length) return null;
const parsed = parseSymbolParts(this.config.symbol); const parsed = parseSymbolParts(this.config.symbol);
+15 -14
View File
@@ -1,5 +1,5 @@
import type { ExchangeAdapter } from "../exchanges/adapter"; 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 { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
import { marketClose, placeMarketOrder, placeStopLossOrder, unlockOperating } from "../core/order-coordinator"; import { marketClose, placeMarketOrder, placeStopLossOrder, unlockOperating } from "../core/order-coordinator";
import type { OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator"; import type { OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator";
@@ -55,9 +55,9 @@ export interface SwingEngineSnapshot {
stopLossTarget: number | null; stopLossTarget: number | null;
stopLossKillSwitch: boolean; stopLossKillSwitch: boolean;
openOrders: Order[]; openOrders: AsterOrder[];
depth: Depth | null; depth: AsterDepth | null;
ticker: Ticker | null; ticker: AsterTicker | null;
tradeLog: TradeLogEntry[]; tradeLog: TradeLogEntry[];
lastUpdated: number | null; lastUpdated: number | null;
@@ -70,10 +70,10 @@ type SwingListener = (snapshot: SwingEngineSnapshot) => void;
const EPS = 1e-5; const EPS = 1e-5;
export class SwingEngine { export class SwingEngine {
private accountSnapshot: AccountSnapshot | null = null; private accountSnapshot: AsterAccountSnapshot | null = null;
private openOrders: Order[] = []; private openOrders: AsterOrder[] = [];
private depthSnapshot: Depth | null = null; private depthSnapshot: AsterDepth | null = null;
private tickerSnapshot: Ticker | null = null; private tickerSnapshot: AsterTicker | null = null;
private readonly locks: OrderLockMap = {}; private readonly locks: OrderLockMap = {};
private readonly timers: OrderTimerMap = {}; private readonly timers: OrderTimerMap = {};
@@ -163,7 +163,7 @@ export class SwingEngine {
private bootstrap(): void { private bootstrap(): void {
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail); const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
safeSubscribe<AccountSnapshot>( safeSubscribe<AsterAccountSnapshot>(
this.exchange.watchAccount.bind(this.exchange), this.exchange.watchAccount.bind(this.exchange),
(snapshot) => { (snapshot) => {
this.accountSnapshot = snapshot; this.accountSnapshot = snapshot;
@@ -192,7 +192,7 @@ export class SwingEngine {
} }
); );
safeSubscribe<Order[]>( safeSubscribe<AsterOrder[]>(
this.exchange.watchOrders.bind(this.exchange), this.exchange.watchOrders.bind(this.exchange),
(orders) => { (orders) => {
this.synchronizeLocks(orders); this.synchronizeLocks(orders);
@@ -214,7 +214,7 @@ export class SwingEngine {
} }
); );
safeSubscribe<Depth>( safeSubscribe<AsterDepth>(
this.exchange.watchDepth.bind(this.exchange, this.config.symbol), this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
(depth) => { (depth) => {
this.depthSnapshot = depth; this.depthSnapshot = depth;
@@ -227,7 +227,7 @@ export class SwingEngine {
} }
); );
safeSubscribe<Ticker>( safeSubscribe<AsterTicker>(
this.exchange.watchTicker.bind(this.exchange, this.config.symbol), this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
(ticker) => { (ticker) => {
this.tickerSnapshot = ticker; this.tickerSnapshot = ticker;
@@ -241,7 +241,7 @@ export class SwingEngine {
); );
} }
private synchronizeLocks(orders: Order[] | null | undefined): void { private synchronizeLocks(orders: AsterOrder[] | null | undefined): void {
const list = Array.isArray(orders) ? orders : []; const list = Array.isArray(orders) ? orders : [];
Object.keys(this.pending).forEach((type) => { Object.keys(this.pending).forEach((type) => {
const pendingId = this.pending[type]; const pendingId = this.pending[type];
@@ -422,7 +422,7 @@ export class SwingEngine {
: position.entryPrice * (1 + Math.max(0, this.config.stopLossPct)); : position.entryPrice * (1 + Math.max(0, this.config.stopLossPct));
const tick = Math.max(1e-9, this.config.priceTick); const tick = Math.max(1e-9, this.config.priceTick);
const lastPrice = referencePrice; const lastPrice = referencePrice ?? Number(this.tickerSnapshot?.lastPrice) ?? null;
// Kill-switch (always-on). // Kill-switch (always-on).
const triggerKill = const triggerKill =
@@ -621,3 +621,4 @@ export class SwingEngine {
}); });
} }
} }
+21 -21
View File
@@ -2,11 +2,11 @@ import crypto from "crypto";
import type { TradingConfig } from "../config"; import type { TradingConfig } from "../config";
import type { ExchangeAdapter } from "../exchanges/adapter"; import type { ExchangeAdapter } from "../exchanges/adapter";
import type { import type {
AccountSnapshot, AsterAccountSnapshot,
Order, AsterOrder,
Ticker, AsterTicker,
Depth, AsterDepth,
Kline, AsterKline,
} from "../exchanges/types"; } from "../exchanges/types";
import { import {
calcStopLossPrice, calcStopLossPrice,
@@ -51,9 +51,9 @@ export interface TrendEngineSnapshot {
totalTrades: number; totalTrades: number;
sessionVolume: number; sessionVolume: number;
tradeLog: TradeLogEntry[]; tradeLog: TradeLogEntry[];
openOrders: Order[]; openOrders: AsterOrder[];
depth: Depth | null; depth: AsterDepth | null;
ticker: Ticker | null; ticker: AsterTicker | null;
lastUpdated: number | null; lastUpdated: number | null;
lastOpenSignal: OpenOrderPlan; lastOpenSignal: OpenOrderPlan;
} }
@@ -68,11 +68,11 @@ type TrendEngineEvent = "update";
type TrendEngineListener = (snapshot: TrendEngineSnapshot) => void; type TrendEngineListener = (snapshot: TrendEngineSnapshot) => void;
export class TrendEngine { export class TrendEngine {
private accountSnapshot: AccountSnapshot | null = null; private accountSnapshot: AsterAccountSnapshot | null = null;
private openOrders: Order[] = []; private openOrders: AsterOrder[] = [];
private depthSnapshot: Depth | null = null; private depthSnapshot: AsterDepth | null = null;
private tickerSnapshot: Ticker | null = null; private tickerSnapshot: AsterTicker | null = null;
private klineSnapshot: Kline[] = []; private klineSnapshot: AsterKline[] = [];
private readonly locks: OrderLockMap = {}; private readonly locks: OrderLockMap = {};
private readonly timers: OrderTimerMap = {}; private readonly timers: OrderTimerMap = {};
@@ -164,7 +164,7 @@ export class TrendEngine {
private bootstrap(): void { private bootstrap(): void {
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail); const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
safeSubscribe<AccountSnapshot>( safeSubscribe<AsterAccountSnapshot>(
this.exchange.watchAccount.bind(this.exchange), this.exchange.watchAccount.bind(this.exchange),
(snapshot) => { (snapshot) => {
this.accountSnapshot = snapshot; this.accountSnapshot = snapshot;
@@ -181,7 +181,7 @@ export class TrendEngine {
} }
); );
safeSubscribe<Order[]>( safeSubscribe<AsterOrder[]>(
this.exchange.watchOrders.bind(this.exchange), this.exchange.watchOrders.bind(this.exchange),
(orders) => { (orders) => {
this.synchronizeLocks(orders); this.synchronizeLocks(orders);
@@ -215,7 +215,7 @@ export class TrendEngine {
} }
); );
safeSubscribe<Depth>( safeSubscribe<AsterDepth>(
this.exchange.watchDepth.bind(this.exchange, this.config.symbol), this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
(depth) => { (depth) => {
this.depthSnapshot = depth; this.depthSnapshot = depth;
@@ -228,7 +228,7 @@ export class TrendEngine {
} }
); );
safeSubscribe<Ticker>( safeSubscribe<AsterTicker>(
this.exchange.watchTicker.bind(this.exchange, this.config.symbol), this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
(ticker) => { (ticker) => {
this.tickerSnapshot = ticker; this.tickerSnapshot = ticker;
@@ -241,7 +241,7 @@ export class TrendEngine {
} }
); );
safeSubscribe<Kline[]>( safeSubscribe<AsterKline[]>(
this.exchange.watchKlines.bind(this.exchange, this.config.symbol, this.config.klineInterval), this.exchange.watchKlines.bind(this.exchange, this.config.symbol, this.config.klineInterval),
(klines) => { (klines) => {
this.klineSnapshot = Array.isArray(klines) ? klines : []; this.klineSnapshot = Array.isArray(klines) ? klines : [];
@@ -258,7 +258,7 @@ export class TrendEngine {
); );
} }
private synchronizeLocks(orders: Order[] | null | undefined): void { private synchronizeLocks(orders: AsterOrder[] | null | undefined): void {
const list = Array.isArray(orders) ? orders : []; const list = Array.isArray(orders) ? orders : [];
Object.keys(this.pending).forEach((type) => { Object.keys(this.pending).forEach((type) => {
const pendingId = this.pending[type]; const pendingId = this.pending[type];
@@ -386,7 +386,7 @@ export class TrendEngine {
private async enforceRateLimitStop(): Promise<void> { private async enforceRateLimitStop(): Promise<void> {
const position = getPosition(this.accountSnapshot, this.config.symbol); const position = getPosition(this.accountSnapshot, this.config.symbol);
if (Math.abs(position.positionAmt) < 1e-5) return; 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; if (!Number.isFinite(price) || price == null) return;
const result = await this.handlePositionManagement(position, Number(price)); const result = await this.handlePositionManagement(position, Number(price));
if (result.closed) { if (result.closed) {
@@ -834,7 +834,7 @@ export class TrendEngine {
private async tryReplaceStop( private async tryReplaceStop(
side: "BUY" | "SELL", side: "BUY" | "SELL",
currentOrder: Order, currentOrder: AsterOrder,
nextStopPrice: number, nextStopPrice: number,
lastPrice: number lastPrice: number
): Promise<void> { ): Promise<void> {
+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 type DepthImbalance = "balanced" | "buy_dominant" | "sell_dominant";
export function computeDepthStats( export function computeDepthStats(
depth: Depth, depth: AsterDepth,
levels = 10, levels = 10,
ratio = 3 ratio = 3
): { ): {
+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 bid = Number(depth?.bids?.[0]?.[0]);
const ask = Number(depth?.asks?.[0]?.[0]); const ask = Number(depth?.asks?.[0]?.[0]);
return { return {
@@ -16,7 +16,7 @@ export function getTopPrices(depth?: Depth | null): { topBid: number | null; top
* @returns 退 * @returns 退
*/ */
export function getPricesAtLevel( export function getPricesAtLevel(
depth?: Depth | null, depth?: AsterDepth | null,
level: number = 1 level: number = 1
): { bidAtLevel: number | null; askAtLevel: number | null } { ): { bidAtLevel: number | null; askAtLevel: number | null } {
const index = Math.max(0, level - 1); const index = Math.max(0, level - 1);
@@ -49,7 +49,7 @@ export function getPricesAtLevel(
return { bidAtLevel, askAtLevel }; return { bidAtLevel, askAtLevel };
} }
export function getMidOrLast(depth?: Depth | null, ticker?: Ticker | null): number | null { export function getMidOrLast(depth?: AsterDepth | null, ticker?: AsterTicker | null): number | null {
const { topBid, topAsk } = getTopPrices(depth); const { topBid, topAsk } = getTopPrices(depth);
if (topBid != null && topAsk != null) return (topBid + topAsk) / 2; if (topBid != null && topAsk != null) return (topBid + topAsk) / 2;
const last = Number(ticker?.lastPrice); const last = Number(ticker?.lastPrice);
@@ -64,7 +64,7 @@ export function getMidOrLast(depth?: Depth | null, ticker?: Ticker | null): numb
* @returns () * @returns ()
*/ */
export function getDepthBetweenPrices( export function getDepthBetweenPrices(
depth: Depth | null | undefined, depth: AsterDepth | null | undefined,
side: "BUY" | "SELL", side: "BUY" | "SELL",
targetPrice: number targetPrice: number
): number { ): number {
+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 { export interface PositionSnapshot {
positionAmt: number; positionAmt: number;
@@ -7,7 +7,7 @@ export interface PositionSnapshot {
markPrice: number | null; markPrice: number | null;
} }
export function getPosition(snapshot: AccountSnapshot | null, symbol: string): PositionSnapshot { export function getPosition(snapshot: AsterAccountSnapshot | null, symbol: string): PositionSnapshot {
if (!snapshot) { if (!snapshot) {
return { positionAmt: 0, entryPrice: 0, unrealizedProfit: 0, markPrice: null }; return { positionAmt: 0, entryPrice: 0, unrealizedProfit: 0, markPrice: null };
} }
@@ -48,7 +48,7 @@ export function getPosition(snapshot: AccountSnapshot | null, symbol: string): P
} }
export function validateAccountSnapshotForSymbol( export function validateAccountSnapshotForSymbol(
snapshot: AccountSnapshot | null, snapshot: AsterAccountSnapshot | null,
symbol: string symbol: string
): { ok: true } | { ok: false; issues: string[] } { ): { ok: true } | { ok: false; issues: string[] } {
if (!snapshot) return { ok: true }; if (!snapshot) return { ok: true };
@@ -88,7 +88,7 @@ export function validateAccountSnapshotForSymbol(
return { ok: false, issues: Array.from(new Set(issues)) }; return { ok: false, issues: Array.from(new Set(issues)) };
} }
export function getSMA(values: Kline[], length: number): number | null { export function getSMA(values: AsterKline[], length: number): number | null {
if (!Array.isArray(values) || values.length < length) return null; if (!Array.isArray(values) || values.length < length) return null;
const window = values.slice(-length); const window = values.slice(-length);
const closes = window.map((kline) => Number(kline.close)); const closes = window.map((kline) => Number(kline.close));
@@ -118,7 +118,7 @@ export function calcTrailingActivationPrice(entryPrice: number, qty: number, sid
} }
export function computeBollingerBandwidth( export function computeBollingerBandwidth(
values: Kline[], values: AsterKline[],
length: number, length: number,
stdMultiplier: number stdMultiplier: number
): number | null { ): number | null {
@@ -190,7 +190,7 @@ function normalizeBaseSymbol(symbol: string | undefined): string | undefined {
return parseSymbolParts(symbol).base; return parseSymbolParts(symbol).base;
} }
function selectAsset(assets: AccountAsset[], baseSymbol: string, baseAssetId?: number): AccountAsset | undefined { function selectAsset(assets: AsterAccountAsset[], baseSymbol: string, baseAssetId?: number): AsterAccountAsset | undefined {
const normalized = baseSymbol.toUpperCase(); const normalized = baseSymbol.toUpperCase();
const targetId = Number(baseAssetId); const targetId = Number(baseAssetId);
return assets.find((asset) => { return assets.find((asset) => {
+2 -2
View File
@@ -1,8 +1,8 @@
import { describe, expect, it } from "vitest"; 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"; import { validateAccountSnapshotForSymbol } from "../src/utils/strategy";
function baseSnapshot(positions: AccountSnapshot["positions"]): AccountSnapshot { function baseSnapshot(positions: AsterAccountSnapshot["positions"]): AsterAccountSnapshot {
return { return {
canTrade: true, canTrade: true,
canDeposit: true, canDeposit: true,
+1 -1
View File
@@ -1,6 +1,6 @@
import crypto from "crypto"; import crypto from "crypto";
import { afterAll, afterEach, beforeAll, beforeEach, describe, expect, it, vi } from "vitest"; 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", () => { describe("AsterSpotRestClient", () => {
const originalFetch = globalThis.fetch; const originalFetch = globalThis.fetch;
+13 -13
View File
@@ -1,47 +1,47 @@
import { describe, expect, it, vi } from "vitest"; import { describe, expect, it, vi } from "vitest";
import type { ExchangeAdapter } from "../src/exchanges/adapter"; import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type { import type {
AccountSnapshot, AsterAccountSnapshot,
Depth, AsterDepth,
Kline, AsterKline,
Order, AsterOrder,
Ticker, AsterTicker,
} from "../src/exchanges/types"; } from "../src/exchanges/types";
import { BasisArbEngine } from "../src/strategy/basis-arb-engine"; import { BasisArbEngine } from "../src/strategy/basis-arb-engine";
class StubAdapter implements ExchangeAdapter { class StubAdapter implements ExchangeAdapter {
id = "aster"; id = "aster";
private depthHandler: ((depth: Depth) => void) | null = null; private depthHandler: ((depth: AsterDepth) => void) | null = null;
supportsTrailingStops(): boolean { supportsTrailingStops(): boolean {
return false; return false;
} }
watchAccount(_cb: (snapshot: AccountSnapshot) => void): void { watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {
// not required for this test // not required for this test
} }
watchOrders(_cb: (orders: Order[]) => void): void { watchOrders(_cb: (orders: AsterOrder[]) => void): void {
// not required for this test // not required for this test
} }
watchDepth(_symbol: string, cb: (depth: Depth) => void): void { watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void {
this.depthHandler = cb; this.depthHandler = cb;
} }
emitDepth(depth: Depth): void { emitDepth(depth: AsterDepth): void {
this.depthHandler?.(depth); this.depthHandler?.(depth);
} }
watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void { watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {
// not required for this test // 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 // not required for this test
} }
createOrder(): Promise<Order> { createOrder(): Promise<AsterOrder> {
throw new Error("not implemented"); throw new Error("not implemented");
} }
@@ -1,6 +1,6 @@
import { afterEach, describe, expect, it, vi } from "vitest"; import { afterEach, describe, expect, it, vi } from "vitest";
import type { ExchangeAdapter } from "../src/exchanges/adapter"; import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type { 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"; import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
const ORIGINAL_FETCH = globalThis.fetch; const ORIGINAL_FETCH = globalThis.fetch;
@@ -12,13 +12,13 @@ class StubAdapter implements ExchangeAdapter {
return false; return false;
} }
watchAccount(_cb: (snapshot: 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(): Promise<Order> { async createOrder(): Promise<AsterOrder> {
throw new Error("not implemented"); throw new Error("not implemented");
} }
@@ -26,7 +26,7 @@ class StubAdapter implements ExchangeAdapter {
async cancelOrders(): Promise<void> {} async cancelOrders(): Promise<void> {}
async cancelAllOrders(): Promise<void> {} async cancelAllOrders(): Promise<void> {}
async queryAccountSnapshot(): Promise<AccountSnapshot | null> { async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
return { return {
canTrade: true, canTrade: true,
canDeposit: true, canDeposit: true,
+12 -12
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@@ -3,11 +3,11 @@ import { executeCliCommand } from "../src/cli/command-executor";
import type { ParsedCliCommand } from "../src/cli/command-types"; import type { ParsedCliCommand } from "../src/cli/command-types";
import type { ExchangeAdapter } from "../src/exchanges/adapter"; import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type { import type {
AccountSnapshot, AsterAccountSnapshot,
Depth, AsterDepth,
Kline, AsterKline,
Order, AsterOrder,
Ticker, AsterTicker,
CreateOrderParams, CreateOrderParams,
} from "../src/exchanges/types"; } from "../src/exchanges/types";
@@ -22,7 +22,7 @@ class FakeAdapter implements ExchangeAdapter {
return true; return true;
} }
watchAccount(cb: (snapshot: AccountSnapshot) => void): void { watchAccount(cb: (snapshot: AsterAccountSnapshot) => void): void {
cb({ cb({
canTrade: true, canTrade: true,
canDeposit: true, canDeposit: true,
@@ -35,11 +35,11 @@ class FakeAdapter implements ExchangeAdapter {
}); });
} }
watchOrders(cb: (orders: Order[]) => void): void { watchOrders(cb: (orders: AsterOrder[]) => void): void {
cb([]); cb([]);
} }
watchDepth(_symbol: string, cb: (depth: Depth) => void): void { watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void {
cb({ cb({
lastUpdateId: 1, lastUpdateId: 1,
bids: [["100", "1"]], bids: [["100", "1"]],
@@ -47,7 +47,7 @@ class FakeAdapter implements ExchangeAdapter {
}); });
} }
watchTicker(symbol: string, cb: (ticker: Ticker) => void): void { watchTicker(symbol: string, cb: (ticker: AsterTicker) => void): void {
cb({ cb({
symbol, symbol,
lastPrice: "100", lastPrice: "100",
@@ -57,10 +57,10 @@ class FakeAdapter implements ExchangeAdapter {
volume: "10", volume: "10",
quoteVolume: "1000", quoteVolume: "1000",
eventTime: Date.now(), eventTime: Date.now(),
} as Ticker); } as AsterTicker);
} }
watchKlines(_symbol: string, _interval: string, cb: (klines: Kline[]) => void): void { watchKlines(_symbol: string, _interval: string, cb: (klines: AsterKline[]) => void): void {
cb([ cb([
{ {
openTime: 1, openTime: 1,
@@ -75,7 +75,7 @@ class FakeAdapter implements ExchangeAdapter {
]); ]);
} }
async createOrder(params: CreateOrderParams): Promise<Order> { async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
this.createOrderCalls += 1; this.createOrderCalls += 1;
return { return {
orderId: "1", orderId: "1",
+11 -11
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@@ -2,11 +2,11 @@ import { describe, expect, it } from "vitest";
import { DryRunExchangeAdapter } from "../src/exchanges/dry-run-adapter"; import { DryRunExchangeAdapter } from "../src/exchanges/dry-run-adapter";
import type { ExchangeAdapter } from "../src/exchanges/adapter"; import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type { import type {
AccountSnapshot, AsterAccountSnapshot,
Depth, AsterDepth,
Kline, AsterKline,
Order, AsterOrder,
Ticker, AsterTicker,
CreateOrderParams, CreateOrderParams,
} from "../src/exchanges/types"; } from "../src/exchanges/types";
@@ -18,13 +18,13 @@ class BaseAdapter implements ExchangeAdapter {
return true; return true;
} }
watchAccount(_cb: (snapshot: 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.createCalls += 1; this.createCalls += 1;
throw new Error("should not be called in dry-run"); throw new Error("should not be called in dry-run");
} }
+11 -11
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@@ -18,11 +18,11 @@ import {
import { buildAdapterFromEnv } from "../src/exchanges/resolve-from-env"; import { buildAdapterFromEnv } from "../src/exchanges/resolve-from-env";
import type { ExchangeAdapter } from "../src/exchanges/adapter"; import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type { import type {
AccountSnapshot, AsterAccountSnapshot,
Depth, AsterDepth,
Kline, AsterKline,
Order, AsterOrder,
Ticker, AsterTicker,
CreateOrderParams, CreateOrderParams,
} from "../src/exchanges/types"; } from "../src/exchanges/types";
@@ -78,17 +78,17 @@ class RecorderAdapter implements ExchangeAdapter {
return false; return false;
} }
watchAccount(_cb: (snapshot: 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; this.lastCreateOrderParams = params;
return { return {
orderId: 1, orderId: 1,
+1 -1
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@@ -1,6 +1,6 @@
import { describe, expect, it, beforeEach, afterEach } from "vitest"; import { describe, expect, it, beforeEach, afterEach } from "vitest";
import { createExchangeAdapter, resolveExchangeId } from "../src/exchanges/create-adapter"; import { createExchangeAdapter, resolveExchangeId } from "../src/exchanges/create-adapter";
import { AsterExchangeAdapter } from "../src/exchanges/aster/adapter"; import { AsterExchangeAdapter } from "../src/exchanges/aster-adapter";
import { GrvtExchangeAdapter } from "../src/exchanges/grvt/adapter"; import { GrvtExchangeAdapter } from "../src/exchanges/grvt/adapter";
import { BackpackExchangeAdapter } from "../src/exchanges/backpack/adapter"; import { BackpackExchangeAdapter } from "../src/exchanges/backpack/adapter";
import { ParadexExchangeAdapter } from "../src/exchanges/paradex/adapter"; import { ParadexExchangeAdapter } from "../src/exchanges/paradex/adapter";
+37 -384
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@@ -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 { ExchangeAdapter } from "../src/exchanges/adapter";
import type { import type {
AccountSnapshot, AsterAccountSnapshot,
Depth, AsterDepth,
Order, AsterOrder,
Ticker, AsterTicker,
CreateOrderParams, CreateOrderParams,
} from "../src/exchanges/types"; } from "../src/exchanges/types";
import type { GridConfig } from "../src/config"; import type { GridConfig } from "../src/config";
import { GridEngine } from "../src/strategy/grid-engine"; import { GridEngine } from "../src/strategy/grid-engine";
let orderCounter = 0;
class StubAdapter implements ExchangeAdapter { class StubAdapter implements ExchangeAdapter {
id = "aster"; id = "aster";
private accountHandler: ((snapshot: AccountSnapshot) => void) | null = null; private accountHandler: ((snapshot: AsterAccountSnapshot) => void) | null = null;
private orderHandler: ((orders: Order[]) => void) | null = null; private orderHandler: ((orders: AsterOrder[]) => void) | null = null;
private depthHandler: ((depth: Depth) => void) | null = null; private depthHandler: ((depth: AsterDepth) => void) | null = null;
private tickerHandler: ((ticker: Ticker) => void) | null = null; private tickerHandler: ((ticker: AsterTicker) => void) | null = null;
private currentOrders: Order[] = []; private currentOrders: AsterOrder[] = [];
public createdOrders: CreateOrderParams[] = []; public createdOrders: CreateOrderParams[] = [];
public marketOrders: CreateOrderParams[] = []; public marketOrders: CreateOrderParams[] = [];
@@ -30,19 +28,19 @@ class StubAdapter implements ExchangeAdapter {
return false; return false;
} }
watchAccount(cb: (snapshot: AccountSnapshot) => void): void { watchAccount(cb: (snapshot: AsterAccountSnapshot) => void): void {
this.accountHandler = cb; this.accountHandler = cb;
} }
watchOrders(cb: (orders: Order[]) => void): void { watchOrders(cb: (orders: AsterOrder[]) => void): void {
this.orderHandler = cb; this.orderHandler = cb;
} }
watchDepth(_symbol: string, cb: (depth: Depth) => void): void { watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void {
this.depthHandler = cb; this.depthHandler = cb;
} }
watchTicker(_symbol: string, cb: (ticker: Ticker) => void): void { watchTicker(_symbol: string, cb: (ticker: AsterTicker) => void): void {
this.tickerHandler = cb; this.tickerHandler = cb;
} }
@@ -50,28 +48,26 @@ class StubAdapter implements ExchangeAdapter {
// not used in tests // not used in tests
} }
emitAccount(snapshot: AccountSnapshot): void { emitAccount(snapshot: AsterAccountSnapshot): void {
this.accountHandler?.(snapshot); this.accountHandler?.(snapshot);
} }
emitOrders(orders: Order[]): void { emitOrders(orders: AsterOrder[]): void {
this.orderHandler?.(orders); this.orderHandler?.(orders);
} }
emitDepth(depth: Depth): void { emitDepth(depth: AsterDepth): void {
this.depthHandler?.(depth); this.depthHandler?.(depth);
} }
emitTicker(ticker: Ticker): void { emitTicker(ticker: AsterTicker): void {
this.tickerHandler?.(ticker); this.tickerHandler?.(ticker);
} }
async createOrder(params: CreateOrderParams): Promise<Order> { async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
orderCounter++; const order: AsterOrder = {
const orderId = params.clientOrderId ?? `stub-${orderCounter}`; orderId: `${Date.now()}-${Math.random()}`,
const order: Order = { clientOrderId: "test",
orderId,
clientOrderId: params.clientOrderId ?? orderId,
symbol: params.symbol, symbol: params.symbol,
side: params.side, side: params.side,
type: params.type, type: params.type,
@@ -90,21 +86,18 @@ class StubAdapter implements ExchangeAdapter {
this.marketOrders.push(params); this.marketOrders.push(params);
this.orderHandler?.([]); this.orderHandler?.([]);
} else { } else {
this.currentOrders.push(order); this.currentOrders = [order];
this.orderHandler?.([...this.currentOrders]); this.orderHandler?.(this.currentOrders);
} }
return order; return order;
} }
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> { async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
this.cancelledOrders.push(params.orderId); 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> { async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
this.cancelledOrders.push(...params.orderIdList); 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> { async cancelAllOrders(): Promise<void> {
@@ -112,17 +105,9 @@ class StubAdapter implements ExchangeAdapter {
this.currentOrders = []; this.currentOrders = [];
this.orderHandler?.([]); 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 { return {
canTrade: true, canTrade: true,
canDeposit: true, canDeposit: true,
@@ -141,7 +126,7 @@ function createAccountSnapshot(symbol: string, positionAmt: number): AccountSnap
}, },
], ],
assets: [], assets: [],
} as unknown as AccountSnapshot; } as unknown as AsterAccountSnapshot;
} }
describe("GridEngine", () => { describe("GridEngine", () => {
@@ -166,7 +151,7 @@ describe("GridEngine", () => {
it("creates geometric desired orders when running in both directions", async () => { it("creates geometric desired orders when running in both directions", async () => {
const adapter = new StubAdapter(); 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.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
adapter.emitOrders([]); adapter.emitOrders([]);
@@ -196,7 +181,7 @@ describe("GridEngine", () => {
it("limits sell orders for long-only direction when no position is available", () => { it("limits sell orders for long-only direction when no position is available", () => {
const adapter = new StubAdapter(); 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.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
adapter.emitOrders([]); adapter.emitOrders([]);
@@ -213,7 +198,7 @@ describe("GridEngine", () => {
it("does not repopulate the same buy level until exposure is released", () => { it("does not repopulate the same buy level until exposure is released", () => {
const adapter = new StubAdapter(); 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.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
adapter.emitOrders([]); adapter.emitOrders([]);
@@ -238,7 +223,7 @@ describe("GridEngine", () => {
it("keeps level side assignments stable regardless of price", () => { it("keeps level side assignments stable regardless of price", () => {
const adapter = new StubAdapter(); 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.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
adapter.emitOrders([]); adapter.emitOrders([]);
@@ -260,7 +245,7 @@ describe("GridEngine", () => {
it("limits active sell orders by remaining short headroom", () => { it("limits active sell orders by remaining short headroom", () => {
const adapter = new StubAdapter(); 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.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
adapter.emitOrders([]); adapter.emitOrders([]);
@@ -270,7 +255,7 @@ describe("GridEngine", () => {
expect(sellCountFull).toBeGreaterThan(0); expect(sellCountFull).toBeGreaterThan(0);
const limitedHeadroomConfig = { ...baseConfig, maxPositionSize: baseConfig.orderSize * 2 }; 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); (limitedEngine as any).shortExposure.set(12, baseConfig.orderSize * 2);
const desiredLimited = (limitedEngine as any).computeDesiredOrders(2.1) as Array<{ level: number; side: string }>; 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", () => { it("places reduce-only orders to close existing exposures", () => {
const adapter = new StubAdapter(); 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.emitAccount(createAccountSnapshot(baseConfig.symbol, baseConfig.orderSize));
adapter.emitOrders([]); adapter.emitOrders([]);
@@ -307,11 +292,11 @@ describe("GridEngine", () => {
it("restores exposures from existing reduce-only orders on restart", async () => { it("restores exposures from existing reduce-only orders on restart", async () => {
const adapter = new StubAdapter(); 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)); adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, baseConfig.orderSize * 2));
const reduceOrder: Order = { const reduceOrder: AsterOrder = {
orderId: "existing-reduce", orderId: "existing-reduce",
clientOrderId: "existing-reduce", clientOrderId: "existing-reduce",
symbol: baseConfig.symbol, symbol: baseConfig.symbol,
@@ -356,15 +341,14 @@ describe("GridEngine", () => {
expect(reduceDesired).toBeTruthy(); expect(reduceDesired).toBeTruthy();
expect(reduceDesired!.amount).toBeCloseTo(baseConfig.orderSize * 2, 6); expect(reduceDesired!.amount).toBeCloseTo(baseConfig.orderSize * 2, 6);
expect(Number(reduceDesired!.price)).toBeCloseTo(baseConfig.upperPrice, 6); expect(Number(reduceDesired!.price)).toBeCloseTo(baseConfig.upperPrice, 6);
// New engine cancels unrecognized orders (no grid- prefix) during recovery; expect(adapter.cancelledOrders).toHaveLength(0);
// legacy syncGrid still picks up exposure from position regardless.
engine.stop(); engine.stop();
}); });
it("halts the grid and closes positions when stop loss triggers", async () => { it("halts the grid and closes positions when stop loss triggers", async () => {
const adapter = new StubAdapter(); 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.emitAccount(createAccountSnapshot(baseConfig.symbol, 0.2));
adapter.emitOrders([]); adapter.emitOrders([]);
@@ -387,335 +371,4 @@ describe("GridEngine", () => {
engine.stop(); 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();
});
}); });
@@ -1,6 +1,6 @@
import { describe, expect, it } from "vitest"; import { describe, expect, it } from "vitest";
import type { ExchangeAdapter } from "../src/exchanges/adapter"; import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type { 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 { t } from "../src/i18n";
import { MakerPointsEngine } from "../src/strategy/maker-points-engine"; import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
@@ -11,13 +11,13 @@ class StubAdapter implements ExchangeAdapter {
return false; return false;
} }
watchAccount(_cb: (snapshot: 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(): Promise<Order> { async createOrder(): Promise<AsterOrder> {
throw new Error("not implemented"); throw new Error("not implemented");
} }
@@ -1,23 +1,23 @@
import { afterEach, describe, expect, it, vi } from "vitest"; import { afterEach, describe, expect, it, vi } from "vitest";
import type { ExchangeAdapter } from "../src/exchanges/adapter"; import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type { 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"; import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
class StubAdapter implements ExchangeAdapter { class StubAdapter implements ExchangeAdapter {
id = "standx"; id = "standx";
accountSnapshot: AccountSnapshot | null = null; accountSnapshot: AsterAccountSnapshot | null = null;
supportsTrailingStops(): boolean { supportsTrailingStops(): boolean {
return false; 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(): Promise<Order> { async createOrder(): Promise<AsterOrder> {
throw new Error("not implemented"); throw new Error("not implemented");
} }
@@ -25,7 +25,7 @@ class StubAdapter implements ExchangeAdapter {
async cancelOrders(): Promise<void> {} async cancelOrders(): Promise<void> {}
async cancelAllOrders(): Promise<void> {} async cancelAllOrders(): Promise<void> {}
async queryAccountSnapshot(): Promise<AccountSnapshot | null> { async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
return this.accountSnapshot; return this.accountSnapshot;
} }
} }
+11 -11
View File
@@ -1,25 +1,25 @@
import { afterEach, describe, expect, it, vi } from "vitest"; import { afterEach, describe, expect, it, vi } from "vitest";
import type { ExchangeAdapter } from "../src/exchanges/adapter"; import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type { 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"; import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
class StubAdapter implements ExchangeAdapter { class StubAdapter implements ExchangeAdapter {
id = "standx"; id = "standx";
cancelAllCount = 0; cancelAllCount = 0;
openOrders: Order[] | Error = []; openOrders: AsterOrder[] | Error = [];
accountSnapshot: AccountSnapshot | null = null; accountSnapshot: AsterAccountSnapshot | null = null;
supportsTrailingStops(): boolean { supportsTrailingStops(): boolean {
return false; 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(): Promise<Order> { async createOrder(): Promise<AsterOrder> {
throw new Error("not implemented"); throw new Error("not implemented");
} }
@@ -31,12 +31,12 @@ class StubAdapter implements ExchangeAdapter {
this.openOrders = []; this.openOrders = [];
} }
async queryOpenOrders(): Promise<Order[]> { async queryOpenOrders(): Promise<AsterOrder[]> {
if (this.openOrders instanceof Error) throw this.openOrders; if (this.openOrders instanceof Error) throw this.openOrders;
return this.openOrders; return this.openOrders;
} }
async queryAccountSnapshot(): Promise<AccountSnapshot | null> { async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
return this.accountSnapshot; return this.accountSnapshot;
} }
} }
@@ -1,33 +1,33 @@
import { afterEach, describe, expect, it, vi } from "vitest"; import { afterEach, describe, expect, it, vi } from "vitest";
import type { ExchangeAdapter } from "../src/exchanges/adapter"; import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type { 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"; import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
class StubAdapter implements ExchangeAdapter { class StubAdapter implements ExchangeAdapter {
id = "standx"; id = "standx";
private depthListeners: Array<(depth: Depth) => void> = []; private depthListeners: Array<(depth: AsterDepth) => void> = [];
supportsTrailingStops(): boolean { supportsTrailingStops(): boolean {
return false; 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 {}
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 {}
watchDepth(_symbol: string, cb: (depth: Depth) => void): void { watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void {
this.depthListeners.push(cb); this.depthListeners.push(cb);
} }
emitDepth(depth: Depth): void { emitDepth(depth: AsterDepth): void {
for (const listener of this.depthListeners) { for (const listener of this.depthListeners) {
listener(depth); listener(depth);
} }
} }
async createOrder(): Promise<Order> { async createOrder(): Promise<AsterOrder> {
throw new Error("not implemented"); throw new Error("not implemented");
} }
@@ -35,7 +35,7 @@ class StubAdapter implements ExchangeAdapter {
async cancelOrders(): Promise<void> {} async cancelOrders(): Promise<void> {}
async cancelAllOrders(): Promise<void> {} async cancelAllOrders(): Promise<void> {}
async queryAccountSnapshot(): Promise<AccountSnapshot | null> { async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
return null; return null;
} }
} }
+10 -10
View File
@@ -1,33 +1,33 @@
import { afterEach, describe, expect, it, vi } from "vitest"; import { afterEach, describe, expect, it, vi } from "vitest";
import type { ExchangeAdapter } from "../src/exchanges/adapter"; import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type { 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"; import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
class StubAdapter implements ExchangeAdapter { class StubAdapter implements ExchangeAdapter {
id = "standx"; id = "standx";
private depthListeners: Array<(depth: Depth) => void> = []; private depthListeners: Array<(depth: AsterDepth) => void> = [];
supportsTrailingStops(): boolean { supportsTrailingStops(): boolean {
return false; 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 {}
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 {}
watchDepth(_symbol: string, cb: (depth: Depth) => void): void { watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void {
this.depthListeners.push(cb); this.depthListeners.push(cb);
} }
emitDepth(depth: Depth): void { emitDepth(depth: AsterDepth): void {
for (const listener of this.depthListeners) { for (const listener of this.depthListeners) {
listener(depth); listener(depth);
} }
} }
async createOrder(): Promise<Order> { async createOrder(): Promise<AsterOrder> {
throw new Error("not implemented"); throw new Error("not implemented");
} }
@@ -35,7 +35,7 @@ class StubAdapter implements ExchangeAdapter {
async cancelOrders(): Promise<void> {} async cancelOrders(): Promise<void> {}
async cancelAllOrders(): Promise<void> {} async cancelAllOrders(): Promise<void> {}
async queryAccountSnapshot(): Promise<AccountSnapshot | null> { async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
return null; return null;
} }
} }
+12 -12
View File
@@ -1,6 +1,6 @@
import { afterEach, describe, expect, it, vi } from "vitest"; import { afterEach, describe, expect, it, vi } from "vitest";
import type { ExchangeAdapter } from "../src/exchanges/adapter"; import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type { 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"; import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
class StandxStubAdapter implements ExchangeAdapter { class StandxStubAdapter implements ExchangeAdapter {
@@ -12,20 +12,20 @@ class StandxStubAdapter implements ExchangeAdapter {
return false; return false;
} }
watchAccount(_cb: (snapshot: 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(): Promise<Order> { async createOrder(): Promise<AsterOrder> {
throw new Error("not implemented"); throw new Error("not implemented");
} }
async cancelOrder(): Promise<void> {} async cancelOrder(): Promise<void> {}
async cancelOrders(): Promise<void> {} async cancelOrders(): Promise<void> {}
async cancelAllOrders(): Promise<void> {} async cancelAllOrders(): Promise<void> {}
async queryAccountSnapshot(): Promise<AccountSnapshot | null> { async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
return { return {
canTrade: true, canTrade: true,
canDeposit: true, canDeposit: true,
@@ -98,7 +98,7 @@ describe("MakerPointsEngine StandX isolated margin guard", () => {
asks: [["101", "1"]], asks: [["101", "1"]],
eventTime: Date.now(), eventTime: Date.now(),
symbol: "BTC-USD", symbol: "BTC-USD",
} as Depth; } as AsterDepth;
(engine as any).tickerSnapshot = { (engine as any).tickerSnapshot = {
symbol: "BTC-USD", symbol: "BTC-USD",
lastPrice: "100", lastPrice: "100",
@@ -108,7 +108,7 @@ describe("MakerPointsEngine StandX isolated margin guard", () => {
volume: "0", volume: "0",
quoteVolume: "0", quoteVolume: "0",
eventTime: Date.now(), eventTime: Date.now(),
} as Ticker; } as AsterTicker;
const syncSpy = vi.fn().mockResolvedValue(undefined); const syncSpy = vi.fn().mockResolvedValue(undefined);
(engine as any).syncOrders = syncSpy; (engine as any).syncOrders = syncSpy;
@@ -162,7 +162,7 @@ describe("MakerPointsEngine StandX isolated margin guard", () => {
asks: [["101", "1"]], asks: [["101", "1"]],
eventTime: Date.now(), eventTime: Date.now(),
symbol: "BTC-USD", symbol: "BTC-USD",
} as Depth; } as AsterDepth;
(engine as any).tickerSnapshot = { (engine as any).tickerSnapshot = {
symbol: "BTC-USD", symbol: "BTC-USD",
lastPrice: "100", lastPrice: "100",
@@ -172,7 +172,7 @@ describe("MakerPointsEngine StandX isolated margin guard", () => {
volume: "0", volume: "0",
quoteVolume: "0", quoteVolume: "0",
eventTime: Date.now(), eventTime: Date.now(),
} as Ticker; } as AsterTicker;
const syncSpy = vi.fn().mockResolvedValue(undefined); const syncSpy = vi.fn().mockResolvedValue(undefined);
(engine as any).syncOrders = syncSpy; (engine as any).syncOrders = syncSpy;
+3 -3
View File
@@ -1,6 +1,6 @@
import { describe, expect, it, vi, beforeEach, afterAll } from "vitest"; import { describe, expect, it, vi, beforeEach, afterAll } from "vitest";
import type { ExchangeAdapter } from "../src/exchanges/adapter"; import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type { Order } from "../src/exchanges/types"; import type { AsterOrder } from "../src/exchanges/types";
import type { OrderLockMap, OrderTimerMap, OrderPendingMap } from "../src/core/order-coordinator"; import type { OrderLockMap, OrderTimerMap, OrderPendingMap } from "../src/core/order-coordinator";
import { import {
deduplicateOrders, deduplicateOrders,
@@ -15,7 +15,7 @@ import {
const originalTradeExchange = process.env.TRADE_EXCHANGE; const originalTradeExchange = process.env.TRADE_EXCHANGE;
const originalExchange = process.env.EXCHANGE; const originalExchange = process.env.EXCHANGE;
const baseOrder: Order = { const baseOrder: AsterOrder = {
orderId: 1, orderId: 1,
clientOrderId: "client", clientOrderId: "client",
symbol: "BTCUSDT", symbol: "BTCUSDT",
@@ -66,7 +66,7 @@ describe("order-coordinator", () => {
const timers: OrderTimerMap = {}; const timers: OrderTimerMap = {};
const pending: OrderPendingMap = {}; const pending: OrderPendingMap = {};
const log = vi.fn(); const log = vi.fn();
const openOrders: Order[] = [ const openOrders: AsterOrder[] = [
{ ...baseOrder, orderId: 1 }, { ...baseOrder, orderId: 1 },
{ ...baseOrder, orderId: 2 }, { ...baseOrder, orderId: 2 },
]; ];
+3 -3
View File
@@ -1,10 +1,10 @@
import { describe, expect, it } from "vitest"; import { describe, expect, it } from "vitest";
import { getDepthBetweenPrices } from "../src/utils/price"; import { getDepthBetweenPrices } from "../src/utils/price";
import type { Depth } from "../src/exchanges/types"; import type { AsterDepth } from "../src/exchanges/types";
describe("getDepthBetweenPrices boundary", () => { describe("getDepthBetweenPrices boundary", () => {
it("SELL side excludes quantity exactly at target price", () => { it("SELL side excludes quantity exactly at target price", () => {
const depth: Depth = { const depth: AsterDepth = {
lastUpdateId: 1, lastUpdateId: 1,
bids: [], bids: [],
asks: [ asks: [
@@ -20,7 +20,7 @@ describe("getDepthBetweenPrices boundary", () => {
}); });
it("BUY side excludes quantity exactly at target price", () => { it("BUY side excludes quantity exactly at target price", () => {
const depth: Depth = { const depth: AsterDepth = {
lastUpdateId: 1, lastUpdateId: 1,
bids: [ bids: [
["69355", "1"], ["69355", "1"],
+3 -3
View File
@@ -1,8 +1,8 @@
import { describe, expect, it } from "vitest"; import { describe, expect, it } from "vitest";
import { computeBollingerBandwidth, getPosition, getSMA } from "../src/utils/strategy"; import { computeBollingerBandwidth, getPosition, getSMA } from "../src/utils/strategy";
import type { AccountSnapshot, Kline } from "../src/exchanges/types"; import type { AsterAccountSnapshot, AsterKline } from "../src/exchanges/types";
const mockSnapshot = (positions: Array<{ symbol: string; amt: number; entry: number; pnl: number }> = []): AccountSnapshot => ({ const mockSnapshot = (positions: Array<{ symbol: string; amt: number; entry: number; pnl: number }> = []): AsterAccountSnapshot => ({
canTrade: true, canTrade: true,
canDeposit: true, canDeposit: true,
canWithdraw: true, canWithdraw: true,
@@ -20,7 +20,7 @@ const mockSnapshot = (positions: Array<{ symbol: string; amt: number; entry: num
assets: [], assets: [],
}); });
const mockKlines = (values: number[]): Kline[] => const mockKlines = (values: number[]): AsterKline[] =>
values.map((value, index) => ({ values.map((value, index) => ({
openTime: index, openTime: index,
open: String(value), open: String(value),