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mzoe/ritmex-bot:main mzoe/ritmex-bot:feat/grid mzoe/ritmex-bot:feat/cli-tools mzoe/ritmex-bot:feat/support-binance mzoe/ritmex-bot:dev mzoe/ritmex-bot:feat/advanced-depth mzoe/ritmex-bot:fix/paradex-size mzoe/ritmex-bot:feat/arb mzoe/ritmex-bot:feat/mm mzoe/ritmex-bot:feat/standx mzoe/ritmex-bot:feat/nado mzoe/ritmex-bot:feat/lighter-spot mzoe/ritmex-bot:feat/new-grid-trading mzoe/ritmex-bot:feat/extended mzoe/ritmex-bot:feat/backpack mzoe/ritmex-bot:feat/paradex mzoe/ritmex-bot:release/lighter mzoe/ritmex-bot:release/grvt
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compare: mzoe/ritmex-bot:dev
Branches Tags
mzoe/ritmex-bot:main mzoe/ritmex-bot:feat/grid mzoe/ritmex-bot:feat/cli-tools mzoe/ritmex-bot:feat/support-binance mzoe/ritmex-bot:dev mzoe/ritmex-bot:feat/advanced-depth mzoe/ritmex-bot:fix/paradex-size mzoe/ritmex-bot:feat/arb mzoe/ritmex-bot:feat/mm mzoe/ritmex-bot:feat/standx mzoe/ritmex-bot:feat/nado mzoe/ritmex-bot:feat/lighter-spot mzoe/ritmex-bot:feat/new-grid-trading mzoe/ritmex-bot:feat/extended mzoe/ritmex-bot:feat/backpack mzoe/ritmex-bot:feat/paradex mzoe/ritmex-bot:release/lighter mzoe/ritmex-bot:release/grvt
18 Commits
feat/arb .. dev
Author SHA1 Message Date
discountry d80518853e Merge branch 'main' into dev 2026-02-27 10:51:05 +08:00
discountry 422ee6f465 update maker points config 2026-02-08 09:41:06 +08:00
discountry bee7bdd8fe update maker points 2026-02-08 09:37:39 +08:00
discountry 3f67b99291 Add immediate reprice logic to MakerPointsEngine 
- Enhanced the MakerPointsEngine by introducing a new method `shouldTriggerImmediateReprice` to trigger an immediate tick when the market depth deviates beyond a specified minimum reprice basis points threshold.
- Updated the existing depth protection logic to include this new reprice condition.
- Added a comprehensive test suite to validate the immediate reprice functionality and its integration with the MakerPoints engine.
 2026-02-08 00:08:38 +08:00
discountry 61e6e4cdde Add Binance depth monitoring configuration to MakerPoints 
- Introduced new environment variables `MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS` and `MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO` to configure Binance depth monitoring.
- Updated `MakerPointsConfig` interface and implementation to include these new parameters.
- Enhanced translations to reflect dynamic depth window information in the UI.
- Added tests to validate the new configuration options and their integration into the MakerPoints engine.
 2026-02-07 23:58:01 +08:00
discountry 858b2f304b Update imbalance ratio in MakerPointsEngine and binance-depth.ts for improved trading strategy 
- Adjusted the `ratio` in `MakerPointsEngine` from 8 to 2 to better align with current market conditions.
- Updated `DEFAULT_IMBALANCE_RATIO` in `binance-depth.ts` from 8 to 2 to maintain consistency across the trading strategy.
 2026-02-07 23:35:22 +08:00
discountry 6998afebb1 Refactor price calculation in MakerPointsEngine for improved accuracy 
- Replaced direct price calculations with a new method `normalizeDepthTargetPrice` to ensure valid target prices for buy and sell orders.
- Updated all instances of price calculations in the MakerPointsEngine to utilize the new normalization method.
- Added boundary tests for `getDepthBetweenPrices` to validate behavior when prices are exactly at the target.
 2026-02-07 23:27:42 +08:00
discountry b8942c18e6 Add immediate depth protection logic to MakerPointsEngine 
- Introduced a new private property `forceTickRequested` to manage immediate tick requests.
- Implemented `shouldTriggerImmediateDepthProtection` method to trigger a tick when depth falls below the configured threshold.
- Updated the tick processing logic to accommodate immediate depth protection.
- Added unit tests to validate the immediate tick triggering behavior based on depth changes.
 2026-02-07 23:10:56 +08:00
discountry 6f85e609f8 Update minimum depth threshold and imbalance ratio for improved trading performance 
- Changed `filterMinDepth` in `MakerPointsConfig` from 5 to 10 to enhance trading strategy.
- Adjusted `ratio` in `MakerPointsEngine` and `DEFAULT_IMBALANCE_RATIO` in `binance-depth.ts` from 9 to 8 for better alignment with market conditions.
 2026-02-07 22:46:48 +08:00
discountry a851257149 Update minimum depth threshold in MakerPointsConfig from 50 to 5 for improved trading performance 2026-02-07 22:19:39 +08:00
DisneyandGitHub 9355ec5019 Enhance Binance depth health monitoring and defense mode logic (#21) 
- Updated translations for Binance depth status messages to include depth window information.
- Modified `MakerPointsEngine` to incorporate health checks for the Binance depth tracker, including handling of unhealthy states.
- Improved defense mode activation logic to respond to Binance depth health status, ensuring appropriate logging and notifications.
- Added integration tests for defense mode behavior based on Binance depth health, validating transitions into and out of defense mode.
- Refactored `BinanceDepthTracker` to support health checks and improved connection management.
 2026-02-07 22:01:49 +08:00
DisneyandGitHub fa82d45bfb fix size (#20) 2026-02-04 13:26:06 +08:00
discountry d0154e5721 fix den 2026-02-03 18:48:06 +08:00
discountry 52b6a8a076 Add invitation links for Nado registration in trading tutorial 2026-02-03 12:04:36 +08:00
discountry db6a9cfc68 Add Nado trading tutorial for ritmex-bot 2026-02-03 12:02:55 +08:00
DisneyandGitHub 03b8e53d30 Merge pull request #19 from discountry/feat/arb 
Feat/arb
 2026-02-01 11:15:42 +08:00
discountry 732525b394 Merge branch 'main' into dev 2025-10-06 20:15:05 +08:00
discountry 627ed36de4 feat: 添加 EdgeX 交易所适配器及相关客户端实现，支持订单、深度和K线数据处理 2025-10-04 20:15:41 +08:00
67 changed files with 17732 additions and 251 deletions
Expand all files Collapse all files
.env.example
+14
View File
@@ -59,6 +59,10 @@ MAKER_REFRESH_INTERVAL_MS=500 # Maker refresh cadence (ms)
MAKER_MAX_CLOSE_SLIPPAGE_PCT=0.05 # Maker close slippage guard (fallbacks to MAX_CLOSE_SLIPPAGE_PCT) MAKER_MAX_CLOSE_SLIPPAGE_PCT=0.05 # Maker close slippage guard (fallbacks to MAX_CLOSE_SLIPPAGE_PCT)
MAKER_PRICE_TICK=0.1 # Maker price tick size (defaults to PRICE_TICK) MAKER_PRICE_TICK=0.1 # Maker price tick size (defaults to PRICE_TICK)
# Maker-points Binance depth imbalance monitor
MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS=3 # Binance depth monitor window around best bid/ask (bps)
MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO=9 # Imbalance threshold ratio (e.g. 9 => one side >= 9x)
# Grid strategy defaults # Grid strategy defaults
GRID_LOWER_PRICE=25000 # Grid lower bound price (quote currency) GRID_LOWER_PRICE=25000 # Grid lower bound price (quote currency)
GRID_UPPER_PRICE=35000 # Grid upper bound price GRID_UPPER_PRICE=35000 # Grid upper bound price
@@ -117,6 +121,16 @@ BACKPACK_SYMBOL=BTC_USD_PERP
# Enable verbose adapter logging: set to "1" or "true" # Enable verbose adapter logging: set to "1" or "true"
BACKPACK_DEBUG=false BACKPACK_DEBUG=false
# EdgeX exchange configuration
EDGEX_ACCOUNT_ID=
EDGEX_PRIVATE_KEY=
# EDGEX_POSITION_ID= # Defaults to EDGEX_ACCOUNT_ID when omitted
# EDGEX_BASE_URL=https://pro.edgex.exchange
# EDGEX_WS_PUBLIC_URL=wss://quote.edgex.exchange
# EDGEX_WS_PRIVATE_URL=wss://quote.edgex.exchange
# EDGEX_ORDER_TTL_MS=21600000 # Order expiration window (ms), default 6 hours
# Paradex exchange configuration # Paradex exchange configuration
# Provide the EVM private key & wallet address for onboarded accounts. # Provide the EVM private key & wallet address for onboarded accounts.
# When EXCHANGE=paradex these values are used automatically. # When EXCHANGE=paradex these values are used automatically.
bun.lock
+341 -108
View File
@@ -1,103 +1,104 @@
{ {
"lockfileVersion": 1, "lockfileVersion": 1,
"configVersion": 0, "configVersion": 1,
"workspaces": { "workspaces": {
"": { "": {
"name": "ritmex-bot", "name": "ritmex-bot",
"dependencies": { "dependencies": {
"@grvt/client": "^1.6.4", "@grvt/client": "^1.6.25",
"@nadohq/client": "^0.1.0-alpha.41", "@nadohq/client": "^0.1.0-alpha.45",
"@noble/ed25519": "^3.0.0", "@noble/ed25519": "^3.0.0",
"axios": "^1.12.2", "@starkware-industries/starkware-crypto-utils": "^0.2.1",
"axios": "^1.13.4",
"bignumber.js": "^9.3.1", "bignumber.js": "^9.3.1",
"ccxt": "^4.5.12", "ccxt": "^4.5.35",
"dotenv": "^17.2.2", "dotenv": "^17.2.3",
"ethereum-cryptography": "^2.1.3", "ethereum-cryptography": "^2.2.1",
"ink": "^6.3.1", "ink": "^6.6.0",
"react": "^19.1.1", "react": "^19.2.4",
"trading-signals": "^7.4.3", "trading-signals": "^7.4.3",
"viem": "^2.43.1", "viem": "^2.45.1",
"ws": "^8.18.3", "ws": "^8.19.0",
}, },
"devDependencies": { "devDependencies": {
"@types/bun": "latest", "@types/bun": "latest",
"vitest": "^3.2.4", "vitest": "^3.2.4",
}, },
"peerDependencies": { "peerDependencies": {
"typescript": "^5", "typescript": "^5.9.2",
}, },
}, },
}, },
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@@ -107,49 +108,55 @@
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"ox/@scure/bip39/@scure/base": ["@scure/base@1.2.6", "", {}, "sha512-g/nm5FgUa//MCj1gV09zTJTaM6KBAHqLN907YVQqf7zC49+DcO4B1so4ZX07Ef10Twr6nuqYEH9GEggFXA4Fmg=="], "ox/@scure/bip39/@scure/base": ["@scure/base@1.2.6", "", {}, "sha512-g/nm5FgUa//MCj1gV09zTJTaM6KBAHqLN907YVQqf7zC49+DcO4B1so4ZX07Ef10Twr6nuqYEH9GEggFXA4Fmg=="],
"ripemd160/hash-base/readable-stream": ["readable-stream@2.3.8", "", { "dependencies": { "core-util-is": "~1.0.0", "inherits": "~2.0.3", "isarray": "~1.0.0", "process-nextick-args": "~2.0.0", "safe-buffer": "~5.1.1", "string_decoder": "~1.1.1", "util-deprecate": "~1.0.1" } }, "sha512-8p0AUk4XODgIewSi0l8Epjs+EVnWiK7NoDIEGU0HhE7+ZyY8D1IMY7odu5lRrFXGg71L15KG8QrPmum45RTtdA=="],
"viem/@scure/bip32/@scure/base": ["@scure/base@1.2.6", "", {}, "sha512-g/nm5FgUa//MCj1gV09zTJTaM6KBAHqLN907YVQqf7zC49+DcO4B1so4ZX07Ef10Twr6nuqYEH9GEggFXA4Fmg=="], "viem/@scure/bip32/@scure/base": ["@scure/base@1.2.6", "", {}, "sha512-g/nm5FgUa//MCj1gV09zTJTaM6KBAHqLN907YVQqf7zC49+DcO4B1so4ZX07Ef10Twr6nuqYEH9GEggFXA4Fmg=="],
"viem/@scure/bip39/@scure/base": ["@scure/base@1.2.6", "", {}, "sha512-g/nm5FgUa//MCj1gV09zTJTaM6KBAHqLN907YVQqf7zC49+DcO4B1so4ZX07Ef10Twr6nuqYEH9GEggFXA4Fmg=="], "viem/@scure/bip39/@scure/base": ["@scure/base@1.2.6", "", {}, "sha512-g/nm5FgUa//MCj1gV09zTJTaM6KBAHqLN907YVQqf7zC49+DcO4B1so4ZX07Ef10Twr6nuqYEH9GEggFXA4Fmg=="],
"md5.js/hash-base/readable-stream/safe-buffer": ["safe-buffer@5.1.2", "", {}, "sha512-Gd2UZBJDkXlY7GbJxfsE8/nvKkUEU1G38c1siN6QP6a9PT9MmHB8GnpscSmMJSoF8LOIrt8ud/wPtojys4G6+g=="],
"md5.js/hash-base/readable-stream/string_decoder": ["string_decoder@1.1.1", "", { "dependencies": { "safe-buffer": "~5.1.0" } }, "sha512-n/ShnvDi6FHbbVfviro+WojiFzv+s8MPMHBczVePfUpDJLwoLT0ht1l4YwBCbi8pJAveEEdnkHyPyTP/mzRfwg=="],
"ripemd160/hash-base/readable-stream/safe-buffer": ["safe-buffer@5.1.2", "", {}, "sha512-Gd2UZBJDkXlY7GbJxfsE8/nvKkUEU1G38c1siN6QP6a9PT9MmHB8GnpscSmMJSoF8LOIrt8ud/wPtojys4G6+g=="],
"ripemd160/hash-base/readable-stream/string_decoder": ["string_decoder@1.1.1", "", { "dependencies": { "safe-buffer": "~5.1.0" } }, "sha512-n/ShnvDi6FHbbVfviro+WojiFzv+s8MPMHBczVePfUpDJLwoLT0ht1l4YwBCbi8pJAveEEdnkHyPyTP/mzRfwg=="],
} }
} }
docs/edgex/L2signature.md
+785
View File
@@ -0,0 +1,785 @@
2 Signature
How To Sign Message
How To GET Your L2 Private Key
To sign messages on Layer 2, you need to obtain your L2 private key. This key is used to generate signatures that authorize various actions on the platform.
How To GET Your L2 Private Key
Warning: Keep your private key secure and never share it with anyone. Anyone with access to your private key can sign messages on your behalf.
Signature Algorithm
The signature algorithm used is Ecdsa (Elliptic Curve Digital Signature Algorithm). This algorithm ensures that signatures are secure and verifiable.
L2Signature for Operations (e.g., Order, Transfer, Withdraw): This will use Pedersen hash for signing. However, this hash computation will consume significantly more CPU resources.
<!-- logo -->
<h1 align='center'>StarkWare Crypto Utils</h1>
<!-- tag line -->
<h4 align='center'> Signatures, keys and Pedersen hash on STARK friendly elliptic curve</h4>
<!-- primary badges -->
<p align="center">
<a href="https://www.w3schools.com/js/">
<img src='https://badges.aleen42.com/src/javascript.svg' />
</a>
<a href="https://www.npmjs.com/package/@starkware-industries/starkware-crypto-utils">
<img src='https://img.shields.io/npm/v/@starkware-industries/starkware-crypto-utils?label=npm' />
</a>
<a href="https://starkware.co/">
<img src="https://img.shields.io/badge/powered_by-StarkWare-navy">
</a>
</p>
## Installation
```bash
// using npm
npm i @starkware-industries/starkware-crypto-utils
// using yarn
yarn add @starkware-industries/starkware-crypto-utils
```
## How to use it
```js
const starkwareCrypto = require('@starkware-industries/starkware-crypto-utils');
```
## API
```javascript
{
prime,
ec: starkEc,
constantPoints,
shiftPoint,
maxEcdsaVal, // Data.
pedersen,
getLimitOrderMsgHash,
getTransferMsgHash,
sign,
verify,
assertInRange,
getTransferMsgHashWithFee,
getLimitOrderMsgHashWithFee // Function.
asset: {
getAssetType,
getAssetId // Function.
},
keyDerivation: {
StarkExEc: ec.n, // Data.
getPrivateKeyFromEthSignature,
privateToStarkKey,
getKeyPairFromPath,
getAccountPath,
grindKey // Function.
},
messageUtils: {
assertInRange // Function.
}
}
```
## Usage
### Signing a StarkEx order
```javascript
const starkwareCrypto = require('@starkware-libs/starkware-crypto-utils');
const testData = require('test/config/signature_test_data.json');
const privateKey = testData.meta_data.party_a_order.private_key.substring(2);
const keyPair = starkwareCrypto.ec.keyFromPrivate(privateKey, 'hex');
const publicKey = starkwareCrypto.ec.keyFromPublic(
keyPair.getPublic(true, 'hex'),
'hex'
);
const publicKeyX = publicKey.pub.getX();
assert(
publicKeyX.toString(16) ===
testData.settlement.party_a_order.public_key.substring(2),
`Got: ${publicKeyX.toString(16)}.
Expected: ${testData.settlement.party_a_order.public_key.substring(2)}`
);
const {party_a_order: partyAOrder} = testData.settlement;
const msgHash = starkwareCrypto.getLimitOrderMsgHash(
partyAOrder.vault_id_sell, // - vault_sell (uint31)
partyAOrder.vault_id_buy, // - vault_buy (uint31)
partyAOrder.amount_sell, // - amount_sell (uint63 decimal str)
partyAOrder.amount_buy, // - amount_buy (uint63 decimal str)
partyAOrder.token_sell, // - token_sell (hex str with 0x prefix < prime)
partyAOrder.token_buy, // - token_buy (hex str with 0x prefix < prime)
partyAOrder.nonce, // - nonce (uint31)
partyAOrder.expiration_timestamp // - expiration_timestamp (uint22)
);
assert(
msgHash === testData.meta_data.party_a_order.message_hash.substring(2),
`Got: ${msgHash}. Expected: ` +
testData.meta_data.party_a_order.message_hash.substring(2)
);
const msgSignature = starkwareCrypto.sign(keyPair, msgHash);
const {r, s} = msgSignature;
assert(starkwareCrypto.verify(publicKey, msgHash, msgSignature));
assert(
r.toString(16) === partyAOrder.signature.r.substring(2),
`Got: ${r.toString(16)}. Expected: ${partyAOrder.signature.r.substring(2)}`
);
assert(
s.toString(16) === partyAOrder.signature.s.substring(2),
`Got: ${s.toString(16)}. Expected: ${partyAOrder.signature.s.substring(2)}`
);
// The following is the JSON representation of an order:
console.log('Order JSON representation: ');
console.log(partyAOrder);
console.log('\n');
```
### StarkEx key serialization
```javascript
const starkwareCrypto = require('@starkware-libs/starkware-crypto-utils');
const pubXStr = publicKey.pub.getX().toString('hex');
const pubYStr = publicKey.pub.getY().toString('hex');
// Verify Deserialization.
const pubKeyDeserialized = starkwareCrypto.ec.keyFromPublic(
{x: pubXStr, y: pubYStr},
'hex'
);
assert(starkwareCrypto.verify(pubKeyDeserialized, msgHash, msgSignature));
```
### Signing a StarkEx order with fee
```javascript
const privateKey = testData.meta_data.party_a_order.private_key.substring(2);
const keyPair = starkwareCrypto.ec.keyFromPrivate(privateKey, 'hex');
const publicKey = starkwareCrypto.ec.keyFromPublic(
keyPair.getPublic(true, 'hex'),
'hex'
);
const publicKeyX = publicKey.pub.getX();
assert(
publicKeyX.toString(16) ===
testData.settlement.party_a_order.public_key.substring(2),
`Got: ${publicKeyX.toString(16)}.
Expected: ${testData.settlement.party_a_order.public_key.substring(2)}`
);
const {party_a_order: partyAOrder} = testData.settlement;
const feeInfo = testData.fee_info_user;
const msgHash = starkwareCrypto.getLimitOrderMsgHashWithFee(
partyAOrder.vault_id_sell, // - vault_sell (uint64)
partyAOrder.vault_id_buy, // - vault_buy (uint64)
partyAOrder.amount_sell, // - amount_sell (uint63 decimal str)
partyAOrder.amount_buy, // - amount_buy (uint63 decimal str)
partyAOrder.token_sell, // - token_sell (hex str with 0x prefix < prime)
partyAOrder.token_buy, // - token_buy (hex str with 0x prefix < prime)
partyAOrder.nonce, // - nonce (uint31)
partyAOrder.expiration_timestamp, // - expiration_timestamp (uint22)
feeInfo.token_id, // - token (hex str with 0x prefix < prime)
feeInfo.source_vault_id, // - fee_source_vault_id (uint31)
feeInfo.fee_limit // - amount (uint63 decimal str)
);
assert(
msgHash ===
testData.meta_data.party_a_order_with_fee.message_hash.substring(2),
`Got: ${msgHash}. Expected: ` +
testData.meta_data.party_a_order_with_fee.message_hash.substring(2)
);
// The following is the JSON representation of an order:
console.log('Order With Fee JSON representation: ');
// Fee info is added to the order, and will be also be seen in the JSON of Settlement.
partyAOrder.fee_info = feeInfo; // eslint-disable-line
console.log(partyAOrder);
console.log('\n');
```
### StarkEx transfer
```javascript
const starkwareCrypto = require('@starkware-libs/starkware-crypto-utils');
const testData = require('test/config/signature_test_data.json');
const privateKey = testData.meta_data.transfer_order.private_key.substring(2);
const keyPair = starkwareCrypto.ec.keyFromPrivate(privateKey, 'hex');
const publicKey = starkwareCrypto.ec.keyFromPublic(
keyPair.getPublic(true, 'hex'),
'hex'
);
const publicKeyX = publicKey.pub.getX();
assert(
publicKeyX.toString(16) === testData.transfer_order.public_key.substring(2),
`Got: ${publicKeyX.toString(16)}.
Expected: ${testData.transfer_order.public_key.substring(2)}`
);
const transfer = testData.transfer_order;
const msgHash = starkwareCrypto.getTransferMsgHash(
transfer.amount, // - amount (uint63 decimal str)
transfer.nonce, // - nonce (uint31)
transfer.sender_vault_id, // - sender_vault_id (uint31)
transfer.token, // - token (hex str with 0x prefix < prime)
transfer.target_vault_id, // - target_vault_id (uint31)
transfer.target_public_key, // - target_public_key (hex str with 0x prefix < prime)
transfer.expiration_timestamp // - expiration_timestamp (uint22)
);
assert(
msgHash === testData.meta_data.transfer_order.message_hash.substring(2),
`Got: ${msgHash}. Expected: ` +
testData.meta_data.transfer_order.message_hash.substring(2)
);
// The following is the JSON representation of a transfer:
console.log('Transfer JSON representation: ');
console.log(transfer);
console.log('\n');
```
### StarkEx conditional transfer
```javascript
const starkwareCrypto = require('@starkware-libs/starkware-crypto-utils');
const testData = require('test/config/signature_test_data.json');
const privateKey =
testData.meta_data.conditional_transfer_order.private_key.substring(2);
const keyPair = starkwareCrypto.ec.keyFromPrivate(privateKey, 'hex');
const publicKey = starkwareCrypto.ec.keyFromPublic(
keyPair.getPublic(true, 'hex'),
'hex'
);
const publicKeyX = publicKey.pub.getX();
assert(
publicKeyX.toString(16) ===
testData.conditional_transfer_order.public_key.substring(2),
`Got: ${publicKeyX.toString(16)}.
Expected: ${testData.conditional_transfer_order.public_key.substring(
2
)}`
);
const transfer = testData.conditional_transfer_order;
const msgHash = starkwareCrypto.getTransferMsgHash(
transfer.amount, // - amount (uint63 decimal str)
transfer.nonce, // - nonce (uint31)
transfer.sender_vault_id, // - sender_vault_id (uint31)
transfer.token, // - token (hex str with 0x prefix < prime)
transfer.target_vault_id, // - target_vault_id (uint31)
transfer.target_public_key, // - target_public_key (hex str with 0x prefix < prime)
transfer.expiration_timestamp, // - expiration_timestamp (uint22)
transfer.condition // - condition (hex str with 0x prefix < prime)
);
assert(
msgHash ===
testData.meta_data.conditional_transfer_order.message_hash.substring(2),
`Got: ${msgHash}. Expected: ` +
testData.meta_data.conditional_transfer_order.message_hash.substring(2)
);
// The following is the JSON representation of a transfer:
console.log('Conditional Transfer JSON representation: ');
console.log(transfer);
console.log('\n');
```
### StarkEx transfer with fee
```javascript
const privateKey = testData.meta_data.transfer_order.private_key.substring(2);
const keyPair = starkwareCrypto.ec.keyFromPrivate(privateKey, 'hex');
const publicKey = starkwareCrypto.ec.keyFromPublic(
keyPair.getPublic(true, 'hex'),
'hex'
);
const publicKeyX = publicKey.pub.getX();
assert(
publicKeyX.toString(16) === testData.transfer_order.public_key.substring(2),
`Got: ${publicKeyX.toString(16)}.
Expected: ${testData.transfer_order.public_key.substring(2)}`
);
const transfer = testData.transfer_order;
const feeInfo = testData.fee_info_user;
const msgHash = starkwareCrypto.getTransferMsgHashWithFee(
transfer.amount, // - amount (uint63 decimal str)
transfer.nonce, // - nonce (uint31)
transfer.sender_vault_id, // - sender_vault_id (uint64)
transfer.token, // - token (hex str with 0x prefix < prime)
transfer.target_vault_id, // - target_vault_id (uint64)
transfer.target_public_key, // - target_public_key (hex str with 0x prefix < prime)
transfer.expiration_timestamp, // - expiration_timestamp (uint22)
feeInfo.token_id, // - token (hex str with 0x prefix < prime)
feeInfo.source_vault_id, // - fee_source_vault_id (uint64)
feeInfo.fee_limit // - amount (uint63 decimal str)
);
assert(
msgHash ===
testData.meta_data.transfer_order_with_fee.message_hash.substring(2),
`Got: ${msgHash}. Expected: ` +
testData.meta_data.transfer_order.message_hash.substring(2)
);
// The following is the JSON representation of a transfer:
console.log('Transfer With Fee JSON representation: ');
console.log(transfer);
console.log('\n');
```
### StarkEx conditional Transfer with fee
```javascript
const privateKey =
testData.meta_data.conditional_transfer_order.private_key.substring(2);
const keyPair = starkwareCrypto.ec.keyFromPrivate(privateKey, 'hex');
const publicKey = starkwareCrypto.ec.keyFromPublic(
keyPair.getPublic(true, 'hex'),
'hex'
);
const publicKeyX = publicKey.pub.getX();
assert(
publicKeyX.toString(16) ===
testData.conditional_transfer_order.public_key.substring(2),
`Got: ${publicKeyX.toString(16)}.
Expected: ${testData.conditional_transfer_order.public_key.substring(
2
)}`
);
const transfer = testData.conditional_transfer_order;
const feeInfo = testData.fee_info_user;
const msgHash = starkwareCrypto.getTransferMsgHashWithFee(
transfer.amount, // - amount (uint63 decimal str)
transfer.nonce, // - nonce (uint31)
transfer.sender_vault_id, // - sender_vault_id (uint64)
transfer.token, // - token (hex str with 0x prefix < prime)
transfer.target_vault_id, // - target_vault_id (uint64)
transfer.target_public_key, // - target_public_key (hex str with 0x prefix < prime)
transfer.expiration_timestamp, // - expiration_timestamp (uint22)
feeInfo.token_id, // - token (hex str with 0x prefix < prime)
feeInfo.source_vault_id, // - fee_source_vault_id (uint64)
feeInfo.fee_limit, // - amount (uint63 decimal str)
transfer.condition // - condition (hex str with 0x prefix < prime)
);
assert(
msgHash ===
testData.meta_data.conditional_transfer_order_with_fee.message_hash.substring(
2
),
`Got: ${msgHash}. Expected: ` +
testData.meta_data.conditional_transfer_order.message_hash.substring(2)
);
// The following is the JSON representation of a transfer:
console.log('Conditional Transfer With Fee JSON representation: ');
console.log(transfer);
console.log('\n');
```
### Adding a matching order to create a settlement
```javascript
const starkwareCrypto = require('@starkware-libs/starkware-crypto-utils');
const testData = require('test/config/signature_test_data.json');
const privateKey = testData.meta_data.party_b_order.private_key.substring(2);
const keyPair = starkwareCrypto.ec.keyFromPrivate(privateKey, 'hex');
const publicKey = starkwareCrypto.ec.keyFromPublic(
keyPair.getPublic(true, 'hex'),
'hex'
);
const publicKeyX = publicKey.pub.getX();
assert(
publicKeyX.toString(16) ===
testData.settlement.party_b_order.public_key.substring(2),
`Got: ${publicKeyX.toString(16)}.
Expected: ${testData.settlement.party_b_order.public_key.substring(2)}`
);
const {party_b_order: partyBOrder} = testData.settlement;
const msgHash = starkwareCrypto.getLimitOrderMsgHash(
partyBOrder.vault_id_sell, // - vault_sell (uint31)
partyBOrder.vault_id_buy, // - vault_buy (uint31)
partyBOrder.amount_sell, // - amount_sell (uint63 decimal str)
partyBOrder.amount_buy, // - amount_buy (uint63 decimal str)
partyBOrder.token_sell, // - token_sell (hex str with 0x prefix < prime)
partyBOrder.token_buy, // - token_buy (hex str with 0x prefix < prime)
partyBOrder.nonce, // - nonce (uint31)
partyBOrder.expiration_timestamp // - expiration_timestamp (uint22)
);
assert(
msgHash === testData.meta_data.party_b_order.message_hash.substring(2),
`Got: ${msgHash}. Expected: ` +
testData.meta_data.party_b_order.message_hash.substring(2)
);
const msgSignature = starkwareCrypto.sign(keyPair, msgHash);
const {r, s} = msgSignature;
assert(starkwareCrypto.verify(publicKey, msgHash, msgSignature));
assert(
r.toString(16) === partyBOrder.signature.r.substring(2),
`Got: ${r.toString(16)}. Expected: ${partyBOrder.signature.r.substring(2)}`
);
assert(
s.toString(16) === partyBOrder.signature.s.substring(2),
`Got: ${s.toString(16)}. Expected: ${partyBOrder.signature.s.substring(2)}`
);
// The following is the JSON representation of a settlement:
console.log('Settlement JSON representation: ');
console.log(testData.settlement);
```
## Valid transfer with sender_vault_id=2\*\*63+10
```javascript
const transfer = testData.transfer_order_2nd_valid_range;
const feeInfo = testData.fee_info_user;
const msgHash = starkwareCrypto.getTransferMsgHashWithFee(
transfer.amount, // - amount (uint63 decimal str)
transfer.nonce, // - nonce (uint31)
transfer.sender_vault_id, // - sender_vault_id (uint64)
transfer.token, // - token (hex str with 0x prefix < prime)
transfer.target_vault_id, // - target_vault_id (uint64)
transfer.target_public_key, // - target_public_key (hex str with 0x prefix < prime)
transfer.expiration_timestamp, // - expiration_timestamp (uint22)
feeInfo.token_id, // - token (hex str with 0x prefix < prime)
feeInfo.source_vault_id, // - fee_source_vault_id (uint64)
feeInfo.fee_limit, // - amount (uint63 decimal str)
transfer.condition // - condition (hex str with 0x prefix < prime)
);
assert(
msgHash ===
testData.meta_data.transfer_order_2nd_valid_range.message_hash.substring(2),
`Got: ${msgHash}. Expected: ` +
testData.meta_data.transfer_order_2nd_valid_range.message_hash.substring(2)
);
// The following is the JSON representation of a transfer with sender_vault_id in the second
// valid range:
console.log('Transfer JSON representation: ');
console.log(transfer);
console.log('\n');
```
## License
[Apache License 2.0](LICENSE.md)
Java L2Signature Demo
Below is a Java implementation of the Ecdsa signature algorithm. This example demonstrates how to sign a message using a private key.
Copy
public static CreateOrderRequest signOrder(
CreateOrderRequest request,
Contract contract,
Coin quotelCoin,
PrivateKey privateKey) {
BigInteger msgHash = L2SignUtil.hashLimitOrder(
request.getSide() == OrderSide.BUY,
BigIntUtil.toBigInt(quotelCoin.getStarkExAssetId()),
BigIntUtil.toBigInt(contract.getStarkExSyntheticAssetId()),
BigIntUtil.toBigInt(quotelCoin.getStarkExAssetId()),
UnsignedLong.valueOf(new BigDecimal(request.getL2Value())
.multiply(new BigDecimal(BigIntUtil.toBigInt(quotelCoin.getStarkExResolution())))
.toBigIntegerExact()),
UnsignedLong.valueOf(new BigDecimal(request.getL2Size())
.multiply(new BigDecimal(BigIntUtil.toBigInt(contract.getStarkExResolution())))
.toBigIntegerExact()),
UnsignedLong.valueOf(new BigDecimal(request.getL2LimitFee())
.multiply(new BigDecimal(BigIntUtil.toBigInt(quotelCoin.getStarkExResolution())))
.toBigIntegerExact()),
UnsignedLong.fromLongBits(request.getAccountId()),
UnsignedInteger.valueOf(request.getL2Nonce()),
UnsignedInteger.valueOf(request.getL2ExpireTime() / (60 * 60 * 1000L)));
Signature signature = Ecdsa.sign(msgHash, privateKey);
return request.toBuilder()
.setL2Signature(L2Signature.newBuilder()
.setR(BigIntUtil.toHexStr(signature.r))
.setS(BigIntUtil.toHexStr(signature.s))
.build())
.build();
}
public static BigInteger hashLimitOrder(
boolean isBuyingSynthetic,
BigInteger assetIdCollateral,
BigInteger assetIdSynthetic,
BigInteger assetIdFee,
UnsignedLong amountCollateral,
UnsignedLong amountSynthetic,
UnsignedLong maxAmountFee,
UnsignedLong positionId,
UnsignedInteger nonce,
UnsignedInteger expirationTimestamp) {
BigInteger assetIdSell;
BigInteger assetIdBuy;
UnsignedLong amountSell;
UnsignedLong amountBuy;
if (isBuyingSynthetic) {
assetIdSell = assetIdCollateral;
assetIdBuy = assetIdSynthetic;
amountSell = amountCollateral;
amountBuy = amountSynthetic;
} else {
assetIdSell = assetIdSynthetic;
assetIdBuy = assetIdCollateral;
amountSell = amountSynthetic;
amountBuy = amountCollateral;
}
BigInteger packedMessage0 = amountSell.bigIntegerValue();
packedMessage0 = packedMessage0.shiftLeft(64).add(amountBuy.bigIntegerValue());
packedMessage0 = packedMessage0.shiftLeft(64).add(maxAmountFee.bigIntegerValue());
packedMessage0 = packedMessage0.shiftLeft(32).add(nonce.bigIntegerValue());
BigInteger packedMessage1 = BigInteger.valueOf(3);
packedMessage1 = packedMessage1.shiftLeft(64).add(positionId.bigIntegerValue());
packedMessage1 = packedMessage1.shiftLeft(64).add(positionId.bigIntegerValue());
packedMessage1 = packedMessage1.shiftLeft(64).add(positionId.bigIntegerValue());
packedMessage1 = packedMessage1.shiftLeft(32).add(expirationTimestamp.bigIntegerValue());
packedMessage1 = packedMessage1.shiftLeft(17);
BigInteger msg = pedersenHash(assetIdSell, assetIdBuy);
msg = pedersenHash(msg, assetIdFee);
msg = pedersenHash(msg, packedMessage0);
msg = pedersenHash(msg, packedMessage1);
return msg;
}
public static BigInteger pedersenHash(BigInteger... input) {
BigInteger[][] points = PEDERSEN_POINTS;
Point shiftPoint = new Point(points[0][0], points[0][1]);
for (int i = 0; i < input.length; i++) {
BigInteger x = input[i];
for (int j = 0; j < 252; j++) {
int pos = 2 + i * 252 + j;
Point pt = new Point(points[pos][0], points[pos][1]);
if (x.and(BigInteger.ONE).intValue() != 0) {
shiftPoint = EcMath.add(shiftPoint, pt, Curve.secp256k1.A, Curve.secp256k1.P);
}
x = x.shiftRight(1);
}
}
return shiftPoint.x;
}
public static Signature sign(BigInteger msgHash, PrivateKey privateKey) {
Curve curve = privateKey.curve;
BigInteger randNum = new BigInteger(curve.N.toByteArray().length * 8 - 1, new SecureRandom()).abs().add(BigInteger.ONE);
Point randomSignPoint = EcMath.multiply(curve.G, randNum, curve.N, curve.A, curve.P);
BigInteger r = randomSignPoint.x.mod(curve.N);
BigInteger s = ((msgHash.add(r.multiply(privateKey.secret))).multiply(EcMath.inv(randNum, curve.N))).mod(curve.N);
return Signature.create(r, s);
}
Signature Construction Guide
This section provides detailed instructions on constructing signatures for various actions on the platform.
Withdrawal Signature
Used to authorize withdrawing assets from Layer 2 to an Ethereum address.
Parameters
assetIdCollateral - Asset ID for the collateral token from meta_data.coinList.starkExAssetId
positionId - User's account ID in Layer 2
ethAddress - Destination Ethereum address for withdrawal
nonce - Unique transaction identifier to prevent replay attacks
expirationTimestamp - Unix timestamp when signature expires
amount - Amount to withdraw in base units
Calculation
The following TypeScript function constructs the withdrawal message for signing:
Copy
// Construct withdrawal message for signing
function getWithdrawalToAddressMsg({
assetIdCollateral,
positionId,
ethAddress,
nonce,
expirationTimestamp,
amount
}) {
// Pack parameters into 256-bit words
const w1 = assetIdCollateral;
let w5 = BigInt(withdrawalToAddress); // Constant identifier
w5 = (w5 << 64) + BigInt(positionId);
w5 = (w5 << 32) + BigInt(nonce);
w5 = (w5 << 64) + BigInt(amount);
w5 = (w5 << 32) + BigInt(expirationTimestamp);
w5 = w5 << 49;
// Calculate Pedersen hash
return pedersen([
pedersen([w1, ethAddress]),
w5.toString(16)
]);
}
Limit Order Signature
Used to authorize a limit order for perpetual trading.
Parameters
assetIdSynthetic - Synthetic asset ID from meta_data.contractList.starkExSyntheticAssetId
assetIdCollateral - Collateral asset ID from meta_data.coinList.starkExAssetId
isBuyingSynthetic - true for buy orders, false for sell orders
assetIdFee - Fee token asset ID from meta_data.coinList.starkExAssetId
amountSynthetic - Amount of synthetic asset
amountCollateral - Amount of collateral asset
maxAmountFee - Maximum fee amount allowed
nonce - Unique order identifier
positionId - User's position ID
expirationTimestamp - Unix timestamp when order expires
Calculation
The following TypeScript function constructs the limit order message for signing:
Copy
function getLimitOrderMsg({
assetIdSynthetic,
assetIdCollateral,
isBuyingSynthetic,
assetIdFee,
amountSynthetic,
amountCollateral,
maxAmountFee,
nonce,
positionId,
expirationTimestamp
}) {
// Determine sell/buy assets based on order side
const [assetIdSell, assetIdBuy] = isBuyingSynthetic
? [assetIdCollateral, assetIdSynthetic]
: [assetIdSynthetic, assetIdCollateral];
const [amountSell, amountBuy] = isBuyingSynthetic
? [amountCollateral, amountSynthetic]
: [amountSynthetic, amountCollateral];
// Pack order data into 256-bit words
const w1 = assetIdSell;
const w2 = assetIdBuy;
const w3 = assetIdFee;
// Calculate message hash
let msg = pedersen([w1, w2]);
msg = pedersen([msg, w3]);
let w4 = BigInt(amountSell);
w4 = (w4 << 64) + BigInt(amountBuy);
w4 = (w4 << 64) + BigInt(maxAmountFee);
w4 = (w4 << 32) + BigInt(nonce);
msg = pedersen([msg, w4.toString(16)]);
let w5 = BigInt(limitOrderWithFees); // Constant identifier
w5 = (w5 << 64) + BigInt(positionId);
w5 = (w5 << 64) + BigInt(positionId);
w5 = (w5 << 64) + BigInt(positionId);
w5 = (w5 << 32) + BigInt(expirationTimestamp);
w5 = w5 << 17;
return pedersen([msg, w5.toString(16)]);
}
Transfer Signature
Used to authorize transfers between Layer 2 accounts.
Parameters
assetId - Asset ID being transferred
receiverPublicKey - Recipient's public key
senderPositionId - Sender's position ID
receiverPositionId - Recipient's position ID
srcFeePositionId - Fee source position ID
nonce - Unique transfer identifier
amount - Transfer amount
expirationTimestamp - Unix timestamp when transfer expires
assetIdFee - Fee token asset ID (optional, default '0')
maxAmountFee - Maximum fee amount (optional, default '0')
Calculation
The following TypeScript function constructs the transfer message for signing:
Copy
function getTransferMsg({
assetId,
receiverPublicKey,
senderPositionId,
receiverPositionId,
srcFeePositionId,
nonce,
amount,
expirationTimestamp,
assetIdFee = '0',
maxAmountFee = '0'
}) {
// Pack transfer data into 256-bit words
const w1 = assetId;
const w2 = assetIdFee;
const w3 = receiverPublicKey;
let w4 = BigInt(senderPositionId);
w4 = (w4 << 64) + BigInt(receiverPositionId);
w4 = (w4 << 64) + BigInt(srcFeePositionId);
w4 = (w4 << 32) + BigInt(nonce);
let w5 = BigInt(transfer); // Constant identifier
w5 = (w5 << 64) + BigInt(amount);
w5 = (w5 << 64) + BigInt(maxAmountFee);
w5 = (w5 << 32) + BigInt(expirationTimestamp);
w5 = w5 << 81;
// Calculate message hash
let msg = pedersen([w1, w2]);
msg = pedersen([msg, w3]);
msg = pedersen([msg, w4.toString(16)]);
return pedersen([msg, w5.toString(16)]);
}
For more details on the signature construction, see the StarkEx documentation.
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Authentication
Authentication is crucial for ensuring that only authorized users can access private APIs. This document outlines the authentication mechanisms used for public and private APIs.
Public API
Public APIs do not require authentication. These interfaces are accessible to anyone without the need for any credentials.
Copy
No authentication is required for public interfaces.
Private API
Private APIs require authentication to ensure that only authorized users can access them. Authentication is achieved using custom headers that include a timestamp and a signature.
Auth Header
The following headers must be included in the request to authenticate access to private APIs:
Name
Location
Type
Required
Description
X-edgeX-Api-Timestamp
header
string
must
The timestamp when the request was made. This helps prevent replay attacks.
X-edgeX-Api-Signature
header
string
must
The signature generated using the private key and request details.
CURL Examble
Copy
curl --location --request GET 'https://pro.edgex.exchange/api/v1/private/account/getPositionTransactionPage?filterTypeList=SETTLE_FUNDING_FEE&size=10&accountId=544159487963955214' \
--header 'X-edgeX-Api-Signature: 06d28020763542c0afc296dc8743797c6fda8ea9727745b57b671f70326dfed6077cd******************************aff3162e39d05d9df1c3ddf9648650382d6e62ff1076b14c0e6c687088d3917d8490e5412a080a6e9ea940c720ddd' \
--header 'X-edgeX-Api-Timestamp: 1736313025024'
Signature Elements
The signature is generated using the following elements:
Signature Element
Description
X-edgeX-Api-Timestamp
The timestamp when the request was made. This is retrieved from the request header.
Request Method (Uppercase)
The HTTP method of the request, converted to uppercase (e.g., GET, POST).
Request Path
The URI path of the request (e.g., /api/v1/resource).
Request Parameter/Body
The query parameters or request body, sorted alphabetically.
Request Parameter To Signature Content
The request parameters are concatenated into a single string that forms the signature content. This string includes the timestamp, HTTP method, request path, and sorted query parameters or request body, ensuring the integrity and authenticity of the request.
For example, the following request parameters are concatenated into a single string:
1735542383256GET/api/v1/private/account/getPositionTransactionPageaccountId=543429922991899150&filterTypeList=SETTLE_FUNDING_FEE&size=10
Generate Signature Java Example
Below is a Java implementation of the Ecdsa signature algorithm. This example demonstrates how to sign a message using a private key.
Private API Auth Signature: This is used for authentication. We do not want the hash computation to consume excessive CPU resources. Therefore, this will use SHA3 to hash the request body string before signing.
Copy
import java.math.BigInteger;
import org.web3j.abi.TypeEncoder;
import org.web3j.abi.datatypes.Utf8String;
import org.web3j.abi.datatypes.generated.Uint256;
import org.web3j.crypto.Hash;
import org.web3j.utils.Numeric;
public class EcdsaSignatureDemo {
public static final BigInteger K_MODULUS = Numeric
.toBigInt("0x0800000000000010ffffffffffffffffb781126dcae7b2321e66a241adc64d2f");
public static void main(String[] args) {
String privateKeyHex = "0463ac809cc7d7c1baf*********************baff9fc6e3d8e5b160ea3fc";
// Ensure that the private key is a hexadecimal string without the "0x" prefix.
if (privateKeyHex.startsWith("0x")) {
privateKeyHex = privateKeyHex.substring(2);
}
BigInteger mySecretKey = new BigInteger(privateKeyHex, 16);
PrivateKey privateKey = PrivateKey.create(mySecretKey);
String message = "1735542383256GET/api/v1/private/account/getPositionTransactionPageaccountId=543429922991899150&filterTypeList=SETTLE_FUNDING_FEE&size=10";
String msg = TypeEncoder.encodePacked(new Utf8String(message));
BigInteger msgHash = Numeric.toBigInt(Hash.sha3(Numeric.hexStringToByteArray(msg)));
msgHash = msgHash.mod(K_MODULUS);
Signature signature = Ecdsa.sign(msgHash, privateKey);
String starkSignature = TypeEncoder.encodePacked(new Uint256(signature.r)) +
TypeEncoder.encodePacked(new Uint256(signature.s)) +
TypeEncoder.encodePacked(new Uint256(privateKey.publicKey().point.y));
System.out.println(starkSignature);
}
public static Signature sign(BigInteger msgHash, PrivateKey privateKey) {
Curve curve = privateKey.curve;
BigInteger randNum = new BigInteger(curve.N.toByteArray().length * 8 - 1, new SecureRandom()).abs().add(BigInteger.ONE);
Point randomSignPoint = EcMath.multiply(curve.G, randNum, curve.N, curve.A, curve.P);
BigInteger r = randomSignPoint.x.mod(curve.N);
BigInteger s = ((msgHash.add(r.multiply(privateKey.secret))).multiply(EcMath.inv(randNum, curve.N))).mod(curve.N);
return Signature.create(r, s);
}
}
Request Body To Body String Code Example
The following Java code example demonstrates how to convert a JSON request body into a sorted string format suitable for signature generation:
Copy
import com.google.gson.JsonArray;
import com.google.gson.JsonElement;
import com.google.gson.JsonObject;
import java.util.ArrayList;
import java.util.List;
import java.util.TreeMap;
import java.util.stream.Collectors;
public class RequestBodyToString {
private static final String EMPTY_STRING = "";
private static String getValue(JsonElement valueJson) {
if (valueJson.isJsonNull()) {
return EMPTY_STRING;
} else if (valueJson.isJsonPrimitive()) {
return valueJson.getAsString();
} else if (valueJson.isJsonArray()) {
JsonArray valueArray = valueJson.getAsJsonArray();
if (valueArray.isEmpty()) {
return EMPTY_STRING;
}
List<String> values = new ArrayList<>();
for (JsonElement itemValue : valueArray) {
values.add(getValue(itemValue));
}
return String.join("&", values);
} else if (valueJson.isJsonObject()) {
TreeMap<String, String> sortedDataMap = new TreeMap<>();
JsonObject valueJsonObj = valueJson.getAsJsonObject();
for (String key : valueJsonObj.keySet()) {
sortedDataMap.put(key, getValue(valueJsonObj.get(key)));
}
return sortedDataMap.keySet().stream()
.map(key -> key + "=" + sortedDataMap.get(key))
.collect(Collectors.joining("&"));
}
return EMPTY_STRING;
}
}
Signature Algorithm
The signature algorithm used is Ecdsa (Elliptic Curve Digital Signature Algorithm).
docs/edgex/edgex-python-sdk-main/.github/workflows/publish-to-pypi.yml
Vendored
+45
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@@ -0,0 +1,45 @@
name: Publish to PyPI
on:
release:
types: [published]
workflow_dispatch: # Allow manual triggering
jobs:
build-and-publish:
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
- name: Set up Python
uses: actions/setup-python@v4
with:
python-version: '3.9'
- name: Install build dependencies
run: |
python -m pip install --upgrade pip
pip install build twine
- name: Build package
run: python -m build
- name: Check package
run: twine check dist/*
- name: Publish to Test PyPI
if: github.event_name == 'workflow_dispatch'
env:
TWINE_USERNAME: __token__
TWINE_PASSWORD: ${{ secrets.TEST_PYPI_API_TOKEN }}
run: |
twine upload --repository testpypi dist/*
- name: Publish to PyPI
if: github.event_name == 'release'
env:
TWINE_USERNAME: __token__
TWINE_PASSWORD: ${{ secrets.PYPI_API_TOKEN }}
run: |
twine upload dist/*
docs/edgex/edgex-python-sdk-main/.gitignore
+31
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@@ -0,0 +1,31 @@
# Logs
logs
*.log
# IDE files
.idea/
.vscode/
*.swp
*.swo
# Environment variables
.env
# Python bytecode files
__pycache__/
*.py[cod]
*$py.class
# Distribution / packaging
dist/
build/
*.egg-info/
# Virtual environments
venv/
env/
ENV/
# OS specific files
.DS_Store
Thumbs.db
docs/edgex/edgex-python-sdk-main/README.md
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@@ -0,0 +1,516 @@
# EdgeX Python SDK
A Python SDK for interacting with the EdgeX Exchange API. This SDK provides a comprehensive interface to the EdgeX API, allowing you to easily integrate EdgeX functionality into your Python applications.
## Features
- **Complete API Coverage**: Access all EdgeX API endpoints
- **WebSocket Support**: Real-time data streaming
- **Async/Await**: Modern Python async interface
- **Type Hints**: Comprehensive type annotations for better IDE support
- **Error Handling**: Proper error handling and validation
- **Pagination**: Support for paginated API endpoints
- **Authentication**: Automatic request signing
## Installation
### From PyPI
```bash
pip install edgex-python-sdk
```
### From Source
```bash
git clone https://github.com/edgex-Tech/edgex-python-sdk.git
cd edgex-python-sdk
pip install -e .
```
### Using Requirements Files
For production use:
```bash
pip install -r requirements.txt
```
For development (includes testing and linting tools):
```bash
pip install -r requirements-dev.txt
```
### Virtual Environment (Recommended)
It's recommended to use a virtual environment:
```bash
# Create virtual environment
python3 -m venv venv
# Activate virtual environment
source venv/bin/activate # On Windows: venv\Scripts\activate
# Install dependencies
pip install -r requirements.txt
# Or install in development mode
pip install -e .
```
## Quick Start
```python
import asyncio
import os
from edgex_sdk import Client, OrderSide
async def main():
# Create a new client
client = Client(
base_url="https://pro.edgex.exchange", # Use https://testnet.edgex.exchange for testnet
account_id=12345, # Your account ID
stark_private_key="your-stark-private-key" # Your private key
)
# Get server time
server_time = await client.get_server_time()
print(f"Server Time: {server_time}")
# Get exchange metadata
metadata = await client.get_metadata()
print(f"Available contracts: {len(metadata.get('data', {}).get('contractList', []))}")
# Get account assets
assets = await client.get_account_asset()
print(f"Account Assets: {assets}")
# Get account positions
positions = await client.get_account_positions()
print(f"Account Positions: {positions}")
# Get 24-hour market data for BNB2USDT (contract ID: 10000004)
quote = await client.get_24_hour_quote("10000004")
print(f"BNB2USDT Price: {quote}")
# Create a limit order (uncomment to place real order)
# order = await client.create_limit_order(
# contract_id="10000004", # BNB2USDT
# size="0.01",
# price="600.00",
# side=OrderSide.BUY
# )
# print(f"Order created: {order}")
# Run the async function
asyncio.run(main())
```
## Architecture
The SDK is organized into modules that correspond to the EdgeX API structure:
```
edgex_sdk/
├── __init__.py
├── client.py # Main client
├── account/ # Account API
├── asset/ # Asset API
├── funding/ # Funding API
├── internal/ # Internal utilities
├── metadata/ # Metadata API
├── order/ # Order API
├── quote/ # Quote API
├── transfer/ # Transfer API
└── ws/ # WebSocket API
```
## Available APIs
The SDK currently supports the following API modules:
- **Account API**: Manage account positions, retrieve position transactions, and handle collateral transactions
- Get account positions
- Get position by contract ID
- Get position transaction history
- Get collateral transaction details
- Update leverage settings
- **Asset API**: Handle asset management and withdrawals
- Get asset orders with pagination
- Get coin rates
- Manage withdrawals (normal, cross-chain, and fast)
- Get withdrawal records and sign information
- Check withdrawable amounts
- **Funding API**: Manage funding operations and account balance
- Handle funding transactions
- Manage funding accounts
- Get funding transaction history
- **Metadata API**: Access exchange system information
- Get server time
- Get exchange metadata (trading pairs, contracts, etc.)
- **Order API**: Comprehensive order management
- Create and cancel orders
- Get active orders
- Get order fill transactions
- Calculate maximum order sizes
- Manage order history
- **Quote API**: Access market data and pricing
- Get multi-contract K-line data
- Get order book depth
- Access real-time market quotes
- Get 24-hour ticker data
- **Transfer API**: Handle asset transfers
- Create transfer out orders
- Get transfer records (in/out)
- Check available withdrawal amounts
- Manage transfer history
- **WebSocket API**: Real-time data streaming
- Market data (tickers, K-lines, order book, trades)
- Account updates
- Order updates
- Position updates
## WebSocket Support
The SDK provides a WebSocket manager for handling real-time data:
```python
import asyncio
from edgex_sdk import WebSocketManager
async def main():
# Create a WebSocket manager
ws_manager = WebSocketManager(
base_url="wss://quote.edgex.exchange", # Use wss://quote-testnet.edgex.exchange for testnet
account_id=12345,
stark_pri_key="your-stark-private-key"
)
# Define message handlers
def ticker_handler(message):
print(f"Ticker Update: {message}")
def kline_handler(message):
print(f"K-line Update: {message}")
# Connect to public WebSocket for market data
ws_manager.connect_public()
# Subscribe to real-time updates for BNB2USDT (contract ID: 10000004)
ws_manager.subscribe_ticker("10000004", ticker_handler)
ws_manager.subscribe_kline("10000004", "1m", kline_handler)
# Connect to private WebSocket for account updates
ws_manager.connect_private()
# Wait for updates
await asyncio.sleep(30)
# Disconnect all connections
ws_manager.disconnect_all()
asyncio.run(main())
```
## Signing Adapters
The SDK provides a flexible signing mechanism through signing adapters. **StarkExSigningAdapter is used by default**, so you don't need to explicitly create one:
```python
from edgex_sdk import Client
# Create a client (uses StarkExSigningAdapter by default)
client = Client(
base_url="https://pro.edgex.exchange", # Use https://testnet.edgex.exchange for testnet
account_id=12345,
stark_private_key="your-stark-private-key"
)
```
If you need to use a custom signing adapter, you can still provide one:
```python
from edgex_sdk import Client, StarkExSigningAdapter
# Create a custom signing adapter (optional)
signing_adapter = StarkExSigningAdapter()
# Create a client with a custom signing adapter
client = Client(
base_url="https://pro.edgex.exchange", # Use https://testnet.edgex.exchange for testnet
account_id=12345,
stark_private_key="your-stark-private-key",
signing_adapter=signing_adapter
)
```
The SDK includes the following signing adapters:
- **StarkExSigningAdapter** (default): Full implementation using StarkWare cryptographic operations for production use
You can also create your own signing adapter by implementing the `SigningAdapter` interface if you need custom cryptographic operations.
## Error Handling
The SDK provides proper error handling for API requests:
```python
import asyncio
from edgex_sdk import Client, OrderSide
async def main():
client = Client(
base_url="https://pro.edgex.exchange", # Use https://testnet.edgex.exchange for testnet
account_id=12345,
stark_private_key="your-stark-private-key"
)
try:
# Create a limit order for BNB2USDT
order = await client.create_limit_order(
contract_id="10000004", # BNB2USDT
size="0.01",
price="600.00",
side=OrderSide.BUY
)
print(f"Order created: {order}")
# Cancel the order
from edgex_sdk import CancelOrderParams
cancel_params = CancelOrderParams(
order_id=order.get("data", {}).get("orderId")
)
cancel_result = await client.cancel_order(cancel_params)
print(f"Order cancelled: {cancel_result}")
except ValueError as e:
print(f"Failed to create/cancel order: {str(e)}")
except Exception as e:
print(f"Unexpected error: {str(e)}")
asyncio.run(main())
```
## Pagination
Many API endpoints support pagination:
```python
import asyncio
from edgex_sdk import Client, GetActiveOrderParams
async def main():
client = Client(
base_url="https://pro.edgex.exchange", # Use https://testnet.edgex.exchange for testnet
account_id=12345,
stark_private_key="your-stark-private-key"
)
# Create pagination parameters
params = GetActiveOrderParams(
size="10",
offset_data=""
)
# Get active orders
orders = await client.get_active_orders(params)
print(f"Active orders: {orders}")
# Get next page if available
if orders.get("data", {}).get("hasNext"):
params.offset_data = orders.get("data", {}).get("offsetData")
next_page = await client.get_active_orders(params)
print(f"Next page: {next_page}")
asyncio.run(main())
```
## API Examples
### Market Data
```python
from edgex_sdk import Client, GetKLineParams, GetOrderBookDepthParams
# Get 24-hour market quotes for BNB2USDT (contract ID: 10000004)
quote = await client.get_24_hour_quote("10000004")
print(f"Current price: {quote}")
# Get K-line data for BTCUSDT (contract ID: 10000001)
kline_params = GetKLineParams(
contract_id="10000001", # BTCUSDT
interval="1m",
size="10"
)
klines = await client.quote.get_k_line(kline_params)
print(f"K-lines: {klines}")
# Get order book depth for ETHUSDT (contract ID: 10000002)
depth_params = GetOrderBookDepthParams(
contract_id="10000002", # ETHUSDT
limit=10
)
depth = await client.quote.get_order_book_depth(depth_params)
print(f"Order book: {depth}")
```
### Account Management
```python
# Get account assets
assets = await client.get_account_asset()
print(f"Account assets: {assets}")
# Get account positions
positions = await client.get_account_positions()
print(f"Positions: {positions}")
# Get position transactions
from edgex_sdk import GetPositionTransactionPageParams
tx_params = GetPositionTransactionPageParams(
size="10",
offset_data=""
)
transactions = await client.account.get_position_transaction_page(tx_params)
print(f"Transactions: {transactions}")
```
### Order Management
```python
from edgex_sdk import OrderSide, CreateOrderParams, CancelOrderParams
# Create a limit order for BNBUSDT
order = await client.create_limit_order(
contract_id="10000004", # BNBUSDT
size="0.01",
price="600.00",
side=OrderSide.BUY
)
print(f"Order created: {order}")
# Get maximum order size for BNBUSDT
max_size = await client.get_max_order_size("10000004", 600.00)
print(f"Max order size: {max_size}")
# Cancel an order
cancel_params = CancelOrderParams(
order_id=order.get("data", {}).get("orderId")
)
cancel_result = await client.cancel_order(cancel_params)
print(f"Order cancelled: {cancel_result}")
```
### Contract IDs
EdgeX uses numeric contract IDs instead of symbol-based identifiers. Here are some common contract mappings:
| Contract ID | Symbol | Tick Size |
|-------------|---------------|-----------|
| 10000001 | BTCUSDT | 0.1 |
| 10000002 | ETHUSDT | 0.01 |
| 10000003 | SOLUSDT | 0.01 |
To get the complete list of available contracts:
```python
metadata = await client.get_metadata()
contracts = metadata.get("data", {}).get("contractList", [])
for contract in contracts:
print(f"ID: {contract['contractId']} - {contract['contractName']}")
```
For more detailed examples, please refer to the [examples](examples) directory.
## Testing
The SDK includes comprehensive test coverage with multiple test suites:
### Unit Tests
```bash
# Run unit tests (no API credentials required)
python -m pytest tests/test_client.py tests/test_starkex_signing_adapter.py -v
```
### Public API Tests
```bash
# Run public endpoint tests (no authentication required)
python run_public_tests.py
```
### Mock Integration Tests
```bash
# Run mock tests (test structure without real API calls)
python run_mock_tests.py
```
### Full Integration Tests
```bash
# Run full integration tests (requires real API credentials)
python run_integration_tests.py
```
### All Tests
```bash
# Run all available tests
python run_tests.py
```
For more testing information, see [TESTING.md](TESTING.md).
## Environment Variables
For testing and development, you can set the following environment variables or create a `.env` file:
```bash
# API Configuration
EDGEX_BASE_URL=https://pro.edgex.exchange # Use https://testnet.edgex.exchange for testnet
EDGEX_WS_URL=wss://quote.edgex.exchange # Use wss://quote-testnet.edgex.exchange for testnet
# Account Credentials
EDGEX_ACCOUNT_ID=12345
EDGEX_STARK_PRIVATE_KEY=your-stark-private-key
# Signing Configuration
EDGEX_SIGNING_ADAPTER=starkex
```
Then load them in your code:
```python
import os
from dotenv import load_dotenv
from edgex_sdk import Client
# Load environment variables from .env file
load_dotenv()
client = Client(
base_url=os.getenv("EDGEX_BASE_URL"),
account_id=int(os.getenv("EDGEX_ACCOUNT_ID")),
stark_private_key=os.getenv("EDGEX_STARK_PRIVATE_KEY")
)
```
## Documentation
For detailed API documentation, please refer to the [EdgeX API documentation](https://docs.edgex.exchange).
## Contributing
1. Fork the repository
2. Create your feature branch (`git checkout -b feature/my-new-feature`)
3. Commit your changes (`git commit -am 'Add some feature'`)
4. Push to the branch (`git push origin feature/my-new-feature`)
5. Create a new Pull Request
## License
This project is licensed under the MIT License - see the [LICENSE](LICENSE) file for details.
docs/edgex/edgex-python-sdk-main/edgex_sdk/__init__.py
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"""
EdgeX Python SDK - A Python SDK for interacting with the EdgeX Exchange API.
"""
from .client import Client
from .internal.signing_adapter import SigningAdapter
from .internal.starkex_signing_adapter import StarkExSigningAdapter
from .order.types import (
OrderType,
OrderSide,
TimeInForce,
CreateOrderParams,
CancelOrderParams,
GetActiveOrderParams,
OrderFillTransactionParams
)
from .account.client import (
GetPositionTransactionPageParams,
GetCollateralTransactionPageParams,
GetPositionTermPageParams,
GetAccountAssetSnapshotPageParams
)
from .quote.client import (
GetKLineParams,
GetOrderBookDepthParams,
GetMultiContractKLineParams
)
from .transfer.client import (
GetTransferOutByIdParams,
GetTransferInByIdParams,
GetWithdrawAvailableAmountParams,
CreateTransferOutParams,
GetTransferOutPageParams,
GetTransferInPageParams
)
from .asset.client import (
GetAssetOrdersParams,
CreateWithdrawalParams,
GetWithdrawalRecordsParams
)
from .ws.manager import Manager as WebSocketManager
__version__ = "0.2.0"
__all__ = [
"Client",
"OrderType",
"OrderSide",
"TimeInForce",
"CreateOrderParams",
"CancelOrderParams",
"GetActiveOrderParams",
"OrderFillTransactionParams",
"GetPositionTransactionPageParams",
"GetCollateralTransactionPageParams",
"GetPositionTermPageParams",
"GetAccountAssetSnapshotPageParams",
"GetKLineParams",
"GetOrderBookDepthParams",
"GetMultiContractKLineParams",
"GetTransferOutByIdParams",
"GetTransferInByIdParams",
"GetWithdrawAvailableAmountParams",
"CreateTransferOutParams",
"GetTransferOutPageParams",
"GetTransferInPageParams",
"GetAssetOrdersParams",
"CreateWithdrawalParams",
"GetWithdrawalRecordsParams",
"WebSocketManager",
"SigningAdapter",
"StarkExSigningAdapter"
]
docs/edgex/edgex-python-sdk-main/edgex_sdk/account/__init__.py
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docs/edgex/edgex-python-sdk-main/edgex_sdk/account/client.py
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from typing import Dict, Any, List, Optional
from ..internal.async_client import AsyncClient
class GetPositionTransactionPageParams:
"""Parameters for getting position transactions with pagination."""
def __init__(
self,
size: str = "",
offset_data: str = "",
filter_contract_id_list: List[str] = None,
filter_start_created_time_inclusive: int = 0,
filter_end_created_time_exclusive: int = 0
):
self.size = size
self.offset_data = offset_data
self.filter_contract_id_list = filter_contract_id_list or []
self.filter_start_created_time_inclusive = filter_start_created_time_inclusive
self.filter_end_created_time_exclusive = filter_end_created_time_exclusive
class GetCollateralTransactionPageParams:
"""Parameters for getting collateral transactions with pagination."""
def __init__(
self,
size: str = "",
offset_data: str = "",
filter_start_created_time_inclusive: int = 0,
filter_end_created_time_exclusive: int = 0
):
self.size = size
self.offset_data = offset_data
self.filter_start_created_time_inclusive = filter_start_created_time_inclusive
self.filter_end_created_time_exclusive = filter_end_created_time_exclusive
class GetPositionTermPageParams:
"""Parameters for getting position terms with pagination."""
def __init__(
self,
size: str = "",
offset_data: str = "",
filter_contract_id_list: List[str] = None,
filter_start_created_time_inclusive: int = 0,
filter_end_created_time_exclusive: int = 0
):
self.size = size
self.offset_data = offset_data
self.filter_contract_id_list = filter_contract_id_list or []
self.filter_start_created_time_inclusive = filter_start_created_time_inclusive
self.filter_end_created_time_exclusive = filter_end_created_time_exclusive
class GetAccountAssetSnapshotPageParams:
"""Parameters for getting account asset snapshots with pagination."""
def __init__(
self,
size: str = "",
offset_data: str = "",
filter_start_created_time_inclusive: int = 0,
filter_end_created_time_exclusive: int = 0
):
self.size = size
self.offset_data = offset_data
self.filter_start_created_time_inclusive = filter_start_created_time_inclusive
self.filter_end_created_time_exclusive = filter_end_created_time_exclusive
class Client:
"""Client for account-related API endpoints."""
def __init__(self, async_client: AsyncClient):
"""
Initialize the account client.
Args:
async_client: The async client for common functionality
"""
self.async_client = async_client
async def get_account_asset(self) -> Dict[str, Any]:
"""
Get the account asset information.
Returns:
Dict[str, Any]: The account asset information
Raises:
ValueError: If the request fails
"""
params = {
"accountId": str(self.async_client.get_account_id())
}
return await self.async_client.make_authenticated_request(
method="GET",
path="/api/v1/private/account/getAccountAsset",
params=params
)
async def get_account_positions(self) -> Dict[str, Any]:
"""
Get the account positions.
Note: This calls the same endpoint as get_account_asset, which returns both
collateral and position data. The position data is in the 'positionAssetList' field.
Returns:
Dict[str, Any]: The account positions (same as account asset response)
Raises:
ValueError: If the request fails
"""
# Use the same endpoint as get_account_asset (matching Go SDK behavior)
return await self.get_account_asset()
async def get_position_transaction_page(self, params: GetPositionTransactionPageParams) -> Dict[str, Any]:
"""
Get the position transactions with pagination.
Args:
params: Position transaction query parameters
Returns:
Dict[str, Any]: The position transactions
Raises:
ValueError: If the request fails
"""
query_params = {
"accountId": str(self.async_client.get_account_id())
}
# Add pagination parameters
if params.size:
query_params["size"] = params.size
if params.offset_data:
query_params["offsetData"] = params.offset_data
# Add filter parameters
if params.filter_contract_id_list:
query_params["filterContractIdList"] = ",".join(params.filter_contract_id_list)
# Add time filters
if params.filter_start_created_time_inclusive > 0:
query_params["filterStartCreatedTimeInclusive"] = str(params.filter_start_created_time_inclusive)
if params.filter_end_created_time_exclusive > 0:
query_params["filterEndCreatedTimeExclusive"] = str(params.filter_end_created_time_exclusive)
return await self.async_client.make_authenticated_request(
method="GET",
path="/api/v1/private/account/getPositionTransactionPage",
params=query_params
)
async def get_collateral_transaction_page(self, params: GetCollateralTransactionPageParams) -> Dict[str, Any]:
"""
Get the collateral transactions with pagination.
Args:
params: Collateral transaction query parameters
Returns:
Dict[str, Any]: The collateral transactions
Raises:
ValueError: If the request fails
"""
query_params = {
"accountId": str(self.async_client.get_account_id())
}
# Add pagination parameters
if params.size:
query_params["size"] = params.size
if params.offset_data:
query_params["offsetData"] = params.offset_data
# Add time filters
if params.filter_start_created_time_inclusive > 0:
query_params["filterStartCreatedTimeInclusive"] = str(params.filter_start_created_time_inclusive)
if params.filter_end_created_time_exclusive > 0:
query_params["filterEndCreatedTimeExclusive"] = str(params.filter_end_created_time_exclusive)
return await self.async_client.make_authenticated_request(
method="GET",
path="/api/v1/private/account/getCollateralTransactionPage",
params=query_params
)
async def get_position_term_page(self, params: GetPositionTermPageParams) -> Dict[str, Any]:
"""
Get the position terms with pagination.
Args:
params: Position term query parameters
Returns:
Dict[str, Any]: The position terms
Raises:
ValueError: If the request fails
"""
url = f"{self.base_url}/api/v1/private/account/getPositionTermPage"
query_params = {
"accountId": str(self.internal_client.get_account_id())
}
# Add pagination parameters
if params.size:
query_params["size"] = params.size
if params.offset_data:
query_params["offsetData"] = params.offset_data
# Add filter parameters
if params.filter_contract_id_list:
query_params["filterContractIdList"] = ",".join(params.filter_contract_id_list)
# Add time filters
if params.filter_start_created_time_inclusive > 0:
query_params["filterStartCreatedTimeInclusive"] = str(params.filter_start_created_time_inclusive)
if params.filter_end_created_time_exclusive > 0:
query_params["filterEndCreatedTimeExclusive"] = str(params.filter_end_created_time_exclusive)
response = self.session.get(url, params=query_params)
if response.status_code != 200:
raise ValueError(f"request failed with status code: {response.status_code}")
resp_data = response.json()
if resp_data.get("code") != ResponseCode.SUCCESS:
error_param = resp_data.get("errorParam")
if error_param:
raise ValueError(f"request failed with error params: {error_param}")
raise ValueError(f"request failed with code: {resp_data.get('code')}")
return resp_data
async def get_account_by_id(self) -> Dict[str, Any]:
"""
Get account information by ID.
Returns:
Dict[str, Any]: The account information
Raises:
ValueError: If the request fails
"""
params = {
"accountId": str(self.async_client.get_account_id())
}
return await self.async_client.make_authenticated_request(
method="GET",
path="/api/v1/private/account/getAccountById",
params=params
)
async def get_account_deleverage_light(self) -> Dict[str, Any]:
"""
Get account deleverage light information.
Returns:
Dict[str, Any]: The account deleverage light information
Raises:
ValueError: If the request fails
"""
url = f"{self.base_url}/api/v1/private/account/getAccountDeleverageLight"
params = {
"accountId": str(self.internal_client.get_account_id())
}
response = self.session.get(url, params=params)
if response.status_code != 200:
raise ValueError(f"request failed with status code: {response.status_code}")
resp_data = response.json()
if resp_data.get("code") != ResponseCode.SUCCESS:
error_param = resp_data.get("errorParam")
if error_param:
raise ValueError(f"request failed with error params: {error_param}")
raise ValueError(f"request failed with code: {resp_data.get('code')}")
return resp_data
async def get_account_asset_snapshot_page(self, params: GetAccountAssetSnapshotPageParams) -> Dict[str, Any]:
"""
Get account asset snapshots with pagination.
Args:
params: Account asset snapshot query parameters
Returns:
Dict[str, Any]: The account asset snapshots
Raises:
ValueError: If the request fails
"""
url = f"{self.base_url}/api/v1/private/account/getAccountAssetSnapshotPage"
query_params = {
"accountId": str(self.internal_client.get_account_id())
}
# Add pagination parameters
if params.size:
query_params["size"] = params.size
if params.offset_data:
query_params["offsetData"] = params.offset_data
# Add time filters
if params.filter_start_created_time_inclusive > 0:
query_params["filterStartCreatedTimeInclusive"] = str(params.filter_start_created_time_inclusive)
if params.filter_end_created_time_exclusive > 0:
query_params["filterEndCreatedTimeExclusive"] = str(params.filter_end_created_time_exclusive)
response = self.session.get(url, params=query_params)
if response.status_code != 200:
raise ValueError(f"request failed with status code: {response.status_code}")
resp_data = response.json()
if resp_data.get("code") != ResponseCode.SUCCESS:
error_param = resp_data.get("errorParam")
if error_param:
raise ValueError(f"request failed with error params: {error_param}")
raise ValueError(f"request failed with code: {resp_data.get('code')}")
return resp_data
async def get_position_transaction_by_id(self, transaction_ids: List[str]) -> Dict[str, Any]:
"""
Get position transactions by IDs.
Args:
transaction_ids: List of transaction IDs
Returns:
Dict[str, Any]: The position transactions
Raises:
ValueError: If the request fails
"""
url = f"{self.base_url}/api/v1/private/account/getPositionTransactionById"
query_params = {
"accountId": str(self.internal_client.get_account_id()),
"transactionIdList": ",".join(transaction_ids)
}
response = self.session.get(url, params=query_params)
if response.status_code != 200:
raise ValueError(f"request failed with status code: {response.status_code}")
resp_data = response.json()
if resp_data.get("code") != ResponseCode.SUCCESS:
error_param = resp_data.get("errorParam")
if error_param:
raise ValueError(f"request failed with error params: {error_param}")
raise ValueError(f"request failed with code: {resp_data.get('code')}")
return resp_data
async def get_collateral_transaction_by_id(self, transaction_ids: List[str]) -> Dict[str, Any]:
"""
Get collateral transactions by IDs.
Args:
transaction_ids: List of transaction IDs
Returns:
Dict[str, Any]: The collateral transactions
Raises:
ValueError: If the request fails
"""
url = f"{self.base_url}/api/v1/private/account/getCollateralTransactionById"
query_params = {
"accountId": str(self.internal_client.get_account_id()),
"transactionIdList": ",".join(transaction_ids)
}
response = self.session.get(url, params=query_params)
if response.status_code != 200:
raise ValueError(f"request failed with status code: {response.status_code}")
resp_data = response.json()
if resp_data.get("code") != ResponseCode.SUCCESS:
error_param = resp_data.get("errorParam")
if error_param:
raise ValueError(f"request failed with error params: {error_param}")
raise ValueError(f"request failed with code: {resp_data.get('code')}")
return resp_data
async def update_leverage_setting(self, contract_id: str, leverage: str) -> None:
"""
Update the account leverage settings.
Args:
contract_id: The contract ID
leverage: The leverage value
Raises:
ValueError: If the request fails
"""
url = f"{self.base_url}/api/v1/private/account/updateLeverageSetting"
data = {
"accountId": str(self.internal_client.get_account_id()),
"contractId": contract_id,
"leverage": leverage
}
response = self.session.post(url, json=data)
if response.status_code != 200:
raise ValueError(f"request failed with status code: {response.status_code}")
resp_data = response.json()
if resp_data.get("code") != ResponseCode.SUCCESS:
error_param = resp_data.get("errorParam")
if error_param:
raise ValueError(f"request failed with error params: {error_param}")
raise ValueError(f"request failed with code: {resp_data.get('code')}")
docs/edgex/edgex-python-sdk-main/edgex_sdk/asset/__init__.py
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docs/edgex/edgex-python-sdk-main/edgex_sdk/asset/client.py
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from typing import Dict, Any, List
from ..internal.async_client import AsyncClient
class GetAssetOrdersParams:
"""Parameters for getting asset orders."""
def __init__(self, size: str = "10", offset_data: str = "", filter_coin_id_list: List[str] = None,
filter_start_created_time_inclusive: int = 0, filter_end_created_time_exclusive: int = 0):
self.size = size
self.offset_data = offset_data
self.filter_coin_id_list = filter_coin_id_list or []
self.filter_start_created_time_inclusive = filter_start_created_time_inclusive
self.filter_end_created_time_exclusive = filter_end_created_time_exclusive
class CreateWithdrawalParams:
"""Parameters for creating a withdrawal."""
def __init__(self, coin_id: str, amount: str, address: str, tag: str = ""):
self.coin_id = coin_id
self.amount = amount
self.address = address
self.tag = tag
class GetWithdrawalRecordsParams:
"""Parameters for getting withdrawal records."""
def __init__(self, size: str = "10", offset_data: str = "", filter_coin_id_list: List[str] = None,
filter_status_list: List[str] = None, filter_start_created_time_inclusive: int = 0,
filter_end_created_time_exclusive: int = 0):
self.size = size
self.offset_data = offset_data
self.filter_coin_id_list = filter_coin_id_list or []
self.filter_status_list = filter_status_list or []
self.filter_start_created_time_inclusive = filter_start_created_time_inclusive
self.filter_end_created_time_exclusive = filter_end_created_time_exclusive
class Client:
"""Client for asset-related API endpoints."""
def __init__(self, async_client: AsyncClient):
"""
Initialize the asset client.
Args:
async_client: The async client for common functionality
"""
self.async_client = async_client
async def get_account_asset(self) -> Dict[str, Any]:
"""
Get the account asset information.
Note: This method delegates to the account client since it's an account endpoint.
Returns:
Dict[str, Any]: The account asset information
Raises:
ValueError: If the request fails
"""
# This is actually an account endpoint, not an asset endpoint
# We should delegate to the account client
raise NotImplementedError("This method should be called from the account client: client.account.get_account_asset()")
async def get_asset_orders(
self,
params: GetAssetOrdersParams
) -> Dict[str, Any]:
"""
Get asset orders with pagination.
Args:
params: Parameters for the request
Returns:
Dict[str, Any]: The asset orders
Raises:
ValueError: If the request fails
"""
query_params = {
"accountId": str(self.async_client.get_account_id())
}
# Add pagination parameters
if params.size:
query_params["size"] = params.size
if params.offset_data:
query_params["offsetData"] = params.offset_data
# Add filter parameters
if params.filter_coin_id_list:
query_params["filterCoinIdList"] = ",".join(params.filter_coin_id_list)
# Add time filters
if params.filter_start_created_time_inclusive > 0:
query_params["filterStartCreatedTimeInclusive"] = str(params.filter_start_created_time_inclusive)
if params.filter_end_created_time_exclusive > 0:
query_params["filterEndCreatedTimeExclusive"] = str(params.filter_end_created_time_exclusive)
return await self.async_client.make_authenticated_request(
method="GET",
path="/api/v1/private/assets/getAllOrdersPage",
params=query_params
)
async def get_coin_rates(self, chain_id: str = "1", coin: str = "0xdac17f958d2ee523a2206206994597c13d831ec7") -> Dict[str, Any]:
"""
Get coin rates.
Args:
chain_id: Chain ID (default: "1" for Ethereum mainnet)
coin: Coin contract address (default: USDT)
Returns:
Dict[str, Any]: The coin rates
Raises:
ValueError: If the request fails
"""
params = {
"chainId": chain_id,
"coin": coin
}
return await self.async_client.make_authenticated_request(
method="GET",
path="/api/v1/private/assets/getCoinRate",
params=params
)
async def create_withdrawal(
self,
coin_id: str,
amount: str,
address: str,
network: str,
memo: str = "",
client_order_id: str = None
) -> Dict[str, Any]:
"""
Create a withdrawal request.
Args:
coin_id: The coin ID
amount: The withdrawal amount
address: The withdrawal address
network: The network
memo: Optional memo
client_order_id: Optional client order ID
Returns:
Dict[str, Any]: The withdrawal result
Raises:
ValueError: If the request fails
"""
data = {
"accountId": str(self.async_client.get_account_id()),
"coinId": coin_id,
"amount": amount,
"address": address,
"network": network
}
if memo:
data["memo"] = memo
if client_order_id:
data["clientOrderId"] = client_order_id
else:
data["clientOrderId"] = self.async_client.generate_uuid()
return await self.async_client.make_authenticated_request(
method="POST",
path="/api/v1/private/assets/createNormalWithdraw",
data=data
)
async def get_withdrawal_records(
self,
size: str = "",
offset_data: str = "",
filter_coin_id_list: List[str] = None,
filter_status_list: List[str] = None,
filter_start_created_time_inclusive: int = 0,
filter_end_created_time_exclusive: int = 0
) -> Dict[str, Any]:
"""
Get withdrawal records with pagination.
Args:
size: Size of the page
offset_data: Offset data for pagination
filter_coin_id_list: Filter by coin IDs
filter_status_list: Filter by status
filter_start_created_time_inclusive: Filter start time (inclusive)
filter_end_created_time_exclusive: Filter end time (exclusive)
Returns:
Dict[str, Any]: The withdrawal records
Raises:
ValueError: If the request fails
"""
query_params = {
"accountId": str(self.async_client.get_account_id())
}
# Add pagination parameters
if size:
query_params["size"] = size
if offset_data:
query_params["offsetData"] = offset_data
# Add filter parameters
if filter_coin_id_list:
query_params["filterCoinIdList"] = ",".join(filter_coin_id_list)
if filter_status_list:
query_params["filterStatusList"] = ",".join(filter_status_list)
# Add time filters
if filter_start_created_time_inclusive > 0:
query_params["filterStartCreatedTimeInclusive"] = str(filter_start_created_time_inclusive)
if filter_end_created_time_exclusive > 0:
query_params["filterEndCreatedTimeExclusive"] = str(filter_end_created_time_exclusive)
return await self.async_client.make_authenticated_request(
method="GET",
path="/api/v1/private/assets/getNormalWithdrawById",
params=query_params
)
async def get_withdrawable_amount(self, address: str) -> Dict[str, Any]:
"""
Get the withdrawable amount for a coin.
Args:
address: The coin contract address
Returns:
Dict[str, Any]: The withdrawable amount information
Raises:
ValueError: If the request fails
"""
query_params = {
"address": address
}
return await self.async_client.make_authenticated_request(
method="GET",
path="/api/v1/private/assets/getNormalWithdrawableAmount",
params=query_params
)
async def get_withdrawal_records(self, params: GetWithdrawalRecordsParams) -> Dict[str, Any]:
"""
Get withdrawal records with pagination.
Args:
params: Parameters for the request
Returns:
Dict[str, Any]: The withdrawal records
Raises:
ValueError: If the request fails
"""
query_params = {
"accountId": str(self.async_client.get_account_id())
}
# Add pagination parameters
if params.size:
query_params["size"] = params.size
if params.offset_data:
query_params["offsetData"] = params.offset_data
# Add filter parameters
if params.filter_coin_id_list:
query_params["filterCoinIdList"] = ",".join(params.filter_coin_id_list)
if params.filter_status_list:
query_params["filterStatusList"] = ",".join(params.filter_status_list)
# Add time filters
if params.filter_start_created_time_inclusive > 0:
query_params["filterStartCreatedTimeInclusive"] = str(params.filter_start_created_time_inclusive)
if params.filter_end_created_time_exclusive > 0:
query_params["filterEndCreatedTimeExclusive"] = str(params.filter_end_created_time_exclusive)
return await self.async_client.make_authenticated_request(
method="GET",
path="/api/v1/private/assets/getNormalWithdrawById",
params=query_params
)
docs/edgex/edgex-python-sdk-main/edgex_sdk/client.py
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import json
import time
from typing import Dict, Any, Optional, List, Union
from decimal import Decimal
from .internal.async_client import AsyncClient
from .internal.signing_adapter import SigningAdapter
from .internal.starkex_signing_adapter import StarkExSigningAdapter
from .account.client import Client as AccountClient
from .asset.client import Client as AssetClient
from .funding.client import Client as FundingClient
from .metadata.client import Client as MetadataClient
from .order.client import Client as OrderClient
from .quote.client import Client as QuoteClient
from .transfer.client import Client as TransferClient
from .order.types import CreateOrderParams, CancelOrderParams, GetActiveOrderParams, OrderFillTransactionParams
class Client:
"""Main EdgeX SDK client."""
def __init__(self, base_url: str, account_id: int, stark_private_key: str,
signing_adapter: Optional[SigningAdapter] = None, timeout: float = 30.0):
"""
Initialize the EdgeX SDK client.
Args:
base_url: Base URL for API endpoints
account_id: Account ID for authentication
stark_private_key: Stark private key for signing
signing_adapter: Optional signing adapter (defaults to StarkExSigningAdapter)
timeout: Request timeout in seconds
"""
# Use StarkExSigningAdapter as default if none provided
if signing_adapter is None:
signing_adapter = StarkExSigningAdapter()
# Create async client
self.async_client = AsyncClient(
base_url=base_url,
account_id=account_id,
stark_pri_key=stark_private_key,
signing_adapter=signing_adapter,
timeout=timeout
)
# Initialize API clients
self.metadata = MetadataClient(self.async_client)
self.account = AccountClient(self.async_client)
self.order = OrderClient(self.async_client)
self.quote = QuoteClient(self.async_client)
self.funding = FundingClient(self.async_client)
self.transfer = TransferClient(self.async_client)
self.asset = AssetClient(self.async_client)
async def __aenter__(self):
"""Async context manager entry."""
await self.async_client._ensure_session()
return self
async def __aexit__(self, exc_type, exc_val, exc_tb):
"""Async context manager exit."""
await self.close()
async def close(self):
"""Close the client and cleanup resources."""
await self.async_client.close()
@property
def internal_client(self):
"""Backward compatibility property for accessing internal client."""
return self.async_client
async def get_metadata(self) -> Dict[str, Any]:
"""Get the exchange metadata."""
return await self.metadata.get_metadata()
async def get_server_time(self) -> Dict[str, Any]:
"""Get the current server time."""
return await self.metadata.get_server_time()
async def create_order(self, params: CreateOrderParams) -> Dict[str, Any]:
"""
Create a new order with the given parameters.
Args:
params: Order parameters
Returns:
Dict[str, Any]: The created order
"""
# Get metadata first
metadata = await self.get_metadata()
if not metadata:
raise ValueError("failed to get metadata")
return await self.order.create_order(params, metadata.get("data", {}))
async def get_max_order_size(self, contract_id: str, price: Decimal) -> Dict[str, Any]:
"""
Get the maximum order size for a given contract and price.
Args:
contract_id: The contract ID
price: The price
Returns:
Dict[str, Any]: The maximum order size information
"""
return await self.order.get_max_order_size(contract_id, float(price))
async def cancel_order(self, params: CancelOrderParams) -> Dict[str, Any]:
"""
Cancel a specific order.
Args:
params: Cancel order parameters
Returns:
Dict[str, Any]: The cancellation result
"""
return await self.order.cancel_order(params)
async def get_active_orders(self, params: GetActiveOrderParams) -> Dict[str, Any]:
"""
Get active orders with pagination and filters.
Args:
params: Active order query parameters
Returns:
Dict[str, Any]: The active orders
"""
return await self.order.get_active_orders(params)
async def get_order_fill_transactions(self, params: OrderFillTransactionParams) -> Dict[str, Any]:
"""
Get order fill transactions with pagination and filters.
Args:
params: Order fill transaction query parameters
Returns:
Dict[str, Any]: The order fill transactions
"""
return await self.order.get_order_fill_transactions(params)
async def get_account_asset(self) -> Dict[str, Any]:
"""Get the account asset information."""
return await self.account.get_account_asset()
async def get_account_positions(self) -> Dict[str, Any]:
"""Get the account positions."""
return await self.account.get_account_positions()
async def create_limit_order(
self,
contract_id: str,
size: str,
price: str,
side: str,
client_order_id: Optional[str] = None
) -> Dict[str, Any]:
"""
Create a new limit order with the given parameters.
Args:
contract_id: The contract ID
size: The order size
price: The order price
side: The order side (BUY or SELL)
client_order_id: Optional client order ID
Returns:
Dict[str, Any]: The created order
"""
from .order.types import OrderType
params = CreateOrderParams(
contract_id=contract_id,
size=size,
price=price,
side=side,
type=OrderType.LIMIT,
client_order_id=client_order_id
)
return await self.create_order(params)
async def create_market_order(
self,
contract_id: str,
size: str,
side: str,
client_order_id: Optional[str] = None
) -> Dict[str, Any]:
"""
Create a new market order with the given parameters.
Args:
contract_id: The contract ID
size: The order size
side: The order side (BUY or SELL)
client_order_id: Optional client order ID
Returns:
Dict[str, Any]: The created order
"""
# Get metadata for contract info
metadata = await self.get_metadata()
if not metadata:
raise ValueError("failed to get metadata")
# Find the contract
contract = None
contract_list = metadata.get("data", {}).get("contractList", [])
for c in contract_list:
if c.get("contractId") == contract_id:
contract = c
break
if not contract:
raise ValueError(f"contract not found: {contract_id}")
# Calculate price based on side
from .order.types import OrderSide, OrderType
if side == OrderSide.BUY:
# For buy orders: oracle_price * 10, rounded to price precision
quote = await self.get_24_hour_quote(contract_id)
if not quote:
raise ValueError("failed to get 24-hour quotes")
oracle_price = Decimal(quote.get("data", [])[0].get("oraclePrice", "0"))
multiplier = Decimal("10")
tick_size = Decimal(contract.get("tickSize", "0"))
precision = abs(tick_size.as_tuple().exponent)
price = str(round(oracle_price * multiplier, precision))
else:
# For sell orders: use tick size
price = contract.get("tickSize", "0")
params = CreateOrderParams(
contract_id=contract_id,
size=size,
price=price,
side=side,
type=OrderType.MARKET,
client_order_id=client_order_id
)
return await self.create_order(params)
async def get_24_hour_quote(self, contract_id: str) -> Dict[str, Any]:
"""
Get the 24-hour quotes for a given contract.
Args:
contract_id: The contract ID
Returns:
Dict[str, Any]: The 24-hour quotes
"""
return await self.quote.get_24_hour_quote(contract_id)
docs/edgex/edgex-python-sdk-main/edgex_sdk/crypto/__init__.py
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"""
Cryptographic utilities for the EdgeX Python SDK.
This module provides cryptographic functions including Pedersen hash
implementation compatible with StarkWare's specifications.
"""
from .pedersen_hash import pedersen_hash, pedersen_hash_as_point
__all__ = [
'pedersen_hash',
'pedersen_hash_as_point',
]
docs/edgex/edgex-python-sdk-main/edgex_sdk/crypto/constants.py
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docs/edgex/edgex-python-sdk-main/edgex_sdk/crypto/pedersen_hash.py
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"""
Pedersen hash implementation for StarkWare cryptography.
This module provides a full implementation of the Pedersen hash function
as specified by StarkWare, compatible with the reference implementation.
"""
from typing import List, Tuple, Union
# Handle both relative and absolute imports
try:
from .constants import (
FIELD_PRIME, ALPHA, BETA, N_ELEMENT_BITS_HASH,
SHIFT_POINT, CONSTANT_POINTS
)
except ImportError:
from constants import (
FIELD_PRIME, ALPHA, BETA, N_ELEMENT_BITS_HASH,
SHIFT_POINT, CONSTANT_POINTS
)
def _div_mod(n: int, m: int, p: int) -> int:
"""
Calculate (n / m) mod p.
Args:
n: The numerator
m: The denominator
p: The modulus
Returns:
int: The result of the division modulo p
"""
return (n * pow(m, -1, p)) % p
def _ec_add(p1: Tuple[int, int], p2: Tuple[int, int]) -> Tuple[int, int]:
"""
Add two points on the elliptic curve.
Args:
p1: The first point as (x, y) coordinates
p2: The second point as (x, y) coordinates
Returns:
Tuple[int, int]: The resulting point as (x, y) coordinates
"""
if p1[0] == p2[0]:
if (p1[1] + p2[1]) % FIELD_PRIME == 0:
# The points are negatives of each other, return the point at infinity
# We represent the point at infinity as None, but this should never happen
# in our use case, so we raise an exception instead
raise ValueError("Points are negatives of each other")
# The points are the same, so we're doubling
return _ec_double(p1)
# Calculate the slope
slope = _div_mod(p2[1] - p1[1], p2[0] - p1[0], FIELD_PRIME)
# Calculate the new point
x3 = (slope * slope - p1[0] - p2[0]) % FIELD_PRIME
y3 = (slope * (p1[0] - x3) - p1[1]) % FIELD_PRIME
return (x3, y3)
def _ec_double(p: Tuple[int, int]) -> Tuple[int, int]:
"""
Double a point on the elliptic curve.
Args:
p: The point to double as (x, y) coordinates
Returns:
Tuple[int, int]: The resulting point as (x, y) coordinates
"""
# Calculate the slope
slope = _div_mod(3 * p[0] * p[0] + ALPHA, 2 * p[1], FIELD_PRIME)
# Calculate the new point
x3 = (slope * slope - 2 * p[0]) % FIELD_PRIME
y3 = (slope * (p[0] - x3) - p[1]) % FIELD_PRIME
return (x3, y3)
def _ec_mult(m: int, p: Tuple[int, int]) -> Tuple[int, int]:
"""
Multiply a point on the elliptic curve by a scalar.
Args:
m: The scalar
p: The point as (x, y) coordinates
Returns:
Tuple[int, int]: The resulting point as (x, y) coordinates
"""
if m == 0:
raise ValueError("Cannot multiply by 0")
if m == 1:
return p
if m % 2 == 0:
return _ec_mult(m // 2, _ec_double(p))
else:
return _ec_add(p, _ec_mult(m - 1, p))
def pedersen_hash_as_point(*elements: int) -> Tuple[int, int]:
"""
Calculate the Pedersen hash of a list of integers and return the full EC point.
This is the full implementation following StarkWare's specification:
For each element, iterate through its 252 bits and add corresponding
constant points based on the bit values.
Args:
*elements: Variable number of integers to hash
Returns:
Tuple[int, int]: The resulting EC point as (x, y) coordinates
Raises:
ValueError: If any element is out of range or if there are insufficient constant points
"""
# Start with the shift point
point = tuple(SHIFT_POINT)
for i, element in enumerate(elements):
# Validate element is in valid range
if not (0 <= element < FIELD_PRIME):
raise ValueError(f"Element {element} is out of range [0, {FIELD_PRIME})")
# Calculate the starting index for this element's constant points
start_idx = 2 + i * N_ELEMENT_BITS_HASH
# Check if we have enough constant points
if start_idx + N_ELEMENT_BITS_HASH > len(CONSTANT_POINTS):
raise ValueError(f"Insufficient constant points for element {i}. Need {start_idx + N_ELEMENT_BITS_HASH}, have {len(CONSTANT_POINTS)}")
# Full implementation using all 252 bits
for j in range(N_ELEMENT_BITS_HASH):
pt = tuple(CONSTANT_POINTS[start_idx + j])
# Check for unhashable input (same x coordinate)
if point[0] == pt[0]:
raise ValueError('Unhashable input: point collision detected')
if element & 1:
point = _ec_add(point, pt)
element >>= 1
# Ensure all bits have been processed
if element != 0:
raise ValueError(f"Element too large: remaining bits {element}")
return point
def pedersen_hash(*elements: int) -> int:
"""
Calculate the Pedersen hash of a list of integers.
This function returns only the x-coordinate of the resulting EC point,
which is the standard Pedersen hash value.
Args:
*elements: Variable number of integers to hash
Returns:
int: The Pedersen hash as an integer (x-coordinate of the EC point)
Raises:
ValueError: If any element is out of range
"""
point = pedersen_hash_as_point(*elements)
return point[0]
def pedersen_hash_bytes(*elements: Union[int, bytes]) -> bytes:
"""
Calculate the Pedersen hash and return as bytes.
Args:
*elements: Variable number of integers or bytes to hash
Returns:
bytes: The hash result as 32 bytes (big-endian)
Raises:
ValueError: If any element is invalid
"""
# Convert bytes to integers if needed
int_elements = []
for element in elements:
if isinstance(element, bytes):
if len(element) > 32:
raise ValueError(f"Bytes element too long: {len(element)} > 32")
int_elements.append(int.from_bytes(element, byteorder='big'))
elif isinstance(element, int):
int_elements.append(element)
else:
raise ValueError(f"Invalid element type: {type(element)}")
hash_result = pedersen_hash(*int_elements)
return hash_result.to_bytes(32, byteorder='big')
docs/edgex/edgex-python-sdk-main/edgex_sdk/funding/__init__.py
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docs/edgex/edgex-python-sdk-main/edgex_sdk/funding/client.py
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from typing import Dict, Any, List
from ..internal.async_client import AsyncClient
class Client:
"""Client for funding-related API endpoints."""
def __init__(self, async_client: AsyncClient):
"""
Initialize the funding client.
Args:
async_client: The async client for common functionality
"""
self.async_client = async_client
async def get_funding_transactions(
self,
size: str = "",
offset_data: str = "",
filter_coin_id_list: List[str] = None,
filter_type_list: List[str] = None,
filter_start_created_time_inclusive: int = 0,
filter_end_created_time_exclusive: int = 0
) -> Dict[str, Any]:
"""
Get funding transactions with pagination.
Args:
size: Size of the page
offset_data: Offset data for pagination
filter_coin_id_list: Filter by coin IDs
filter_type_list: Filter by transaction types
filter_start_created_time_inclusive: Filter start time (inclusive)
filter_end_created_time_exclusive: Filter end time (exclusive)
Returns:
Dict[str, Any]: The funding transactions
Raises:
ValueError: If the request fails
"""
query_params = {
"accountId": str(self.async_client.get_account_id())
}
# Add pagination parameters
if size:
query_params["size"] = size
if offset_data:
query_params["offsetData"] = offset_data
# Add filter parameters
if filter_coin_id_list:
query_params["filterCoinIdList"] = ",".join(filter_coin_id_list)
if filter_type_list:
query_params["filterTypeList"] = ",".join(filter_type_list)
# Add time filters
if filter_start_created_time_inclusive > 0:
query_params["filterStartCreatedTimeInclusive"] = str(filter_start_created_time_inclusive)
if filter_end_created_time_exclusive > 0:
query_params["filterEndCreatedTimeExclusive"] = str(filter_end_created_time_exclusive)
return await self.async_client.make_authenticated_request(
method="GET",
path="/api/v1/public/funding/getFundingRatePage",
params=query_params
)
async def get_funding_account(self) -> Dict[str, Any]:
"""
Get funding account information.
Returns:
Dict[str, Any]: The funding account information
Raises:
ValueError: If the request fails
"""
params = {
"accountId": str(self.async_client.get_account_id())
}
return await self.async_client.make_authenticated_request(
method="GET",
path="/api/v1/private/account/getAccountAsset",
params=params
)
async def get_funding_transaction_by_id(self, transaction_ids: List[str]) -> Dict[str, Any]:
"""
Get funding transactions by IDs.
Args:
transaction_ids: List of transaction IDs
Returns:
Dict[str, Any]: The funding transactions
Raises:
ValueError: If the request fails
"""
query_params = {
"accountId": str(self.async_client.get_account_id()),
"transactionIdList": ",".join(transaction_ids)
}
return await self.async_client.make_authenticated_request(
method="GET",
path="/api/v1/public/funding/getLatestFundingRate",
params=query_params
)
docs/edgex/edgex-python-sdk-main/edgex_sdk/internal/__init__.py
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docs/edgex/edgex-python-sdk-main/edgex_sdk/internal/async_client.py
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import asyncio
import binascii
import hashlib
import time
import uuid
from typing import Dict, Any, Optional, Tuple, List, Union
import json
import aiohttp
from Crypto.Hash import keccak
from .signing_adapter import SigningAdapter
# Import field prime for modular arithmetic
try:
from ..crypto.constants import FIELD_PRIME
except ImportError:
# Fallback if crypto module is not available
FIELD_PRIME = 0x800000000000011000000000000000000000000000000000000000000000001
# Constants
LIMIT_ORDER_WITH_FEE_TYPE = 3
class L2Signature:
"""Represents a signature for L2 operations."""
def __init__(self, r: str, s: str, v: str = ""):
self.r = r
self.s = s
self.v = v
class AsyncClient:
"""Async base client with common functionality."""
def __init__(self, base_url: str, account_id: int, stark_pri_key: str,
signing_adapter: Optional[SigningAdapter] = None,
timeout: float = 30.0, connector_limit: int = 100):
"""
Initialize the async internal client.
Args:
base_url: Base URL for API endpoints
account_id: Account ID for authentication
stark_pri_key: Stark private key for signing
signing_adapter: Optional signing adapter to use for cryptographic operations
timeout: Request timeout in seconds
connector_limit: Maximum number of connections in the pool
"""
self.base_url = base_url
self.account_id = account_id
self.stark_pri_key = stark_pri_key
# Use the provided signing adapter (required)
if signing_adapter is None:
raise ValueError("signing_adapter is required")
self.signing_adapter = signing_adapter
# Store configuration for later session creation
self._session = None
self._timeout = timeout
self._connector_limit = connector_limit
self._closed = False
async def __aenter__(self):
"""Async context manager entry."""
await self._ensure_session()
return self
async def __aexit__(self, exc_type, exc_val, exc_tb):
"""Async context manager exit."""
await self.close()
async def _ensure_session(self):
"""Ensure the aiohttp session is created."""
if self._session is None or self._session.closed:
# Create connector and session when needed (inside event loop)
timeout_config = aiohttp.ClientTimeout(total=self._timeout)
connector = aiohttp.TCPConnector(
limit=self._connector_limit,
limit_per_host=30,
keepalive_timeout=30,
enable_cleanup_closed=True
)
self._session = aiohttp.ClientSession(
timeout=timeout_config,
connector=connector,
headers={
"Content-Type": "application/json",
"Accept": "application/json"
}
)
async def close(self):
"""Close the HTTP session and cleanup resources."""
if self._session and not self._session.closed:
await self._session.close()
self._closed = True
@property
def session(self) -> aiohttp.ClientSession:
"""Get the HTTP session, ensuring it's created."""
if self._session is None or self._session.closed:
raise RuntimeError("Session not initialized. Use 'async with client:' or call '_ensure_session()'")
return self._session
def get_account_id(self) -> int:
"""Get the account ID."""
return self.account_id
def get_stark_pri_key(self) -> str:
"""Get the stark private key."""
return self.stark_pri_key
def sign(self, message_hash: bytes) -> L2Signature:
"""
Sign a message hash using the client's Stark private key.
Args:
message_hash: The hash of the message to sign
Returns:
L2Signature: The signature components
Raises:
ValueError: If the stark private key is not set or invalid
"""
private_key = self.get_stark_pri_key()
if not private_key:
raise ValueError("stark private key not set")
# Sign the message using the signing adapter
try:
r, s = self.signing_adapter.sign(message_hash, private_key)
return L2Signature(r=r, s=s, v="")
except Exception as e:
raise ValueError(f"failed to sign message: {str(e)}")
def generate_uuid(self) -> str:
"""Generate a UUID for client order IDs."""
return str(uuid.uuid4())
def calc_nonce(self, client_order_id: str) -> int:
"""
Calculate a nonce from a client order ID.
Args:
client_order_id: The client order ID
Returns:
int: The calculated nonce
"""
# Use SHA256 like the Go SDK (not Keccak256)
h = hashlib.sha256()
h.update(client_order_id.encode())
hash_hex = h.hexdigest()
return int(hash_hex[:8], 16)
async def make_authenticated_request(
self,
method: str,
path: str,
data: Optional[Dict[str, Any]] = None,
params: Optional[Dict[str, Any]] = None
) -> Dict[str, Any]:
"""
Make an authenticated HTTP request.
Args:
method: HTTP method (GET, POST, etc.)
path: API path (e.g., '/api/v1/private/order/createOrder')
data: JSON data for POST requests
params: Query parameters for GET requests
Returns:
Dict[str, Any]: Response JSON data
Raises:
ValueError: If the request fails
"""
await self._ensure_session()
# Generate timestamp
timestamp = int(time.time() * 1000)
# Build full URL
url = f"{self.base_url}{path}"
# Generate signature content
sign_content = self._build_signature_content(timestamp, method, path, data, params)
# Sign the content
keccak_hash = keccak.new(digest_bits=256)
keccak_hash.update(sign_content.encode())
content_hash = keccak_hash.digest()
sig = self.sign(content_hash)
# Prepare headers
headers = {
"X-edgeX-Api-Timestamp": str(timestamp),
"X-edgeX-Api-Signature": f"{sig.r}{sig.s}"
}
# Make the request
try:
async with self.session.request(
method=method,
url=url,
json=data,
params=params,
headers=headers
) as response:
if response.status != 200:
try:
error_detail = await response.json()
raise ValueError(f"request failed with status code: {response.status}, response: {error_detail}")
except (aiohttp.ContentTypeError, json.JSONDecodeError):
text = await response.text()
raise ValueError(f"request failed with status code: {response.status}, response: {text}")
resp_data = await response.json()
# Check response code
if resp_data.get("code") != "SUCCESS":
error_param = resp_data.get("errorParam")
if error_param:
raise ValueError(f"request failed with error params: {error_param}")
raise ValueError(f"request failed with code: {resp_data.get('code')}")
return resp_data
except aiohttp.ClientError as e:
raise ValueError(f"HTTP request failed: {str(e)}")
def _build_signature_content(
self,
timestamp: int,
method: str,
path: str,
data: Optional[Dict[str, Any]],
params: Optional[Dict[str, Any]]
) -> str:
"""Build the content string for signature generation."""
if data:
# Convert body to sorted string format
body_str = self.get_value(data)
sign_content = f"{timestamp}{method}{path}{body_str}"
else:
# For requests without body, use query parameters if present
if params:
# Sort query parameters as strings (matching Go SDK exactly)
param_pairs = []
for key, value in sorted(params.items()):
param_pairs.append(f"{key}={value}")
query_string = "&".join(param_pairs)
sign_content = f"{timestamp}{method}{path}{query_string}"
else:
sign_content = f"{timestamp}{method}{path}"
return sign_content
def get_value(self, data: Union[Dict[str, Any], List[Any], str, int, float, None]) -> str:
"""
Convert a value to a string representation for signing.
This function recursively processes dictionaries, lists, and primitive types.
Args:
data: The value to convert
Returns:
str: The string representation
"""
if data is None:
return ""
if isinstance(data, str):
return data
if isinstance(data, bool):
# Convert boolean to lowercase string to match Go SDK
return str(data).lower()
if isinstance(data, (int, float)):
return str(data)
if isinstance(data, list):
if len(data) == 0:
return ""
values = [self.get_value(item) for item in data]
return "&".join(values)
if isinstance(data, dict):
# Convert all values to strings and sort by keys
sorted_map = {}
for key, val in data.items():
sorted_map[key] = self.get_value(val)
# Get sorted keys
keys = sorted(sorted_map.keys())
# Build key=value pairs
pairs = [f"{key}={sorted_map[key]}" for key in keys]
return "&".join(pairs)
# Handle other types by converting to string
return str(data)
def calc_limit_order_hash(
self,
synthetic_asset_id: str,
collateral_asset_id: str,
fee_asset_id: str,
is_buy: bool,
amount_synthetic: int,
amount_collateral: int,
amount_fee: int,
nonce: int,
account_id: int,
expire_time: int
) -> bytes:
"""
Calculate the hash for a limit order using StarkEx protocol.
Args:
synthetic_asset_id: The synthetic asset ID (hex string)
collateral_asset_id: The collateral asset ID (hex string)
fee_asset_id: The fee asset ID (hex string)
is_buy: Whether the order is a buy order
amount_synthetic: The synthetic amount
amount_collateral: The collateral amount
amount_fee: The fee amount
nonce: The nonce
account_id: The account ID (position ID)
expire_time: The expiration time
Returns:
bytes: The calculated hash
"""
# Remove 0x prefix if present
if synthetic_asset_id.startswith('0x'):
synthetic_asset_id = synthetic_asset_id[2:]
if collateral_asset_id.startswith('0x'):
collateral_asset_id = collateral_asset_id[2:]
if fee_asset_id.startswith('0x'):
fee_asset_id = fee_asset_id[2:]
# Convert hex strings to integers and ensure they're within the field
asset_id_synthetic = int(synthetic_asset_id, 16) % FIELD_PRIME
asset_id_collateral = int(collateral_asset_id, 16) % FIELD_PRIME
asset_id_fee = int(fee_asset_id, 16) % FIELD_PRIME
# Determine buy/sell assets based on order direction
if is_buy:
asset_id_sell = asset_id_collateral
asset_id_buy = asset_id_synthetic
amount_sell = amount_collateral
amount_buy = amount_synthetic
else:
asset_id_sell = asset_id_synthetic
asset_id_buy = asset_id_collateral
amount_sell = amount_synthetic
amount_buy = amount_collateral
# Use the signing adapter to calculate the Pedersen hash
# First hash: hash(asset_id_sell, asset_id_buy)
msg = self.signing_adapter.pedersen_hash([asset_id_sell, asset_id_buy])
msg_int = int.from_bytes(msg, byteorder='big')
# Second hash: hash(msg, asset_id_fee)
msg = self.signing_adapter.pedersen_hash([msg_int, asset_id_fee])
msg_int = int.from_bytes(msg, byteorder='big')
# Pack message 0
# packed_message0 = amount_sell * 2^64 + amount_buy * 2^64 + max_amount_fee * 2^32 + nonce
packed_message0 = amount_sell
packed_message0 = (packed_message0 << 64) + amount_buy
packed_message0 = (packed_message0 << 64) + amount_fee
packed_message0 = (packed_message0 << 32) + nonce
packed_message0 = packed_message0 % FIELD_PRIME # Ensure within field
# Third hash: hash(msg, packed_message0)
msg = self.signing_adapter.pedersen_hash([msg_int, packed_message0])
msg_int = int.from_bytes(msg, byteorder='big')
# Pack message 1
# packed_message1 = LIMIT_ORDER_WITH_FEES * 2^64 + position_id * 2^64 + position_id * 2^64 + position_id * 2^32 + expiration_timestamp * 2^17
packed_message1 = LIMIT_ORDER_WITH_FEE_TYPE
packed_message1 = (packed_message1 << 64) + account_id
packed_message1 = (packed_message1 << 64) + account_id
packed_message1 = (packed_message1 << 64) + account_id
packed_message1 = (packed_message1 << 32) + expire_time
packed_message1 = packed_message1 << 17 # Padding
packed_message1 = packed_message1 % FIELD_PRIME # Ensure within field
# Final hash: hash(msg, packed_message1)
msg = self.signing_adapter.pedersen_hash([msg_int, packed_message1])
return msg
def calc_transfer_hash(
self,
asset_id: int,
asset_id_fee: int,
receiver_public_key: int,
sender_position_id: int,
receiver_position_id: int,
fee_position_id: int,
nonce: int,
amount: int,
max_amount_fee: int,
expiration_timestamp: int
) -> bytes:
"""
Calculate the hash for a transfer using StarkEx protocol.
Args:
asset_id: The asset ID
asset_id_fee: The fee asset ID
receiver_public_key: The receiver's public key
sender_position_id: The sender's position ID
receiver_position_id: The receiver's position ID
fee_position_id: The fee position ID
nonce: The nonce
amount: The transfer amount
max_amount_fee: The maximum fee amount
expiration_timestamp: The expiration timestamp
Returns:
bytes: The calculated hash
"""
# First hash: hash(asset_id, asset_id_fee)
msg = self.signing_adapter.pedersen_hash([asset_id, asset_id_fee])
msg_int = int.from_bytes(msg, byteorder='big')
# Second hash: hash(msg, receiver_public_key)
msg = self.signing_adapter.pedersen_hash([msg_int, receiver_public_key])
msg_int = int.from_bytes(msg, byteorder='big')
# Pack message 0
# packed_msg0 = sender_position_id * 2^64 + receiver_position_id * 2^64 + fee_position_id * 2^32 + nonce
packed_msg0 = sender_position_id
packed_msg0 = (packed_msg0 << 64) + receiver_position_id
packed_msg0 = (packed_msg0 << 64) + fee_position_id
packed_msg0 = (packed_msg0 << 32) + nonce
packed_msg0 = packed_msg0 % FIELD_PRIME # Ensure within field
# Third hash: hash(msg, packed_msg0)
msg = self.signing_adapter.pedersen_hash([msg_int, packed_msg0])
msg_int = int.from_bytes(msg, byteorder='big')
# Pack message 1
# packed_msg1 = 4 * 2^64 + amount * 2^64 + max_amount_fee * 2^32 + expiration_timestamp * 2^81
packed_msg1 = 4 # Transfer type
packed_msg1 = (packed_msg1 << 64) + amount
packed_msg1 = (packed_msg1 << 64) + max_amount_fee
packed_msg1 = (packed_msg1 << 32) + expiration_timestamp
packed_msg1 = packed_msg1 << 81 # Padding
packed_msg1 = packed_msg1 % FIELD_PRIME # Ensure within field
# Final hash: hash(msg, packed_msg1)
msg = self.signing_adapter.pedersen_hash([msg_int, packed_msg1])
return msg
docs/edgex/edgex-python-sdk-main/edgex_sdk/internal/client.py
+312
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import binascii
import hashlib
import time
import uuid
from typing import Dict, Any, Optional, Tuple, List, Union
import requests
from Crypto.Hash import keccak
from .signing_adapter import SigningAdapter
# Import field prime for modular arithmetic
try:
from ..crypto.constants import FIELD_PRIME
except ImportError:
# Fallback if crypto module is not available
FIELD_PRIME = 0x800000000000011000000000000000000000000000000000000000000000001
# Constants
LIMIT_ORDER_WITH_FEE_TYPE = 3
class L2Signature:
"""Represents a signature for L2 operations."""
def __init__(self, r: str, s: str, v: str = ""):
self.r = r
self.s = s
self.v = v
class Client:
"""Base client with common functionality."""
def __init__(self, base_url: str, account_id: int, stark_pri_key: str, signing_adapter: Optional[SigningAdapter] = None):
"""
Initialize the internal client.
Args:
base_url: Base URL for API endpoints
account_id: Account ID for authentication
stark_pri_key: Stark private key for signing
signing_adapter: Optional signing adapter to use for cryptographic operations
"""
self.http_client = requests.Session()
self.http_client.headers.update({
"Content-Type": "application/json",
"Accept": "application/json"
})
self.base_url = base_url
self.account_id = account_id
self.stark_pri_key = stark_pri_key
# Use the provided signing adapter (required)
if signing_adapter is None:
raise ValueError("signing_adapter is required")
self.signing_adapter = signing_adapter
def get_account_id(self) -> int:
"""Get the account ID."""
return self.account_id
def get_stark_pri_key(self) -> str:
"""Get the stark private key."""
return self.stark_pri_key
def sign(self, message_hash: bytes) -> L2Signature:
"""
Sign a message hash using the client's Stark private key.
Args:
message_hash: The hash of the message to sign
Returns:
L2Signature: The signature components
Raises:
ValueError: If the stark private key is not set or invalid
"""
private_key = self.get_stark_pri_key()
if not private_key:
raise ValueError("stark private key not set")
# Sign the message using the signing adapter
try:
r, s = self.signing_adapter.sign(message_hash, private_key)
return L2Signature(r=r, s=s, v="")
except Exception as e:
raise ValueError(f"failed to sign message: {str(e)}")
def generate_uuid(self) -> str:
"""Generate a UUID for client order IDs."""
return str(uuid.uuid4())
def calc_nonce(self, client_order_id: str) -> int:
"""
Calculate a nonce from a client order ID.
Args:
client_order_id: The client order ID
Returns:
int: The calculated nonce
"""
# Use SHA256 like the Go SDK (not Keccak256)
h = hashlib.sha256()
h.update(client_order_id.encode())
hash_hex = h.hexdigest()
return int(hash_hex[:8], 16)
def calc_limit_order_hash(
self,
synthetic_asset_id: str,
collateral_asset_id: str,
fee_asset_id: str,
is_buy: bool,
amount_synthetic: int,
amount_collateral: int,
amount_fee: int,
nonce: int,
account_id: int,
expire_time: int
) -> bytes:
"""
Calculate the hash for a limit order using StarkEx protocol.
Args:
synthetic_asset_id: The synthetic asset ID (hex string)
collateral_asset_id: The collateral asset ID (hex string)
fee_asset_id: The fee asset ID (hex string)
is_buy: Whether the order is a buy order
amount_synthetic: The synthetic amount
amount_collateral: The collateral amount
amount_fee: The fee amount
nonce: The nonce
account_id: The account ID (position ID)
expire_time: The expiration time
Returns:
bytes: The calculated hash
"""
# Remove 0x prefix if present
if synthetic_asset_id.startswith('0x'):
synthetic_asset_id = synthetic_asset_id[2:]
if collateral_asset_id.startswith('0x'):
collateral_asset_id = collateral_asset_id[2:]
if fee_asset_id.startswith('0x'):
fee_asset_id = fee_asset_id[2:]
# Convert hex strings to integers and ensure they're within the field
asset_id_synthetic = int(synthetic_asset_id, 16) % FIELD_PRIME
asset_id_collateral = int(collateral_asset_id, 16) % FIELD_PRIME
asset_id_fee = int(fee_asset_id, 16) % FIELD_PRIME
# Determine buy/sell assets based on order direction
if is_buy:
asset_id_sell = asset_id_collateral
asset_id_buy = asset_id_synthetic
amount_sell = amount_collateral
amount_buy = amount_synthetic
else:
asset_id_sell = asset_id_synthetic
asset_id_buy = asset_id_collateral
amount_sell = amount_synthetic
amount_buy = amount_collateral
# Use the signing adapter to calculate the Pedersen hash
# First hash: hash(asset_id_sell, asset_id_buy)
msg = self.signing_adapter.pedersen_hash([asset_id_sell, asset_id_buy])
msg_int = int.from_bytes(msg, byteorder='big')
# Second hash: hash(msg, asset_id_fee)
msg = self.signing_adapter.pedersen_hash([msg_int, asset_id_fee])
msg_int = int.from_bytes(msg, byteorder='big')
# Pack message 0
# packed_message0 = amount_sell * 2^64 + amount_buy * 2^64 + max_amount_fee * 2^32 + nonce
packed_message0 = amount_sell
packed_message0 = (packed_message0 << 64) + amount_buy
packed_message0 = (packed_message0 << 64) + amount_fee
packed_message0 = (packed_message0 << 32) + nonce
packed_message0 = packed_message0 % FIELD_PRIME # Ensure within field
# Third hash: hash(msg, packed_message0)
msg = self.signing_adapter.pedersen_hash([msg_int, packed_message0])
msg_int = int.from_bytes(msg, byteorder='big')
# Pack message 1
# packed_message1 = LIMIT_ORDER_WITH_FEES * 2^64 + position_id * 2^64 + position_id * 2^64 + position_id * 2^32 + expiration_timestamp * 2^17
packed_message1 = LIMIT_ORDER_WITH_FEE_TYPE
packed_message1 = (packed_message1 << 64) + account_id
packed_message1 = (packed_message1 << 64) + account_id
packed_message1 = (packed_message1 << 64) + account_id
packed_message1 = (packed_message1 << 32) + expire_time
packed_message1 = packed_message1 << 17 # Padding
packed_message1 = packed_message1 % FIELD_PRIME # Ensure within field
# Final hash: hash(msg, packed_message1)
msg = self.signing_adapter.pedersen_hash([msg_int, packed_message1])
return msg
def calc_transfer_hash(
self,
asset_id: int,
asset_id_fee: int,
receiver_public_key: int,
sender_position_id: int,
receiver_position_id: int,
fee_position_id: int,
nonce: int,
amount: int,
max_amount_fee: int,
expiration_timestamp: int
) -> bytes:
"""
Calculate the hash for a transfer using StarkEx protocol.
Args:
asset_id: The asset ID
asset_id_fee: The fee asset ID
receiver_public_key: The receiver's public key
sender_position_id: The sender's position ID
receiver_position_id: The receiver's position ID
fee_position_id: The fee position ID
nonce: The nonce
amount: The transfer amount
max_amount_fee: The maximum fee amount
expiration_timestamp: The expiration timestamp
Returns:
bytes: The calculated hash
"""
# First hash: hash(asset_id, asset_id_fee)
msg = self.signing_adapter.pedersen_hash([asset_id, asset_id_fee])
msg_int = int.from_bytes(msg, byteorder='big')
# Second hash: hash(msg, receiver_public_key)
msg = self.signing_adapter.pedersen_hash([msg_int, receiver_public_key])
msg_int = int.from_bytes(msg, byteorder='big')
# Pack message 0
# packed_msg0 = sender_position_id * 2^64 + receiver_position_id * 2^64 + fee_position_id * 2^32 + nonce
packed_msg0 = sender_position_id
packed_msg0 = (packed_msg0 << 64) + receiver_position_id
packed_msg0 = (packed_msg0 << 64) + fee_position_id
packed_msg0 = (packed_msg0 << 32) + nonce
packed_msg0 = packed_msg0 % FIELD_PRIME # Ensure within field
# Third hash: hash(msg, packed_msg0)
msg = self.signing_adapter.pedersen_hash([msg_int, packed_msg0])
msg_int = int.from_bytes(msg, byteorder='big')
# Pack message 1
# packed_msg1 = 4 * 2^64 + amount * 2^64 + max_amount_fee * 2^32 + expiration_timestamp * 2^81
packed_msg1 = 4 # Transfer type
packed_msg1 = (packed_msg1 << 64) + amount
packed_msg1 = (packed_msg1 << 64) + max_amount_fee
packed_msg1 = (packed_msg1 << 32) + expiration_timestamp
packed_msg1 = packed_msg1 << 81 # Padding
packed_msg1 = packed_msg1 % FIELD_PRIME # Ensure within field
# Final hash: hash(msg, packed_msg1)
msg = self.signing_adapter.pedersen_hash([msg_int, packed_msg1])
return msg
def get_value(self, data: Union[Dict[str, Any], List[Any], str, int, float, None]) -> str:
"""
Convert a value to a string representation for signing.
This function recursively processes dictionaries, lists, and primitive types.
Args:
data: The value to convert
Returns:
str: The string representation
"""
if data is None:
return ""
if isinstance(data, str):
return data
if isinstance(data, bool):
# Convert boolean to lowercase string to match Go SDK
return str(data).lower()
if isinstance(data, (int, float)):
return str(data)
if isinstance(data, list):
if len(data) == 0:
return ""
values = [self.get_value(item) for item in data]
return "&".join(values)
if isinstance(data, dict):
# Convert all values to strings and sort by keys
sorted_map = {}
for key, val in data.items():
sorted_map[key] = self.get_value(val)
# Get sorted keys
keys = sorted(sorted_map.keys())
# Build key=value pairs
pairs = [f"{key}={sorted_map[key]}" for key in keys]
return "&".join(pairs)
# Handle other types by converting to string
return str(data)
docs/edgex/edgex-python-sdk-main/edgex_sdk/internal/signing_adapter.py
+77
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"""
Signing adapter interface for the EdgeX Python SDK.
This module defines the interface for signing adapters that can be used with the SDK.
Different implementations can be provided for different environments (development, testing, production).
"""
from abc import ABC, abstractmethod
from typing import Tuple, List
class SigningAdapter(ABC):
"""Interface for signing adapters."""
@abstractmethod
def sign(self, message_hash: bytes, private_key: str) -> Tuple[str, str]:
"""
Sign a message hash using a private key.
Args:
message_hash: The hash of the message to sign
private_key: The private key as a hex string
Returns:
Tuple[str, str]: The signature as (r, s) hex strings
Raises:
ValueError: If the private key is invalid or the signing fails
"""
pass
@abstractmethod
def get_public_key(self, private_key: str) -> str:
"""
Get the public key from a private key.
Args:
private_key: The private key as a hex string
Returns:
str: The public key as a hex string
Raises:
ValueError: If the private key is invalid
"""
pass
@abstractmethod
def verify(self, message_hash: bytes, signature: Tuple[str, str], public_key: str) -> bool:
"""
Verify a signature using a public key.
Args:
message_hash: The hash of the message
signature: The signature as (r, s) hex strings
public_key: The public key as a hex string
Returns:
bool: Whether the signature is valid
"""
pass
@abstractmethod
def pedersen_hash(self, elements: List[int]) -> bytes:
"""
Calculate the Pedersen hash of a list of integers.
Args:
elements: List of integers to hash
Returns:
bytes: The hash result
Raises:
ValueError: If the calculation fails
"""
pass
docs/edgex/edgex-python-sdk-main/edgex_sdk/internal/starkex_signing_adapter.py
+496
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"""
StarkEx signing adapter for the EdgeX Python SDK.
This module provides an implementation of the signing adapter interface
that uses the StarkWare cryptographic primitives for signing operations.
"""
import binascii
import math
import secrets
from typing import List, Tuple
from .signing_adapter import SigningAdapter
from ..crypto.pedersen_hash import pedersen_hash_bytes
# StarkEx curve parameters
FIELD_PRIME = 0x800000000000011000000000000000000000000000000000000000000000001
ALPHA = 1
BETA = 0x6f21413efbe40de150e596d72f7a8c5609ad26c15c915c1f4cdfcb99cee9e89
EC_ORDER = 0x800000000000010ffffffffffffffffb781126dcae7b2321e66a241adc64d2f
N_ELEMENT_BITS_ECDSA = math.floor(math.log(FIELD_PRIME, 2))
assert N_ELEMENT_BITS_ECDSA == 251
# Generator point for the Stark curve
EC_GEN = (
0x1ef15c18599971b7beced415a40f0c7deacfd9b0d1819e03d723d8bc943cfca,
0x5668060aa49730b7be4801df46ec62de53ecd11abe43a32873000c36e8dc1f
)
class StarkExSigningAdapter(SigningAdapter):
"""StarkEx implementation of the signing adapter interface."""
def sign(self, message_hash: bytes, private_key: str) -> Tuple[str, str]:
"""
Sign a message hash using a private key.
Args:
message_hash: The hash of the message to sign
private_key: The private key as a hex string
Returns:
Tuple[str, str]: The signature as (r, s) hex strings
Raises:
ValueError: If the private key is invalid or the signing fails
"""
try:
# Validate private key format
binascii.unhexlify(private_key)
except binascii.Error:
raise ValueError("Invalid private key hex string")
# Convert message hash to integer
msg_hash_int = int.from_bytes(message_hash, byteorder='big')
# Ensure the message hash is in the valid range
# Use the same modulus as the Golang SDK (EC_ORDER, which is starkcurve.N)
msg_hash_int = msg_hash_int % EC_ORDER
# Convert private key to integer
priv_key_int = int(private_key, 16)
# Ensure the private key is in the valid range
# For testing purposes, we'll just take the modulus
priv_key_int = priv_key_int % EC_ORDER
if priv_key_int == 0:
priv_key_int = 1
# Sign the message
r, s = self._sign(msg_hash_int, priv_key_int)
# Convert r and s to hex strings
r_hex = format(r, '064x')
s_hex = format(s, '064x')
return r_hex, s_hex
def get_public_key(self, private_key: str) -> str:
"""
Get the public key from a private key.
Args:
private_key: The private key as a hex string
Returns:
str: The public key as a hex string
Raises:
ValueError: If the private key is invalid
"""
try:
# Validate private key format
binascii.unhexlify(private_key)
except binascii.Error:
raise ValueError("Invalid private key hex string")
# Convert private key to integer
priv_key_int = int(private_key, 16)
# Ensure the private key is in the valid range
# For testing purposes, we'll just take the modulus
priv_key_int = priv_key_int % EC_ORDER
if priv_key_int == 0:
priv_key_int = 1
# Get the public key
public_key = self._private_to_stark_key(priv_key_int)
# Convert public key to hex string
public_key_hex = format(public_key, '064x')
return public_key_hex
def verify(self, message_hash: bytes, signature: Tuple[str, str], public_key: str) -> bool:
"""
Verify a signature using a public key.
Args:
message_hash: The hash of the message
signature: The signature as (r, s) hex strings
public_key: The public key as a hex string
Returns:
bool: Whether the signature is valid
"""
try:
# Convert message hash to integer
msg_hash_int = int.from_bytes(message_hash, byteorder='big')
# Ensure the message hash is in the valid range
# Use the same modulus as the sign method (EC_ORDER)
msg_hash_int = msg_hash_int % EC_ORDER
# Convert signature components to integers
r_int = int(signature[0], 16)
s_int = int(signature[1], 16)
# Ensure r and s are in the valid range
if not (1 <= r_int < 2**N_ELEMENT_BITS_ECDSA and 1 <= s_int < EC_ORDER):
return False
# Convert public key to integer
pub_key_int = int(public_key, 16)
# Verify the signature
return self._verify(msg_hash_int, r_int, s_int, pub_key_int)
except Exception:
return False
def pedersen_hash(self, elements: List[int]) -> bytes:
"""
Calculate the Pedersen hash of a list of integers.
This method now uses the full Pedersen hash implementation
that follows StarkWare's specification.
Args:
elements: List of integers to hash
Returns:
bytes: The hash result
Raises:
ValueError: If the calculation fails
"""
try:
# Use the full Pedersen hash implementation
return pedersen_hash_bytes(*elements)
except Exception as e:
raise ValueError(f"Failed to calculate Pedersen hash: {str(e)}")
def _sign(self, msg_hash: int, priv_key: int) -> Tuple[int, int]:
"""
Sign a message hash using a private key.
Args:
msg_hash: The hash of the message to sign as an integer
priv_key: The private key as an integer
Returns:
Tuple[int, int]: The signature as (r, s) integers
"""
# Choose a valid k. In our version of ECDSA not every k value is valid,
# and there is a negligible probability a drawn k cannot be used for signing.
# This is why we have this loop.
while True:
# Use random nonce generation like the Go SDK
k = self._generate_random_k()
# Cannot fail because 0 < k < EC_ORDER and EC_ORDER is prime.
x = self._ec_mult(k, EC_GEN)[0]
# DIFF: in classic ECDSA, we take int(x) % n.
r = int(x)
if not (1 <= r < 2**N_ELEMENT_BITS_ECDSA):
# Bad value. This fails with negligible probability.
continue
if (msg_hash + r * priv_key) % EC_ORDER == 0:
# Bad value. This fails with negligible probability.
continue
w = self._div_mod(k, msg_hash + r * priv_key, EC_ORDER)
if not (1 <= w < 2**N_ELEMENT_BITS_ECDSA):
# Bad value. This fails with negligible probability.
continue
s = self._inv_mod_curve_size(w)
return r, s
def _verify(self, msg_hash: int, r: int, s: int, public_key: int) -> bool:
"""
Verify a signature using a public key.
Args:
msg_hash: The hash of the message as an integer
r: The r component of the signature as an integer
s: The s component of the signature as an integer
public_key: The public key as an integer
Returns:
bool: Whether the signature is valid
"""
# Compute w = s^-1 (mod EC_ORDER).
if not (1 <= s < EC_ORDER):
return False
w = self._inv_mod_curve_size(s)
# Preassumptions:
# DIFF: in classic ECDSA, we assert 1 <= r, w <= EC_ORDER-1.
# Since r, w < 2**N_ELEMENT_BITS_ECDSA < EC_ORDER, we only need to verify r, w != 0.
if not (1 <= r < 2**N_ELEMENT_BITS_ECDSA and 1 <= w < 2**N_ELEMENT_BITS_ECDSA):
return False
if not (0 <= msg_hash < 2**N_ELEMENT_BITS_ECDSA):
return False
# Only the x coordinate of the point is given, check the two possibilities for the y
# coordinate.
try:
y = self._get_y_coordinate(public_key)
except ValueError:
return False
# Verify it is on the curve.
if (y**2 - (public_key**3 + ALPHA * public_key + BETA)) % FIELD_PRIME != 0:
return False
# Try both possible y coordinates.
for y_candidate in [y, (-y) % FIELD_PRIME]:
public_key_point = (public_key, y_candidate)
# Signature validation.
try:
# Calculate u1 = msg_hash * w mod n
u1 = (msg_hash * w) % EC_ORDER
# Calculate u2 = r * w mod n
u2 = (r * w) % EC_ORDER
# Calculate u1*G + u2*Q
point1 = self._ec_mult(u1, EC_GEN)
point2 = self._ec_mult(u2, public_key_point)
point = self._ec_add(point1, point2)
# The signature is valid if the x-coordinate of the resulting point equals r
if point[0] == r:
return True
except Exception:
continue
return False
def _generate_random_k(self) -> int:
"""
Generate a cryptographically secure random k value.
Returns:
int: The generated k value in range [1, EC_ORDER)
"""
# Generate a cryptographically secure random number in the range [1, EC_ORDER)
# This matches the Go implementation's approach of using random nonces
return secrets.randbelow(EC_ORDER - 1) + 1
def _private_to_stark_key(self, priv_key: int) -> int:
"""
Convert a private key to a Stark public key.
Args:
priv_key: The private key as an integer
Returns:
int: The public key as an integer
"""
return self._private_key_to_ec_point_on_stark_curve(priv_key)[0]
def _private_key_to_ec_point_on_stark_curve(self, priv_key: int) -> Tuple[int, int]:
"""
Convert a private key to an EC point on the Stark curve.
Args:
priv_key: The private key as an integer
Returns:
Tuple[int, int]: The EC point as (x, y) coordinates
"""
# Ensure the private key is in the valid range
# For testing purposes, we'll just take the modulus
priv_key = priv_key % EC_ORDER
if priv_key == 0:
priv_key = 1
return self._ec_mult(priv_key, EC_GEN)
def _inv_mod_curve_size(self, x: int) -> int:
"""
Calculate the modular inverse of x modulo the curve order.
Args:
x: The value to invert
Returns:
int: The modular inverse
"""
return self._div_mod(1, x, EC_ORDER)
def _div_mod(self, n: int, m: int, p: int) -> int:
"""
Calculate (n / m) mod p.
Args:
n: The numerator
m: The denominator
p: The modulus
Returns:
int: The result of the division modulo p
"""
return (n * pow(m, -1, p)) % p
def _is_quad_residue(self, n: int, p: int) -> bool:
"""
Check if n is a quadratic residue modulo p.
Args:
n: The number to check
p: The modulus
Returns:
bool: True if n is a quadratic residue modulo p, False otherwise
"""
return pow(n, (p - 1) // 2, p) == 1
def _sqrt_mod(self, n: int, p: int) -> int:
"""
Calculate the square root of n modulo p.
Args:
n: The number to take the square root of
p: The modulus
Returns:
int: The square root of n modulo p
"""
# Handle the case where p = 3 mod 4
if p % 4 == 3:
return pow(n, (p + 1) // 4, p)
# Handle the general case using the Tonelli-Shanks algorithm
q = p - 1
s = 0
while q % 2 == 0:
q //= 2
s += 1
# Find a non-residue
z = 2
while self._is_quad_residue(z, p):
z += 1
m = s
c = pow(z, q, p)
t = pow(n, q, p)
r = pow(n, (q + 1) // 2, p)
while t != 1:
# Find the least i, 0 < i < m, such that t^(2^i) = 1
i = 0
t_sq = t
while t_sq != 1 and i < m - 1:
t_sq = (t_sq * t_sq) % p
i += 1
# Calculate b = c^(2^(m-i-1))
b = pow(c, 2**(m - i - 1), p)
m = i
c = (b * b) % p
t = (t * b * b) % p
r = (r * b) % p
return r
def _get_y_coordinate(self, x: int) -> int:
"""
Given the x coordinate of a point, returns a possible y coordinate such that
together the point (x,y) is on the curve.
Args:
x: The x coordinate
Returns:
int: A possible y coordinate
Raises:
ValueError: If x is not a valid x coordinate on the curve
"""
y_squared = (x * x * x + ALPHA * x + BETA) % FIELD_PRIME
if not self._is_quad_residue(y_squared, FIELD_PRIME):
raise ValueError("Given x coordinate does not represent any point on the elliptic curve.")
return self._sqrt_mod(y_squared, FIELD_PRIME)
def _ec_add(self, p1: Tuple[int, int], p2: Tuple[int, int]) -> Tuple[int, int]:
"""
Add two points on the elliptic curve.
Args:
p1: The first point as (x, y) coordinates
p2: The second point as (x, y) coordinates
Returns:
Tuple[int, int]: The resulting point as (x, y) coordinates
"""
if p1[0] == p2[0]:
if (p1[1] + p2[1]) % FIELD_PRIME == 0:
# The points are negatives of each other, return the point at infinity
# We represent the point at infinity as None, but this should never happen
# in our use case, so we raise an exception instead
raise ValueError("Points are negatives of each other")
# The points are the same, so we're doubling
return self._ec_double(p1)
# Calculate the slope
slope = self._div_mod(p2[1] - p1[1], p2[0] - p1[0], FIELD_PRIME)
# Calculate the new point
x3 = (slope * slope - p1[0] - p2[0]) % FIELD_PRIME
y3 = (slope * (p1[0] - x3) - p1[1]) % FIELD_PRIME
return (x3, y3)
def _ec_double(self, p: Tuple[int, int]) -> Tuple[int, int]:
"""
Double a point on the elliptic curve.
Args:
p: The point to double as (x, y) coordinates
Returns:
Tuple[int, int]: The resulting point as (x, y) coordinates
"""
# Calculate the slope
slope = self._div_mod(3 * p[0] * p[0] + ALPHA, 2 * p[1], FIELD_PRIME)
# Calculate the new point
x3 = (slope * slope - 2 * p[0]) % FIELD_PRIME
y3 = (slope * (p[0] - x3) - p[1]) % FIELD_PRIME
return (x3, y3)
def _ec_mult(self, m: int, p: Tuple[int, int]) -> Tuple[int, int]:
"""
Multiply a point on the elliptic curve by a scalar.
Args:
m: The scalar
p: The point as (x, y) coordinates
Returns:
Tuple[int, int]: The resulting point as (x, y) coordinates
"""
if m == 0:
raise ValueError("Cannot multiply by 0")
if m == 1:
return p
if m % 2 == 0:
return self._ec_mult(m // 2, self._ec_double(p))
else:
return self._ec_add(p, self._ec_mult(m - 1, p))
docs/edgex/edgex-python-sdk-main/edgex_sdk/metadata/__init__.py
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from typing import Dict, Any
from ..internal.async_client import AsyncClient
class Client:
"""Client for metadata-related API endpoints."""
def __init__(self, async_client: AsyncClient):
"""
Initialize the metadata client.
Args:
async_client: The async client for common functionality
"""
self.async_client = async_client
async def get_metadata(self) -> Dict[str, Any]:
"""
Get the exchange metadata.
Returns:
Dict[str, Any]: The exchange metadata
Raises:
ValueError: If the request fails
"""
# Public endpoint - use simple GET request
await self.async_client._ensure_session()
url = f"{self.async_client.base_url}/api/v1/public/meta/getMetaData"
try:
async with self.async_client.session.get(url) as response:
if response.status != 200:
try:
error_detail = await response.json()
raise ValueError(f"request failed with status code: {response.status}, response: {error_detail}")
except:
text = await response.text()
raise ValueError(f"request failed with status code: {response.status}, response: {text}")
resp_data = await response.json()
if resp_data.get("code") != "SUCCESS":
error_param = resp_data.get("errorParam")
if error_param:
raise ValueError(f"request failed with error params: {error_param}")
raise ValueError(f"request failed with code: {resp_data.get('code')}")
return resp_data
except Exception as e:
if isinstance(e, ValueError):
raise
raise ValueError(f"request failed: {str(e)}")
async def get_server_time(self) -> Dict[str, Any]:
"""
Get the current server time.
Returns:
Dict[str, Any]: The server time information
Raises:
ValueError: If the request fails
"""
# Public endpoint - use simple GET request
await self.async_client._ensure_session()
url = f"{self.async_client.base_url}/api/v1/public/meta/getServerTime"
try:
async with self.async_client.session.get(url) as response:
if response.status != 200:
try:
error_detail = await response.json()
raise ValueError(f"request failed with status code: {response.status}, response: {error_detail}")
except:
text = await response.text()
raise ValueError(f"request failed with status code: {response.status}, response: {text}")
resp_data = await response.json()
if resp_data.get("code") != "SUCCESS":
error_param = resp_data.get("errorParam")
if error_param:
raise ValueError(f"request failed with error params: {error_param}")
raise ValueError(f"request failed with code: {resp_data.get('code')}")
return resp_data
except Exception as e:
if isinstance(e, ValueError):
raise
raise ValueError(f"request failed: {str(e)}")
docs/edgex/edgex-python-sdk-main/edgex_sdk/order/__init__.py
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import math
import time
from decimal import Decimal
from typing import Dict, Any, Optional, List
from ..internal.async_client import AsyncClient
from .types import (
CreateOrderParams,
CancelOrderParams,
GetActiveOrderParams,
OrderFillTransactionParams,
TimeInForce,
OrderType
)
class Client:
"""Client for order-related API endpoints."""
def __init__(self, async_client: AsyncClient):
"""
Initialize the order client.
Args:
async_client: The async client for common functionality
"""
self.async_client = async_client
async def create_order(self, params: CreateOrderParams, metadata: Dict[str, Any]) -> Dict[str, Any]:
"""
Create a new order with the given parameters.
Args:
params: Order parameters
metadata: Exchange metadata
Returns:
Dict[str, Any]: The created order
Raises:
ValueError: If required parameters are missing or invalid
"""
# Set default TimeInForce based on order type if not specified
if not params.time_in_force:
if params.type == OrderType.MARKET:
params.time_in_force = TimeInForce.IMMEDIATE_OR_CANCEL
elif params.type == OrderType.LIMIT:
params.time_in_force = TimeInForce.GOOD_TIL_CANCEL
# Find the contract from metadata
contract = None
contract_list = metadata.get("contractList", [])
for c in contract_list:
if c.get("contractId") == params.contract_id:
contract = c
break
if not contract:
raise ValueError(f"contract not found: {params.contract_id}")
# Get collateral coin from metadata
global_data = metadata.get("global", {})
collateral_coin = global_data.get("starkExCollateralCoin", {})
# Parse decimal values
try:
size = Decimal(params.size)
price = Decimal(params.price)
except (ValueError, TypeError):
raise ValueError("failed to parse size or price")
# Convert hex resolution to decimal
hex_resolution = contract.get("starkExResolution", "0x0")
# Remove "0x" prefix if present
hex_resolution = hex_resolution.replace("0x", "")
# Parse hex string to int
try:
resolution_int = int(hex_resolution, 16)
resolution = Decimal(resolution_int)
except (ValueError, TypeError):
raise ValueError("failed to parse hex resolution")
client_order_id = params.client_order_id or self.async_client.generate_uuid()
# Calculate values
value_dm = price * size
amount_synthetic = int(size * resolution)
amount_collateral = int(value_dm * Decimal("1000000")) # Shift 6 decimal places
# Calculate fee based on order type (maker/taker)
try:
fee_rate = Decimal(contract.get("defaultTakerFeeRate", "0"))
except (ValueError, TypeError):
raise ValueError("failed to parse fee rate")
# Calculate fee amount in decimal with ceiling to integer
amount_fee_dm = Decimal(str(math.ceil(float(value_dm * fee_rate))))
amount_fee_str = str(amount_fee_dm)
# Convert to the required integer format for the protocol
amount_fee = int(amount_fee_dm * Decimal("1000000")) # Shift 6 decimal places
nonce = self.async_client.calc_nonce(client_order_id)
l2_expire_time = int(time.time() * 1000) + (14 * 24 * 60 * 60 * 1000) # 14 days
# Calculate signature using asset IDs from metadata
expire_time_unix = l2_expire_time // (60 * 60 * 1000)
sig_hash = self.async_client.calc_limit_order_hash(
contract.get("starkExSyntheticAssetId", ""),
collateral_coin.get("starkExAssetId", ""),
collateral_coin.get("starkExAssetId", ""),
params.side.value == "BUY",
amount_synthetic,
amount_collateral,
amount_fee,
nonce,
self.async_client.get_account_id(),
expire_time_unix
)
# Sign the order
sig = self.async_client.sign(sig_hash)
# Convert signature to string (include v component like Go SDK, even though it's empty)
sig_str = f"{sig.r}{sig.s}{sig.v if hasattr(sig, 'v') and sig.v else ''}"
# Create order request
account_id = str(self.async_client.get_account_id())
nonce_str = str(nonce)
l2_expire_time_str = str(l2_expire_time)
expire_time_str = str(l2_expire_time - 864000000) # 10 days earlier
value_str = str(value_dm)
price_str = params.price if params.type == OrderType.LIMIT else "0"
# Prepare request data
request_data = {
"accountId": account_id,
"contractId": params.contract_id,
"price": price_str,
"size": params.size,
"type": params.type.value, # Use .value to get the string value
"timeInForce": params.time_in_force.value, # Use .value to get the string value
"side": params.side.value, # Use .value to get the string value
"l2Signature": sig_str,
"l2Nonce": nonce_str,
"l2ExpireTime": l2_expire_time_str,
"l2Value": value_str,
"l2Size": params.size,
"l2LimitFee": amount_fee_str,
"clientOrderId": client_order_id,
"expireTime": expire_time_str,
"reduceOnly": params.reduce_only
}
# Execute request using async client
return await self.async_client.make_authenticated_request(
method="POST",
path="/api/v1/private/order/createOrder",
data=request_data
)
async def cancel_order(self, params: CancelOrderParams) -> Dict[str, Any]:
"""
Cancel a specific order.
Args:
params: Cancel order parameters
Returns:
Dict[str, Any]: The cancellation result
Raises:
ValueError: If required parameters are missing or invalid
"""
account_id = str(self.async_client.get_account_id())
if params.order_id:
path = "/api/v1/private/order/cancelOrderById"
request_data = {
"accountId": account_id,
"orderIdList": [params.order_id]
}
elif params.client_id:
path = "/api/v1/private/order/cancelOrderByClientOrderId"
request_data = {
"accountId": account_id,
"clientOrderIdList": [params.client_id]
}
elif params.contract_id:
path = "/api/v1/private/order/cancelAllOrder"
request_data = {
"accountId": account_id,
"filterContractIdList": [params.contract_id]
}
else:
raise ValueError("must provide either order_id, client_id, or contract_id")
# Execute request using async client
return await self.async_client.make_authenticated_request(
method="POST",
path=path,
data=request_data
)
async def get_active_orders(self, params: GetActiveOrderParams) -> Dict[str, Any]:
"""
Get active orders with pagination and filters.
Args:
params: Active order query parameters
Returns:
Dict[str, Any]: The active orders
Raises:
ValueError: If the request fails
"""
# Build query parameters
query_params = {
"accountId": str(self.async_client.get_account_id())
}
# Add pagination parameters
if params.size:
query_params["size"] = params.size
if params.offset_data:
query_params["offsetData"] = params.offset_data
# Add filter parameters
if params.filter_coin_id_list:
query_params["filterCoinIdList"] = ",".join(params.filter_coin_id_list)
if params.filter_contract_id_list:
query_params["filterContractIdList"] = ",".join(params.filter_contract_id_list)
if params.filter_type_list:
query_params["filterTypeList"] = ",".join(params.filter_type_list)
if params.filter_status_list:
query_params["filterStatusList"] = ",".join(params.filter_status_list)
# Add boolean filters
if params.filter_is_liquidate is not None:
query_params["filterIsLiquidateList"] = str(params.filter_is_liquidate).lower()
if params.filter_is_deleverage is not None:
query_params["filterIsDeleverageList"] = str(params.filter_is_deleverage).lower()
if params.filter_is_position_tpsl is not None:
query_params["filterIsPositionTpslList"] = str(params.filter_is_position_tpsl).lower()
# Add time filters
if params.filter_start_created_time_inclusive > 0:
query_params["filterStartCreatedTimeInclusive"] = str(params.filter_start_created_time_inclusive)
if params.filter_end_created_time_exclusive > 0:
query_params["filterEndCreatedTimeExclusive"] = str(params.filter_end_created_time_exclusive)
# Execute request using async client
return await self.async_client.make_authenticated_request(
method="GET",
path="/api/v1/private/order/getActiveOrderPage",
params=query_params
)
async def get_order_fill_transactions(self, params: OrderFillTransactionParams) -> Dict[str, Any]:
"""
Get order fill transactions with pagination and filters.
Args:
params: Order fill transaction query parameters
Returns:
Dict[str, Any]: The order fill transactions
Raises:
ValueError: If the request fails
"""
# Build query parameters
query_params = {
"accountId": str(self.async_client.get_account_id())
}
# Add pagination parameters
if params.size:
query_params["size"] = params.size
if params.offset_data:
query_params["offsetData"] = params.offset_data
# Add filter parameters
if params.filter_coin_id_list:
query_params["filterCoinIdList"] = ",".join(params.filter_coin_id_list)
if params.filter_contract_id_list:
query_params["filterContractIdList"] = ",".join(params.filter_contract_id_list)
if params.filter_order_id_list:
query_params["filterOrderIdList"] = ",".join(params.filter_order_id_list)
# Add boolean filters
if params.filter_is_liquidate is not None:
query_params["filterIsLiquidateList"] = str(params.filter_is_liquidate).lower()
if params.filter_is_deleverage is not None:
query_params["filterIsDeleverageList"] = str(params.filter_is_deleverage).lower()
if params.filter_is_position_tpsl is not None:
query_params["filterIsPositionTpslList"] = str(params.filter_is_position_tpsl).lower()
# Add time filters
if params.filter_start_created_time_inclusive > 0:
query_params["filterStartCreatedTimeInclusive"] = str(params.filter_start_created_time_inclusive)
if params.filter_end_created_time_exclusive > 0:
query_params["filterEndCreatedTimeExclusive"] = str(params.filter_end_created_time_exclusive)
# Execute request using async client
return await self.async_client.make_authenticated_request(
method="GET",
path="/api/v1/private/order/getHistoryOrderFillTransactionPage",
params=query_params
)
async def get_max_order_size(self, contract_id: str, price: float) -> Dict[str, Any]:
"""
Get the maximum order size for a given contract and price.
Args:
contract_id: The contract ID
price: The price
Returns:
Dict[str, Any]: The maximum order size information
Raises:
ValueError: If the request fails
"""
# Build request body (API expects POST with JSON body)
data = {
"accountId": str(self.async_client.get_account_id()),
"contractId": contract_id,
"price": str(price)
}
# Execute request using async client
return await self.async_client.make_authenticated_request(
method="POST",
path="/api/v1/private/order/getMaxCreateOrderSize",
data=data
)
docs/edgex/edgex-python-sdk-main/edgex_sdk/order/types.py
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from dataclasses import dataclass
from enum import Enum
from typing import List, Optional, Dict, Any
class TimeInForce(str, Enum):
"""Time in force options for orders."""
UNKNOWN_TIME_IN_FORCE = "UNKNOWN_TIME_IN_FORCE"
GOOD_TIL_CANCEL = "GOOD_TIL_CANCEL"
FILL_OR_KILL = "FILL_OR_KILL"
IMMEDIATE_OR_CANCEL = "IMMEDIATE_OR_CANCEL"
POST_ONLY = "POST_ONLY"
class OrderSide(str, Enum):
"""Order side options."""
BUY = "BUY"
SELL = "SELL"
class ResponseCode(str, Enum):
"""API response codes."""
SUCCESS = "SUCCESS"
class OrderType(str, Enum):
"""Order type options."""
UNKNOWN = "UNKNOWN_ORDER_TYPE"
LIMIT = "LIMIT"
MARKET = "MARKET"
STOP_LIMIT = "STOP_LIMIT"
STOP_MARKET = "STOP_MARKET"
TAKE_PROFIT_LIMIT = "TAKE_PROFIT_LIMIT"
TAKE_PROFIT_MARKET = "TAKE_PROFIT_MARKET"
@dataclass
class OrderFilterParams:
"""Common filter types used across different order APIs."""
filter_coin_id_list: List[str] = None # Filter by coin IDs, empty means all coins
filter_contract_id_list: List[str] = None # Filter by contract IDs, empty means all contracts
filter_type_list: List[str] = None # Filter by order types
filter_status_list: List[str] = None # Filter by order statuses
filter_is_liquidate: Optional[bool] = None # Filter by liquidation status
filter_is_deleverage: Optional[bool] = None # Filter by deleverage status
filter_is_position_tpsl: Optional[bool] = None # Filter by position take-profit/stop-loss status
def __post_init__(self):
"""Initialize empty lists."""
if self.filter_coin_id_list is None:
self.filter_coin_id_list = []
if self.filter_contract_id_list is None:
self.filter_contract_id_list = []
if self.filter_type_list is None:
self.filter_type_list = []
if self.filter_status_list is None:
self.filter_status_list = []
@dataclass
class PaginationParams:
"""Common pagination parameters."""
size: str = "" # Size of the page, must be greater than 0 and less than or equal to 100/200
offset_data: str = "" # Offset data for pagination. Empty string gets the first page
@dataclass
class OrderFillTransactionParams(PaginationParams, OrderFilterParams):
"""Parameters for getting order fill transactions."""
filter_order_id_list: List[str] = None # Filter by order IDs, empty means all orders
filter_start_created_time_inclusive: int = 0 # Filter start time (inclusive), 0 means from earliest
filter_end_created_time_exclusive: int = 0 # Filter end time (exclusive), 0 means until latest
def __post_init__(self):
"""Initialize empty lists."""
super().__post_init__()
if self.filter_order_id_list is None:
self.filter_order_id_list = []
@dataclass
class GetActiveOrderParams(PaginationParams, OrderFilterParams):
"""Parameters for getting active orders."""
filter_start_created_time_inclusive: int = 0 # Filter start time (inclusive), 0 means from earliest
filter_end_created_time_exclusive: int = 0 # Filter end time (exclusive), 0 means until latest
@dataclass
class GetHistoryOrderParams(PaginationParams, OrderFilterParams):
"""Parameters for getting historical orders."""
filter_start_created_time_inclusive: int = 0 # Filter start time (inclusive), 0 means from earliest
filter_end_created_time_exclusive: int = 0 # Filter end time (exclusive), 0 means until latest
@dataclass
class CreateOrderParams:
"""Parameters for creating an order."""
contract_id: str
price: str
size: str
type: OrderType
side: str
client_order_id: Optional[str] = None
l2_expire_time: Optional[int] = None
time_in_force: Optional[str] = None
reduce_only: bool = False
@dataclass
class CancelOrderParams:
"""Parameters for canceling orders."""
order_id: str = "" # Order ID to cancel
client_id: str = "" # Client order ID to cancel
contract_id: str = "" # Contract ID for canceling all orders
class OrderResponse:
"""Response from creating an order."""
code: str
data: Dict[str, Any]
error_param: Optional[Dict[str, Any]]
request_time: str
response_time: str
trace_id: str
def __init__(self, response_data: Dict[str, Any]):
"""Initialize from response data."""
self.code = response_data.get("code", "")
self.data = response_data.get("data", {})
self.error_param = response_data.get("errorParam")
self.request_time = response_data.get("requestTime", "")
self.response_time = response_data.get("responseTime", "")
self.trace_id = response_data.get("traceId", "")
class MaxOrderSizeResponse(OrderResponse):
"""Response from getting max order size."""
pass
class OrderListResponse(OrderResponse):
"""Response from getting a list of orders."""
pass
class OrderPageResponse(OrderResponse):
"""Response from getting paginated orders."""
pass
class OrderFillTransactionResponse(OrderResponse):
"""Response from getting order fill transactions."""
pass
@dataclass
class OrderFillFilterParams(OrderFilterParams):
"""Parameters for filtering order fill transactions."""
filter_order_id_list: List[str] = None # Filter by order IDs, empty means all orders
def __post_init__(self):
"""Initialize empty lists."""
super().__post_init__()
if self.filter_order_id_list is None:
self.filter_order_id_list = []
docs/edgex/edgex-python-sdk-main/edgex_sdk/quote/__init__.py
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from typing import Dict, Any, List
from ..internal.async_client import AsyncClient
class GetKLineParams:
"""Parameters for getting K-line data."""
def __init__(
self,
contract_id: str,
interval: str,
size: str = "",
offset_data: str = "",
filter_start_time_inclusive: int = 0,
filter_end_time_exclusive: int = 0
):
self.contract_id = contract_id
self.interval = interval
self.size = size
self.offset_data = offset_data
self.filter_start_time_inclusive = filter_start_time_inclusive
self.filter_end_time_exclusive = filter_end_time_exclusive
class GetOrderBookDepthParams:
"""Parameters for getting order book depth."""
def __init__(
self,
contract_id: str,
limit: int = 50
):
self.contract_id = contract_id
self.limit = limit
class GetMultiContractKLineParams:
"""Parameters for getting K-line data for multiple contracts."""
def __init__(
self,
contract_id_list: List[str],
interval: str,
limit: int = 1
):
self.contract_id_list = contract_id_list
self.interval = interval
self.limit = limit
class Client:
"""Client for quote-related API endpoints."""
def __init__(self, async_client: AsyncClient):
"""
Initialize the quote client.
Args:
async_client: The async client for common functionality
"""
self.async_client = async_client
async def get_quote_summary(self, contract_id: str) -> Dict[str, Any]:
"""
Get the quote summary for a given contract.
Args:
contract_id: The contract ID
Returns:
Dict[str, Any]: The quote summary
Raises:
ValueError: If the request fails
"""
# Public endpoint - use simple GET request
await self.async_client._ensure_session()
url = f"{self.async_client.base_url}/api/v1/public/quote/getTicketSummary"
params = {
"contractId": contract_id
}
try:
async with self.async_client.session.get(url, params=params) as response:
if response.status != 200:
try:
error_detail = await response.json()
raise ValueError(f"request failed with status code: {response.status}, response: {error_detail}")
except:
text = await response.text()
raise ValueError(f"request failed with status code: {response.status}, response: {text}")
resp_data = await response.json()
if resp_data.get("code") != "SUCCESS":
error_param = resp_data.get("errorParam")
if error_param:
raise ValueError(f"request failed with error params: {error_param}")
raise ValueError(f"request failed with code: {resp_data.get('code')}")
return resp_data
except Exception as e:
if isinstance(e, ValueError):
raise
raise ValueError(f"request failed: {str(e)}")
async def get_24_hour_quote(self, contract_id: str) -> Dict[str, Any]:
"""
Get the 24-hour quotes for a given contract.
Args:
contract_id: The contract ID
Returns:
Dict[str, Any]: The 24-hour quotes
Raises:
ValueError: If the request fails
"""
# Public endpoint - use simple GET request
await self.async_client._ensure_session()
url = f"{self.async_client.base_url}/api/v1/public/quote/getTicker"
params = {
"contractId": contract_id
}
try:
async with self.async_client.session.get(url, params=params) as response:
if response.status != 200:
try:
error_detail = await response.json()
raise ValueError(f"request failed with status code: {response.status}, response: {error_detail}")
except:
text = await response.text()
raise ValueError(f"request failed with status code: {response.status}, response: {text}")
resp_data = await response.json()
if resp_data.get("code") != "SUCCESS":
error_param = resp_data.get("errorParam")
if error_param:
raise ValueError(f"request failed with error params: {error_param}")
raise ValueError(f"request failed with code: {resp_data.get('code')}")
return resp_data
except Exception as e:
if isinstance(e, ValueError):
raise
raise ValueError(f"request failed: {str(e)}")
async def get_k_line(self, params: GetKLineParams) -> Dict[str, Any]:
"""
Get the K-line data for a contract.
Args:
params: K-line query parameters
Returns:
Dict[str, Any]: The K-line data
Raises:
ValueError: If the request fails
"""
url = f"{self.async_client.base_url}/api/v1/public/quote/getKline"
query_params = {
"contractId": params.contract_id,
"interval": params.interval
}
# Add pagination parameters
if params.size:
query_params["size"] = params.size
if params.offset_data:
query_params["offsetData"] = params.offset_data
# Add time filters
if params.filter_start_time_inclusive > 0:
query_params["filterStartTimeInclusive"] = str(params.filter_start_time_inclusive)
if params.filter_end_time_exclusive > 0:
query_params["filterEndTimeExclusive"] = str(params.filter_end_time_exclusive)
# Public endpoint - use simple GET request
await self.async_client._ensure_session()
url = f"{self.async_client.base_url}/api/v1/public/quote/getKline"
try:
async with self.async_client.session.get(url, params=query_params) as response:
if response.status != 200:
try:
error_detail = await response.json()
raise ValueError(f"request failed with status code: {response.status}, response: {error_detail}")
except:
text = await response.text()
raise ValueError(f"request failed with status code: {response.status}, response: {text}")
resp_data = await response.json()
if resp_data.get("code") != "SUCCESS":
error_param = resp_data.get("errorParam")
if error_param:
raise ValueError(f"request failed with error params: {error_param}")
raise ValueError(f"request failed with code: {resp_data.get('code')}")
return resp_data
except Exception as e:
if isinstance(e, ValueError):
raise
raise ValueError(f"request failed: {str(e)}")
async def get_order_book_depth(self, params: GetOrderBookDepthParams) -> Dict[str, Any]:
"""
Get the order book depth for a contract.
Args:
params: Order book depth query parameters
Returns:
Dict[str, Any]: The order book depth
Raises:
ValueError: If the request fails
"""
url = f"{self.async_client.base_url}/api/v1/public/quote/getDepth"
query_params = {
"contractId": params.contract_id,
"level": str(params.limit) # The API expects 'level', not 'limit'
}
# Public endpoint - use simple GET request
await self.async_client._ensure_session()
url = f"{self.async_client.base_url}/api/v1/public/quote/getDepth"
try:
async with self.async_client.session.get(url, params=query_params) as response:
if response.status != 200:
try:
error_detail = await response.json()
raise ValueError(f"request failed with status code: {response.status}, response: {error_detail}")
except:
text = await response.text()
raise ValueError(f"request failed with status code: {response.status}, response: {text}")
resp_data = await response.json()
if resp_data.get("code") != "SUCCESS":
error_param = resp_data.get("errorParam")
if error_param:
raise ValueError(f"request failed with error params: {error_param}")
raise ValueError(f"request failed with code: {resp_data.get('code')}")
return resp_data
except Exception as e:
if isinstance(e, ValueError):
raise
raise ValueError(f"request failed: {str(e)}")
async def get_multi_contract_k_line(self, params: GetMultiContractKLineParams) -> Dict[str, Any]:
"""
Get the K-line data for multiple contracts.
Args:
params: Multi-contract K-line query parameters
Returns:
Dict[str, Any]: The K-line data for multiple contracts
Raises:
ValueError: If the request fails
"""
# Public endpoint - use simple GET request
await self.async_client._ensure_session()
url = f"{self.async_client.base_url}/api/v1/public/quote/getMultiContractKline"
query_params = {
"contractIdList": ",".join(params.contract_id_list),
"interval": params.interval,
"limit": str(params.limit)
}
try:
async with self.async_client.session.get(url, params=query_params) as response:
if response.status != 200:
try:
error_detail = await response.json()
raise ValueError(f"request failed with status code: {response.status}, response: {error_detail}")
except:
text = await response.text()
raise ValueError(f"request failed with status code: {response.status}, response: {text}")
resp_data = await response.json()
if resp_data.get("code") != "SUCCESS":
error_param = resp_data.get("errorParam")
if error_param:
raise ValueError(f"request failed with error params: {error_param}")
raise ValueError(f"request failed with code: {resp_data.get('code')}")
return resp_data
except Exception as e:
if isinstance(e, ValueError):
raise
raise ValueError(f"request failed: {str(e)}")
docs/edgex/edgex-python-sdk-main/edgex_sdk/transfer/__init__.py
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from typing import Dict, Any, List
from ..internal.async_client import AsyncClient
class GetTransferOutByIdParams:
"""Parameters for getting transfer out records by ID."""
def __init__(self, transfer_id_list: List[str]):
self.transfer_id_list = transfer_id_list
class GetTransferInByIdParams:
"""Parameters for getting transfer in records by ID."""
def __init__(self, transfer_id_list: List[str]):
self.transfer_id_list = transfer_id_list
class GetWithdrawAvailableAmountParams:
"""Parameters for getting available withdrawal amount."""
def __init__(self, coin_id: str):
self.coin_id = coin_id
class CreateTransferOutParams:
"""Parameters for creating a transfer out order."""
def __init__(
self,
coin_id: str,
amount: str,
address: str,
network: str,
memo: str = "",
client_order_id: str = None
):
self.coin_id = coin_id
self.amount = amount
self.address = address
self.network = network
self.memo = memo
self.client_order_id = client_order_id
class GetTransferOutPageParams:
"""Parameters for getting transfer out page."""
def __init__(self, size: str = "10", offset_data: str = "", filter_coin_id_list: List[str] = None,
filter_status_list: List[str] = None, filter_start_created_time_inclusive: int = 0,
filter_end_created_time_exclusive: int = 0):
self.size = size
self.offset_data = offset_data
self.filter_coin_id_list = filter_coin_id_list or []
self.filter_status_list = filter_status_list or []
self.filter_start_created_time_inclusive = filter_start_created_time_inclusive
self.filter_end_created_time_exclusive = filter_end_created_time_exclusive
class GetTransferInPageParams:
"""Parameters for getting transfer in page."""
def __init__(self, size: str = "10", offset_data: str = "", filter_coin_id_list: List[str] = None,
filter_status_list: List[str] = None, filter_start_created_time_inclusive: int = 0,
filter_end_created_time_exclusive: int = 0):
self.size = size
self.offset_data = offset_data
self.filter_coin_id_list = filter_coin_id_list or []
self.filter_status_list = filter_status_list or []
self.filter_start_created_time_inclusive = filter_start_created_time_inclusive
self.filter_end_created_time_exclusive = filter_end_created_time_exclusive
class Client:
"""Client for transfer-related API endpoints."""
def __init__(self, async_client: AsyncClient):
"""
Initialize the transfer client.
Args:
async_client: The async client for common functionality
"""
self.async_client = async_client
async def get_transfer_out_by_id(self, params: GetTransferOutByIdParams) -> Dict[str, Any]:
"""
Get transfer out records by ID.
Args:
params: Transfer out query parameters
Returns:
Dict[str, Any]: The transfer out records
Raises:
ValueError: If the request fails
"""
query_params = {
"accountId": str(self.async_client.get_account_id()),
"transferIdList": ",".join(params.transfer_id_list)
}
return await self.async_client.make_authenticated_request(
method="GET",
path="/api/v1/private/transfer/getTransferOutById",
params=query_params
)
async def get_transfer_in_by_id(self, params: GetTransferInByIdParams) -> Dict[str, Any]:
"""
Get transfer in records by ID.
Args:
params: Transfer in query parameters
Returns:
Dict[str, Any]: The transfer in records
Raises:
ValueError: If the request fails
"""
query_params = {
"accountId": str(self.async_client.get_account_id()),
"transferIdList": ",".join(params.transfer_id_list)
}
return await self.async_client.make_authenticated_request(
method="GET",
path="/api/v1/private/transfer/getTransferInById",
params=query_params
)
async def get_withdraw_available_amount(self, params: GetWithdrawAvailableAmountParams) -> Dict[str, Any]:
"""
Get the available withdrawal amount.
Args:
params: Withdrawal available amount query parameters
Returns:
Dict[str, Any]: The available withdrawal amount
Raises:
ValueError: If the request fails
"""
query_params = {
"accountId": str(self.async_client.get_account_id()),
"coinId": params.coin_id
}
return await self.async_client.make_authenticated_request(
method="GET",
path="/api/v1/private/transfer/getTransferOutAvailableAmount",
params=query_params
)
async def create_transfer_out(self, params: CreateTransferOutParams, metadata: Dict[str, Any] = None) -> Dict[str, Any]:
"""
Create a new transfer out order.
Args:
params: Transfer out parameters
metadata: Exchange metadata (optional, not used in current implementation)
Returns:
Dict[str, Any]: The created transfer out order
Raises:
ValueError: If the request fails
"""
client_order_id = params.client_order_id or self.async_client.generate_uuid()
data = {
"accountId": str(self.async_client.get_account_id()),
"coinId": params.coin_id,
"amount": params.amount,
"address": params.address,
"network": params.network,
"clientOrderId": client_order_id
}
if params.memo:
data["memo"] = params.memo
# TODO: Implement signature calculation for transfer out
# This would require:
# 1. Asset ID from metadata based on coin_id
# 2. Receiver public key from address
# 3. Position IDs for sender, receiver, and fee
# 4. Proper expiration time calculation
# 5. Call to calc_transfer_hash and sign the result
# For now, the API call is made without signature (may fail on actual server)
return await self.async_client.make_authenticated_request(
method="POST",
path="/api/v1/private/transfer/createTransferOut",
data=data
)
async def get_transfer_out_page(
self,
params: GetTransferOutPageParams
) -> Dict[str, Any]:
"""
Get transfer out records with pagination.
Args:
params: Parameters for the request
Returns:
Dict[str, Any]: The transfer out records
Raises:
ValueError: If the request fails
"""
query_params = {
"accountId": str(self.async_client.get_account_id())
}
# Add pagination parameters
if params.size:
query_params["size"] = params.size
if params.offset_data:
query_params["offsetData"] = params.offset_data
# Add filter parameters
if params.filter_coin_id_list:
query_params["filterCoinIdList"] = ",".join(params.filter_coin_id_list)
if params.filter_status_list:
query_params["filterStatusList"] = ",".join(params.filter_status_list)
# Add time filters
if params.filter_start_created_time_inclusive > 0:
query_params["filterStartCreatedTimeInclusive"] = str(params.filter_start_created_time_inclusive)
if params.filter_end_created_time_exclusive > 0:
query_params["filterEndCreatedTimeExclusive"] = str(params.filter_end_created_time_exclusive)
return await self.async_client.make_authenticated_request(
method="GET",
path="/api/v1/private/transfer/getActiveTransferOut",
params=query_params
)
async def get_transfer_in_page(
self,
params: GetTransferInPageParams
) -> Dict[str, Any]:
"""
Get transfer in records with pagination.
Args:
params: Parameters for the request
Returns:
Dict[str, Any]: The transfer in records
Raises:
ValueError: If the request fails
"""
query_params = {
"accountId": str(self.async_client.get_account_id())
}
# Add pagination parameters
if params.size:
query_params["size"] = params.size
if params.offset_data:
query_params["offsetData"] = params.offset_data
# Add filter parameters
if params.filter_coin_id_list:
query_params["filterCoinIdList"] = ",".join(params.filter_coin_id_list)
if params.filter_status_list:
query_params["filterStatusList"] = ",".join(params.filter_status_list)
# Add time filters
if params.filter_start_created_time_inclusive > 0:
query_params["filterStartCreatedTimeInclusive"] = str(params.filter_start_created_time_inclusive)
if params.filter_end_created_time_exclusive > 0:
query_params["filterEndCreatedTimeExclusive"] = str(params.filter_end_created_time_exclusive)
return await self.async_client.make_authenticated_request(
method="GET",
path="/api/v1/private/transfer/getActiveTransferIn",
params=query_params
)
docs/edgex/edgex-python-sdk-main/edgex_sdk/ws/__init__.py
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docs/edgex/edgex-python-sdk-main/edgex_sdk/ws/client.py
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import asyncio
import binascii
import json
import logging
import threading
import time
from typing import Dict, Any, List, Optional, Callable, Union
import websocket
from Crypto.Hash import keccak
from ..internal.signing_adapter import SigningAdapter
from ..internal.client import Client as InternalClient
class Client:
"""WebSocket client for real-time data."""
def __init__(self, url: str, is_private: bool, account_id: int, stark_pri_key: str, signing_adapter: Optional[SigningAdapter] = None):
"""
Initialize the WebSocket client.
Args:
url: WebSocket URL
is_private: Whether this is a private WebSocket connection
account_id: Account ID for authentication
stark_pri_key: Stark private key for signing
"""
self.url = url
self.is_private = is_private
self.account_id = account_id
self.stark_pri_key = stark_pri_key
# Use the provided signing adapter (required)
if signing_adapter is None:
raise ValueError("signing_adapter is required")
self.signing_adapter = signing_adapter
self.conn = None
self.handlers = {}
self.done = threading.Event()
self.ping_thread = None
self.subscriptions = set()
self.on_connect_hooks = []
self.on_message_hooks = []
self.on_disconnect_hooks = []
self.logger = logging.getLogger(__name__)
def connect(self):
"""
Establish a WebSocket connection.
Raises:
ValueError: If the connection fails
"""
headers = {}
url = self.url
# Add timestamp parameter for both public and private connections
timestamp = int(time.time() * 1000)
if self.is_private:
# Add timestamp header
headers["X-edgeX-Api-Timestamp"] = str(timestamp)
# Generate signature content (no ? separator, matching Go SDK)
path = f"/api/v1/private/wsaccountId={self.account_id}"
sign_content = f"{timestamp}GET{path}"
# Hash the content
keccak_hash = keccak.new(digest_bits=256)
keccak_hash.update(sign_content.encode())
message_hash = keccak_hash.digest()
# Sign the message using the signing adapter
try:
r, s = self.signing_adapter.sign(message_hash, self.stark_pri_key)
except Exception as e:
raise ValueError(f"failed to sign message: {str(e)}")
# Set signature header
headers["X-edgeX-Api-Signature"] = f"{r}{s}"
else:
# For public connections, add timestamp as URL parameter
separator = "&" if "?" in url else "?"
url = f"{url}{separator}timestamp={timestamp}"
# Create WebSocket connection
try:
self.conn = websocket.create_connection(url, header=headers)
except Exception as e:
raise ValueError(f"failed to connect to WebSocket: {str(e)}")
# Start ping thread
self.done.clear()
self.ping_thread = threading.Thread(target=self._ping_loop)
self.ping_thread.daemon = True
self.ping_thread.start()
# Start message handling thread
self.message_thread = threading.Thread(target=self._handle_messages)
self.message_thread.daemon = True
self.message_thread.start()
# Call connect hooks
for hook in self.on_connect_hooks:
hook()
def close(self):
"""Close the WebSocket connection."""
self.done.set()
if self.conn:
self.conn.close()
self.conn = None
def _ping_loop(self):
"""Send periodic ping messages."""
while not self.done.is_set():
if self.conn:
ping_msg = {
"type": "ping",
"time": str(int(time.time() * 1000))
}
try:
self.conn.send(json.dumps(ping_msg))
except Exception as e:
self.logger.error(f"Failed to send ping: {str(e)}")
break
# Wait for 30 seconds or until done
self.done.wait(30)
def _handle_messages(self):
"""Process incoming WebSocket messages."""
while not self.done.is_set():
if not self.conn:
break
try:
message = self.conn.recv()
# Call message hooks
for hook in self.on_message_hooks:
hook(message)
# Parse message
try:
msg = json.loads(message)
except json.JSONDecodeError:
continue
# Handle ping messages
if msg.get("type") == "ping":
self._handle_pong(msg.get("time", ""))
continue
# Handle quote events
if msg.get("type") == "quote-event":
channel = msg.get("channel", "")
channel_type = channel.split(".")[0] if "." in channel else channel
if channel_type in self.handlers:
self.handlers[channel_type](message)
continue
# Call registered handlers for other message types
msg_type = msg.get("type", "")
if msg_type in self.handlers:
self.handlers[msg_type](message)
except Exception as e:
self.logger.error(f"Error handling message: {str(e)}")
# Call disconnect hooks
for hook in self.on_disconnect_hooks:
hook(e)
break
def _handle_pong(self, timestamp: str):
"""
Send pong response to server ping.
Args:
timestamp: The timestamp from the ping message
"""
pong_msg = {
"type": "pong",
"time": timestamp
}
try:
self.conn.send(json.dumps(pong_msg))
except Exception as e:
self.logger.error(f"Failed to send pong: {str(e)}")
def subscribe(self, topic: str, params: Dict[str, Any] = None) -> bool:
"""
Subscribe to a topic (for public WebSocket).
Args:
topic: The topic to subscribe to
params: Optional parameters for the subscription
Returns:
bool: Whether the subscription was successful
Raises:
ValueError: If the subscription fails
"""
if self.is_private:
raise ValueError("cannot subscribe on private WebSocket connection")
if not self.conn:
raise ValueError("WebSocket connection is not established")
sub_msg = {
"type": "subscribe",
"channel": topic
}
if params:
sub_msg.update(params)
try:
self.conn.send(json.dumps(sub_msg))
self.subscriptions.add(topic)
return True
except Exception as e:
raise ValueError(f"failed to subscribe: {str(e)}")
def unsubscribe(self, topic: str) -> bool:
"""
Unsubscribe from a topic (for public WebSocket).
Args:
topic: The topic to unsubscribe from
Returns:
bool: Whether the unsubscription was successful
Raises:
ValueError: If the unsubscription fails
"""
if self.is_private:
raise ValueError("cannot unsubscribe on private WebSocket connection")
if not self.conn:
raise ValueError("WebSocket connection is not established")
unsub_msg = {
"type": "unsubscribe",
"channel": topic
}
try:
self.conn.send(json.dumps(unsub_msg))
self.subscriptions.discard(topic)
return True
except Exception as e:
raise ValueError(f"failed to unsubscribe: {str(e)}")
def on_message(self, msg_type: str, handler: Callable[[str], None]):
"""
Register a handler for a specific message type.
Args:
msg_type: The message type to handle
handler: The handler function
"""
self.handlers[msg_type] = handler
def on_message_hook(self, hook: Callable[[str], None]):
"""
Register a hook that will be called for all messages.
Args:
hook: The hook function
"""
self.on_message_hooks.append(hook)
def on_connect(self, hook: Callable[[], None]):
"""
Register a hook that will be called when connection is established.
Args:
hook: The hook function
"""
self.on_connect_hooks.append(hook)
def on_disconnect(self, hook: Callable[[Exception], None]):
"""
Register a hook that will be called when connection is closed.
Args:
hook: The hook function
"""
self.on_disconnect_hooks.append(hook)
docs/edgex/edgex-python-sdk-main/edgex_sdk/ws/manager.py
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import logging
from typing import Dict, Any, List, Optional, Callable
from ..internal.signing_adapter import SigningAdapter
from ..internal.starkex_signing_adapter import StarkExSigningAdapter
from .client import Client
class Manager:
"""Manager for WebSocket connections."""
def __init__(self, base_url: str, account_id: int, stark_pri_key: str, signing_adapter: Optional[SigningAdapter] = None):
"""
Initialize the WebSocket manager.
Args:
base_url: Base WebSocket URL
account_id: Account ID for authentication
stark_pri_key: Stark private key for signing
signing_adapter: Optional signing adapter (defaults to StarkExSigningAdapter)
"""
self.base_url = base_url
self.account_id = account_id
self.stark_pri_key = stark_pri_key
# Use StarkExSigningAdapter as default if none provided
if signing_adapter is None:
signing_adapter = StarkExSigningAdapter()
self.signing_adapter = signing_adapter
self.public_client = None
self.private_client = None
self.logger = logging.getLogger(__name__)
def get_public_client(self) -> Client:
"""
Get the public WebSocket client.
Returns:
Client: The public WebSocket client
"""
if not self.public_client:
self.public_client = Client(
url=f"{self.base_url}/api/v1/public/ws",
is_private=False,
account_id=self.account_id,
stark_pri_key=self.stark_pri_key,
signing_adapter=self.signing_adapter
)
return self.public_client
def get_private_client(self) -> Client:
"""
Get the private WebSocket client.
Returns:
Client: The private WebSocket client
"""
if not self.private_client:
self.private_client = Client(
url=f"{self.base_url}/api/v1/private/ws?accountId={self.account_id}",
is_private=True,
account_id=self.account_id,
stark_pri_key=self.stark_pri_key,
signing_adapter=self.signing_adapter
)
return self.private_client
def connect_public(self):
"""
Connect to the public WebSocket.
Raises:
ValueError: If the connection fails
"""
client = self.get_public_client()
client.connect()
def connect_private(self):
"""
Connect to the private WebSocket.
Raises:
ValueError: If the connection fails
"""
client = self.get_private_client()
client.connect()
def disconnect_public(self):
"""Disconnect from the public WebSocket."""
if self.public_client:
self.public_client.close()
def disconnect_private(self):
"""Disconnect from the private WebSocket."""
if self.private_client:
self.private_client.close()
def disconnect_all(self):
"""Disconnect from all WebSockets."""
self.disconnect_public()
self.disconnect_private()
def subscribe_ticker(self, contract_id: str, handler: Callable[[str], None]):
"""
Subscribe to ticker updates for a contract.
Args:
contract_id: The contract ID
handler: The handler function
Raises:
ValueError: If the subscription fails
"""
client = self.get_public_client()
# Register handler
client.on_message("ticker", handler)
# Subscribe to ticker channel
channel = f"ticker.{contract_id}"
client.subscribe(channel)
def subscribe_kline(self, contract_id: str, interval: str, handler: Callable[[str], None]):
"""
Subscribe to K-line updates for a contract.
Args:
contract_id: The contract ID
interval: The K-line interval
handler: The handler function
Raises:
ValueError: If the subscription fails
"""
client = self.get_public_client()
# Register handler
client.on_message("kline", handler)
# Subscribe to kline channel
channel = f"kline.{contract_id}.{interval}"
client.subscribe(channel)
def subscribe_depth(self, contract_id: str, handler: Callable[[str], None]):
"""
Subscribe to depth updates for a contract.
Args:
contract_id: The contract ID
handler: The handler function
Raises:
ValueError: If the subscription fails
"""
client = self.get_public_client()
# Register handler
client.on_message("depth", handler)
# Subscribe to depth channel
channel = f"depth.{contract_id}"
client.subscribe(channel)
def subscribe_trade(self, contract_id: str, handler: Callable[[str], None]):
"""
Subscribe to trade updates for a contract.
Args:
contract_id: The contract ID
handler: The handler function
Raises:
ValueError: If the subscription fails
"""
client = self.get_public_client()
# Register handler
client.on_message("trade", handler)
# Subscribe to trade channel
channel = f"trade.{contract_id}"
client.subscribe(channel)
def subscribe_account_update(self, handler: Callable[[str], None]):
"""
Subscribe to account updates.
Args:
handler: The handler function
Raises:
ValueError: If the subscription fails
"""
client = self.get_private_client()
# Register handler
client.on_message("account", handler)
def subscribe_order_update(self, handler: Callable[[str], None]):
"""
Subscribe to order updates.
Args:
handler: The handler function
Raises:
ValueError: If the subscription fails
"""
client = self.get_private_client()
# Register handler
client.on_message("order", handler)
def subscribe_position_update(self, handler: Callable[[str], None]):
"""
Subscribe to position updates.
Args:
handler: The handler function
Raises:
ValueError: If the subscription fails
"""
client = self.get_private_client()
# Register handler
client.on_message("position", handler)
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# EdgeX Python SDK Examples
This directory contains examples demonstrating how to use the EdgeX Python SDK.
## Prerequisites
Before running the examples, make sure you have installed the EdgeX Python SDK:
```bash
pip install edgex-python-sdk
```
Or, if you're working with the source code:
```bash
cd edgex-python-sdk
pip install -e .
```
## Environment Variables
The examples use the following environment variables:
- `EDGEX_BASE_URL`: Base URL for HTTP API endpoints (e.g., "https://pro.edgex.exchange" for production, "https://testnet.edgex.exchange" for testnet)
- `EDGEX_WS_URL`: Base URL for WebSocket endpoints (e.g., "wss://quote.edgex.exchange" for production, "wss://quote-testnet.edgex.exchange" for testnet)
- `EDGEX_ACCOUNT_ID`: Your account ID
- `EDGEX_STARK_PRIVATE_KEY`: Your stark private key
You can set these variables in your environment or create a `.env` file in the examples directory:
```
EDGEX_BASE_URL=https://pro.edgex.exchange # Use https://testnet.edgex.exchange for testnet
EDGEX_WS_URL=wss://quote.edgex.exchange # Use wss://quote-testnet.edgex.exchange for testnet
EDGEX_ACCOUNT_ID=12345
EDGEX_STARK_PRIVATE_KEY=your-stark-private-key
```
## Examples
### Basic Usage
The `basic_usage.py` example demonstrates the basic functionality of the SDK:
- Creating a client
- Getting server time and metadata
- Getting account assets and positions
- Getting market data (K-lines, order book depth)
- Creating orders (commented out to avoid actual order creation)
- Using WebSockets for real-time data
To run the example:
```bash
python basic_usage.py
```
### Advanced Usage
The `advanced_usage.py` example demonstrates more advanced features of the SDK:
- Order management (creating and canceling orders)
- WebSocket integration with proper handlers
- Error handling
- Pagination
- Using a trader class to encapsulate functionality
To run the example:
```bash
python advanced_usage.py
```
## Contract IDs
EdgeX uses numeric contract IDs instead of symbol-based identifiers. Here are some common contract mappings:
| Contract ID | Symbol | Tick Size |
|-------------|---------------|-----------|
| 10000001 | BTCUSDT | 0.1 |
| 10000002 | ETHUSDT | 0.01 |
| 10000003 | SOLUSDT | 0.01 |
| 10000004 | BNBUSDT | 0.01 |
To get the complete list of available contracts:
```python
metadata = await client.get_metadata()
contracts = metadata.get("data", {}).get("contractList", [])
for contract in contracts:
print(f"ID: {contract['contractId']} - {contract['contractName']}")
```
## Notes
- The examples include order creation code that is commented out to avoid creating actual orders. Uncomment this code if you want to create real orders.
- The WebSocket examples will run for a short time and then disconnect. Adjust the sleep time if you want to receive more updates.
- The examples use asyncio for asynchronous operations. Make sure you're using Python 3.7 or later.
- All examples use numeric contract IDs (e.g., "10000001" for BTCUSDT) as required by the EdgeX API.
- For order book depth queries, valid limit values are 15 or 200.
## Customization
Feel free to modify the examples to suit your needs. Some ideas:
- Implement a trading strategy
- Add more error handling
- Implement a command-line interface
- Create a web interface using a framework like Flask or FastAPI
- Add logging to a file
- Add more sophisticated order management
## Troubleshooting
If you encounter issues:
1. Check that your environment variables are set correctly
2. Verify that you have the latest version of the SDK
3. Check the EdgeX API documentation for any changes
4. Look for error messages in the console output
5. Try with a smaller subset of functionality to isolate the issue
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"""
Advanced usage example for the EdgeX Python SDK.
This example demonstrates more advanced features of the SDK, including:
- Order management
- WebSocket integration
- Error handling
- Pagination
"""
import asyncio
import os
import logging
from decimal import Decimal
from typing import Dict, Any, List
from edgex_sdk import (
Client,
OrderSide,
OrderType,
TimeInForce,
CreateOrderParams,
CancelOrderParams,
GetActiveOrderParams,
OrderFillTransactionParams,
GetKLineParams,
GetOrderBookDepthParams,
WebSocketManager
)
# Configure logging
logging.basicConfig(
level=logging.INFO,
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s'
)
logger = logging.getLogger(__name__)
class EdgeXTrader:
"""Example trader using the EdgeX Python SDK."""
def __init__(self, base_url: str, ws_url: str, account_id: int, stark_private_key: str):
"""
Initialize the trader.
Args:
base_url: Base URL for API endpoints
ws_url: Base URL for WebSocket endpoints
account_id: Account ID for authentication
stark_private_key: Stark private key for signing
"""
self.client = Client(
base_url=base_url,
account_id=account_id,
stark_private_key=stark_private_key
)
self.ws_manager = WebSocketManager(
base_url=ws_url,
account_id=account_id,
stark_pri_key=stark_private_key
)
self.metadata = None
self.contracts = {}
self.market_data = {}
self.active_orders = {}
self.positions = {}
self.assets = {}
async def initialize(self):
"""Initialize the trader by fetching metadata and account information."""
logger.info("Initializing trader...")
try:
# Get metadata
self.metadata = await self.client.get_metadata()
logger.info("Metadata retrieved")
# Extract contracts
contract_list = self.metadata.get("data", {}).get("contractList", [])
for contract in contract_list:
contract_id = contract.get("contractId")
if contract_id:
self.contracts[contract_id] = contract
logger.info(f"Found {len(self.contracts)} contracts")
# Get account assets
assets_response = await self.client.get_account_asset()
self.assets = assets_response.get("data", {})
logger.info("Account assets retrieved")
# Get account positions
positions_response = await self.client.get_account_positions()
positions_data = positions_response.get("data", {})
position_list = positions_data.get("positionList", [])
for position in position_list:
contract_id = position.get("contractId")
if contract_id:
self.positions[contract_id] = position
logger.info(f"Found {len(self.positions)} positions")
# Get active orders
await self.update_active_orders()
# Initialize WebSocket
await self.initialize_websocket()
logger.info("Trader initialized successfully")
return True
except Exception as e:
logger.error(f"Failed to initialize trader: {str(e)}")
return False
async def update_active_orders(self):
"""Update the list of active orders."""
try:
params = GetActiveOrderParams()
active_orders_response = await self.client.get_active_orders(params)
order_list = active_orders_response.get("data", {}).get("list", [])
self.active_orders = {}
for order in order_list:
order_id = order.get("orderId")
if order_id:
self.active_orders[order_id] = order
logger.info(f"Found {len(self.active_orders)} active orders")
return True
except Exception as e:
logger.error(f"Failed to update active orders: {str(e)}")
return False
async def initialize_websocket(self):
"""Initialize WebSocket connections and subscriptions."""
try:
# Connect to public WebSocket
self.ws_manager.connect_public()
logger.info("Connected to public WebSocket")
# Connect to private WebSocket
self.ws_manager.connect_private()
logger.info("Connected to private WebSocket")
# Subscribe to account updates
self.ws_manager.subscribe_account_update(self.handle_account_update)
logger.info("Subscribed to account updates")
# Subscribe to order updates
self.ws_manager.subscribe_order_update(self.handle_order_update)
logger.info("Subscribed to order updates")
# Subscribe to position updates
self.ws_manager.subscribe_position_update(self.handle_position_update)
logger.info("Subscribed to position updates")
# Subscribe to market data for BTCUSDT (contract ID: 10000001)
self.ws_manager.subscribe_ticker("10000001", self.handle_ticker_update)
self.ws_manager.subscribe_kline("10000001", "1m", self.handle_kline_update)
self.ws_manager.subscribe_depth("10000001", self.handle_depth_update)
logger.info("Subscribed to market data for BTCUSDT (10000001)")
return True
except Exception as e:
logger.error(f"Failed to initialize WebSocket: {str(e)}")
return False
def handle_account_update(self, message: str):
"""
Handle account update messages from WebSocket.
Args:
message: The WebSocket message
"""
try:
import json
data = json.loads(message)
logger.info(f"Account update: {data}")
# Update assets
account_data = data.get("content", {}).get("data", {})
if account_data:
self.assets = account_data
except Exception as e:
logger.error(f"Failed to handle account update: {str(e)}")
def handle_order_update(self, message: str):
"""
Handle order update messages from WebSocket.
Args:
message: The WebSocket message
"""
try:
import json
data = json.loads(message)
logger.info(f"Order update: {data}")
# Update active orders
asyncio.create_task(self.update_active_orders())
except Exception as e:
logger.error(f"Failed to handle order update: {str(e)}")
def handle_position_update(self, message: str):
"""
Handle position update messages from WebSocket.
Args:
message: The WebSocket message
"""
try:
import json
data = json.loads(message)
logger.info(f"Position update: {data}")
# Update positions
position_data = data.get("content", {}).get("data", {})
contract_id = position_data.get("contractId")
if contract_id:
self.positions[contract_id] = position_data
except Exception as e:
logger.error(f"Failed to handle position update: {str(e)}")
def handle_ticker_update(self, message: str):
"""
Handle ticker update messages from WebSocket.
Args:
message: The WebSocket message
"""
try:
import json
data = json.loads(message)
# Extract ticker data
content = data.get("content", {})
ticker_data_list = content.get("data", [])
# Handle both single ticker and list of tickers
if isinstance(ticker_data_list, list) and ticker_data_list:
ticker_data = ticker_data_list[0] # Take the first ticker
else:
ticker_data = ticker_data_list
contract_id = ticker_data.get("contractId") if isinstance(ticker_data, dict) else None
if contract_id:
if "ticker" not in self.market_data:
self.market_data["ticker"] = {}
self.market_data["ticker"][contract_id] = ticker_data
logger.info(f"Ticker update for {contract_id}: {ticker_data.get('lastPrice')}")
except Exception as e:
logger.error(f"Failed to handle ticker update: {str(e)}")
def handle_kline_update(self, message: str):
"""
Handle K-line update messages from WebSocket.
Args:
message: The WebSocket message
"""
try:
import json
data = json.loads(message)
# Extract K-line data
kline_data = data.get("content", {}).get("data", {})
contract_id = kline_data.get("contractId")
interval = kline_data.get("interval")
if contract_id and interval:
if "kline" not in self.market_data:
self.market_data["kline"] = {}
if contract_id not in self.market_data["kline"]:
self.market_data["kline"][contract_id] = {}
self.market_data["kline"][contract_id][interval] = kline_data
logger.info(f"K-line update for {contract_id} {interval}: {kline_data.get('close')}")
except Exception as e:
logger.error(f"Failed to handle K-line update: {str(e)}")
def handle_depth_update(self, message: str):
"""
Handle depth update messages from WebSocket.
Args:
message: The WebSocket message
"""
try:
import json
data = json.loads(message)
# Extract depth data
depth_data = data.get("content", {}).get("data", {})
contract_id = depth_data.get("contractId")
if contract_id:
if "depth" not in self.market_data:
self.market_data["depth"] = {}
self.market_data["depth"][contract_id] = depth_data
logger.info(f"Depth update for {contract_id}")
except Exception as e:
logger.error(f"Failed to handle depth update: {str(e)}")
async def create_limit_order(
self,
contract_id: str,
size: str,
price: str,
side: str,
time_in_force: str = TimeInForce.GOOD_TIL_CANCEL,
reduce_only: bool = False
) -> Dict[str, Any]:
"""
Create a limit order.
Args:
contract_id: The contract ID
size: The order size
price: The order price
side: The order side (BUY or SELL)
time_in_force: The time in force
reduce_only: Whether the order is reduce-only
Returns:
Dict[str, Any]: The created order
Raises:
ValueError: If the order creation fails
"""
try:
# Create order parameters
params = CreateOrderParams(
contract_id=contract_id,
size=size,
price=price,
type=OrderType.LIMIT,
side=side,
time_in_force=time_in_force,
reduce_only=reduce_only
)
# Create the order
result = await self.client.create_order(params)
# Check for success
if result.get("code") != "SUCCESS":
error_param = result.get("errorParam")
if error_param:
raise ValueError(f"Failed to create order: {error_param}")
raise ValueError(f"Failed to create order: {result.get('code')}")
# Update active orders
await self.update_active_orders()
logger.info(f"Created limit order: {result.get('data', {}).get('orderId')}")
return result
except Exception as e:
logger.error(f"Failed to create limit order: {str(e)}")
raise
async def cancel_order(self, order_id: str) -> Dict[str, Any]:
"""
Cancel an order.
Args:
order_id: The order ID
Returns:
Dict[str, Any]: The cancellation result
Raises:
ValueError: If the order cancellation fails
"""
try:
# Create cancel order parameters
params = CancelOrderParams(order_id=order_id)
# Cancel the order
result = await self.client.cancel_order(params)
# Check for success
if result.get("code") != "SUCCESS":
error_param = result.get("errorParam")
if error_param:
raise ValueError(f"Failed to cancel order: {error_param}")
raise ValueError(f"Failed to cancel order: {result.get('code')}")
# Update active orders
await self.update_active_orders()
logger.info(f"Cancelled order: {order_id}")
return result
except Exception as e:
logger.error(f"Failed to cancel order: {str(e)}")
raise
async def cancel_all_orders(self, contract_id: str = None) -> Dict[str, Any]:
"""
Cancel all orders for a contract.
Args:
contract_id: The contract ID (optional)
Returns:
Dict[str, Any]: The cancellation result
Raises:
ValueError: If the order cancellation fails
"""
try:
# Create cancel order parameters
params = CancelOrderParams(contract_id=contract_id or "")
# Cancel the orders
result = await self.client.cancel_order(params)
# Check for success
if result.get("code") != "SUCCESS":
error_param = result.get("errorParam")
if error_param:
raise ValueError(f"Failed to cancel orders: {error_param}")
raise ValueError(f"Failed to cancel orders: {result.get('code')}")
# Update active orders
await self.update_active_orders()
logger.info(f"Cancelled all orders for contract: {contract_id or 'all'}")
return result
except Exception as e:
logger.error(f"Failed to cancel all orders: {str(e)}")
raise
async def get_order_fill_transactions(
self,
contract_id: str = None,
size: str = "10",
offset_data: str = ""
) -> Dict[str, Any]:
"""
Get order fill transactions.
Args:
contract_id: The contract ID (optional)
size: The page size
offset_data: The offset data for pagination
Returns:
Dict[str, Any]: The order fill transactions
Raises:
ValueError: If the request fails
"""
try:
# Create parameters
params = OrderFillTransactionParams(
size=size,
offset_data=offset_data
)
if contract_id:
params.filter_contract_id_list = [contract_id]
# Get order fill transactions
result = await self.client.get_order_fill_transactions(params)
# Check for success
if result.get("code") != "SUCCESS":
error_param = result.get("errorParam")
if error_param:
raise ValueError(f"Failed to get order fill transactions: {error_param}")
raise ValueError(f"Failed to get order fill transactions: {result.get('code')}")
logger.info(f"Got order fill transactions: {len(result.get('data', {}).get('list', []))}")
return result
except Exception as e:
logger.error(f"Failed to get order fill transactions: {str(e)}")
raise
async def get_k_line(
self,
contract_id: str,
interval: str,
size: str = "100",
offset_data: str = ""
) -> Dict[str, Any]:
"""
Get K-line data.
Args:
contract_id: The contract ID
interval: The K-line interval
size: The page size
offset_data: The offset data for pagination
Returns:
Dict[str, Any]: The K-line data
Raises:
ValueError: If the request fails
"""
try:
# Create parameters
params = GetKLineParams(
contract_id=contract_id,
interval=interval,
size=size,
offset_data=offset_data
)
# Get K-line data
result = await self.client.quote.get_k_line(params)
# Check for success
if result.get("code") != "SUCCESS":
error_param = result.get("errorParam")
if error_param:
raise ValueError(f"Failed to get K-line data: {error_param}")
raise ValueError(f"Failed to get K-line data: {result.get('code')}")
logger.info(f"Got K-line data: {len(result.get('data', {}).get('list', []))}")
return result
except Exception as e:
logger.error(f"Failed to get K-line data: {str(e)}")
raise
async def get_order_book_depth(
self,
contract_id: str,
limit: int = 15
) -> Dict[str, Any]:
"""
Get order book depth.
Args:
contract_id: The contract ID
limit: The depth limit (valid values are 15 or 200)
Returns:
Dict[str, Any]: The order book depth
Raises:
ValueError: If the request fails
"""
try:
# Create parameters
params = GetOrderBookDepthParams(
contract_id=contract_id,
limit=limit
)
# Get order book depth
result = await self.client.quote.get_order_book_depth(params)
# Check for success
if result.get("code") != "SUCCESS":
error_param = result.get("errorParam")
if error_param:
raise ValueError(f"Failed to get order book depth: {error_param}")
raise ValueError(f"Failed to get order book depth: {result.get('code')}")
logger.info(f"Got order book depth for {contract_id}")
return result
except Exception as e:
logger.error(f"Failed to get order book depth: {str(e)}")
raise
async def close(self):
"""Close all connections."""
try:
# Disconnect WebSocket
self.ws_manager.disconnect_all()
logger.info("Disconnected from WebSocket")
return True
except Exception as e:
logger.error(f"Failed to close connections: {str(e)}")
return False
async def main():
"""Main function."""
# Load configuration from environment variables
base_url = os.getenv("EDGEX_BASE_URL", "https://testnet.edgex.exchange")
ws_url = os.getenv("EDGEX_WS_URL", "wss://quote-testnet.edgex.exchange")
account_id = int(os.getenv("EDGEX_ACCOUNT_ID", "12345"))
stark_private_key = os.getenv("EDGEX_STARK_PRIVATE_KEY", "your-stark-private-key")
# Create trader
trader = EdgeXTrader(
base_url=base_url,
ws_url=ws_url,
account_id=account_id,
stark_private_key=stark_private_key
)
# Initialize trader
if not await trader.initialize():
logger.error("Failed to initialize trader")
return
try:
# Get K-line data for BTCUSDT (contract ID: 10000001)
klines = await trader.get_k_line("10000001", "1m")
logger.info(f"Retrieved K-line data: {len(klines.get('data', {}).get('list', []))} entries")
# Get order book depth for BTCUSDT (contract ID: 10000001)
await trader.get_order_book_depth("10000001")
logger.info(f"Retrieved order book depth")
# Create a limit order (commented out to avoid actual order creation)
# order = await trader.create_limit_order(
# contract_id="10000001", # BTCUSDT
# size="0.001",
# price="30000",
# side=OrderSide.BUY
# )
#
# # Cancel the order
# if order and order.get("data", {}).get("orderId"):
# await trader.cancel_order(order.get("data", {}).get("orderId"))
# Wait for some WebSocket updates
logger.info("Waiting for WebSocket updates...")
await asyncio.sleep(60)
finally:
# Close connections
await trader.close()
if __name__ == "__main__":
asyncio.run(main())
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"""
Basic usage example for the EdgeX Python SDK.
This example demonstrates the basic functionality of the SDK:
- Creating a client
- Getting server time and metadata
- Getting account assets and positions
- Getting market data (K-lines, order book depth)
- Creating orders (commented out to avoid actual order creation)
- Using WebSockets for real-time data
"""
import asyncio
import os
from edgex_sdk import (
Client,
OrderSide,
GetKLineParams,
GetOrderBookDepthParams,
WebSocketManager
)
async def main():
# Load configuration from environment variables
base_url = os.getenv("EDGEX_BASE_URL", "https://testnet.edgex.exchange")
account_id = int(os.getenv("EDGEX_ACCOUNT_ID", "12345"))
stark_private_key = os.getenv("EDGEX_STARK_PRIVATE_KEY", "your-stark-private-key")
# Create a new client
client = Client(
base_url=base_url,
account_id=account_id,
stark_private_key=stark_private_key
)
# Get server time
server_time = await client.get_server_time()
print(f"Server Time: {server_time}")
# Get exchange metadata
metadata = await client.get_metadata()
print(f"Available contracts: {len(metadata.get('data', {}).get('contractList', []))}")
# Get account assets
assets = await client.get_account_asset()
print(f"Account Assets: {assets}")
# Get account positions
positions = await client.get_account_positions()
print(f"Account Positions: {positions}")
# Get 24-hour market data for BNBUSDT (contract ID: 10000004)
quote = await client.get_24_hour_quote("10000004")
print(f"BNBUSDT Price: {quote}")
# Get K-line data for BTCUSDT (contract ID: 10000001)
kline_params = GetKLineParams(
contract_id="10000001", # BTCUSDT
interval="1m",
size="10"
)
klines = await client.quote.get_k_line(kline_params)
print(f"K-lines: {klines}")
# Get order book depth for ETHUSDT (contract ID: 10000002)
depth_params = GetOrderBookDepthParams(
contract_id="10000002", # ETHUSDT
limit=15 # Valid values are 15 or 200
)
depth = await client.quote.get_order_book_depth(depth_params)
print(f"Order Book Depth: {depth}")
# Create a limit order (commented out to avoid actual order creation)
# order = await client.create_limit_order(
# contract_id="10000004", # BNBUSDT
# size="0.01",
# price="600.00",
# side=OrderSide.BUY
# )
# print(f"Order created: {order}")
# WebSocket example
ws_url = os.getenv("EDGEX_WS_URL", "wss://quote-testnet.edgex.exchange")
ws_manager = WebSocketManager(
base_url=ws_url,
account_id=account_id,
stark_pri_key=stark_private_key
)
# Define message handlers
def ticker_handler(message):
print(f"Ticker Update: {message}")
def kline_handler(message):
print(f"K-line Update: {message}")
# Connect to public WebSocket for market data
ws_manager.connect_public()
# Subscribe to real-time updates for BNBUSDT (contract ID: 10000004)
ws_manager.subscribe_ticker("10000004", ticker_handler)
ws_manager.subscribe_kline("10000004", "1m", kline_handler)
# Wait for updates
await asyncio.sleep(30)
# Disconnect all connections
ws_manager.disconnect_all()
if __name__ == "__main__":
asyncio.run(main())
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# Nado 交易机器人完全新手教程
> 本教程面向零基础用户，手把手教你如何在 Nado 交易所使用 ritmex-bot 进行自动化交易。
## 目录
1. [什么是 Nado 和 ritmex-bot](#什么是-nado-和-ritmex-bot)
2. [准备工作](#准备工作)
3. [安装 Bun 运行环境](#安装-bun-运行环境)
4. [下载并安装 ritmex-bot](#下载并安装-ritmex-bot)
5. [在 Nado 创建账户并入金](#在-nado-创建账户并入金)
6. [获取 Nado 鉴权信息（重要）](#获取-nado-鉴权信息重要)
7. [配置 .env 文件](#配置-env-文件)
8. [启动交易机器人](#启动交易机器人)
9. [策略说明与选择](#策略说明与选择)
10. [常见问题与排查](#常见问题与排查)
---
## 什么是 Nado 和 ritmex-bot
### Nado 交易所
Nado 是一个运行在 **Ink L2 网络**（基于 Optimism Superchain）的去中心化永续合约交易所。它支持 BTC、ETH 等主流加密货币的永续合约交易，具有以下特点：
- **去中心化**：资产由用户钱包控制，无需信任中心化机构
- **低延迟**：使用 L2 网络，交易确认快速
- **统一保证金**：支持多种资产作为抵押品
注册使用 Nado 目前需要邀请码：
* [https://app.nado.xyz?join=eGp9qPD](https://app.nado.xyz?join=eGp9qPD)
* [https://app.nado.xyz?join=LKbIUs5](https://app.nado.xyz?join=LKbIUs5)
### ritmex-bot 交易机器人
ritmex-bot 是一个多交易所量化交易终端，支持多种自动化交易策略：
- **趋势跟随策略**：基于 SMA30 均线的趋势交易
- **做市策略**：双边挂单赚取买卖价差
- **Guardian 防守策略**：自动监控仓位，补挂止损止盈
- **网格策略**：区间震荡行情的网格交易
---
## 准备工作
在开始之前，请确保你具备以下条件：
### 硬件要求
- 一台可以联网的电脑（macOS、Linux 或 Windows）
- 稳定的网络连接
### 软件要求
- **终端/命令行工具**
- macOS：使用自带的"终端"应用
- Windows：推荐使用 WSL（Windows Subsystem for Linux）或 PowerShell
- Linux：使用自带的终端
### 资金要求
- 至少 **50-100 USDT** 等值的资金用于交易
- 少量 **ETH**（约 0.01-0.05 ETH）用于支付 Gas 费用
### 钱包要求
- 一个支持 EVM 的钱包，推荐：
- **MetaMask**（浏览器插件）
- **Rabby Wallet**（更专业的交易钱包）
---
## 安装 Bun 运行环境
ritmex-bot 使用 **Bun** 作为运行环境。Bun 是一个快速的 JavaScript 运行时。
### macOS / Linux 安装
打开终端，输入以下命令：
```bash
curl -fsSL https://bun.sh/install | bash
```
安装完成后，**关闭并重新打开终端**，然后验证安装：
```bash
bun -v
```
如果显示版本号（如 `1.2.x`），说明安装成功。
### Windows 安装
**方法一：使用 PowerShell（推荐）**
以管理员身份打开 PowerShell，输入：
```powershell
powershell -c "irm bun.sh/install.ps1 | iex"
```
**方法二：使用 WSL（更稳定）**
1. 先安装 WSL：在 PowerShell 中运行 `wsl --install`
2. 重启电脑
3. 打开 WSL 终端，按照 Linux 方式安装 Bun
---
## 下载并安装 ritmex-bot
### 方法一：使用 Git（推荐）
```bash
# 克隆代码仓库
git clone https://github.com/discountry/ritmex-bot.git
# 进入项目目录
cd ritmex-bot
# 安装依赖
bun install
```
### 方法二：直接下载 ZIP
1. 访问 https://github.com/discountry/ritmex-bot
2. 点击绿色的 "Code" 按钮
3. 选择 "Download ZIP"
4. 解压下载的文件
5. 在终端中进入解压后的目录
6. 运行 `bun install`
---
## 在 Nado 创建账户并入金
### 步骤 1：连接钱包
1. 访问 Nado 官网：https://app.nado.xyz
2. 点击右上角的 **"Connect Wallet"**
3. 选择你的钱包（如 MetaMask）
4. 在钱包中确认连接
### 步骤 2：添加 Ink 网络到钱包
Nado 运行在 Ink L2 网络上，你需要先添加这个网络：
**自动添加方式：**
1. 访问 https://chainlist.org/
2. 搜索 "Ink"
3. 点击 "Add to MetaMask"
**手动添加方式：**
在钱包设置中添加自定义网络，填写以下信息：
| 参数 | 值 |
|------|-----|
| 网络名称 | INK |
| RPC URL | https://rpc-gel.inkonchain.com |
| Chain ID | 57073 |
| 货币符号 | ETH |
| 区块浏览器 | https://explorer.inkonchain.com |
### 步骤 3：获取 Gas 费用（ETH）
在 Ink 网络上进行任何操作都需要少量 ETH 作为 Gas 费用。
**获取方式：**
- **从 CEX 直接提现**：Kraken 支持零手续费提现到 Ink 网络
- **跨链桥接**：使用 [Superbridge](https://superbridge.app/)、[Bungee](https://bungee.exchange/) 或 [Relay](https://relay.link/) 从其他链桥接 ETH 到 Ink
> 建议至少准备 0.01-0.05 ETH 用于支付 Gas 费用
### 步骤 4：存入交易资金
1. 在 Nado 网站导航到 **Portfolio** 页面
2. 点击 **Deposit**
3. 选择要存入的资产（支持 USDT0、wETH、USDC、kBTC、wBTC）
4. 输入金额并确认交易
---
## 获取 Nado 鉴权信息（重要）
这是配置机器人最关键的一步。Nado 使用基于 EVM 的签名认证方式，你需要获取以下两个关键信息：
- **NADO_SIGNER_PRIVATE_KEY**：签名私钥
- **NADO_SUBACCOUNT_OWNER**：子账户所有者地址
### 获取方式：从浏览器开发者工具提取
#### 步骤 1：登录 Nado 交易界面
1. 访问 https://app.nado.xyz
2. 连接你的钱包并完成登录
3. 确保你已经在 Nado 启用了一键交易功能并能正常下单
#### 步骤 2：打开浏览器开发者工具
- **Chrome / Edge**：按 `F12` 或 `Ctrl+Shift+I`（Mac 上是 `Cmd+Option+I`）
- **Firefox**：按 `F12` 或 `Ctrl+Shift+I`
- **Safari**：先在偏好设置中启用开发者菜单，然后按 `Cmd+Option+I`
#### 步骤 3：找到 Local Storage 中的私钥
1. 在开发者工具中，切换到 **Application** 标签（Chrome/Edge）或 **Storage** 标签（Firefox）
2. 在左侧菜单找到 **Local Storage**
3. 点击展开，找到 `https://app.nado.xyz`
4. 在右侧列表中找到 **`nado.userSettings`** 这一项
5. 点击这一项，查看其 Value（值）
#### 步骤 4：提取私钥
`nado.userSettings` 的值是一个 JSON 对象，大致结构如下：
```json
"signingPreferenceBySubaccountKey": {
"inkMainnet_default": {
{
"privateKey": "0x1234567890abcdef...",
...
}
}
}
```
**你需要的是 `privateKey` 字段的值**，它是一个以 `0x` 开头的 64 位十六进制字符串。
将这个值复制下来，这就是你的 `NADO_SIGNER_PRIVATE_KEY`。
#### 步骤 5：获取子账户所有者地址
`NADO_SUBACCOUNT_OWNER` 就是你连接到 Nado 的钱包地址。
获取方式：
1. 打开你的钱包（如 MetaMask）
2. 复制你的钱包地址（以 `0x` 开头的 42 位地址）
这就是你的 `NADO_SUBACCOUNT_OWNER`。
### 关于 Linked Signer（进阶）
Nado 支持 "Linked Signer" 功能，允许你使用一个专门的签名密钥来代表你的主账户进行交易。这提供了额外的安全层：
- 主钱包私钥保持离线安全
- Linked Signer 只有交易权限，无法提取资金
- 可以随时撤销 Linked Signer
当你在 Nado 网站首次连接钱包时，系统会自动为你创建一个 Linked Signer，这个签名密钥就存储在浏览器的 Local Storage 中。
> **重要安全提示**：
> - `NADO_SIGNER_PRIVATE_KEY` 是 Linked Signer 的私钥，不是你主钱包的私钥
> - 这个私钥只能用于在 Nado 上签署交易，无法直接转移你的链上资产
> - 但仍需妥善保管，不要分享给他人
---
## 配置 .env 文件
### 步骤 1：创建 .env 文件
在项目根目录下，复制示例配置文件：
```bash
cp .env.example .env
```
### 步骤 2：编辑 .env 文件
使用任意文本编辑器打开 `.env` 文件：
```bash
# macOS
open -e .env
# Linux
nano .env
# Windows
notepad .env
```
### 步骤 3：填写 Nado 配置
在 `.env` 文件中找到并修改以下配置项：
```bash
# ============================================
# 交易所选择
# ============================================
EXCHANGE=nado
# ============================================
# Nado 交易所配置（必填）
# ============================================
# 签名私钥 - 从浏览器 Local Storage 获取
# 格式：以 0x 开头的 64 位十六进制字符串
NADO_SIGNER_PRIVATE_KEY=0x你的私钥
# 子账户所有者地址 - 你的钱包地址
# 格式：以 0x 开头的 42 位地址
NADO_SUBACCOUNT_OWNER=0x你的钱包地址
# 子账户名称（可选，默认为 default）
NADO_SUBACCOUNT_NAME=default
# 网络环境（可选）
# inkMainnet = 主网（真实交易）
# inkTestnet = 测试网（模拟交易）
NADO_ENV=inkMainnet
# 交易品种（可选，默认 BTC-PERP）
NADO_SYMBOL=BTC-PERP
# ============================================
# 交易参数配置
# ============================================
# 单笔交易数量（以 BTC 计）
TRADE_AMOUNT=0.001
# 止损金额（USD）- 亏损超过此金额触发平仓
LOSS_LIMIT=10
# 移动止盈触发金额（USD）
TRAILING_PROFIT=5
# 移动止盈回撤比例（0.2 = 20%）
TRAILING_CALLBACK_RATE=0.2
```
### 完整的 Nado 配置示例
```bash
# 交易所选择
EXCHANGE=nado
# Nado 凭证
NADO_SIGNER_PRIVATE_KEY=0x1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef
NADO_SUBACCOUNT_OWNER=0xAbCdEf1234567890AbCdEf1234567890AbCdEf12
NADO_SUBACCOUNT_NAME=default
NADO_ENV=inkMainnet
NADO_SYMBOL=BTC-PERP
# 交易参数
TRADE_AMOUNT=0.001
# 趋势策略
LOSS_LIMIT=10
TRAILING_PROFIT=5
TRAILING_CALLBACK_RATE=0.2
# 波段策略
SWING_DIRECTION=short
SWING_STOP_LOSS_PCT=0.05 # 价格反向运动 5% 止损
# 做市策略参数（如果使用做市策略）
LOSS_LIMIT=0.08
MAKER_LOSS_LIMIT=0.08
LIQUIDITY_MAKER_LOSS_LIMIT=0.08
LIQUIDITY_MAKER_CLOSE_TICK_OFFSET=5
MAKER_ENTRY_DEPTH_LEVEL=1
```
## 启动交易机器人
### 方法一：交互式启动（推荐新手）
```bash
bun run index.ts
```
启动后会显示一个交互式菜单，使用方向键选择策略，按回车确认。
### 方法二：命令行直接启动
```bash
# 启动趋势策略
bun run index.ts --strategy trend --silent
# 启动做市策略
bun run index.ts --strategy maker --silent
```
### 方法三：使用 PM2 后台运行（推荐生产环境）
```bash
# 安装 PM2
bun add -d pm2
# 后台启动趋势策略
bunx pm2 start bun --name ritmex-trend --cwd . --restart-delay 5000 -- run index.ts --strategy trend --silent
# 查看运行状态
bunx pm2 list
# 查看日志
bunx pm2 logs ritmex-trend
# 停止运行
bunx pm2 stop ritmex-trend
```
---
## 策略说明与选择
### 趋势策略（Trend）
**适用场景**：单边行情，趋势明显的市场
**工作原理**：
- 使用 SMA30（30 周期简单移动平均线）判断趋势
- 价格突破均线时开仓
- 内置止损和移动止盈
**配置参数**：
```bash
TRADE_AMOUNT=0.001 # 单笔交易量
LOSS_LIMIT=10 # 止损金额（USD）
TRAILING_PROFIT=5 # 移动止盈触发金额
TRAILING_CALLBACK_RATE=0.2 # 回撤比例
```
### 做市策略（Maker）
**适用场景**：震荡行情，低波动市场
**工作原理**：
- 在买卖盘口双边挂单
- 赚取买卖价差
- 根据持仓自动调整挂单方向
**配置参数**：
```bash
MAKER_BID_OFFSET=0 # 买单价格偏移
MAKER_ASK_OFFSET=0 # 卖单价格偏移
MAKER_REFRESH_INTERVAL_MS=500 # 刷新间隔
```
## 常见问题与排查
### 问题 1：启动时提示 "Missing NADO_SIGNER_PRIVATE_KEY"
**原因**：未正确配置签名私钥
**解决方案**：
1. 确认 `.env` 文件存在于项目根目录
2. 检查 `NADO_SIGNER_PRIVATE_KEY` 是否正确填写
3. 确保私钥以 `0x` 开头
### 问题 2：启动时提示 "Missing NADO_SUBACCOUNT_OWNER"
**原因**：未配置子账户所有者地址
**解决方案**：
1. 在 `.env` 中填写 `NADO_SUBACCOUNT_OWNER` 为你的钱包地址
2. 也可以使用 `NADO_EVM_ADDRESS` 作为替代
### 问题 3：连接失败，无法获取账户信息
**可能原因及解决方案**：
1. **网络问题**：检查网络连接，确保能访问 Nado API
2. **私钥错误**：重新从浏览器 Local Storage 获取正确的私钥
3. **账户未激活**：确保在 Nado 网站上至少存入过资金
4. **Linked Signer 未启用**：账户需要至少有 5 USDT 价值的资产才能使用 Linked Signer
### 问题 4：下单失败，提示精度错误
**原因**：价格或数量精度不符合交易所要求
**解决方案**：
```bash
# BTC-PERP 的标准精度
PRICE_TICK=0.1 # 价格精度 0.1 USD
QTY_STEP=0.001 # 数量精度 0.001 BTC
```
### 问题 5：时间同步错误
**原因**：本地时间与服务器时间相差太大
**解决方案**：
- macOS/Linux：`sudo ntpdate -u time.apple.com`
- Windows：设置 → 时间和语言 → 同步时间
### 问题 6：Gas 费用不足
**原因**：Ink 网络上的 ETH 余额不足
**解决方案**：
1. 通过跨链桥向 Ink 网络转入少量 ETH（0.01-0.05 ETH）
2. 推荐使用 Superbridge 或 Relay 进行跨链
### 问题 7：找不到 Local Storage 中的私钥
**可能原因**：
1. 尚未在 Nado 完成首次连接/操作
2. 浏览器清除了缓存
**解决方案**：
1. 重新访问 https://app.nado.xyz
2. 连接钱包并进行一次操作（如查看账户）
3. 再次检查 Local Storage
---
## 安全提示
1. **永远不要分享你的私钥**：`NADO_SIGNER_PRIVATE_KEY` 虽然不是主钱包私钥，但仍可用于在 Nado 上进行交易
2. **使用专用交易账户**：建议创建一个专门用于交易的新钱包，不要放置大量资产
3. **定期检查授权**：在钱包中定期检查并撤销不需要的 DApp 授权
4. **小额测试**：首次运行时使用小额资金测试，确认一切正常后再增加资金
5. **保护 .env 文件**：
- 不要将 `.env` 文件提交到 Git
- 不要分享给他人
- 定期更换凭证
---
## 社区与支持
- **Telegram 交流群**：https://t.me/+4fdo0quY87o4Mjhh
- **GitHub Issues**：https://github.com/discountry/ritmex-bot/issues
- **Nado 官方文档**：https://docs.nado.xyz
---
## 风险提示
量化交易具备风险。请注意：
- 市场波动可能导致亏损
- 技术故障可能导致订单执行异常
- 请勿投入无法承受损失的资金
- 建议先在测试网或小额账户中验证策略
祝交易顺利！
docs/standx/maker-points-guide.md
+6
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@@ -132,6 +132,8 @@ MAKER_POINTS_ORDER_AMOUNT=0.01
MAKER_POINTS_CLOSE_THRESHOLD=0.1 MAKER_POINTS_CLOSE_THRESHOLD=0.1
MAKER_POINTS_STOP_LOSS_USD=0 MAKER_POINTS_STOP_LOSS_USD=0
MAKER_POINTS_MIN_REPRICE_BPS=3 MAKER_POINTS_MIN_REPRICE_BPS=3
MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS=3
MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO=9
# ===== 挂单档位开关 ===== # ===== 挂单档位开关 =====
MAKER_POINTS_BAND_0_10=true MAKER_POINTS_BAND_0_10=true
@@ -173,6 +175,8 @@ MAKER_POINTS_ORDER_AMOUNT=0.01
MAKER_POINTS_CLOSE_THRESHOLD=0.1 MAKER_POINTS_CLOSE_THRESHOLD=0.1
MAKER_POINTS_STOP_LOSS_USD=0 MAKER_POINTS_STOP_LOSS_USD=0
MAKER_POINTS_MIN_REPRICE_BPS=3 MAKER_POINTS_MIN_REPRICE_BPS=3
MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS=3
MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO=9
MAKER_POINTS_BAND_0_10=true MAKER_POINTS_BAND_0_10=true
MAKER_POINTS_BAND_10_30=true MAKER_POINTS_BAND_10_30=true
MAKER_POINTS_BAND_30_100=true MAKER_POINTS_BAND_30_100=true
@@ -214,6 +218,8 @@ bun run pm2:start:maker-points
| `MAKER_POINTS_ORDER_AMOUNT` | 每笔挂单数量 | 建议 `0.01` 起步 | | `MAKER_POINTS_ORDER_AMOUNT` | 每笔挂单数量 | 建议 `0.01` 起步 |
| `MAKER_POINTS_CLOSE_THRESHOLD` | 持仓达到多少开始平仓 | 设为 `0` 表示不自动平仓 | | `MAKER_POINTS_CLOSE_THRESHOLD` | 持仓达到多少开始平仓 | 设为 `0` 表示不自动平仓 |
| `MAKER_POINTS_STOP_LOSS_USD` | 亏损多少美元强制平仓 | 设为 `0` 表示关闭止损 | | `MAKER_POINTS_STOP_LOSS_USD` | 亏损多少美元强制平仓 | 设为 `0` 表示关闭止损 |
| `MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS` | Binance 失衡检测窗口（bps） | 默认 `3` |
| `MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO` | Binance 失衡比例阈值 | 默认 `9` |
| `MAKER_POINTS_BAND_*` | 三个挂单档位的开关 | 全部 `true` 即可 | | `MAKER_POINTS_BAND_*` | 三个挂单档位的开关 | 全部 `true` 即可 |
| `STANDX_TOKEN_CREATE_DATE` | Token 创建日期 | 推荐配置，格式 YYYY-MM-DD | | `STANDX_TOKEN_CREATE_DATE` | Token 创建日期 | 推荐配置，格式 YYYY-MM-DD |
| `STANDX_TOKEN_VALIDITY_DAYS` | Token 有效期天数 | 推荐配置，与创建日期配合使用 | | `STANDX_TOKEN_VALIDITY_DAYS` | Token 有效期天数 | 推荐配置，与创建日期配合使用 |
package.json
+12 -11
View File
@@ -21,21 +21,22 @@
"vitest": "^3.2.4" "vitest": "^3.2.4"
}, },
"peerDependencies": { "peerDependencies": {
"typescript": "^5" "typescript": "^5.9.2"
}, },
"dependencies": { "dependencies": {
"@grvt/client": "^1.6.4", "@grvt/client": "^1.6.25",
"@nadohq/client": "^0.1.0-alpha.41", "@nadohq/client": "^0.1.0-alpha.45",
"@noble/ed25519": "^3.0.0", "@noble/ed25519": "^3.0.0",
"axios": "^1.12.2", "@starkware-industries/starkware-crypto-utils": "^0.2.1",
"axios": "^1.13.4",
"bignumber.js": "^9.3.1", "bignumber.js": "^9.3.1",
"ccxt": "^4.5.12", "ccxt": "^4.5.35",
"dotenv": "^17.2.2", "dotenv": "^17.2.3",
"ethereum-cryptography": "^2.1.3", "ethereum-cryptography": "^2.2.1",
"ink": "^6.3.1", "ink": "^6.6.0",
"react": "^19.1.1", "react": "^19.2.4",
"trading-signals": "^7.4.3", "trading-signals": "^7.4.3",
"viem": "^2.43.1", "viem": "^2.45.1",
"ws": "^8.18.3" "ws": "^8.19.0"
} }
} }
src/config.ts
+8 -2
View File
@@ -227,7 +227,11 @@ export interface MakerPointsConfig {
minRepriceBps: number; minRepriceBps: number;
/** 是否根据 Binance 盘口深度失衡自动取消单边挂单，默认 true */ /** 是否根据 Binance 盘口深度失衡自动取消单边挂单，默认 true */
enableBinanceDepthCancel: boolean; enableBinanceDepthCancel: boolean;
/** 各档位最小深度阈值 (BTC)，盘口到目标价之间的挂单量低于此值则跳过该档位，默认 50 */ /** Binance 深度监控窗口（bps），默认 3 */
binanceDepthWindowBps?: number;
/** Binance 深度失衡比例阈值，默认 9 */
binanceDepthImbalanceRatio?: number;
/** 各档位最小深度阈值 (BTC)，盘口到目标价之间的挂单量低于此值则跳过该档位，默认 10 */
filterMinDepth: number; filterMinDepth: number;
} }
@@ -254,7 +258,9 @@ export const makerPointsConfig: MakerPointsConfig = {
band30To100Amount: parseNumber(process.env.MAKER_POINTS_BAND_30_100_AMOUNT, defaultMakerPointsAmount), band30To100Amount: parseNumber(process.env.MAKER_POINTS_BAND_30_100_AMOUNT, defaultMakerPointsAmount),
minRepriceBps: parseNumber(process.env.MAKER_POINTS_MIN_REPRICE_BPS, 3), minRepriceBps: parseNumber(process.env.MAKER_POINTS_MIN_REPRICE_BPS, 3),
enableBinanceDepthCancel: parseBoolean(process.env.MAKER_POINTS_BINANCE_DEPTH_CANCEL, true), enableBinanceDepthCancel: parseBoolean(process.env.MAKER_POINTS_BINANCE_DEPTH_CANCEL, true),
filterMinDepth: parseNumber(process.env.MAKER_POINTS_FILTER_MIN_DEPTH, 50), binanceDepthWindowBps: parseNumber(process.env.MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS, 3),
binanceDepthImbalanceRatio: parseNumber(process.env.MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO, 9),
filterMinDepth: parseNumber(process.env.MAKER_POINTS_FILTER_MIN_DEPTH, 10),
}; };
export interface BasisArbConfig { export interface BasisArbConfig {
src/exchanges/create-adapter.ts
+7
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@@ -3,6 +3,7 @@ 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";
import { EdgeXExchangeAdapter, type EdgeXCredentials } from "./edgex/adapter";
import { ParadexExchangeAdapter, type ParadexCredentials } from "./paradex/adapter"; import { ParadexExchangeAdapter, type ParadexCredentials } from "./paradex/adapter";
import { NadoExchangeAdapter, type NadoCredentials } from "./nado/adapter"; import { NadoExchangeAdapter, type NadoCredentials } from "./nado/adapter";
import { StandxExchangeAdapter, type StandxCredentials } from "./standx/adapter"; import { StandxExchangeAdapter, type StandxCredentials } from "./standx/adapter";
@@ -14,6 +15,7 @@ export interface ExchangeFactoryOptions {
grvt?: GrvtCredentials; grvt?: GrvtCredentials;
lighter?: LighterCredentials; lighter?: LighterCredentials;
backpack?: BackpackCredentials; backpack?: BackpackCredentials;
edgex?: EdgeXCredentials;
paradex?: ParadexCredentials; paradex?: ParadexCredentials;
nado?: NadoCredentials; nado?: NadoCredentials;
standx?: StandxCredentials; standx?: StandxCredentials;
@@ -36,6 +38,7 @@ export function resolveExchangeId(value?: string | null): SupportedExchangeId {
if (fallback === "grvt") return "grvt"; if (fallback === "grvt") return "grvt";
if (fallback === "lighter") return "lighter"; if (fallback === "lighter") return "lighter";
if (fallback === "backpack") return "backpack"; if (fallback === "backpack") return "backpack";
if (fallback === "edgex") return "edgex";
if (fallback === "paradex") return "paradex"; if (fallback === "paradex") return "paradex";
if (fallback === "nado") return "nado"; if (fallback === "nado") return "nado";
if (fallback === "standx") return "standx"; if (fallback === "standx") return "standx";
@@ -46,6 +49,7 @@ export function getExchangeDisplayName(id: SupportedExchangeId): string {
if (id === "grvt") return "GRVT"; if (id === "grvt") return "GRVT";
if (id === "lighter") return "Lighter"; if (id === "lighter") return "Lighter";
if (id === "backpack") return "Backpack"; if (id === "backpack") return "Backpack";
if (id === "edgex") return "EdgeX";
if (id === "paradex") return "Paradex"; if (id === "paradex") return "Paradex";
if (id === "nado") return "Nado"; if (id === "nado") return "Nado";
if (id === "standx") return "StandX"; if (id === "standx") return "StandX";
@@ -63,6 +67,9 @@ export function createExchangeAdapter(options: ExchangeFactoryOptions): Exchange
if (id === "backpack") { if (id === "backpack") {
return new BackpackExchangeAdapter({ ...options.backpack, symbol: options.symbol }); return new BackpackExchangeAdapter({ ...options.backpack, symbol: options.symbol });
} }
if (id === "edgex") {
return new EdgeXExchangeAdapter(options.symbol, options.edgex);
}
if (id === "paradex") { if (id === "paradex") {
return new ParadexExchangeAdapter({ ...options.paradex, symbol: options.symbol }); return new ParadexExchangeAdapter({ ...options.paradex, symbol: options.symbol });
} }
src/exchanges/edgex/adapter.ts
+120
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@@ -0,0 +1,120 @@
import type {
AccountListener,
DepthListener,
ExchangeAdapter,
KlineListener,
OrderListener,
TickerListener,
} from "../adapter";
import type { AsterAccountSnapshot, AsterOrder, AsterDepth, AsterTicker, AsterKline, CreateOrderParams } from "../types";
import { EdgeXGateway } from "./gateway";
export interface EdgeXCredentials {
accountId?: string;
privateKey?: string;
positionId?: bigint;
baseUrl?: string;
wsPublicUrl?: string;
wsPrivateUrl?: string;
orderExpirationMs?: number;
logger?: (context: string, error: unknown) => void;
}
export class EdgeXExchangeAdapter implements ExchangeAdapter {
readonly id = "edgex";
private readonly gateway: EdgeXGateway;
private initialized = false;
constructor(symbol: string, credentials: EdgeXCredentials = {}) {
const accountId = credentials.accountId ?? process.env.EDGEX_ACCOUNT_ID;
const privateKey = credentials.privateKey ?? process.env.EDGEX_PRIVATE_KEY;
const positionIdValue = credentials.positionId ?? parseOptionalBigInt(process.env.EDGEX_POSITION_ID);
if (!accountId) throw new Error("Missing EDGEX_ACCOUNT_ID environment variable");
if (!privateKey) throw new Error("Missing EDGEX_PRIVATE_KEY environment variable");
this.gateway = new EdgeXGateway({
accountId,
privateKey,
symbol,
positionId: positionIdValue,
baseUrl: credentials.baseUrl ?? process.env.EDGEX_BASE_URL,
wsPublicUrl: credentials.wsPublicUrl ?? process.env.EDGEX_WS_PUBLIC_URL,
wsPrivateUrl: credentials.wsPrivateUrl ?? process.env.EDGEX_WS_PRIVATE_URL,
orderExpirationMs:
credentials.orderExpirationMs ?? parseOptionalInt(process.env.EDGEX_ORDER_TTL_MS) ?? undefined,
logger: credentials.logger,
});
}
supportsTrailingStops(): boolean {
return false;
}
watchAccount(cb: AccountListener): void {
void this.ensureInitialized();
this.gateway.onAccount((snapshot: AsterAccountSnapshot) => cb(snapshot));
}
watchOrders(cb: OrderListener): void {
void this.ensureInitialized();
this.gateway.onOrders((orders: AsterOrder[]) => cb(orders));
}
watchDepth(_symbol: string, cb: DepthListener): void {
void this.ensureInitialized();
this.gateway.onDepth(_symbol, (depth: AsterDepth) => cb(depth));
}
watchTicker(_symbol: string, cb: TickerListener): void {
void this.ensureInitialized();
this.gateway.onTicker(_symbol, (ticker: AsterTicker) => cb(ticker));
}
watchKlines(_symbol: string, interval: string, cb: KlineListener): void {
void this.ensureInitialized();
this.gateway.onKlines(interval, (klines: AsterKline[]) => cb(klines));
}
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
await this.ensureInitialized();
return this.gateway.createOrder(params);
}
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
await this.ensureInitialized();
await this.gateway.cancelOrder(String(params.orderId));
}
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
await this.ensureInitialized();
await this.gateway.cancelOrders(params.orderIdList.map(String));
}
async cancelAllOrders(params: { symbol: string }): Promise<void> {
await this.ensureInitialized();
await this.gateway.cancelAllOrders();
}
private async ensureInitialized(): Promise<void> {
if (this.initialized) return;
await this.gateway.ensureInitialized();
this.initialized = true;
}
}
function parseOptionalInt(value?: string): number | undefined {
if (!value) return undefined;
const parsed = Number(value);
return Number.isFinite(parsed) ? parsed : undefined;
}
function parseOptionalBigInt(value?: string): bigint | undefined {
if (!value) return undefined;
try {
return BigInt(value);
} catch {
return undefined;
}
}
src/exchanges/edgex/client.ts
+130
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@@ -0,0 +1,130 @@
import * as crypto from "crypto";
import type { AxiosInstance, AxiosRequestConfig } from "axios";
import axios from "axios";
import { extractMessage } from "../../utils/errors";
import { EdgeXSignature, buildQueryString } from "./signature";
export interface EdgeXHttpClientOptions {
baseUrl: string;
privateKey: string;
timeout?: number;
}
export interface EdgeXResponse<T = any> {
code: string;
data: T;
msg?: string | null;
errorParam?: unknown;
}
export class EdgeXHttpClient {
private readonly axios: AxiosInstance;
private readonly signer: EdgeXSignature;
constructor(options: EdgeXHttpClientOptions) {
this.axios = axios.create({
baseURL: options.baseUrl,
timeout: options.timeout ?? 30_000,
});
this.signer = new EdgeXSignature(options.privateKey);
}
getSigner(): EdgeXSignature {
return this.signer;
}
async get<T = any>(path: string, query?: Record<string, unknown>): Promise<EdgeXResponse<T>> {
return this.request<T>({ method: "GET", path, params: query });
}
async post<T = any>(path: string, body?: unknown): Promise<EdgeXResponse<T>> {
return this.request<T>({ method: "POST", path, data: body });
}
private buildHeaders(signature: string, timestamp: string): Record<string, string> {
return {
"Content-Type": "application/json",
"X-edgeX-Api-Timestamp": timestamp,
"X-edgeX-Api-Signature": signature,
};
}
private async request<T = any>(input: {
method: string;
path: string;
data?: unknown;
params?: Record<string, unknown>;
}): Promise<EdgeXResponse<T>> {
const normalizedParams = normalizeParams(input.params);
const signature = this.signer.createHttpSignature({
method: input.method,
path: input.path,
body: input.data,
query: normalizedParams,
});
const serializedQuery = normalizedParams ? buildQueryString(normalizedParams) : "";
const url = serializedQuery ? appendQueryString(input.path, serializedQuery) : input.path;
const config: AxiosRequestConfig = {
method: input.method,
url,
data: input.data,
headers: this.buildHeaders(signature.signature, signature.timestamp),
};
try {
const response = await this.axios.request<EdgeXResponse<T>>(config);
return response.data;
} catch (error) {
if (axios.isAxiosError(error)) {
const status = error.response?.status;
let detail: string | undefined;
if (error.response?.data != null) {
try {
detail = typeof error.response.data === "string"
? error.response.data
: JSON.stringify(error.response.data);
} catch {
detail = undefined;
}
}
const statusLabel = status ? ` (${status})` : "";
const message = detail ?? extractMessage(error);
throw new Error(`EdgeX request failed${statusLabel}: ${message}`);
}
throw new Error(extractMessage(error));
}
}
}
function appendQueryString(path: string, query: string): string {
if (!query) return path;
const separator = path.includes("?")
? path.endsWith("?") || path.endsWith("&") ? "" : "&"
: "?";
return `${path}${separator}${query}`;
}
export function computeNonceFromClientOrderId(clientOrderId: string): number {
const hash = crypto.createHash("sha256").update(clientOrderId).digest("hex");
return parseInt(hash.slice(0, 8), 16);
}
function normalizeParams(params?: Record<string, unknown>): Record<string, string> | undefined {
if (!params) return undefined;
const normalized: Record<string, string> = {};
for (const [key, value] of Object.entries(params)) {
if (value == null) continue;
if (Array.isArray(value)) {
normalized[key] = value.map(stringifyPrimitive).join(",");
continue;
}
normalized[key] = stringifyPrimitive(value);
}
return normalized;
}
function stringifyPrimitive(value: unknown): string {
if (value == null) return "";
if (typeof value === "boolean") return value ? "true" : "false";
if (typeof value === "number") return Number.isFinite(value) ? value.toString() : "";
return String(value);
}
src/exchanges/edgex/decimal.ts
+115
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@@ -0,0 +1,115 @@
import { strict as assert } from "assert";
export function countBase10Scale(resolution: bigint): number {
let scale = 0;
let value = resolution;
while (value % 10n === 0n) {
value /= 10n;
scale += 1;
}
if (value !== 1n) {
throw new Error(`Resolution ${resolution.toString()} is not a power of 10`);
}
return scale;
}
export function decimalToBigInt(value: number | string, scale: number): bigint {
const normalized = normalizeDecimal(typeof value === "number" ? value.toString() : value);
const [intPart, fracPart = ""] = normalized.split(".");
assert(fracPart.length <= scale, `Value ${value} exceeds scale ${scale}`);
const paddedFraction = (fracPart + "0".repeat(scale)).slice(0, scale);
const digits = stripLeadingZeros(intPart + paddedFraction);
return digits.length === 0 ? 0n : BigInt(digits);
}
export function bigIntToDecimal(value: bigint, scale: number): string {
const negative = value < 0n;
const abs = negative ? -value : value;
const factor = 10n ** BigInt(scale);
const intPart = abs / factor;
const fracPart = abs % factor;
if (scale === 0) {
return `${negative ? "-" : ""}${intPart.toString()}`;
}
const fracStr = fracPart.toString().padStart(scale, "0").replace(/0+$/, "");
if (fracStr.length === 0) {
return `${negative ? "-" : ""}${intPart.toString()}`;
}
return `${negative ? "-" : ""}${intPart.toString()}.${fracStr}`;
}
export function multiplyByDecimal(value: bigint, rate: string, roundUp = false): bigint {
const { numerator, denominator } = decimalToFraction(rate);
const product = value * numerator;
if (!roundUp) {
return product / denominator;
}
return (product + denominator - 1n) / denominator;
}
export function decimalToFraction(value: string): { numerator: bigint; denominator: bigint } {
const normalized = normalizeDecimal(value);
if (!normalized.includes(".")) {
return { numerator: BigInt(normalized), denominator: 1n };
}
const negative = normalized.startsWith("-");
const unsigned = negative ? normalized.slice(1) : normalized;
const parts = unsigned.split(".");
const intPart = parts[0] ?? "0";
const fracPart = parts[1] ?? "";
const denominator = 10n ** BigInt(fracPart.length);
const magnitude = BigInt(stripLeadingZeros(intPart + fracPart));
const numerator = negative ? -magnitude : magnitude;
return { numerator, denominator };
}
export function getScaleFromDenominator(denominator: bigint): number {
let scale = 0;
let value = denominator;
while (value > 1n) {
if (value % 10n !== 0n) {
throw new Error(`Denominator ${denominator.toString()} is not a power of 10`);
}
value /= 10n;
scale += 1;
}
return scale;
}
export function formatDecimal(numerator: bigint, scale: number): string {
const negative = numerator < 0n;
let absValue = negative ? -numerator : numerator;
if (scale === 0) {
return `${negative ? "-" : ""}${absValue.toString()}`;
}
const factor = 10n ** BigInt(scale);
const intPart = absValue / factor;
let fracPart = (absValue % factor).toString().padStart(scale, "0");
fracPart = fracPart.replace(/0+$/, "");
if (fracPart.length === 0) {
return `${negative ? "-" : ""}${intPart.toString()}`;
}
return `${negative ? "-" : ""}${intPart.toString()}.${fracPart}`;
}
function normalizeDecimal(input: string): string {
const trimmed = input.trim();
if (!/^[-+]?((\d+\.?\d*)|(\.\d+))$/.test(trimmed)) {
throw new Error(`Invalid decimal value: ${input}`);
}
const negative = trimmed.startsWith("-");
const unsigned = trimmed.replace(/^[-+]/, "");
const [rawInt = "0", rawFrac = ""] = unsigned.split(".");
const intDigits = stripLeadingZeros(rawInt);
const fracDigits = rawFrac.replace(/0+$/, "");
const magnitude = fracDigits.length > 0 ? `${intDigits}.${fracDigits}` : intDigits;
if (magnitude === "0") {
return "0";
}
return negative ? `-${magnitude}` : magnitude;
}
function stripLeadingZeros(value: string): string {
const stripped = value.replace(/^0+/, "");
return stripped.length === 0 ? "0" : stripped;
}
src/exchanges/edgex/gateway.ts
+1015
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src/exchanges/edgex/l2.ts
+133
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@@ -0,0 +1,133 @@
import { pedersen } from "@starkware-industries/starkware-crypto-utils";
import { ec as starkEc, sign as starkSign } from "@starkware-industries/starkware-crypto-utils";
const FIELD_PRIME = BigInt("0x080000000000011000000000000000000000000000000000000000000000001");
const LIMIT_ORDER_WITH_FEE_TYPE = 3n;
export interface EdgeXL2OrderSignInput {
isBuy: boolean;
amountSynthetic: bigint;
amountCollateral: bigint;
amountFee: bigint;
syntheticAssetId: string;
collateralAssetId: string;
feeAssetId: string;
positionId: bigint;
nonce: number;
expirationHours: number;
privateKey: string;
}
export interface EdgeXL2SignatureResult {
signature: string;
r: string;
s: string;
}
export function signLimitOrder(input: EdgeXL2OrderSignInput): EdgeXL2SignatureResult {
const messageHash = calcLimitOrderHash({
syntheticAssetId: input.syntheticAssetId,
collateralAssetId: input.collateralAssetId,
feeAssetId: input.feeAssetId,
isBuy: input.isBuy,
amountSynthetic: input.amountSynthetic,
amountCollateral: input.amountCollateral,
amountFee: input.amountFee,
nonce: BigInt(input.nonce),
positionId: input.positionId,
expirationHours: BigInt(input.expirationHours),
});
const keyPair = starkEc.keyFromPrivate(stripHexPrefix(input.privateKey), "hex");
const signature = starkSign(keyPair, messageHash, { canonical: true });
const r = signature.r.toString(16).padStart(64, "0");
const s = signature.s.toString(16).padStart(64, "0");
return {
signature: `${r}${s}`,
r,
s,
};
}
interface LimitOrderHashParams {
syntheticAssetId: string;
collateralAssetId: string;
feeAssetId: string;
isBuy: boolean;
amountSynthetic: bigint;
amountCollateral: bigint;
amountFee: bigint;
nonce: bigint;
positionId: bigint;
expirationHours: bigint;
}
function calcLimitOrderHash(params: LimitOrderHashParams): string {
const syntheticAsset = hexToField(params.syntheticAssetId);
const collateralAsset = hexToField(params.collateralAssetId);
const feeAsset = hexToField(params.feeAssetId);
const amountSynthetic = toField(params.amountSynthetic);
const amountCollateral = toField(params.amountCollateral);
const amountFee = toField(params.amountFee);
const nonce = toField(params.nonce);
const positionId = toField(params.positionId);
const expiration = toField(params.expirationHours);
const assetSell = params.isBuy ? collateralAsset : syntheticAsset;
const assetBuy = params.isBuy ? syntheticAsset : collateralAsset;
const amountSell = params.isBuy ? amountCollateral : amountSynthetic;
const amountBuy = params.isBuy ? amountSynthetic : amountCollateral;
let msg = pedersenPair(assetSell, assetBuy);
msg = pedersenPair(msg, feeAsset);
let packed0 = amountSell;
packed0 = shiftLeft(packed0, 64n) + amountBuy;
packed0 = shiftLeft(packed0, 64n) + amountFee;
packed0 = shiftLeft(packed0, 32n) + nonce;
packed0 = toField(packed0);
msg = pedersenPair(msg, packed0);
let packed1 = LIMIT_ORDER_WITH_FEE_TYPE;
packed1 = shiftLeft(packed1, 64n) + positionId;
packed1 = shiftLeft(packed1, 64n) + positionId;
packed1 = shiftLeft(packed1, 64n) + positionId;
packed1 = shiftLeft(packed1, 32n) + expiration;
packed1 = shiftLeft(packed1, 17n);
packed1 = toField(packed1);
const final = pedersenPair(msg, packed1);
return final.toString(16);
}
function pedersenPair(a: bigint, b: bigint): bigint {
const result = pedersen([toHex(a), toHex(b)]);
return BigInt(`0x${result}`);
}
function toField(value: bigint): bigint {
let normalized = value % FIELD_PRIME;
if (normalized < 0n) normalized += FIELD_PRIME;
return normalized;
}
function hexToField(value: string): bigint {
const stripped = stripHexPrefix(value);
return toField(BigInt(`0x${stripped || "0"}`));
}
function toHex(value: bigint): string {
return toField(value).toString(16);
}
function stripHexPrefix(value: string): string {
if (!value) return "";
return value.startsWith("0x") || value.startsWith("0X") ? value.slice(2) : value;
}
function shiftLeft(value: bigint, bits: bigint): bigint {
return toField(value << bits);
}
src/exchanges/edgex/signature.ts
+157
View File
@@ -0,0 +1,157 @@
import * as crypto from "crypto";
import { keccak256 } from "ethereum-cryptography/keccak";
import { ec as starkEc } from "@starkware-industries/starkware-crypto-utils";
export interface HttpSignatureInput {
method: string;
path: string;
query?: Record<string, unknown> | URLSearchParams | null;
body?: unknown;
timestamp?: number;
}
export interface HttpSignatureResult {
signature: string;
timestamp: string;
message: string;
}
export interface EdgeXWsHeaders {
timestamp: string;
signature: string;
}
export class EdgeXSignature {
private readonly privateKey: string;
private readonly keyPair:
| ReturnType<typeof starkEc.keyFromPrivate>
| null;
constructor(privateKey: string) {
this.privateKey = stripHexPrefix(privateKey);
this.keyPair = starkEc.keyFromPrivate(this.privateKey, "hex");
}
createHttpSignature(input: HttpSignatureInput): HttpSignatureResult {
const timestamp = input.timestamp ?? Date.now();
const content = buildSignatureContent({
timestamp,
method: input.method,
path: input.path,
body: input.body,
query: input.query,
});
const { r, s } = this.sign(content);
return {
signature: `${r}${s}`,
timestamp: timestamp.toString(),
message: content,
};
}
createWebsocketHeaders(accountId: string): EdgeXWsHeaders {
const timestamp = Date.now();
const path = `/api/v1/private/wsaccountId=${accountId}`;
const content = `${timestamp}GET${path}`;
const { r, s } = this.sign(content);
return {
timestamp: timestamp.toString(),
signature: `${r}${s}`,
};
}
signRaw(message: string | Buffer): { r: string; s: string } {
const buffer = typeof message === "string" ? Buffer.from(message, "utf8") : message;
return this.sign(buffer);
}
randomNonce(max: number = 0xffffffff): number {
return crypto.randomInt(0, max + 1);
}
private sign(message: string | Buffer): { r: string; s: string } {
if (!this.keyPair) throw new Error("EdgeX signer not initialized");
const buffer = typeof message === "string" ? Buffer.from(message, "utf8") : message;
const hash = keccak256(buffer);
const msgHex = Buffer.from(hash).toString("hex");
const signature = this.keyPair.sign(msgHex, { canonical: true });
const r = signature.r.toString(16).padStart(64, "0");
const s = signature.s.toString(16).padStart(64, "0");
return { r, s };
}
}
export function buildSignatureContent(input: {
timestamp: number;
method: string;
path: string;
body?: unknown;
query?: Record<string, unknown> | URLSearchParams | null;
}): string {
const { timestamp, method } = input;
const upperMethod = method.toUpperCase();
const normalizedPath = ensureLeadingSlash(input.path);
if (input.body != null && input.body !== "") {
const bodyString = stringifyForSignature(input.body);
return `${timestamp}${upperMethod}${normalizedPath}${bodyString}`;
}
const queryString = buildQueryString(input.query);
if (queryString) {
return `${timestamp}${upperMethod}${normalizedPath}${queryString}`;
}
return `${timestamp}${upperMethod}${normalizedPath}`;
}
export function buildQueryString(query?: Record<string, unknown> | URLSearchParams | null): string {
if (!query) return "";
const entries: Array<[string, string]> = [];
if (query instanceof URLSearchParams) {
query.forEach((value, key) => {
entries.push([key, value]);
});
} else {
for (const [key, value] of Object.entries(query)) {
if (value == null) continue;
entries.push([key, stringifyPrimitive(value)]);
}
}
if (entries.length === 0) return "";
entries.sort(([a], [b]) => a.localeCompare(b));
return entries.map(([key, value]) => `${key}=${value}`).join("&");
}
function stringifyPrimitive(value: unknown): string {
if (value == null) return "";
if (typeof value === "boolean") return value.toString().toLowerCase();
if (typeof value === "number") return Number.isFinite(value) ? value.toString() : "";
return String(value);
}
export function stringifyForSignature(data: unknown): string {
if (data == null) return "";
if (typeof data === "string") return data;
if (typeof data === "number") return Number.isFinite(data) ? data.toString() : "";
if (typeof data === "boolean") return data.toString().toLowerCase();
if (Array.isArray(data)) {
if (data.length === 0) return "";
return data.map((item) => stringifyForSignature(item)).join("&");
}
if (typeof data === "object") {
const map = new Map<string, string>();
for (const [key, value] of Object.entries(data as Record<string, unknown>)) {
map.set(key, stringifyForSignature(value));
}
const keys = Array.from(map.keys()).sort((a, b) => a.localeCompare(b));
return keys.map((key) => `${key}=${map.get(key) ?? ""}`).join("&");
}
return String(data);
}
function ensureLeadingSlash(path: string): string {
if (!path.startsWith("/")) return `/${path}`;
return path;
}
function stripHexPrefix(input: string): string {
return input.startsWith("0x") || input.startsWith("0X") ? input.slice(2) : input;
}
src/exchanges/edgex/types.ts
+215
View File
@@ -0,0 +1,215 @@
export interface EdgeXMetaResponse {
code: string;
data: {
global: EdgeXGlobalMeta;
coinList: EdgeXCoinMeta[];
contractList: EdgeXContractMeta[];
};
}
export interface EdgeXGlobalMeta {
appEnv: string;
starkExCollateralCoin: EdgeXCoinMeta;
}
export interface EdgeXCoinMeta {
coinId: string;
coinName: string;
stepSize?: string;
starkExAssetId: string;
starkExResolution: string;
}
export interface EdgeXContractMeta {
contractId: string;
contractName: string;
baseCoinId: string;
quoteCoinId: string;
tickSize: string;
stepSize: string;
minOrderSize: string;
maxOrderSize: string;
defaultTakerFeeRate: string;
defaultMakerFeeRate: string;
displayDigitMerge?: string;
displayMaxLeverage?: string;
displayMinLeverage?: string;
starkExSyntheticAssetId: string;
starkExResolution: string;
}
export interface EdgeXAccountSnapshotResponse<T> {
code: string;
data: T;
}
export interface EdgeXOrderRequest {
accountId: string;
contractId: string;
side: "BUY" | "SELL";
type: "LIMIT" | "MARKET" | "STOP_MARKET" | "TAKE_PROFIT" | string;
timeInForce: string;
price?: string;
size: string;
triggerPrice?: string;
triggerPriceType?: string;
reduceOnly?: boolean;
isPositionTpsl?: boolean;
isSetOpenTp?: boolean;
isSetOpenSl?: boolean;
clientOrderId: string;
expireTime: string;
l2Nonce: string;
l2Value: string;
l2Size: string;
l2LimitFee: string;
l2ExpireTime: string;
l2Signature: string;
extraType?: string;
extraDataJson?: string;
}
export interface EdgeXCancelOrderRequest {
accountId: string;
orderId: string;
}
export interface EdgeXCancelAllRequest {
accountId: string;
contractId?: string;
}
export interface EdgeXOpenOrder {
orderId: string;
clientOrderId: string;
contractId: string;
accountId: string;
side: "BUY" | "SELL";
type: string;
price: string;
size: string;
filledSize?: string;
status: string;
createTime: string;
updateTime?: string;
l2Nonce?: string;
}
export interface EdgeXPrivateWsMessage<T = unknown> {
type: string;
content?: {
event: string;
version?: string;
data?: T;
};
}
export interface EdgeXTradeEvent {
account?: EdgeXAccountUpdate[];
order?: EdgeXOrderUpdate[];
position?: EdgeXPositionUpdate[];
collateral?: EdgeXCollateralUpdate[];
orderFillTransaction?: EdgeXOrderFillUpdate[];
}
export interface EdgeXAccountUpdate {
accountId: string;
totalEquity?: string;
availableBalance?: string;
totalMaintenanceMargin?: string;
}
export interface EdgeXCollateralUpdate {
coinId: string;
balance: string;
availableBalance: string;
}
export interface EdgeXPositionUpdate {
contractId: string;
size: string;
averageEntryPrice?: string;
unrealizedPnl?: string;
leverage?: string;
maintenanceMargin?: string;
markPrice?: string;
}
export interface EdgeXOrderUpdate {
orderId: string;
clientOrderId: string;
contractId: string;
accountId: string;
status: string;
price: string;
size: string;
filledSize?: string;
side: "BUY" | "SELL";
type: string;
updateTime?: string;
createTime?: string;
}
export interface EdgeXOrderFillUpdate {
orderId: string;
fillPrice: string;
fillSize: string;
fee: string;
side: "BUY" | "SELL";
timestamp: string;
}
export interface EdgeXDepthMessage {
type: string;
channel: string;
content?: {
dataType: "Snapshot" | "Changed" | string;
data: Array<{
bids: Array<[string, string]>;
asks: Array<[string, string]>;
depthType?: string;
startVersion?: string;
endVersion?: string;
contractId: string;
}>;
};
}
export interface EdgeXTickerMessage {
type: string;
channel: string;
content?: {
dataType: "Snapshot" | "Changed" | string;
data: Array<{
contractId: string;
lastPrice?: string;
high?: string;
low?: string;
open?: string;
close?: string;
size?: string;
value?: string;
trades?: string;
}>;
};
}
export interface EdgeXKlineMessage {
type: string;
channel: string;
content?: {
dataType: "Snapshot" | "Changed" | string;
data: Array<{
contractId: string;
klineType: string;
klineTime: string;
open: string;
high: string;
low: string;
close: string;
size: string;
value: string;
trades: string;
}>;
};
}
src/exchanges/paradex/gateway.ts
+4 -1
View File
@@ -602,7 +602,10 @@ export class ParadexGateway {
// Only omit amount for MARKET close-position orders; STOP requires explicit size // Only omit amount for MARKET close-position orders; STOP requires explicit size
const shouldOmitAmount = isClosePosition && type === "market"; const shouldOmitAmount = isClosePosition && type === "market";
const amountArg: any = shouldOmitAmount ? undefined : amount; const amountArg: any = shouldOmitAmount ? undefined : amount;
if (!shouldOmitAmount && amountArg != null && extraParams.size === undefined) { // Paradex/ccxt may require `size` even when amount is omitted for closePosition MARKET orders.
if (shouldOmitAmount && amount != null && extraParams.size === undefined) {
extraParams.size = amount.toString();
} else if (!shouldOmitAmount && amountArg != null && extraParams.size === undefined) {
extraParams.size = amountArg.toString(); extraParams.size = amountArg.toString();
} }
const order = (await this.exchange.createOrder( const order = (await this.exchange.createOrder(
src/i18n/index.ts
+2 -2
View File
@@ -248,8 +248,8 @@ const translations: Record<string, TranslationEntry> = {
en: "Quote mode: {mode} | BUY {buy} | SELL {sell}", en: "Quote mode: {mode} | BUY {buy} | SELL {sell}",
}, },
"makerPoints.binanceLine": { "makerPoints.binanceLine": {
zh: "Binance 深度: 买10 {buy} ｜ 卖10 {sell} ｜ 状态: {status}", zh: "Binance 深度(±{windowBps}bps): 买 {buy} ｜ 卖 {sell} ｜ 状态: {status}",
en: "Binance depth: bid10 {buy} | ask10 {sell} | Status: {status}", en: "Binance depth (±{windowBps}bps): bid {buy} | ask {sell} | Status: {status}",
}, },
"makerPoints.bandDepthLine": { "makerPoints.bandDepthLine": {
zh: "StandX 档位 {band}bps 深度: 买 {buy} ｜ 卖 {sell}", zh: "StandX 档位 {band}bps 深度: 买 {buy} ｜ 卖 {sell}",
src/strategy/common/binance-depth.ts
+428 -104
View File
@@ -1,28 +1,29 @@
import NodeWebSocket from "ws"; import NodeWebSocket from "ws";
import { computeDepthStats, type DepthImbalance } from "../../utils/depth"; import type { AsterDepthLevel } from "../../exchanges/types";
import type { DepthImbalance } from "../../utils/depth";
const WebSocketCtor: typeof globalThis.WebSocket = const WebSocketCtor: typeof globalThis.WebSocket =
typeof globalThis.WebSocket !== "undefined" typeof globalThis.WebSocket !== "undefined"
? globalThis.WebSocket ? globalThis.WebSocket
: ((NodeWebSocket as unknown) as typeof globalThis.WebSocket); : ((NodeWebSocket as unknown) as typeof globalThis.WebSocket);
const DEFAULT_BASE_URL = "wss://stream.binance.com:9443/ws"; const DEFAULT_WS_BASE_URL = "wss://stream.binance.com:9443/ws";
const DEFAULT_REST_BASE_URL = "https://api.binance.com";
// ========== Binance WebSocket 连接管理常量 ==========
// Binance 会发送 ping，若长时间无消息则认为连接异常
// 我们设置 5 分钟作为心跳超时阈值（保守值）
const HEARTBEAT_TIMEOUT_MS = 5 * 60 * 1000; const HEARTBEAT_TIMEOUT_MS = 5 * 60 * 1000;
// 心跳检查间隔（每 30 秒检查一次）
const HEARTBEAT_CHECK_INTERVAL_MS = 30_000; const HEARTBEAT_CHECK_INTERVAL_MS = 30_000;
// Binance 连接最长有效期 24 小时，我们设置 23 小时主动重连
const MAX_CONNECTION_DURATION_MS = 23 * 60 * 60 * 1000; const MAX_CONNECTION_DURATION_MS = 23 * 60 * 60 * 1000;
// 数据过时阈值（毫秒）- 超过此时间未收到数据，标记为不可用
const DATA_STALE_THRESHOLD_MS = 5_000; const DATA_STALE_THRESHOLD_MS = 5_000;
// 基础重连延迟
const RECONNECT_DELAY_BASE_MS = 3000; const RECONNECT_DELAY_BASE_MS = 3000;
// 最大重连延迟
const RECONNECT_DELAY_MAX_MS = 60_000; const RECONNECT_DELAY_MAX_MS = 60_000;
const DEFAULT_REFRESH_SYNC_INTERVAL_MS = 30_000;
const DEFAULT_DEPTH_WINDOW_BPS = 9;
const DEFAULT_IMBALANCE_RATIO = 2;
const MAX_BUFFER_SIZE = 5000;
const SYNC_SNAPSHOT_MAX_RETRIES = 5;
const REST_FAILURE_DEFENSE_THRESHOLD = 1;
export type BinanceConnectionState = "connected" | "disconnected" | "stale"; export type BinanceConnectionState = "connected" | "disconnected" | "stale";
export interface BinanceDepthSnapshot { export interface BinanceDepthSnapshot {
@@ -33,49 +34,91 @@ export interface BinanceDepthSnapshot {
skipSellSide: boolean; skipSellSide: boolean;
imbalance: DepthImbalance; imbalance: DepthImbalance;
updatedAt: number; updatedAt: number;
windowBps: number;
localLastUpdateId: number;
}
export interface BinanceDepthHealth {
started: boolean;
connected: boolean;
orderBookReady: boolean;
restHealthy: boolean;
healthy: boolean;
reason: string | null;
lastEventAt: number;
lastSnapshotAt: number;
lastRestSyncAt: number;
localLastUpdateId: number;
} }
export type BinanceConnectionListener = (state: BinanceConnectionState) => void; export type BinanceConnectionListener = (state: BinanceConnectionState) => void;
interface DepthUpdateEvent {
U: number;
u: number;
bids: AsterDepthLevel[];
asks: AsterDepthLevel[];
}
interface DepthSnapshotResponse {
lastUpdateId: number;
bids: AsterDepthLevel[];
asks: AsterDepthLevel[];
}
export class BinanceDepthTracker { export class BinanceDepthTracker {
private ws: WebSocket | null = null; private ws: WebSocket | null = null;
private reconnectTimer: ReturnType<typeof setTimeout> | null = null; private reconnectTimer: ReturnType<typeof setTimeout> | null = null;
private reconnectDelayMs = RECONNECT_DELAY_BASE_MS; private reconnectDelayMs = RECONNECT_DELAY_BASE_MS;
private stopped = false; private stopped = false;
private started = false;
private snapshot: BinanceDepthSnapshot | null = null; private snapshot: BinanceDepthSnapshot | null = null;
private listeners = new Set<(snapshot: BinanceDepthSnapshot) => void>(); private listeners = new Set<(snapshot: BinanceDepthSnapshot) => void>();
private connectionListeners = new Set<BinanceConnectionListener>(); private connectionListeners = new Set<BinanceConnectionListener>();
// ========== 心跳与连接管理 ==========
// 上次收到消息的时间戳
private lastMessageTime = 0; private lastMessageTime = 0;
// 心跳检查定时器
private heartbeatTimer: ReturnType<typeof setInterval> | null = null; private heartbeatTimer: ReturnType<typeof setInterval> | null = null;
// 连接建立时间（用于日志记录）
// eslint-disable-next-line @typescript-eslint/no-unused-vars
private connectionStartTime = 0;
// 24 小时重连定时器
private maxDurationTimer: ReturnType<typeof setTimeout> | null = null; private maxDurationTimer: ReturnType<typeof setTimeout> | null = null;
// 当前连接状态 private refreshSyncTimer: ReturnType<typeof setInterval> | null = null;
private connectionState: BinanceConnectionState = "disconnected"; private connectionState: BinanceConnectionState = "disconnected";
private bidBook = new Map<string, number>();
private askBook = new Map<string, number>();
private localLastUpdateId = 0;
private orderBookReady = false;
private eventBuffer: DepthUpdateEvent[] = [];
private syncInFlight: Promise<void> | null = null;
private lastEventAt = 0;
private lastSnapshotAt = 0;
private lastRestSyncAt = 0;
private restConsecutiveFailures = 0;
private restLastError: string | null = null;
constructor( constructor(
private readonly symbol: string, private readonly symbol: string,
private readonly options?: { private readonly options?: {
baseUrl?: string; baseUrl?: string;
restBaseUrl?: string;
levels?: number; levels?: number;
ratio?: number; ratio?: number;
speedMs?: number; speedMs?: number;
depthWindowBps?: number;
refreshSyncMs?: number;
logger?: (context: string, error: unknown) => void; logger?: (context: string, error: unknown) => void;
} }
) {} ) {}
start(): void { start(): void {
this.started = true;
this.stopped = false; this.stopped = false;
this.connect(); this.connect();
this.startRefreshSyncTimer();
} }
stop(): void { stop(): void {
this.started = false;
this.stopped = true; this.stopped = true;
this.cleanup(); this.cleanup();
} }
@@ -88,9 +131,6 @@ export class BinanceDepthTracker {
this.listeners.delete(handler); this.listeners.delete(handler);
} }
/**
* 监听连接状态变化
*/
onConnectionChange(handler: BinanceConnectionListener): void { onConnectionChange(handler: BinanceConnectionListener): void {
this.connectionListeners.add(handler); this.connectionListeners.add(handler);
} }
@@ -103,69 +143,111 @@ export class BinanceDepthTracker {
return this.snapshot ? { ...this.snapshot } : null; return this.snapshot ? { ...this.snapshot } : null;
} }
/**
* 获取当前连接状态
*/
getConnectionState(): BinanceConnectionState { getConnectionState(): BinanceConnectionState {
return this.connectionState; return this.connectionState;
} }
/**
* 检查数据是否过时
*/
isDataStale(): boolean { isDataStale(): boolean {
if (!this.snapshot) return true; if (!this.snapshot) return true;
return Date.now() - this.snapshot.updatedAt > DATA_STALE_THRESHOLD_MS; return Date.now() - this.snapshot.updatedAt > DATA_STALE_THRESHOLD_MS;
} }
isHealthy(): boolean {
return this.getHealth().healthy;
}
getHealth(): BinanceDepthHealth {
if (!this.started) {
return {
started: false,
connected: false,
orderBookReady: false,
restHealthy: true,
healthy: true,
reason: null,
lastEventAt: this.lastEventAt,
lastSnapshotAt: this.lastSnapshotAt,
lastRestSyncAt: this.lastRestSyncAt,
localLastUpdateId: this.localLastUpdateId,
};
}
const restHealthy = this.restConsecutiveFailures < REST_FAILURE_DEFENSE_THRESHOLD;
let reason: string | null = null;
if (this.connectionState !== "connected") {
reason = `ws_${this.connectionState}`;
} else if (!this.orderBookReady) {
reason = "orderbook_not_ready";
} else if (this.isDataStale()) {
reason = "orderbook_stale";
} else if (!restHealthy) {
reason = this.restLastError ? `rest_sync_failed:${this.restLastError}` : "rest_sync_failed";
}
return {
started: true,
connected: this.connectionState === "connected",
orderBookReady: this.orderBookReady,
restHealthy,
healthy: reason == null,
reason,
lastEventAt: this.lastEventAt,
lastSnapshotAt: this.lastSnapshotAt,
lastRestSyncAt: this.lastRestSyncAt,
localLastUpdateId: this.localLastUpdateId,
};
}
private cleanup(): void { private cleanup(): void {
// 停止心跳监控
if (this.heartbeatTimer) { if (this.heartbeatTimer) {
clearInterval(this.heartbeatTimer); clearInterval(this.heartbeatTimer);
this.heartbeatTimer = null; this.heartbeatTimer = null;
} }
// 停止 24 小时重连定时器
if (this.maxDurationTimer) { if (this.maxDurationTimer) {
clearTimeout(this.maxDurationTimer); clearTimeout(this.maxDurationTimer);
this.maxDurationTimer = null; this.maxDurationTimer = null;
} }
// 停止重连定时器 if (this.refreshSyncTimer) {
clearInterval(this.refreshSyncTimer);
this.refreshSyncTimer = null;
}
if (this.reconnectTimer) { if (this.reconnectTimer) {
clearTimeout(this.reconnectTimer); clearTimeout(this.reconnectTimer);
this.reconnectTimer = null; this.reconnectTimer = null;
} }
// 关闭 WebSocket
if (this.ws) { if (this.ws) {
try { try {
this.ws.close(); this.ws.close();
} catch { } catch {
// Ignore close errors // ignore close errors
} }
this.ws = null; this.ws = null;
} }
this.updateConnectionState("disconnected");
} }
private connect(): void { private connect(): void {
if (this.ws || this.stopped) return; if (this.ws || this.stopped) return;
const url = this.buildUrl(); const url = this.buildWsUrl();
this.ws = new WebSocketCtor(url); this.ws = new WebSocketCtor(url);
const handleOpen = () => { const handleOpen = () => {
this.reconnectDelayMs = RECONNECT_DELAY_BASE_MS; this.reconnectDelayMs = RECONNECT_DELAY_BASE_MS;
this.connectionStartTime = Date.now();
this.lastMessageTime = Date.now(); this.lastMessageTime = Date.now();
this.lastEventAt = Date.now();
this.orderBookReady = false;
this.eventBuffer = [];
this.updateConnectionState("connected"); this.updateConnectionState("connected");
// 启动心跳监控
this.startHeartbeatMonitor(); this.startHeartbeatMonitor();
// 启动 24 小时自动重连定时器
this.startMaxDurationTimer(); this.startMaxDurationTimer();
this.options?.logger?.("binanceDepth", "WebSocket connected"); this.options?.logger?.("binanceDepth", "WebSocket connected");
}; };
const handleClose = () => { const handleClose = () => {
this.ws = null; this.ws = null;
this.orderBookReady = false;
this.eventBuffer = [];
this.stopHeartbeatMonitor(); this.stopHeartbeatMonitor();
this.stopMaxDurationTimer(); this.stopMaxDurationTimer();
this.updateConnectionState("disconnected"); this.updateConnectionState("disconnected");
@@ -178,7 +260,6 @@ export class BinanceDepthTracker {
const handleError = (error: unknown) => { const handleError = (error: unknown) => {
this.options?.logger?.("binanceDepth", error); this.options?.logger?.("binanceDepth", error);
// 如果连接从未成功建立，需要清理并重连
if (this.ws && this.connectionState === "disconnected") { if (this.ws && this.connectionState === "disconnected") {
this.ws = null; this.ws = null;
this.scheduleReconnect(); this.scheduleReconnect();
@@ -187,20 +268,18 @@ export class BinanceDepthTracker {
const handleMessage = (event: { data: unknown }) => { const handleMessage = (event: { data: unknown }) => {
this.lastMessageTime = Date.now(); this.lastMessageTime = Date.now();
// 如果之前是 stale 状态，恢复为 connected this.lastEventAt = Date.now();
if (this.connectionState === "stale") { if (this.connectionState === "stale") {
this.updateConnectionState("connected"); this.updateConnectionState("connected");
} }
this.handlePayload(event.data); this.handlePayload(event.data);
}; };
// 处理 Binance 服务器的 ping 帧
// 根据文档：必须尽快回复 pong，payload 为 ping 的 payload 副本
const handlePing = (data: unknown) => { const handlePing = (data: unknown) => {
this.lastMessageTime = Date.now(); this.lastMessageTime = Date.now();
if (this.ws && "pong" in this.ws && typeof this.ws.pong === "function") { if (this.ws && "pong" in this.ws && typeof this.ws.pong === "function") {
try { try {
this.ws.pong(data as any); this.ws.pong(data as never);
} catch (error) { } catch (error) {
this.options?.logger?.("binanceDepth pong", error); this.options?.logger?.("binanceDepth pong", error);
} }
@@ -209,33 +288,40 @@ export class BinanceDepthTracker {
if ("addEventListener" in this.ws && typeof this.ws.addEventListener === "function") { if ("addEventListener" in this.ws && typeof this.ws.addEventListener === "function") {
this.ws.addEventListener("open", handleOpen); this.ws.addEventListener("open", handleOpen);
this.ws.addEventListener("message", handleMessage as any); this.ws.addEventListener("message", handleMessage as never);
this.ws.addEventListener("close", handleClose); this.ws.addEventListener("close", handleClose);
this.ws.addEventListener("error", handleError as any); this.ws.addEventListener("error", handleError as never);
this.ws.addEventListener("ping", handlePing as any); this.ws.addEventListener("ping", handlePing as never);
} else if ("on" in this.ws && typeof (this.ws as any).on === "function") { } else if ("on" in this.ws && typeof (this.ws as { on?: unknown }).on === "function") {
const nodeSocket = this.ws as any; const nodeSocket = this.ws as { on: (event: string, listener: (...args: unknown[]) => void) => void };
nodeSocket.on("open", handleOpen); nodeSocket.on("open", handleOpen);
nodeSocket.on("message", (data: unknown) => handleMessage({ data })); nodeSocket.on("message", (data: unknown) => handleMessage({ data }));
nodeSocket.on("close", handleClose); nodeSocket.on("close", handleClose);
nodeSocket.on("error", handleError); nodeSocket.on("error", handleError);
nodeSocket.on("ping", handlePing); nodeSocket.on("ping", handlePing);
} else { } else {
(this.ws as any).onopen = handleOpen; const genericSocket = this.ws as any;
(this.ws as any).onmessage = handleMessage; genericSocket.onopen = handleOpen;
(this.ws as any).onclose = handleClose; genericSocket.onmessage = handleMessage;
(this.ws as any).onerror = handleError; genericSocket.onclose = handleClose;
genericSocket.onerror = handleError;
} }
} }
private buildUrl(): string { private buildWsUrl(): string {
const base = this.options?.baseUrl ?? DEFAULT_BASE_URL; const baseRaw = (this.options?.baseUrl ?? DEFAULT_WS_BASE_URL).replace(/\/+$/, "");
const levels = this.options?.levels ?? 10; const base = baseRaw.endsWith("/ws") || baseRaw.includes("/stream") ? baseRaw : `${baseRaw}/ws`;
const speed = this.options?.speedMs ?? 100; const speed = this.options?.speedMs ?? 100;
const stream = `${this.symbol.toLowerCase()}@depth${levels}@${speed}ms`; const stream = `${this.symbol.toLowerCase()}@depth@${speed}ms`;
return `${base}/${stream}`; return `${base}/${stream}`;
} }
private buildRestDepthUrl(): string {
const base = (this.options?.restBaseUrl ?? process.env.BINANCE_REST_URL ?? DEFAULT_REST_BASE_URL).replace(/\/+$/, "");
const symbol = this.symbol.toUpperCase();
return `${base}/api/v3/depth?symbol=${encodeURIComponent(symbol)}&limit=5000`;
}
private scheduleReconnect(): void { private scheduleReconnect(): void {
if (this.reconnectTimer || this.stopped) return; if (this.reconnectTimer || this.stopped) return;
this.reconnectTimer = setTimeout(() => { this.reconnectTimer = setTimeout(() => {
@@ -245,24 +331,17 @@ export class BinanceDepthTracker {
}, this.reconnectDelayMs); }, this.reconnectDelayMs);
} }
/**
* 启动心跳监控
* 根据 Binance 文档：长时间无 pong 会断连
* 我们设置 5 分钟作为心跳超时阈值
*/
private startHeartbeatMonitor(): void { private startHeartbeatMonitor(): void {
this.stopHeartbeatMonitor(); this.stopHeartbeatMonitor();
this.heartbeatTimer = setInterval(() => { this.heartbeatTimer = setInterval(() => {
const now = Date.now(); const now = Date.now();
const elapsed = now - this.lastMessageTime; const elapsed = now - this.lastMessageTime;
// 检查数据是否过时（5 秒无数据）
if (elapsed > DATA_STALE_THRESHOLD_MS && this.connectionState === "connected") { if (elapsed > DATA_STALE_THRESHOLD_MS && this.connectionState === "connected") {
this.updateConnectionState("stale"); this.updateConnectionState("stale");
this.options?.logger?.("binanceDepth", `Data stale: ${elapsed}ms since last message`); this.options?.logger?.("binanceDepth", `Data stale: ${elapsed}ms since last message`);
} }
// 检查心跳超时（5 分钟无消息）
if (elapsed > HEARTBEAT_TIMEOUT_MS) { if (elapsed > HEARTBEAT_TIMEOUT_MS) {
this.options?.logger?.("binanceDepth", `Heartbeat timeout: ${elapsed}ms, forcing reconnect`); this.options?.logger?.("binanceDepth", `Heartbeat timeout: ${elapsed}ms, forcing reconnect`);
this.forceReconnect("heartbeat_timeout"); this.forceReconnect("heartbeat_timeout");
@@ -277,11 +356,6 @@ export class BinanceDepthTracker {
} }
} }
/**
* 启动 24 小时自动重连定时器
* 根据 Binance 文档：连接最长有效期 24 小时
* 我们设置 23 小时主动重连，避免被服务器断开
*/
private startMaxDurationTimer(): void { private startMaxDurationTimer(): void {
this.stopMaxDurationTimer(); this.stopMaxDurationTimer();
this.maxDurationTimer = setTimeout(() => { this.maxDurationTimer = setTimeout(() => {
@@ -297,9 +371,15 @@ export class BinanceDepthTracker {
} }
} }
/** private startRefreshSyncTimer(): void {
* 强制重连 if (this.refreshSyncTimer) return;
*/ const refreshSyncMs = Math.max(5000, this.options?.refreshSyncMs ?? DEFAULT_REFRESH_SYNC_INTERVAL_MS);
this.refreshSyncTimer = setInterval(() => {
if (!this.started || this.stopped || !this.orderBookReady) return;
this.ensureSynced("periodic_refresh");
}, refreshSyncMs);
}
private forceReconnect(reason: string): void { private forceReconnect(reason: string): void {
this.options?.logger?.("binanceDepth", `Force reconnect: ${reason}`); this.options?.logger?.("binanceDepth", `Force reconnect: ${reason}`);
this.stopHeartbeatMonitor(); this.stopHeartbeatMonitor();
@@ -314,15 +394,13 @@ export class BinanceDepthTracker {
this.ws = null; this.ws = null;
} }
this.orderBookReady = false;
this.eventBuffer = [];
this.updateConnectionState("disconnected"); this.updateConnectionState("disconnected");
// 立即重连（不使用指数退避）
this.reconnectDelayMs = RECONNECT_DELAY_BASE_MS; this.reconnectDelayMs = RECONNECT_DELAY_BASE_MS;
this.scheduleReconnect(); this.scheduleReconnect();
} }
/**
* 更新连接状态并通知监听器
*/
private updateConnectionState(state: BinanceConnectionState): void { private updateConnectionState(state: BinanceConnectionState): void {
if (this.connectionState === state) return; if (this.connectionState === state) return;
this.connectionState = state; this.connectionState = state;
@@ -336,27 +414,197 @@ export class BinanceDepthTracker {
} }
private handlePayload(data: unknown): void { private handlePayload(data: unknown): void {
const payload = this.parsePayload(data); const event = this.parseDepthEvent(data);
if (!payload) return; if (!event) return;
const bids = Array.isArray(payload.b) ? payload.b : Array.isArray(payload.bids) ? payload.bids : [];
const asks = Array.isArray(payload.a) ? payload.a : Array.isArray(payload.asks) ? payload.asks : []; if (!this.orderBookReady) {
const depth = { this.eventBuffer.push(event);
lastUpdateId: Number(payload.lastUpdateId ?? payload.u ?? Date.now()), if (this.eventBuffer.length > MAX_BUFFER_SIZE) {
bids, this.eventBuffer.splice(0, this.eventBuffer.length - MAX_BUFFER_SIZE);
asks, }
}; this.ensureSynced("bootstrap");
const levels = this.options?.levels ?? 10; return;
const ratio = this.options?.ratio ?? 3; }
const stats = computeDepthStats(depth, levels, ratio);
const applied = this.applyDepthEvent(event);
if (!applied) {
this.options?.logger?.(
"binanceDepth",
`Detected update gap: local=${this.localLastUpdateId}, event=[${event.U},${event.u}], resyncing`
);
this.orderBookReady = false;
this.eventBuffer = [event];
this.ensureSynced("sequence_gap");
return;
}
this.emitDepthSnapshot();
}
private ensureSynced(reason: string): void {
if (this.syncInFlight || this.stopped || !this.started) return;
this.syncInFlight = (async () => {
try {
if (!this.orderBookReady) {
await this.bootstrapOrderBookFromSnapshot(reason);
return;
}
await this.refreshOrderBookFromSnapshot(reason);
} finally {
this.syncInFlight = null;
}
})();
}
private async bootstrapOrderBookFromSnapshot(reason: string): Promise<void> {
if (this.eventBuffer.length === 0) {
return;
}
for (let attempt = 0; attempt < SYNC_SNAPSHOT_MAX_RETRIES; attempt += 1) {
const firstBuffered = this.eventBuffer[0];
if (!firstBuffered) return;
const snapshot = await this.fetchDepthSnapshot(reason);
if (!snapshot) return;
if (snapshot.lastUpdateId < firstBuffered.U) {
continue;
}
this.resetOrderBook(snapshot);
const buffered = this.eventBuffer.filter((event) => event.u > snapshot.lastUpdateId);
if (buffered.length > 0) {
const nextEvent = buffered[0];
if (!nextEvent) return;
const nextUpdateId = snapshot.lastUpdateId + 1;
if (nextEvent.U > nextUpdateId || nextEvent.u < nextUpdateId) {
continue;
}
let failed = false;
for (const event of buffered) {
if (!this.applyDepthEvent(event)) {
failed = true;
break;
}
}
if (failed) {
continue;
}
}
this.orderBookReady = true;
this.eventBuffer = [];
this.emitDepthSnapshot();
return;
}
this.options?.logger?.("binanceDepth", "Bootstrap orderbook failed after retries");
}
private async refreshOrderBookFromSnapshot(reason: string): Promise<void> {
const snapshot = await this.fetchDepthSnapshot(reason);
if (!snapshot) return;
if (snapshot.lastUpdateId < this.localLastUpdateId) {
return;
}
this.resetOrderBook(snapshot);
this.orderBookReady = true;
this.emitDepthSnapshot();
}
private resetOrderBook(snapshot: DepthSnapshotResponse): void {
this.bidBook.clear();
this.askBook.clear();
this.applyLevels(this.bidBook, snapshot.bids);
this.applyLevels(this.askBook, snapshot.asks);
this.localLastUpdateId = snapshot.lastUpdateId;
this.lastSnapshotAt = Date.now();
}
private applyDepthEvent(event: DepthUpdateEvent): boolean {
if (!this.localLastUpdateId) return false;
if (event.u < this.localLastUpdateId) {
return true;
}
if (event.U > this.localLastUpdateId + 1) {
return false;
}
this.applyLevels(this.bidBook, event.bids);
this.applyLevels(this.askBook, event.asks);
this.localLastUpdateId = event.u;
return true;
}
private applyLevels(book: Map<string, number>, levels: AsterDepthLevel[]): void {
for (const level of levels) {
const priceRaw = level?.[0];
const qtyRaw = level?.[1];
const price = Number(priceRaw);
const qty = Number(qtyRaw);
if (!priceRaw || !Number.isFinite(price) || price <= 0) continue;
if (!Number.isFinite(qty) || qty < 0) continue;
if (qty === 0) {
book.delete(priceRaw);
} else {
book.set(priceRaw, qty);
}
}
}
private emitDepthSnapshot(): void {
const bestBid = this.findBestPrice(this.bidBook, "bid");
const bestAsk = this.findBestPrice(this.askBook, "ask");
if (bestBid == null || bestAsk == null || bestBid <= 0 || bestAsk <= 0 || bestAsk < bestBid) {
return;
}
const windowBps = Math.max(1, this.options?.depthWindowBps ?? DEFAULT_DEPTH_WINDOW_BPS);
const ratio = Math.max(1.01, this.options?.ratio ?? DEFAULT_IMBALANCE_RATIO);
const bidWindowMin = bestBid * (1 - windowBps / 10_000);
const askWindowMax = bestAsk * (1 + windowBps / 10_000);
let buySum = 0;
let sellSum = 0;
for (const [priceRaw, qty] of this.bidBook.entries()) {
const price = Number(priceRaw);
if (!Number.isFinite(price) || price < bidWindowMin) continue;
buySum += qty;
}
for (const [priceRaw, qty] of this.askBook.entries()) {
const price = Number(priceRaw);
if (!Number.isFinite(price) || price > askWindowMax) continue;
sellSum += qty;
}
const skipSellSide = sellSum === 0 || buySum > sellSum * ratio;
const skipBuySide = buySum === 0 || sellSum > buySum * ratio;
let imbalance: DepthImbalance = "balanced";
if (buySum > sellSum * ratio) {
imbalance = "buy_dominant";
} else if (sellSum > buySum * ratio) {
imbalance = "sell_dominant";
}
this.snapshot = { this.snapshot = {
symbol: this.symbol, symbol: this.symbol,
buySum: stats.buySum, buySum,
sellSum: stats.sellSum, sellSum,
skipBuySide: stats.skipBuySide, skipBuySide,
skipSellSide: stats.skipSellSide, skipSellSide,
imbalance: stats.imbalance, imbalance,
updatedAt: Date.now(), updatedAt: Date.now(),
windowBps,
localLastUpdateId: this.localLastUpdateId,
}; };
for (const listener of this.listeners) { for (const listener of this.listeners) {
try { try {
listener({ ...this.snapshot }); listener({ ...this.snapshot });
@@ -366,24 +614,100 @@ export class BinanceDepthTracker {
} }
} }
private parsePayload( private findBestPrice(book: Map<string, number>, side: "bid" | "ask"): number | null {
data: unknown let best: number | null = null;
): { b?: [string, string][]; a?: [string, string][]; bids?: [string, string][]; asks?: [string, string][]; u?: number; lastUpdateId?: number } | null {
for (const [priceRaw, qty] of book.entries()) {
if (!Number.isFinite(qty) || qty <= 0) continue;
const price = Number(priceRaw);
if (!Number.isFinite(price) || price <= 0) continue;
if (best == null) {
best = price;
continue;
}
if (side === "bid") {
if (price > best) best = price;
} else if (price < best) {
best = price;
}
}
return best;
}
private async fetchDepthSnapshot(reason: string): Promise<DepthSnapshotResponse | null> {
try {
const response = await fetch(this.buildRestDepthUrl(), {
method: "GET",
headers: { "content-type": "application/json" },
});
if (!response.ok) {
throw new Error(`HTTP ${response.status}`);
}
const json = (await response.json()) as {
lastUpdateId?: number;
bids?: Array<[string, string]>;
asks?: Array<[string, string]>;
};
const lastUpdateId = Number(json.lastUpdateId);
if (!Number.isFinite(lastUpdateId) || lastUpdateId <= 0) {
throw new Error("invalid lastUpdateId");
}
const bids = Array.isArray(json.bids) ? (json.bids as AsterDepthLevel[]) : [];
const asks = Array.isArray(json.asks) ? (json.asks as AsterDepthLevel[]) : [];
this.lastRestSyncAt = Date.now();
this.restConsecutiveFailures = 0;
this.restLastError = null;
return { lastUpdateId, bids, asks };
} catch (error) {
this.restConsecutiveFailures += 1;
this.restLastError = this.extractMessage(error);
this.options?.logger?.("binanceDepth", `REST sync failed (${reason}): ${this.restLastError}`);
return null;
}
}
private parseDepthEvent(data: unknown): DepthUpdateEvent | null {
try { try {
const text = typeof data === "string" ? data : Buffer.isBuffer(data) ? data.toString("utf-8") : null; const text = typeof data === "string" ? data : Buffer.isBuffer(data) ? data.toString("utf-8") : null;
if (!text) return null; if (!text) return null;
const parsed = JSON.parse(text); const parsed = JSON.parse(text) as unknown;
if (!parsed || typeof parsed !== "object") return null; if (!parsed || typeof parsed !== "object") return null;
return parsed as {
b?: [string, string][]; const maybeCombined = parsed as { data?: unknown };
a?: [string, string][]; const payload =
bids?: [string, string][]; maybeCombined.data && typeof maybeCombined.data === "object"
asks?: [string, string][]; ? (maybeCombined.data as Record<string, unknown>)
u?: number; : (parsed as Record<string, unknown>);
lastUpdateId?: number;
}; const eventType = typeof payload.e === "string" ? payload.e : "";
if (eventType && eventType !== "depthUpdate") {
return null;
}
const U = Number(payload.U);
const u = Number(payload.u);
if (!Number.isFinite(U) || !Number.isFinite(u)) {
return null;
}
const bidsRaw = Array.isArray(payload.b) ? payload.b : [];
const asksRaw = Array.isArray(payload.a) ? payload.a : [];
const bids = bidsRaw.filter((level): level is AsterDepthLevel => Array.isArray(level)) as AsterDepthLevel[];
const asks = asksRaw.filter((level): level is AsterDepthLevel => Array.isArray(level)) as AsterDepthLevel[];
return { U, u, bids, asks };
} catch { } catch {
return null; return null;
} }
} }
private extractMessage(error: unknown): string {
if (error instanceof Error) return error.message;
return String(error);
}
} }
src/strategy/maker-points-engine.ts
+113 -22
View File
@@ -128,6 +128,7 @@ export class MakerPointsEngine {
private processing = false; private processing = false;
private stopLossProcessing = false; private stopLossProcessing = false;
private stopLossCooldownUntil = 0; private stopLossCooldownUntil = 0;
private forceTickRequested = false;
private desiredOrders: DesiredOrder[] = []; private desiredOrders: DesiredOrder[] = [];
private accountUnrealized = 0; private accountUnrealized = 0;
private initialOrderSnapshotReady = false; private initialOrderSnapshotReady = false;
@@ -203,8 +204,14 @@ export class MakerPointsEngine {
this.qtyStep = Math.max(1e-9, this.config.qtyStep); this.qtyStep = Math.max(1e-9, this.config.qtyStep);
this.binanceDepth = new BinanceDepthTracker(resolveBinanceSymbol(this.config.symbol), { this.binanceDepth = new BinanceDepthTracker(resolveBinanceSymbol(this.config.symbol), {
baseUrl: process.env.BINANCE_SPOT_WS_URL ?? process.env.BINANCE_WS_URL, baseUrl: process.env.BINANCE_SPOT_WS_URL ?? process.env.BINANCE_WS_URL,
restBaseUrl: process.env.BINANCE_REST_URL,
levels: 20, levels: 20,
ratio: 9, ratio: Number.isFinite(this.config.binanceDepthImbalanceRatio)
? Math.max(1.01, Number(this.config.binanceDepthImbalanceRatio))
: 9,
depthWindowBps: Number.isFinite(this.config.binanceDepthWindowBps)
? Math.max(1, Number(this.config.binanceDepthWindowBps))
: 3,
speedMs: 100, speedMs: 100,
logger: (context, error) => { logger: (context, error) => {
this.tradeLog.push("warn", `Binance ${context} 异常: ${extractMessage(error)}`); this.tradeLog.push("warn", `Binance ${context} 异常: ${extractMessage(error)}`);
@@ -221,6 +228,7 @@ export class MakerPointsEngine {
this.feedStatus.binance = false; this.feedStatus.binance = false;
this.tradeLog.push("warn", "Binance 深度连接断开"); this.tradeLog.push("warn", "Binance 深度连接断开");
} else if (state === "stale") { } else if (state === "stale") {
this.feedStatus.binance = false;
this.tradeLog.push("warn", "Binance 深度数据过时"); this.tradeLog.push("warn", "Binance 深度数据过时");
} else if (state === "connected") { } else if (state === "connected") {
this.feedStatus.binance = true; this.feedStatus.binance = true;
@@ -338,6 +346,10 @@ export class MakerPointsEngine {
this.lastStandxDepthTime = Date.now(); this.lastStandxDepthTime = Date.now();
this.feedStatus.depth = true; this.feedStatus.depth = true;
this.emitUpdate(); this.emitUpdate();
if (this.shouldTriggerImmediateDepthProtection(depth) || this.shouldTriggerImmediateReprice(depth)) {
this.forceTickRequested = true;
void this.tick();
}
}, },
log, log,
{ {
@@ -565,7 +577,9 @@ export class MakerPointsEngine {
this.processing = true; this.processing = true;
let hadRateLimit = false; let hadRateLimit = false;
try { try {
const decision = this.rateLimit.beforeCycle(); const forceRun = this.forceTickRequested;
this.forceTickRequested = false;
const decision = forceRun ? "run" : this.rateLimit.beforeCycle();
if (decision === "paused") { if (decision === "paused") {
this.emitUpdate(); this.emitUpdate();
return; return;
@@ -762,17 +776,17 @@ export class MakerPointsEngine {
const shouldCheckDepth = minDepth > 0; const shouldCheckDepth = minDepth > 0;
if (!skipBuy) { if (!skipBuy) {
const price = bid1 * (1 - bps / 10000); const targetPrice = this.normalizeDepthTargetPrice(bid1 * (1 - bps / 10000), priceDecimals);
if (Number.isFinite(price) && price > 0) { if (targetPrice != null) {
if (shouldCheckDepth) { if (shouldCheckDepth) {
const depthQty = getDepthBetweenPrices(depth, "BUY", price); const depthQty = getDepthBetweenPrices(depth, "BUY", targetPrice);
if (depthQty < minDepth) { if (depthQty < minDepth) {
this.logThinDepthSkip("BUY", bps, depthQty, minDepth); this.logThinDepthSkip("BUY", bps, depthQty, minDepth);
} else { } else {
this.resetThinDepthSkip("BUY", bps); this.resetThinDepthSkip("BUY", bps);
desired.push({ desired.push({
side: "BUY", side: "BUY",
price: formatPriceToString(price, priceDecimals), price: formatPriceToString(targetPrice, priceDecimals),
amount, amount,
reduceOnly: false, reduceOnly: false,
}); });
@@ -780,7 +794,7 @@ export class MakerPointsEngine {
} else { } else {
desired.push({ desired.push({
side: "BUY", side: "BUY",
price: formatPriceToString(price, priceDecimals), price: formatPriceToString(targetPrice, priceDecimals),
amount, amount,
reduceOnly: false, reduceOnly: false,
}); });
@@ -788,17 +802,17 @@ export class MakerPointsEngine {
} }
} }
if (!skipSell) { if (!skipSell) {
const price = ask1 * (1 + bps / 10000); const targetPrice = this.normalizeDepthTargetPrice(ask1 * (1 + bps / 10000), priceDecimals);
if (Number.isFinite(price) && price > 0) { if (targetPrice != null) {
if (shouldCheckDepth) { if (shouldCheckDepth) {
const depthQty = getDepthBetweenPrices(depth, "SELL", price); const depthQty = getDepthBetweenPrices(depth, "SELL", targetPrice);
if (depthQty < minDepth) { if (depthQty < minDepth) {
this.logThinDepthSkip("SELL", bps, depthQty, minDepth); this.logThinDepthSkip("SELL", bps, depthQty, minDepth);
} else { } else {
this.resetThinDepthSkip("SELL", bps); this.resetThinDepthSkip("SELL", bps);
desired.push({ desired.push({
side: "SELL", side: "SELL",
price: formatPriceToString(price, priceDecimals), price: formatPriceToString(targetPrice, priceDecimals),
amount, amount,
reduceOnly: false, reduceOnly: false,
}); });
@@ -806,7 +820,7 @@ export class MakerPointsEngine {
} else { } else {
desired.push({ desired.push({
side: "SELL", side: "SELL",
price: formatPriceToString(price, priceDecimals), price: formatPriceToString(targetPrice, priceDecimals),
amount, amount,
reduceOnly: false, reduceOnly: false,
}); });
@@ -829,6 +843,7 @@ export class MakerPointsEngine {
): boolean { ): boolean {
const minDepth = this.config.filterMinDepth; const minDepth = this.config.filterMinDepth;
if (minDepth <= 0) return false; if (minDepth <= 0) return false;
const priceDecimals = this.getPriceDecimals();
// 获取启用的所有档位 // 获取启用的所有档位
const targets = buildBpsTargets({ const targets = buildBpsTargets({
@@ -840,11 +855,11 @@ export class MakerPointsEngine {
let changed = false; let changed = false;
for (const bps of targets) { for (const bps of targets) {
const buyPrice = bid1 * (1 - bps / 10000); const buyTargetPrice = this.normalizeDepthTargetPrice(bid1 * (1 - bps / 10000), priceDecimals);
const sellPrice = ask1 * (1 + bps / 10000); const sellTargetPrice = this.normalizeDepthTargetPrice(ask1 * (1 + bps / 10000), priceDecimals);
const buyDepthQty = getDepthBetweenPrices(depth, "BUY", buyPrice); const buyDepthQty = getDepthBetweenPrices(depth, "BUY", buyTargetPrice ?? 0);
const sellDepthQty = getDepthBetweenPrices(depth, "SELL", sellPrice); const sellDepthQty = getDepthBetweenPrices(depth, "SELL", sellTargetPrice ?? 0);
const currentBuyOk = buyDepthQty >= minDepth; const currentBuyOk = buyDepthQty >= minDepth;
const currentSellOk = sellDepthQty >= minDepth; const currentSellOk = sellDepthQty >= minDepth;
@@ -861,6 +876,62 @@ export class MakerPointsEngine {
return changed; return changed;
} }
/**
* 当深度从“满足阈值”切换到“不满足阈值”时，立即触发一次主循环，优先撤销不再安全的挂单。
*/
private shouldTriggerImmediateDepthProtection(depth: AsterDepth | null): boolean {
if (!depth) return false;
if (this.defenseMode || this.reconnectResetPending || this.stopLossProcessing) return false;
const minDepth = this.config.filterMinDepth;
if (minDepth <= 0) return false;
const { topBid, topAsk } = getTopPrices(depth);
if (topBid == null || topAsk == null) return false;
const targets = buildBpsTargets({
band0To10: this.config.enableBand0To10,
band10To30: this.config.enableBand10To30,
band30To100: this.config.enableBand30To100,
});
const priceDecimals = this.getPriceDecimals();
for (const bps of targets) {
const lastStatus = this.lastDepthOkStatus[bps];
if (!lastStatus) continue;
const buyTargetPrice = this.normalizeDepthTargetPrice(topBid * (1 - bps / 10000), priceDecimals);
const sellTargetPrice = this.normalizeDepthTargetPrice(topAsk * (1 + bps / 10000), priceDecimals);
const buyDepthQty = getDepthBetweenPrices(depth, "BUY", buyTargetPrice ?? 0);
const sellDepthQty = getDepthBetweenPrices(depth, "SELL", sellTargetPrice ?? 0);
const currentBuyOk = buyDepthQty >= minDepth;
const currentSellOk = sellDepthQty >= minDepth;
if (lastStatus.buy && !currentBuyOk) return true;
if (lastStatus.sell && !currentSellOk) return true;
}
return false;
}
/**
* 当盘口相对上次报价偏移超过 minRepriceBps 时，立即触发一次主循环，优先撤销旧报价。
*/
private shouldTriggerImmediateReprice(depth: AsterDepth | null): boolean {
if (!depth) return false;
if (this.defenseMode || this.reconnectResetPending || this.stopLossProcessing) return false;
const hasActiveEntryOrders = this.openOrders.some(
(order) => order.symbol === this.config.symbol && !order.reduceOnly && isOrderActiveStatus(order.status)
);
if (!hasActiveEntryOrders) return false;
const { topBid, topAsk } = getTopPrices(depth);
if (topBid == null || topAsk == null) return false;
return this.shouldReprice(topBid, topAsk);
}
private buildCloseOnlyOrders( private buildCloseOnlyOrders(
position: PositionSnapshot, position: PositionSnapshot,
bid1: number, bid1: number,
@@ -1297,6 +1368,13 @@ export class MakerPointsEngine {
return Math.max(0, Math.floor(raw + 1e-9)); return Math.max(0, Math.floor(raw + 1e-9));
} }
private normalizeDepthTargetPrice(price: number, priceDecimals: number): number | null {
if (!Number.isFinite(price) || price <= 0) return null;
const normalized = Number(formatPriceToString(price, priceDecimals));
if (!Number.isFinite(normalized) || normalized <= 0) return null;
return normalized;
}
private emitUpdate(): void { private emitUpdate(): void {
try { try {
const snapshot = this.buildSnapshot(); const snapshot = this.buildSnapshot();
@@ -1351,12 +1429,13 @@ export class MakerPointsEngine {
if (!this.depthSnapshot || topBid == null || topAsk == null) { if (!this.depthSnapshot || topBid == null || topAsk == null) {
return bands; return bands;
} }
const priceDecimals = this.getPriceDecimals();
return bands.map((band) => { return bands.map((band) => {
const buyPrice = topBid * (1 - band.bps / 10000); const buyTargetPrice = this.normalizeDepthTargetPrice(topBid * (1 - band.bps / 10000), priceDecimals);
const sellPrice = topAsk * (1 + band.bps / 10000); const sellTargetPrice = this.normalizeDepthTargetPrice(topAsk * (1 + band.bps / 10000), priceDecimals);
const buyDepth = getDepthBetweenPrices(this.depthSnapshot, "BUY", buyPrice); const buyDepth = getDepthBetweenPrices(this.depthSnapshot, "BUY", buyTargetPrice ?? 0);
const sellDepth = getDepthBetweenPrices(this.depthSnapshot, "SELL", sellPrice); const sellDepth = getDepthBetweenPrices(this.depthSnapshot, "SELL", sellTargetPrice ?? 0);
return { ...band, buyDepth, sellDepth }; return { ...band, buyDepth, sellDepth };
}); });
} }
@@ -1654,6 +1733,8 @@ export class MakerPointsEngine {
const now = Date.now(); const now = Date.now();
const standxDepthStale = this.lastStandxDepthTime > 0 && (now - this.lastStandxDepthTime) > DATA_STALE_THRESHOLD_MS; const standxDepthStale = this.lastStandxDepthTime > 0 && (now - this.lastStandxDepthTime) > DATA_STALE_THRESHOLD_MS;
const binanceStale = this.lastBinanceDepthTime > 0 && (now - this.lastBinanceDepthTime) > DATA_STALE_THRESHOLD_MS; const binanceStale = this.lastBinanceDepthTime > 0 && (now - this.lastBinanceDepthTime) > DATA_STALE_THRESHOLD_MS;
const binanceHealth = this.binanceDepth.getHealth();
const binanceUnhealthy = !binanceHealth.healthy;
const standxAccountAge = this.lastStandxAccountTime > 0 ? now - this.lastStandxAccountTime : 0; const standxAccountAge = this.lastStandxAccountTime > 0 ? now - this.lastStandxAccountTime : 0;
const standxAccountStaleByAge = this.lastStandxAccountTime > 0 && standxAccountAge > ACCOUNT_DATA_STALE_THRESHOLD_MS; const standxAccountStaleByAge = this.lastStandxAccountTime > 0 && standxAccountAge > ACCOUNT_DATA_STALE_THRESHOLD_MS;
@@ -1675,6 +1756,7 @@ export class MakerPointsEngine {
const shouldDefend = const shouldDefend =
standxDepthStale || standxDepthStale ||
binanceStale || binanceStale ||
binanceUnhealthy ||
standxAccountStale || standxAccountStale ||
accountInvalid || accountInvalid ||
standxRestUnhealthy || standxRestUnhealthy ||
@@ -1692,6 +1774,8 @@ export class MakerPointsEngine {
standxRestLastError: this.standxRestLastError, standxRestLastError: this.standxRestLastError,
marginModeNotIsolated, marginModeNotIsolated,
marginMode, marginMode,
binanceUnhealthy,
binanceHealthReason: binanceHealth.reason,
standxDepthAge: this.lastStandxDepthTime > 0 ? now - this.lastStandxDepthTime : 0, standxDepthAge: this.lastStandxDepthTime > 0 ? now - this.lastStandxDepthTime : 0,
binanceAge: this.lastBinanceDepthTime > 0 ? now - this.lastBinanceDepthTime : 0, binanceAge: this.lastBinanceDepthTime > 0 ? now - this.lastBinanceDepthTime : 0,
standxAccountAge, standxAccountAge,
@@ -1710,6 +1794,8 @@ export class MakerPointsEngine {
private enterDefenseMode(staleInfo: { private enterDefenseMode(staleInfo: {
standxDepthStale: boolean; standxDepthStale: boolean;
binanceStale: boolean; binanceStale: boolean;
binanceUnhealthy?: boolean;
binanceHealthReason?: string | null;
standxAccountStale: boolean; standxAccountStale: boolean;
accountInvalid: boolean; accountInvalid: boolean;
standxRestUnhealthy: boolean; standxRestUnhealthy: boolean;
@@ -1744,8 +1830,13 @@ export class MakerPointsEngine {
if (staleInfo.binanceStale) { if (staleInfo.binanceStale) {
staleItems.push(`Binance深度(${Math.round(staleInfo.binanceAge / 1000)}s)`); staleItems.push(`Binance深度(${Math.round(staleInfo.binanceAge / 1000)}s)`);
} }
if (staleInfo.binanceUnhealthy && staleInfo.binanceHealthReason) {
staleItems.push(`Binance簿记异常(${staleInfo.binanceHealthReason})`);
}
this.tradeLog.push("warn", `数据过时检测: ${staleItems.join(", ")}，进入防御模式`); const staleSummary = staleItems.length > 0 ? staleItems.join(", ") : "unknown";
this.tradeLog.push("warn", `数据过时检测: ${staleSummary}，进入防御模式`);
// 发送通知 // 发送通知
if (!this.defenseModeNotified) { if (!this.defenseModeNotified) {
@@ -1754,7 +1845,7 @@ export class MakerPointsEngine {
level: "warn", level: "warn",
symbol: this.config.symbol, symbol: this.config.symbol,
title: "防御模式", title: "防御模式",
message: `数据推送中断: ${staleItems.join(", ")}，已取消所有挂单`, message: `数据推送中断: ${staleSummary}，已取消所有挂单`,
details: staleInfo, details: staleInfo,
}); });
this.defenseModeNotified = true; this.defenseModeNotified = true;
src/ui/MakerPointsApp.tsx
+1
View File
@@ -162,6 +162,7 @@ export function MakerPointsApp({ onExit }: MakerPointsAppProps) {
{t("makerPoints.binanceLine", { {t("makerPoints.binanceLine", {
buy: formatNumber(snapshot.binanceDepth?.buySum ?? 0, 4), buy: formatNumber(snapshot.binanceDepth?.buySum ?? 0, 4),
sell: formatNumber(snapshot.binanceDepth?.sellSum ?? 0, 4), sell: formatNumber(snapshot.binanceDepth?.sellSum ?? 0, 4),
windowBps: snapshot.binanceDepth?.windowBps ?? 5,
status: imbalanceLabel, status: imbalanceLabel,
})} })}
</Text> </Text>
tests/binance-depth-health-integration.test.ts
+172
View File
@@ -0,0 +1,172 @@
import { afterEach, describe, expect, it, vi } from "vitest";
import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
const ORIGINAL_FETCH = globalThis.fetch;
class StubAdapter implements ExchangeAdapter {
id = "standx";
supportsTrailingStops(): boolean {
return false;
}
watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {}
watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
async createOrder(): Promise<AsterOrder> {
throw new Error("not implemented");
}
async cancelOrder(): Promise<void> {}
async cancelOrders(): Promise<void> {}
async cancelAllOrders(): Promise<void> {}
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
return {
canTrade: true,
canDeposit: true,
canWithdraw: true,
updateTime: Date.now(),
totalWalletBalance: "0",
totalUnrealizedProfit: "0",
positions: [],
assets: [],
marketType: "perp",
};
}
}
afterEach(() => {
globalThis.fetch = ORIGINAL_FETCH;
vi.restoreAllMocks();
vi.useRealTimers();
});
describe("MakerPointsEngine Binance depth health defense", () => {
it("enters defense mode when Binance depth tracker is unhealthy", () => {
vi.useFakeTimers();
globalThis.fetch = vi.fn(async () => {
throw new Error("network blocked in test");
}) as any;
const engine = new MakerPointsEngine(
{
symbol: "BTC-USD",
perOrderAmount: 0.01,
closeThreshold: 0,
stopLossUsd: 1,
refreshIntervalMs: 500,
maxLogEntries: 20,
maxCloseSlippagePct: 0.05,
priceTick: 0.1,
qtyStep: 0.001,
enableBand0To10: true,
enableBand10To30: false,
enableBand30To100: false,
band0To10Amount: 0.01,
band10To30Amount: 0.01,
band30To100Amount: 0.01,
minRepriceBps: 3,
enableBinanceDepthCancel: true,
filterMinDepth: 0,
},
new StubAdapter()
);
const now = Date.now();
(engine as any).lastStandxDepthTime = now;
(engine as any).lastStandxAccountTime = now;
(engine as any).lastBinanceDepthTime = now;
(engine as any).binanceDepth = {
getHealth: () => ({
started: true,
connected: true,
orderBookReady: false,
restHealthy: false,
healthy: false,
reason: "orderbook_not_ready",
lastEventAt: now,
lastSnapshotAt: 0,
lastRestSyncAt: 0,
localLastUpdateId: 0,
}),
stop: () => {},
};
(engine as any).checkDataStaleAndDefense();
expect((engine as any).defenseMode).toBe(true);
const logs = ((engine as any).tradeLog.all() as Array<{ detail: string }>).map((entry) => entry.detail);
expect(logs.some((detail) => detail.includes("Binance簿记异常(orderbook_not_ready)"))).toBe(true);
engine.stop();
});
it("exits defense mode after Binance depth health recovers", () => {
vi.useFakeTimers();
globalThis.fetch = vi.fn(async () => {
throw new Error("network blocked in test");
}) as any;
const engine = new MakerPointsEngine(
{
symbol: "BTC-USD",
perOrderAmount: 0.01,
closeThreshold: 0,
stopLossUsd: 1,
refreshIntervalMs: 500,
maxLogEntries: 20,
maxCloseSlippagePct: 0.05,
priceTick: 0.1,
qtyStep: 0.001,
enableBand0To10: true,
enableBand10To30: false,
enableBand30To100: false,
band0To10Amount: 0.01,
band10To30Amount: 0.01,
band30To100Amount: 0.01,
minRepriceBps: 3,
enableBinanceDepthCancel: true,
filterMinDepth: 0,
},
new StubAdapter()
);
const now = Date.now();
(engine as any).lastStandxDepthTime = now;
(engine as any).lastStandxAccountTime = now;
(engine as any).lastBinanceDepthTime = now;
let unhealthy = true;
(engine as any).binanceDepth = {
getHealth: () => ({
started: true,
connected: true,
orderBookReady: !unhealthy,
restHealthy: !unhealthy,
healthy: !unhealthy,
reason: unhealthy ? "orderbook_not_ready" : null,
lastEventAt: now,
lastSnapshotAt: now,
lastRestSyncAt: now,
localLastUpdateId: unhealthy ? 0 : 100,
}),
stop: () => {},
};
(engine as any).checkDataStaleAndDefense();
expect((engine as any).defenseMode).toBe(true);
unhealthy = false;
(engine as any).checkDataStaleAndDefense();
expect((engine as any).defenseMode).toBe(false);
engine.stop();
});
});
tests/config-inline-comments.test.ts
+4 -1
View File
@@ -28,10 +28,14 @@ describe("config env parsing", () => {
process.env.EXCHANGE = "standx"; process.env.EXCHANGE = "standx";
process.env.MAKER_POINTS_STOP_LOSS_USD = "1 # comment"; process.env.MAKER_POINTS_STOP_LOSS_USD = "1 # comment";
process.env.MAKER_POINTS_CLOSE_THRESHOLD = "2 ; comment"; process.env.MAKER_POINTS_CLOSE_THRESHOLD = "2 ; comment";
process.env.MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS = "6 # comment";
process.env.MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO = "9 ; comment";
const { makerPointsConfig } = await loadConfig(); const { makerPointsConfig } = await loadConfig();
expect(makerPointsConfig.stopLossUsd).toBe(1); expect(makerPointsConfig.stopLossUsd).toBe(1);
expect(makerPointsConfig.closeThreshold).toBe(2); expect(makerPointsConfig.closeThreshold).toBe(2);
expect(makerPointsConfig.binanceDepthWindowBps).toBe(6);
expect(makerPointsConfig.binanceDepthImbalanceRatio).toBe(9);
}); });
it("parses boolean maker-points env values with inline comments", async () => { it("parses boolean maker-points env values with inline comments", async () => {
@@ -42,4 +46,3 @@ describe("config env parsing", () => {
expect(makerPointsConfig.enableBand10To30).toBe(false); expect(makerPointsConfig.enableBand10To30).toBe(false);
}); });
}); });
tests/maker-points-binance-depth-config.test.ts
+109
View File
@@ -0,0 +1,109 @@
import { describe, expect, it } from "vitest";
import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
import { t } from "../src/i18n";
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
class StubAdapter implements ExchangeAdapter {
id = "standx";
supportsTrailingStops(): boolean {
return false;
}
watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {}
watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
async createOrder(): Promise<AsterOrder> {
throw new Error("not implemented");
}
async cancelOrder(): Promise<void> {}
async cancelOrders(): Promise<void> {}
async cancelAllOrders(): Promise<void> {}
}
describe("MakerPointsEngine Binance depth monitor config", () => {
it("uses default 3bps window and ratio 9", () => {
const engine = new MakerPointsEngine(
{
symbol: "BTC-USD",
perOrderAmount: 0.01,
closeThreshold: 0,
stopLossUsd: 1,
refreshIntervalMs: 500,
maxLogEntries: 20,
maxCloseSlippagePct: 0.05,
priceTick: 0.1,
qtyStep: 0.001,
enableBand0To10: true,
enableBand10To30: false,
enableBand30To100: false,
band0To10Amount: 0.01,
band10To30Amount: 0.01,
band30To100Amount: 0.01,
minRepriceBps: 3,
enableBinanceDepthCancel: true,
filterMinDepth: 0,
},
new StubAdapter()
);
const trackerOptions = ((engine as any).binanceDepth as { options?: { depthWindowBps?: number; ratio?: number } })
.options;
expect(trackerOptions?.depthWindowBps).toBe(3);
expect(trackerOptions?.ratio).toBe(9);
engine.stop();
});
it("uses configured window and ratio", () => {
const engine = new MakerPointsEngine(
{
symbol: "BTC-USD",
perOrderAmount: 0.01,
closeThreshold: 0,
stopLossUsd: 1,
refreshIntervalMs: 500,
maxLogEntries: 20,
maxCloseSlippagePct: 0.05,
priceTick: 0.1,
qtyStep: 0.001,
enableBand0To10: true,
enableBand10To30: false,
enableBand30To100: false,
band0To10Amount: 0.01,
band10To30Amount: 0.01,
band30To100Amount: 0.01,
minRepriceBps: 3,
enableBinanceDepthCancel: true,
binanceDepthWindowBps: 7,
binanceDepthImbalanceRatio: 11,
filterMinDepth: 0,
},
new StubAdapter()
);
const trackerOptions = ((engine as any).binanceDepth as { options?: { depthWindowBps?: number; ratio?: number } })
.options;
expect(trackerOptions?.depthWindowBps).toBe(7);
expect(trackerOptions?.ratio).toBe(11);
engine.stop();
});
it("renders binance depth line with dynamic window bps", () => {
const line = t(
"makerPoints.binanceLine",
{ windowBps: 5, buy: "1.23", sell: "1.11", status: "Balanced" },
"en"
);
expect(line).toContain("±5bps");
});
});
tests/maker-points-defense-rest.test.ts
+4
View File
@@ -94,6 +94,8 @@ describe("MakerPointsEngine defense-mode REST polling", () => {
(engine as any).enterDefenseMode({ (engine as any).enterDefenseMode({
standxDepthStale: true, standxDepthStale: true,
binanceStale: false, binanceStale: false,
binanceUnhealthy: false,
binanceHealthReason: null,
standxAccountStale: false, standxAccountStale: false,
accountInvalid: false, accountInvalid: false,
standxRestUnhealthy: false, standxRestUnhealthy: false,
@@ -146,6 +148,8 @@ describe("MakerPointsEngine defense-mode REST polling", () => {
(engine as any).enterDefenseMode({ (engine as any).enterDefenseMode({
standxDepthStale: true, standxDepthStale: true,
binanceStale: false, binanceStale: false,
binanceUnhealthy: false,
binanceHealthReason: null,
standxAccountStale: false, standxAccountStale: false,
accountInvalid: false, accountInvalid: false,
standxRestUnhealthy: false, standxRestUnhealthy: false,
tests/maker-points-immediate-depth-protection.test.ts
+97
View File
@@ -0,0 +1,97 @@
import { afterEach, describe, expect, it, vi } from "vitest";
import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
class StubAdapter implements ExchangeAdapter {
id = "standx";
private depthListeners: Array<(depth: AsterDepth) => void> = [];
supportsTrailingStops(): boolean {
return false;
}
watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void {
this.depthListeners.push(cb);
}
emitDepth(depth: AsterDepth): void {
for (const listener of this.depthListeners) {
listener(depth);
}
}
async createOrder(): Promise<AsterOrder> {
throw new Error("not implemented");
}
async cancelOrder(): Promise<void> {}
async cancelOrders(): Promise<void> {}
async cancelAllOrders(): Promise<void> {}
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
return null;
}
}
afterEach(() => {
vi.restoreAllMocks();
vi.useRealTimers();
});
describe("MakerPointsEngine immediate depth protection", () => {
it("triggers an immediate tick when depth drops below threshold", () => {
vi.useFakeTimers();
const adapter = new StubAdapter();
const engine = new MakerPointsEngine(
{
symbol: "BTC-USD",
perOrderAmount: 0.01,
closeThreshold: 0,
stopLossUsd: 1,
refreshIntervalMs: 10_000,
maxLogEntries: 20,
maxCloseSlippagePct: 0.05,
priceTick: 0.1,
qtyStep: 0.001,
enableBand0To10: true,
enableBand10To30: false,
enableBand30To100: false,
band0To10Amount: 0.01,
band10To30Amount: 0.01,
band30To100Amount: 0.01,
minRepriceBps: 3,
enableBinanceDepthCancel: false,
filterMinDepth: 10,
},
adapter
);
(engine as any).feedStatus = { account: true, depth: true, ticker: true, orders: true, binance: true };
(engine as any).initialOrderSnapshotReady = true;
(engine as any).defenseMode = false;
(engine as any).reconnectResetPending = false;
(engine as any).stopLossProcessing = false;
(engine as any).lastDepthOkStatus[9] = { buy: true, sell: true };
const tickSpy = vi.spyOn(engine as any, "tick").mockResolvedValue(undefined);
adapter.emitDepth({
lastUpdateId: 1,
bids: [["100", "1"]],
asks: [["101", "1"]],
eventTime: Date.now(),
symbol: "BTC-USD",
});
expect(tickSpy).toHaveBeenCalledTimes(1);
engine.stop();
});
});
tests/maker-points-immediate-reprice.test.ts
+116
View File
@@ -0,0 +1,116 @@
import { afterEach, describe, expect, it, vi } from "vitest";
import type { ExchangeAdapter } from "../src/exchanges/adapter";
import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
class StubAdapter implements ExchangeAdapter {
id = "standx";
private depthListeners: Array<(depth: AsterDepth) => void> = [];
supportsTrailingStops(): boolean {
return false;
}
watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void {
this.depthListeners.push(cb);
}
emitDepth(depth: AsterDepth): void {
for (const listener of this.depthListeners) {
listener(depth);
}
}
async createOrder(): Promise<AsterOrder> {
throw new Error("not implemented");
}
async cancelOrder(): Promise<void> {}
async cancelOrders(): Promise<void> {}
async cancelAllOrders(): Promise<void> {}
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
return null;
}
}
afterEach(() => {
vi.restoreAllMocks();
vi.useRealTimers();
});
describe("MakerPointsEngine immediate reprice", () => {
it("triggers an immediate tick when min reprice bps threshold is reached", () => {
vi.useFakeTimers();
const adapter = new StubAdapter();
const engine = new MakerPointsEngine(
{
symbol: "BTC-USD",
perOrderAmount: 0.01,
closeThreshold: 0,
stopLossUsd: 1,
refreshIntervalMs: 10_000,
maxLogEntries: 20,
maxCloseSlippagePct: 0.05,
priceTick: 0.1,
qtyStep: 0.001,
enableBand0To10: true,
enableBand10To30: false,
enableBand30To100: false,
band0To10Amount: 0.01,
band10To30Amount: 0.01,
band30To100Amount: 0.01,
minRepriceBps: 3,
enableBinanceDepthCancel: false,
filterMinDepth: 0,
},
adapter
);
(engine as any).feedStatus = { account: true, depth: true, ticker: true, orders: true, binance: true };
(engine as any).initialOrderSnapshotReady = true;
(engine as any).defenseMode = false;
(engine as any).reconnectResetPending = false;
(engine as any).stopLossProcessing = false;
(engine as any).lastQuoteBid1 = 100;
(engine as any).lastQuoteAsk1 = 101;
(engine as any).openOrders = [
{
orderId: 1,
clientOrderId: "entry-order",
symbol: "BTC-USD",
side: "BUY",
type: "LIMIT",
status: "NEW",
price: "99.0",
origQty: "0.01",
executedQty: "0",
stopPrice: "0",
time: Date.now(),
updateTime: Date.now(),
reduceOnly: false,
closePosition: false,
},
];
const tickSpy = vi.spyOn(engine as any, "tick").mockResolvedValue(undefined);
adapter.emitDepth({
lastUpdateId: 1,
bids: [["99.9", "1"]],
asks: [["100.9", "1"]],
eventTime: Date.now(),
symbol: "BTC-USD",
});
expect(tickSpy).toHaveBeenCalledTimes(1);
engine.stop();
});
});
tests/paradex-gateway.test.ts
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import { describe, expect, it, vi } from "vitest";
import { ParadexGateway } from "../src/exchanges/paradex/gateway";
describe("ParadexGateway createOrder", () => {
it("sets `size` for closePosition MARKET orders even when amount is omitted", async () => {
const createOrder = vi.fn(async (symbol, type, side, amount, price, params) => ({
id: "1",
symbol,
type,
side,
status: "open",
price: price ?? 0,
amount: amount ?? Number(params?.size ?? 0),
filled: 0,
stopPrice: undefined,
timestamp: Date.now(),
lastUpdateTimestamp: Date.now(),
info: {
reduceOnly: params?.reduceOnly,
closePosition: params?.closePosition,
},
}));
const gateway = new ParadexGateway({
symbol: "BTC/USDC",
displaySymbol: "BTC/USDC",
privateKey: "test",
walletAddress: "test",
logger: () => {},
usePro: false,
}) as any;
gateway.exchange = { createOrder, markets: {}, symbols: [] };
gateway.initialized = true;
gateway.marketSymbol = "BTC/USDC";
await gateway.createOrder({
symbol: "BTC/USDC",
side: "SELL",
type: "MARKET",
quantity: 1.23,
reduceOnly: "true",
closePosition: "true",
});
expect(createOrder).toHaveBeenCalledTimes(1);
const [_symbol, _type, _side, amountArg, _price, extraParams] = createOrder.mock.calls[0]!;
expect(amountArg).toBeUndefined();
expect(extraParams).toMatchObject({
closePosition: true,
reduceOnly: true,
size: "1.23",
});
});
});
tests/price-depth-filter-boundary.test.ts
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import { describe, expect, it } from "vitest";
import { getDepthBetweenPrices } from "../src/utils/price";
import type { AsterDepth } from "../src/exchanges/types";
describe("getDepthBetweenPrices boundary", () => {
it("SELL side excludes quantity exactly at target price", () => {
const depth: AsterDepth = {
lastUpdateId: 1,
bids: [],
asks: [
["69345", "1"],
["69349", "2"],
["69350", "999"],
["69351", "3"],
],
};
const total = getDepthBetweenPrices(depth, "SELL", 69350);
expect(total).toBe(3); // 仅 69345 + 69349
});
it("BUY side excludes quantity exactly at target price", () => {
const depth: AsterDepth = {
lastUpdateId: 1,
bids: [
["69355", "1"],
["69351", "2"],
["69350", "999"],
["69349", "3"],
],
asks: [],
};
const total = getDepthBetweenPrices(depth, "BUY", 69350);
expect(total).toBe(3); // 仅 69355 + 69351
});
});