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@@ -36,3 +36,5 @@ report.[0-9]_.[0-9]_.[0-9]_.[0-9]_.json
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docs/
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.claude/
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.cursor/
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{
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"$schema": "./node_modules/oxlint/configuration_schema.json",
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"ignorePatterns": [
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"coverage/**",
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"data/**",
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"dist/**",
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"node_modules/**",
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]
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}
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|||||||
# Repository Guidelines
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# Repository Guidelines
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||||||
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||||||
## Project Structure & Module Organization
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## Package Manager
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||||||
The Bun entry point (`index.ts`) lives at the repo root for quick CLI smoke checks. All production code is under `src/`:
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||||||
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|
||||||
- `src/strategy/` gathers every live trading engine (`maker`, `offset-maker`, `trend`). Shared helpers for strategy wiring sit in `src/strategy/common/`.
|
**必须使用 Bun** — 本项目使用 Bun 作为包管理器和运行时。所有命令都必须用 bun 执行,**不要使用 npm、yarn 或 npx**。
|
||||||
- `src/core/` keeps order coordination plus shared libs used by multiple strategies.
|
|
||||||
- `src/exchanges/` exposes the adapters and REST/websocket clients.
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||||||
- `src/ui/` implements the Ink dashboards for each strategy (they remain independent dashboards).
|
|
||||||
- `src/logging/` contains the trade log helper.
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|
||||||
- `src/utils/` and `src/config.ts` hold cross-cutting utilities and runtime config.
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||||||
- `docs/` stores reference material, while `tests/` contains Vitest suites.
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||||||
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|
||||||
## Build, Test, and Development Commands
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## Project Structure
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||||||
- `bun install` – install dependencies.
|
|
||||||
- `bun run index.ts` – launch the CLI menu.
|
|
||||||
- `bun x vitest run` – execute the full test suite; `bun x vitest --watch` for incremental runs.
|
|
||||||
|
|
||||||
Strategy-specific scripts still execute through the CLI; there is no separate `legacy/` workspace.
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入口 `index.ts` 在仓库根目录,用于 CLI 启动。所有生产代码在 `src/` 下:
|
||||||
|
|
||||||
## Coding Style & Naming Conventions
|
```
|
||||||
Use modern TypeScript with ES modules, two-space indentation, and sorted imports (external → internal). Favor `camelCase` for variables/functions and `PascalCase` for classes/enums. Place new strategies under `src/strategy/`, shared utilities under `src/utils/` or `src/strategy/common/` when they only apply to strategies. Keep comments focused on non-obvious trading logic.
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src/
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||||||
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├── config.ts # 运行时配置(GridConfig、MakerPointsConfig 等)
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||||||
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├── runtime-errors.ts # 全局错误处理
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||||||
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├── index.tsx # Ink 渲染入口
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||||||
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├── cli/ # CLI 参数解析与策略启动
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||||||
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│ ├── args.ts
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│ ├── command-executor.ts
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||||||
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│ ├── command-parser.ts
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||||||
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│ ├── command-types.ts
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||||||
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│ └── strategy-runner.ts
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||||||
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├── core/ # 订单协调 + 共享库
|
||||||
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│ ├── order-coordinator.ts # 限价单/市价单统一下单(锁、去重、速率控制)
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||||||
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│ └── lib/
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||||||
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│ ├── order-plan.ts
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||||||
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│ ├── orders.ts
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||||||
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│ └── rate-limit.ts
|
||||||
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├── exchanges/ # 交易所适配器(每个子目录含 adapter/gateway/order)
|
||||||
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│ ├── adapter.ts # ExchangeAdapter 接口
|
||||||
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│ ├── adapter-utils.ts # 适配器工具函数
|
||||||
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│ ├── types.ts # CreateOrderParams、Order、AccountSnapshot 等公共类型
|
||||||
|
│ ├── order-schema.ts # BaseOrderIntent、LimitOrderIntent 等
|
||||||
|
│ ├── order-handlers.ts # 通用 order handler 工厂
|
||||||
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│ ├── order-router.ts # 按交易所分发订单处理
|
||||||
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│ ├── create-adapter.ts # 工厂函数
|
||||||
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│ ├── resolve-from-env.ts
|
||||||
|
│ ├── dry-run-adapter.ts # 模拟适配器
|
||||||
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│ ├── aster/ # Aster 交易所
|
||||||
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│ ├── backpack/ # Backpack 交易所
|
||||||
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│ ├── binance/ # Binance 交易所(CCXT)
|
||||||
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│ ├── grvt/ # GRVT 交易所
|
||||||
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│ ├── lighter/ # Lighter 交易所(含签名/nonce/字节处理)
|
||||||
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│ ├── nado/ # Nado 交易所
|
||||||
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│ ├── paradex/ # Paradex 交易所
|
||||||
|
│ └── standx/ # StandX 交易所
|
||||||
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├── strategy/ # 所有策略引擎
|
||||||
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│ ├── maker-engine.ts # Maker 做市策略
|
||||||
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│ ├── maker-points-engine.ts # MakerPoints 积分做市策略
|
||||||
|
│ ├── maker-points-logic.ts # MakerPoints 纯逻辑(可单独测试)
|
||||||
|
│ ├── offset-maker-engine.ts # 偏移做市策略
|
||||||
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│ ├── trend-engine.ts # 趋势跟踪策略
|
||||||
|
│ ├── grid-engine.ts # 网格交易策略(LevelState + clientOrderId 恢复)
|
||||||
|
│ ├── basis-arb-engine.ts # 基差套利策略
|
||||||
|
│ ├── swing-engine.ts # 波段交易策略
|
||||||
|
│ ├── swing-logic.ts # 波段纯逻辑
|
||||||
|
│ ├── guardian-engine.ts # 监控守护策略
|
||||||
|
│ ├── liquidity-maker-engine.ts # 流动性做市策略
|
||||||
|
│ └── common/ # 策略共享辅助
|
||||||
|
│ ├── binance-depth.ts # Binance 深度分析
|
||||||
|
│ ├── binance-rsi.ts # Binance RSI 指标
|
||||||
|
│ ├── event-emitter.ts # 策略事件发射器
|
||||||
|
│ ├── grid-storage.ts # 网格状态磁盘持久化
|
||||||
|
│ ├── session-volume.ts # 会话成交量统计
|
||||||
|
│ └── subscriptions.ts # WebSocket 安全订阅
|
||||||
|
├── ui/ # Ink 仪表盘(每个策略独立 App)
|
||||||
|
│ ├── App.tsx
|
||||||
|
│ ├── GridApp.tsx
|
||||||
|
│ ├── MakerApp.tsx
|
||||||
|
│ ├── MakerPointsApp.tsx
|
||||||
|
│ ├── OffsetMakerApp.tsx
|
||||||
|
│ ├── TrendApp.tsx
|
||||||
|
│ ├── BasisApp.tsx
|
||||||
|
│ ├── SwingApp.tsx
|
||||||
|
│ ├── GuardianApp.tsx
|
||||||
|
│ ├── LiquidityMakerApp.tsx
|
||||||
|
│ └── components/
|
||||||
|
├── logging/ # 交易日志
|
||||||
|
│ └── trade-log.ts
|
||||||
|
├── notifications/ # Telegram 通知
|
||||||
|
│ ├── index.ts
|
||||||
|
│ ├── telegram.ts
|
||||||
|
│ └── types.ts
|
||||||
|
├── i18n/ # 国际化
|
||||||
|
│ └── index.ts
|
||||||
|
└── utils/ # 跨领域工具
|
||||||
|
├── math.ts, format.ts, price.ts, depth.ts
|
||||||
|
├── errors.ts, risk.ts, pnl.ts
|
||||||
|
├── strategy.ts, order-status.ts, security.ts
|
||||||
|
├── copyright.ts
|
||||||
|
└── standx-token-expiry.ts
|
||||||
|
```
|
||||||
|
|
||||||
## Testing Guidelines
|
辅助目录:
|
||||||
Vitest powers unit/integration tests. Co-locate new tests next to their subject using `<feature>.test.ts`. Strategies should have coverage for order lifecycle, risk guards, and websocket edge cases. Run `bun x vitest --watch` during development for fast feedback.
|
- `tests/` — Vitest 测试套件(大部分测试在此,少量与逻辑共处于 `src/`)
|
||||||
|
- `docs/` — 交易所 API 参考文档
|
||||||
|
- `scripts/` — 一次性脚本(密钥派生等)
|
||||||
|
- `skills/` — AI 助手技能配置
|
||||||
|
|
||||||
## Commit & Pull Request Guidelines
|
## Commands
|
||||||
Follow lightweight Conventional Commits (e.g. `feat: add hedging status panel`). Scope each commit to a single module or strategy. PRs should include:
|
|
||||||
- Summary of changes.
|
```bash
|
||||||
- Validation notes (commands run, environments touched).
|
bun install # 安装依赖
|
||||||
- Relevant logs or screenshots for behavior changes.
|
bun run dev # 启动 CLI 菜单(等同于 bun run index.ts)
|
||||||
Link issues/tasks when available.
|
bun run test # 执行全部测试(bun x vitest run)
|
||||||
|
bun x vitest --watch # 增量测试
|
||||||
|
bun x tsc --noEmit # 类型检查(无 typecheck 脚本,直接用 tsc)
|
||||||
|
bun run lint # oxlint 检查
|
||||||
|
bun run lint:fix # oxlint 自动修复
|
||||||
|
```
|
||||||
|
|
||||||
|
⚠️ **不要用 `bun test`** — 那是 Bun 内置 runner,不支持 `vi.resetModules()`、`vi.waitFor()` 等 Vitest API。必须用 `bun run test`。
|
||||||
|
|
||||||
|
## Coding Style
|
||||||
|
|
||||||
|
- 现代 TypeScript + ES modules,严格模式(`strict: true`)
|
||||||
|
- 两空格缩进,imports 按 external → internal 排序
|
||||||
|
- 变量/函数用 `camelCase`,类/枚举用 `PascalCase`
|
||||||
|
- 新策略放 `src/strategy/`,策略共享工具放 `src/strategy/common/`
|
||||||
|
- 跨领域工具放 `src/utils/`
|
||||||
|
- 注释只写非显而易见的交易逻辑
|
||||||
|
- JSX 用于 Ink UI 组件(`react-jsx`)
|
||||||
|
|
||||||
|
## Testing
|
||||||
|
|
||||||
|
Vitest 驱动所有测试。测试文件两种位置:
|
||||||
|
- `tests/<feature>.test.ts` — 大部分测试
|
||||||
|
- `src/<module>/<feature>.test.ts` — 纯逻辑单元测试(如 `maker-points-logic.test.ts`、`swing-logic.test.ts`)
|
||||||
|
|
||||||
|
策略测试应覆盖:订单生命周期、风控守卫、WebSocket 边界情况、状态恢复。
|
||||||
|
|
||||||
|
## Commit Guidelines
|
||||||
|
|
||||||
|
Conventional Commits(`feat:` / `fix:` / `refactor:` / `test:`),每次提交作用域限单个模块或策略。
|
||||||
|
|
||||||
## Environment & Secrets
|
## Environment & Secrets
|
||||||
Duplicate `.env.example` to `.env` and populate API keys (Aster/GRVT) before running strategies. Do not commit secrets—use local `.env` or deployment secret managers. Rotate keys if they leak into logs or backups.
|
|
||||||
|
复制 `.env.example` 为 `.env` 填入 API 密钥。**不要读取、打印或提交 `.env` 和任何密钥。** 泄露立即轮换。
|
||||||
|
|
||||||
|
## Safety
|
||||||
|
|
||||||
|
- 永远不要读取、运行、打印或访问 `.env` 或任何 secrets
|
||||||
|
- 代码中遇到项目依赖时,先查版本再查文档,避免过时知识导致错误
|
||||||
|
|||||||
@@ -1,12 +0,0 @@
|
|||||||
# RitMEX Bot - Claude Instructions
|
|
||||||
|
|
||||||
## Package Manager
|
|
||||||
|
|
||||||
**必须使用 Bun** - 这个项目使用 Bun 作为包管理器和运行时。所有能用 bun 执行的命令都必须使用 bun:
|
|
||||||
|
|
||||||
- 安装依赖: `bun install`
|
|
||||||
- 运行脚本: `bun run <script>`
|
|
||||||
- 执行测试: `bun test`
|
|
||||||
- 类型检查: `bun run typecheck`
|
|
||||||
|
|
||||||
**不要使用 npm、yarn 或 npx**
|
|
||||||
@@ -8,18 +8,10 @@ A Bun-powered multi-exchange perpetuals workstation that ships an SMA30 trend en
|
|||||||
|
|
||||||
基于 Bun 的多交易所永续合约量化终端,内置趋势跟随(SMA30)、Guardian 防守与做市策略,支持快速恢复、实时行情订阅、日志追踪与 CLI 仪表盘。
|
基于 Bun 的多交易所永续合约量化终端,内置趋势跟随(SMA30)、Guardian 防守与做市策略,支持快速恢复、实时行情订阅、日志追踪与 CLI 仪表盘。
|
||||||
|
|
||||||
## CLI 命令模式(ritmex-bot)
|
|
||||||
`ritmex-bot` 支持 Agent 友好的结构化命令调用,覆盖交易所能力查询、行情、账户、仓位、下单、撤单与策略启动。
|
|
||||||
|
|
||||||
- 保持现有环境变量体系,不新增也不改名,只读取当前执行环境中的变量。
|
|
||||||
- `--symbol` 原样透传,不对交易对做统一改写。
|
|
||||||
- 支持 `--dry-run` 模拟执行与 `--json` 结构化输出,便于自动化系统集成。
|
|
||||||
|
|
||||||
完整文档请见:[ritmex-bot CLI 使用手册(中文)](docs/cli-guide.md)
|
|
||||||
|
|
||||||
如果您希望获取优惠并支持本项目,请考虑使用以下注册链接:
|
如果您希望获取优惠并支持本项目,请考虑使用以下注册链接:
|
||||||
|
|
||||||
* [Lighter 手续费优惠注册链接](https://app.lighter.xyz/?referral=111909FA)
|
* [Lighter 手续费优惠注册链接](https://app.lighter.xyz/?referral=111909FA)
|
||||||
|
* [Ondo Perps 邀请注册链接](https://app.ondoperps.xyz/?ref=4A3ACQ)
|
||||||
* [Aster 手续费优惠注册链接](https://www.asterdex.com/zh-CN/referral/4665f3)
|
* [Aster 手续费优惠注册链接](https://www.asterdex.com/zh-CN/referral/4665f3)
|
||||||
* [StandX 手续费优惠注册链接](https://standx.com/referral?code=xingxingjun)
|
* [StandX 手续费优惠注册链接](https://standx.com/referral?code=xingxingjun)
|
||||||
* [Binance 手续费优惠注册链接](https://www.binance.com/join?ref=KNKCA9XC)
|
* [Binance 手续费优惠注册链接](https://www.binance.com/join?ref=KNKCA9XC)
|
||||||
@@ -29,12 +21,29 @@ A Bun-powered multi-exchange perpetuals workstation that ships an SMA30 trend en
|
|||||||
* [edgex 手续费优惠注册链接](https://pro.edgex.exchange/referral/BULL)
|
* [edgex 手续费优惠注册链接](https://pro.edgex.exchange/referral/BULL)
|
||||||
* [Paradex 手续费优惠注册链接](https://paradex.io/ref/xingxingjun)
|
* [Paradex 手续费优惠注册链接](https://paradex.io/ref/xingxingjun)
|
||||||
* [Apex 手续费优惠注册链接](https://join.omni.apex.exchange/SEA)
|
* [Apex 手续费优惠注册链接](https://join.omni.apex.exchange/SEA)
|
||||||
|
* [Hyperliquid 邀请注册链接](https://app.hyperliquid.xyz/join/RITMEX)
|
||||||
|
|
||||||
|
## CLI 命令模式(ritmex-bot)
|
||||||
|
`ritmex-bot` 支持 Agent 友好的结构化命令调用,覆盖交易所能力查询、行情、账户、仓位、下单、撤单与策略启动。
|
||||||
|
|
||||||
|
- 保持现有环境变量体系,不新增也不改名,只读取当前执行环境中的变量。
|
||||||
|
- `--symbol` 原样透传,不对交易对做统一改写。
|
||||||
|
- 支持 `--dry-run` 模拟执行与 `--json` 结构化输出,便于自动化系统集成。
|
||||||
|
|
||||||
|
### 安装当前项目 Skill(skills add)
|
||||||
|
```bash
|
||||||
|
npx skills add https://github.com/discountry/ritmex-bot --skill use-ritmex-bot
|
||||||
|
```
|
||||||
|
如需指定分支,可追加 `--ref <branch-or-tag>`。
|
||||||
|
|
||||||
|
完整文档请见:[ritmex-bot CLI 使用手册(中文)](cli-guide.md)
|
||||||
|
|
||||||
## 文档索引
|
## 文档索引
|
||||||
- [ritmex-bot CLI 使用手册(中文)](docs/cli-guide.md)
|
- [ritmex-bot CLI 使用手册(中文)](cli-guide.md)
|
||||||
- [ritmex-bot CLI User Guide (English)](docs/cli-guide.en.md)
|
- [ritmex-bot CLI User Guide (English)](cli-guide.en.md)
|
||||||
- [简明上手指南(零基础)](simple-readme.md)
|
- [简明上手指南(零基础)](simple-readme.md)
|
||||||
- [基础网格策略使用教程](grid-trading.md)
|
- [基础网格策略使用教程](grid-trading.md)
|
||||||
|
- [Ondo Perps 接入说明](docs/ondoperps/README.md)
|
||||||
|
|
||||||
## 核心特性
|
## 核心特性
|
||||||
- **实时行情与风控**:Websocket + REST 自动同步账户、挂单与仓位,断线后自动恢复。
|
- **实时行情与风控**:Websocket + REST 自动同步账户、挂单与仓位,断线后自动恢复。
|
||||||
@@ -53,6 +62,7 @@ A Bun-powered multi-exchange perpetuals workstation that ships an SMA30 trend en
|
|||||||
| Backpack | USDC 永续 | `BACKPACK_API_KEY`, `BACKPACK_API_SECRET`, `BACKPACK_PASSWORD` | `BACKPACK_SANDBOX=true` 启用沙盒
|
| Backpack | USDC 永续 | `BACKPACK_API_KEY`, `BACKPACK_API_SECRET`, `BACKPACK_PASSWORD` | `BACKPACK_SANDBOX=true` 启用沙盒
|
||||||
| Paradex | StarkEx 永续 | `PARADEX_PRIVATE_KEY`, `PARADEX_WALLET_ADDRESS` | `PARADEX_SANDBOX=true` 使用测试网
|
| Paradex | StarkEx 永续 | `PARADEX_PRIVATE_KEY`, `PARADEX_WALLET_ADDRESS` | `PARADEX_SANDBOX=true` 使用测试网
|
||||||
| Nado | USDC 永续 | `NADO_SIGNER_PRIVATE_KEY`, `NADO_SUBACCOUNT_OWNER` | `NADO_ENV` 可切换 `inkMainnet`/`inkTestnet`
|
| Nado | USDC 永续 | `NADO_SIGNER_PRIVATE_KEY`, `NADO_SUBACCOUNT_OWNER` | `NADO_ENV` 可切换 `inkMainnet`/`inkTestnet`
|
||||||
|
| Ondo Perps | USD 加密资产/股票/商品永续 | `ONDOPERPS_API_KEY_ID`, `ONDOPERPS_API_SECRET` | API Key HMAC 鉴权;支持生产与沙盒环境
|
||||||
|
|
||||||
## 系统要求
|
## 系统要求
|
||||||
- Bun ≥ 1.2(需同时包含 `bun`、`bunx` 命令)
|
- Bun ≥ 1.2(需同时包含 `bun`、`bunx` 命令)
|
||||||
@@ -97,7 +107,7 @@ curl -fsSL https://github.com/discountry/ritmex-bot/raw/refs/heads/main/setup.sh
|
|||||||
|
|
||||||
| 变量 | 说明 |
|
| 变量 | 说明 |
|
||||||
| --- | --- |
|
| --- | --- |
|
||||||
| `EXCHANGE` | 选择交易所(`aster`/`binance`/`standx`/`grvt`/`lighter`/`backpack`/`paradex`/`nado`) |
|
| `EXCHANGE` | 选择交易所(`aster`/`binance`/`standx`/`grvt`/`lighter`/`backpack`/`paradex`/`nado`/`ondoperps`) |
|
||||||
| `TRADE_SYMBOL` | 交易对(默认 `BTCUSDT`) |
|
| `TRADE_SYMBOL` | 交易对(默认 `BTCUSDT`) |
|
||||||
| `TRADE_AMOUNT` | 单笔下单数量(标的资产计) |
|
| `TRADE_AMOUNT` | 单笔下单数量(标的资产计) |
|
||||||
| `LOSS_LIMIT` | 单笔最大亏损触发的强平额度(USDT) |
|
| `LOSS_LIMIT` | 单笔最大亏损触发的强平额度(USDT) |
|
||||||
@@ -154,6 +164,17 @@ EXCHANGE=binance BINANCE_MARKET_TYPE=perp BINANCE_SYMBOL=BTCUSDT_PERP bun run in
|
|||||||
EXCHANGE=binance BINANCE_MARKET_TYPE=spot BINANCE_SYMBOL=BTCUSDT bun run index.ts --strategy grid
|
EXCHANGE=binance BINANCE_MARKET_TYPE=spot BINANCE_SYMBOL=BTCUSDT bun run index.ts --strategy grid
|
||||||
```
|
```
|
||||||
|
|
||||||
|
### Ondo Perps
|
||||||
|
1. 使用[邀请链接](https://app.ondoperps.xyz/?ref=4A3ACQ)注册并在账户页面创建具备交易权限的 API Key。
|
||||||
|
2. 设置 `EXCHANGE=ondoperps`,填写 `ONDOPERPS_API_KEY_ID` 与 `ONDOPERPS_API_SECRET`。
|
||||||
|
3. 设置官方市场格式的 `ONDOPERPS_SYMBOL`,默认 `BTC-USD.P`;其他示例包括 `XAU-USD.P` 与 `NVDA-USD.P`。
|
||||||
|
4. 沙盒环境设置 `ONDOPERPS_SANDBOX=true`;自定义端点可使用 `ONDOPERPS_BASE_URL` 与 `ONDOPERPS_WS_URL`。
|
||||||
|
5. Builder 接入可选配置 `ONDOPERPS_BUILDER_CODE` 与 `ONDOPERPS_BUILDER_FEE_RATE_BPS`,费率上限为 10 bps。
|
||||||
|
|
||||||
|
兼容配置:`ondoperp` 可作为 `ondoperps` 的交易所别名,旧 `ONDOPERP_*` 环境变量前缀继续生效。
|
||||||
|
|
||||||
|
适配器使用 REST HMAC 签名执行下单、撤单和账户查询,通过 WebSocket 接收深度、标记价、K 线、订单、仓位与余额更新。仓位级止损映射为统一的 `STOP_MARKET` 订单。官方接入索引:[Ondo Perps llms.txt](https://ondoperps.mintlify.app/llms.txt)。
|
||||||
|
|
||||||
### StandX
|
### StandX
|
||||||
|
|
||||||
* [StandX 做市策略教程](docs/standx/maker-points-guide.md)
|
* [StandX 做市策略教程](docs/standx/maker-points-guide.md)
|
||||||
@@ -220,6 +241,8 @@ EXCHANGE=binance BINANCE_MARKET_TYPE=spot BINANCE_SYMBOL=BTCUSDT bun run index.t
|
|||||||
bun run index.ts # 启动 CLI(默认入口)
|
bun run index.ts # 启动 CLI(默认入口)
|
||||||
bun run start # 等价于运行 index.ts
|
bun run start # 等价于运行 index.ts
|
||||||
bun run dev # 调试模式
|
bun run dev # 调试模式
|
||||||
|
bun run lint # 执行 Oxlint 检查
|
||||||
|
bun run lint:fix # 自动修复可安全修复的问题
|
||||||
bun x vitest run # 执行全部测试
|
bun x vitest run # 执行全部测试
|
||||||
```
|
```
|
||||||
|
|
||||||
@@ -286,6 +309,8 @@ bun run pm2:start:offset
|
|||||||
## 测试
|
## 测试
|
||||||
项目使用 Vitest:
|
项目使用 Vitest:
|
||||||
```bash
|
```bash
|
||||||
|
bun run lint
|
||||||
|
bun run lint:fix
|
||||||
bun run test
|
bun run test
|
||||||
bun x vitest --watch
|
bun x vitest --watch
|
||||||
```
|
```
|
||||||
|
|||||||
+37
-12
@@ -4,18 +4,10 @@
|
|||||||
|
|
||||||
A Bun-powered multi-exchange perpetuals workstation that ships an SMA30 trend engine, a Guardian stop sentinel, and two market-making modes. It offers instant restarts, realtime market data, structured logging, and an Ink-based CLI dashboard.
|
A Bun-powered multi-exchange perpetuals workstation that ships an SMA30 trend engine, a Guardian stop sentinel, and two market-making modes. It offers instant restarts, realtime market data, structured logging, and an Ink-based CLI dashboard.
|
||||||
|
|
||||||
## CLI Command Mode (`ritmex-bot`)
|
|
||||||
`ritmex-bot` provides an agent-friendly command interface for exchange capability checks, market data, account/position queries, order operations, and strategy execution.
|
|
||||||
|
|
||||||
- It keeps the current environment-variable system intact: no renaming and no new required keys.
|
|
||||||
- `--symbol` is passed through exactly as provided (no symbol normalization).
|
|
||||||
- It supports `--dry-run` simulation and `--json` structured output for automation.
|
|
||||||
|
|
||||||
Full guide: [ritmex-bot CLI User Guide (English)](docs/cli-guide.en.md)
|
|
||||||
|
|
||||||
If you'd like to support this project and get fee discounts, please consider using these referral links:
|
If you'd like to support this project and get fee discounts, please consider using these referral links:
|
||||||
|
|
||||||
* [Lighter referral link](https://app.lighter.xyz/?referral=111909FA)
|
* [Lighter referral link](https://app.lighter.xyz/?referral=111909FA)
|
||||||
|
* [Ondo Perps invite link](https://app.ondoperps.xyz/?ref=4A3ACQ)
|
||||||
* [Aster referral link](https://www.asterdex.com/en/referral/4665f3)
|
* [Aster referral link](https://www.asterdex.com/en/referral/4665f3)
|
||||||
* [StandX referral link](https://standx.com/referral?code=xingxingjun)
|
* [StandX referral link](https://standx.com/referral?code=xingxingjun)
|
||||||
* [Binance referral link](https://www.binance.com/join?ref=KNKCA9XC)
|
* [Binance referral link](https://www.binance.com/join?ref=KNKCA9XC)
|
||||||
@@ -25,12 +17,29 @@ If you'd like to support this project and get fee discounts, please consider usi
|
|||||||
* [edgex referral link](https://pro.edgex.exchange/referral/BULL)
|
* [edgex referral link](https://pro.edgex.exchange/referral/BULL)
|
||||||
* [Paradex referral link](https://paradex.io/ref/xingxingjun)
|
* [Paradex referral link](https://paradex.io/ref/xingxingjun)
|
||||||
* [Apex referral link](https://join.omni.apex.exchange/SEA)
|
* [Apex referral link](https://join.omni.apex.exchange/SEA)
|
||||||
|
* [Hyperliquid invite link](https://app.hyperliquid.xyz/join/RITMEX)
|
||||||
|
|
||||||
|
## CLI Command Mode (`ritmex-bot`)
|
||||||
|
`ritmex-bot` provides an agent-friendly command interface for exchange capability checks, market data, account/position queries, order operations, and strategy execution.
|
||||||
|
|
||||||
|
- It keeps the current environment-variable system intact: no renaming and no new required keys.
|
||||||
|
- `--symbol` is passed through exactly as provided (no symbol normalization).
|
||||||
|
- It supports `--dry-run` simulation and `--json` structured output for automation.
|
||||||
|
|
||||||
|
### Install This Project Skill (`skills add`)
|
||||||
|
```bash
|
||||||
|
npx skills add https://github.com/discountry/ritmex-bot --skill use-ritmex-bot
|
||||||
|
```
|
||||||
|
If you need a specific branch/tag, append `--ref <branch-or-tag>`.
|
||||||
|
|
||||||
|
Full guide: [ritmex-bot CLI User Guide (English)](cli-guide.en.md)
|
||||||
|
|
||||||
## Documentation Map
|
## Documentation Map
|
||||||
- [ritmex-bot CLI User Guide (English)](docs/cli-guide.en.md)
|
- [ritmex-bot CLI User Guide (English)](cli-guide.en.md)
|
||||||
- [ritmex-bot CLI 使用手册(中文)](docs/cli-guide.md)
|
- [ritmex-bot CLI 使用手册(中文)](cli-guide.md)
|
||||||
- [Beginner-friendly Quick Start](simple-readme.md)
|
- [Beginner-friendly Quick Start](simple-readme.md)
|
||||||
- [Grid Trading Strategy Guide](grid-trading.md)
|
- [Grid Trading Strategy Guide](grid-trading.md)
|
||||||
|
- [Ondo Perps Integration Guide](docs/ondoperps/README.md)
|
||||||
|
|
||||||
## Highlights
|
## Highlights
|
||||||
- **Live data & risk sync** via websockets with REST fallbacks and full reconciliation on restart.
|
- **Live data & risk sync** via websockets with REST fallbacks and full reconciliation on restart.
|
||||||
@@ -49,6 +58,7 @@ If you'd like to support this project and get fee discounts, please consider usi
|
|||||||
| Backpack | USDC perpetuals | `BACKPACK_API_KEY`, `BACKPACK_API_SECRET`, `BACKPACK_PASSWORD` | Set `BACKPACK_SANDBOX=true` for the sandbox |
|
| Backpack | USDC perpetuals | `BACKPACK_API_KEY`, `BACKPACK_API_SECRET`, `BACKPACK_PASSWORD` | Set `BACKPACK_SANDBOX=true` for the sandbox |
|
||||||
| Paradex | StarkEx perpetuals | `PARADEX_PRIVATE_KEY`, `PARADEX_WALLET_ADDRESS` | Toggle `PARADEX_SANDBOX=true` for the testnet |
|
| Paradex | StarkEx perpetuals | `PARADEX_PRIVATE_KEY`, `PARADEX_WALLET_ADDRESS` | Toggle `PARADEX_SANDBOX=true` for the testnet |
|
||||||
| Nado | USDC perpetuals | `NADO_SIGNER_PRIVATE_KEY`, `NADO_SUBACCOUNT_OWNER` | Switch `NADO_ENV` between `inkMainnet` and `inkTestnet` |
|
| Nado | USDC perpetuals | `NADO_SIGNER_PRIVATE_KEY`, `NADO_SUBACCOUNT_OWNER` | Switch `NADO_ENV` between `inkMainnet` and `inkTestnet` |
|
||||||
|
| Ondo Perps | USD crypto/equity/commodity perpetuals | `ONDOPERPS_API_KEY_ID`, `ONDOPERPS_API_SECRET` | API-key HMAC authentication with production and sandbox endpoints |
|
||||||
|
|
||||||
## Requirements
|
## Requirements
|
||||||
- Bun >= 1.2 (both `bun` and `bunx` on PATH)
|
- Bun >= 1.2 (both `bun` and `bunx` on PATH)
|
||||||
@@ -93,7 +103,7 @@ The script installs Bun, project dependencies, collects Aster API credentials, g
|
|||||||
|
|
||||||
| Variable | Purpose |
|
| Variable | Purpose |
|
||||||
| --- | --- |
|
| --- | --- |
|
||||||
| `EXCHANGE` | Choose the venue (`aster` / `binance` / `standx` / `grvt` / `lighter` / `backpack` / `paradex` / `nado`) |
|
| `EXCHANGE` | Choose the venue (`aster` / `binance` / `standx` / `grvt` / `lighter` / `backpack` / `paradex` / `nado` / `ondoperps`) |
|
||||||
| `TRADE_SYMBOL` | Contract symbol (defaults to `BTCUSDT`) |
|
| `TRADE_SYMBOL` | Contract symbol (defaults to `BTCUSDT`) |
|
||||||
| `TRADE_AMOUNT` | Order size in base asset units |
|
| `TRADE_AMOUNT` | Order size in base asset units |
|
||||||
| `LOSS_LIMIT` | Max per-trade loss in USDT before forced close |
|
| `LOSS_LIMIT` | Max per-trade loss in USDT before forced close |
|
||||||
@@ -151,6 +161,17 @@ EXCHANGE=binance BINANCE_MARKET_TYPE=perp BINANCE_SYMBOL=BTCUSDT_PERP bun run in
|
|||||||
EXCHANGE=binance BINANCE_MARKET_TYPE=spot BINANCE_SYMBOL=BTCUSDT bun run index.ts --strategy grid
|
EXCHANGE=binance BINANCE_MARKET_TYPE=spot BINANCE_SYMBOL=BTCUSDT bun run index.ts --strategy grid
|
||||||
```
|
```
|
||||||
|
|
||||||
|
### Ondo Perps
|
||||||
|
1. Register through the [invite link](https://app.ondoperps.xyz/?ref=4A3ACQ) and create an API key with trading permissions from the account page.
|
||||||
|
2. Set `EXCHANGE=ondoperps`, `ONDOPERPS_API_KEY_ID`, and `ONDOPERPS_API_SECRET`.
|
||||||
|
3. Set `ONDOPERPS_SYMBOL` with the official market format. The default is `BTC-USD.P`; other examples include `XAU-USD.P` and `NVDA-USD.P`.
|
||||||
|
4. Use `ONDOPERPS_SANDBOX=true` for sandbox endpoints. `ONDOPERPS_BASE_URL` and `ONDOPERPS_WS_URL` provide explicit endpoint overrides.
|
||||||
|
5. Builder integrations can set `ONDOPERPS_BUILDER_CODE` and `ONDOPERPS_BUILDER_FEE_RATE_BPS`; the fee is capped at 10 bps.
|
||||||
|
|
||||||
|
Compatibility: `ondoperp` remains an exchange alias for `ondoperps`, and legacy `ONDOPERP_*` environment variables remain supported.
|
||||||
|
|
||||||
|
The adapter signs REST requests with the Ondo API-key HMAC scheme and consumes WebSocket depth, mark price, kline, order, position, and balance updates. Position-level stops map into the shared `STOP_MARKET` order contract. Official integration index: [Ondo Perps llms.txt](https://ondoperps.mintlify.app/llms.txt).
|
||||||
|
|
||||||
### StandX
|
### StandX
|
||||||
|
|
||||||
* [StandX Maker Points Strategy Guide](docs/standx/maker-points-guide.md)
|
* [StandX Maker Points Strategy Guide](docs/standx/maker-points-guide.md)
|
||||||
@@ -216,6 +237,8 @@ Please keep these credentials safe and do not share them with anyone.
|
|||||||
bun run index.ts # Launch the CLI (default entrypoint)
|
bun run index.ts # Launch the CLI (default entrypoint)
|
||||||
bun run start # Alias for bun run index.ts
|
bun run start # Alias for bun run index.ts
|
||||||
bun run dev # Development entrypoint
|
bun run dev # Development entrypoint
|
||||||
|
bun run lint # Run Oxlint checks
|
||||||
|
bun run lint:fix # Apply safe Oxlint fixes
|
||||||
bun x vitest run # Execute the full Vitest suite
|
bun x vitest run # Execute the full Vitest suite
|
||||||
```
|
```
|
||||||
|
|
||||||
@@ -282,6 +305,8 @@ Run `pm2 save` afterwards if you want the process list to survive reboots.
|
|||||||
## Testing
|
## Testing
|
||||||
Powered by Vitest:
|
Powered by Vitest:
|
||||||
```bash
|
```bash
|
||||||
|
bun run lint
|
||||||
|
bun run lint:fix
|
||||||
bun run test
|
bun run test
|
||||||
bun x vitest --watch
|
bun x vitest --watch
|
||||||
```
|
```
|
||||||
|
|||||||
@@ -5,26 +5,27 @@
|
|||||||
"": {
|
"": {
|
||||||
"name": "ritmex-bot",
|
"name": "ritmex-bot",
|
||||||
"dependencies": {
|
"dependencies": {
|
||||||
"@grvt/client": "^1.6.4",
|
"@grvt/client": "^1.6.27",
|
||||||
"@nadohq/client": "^0.1.0-alpha.41",
|
"@nadohq/client": "^0.1.0-alpha.51",
|
||||||
"@noble/ed25519": "^3.0.0",
|
"@noble/ed25519": "^3.0.0",
|
||||||
"axios": "^1.12.2",
|
"axios": "^1.13.6",
|
||||||
"bignumber.js": "^9.3.1",
|
"bignumber.js": "^10.0.2",
|
||||||
"ccxt": "^4.5.12",
|
"ccxt": "^4.5.40",
|
||||||
"dotenv": "^17.2.2",
|
"dotenv": "^17.3.1",
|
||||||
"ethereum-cryptography": "^2.1.3",
|
"ethereum-cryptography": "^3.2.0",
|
||||||
"ink": "^6.3.1",
|
"ink": "^6.8.0",
|
||||||
"react": "^19.1.1",
|
"react": "^19.2.4",
|
||||||
"trading-signals": "^7.4.3",
|
"trading-signals": "^7.4.3",
|
||||||
"viem": "^2.43.1",
|
"viem": "^2.46.3",
|
||||||
"ws": "^8.18.3",
|
"ws": "^8.19.0",
|
||||||
},
|
},
|
||||||
"devDependencies": {
|
"devDependencies": {
|
||||||
"@types/bun": "latest",
|
"@types/bun": "^1.3.9",
|
||||||
"vitest": "^3.2.4",
|
"oxlint": "^1.54.0",
|
||||||
|
"vitest": "^4.0.18",
|
||||||
},
|
},
|
||||||
"peerDependencies": {
|
"peerDependencies": {
|
||||||
"typescript": "^5",
|
"typescript": "^5.9.3",
|
||||||
},
|
},
|
||||||
},
|
},
|
||||||
},
|
},
|
||||||
@@ -85,27 +86,65 @@
|
|||||||
|
|
||||||
"@esbuild/win32-x64": ["@esbuild/win32-x64@0.25.10", "", { "os": "win32", "cpu": "x64" }, "sha512-9KpxSVFCu0iK1owoez6aC/s/EdUQLDN3adTxGCqxMVhrPDj6bt5dbrHDXUuq+Bs2vATFBBrQS5vdQ/Ed2P+nbw=="],
|
"@esbuild/win32-x64": ["@esbuild/win32-x64@0.25.10", "", { "os": "win32", "cpu": "x64" }, "sha512-9KpxSVFCu0iK1owoez6aC/s/EdUQLDN3adTxGCqxMVhrPDj6bt5dbrHDXUuq+Bs2vATFBBrQS5vdQ/Ed2P+nbw=="],
|
||||||
|
|
||||||
"@grvt/client": ["@grvt/client@1.6.25", "", { "dependencies": { "axios": "^1.13.2" } }, "sha512-LG3oZSJDq1Qz6mLiHDmg+v/Hp+Nd+yOp8GIvkBVyIdOcPVzuzC8UQD7IxvS+g5EfQQKLiKzXSjKLc39a11Uj1A=="],
|
"@grvt/client": ["@grvt/client@1.6.27", "", { "dependencies": { "axios": "^1.13.5" } }, "sha512-YUb7bsPPRNhZs/T+RGDBp/AKbegRHvjB8KXpTEAy5Dbf44RI00KoX9S/R12HzxLtS5rSblmcpD7hmCtDnlcN5Q=="],
|
||||||
|
|
||||||
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||||||
|
|
||||||
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||||||
|
|
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||||||
|
|
||||||
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|
||||||
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|
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"@rollup/rollup-android-arm-eabi": ["@rollup/rollup-android-arm-eabi@4.52.0", "", { "os": "android", "cpu": "arm" }, "sha512-VxDYCDqOaR7NXzAtvRx7G1u54d2kEHopb28YH/pKzY6y0qmogP3gG7CSiWsq9WvDFxOQMpNEyjVAHZFXfH3o/A=="],
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||||||
|
|
||||||
@@ -151,72 +190,64 @@
|
|||||||
|
|
||||||
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|
|
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|
||||||
|
|
||||||
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||||||
|
|
||||||
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||||||
|
|
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||||||
|
|
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|
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|
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|
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|
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|
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||||||
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||||||
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|
||||||
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||||||
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|
||||||
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|
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|
||||||
|
|
||||||
"@vitest/snapshot": ["@vitest/snapshot@3.2.4", "", { "dependencies": { "@vitest/pretty-format": "3.2.4", "magic-string": "^0.30.17", "pathe": "^2.0.3" } }, "sha512-dEYtS7qQP2CjU27QBC5oUOxLE/v5eLkGqPE0ZKEIDGMs4vKWe7IjgLOeauHsR0D5YuuycGRO5oSRXnwnmA78fQ=="],
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"@vitest/snapshot": ["@vitest/snapshot@4.0.18", "", { "dependencies": { "@vitest/pretty-format": "4.0.18", "magic-string": "^0.30.21", "pathe": "^2.0.3" } }, "sha512-PCiV0rcl7jKQjbgYqjtakly6T1uwv/5BQ9SwBLekVg/EaYeQFPiXcgrC2Y7vDMA8dM1SUEAEV82kgSQIlXNMvA=="],
|
||||||
|
|
||||||
"@vitest/spy": ["@vitest/spy@3.2.4", "", { "dependencies": { "tinyspy": "^4.0.3" } }, "sha512-vAfasCOe6AIK70iP5UD11Ac4siNUNJ9i/9PZ3NKx07sG6sUxeag1LWdNrMWeKKYBLlzuK+Gn65Yd5nyL6ds+nw=="],
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"@vitest/spy": ["@vitest/spy@4.0.18", "", {}, "sha512-cbQt3PTSD7P2OARdVW3qWER5EGq7PHlvE+QfzSC0lbwO+xnt7+XH06ZzFjFRgzUX//JmpxrCu92VdwvEPlWSNw=="],
|
||||||
|
|
||||||
"@vitest/utils": ["@vitest/utils@3.2.4", "", { "dependencies": { "@vitest/pretty-format": "3.2.4", "loupe": "^3.1.4", "tinyrainbow": "^2.0.0" } }, "sha512-fB2V0JFrQSMsCo9HiSq3Ezpdv4iYaXRG1Sx8edX3MwxfyNn83mKiGzOcH+Fkxt4MHxr3y42fQi1oeAInqgX2QA=="],
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"@vitest/utils": ["@vitest/utils@4.0.18", "", { "dependencies": { "@vitest/pretty-format": "4.0.18", "tinyrainbow": "^3.0.3" } }, "sha512-msMRKLMVLWygpK3u2Hybgi4MNjcYJvwTb0Ru09+fOyCXIgT5raYP041DRRdiJiI3k/2U6SEbAETB3YtBrUkCFA=="],
|
||||||
|
|
||||||
"abitype": ["abitype@1.2.3", "", { "peerDependencies": { "typescript": ">=5.0.4", "zod": "^3.22.0 || ^4.0.0" }, "optionalPeers": ["typescript", "zod"] }, "sha512-Ofer5QUnuUdTFsBRwARMoWKOH1ND5ehwYhJ3OJ/BQO+StkwQjHw0XyVh4vDttzHB7QOFhPHa/o413PJ82gU/Tg=="],
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"abitype": ["abitype@1.2.3", "", { "peerDependencies": { "typescript": ">=5.0.4", "zod": "^3.22.0 || ^4.0.0" }, "optionalPeers": ["typescript", "zod"] }, "sha512-Ofer5QUnuUdTFsBRwARMoWKOH1ND5ehwYhJ3OJ/BQO+StkwQjHw0XyVh4vDttzHB7QOFhPHa/o413PJ82gU/Tg=="],
|
||||||
|
|
||||||
"ansi-escapes": ["ansi-escapes@7.2.0", "", { "dependencies": { "environment": "^1.0.0" } }, "sha512-g6LhBsl+GBPRWGWsBtutpzBYuIIdBkLEvad5C/va/74Db018+5TZiyA26cZJAr3Rft5lprVqOIPxf5Vid6tqAw=="],
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"ansi-escapes": ["ansi-escapes@7.3.0", "", { "dependencies": { "environment": "^1.0.0" } }, "sha512-BvU8nYgGQBxcmMuEeUEmNTvrMVjJNSH7RgW24vXexN4Ven6qCvy4TntnvlnwnMLTVlcRQQdbRY8NKnaIoeWDNg=="],
|
||||||
|
|
||||||
"ansi-regex": ["ansi-regex@6.2.2", "", {}, "sha512-Bq3SmSpyFHaWjPk8If9yc6svM8c56dB5BAtW4Qbw5jHTwwXXcTLoRMkpDJp6VL0XzlWaCHTXrkFURMYmD0sLqg=="],
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"ansi-regex": ["ansi-regex@6.2.2", "", {}, "sha512-Bq3SmSpyFHaWjPk8If9yc6svM8c56dB5BAtW4Qbw5jHTwwXXcTLoRMkpDJp6VL0XzlWaCHTXrkFURMYmD0sLqg=="],
|
||||||
|
|
||||||
"ansi-styles": ["ansi-styles@6.2.3", "", {}, "sha512-4Dj6M28JB+oAH8kFkTLUo+a2jwOFkuqb3yucU0CANcRRUbxS0cP0nZYCGjcc3BNXwRIsUVmDGgzawme7zvJHvg=="],
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"ansi-styles": ["ansi-styles@6.2.3", "", {}, "sha512-4Dj6M28JB+oAH8kFkTLUo+a2jwOFkuqb3yucU0CANcRRUbxS0cP0nZYCGjcc3BNXwRIsUVmDGgzawme7zvJHvg=="],
|
||||||
|
|
||||||
"assertion-error": ["assertion-error@2.0.1", "", {}, "sha512-Izi8RQcffqCeNVgFigKli1ssklIbpHnCYc6AknXGYoB6grJqyeby7jv12JUQgmTAnIDnbck1uxksT4dzN3PWBA=="],
|
|
||||||
|
|
||||||
"asynckit": ["asynckit@0.4.0", "", {}, "sha512-Oei9OH4tRh0YqU3GxhX79dM/mwVgvbZJaSNaRk+bshkj0S5cfHcgYakreBjrHwatXKbz+IoIdYLxrKim2MjW0Q=="],
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"asynckit": ["asynckit@0.4.0", "", {}, "sha512-Oei9OH4tRh0YqU3GxhX79dM/mwVgvbZJaSNaRk+bshkj0S5cfHcgYakreBjrHwatXKbz+IoIdYLxrKim2MjW0Q=="],
|
||||||
|
|
||||||
"auto-bind": ["auto-bind@5.0.1", "", {}, "sha512-ooviqdwwgfIfNmDwo94wlshcdzfO64XV0Cg6oDsDYBJfITDz1EngD2z7DkbvCWn+XIMsIqW27sEVF6qcpJrRcg=="],
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"auto-bind": ["auto-bind@5.0.1", "", {}, "sha512-ooviqdwwgfIfNmDwo94wlshcdzfO64XV0Cg6oDsDYBJfITDz1EngD2z7DkbvCWn+XIMsIqW27sEVF6qcpJrRcg=="],
|
||||||
|
|
||||||
"axios": ["axios@1.13.4", "", { "dependencies": { "follow-redirects": "^1.15.6", "form-data": "^4.0.4", "proxy-from-env": "^1.1.0" } }, "sha512-1wVkUaAO6WyaYtCkcYCOx12ZgpGf9Zif+qXa4n+oYzK558YryKqiL6UWwd5DqiH3VRW0GYhTZQ/vlgJrCoNQlg=="],
|
"axios": ["axios@1.13.6", "", { "dependencies": { "follow-redirects": "^1.15.11", "form-data": "^4.0.5", "proxy-from-env": "^1.1.0" } }, "sha512-ChTCHMouEe2kn713WHbQGcuYrr6fXTBiu460OTwWrWob16g1bXn4vtz07Ope7ewMozJAnEquLk5lWQWtBig9DQ=="],
|
||||||
|
|
||||||
"bignumber.js": ["bignumber.js@9.3.1", "", {}, "sha512-Ko0uX15oIUS7wJ3Rb30Fs6SkVbLmPBAKdlm7q9+ak9bbIeFf0MwuBsQV6z7+X768/cHsfg+WlysDWJcmthjsjQ=="],
|
"bignumber.js": ["bignumber.js@10.0.2", "", {}, "sha512-E8Wp9O06QA6lneJ4aRUXKYf/1GIomqUEmUMwtIOMtDxf1U52ffJY+y7JBk/8wRafA8qOIqLnXQGqonYXZdBnFQ=="],
|
||||||
|
|
||||||
"bun-types": ["bun-types@1.3.8", "", { "dependencies": { "@types/node": "*" } }, "sha512-fL99nxdOWvV4LqjmC+8Q9kW3M4QTtTR1eePs94v5ctGqU8OeceWrSUaRw3JYb7tU3FkMIAjkueehrHPPPGKi5Q=="],
|
"bun-types": ["bun-types@1.3.9", "", { "dependencies": { "@types/node": "*" } }, "sha512-+UBWWOakIP4Tswh0Bt0QD0alpTY8cb5hvgiYeWCMet9YukHbzuruIEeXC2D7nMJPB12kbh8C7XJykSexEqGKJg=="],
|
||||||
|
|
||||||
"cac": ["cac@6.7.14", "", {}, "sha512-b6Ilus+c3RrdDk+JhLKUAQfzzgLEPy6wcXqS7f/xe1EETvsDP6GORG7SFuOs6cID5YkqchW/LXZbX5bc8j7ZcQ=="],
|
|
||||||
|
|
||||||
"call-bind-apply-helpers": ["call-bind-apply-helpers@1.0.2", "", { "dependencies": { "es-errors": "^1.3.0", "function-bind": "^1.1.2" } }, "sha512-Sp1ablJ0ivDkSzjcaJdxEunN5/XvksFJ2sMBFfq6x0ryhQV/2b/KwFe21cMpmHtPOSij8K99/wSfoEuTObmuMQ=="],
|
"call-bind-apply-helpers": ["call-bind-apply-helpers@1.0.2", "", { "dependencies": { "es-errors": "^1.3.0", "function-bind": "^1.1.2" } }, "sha512-Sp1ablJ0ivDkSzjcaJdxEunN5/XvksFJ2sMBFfq6x0ryhQV/2b/KwFe21cMpmHtPOSij8K99/wSfoEuTObmuMQ=="],
|
||||||
|
|
||||||
"ccxt": ["ccxt@4.5.35", "", { "dependencies": { "ws": "^8.8.1" } }, "sha512-aFn1jq/vR9wD3Vxu/2UFoS8snqlvfYn/iYrNhyZZfzB3N+kAHhP5+sAgO6ZwNHkHiUT9IPPahC1ZSFdPtjpIYA=="],
|
"ccxt": ["ccxt@4.5.40", "", { "dependencies": { "ws": "^8.8.1" } }, "sha512-8nJhhNKft7+fELDNQuCV2AQZBxLJfYQaD2LpqxHrucSszosyVl0u6lCIFfcnDUbeUW925uhrsKevHf2fNbLjKw=="],
|
||||||
|
|
||||||
"chai": ["chai@5.3.3", "", { "dependencies": { "assertion-error": "^2.0.1", "check-error": "^2.1.1", "deep-eql": "^5.0.1", "loupe": "^3.1.0", "pathval": "^2.0.0" } }, "sha512-4zNhdJD/iOjSH0A05ea+Ke6MU5mmpQcbQsSOkgdaUMJ9zTlDTD/GYlwohmIE2u0gaxHYiVHEn1Fw9mZ/ktJWgw=="],
|
"chai": ["chai@6.2.2", "", {}, "sha512-NUPRluOfOiTKBKvWPtSD4PhFvWCqOi0BGStNWs57X9js7XGTprSmFoz5F0tWhR4WPjNeR9jXqdC7/UpSJTnlRg=="],
|
||||||
|
|
||||||
"chalk": ["chalk@5.6.2", "", {}, "sha512-7NzBL0rN6fMUW+f7A6Io4h40qQlG+xGmtMxfbnH/K7TAtt8JQWVQK+6g0UXKMeVJoyV5EkkNsErQ8pVD3bLHbA=="],
|
"chalk": ["chalk@5.6.2", "", {}, "sha512-7NzBL0rN6fMUW+f7A6Io4h40qQlG+xGmtMxfbnH/K7TAtt8JQWVQK+6g0UXKMeVJoyV5EkkNsErQ8pVD3bLHbA=="],
|
||||||
|
|
||||||
"check-error": ["check-error@2.1.1", "", {}, "sha512-OAlb+T7V4Op9OwdkjmguYRqncdlx5JiofwOAUkmTF+jNdHwzTaTs4sRAGpzLF3oOz5xAyDGrPgeIDFQmDOTiJw=="],
|
|
||||||
|
|
||||||
"cli-boxes": ["cli-boxes@3.0.0", "", {}, "sha512-/lzGpEWL/8PfI0BmBOPRwp0c/wFNX1RdUML3jK/RcSBA9T8mZDdQpqYBKtCFTOfQbwPqWEOpjqW+Fnayc0969g=="],
|
"cli-boxes": ["cli-boxes@3.0.0", "", {}, "sha512-/lzGpEWL/8PfI0BmBOPRwp0c/wFNX1RdUML3jK/RcSBA9T8mZDdQpqYBKtCFTOfQbwPqWEOpjqW+Fnayc0969g=="],
|
||||||
|
|
||||||
"cli-cursor": ["cli-cursor@4.0.0", "", { "dependencies": { "restore-cursor": "^4.0.0" } }, "sha512-VGtlMu3x/4DOtIUwEkRezxUZ2lBacNJCHash0N0WeZDBS+7Ux1dm3XWAgWYxLJFMMdOeXMHXorshEFhbMSGelg=="],
|
"cli-cursor": ["cli-cursor@4.0.0", "", { "dependencies": { "restore-cursor": "^4.0.0" } }, "sha512-VGtlMu3x/4DOtIUwEkRezxUZ2lBacNJCHash0N0WeZDBS+7Ux1dm3XWAgWYxLJFMMdOeXMHXorshEFhbMSGelg=="],
|
||||||
@@ -229,13 +260,9 @@
|
|||||||
|
|
||||||
"convert-to-spaces": ["convert-to-spaces@2.0.1", "", {}, "sha512-rcQ1bsQO9799wq24uE5AM2tAILy4gXGIK/njFWcVQkGNZ96edlpY+A7bjwvzjYvLDyzmG1MmMLZhpcsb+klNMQ=="],
|
"convert-to-spaces": ["convert-to-spaces@2.0.1", "", {}, "sha512-rcQ1bsQO9799wq24uE5AM2tAILy4gXGIK/njFWcVQkGNZ96edlpY+A7bjwvzjYvLDyzmG1MmMLZhpcsb+klNMQ=="],
|
||||||
|
|
||||||
"debug": ["debug@4.4.3", "", { "dependencies": { "ms": "^2.1.3" } }, "sha512-RGwwWnwQvkVfavKVt22FGLw+xYSdzARwm0ru6DhTVA3umU5hZc28V3kO4stgYryrTlLpuvgI9GiijltAjNbcqA=="],
|
|
||||||
|
|
||||||
"deep-eql": ["deep-eql@5.0.2", "", {}, "sha512-h5k/5U50IJJFpzfL6nO9jaaumfjO/f2NjK/oYB2Djzm4p9L+3T9qWpZqZ2hAbLPuuYq9wrU08WQyBTL5GbPk5Q=="],
|
|
||||||
|
|
||||||
"delayed-stream": ["delayed-stream@1.0.0", "", {}, "sha512-ZySD7Nf91aLB0RxL4KGrKHBXl7Eds1DAmEdcoVawXnLD7SDhpNgtuII2aAkg7a7QS41jxPSZ17p4VdGnMHk3MQ=="],
|
"delayed-stream": ["delayed-stream@1.0.0", "", {}, "sha512-ZySD7Nf91aLB0RxL4KGrKHBXl7Eds1DAmEdcoVawXnLD7SDhpNgtuII2aAkg7a7QS41jxPSZ17p4VdGnMHk3MQ=="],
|
||||||
|
|
||||||
"dotenv": ["dotenv@17.2.3", "", {}, "sha512-JVUnt+DUIzu87TABbhPmNfVdBDt18BLOWjMUFJMSi/Qqg7NTYtabbvSNJGOJ7afbRuv9D/lngizHtP7QyLQ+9w=="],
|
"dotenv": ["dotenv@17.3.1", "", {}, "sha512-IO8C/dzEb6O3F9/twg6ZLXz164a2fhTnEWb95H23Dm4OuN+92NmEAlTrupP9VW6Jm3sO26tQlqyvyi4CsnY9GA=="],
|
||||||
|
|
||||||
"dunder-proto": ["dunder-proto@1.0.1", "", { "dependencies": { "call-bind-apply-helpers": "^1.0.1", "es-errors": "^1.3.0", "gopd": "^1.2.0" } }, "sha512-KIN/nDJBQRcXw0MLVhZE9iQHmG68qAVIBg9CqmUYjmQIhgij9U5MFvrqkUL5FbtyyzZuOeOt0zdeRe4UY7ct+A=="],
|
"dunder-proto": ["dunder-proto@1.0.1", "", { "dependencies": { "call-bind-apply-helpers": "^1.0.1", "es-errors": "^1.3.0", "gopd": "^1.2.0" } }, "sha512-KIN/nDJBQRcXw0MLVhZE9iQHmG68qAVIBg9CqmUYjmQIhgij9U5MFvrqkUL5FbtyyzZuOeOt0zdeRe4UY7ct+A=="],
|
||||||
|
|
||||||
@@ -261,7 +288,7 @@
|
|||||||
|
|
||||||
"estree-walker": ["estree-walker@3.0.3", "", { "dependencies": { "@types/estree": "^1.0.0" } }, "sha512-7RUKfXgSMMkzt6ZuXmqapOurLGPPfgj6l9uRZ7lRGolvk0y2yocc35LdcxKC5PQZdn2DMqioAQ2NoWcrTKmm6g=="],
|
"estree-walker": ["estree-walker@3.0.3", "", { "dependencies": { "@types/estree": "^1.0.0" } }, "sha512-7RUKfXgSMMkzt6ZuXmqapOurLGPPfgj6l9uRZ7lRGolvk0y2yocc35LdcxKC5PQZdn2DMqioAQ2NoWcrTKmm6g=="],
|
||||||
|
|
||||||
"ethereum-cryptography": ["ethereum-cryptography@2.2.1", "", { "dependencies": { "@noble/curves": "1.4.2", "@noble/hashes": "1.4.0", "@scure/bip32": "1.4.0", "@scure/bip39": "1.3.0" } }, "sha512-r/W8lkHSiTLxUxW8Rf3u4HGB0xQweG2RyETjywylKZSzLWoWAijRz8WCuOtJ6wah+avllXBqZuk29HCCvhEIRg=="],
|
"ethereum-cryptography": ["ethereum-cryptography@3.2.0", "", { "dependencies": { "@noble/ciphers": "1.3.0", "@noble/curves": "1.9.0", "@noble/hashes": "1.8.0", "@scure/bip32": "1.7.0", "@scure/bip39": "1.6.0" } }, "sha512-Urr5YVsalH+Jo0sYkTkv1MyI9bLYZwW8BENZCeE1QYaTHETEYx0Nv/SVsWkSqpYrzweg6d8KMY1wTjH/1m/BIg=="],
|
||||||
|
|
||||||
"eventemitter3": ["eventemitter3@5.0.1", "", {}, "sha512-GWkBvjiSZK87ELrYOSESUYeVIc9mvLLf/nXalMOS5dYrgZq9o5OVkbZAVM06CVxYsCwH9BDZFPlQTlPA1j4ahA=="],
|
"eventemitter3": ["eventemitter3@5.0.1", "", {}, "sha512-GWkBvjiSZK87ELrYOSESUYeVIc9mvLLf/nXalMOS5dYrgZq9o5OVkbZAVM06CVxYsCwH9BDZFPlQTlPA1j4ahA=="],
|
||||||
|
|
||||||
@@ -271,7 +298,7 @@
|
|||||||
|
|
||||||
"follow-redirects": ["follow-redirects@1.15.11", "", {}, "sha512-deG2P0JfjrTxl50XGCDyfI97ZGVCxIpfKYmfyrQ54n5FO/0gfIES8C/Psl6kWVDolizcaaxZJnTS0QSMxvnsBQ=="],
|
"follow-redirects": ["follow-redirects@1.15.11", "", {}, "sha512-deG2P0JfjrTxl50XGCDyfI97ZGVCxIpfKYmfyrQ54n5FO/0gfIES8C/Psl6kWVDolizcaaxZJnTS0QSMxvnsBQ=="],
|
||||||
|
|
||||||
"form-data": ["form-data@4.0.4", "", { "dependencies": { "asynckit": "^0.4.0", "combined-stream": "^1.0.8", "es-set-tostringtag": "^2.1.0", "hasown": "^2.0.2", "mime-types": "^2.1.12" } }, "sha512-KrGhL9Q4zjj0kiUt5OO4Mr/A/jlI2jDYs5eHBpYHPcBEVSiipAvn2Ko2HnPe20rmcuuvMHNdZFp+4IlGTMF0Ow=="],
|
"form-data": ["form-data@4.0.5", "", { "dependencies": { "asynckit": "^0.4.0", "combined-stream": "^1.0.8", "es-set-tostringtag": "^2.1.0", "hasown": "^2.0.2", "mime-types": "^2.1.12" } }, "sha512-8RipRLol37bNs2bhoV67fiTEvdTrbMUYcFTiy3+wuuOnUog2QBHCZWXDRijWQfAkhBj2Uf5UnVaiWwA5vdd82w=="],
|
||||||
|
|
||||||
"fsevents": ["fsevents@2.3.3", "", { "os": "darwin" }, "sha512-5xoDfX+fL7faATnagmWPpbFtwh/R77WmMMqqHGS65C3vvB0YHrgF+B1YmZ3441tMj5n63k0212XNoJwzlhffQw=="],
|
"fsevents": ["fsevents@2.3.3", "", { "os": "darwin" }, "sha512-5xoDfX+fL7faATnagmWPpbFtwh/R77WmMMqqHGS65C3vvB0YHrgF+B1YmZ3441tMj5n63k0212XNoJwzlhffQw=="],
|
||||||
|
|
||||||
@@ -293,7 +320,7 @@
|
|||||||
|
|
||||||
"indent-string": ["indent-string@5.0.0", "", {}, "sha512-m6FAo/spmsW2Ab2fU35JTYwtOKa2yAwXSwgjSv1TJzh4Mh7mC3lzAOVLBprb72XsTrgkEIsl7YrFNAiDiRhIGg=="],
|
"indent-string": ["indent-string@5.0.0", "", {}, "sha512-m6FAo/spmsW2Ab2fU35JTYwtOKa2yAwXSwgjSv1TJzh4Mh7mC3lzAOVLBprb72XsTrgkEIsl7YrFNAiDiRhIGg=="],
|
||||||
|
|
||||||
"ink": ["ink@6.6.0", "", { "dependencies": { "@alcalzone/ansi-tokenize": "^0.2.1", "ansi-escapes": "^7.2.0", "ansi-styles": "^6.2.1", "auto-bind": "^5.0.1", "chalk": "^5.6.0", "cli-boxes": "^3.0.0", "cli-cursor": "^4.0.0", "cli-truncate": "^5.1.1", "code-excerpt": "^4.0.0", "es-toolkit": "^1.39.10", "indent-string": "^5.0.0", "is-in-ci": "^2.0.0", "patch-console": "^2.0.0", "react-reconciler": "^0.33.0", "signal-exit": "^3.0.7", "slice-ansi": "^7.1.0", "stack-utils": "^2.0.6", "string-width": "^8.1.0", "type-fest": "^4.27.0", "widest-line": "^5.0.0", "wrap-ansi": "^9.0.0", "ws": "^8.18.0", "yoga-layout": "~3.2.1" }, "peerDependencies": { "@types/react": ">=19.0.0", "react": ">=19.0.0", "react-devtools-core": "^6.1.2" }, "optionalPeers": ["@types/react", "react-devtools-core"] }, "sha512-QDt6FgJxgmSxAelcOvOHUvFxbIUjVpCH5bx+Slvc5m7IEcpGt3dYwbz/L+oRnqEGeRvwy1tineKK4ect3nW1vQ=="],
|
"ink": ["ink@6.8.0", "", { "dependencies": { "@alcalzone/ansi-tokenize": "^0.2.4", "ansi-escapes": "^7.3.0", "ansi-styles": "^6.2.1", "auto-bind": "^5.0.1", "chalk": "^5.6.0", "cli-boxes": "^3.0.0", "cli-cursor": "^4.0.0", "cli-truncate": "^5.1.1", "code-excerpt": "^4.0.0", "es-toolkit": "^1.39.10", "indent-string": "^5.0.0", "is-in-ci": "^2.0.0", "patch-console": "^2.0.0", "react-reconciler": "^0.33.0", "scheduler": "^0.27.0", "signal-exit": "^3.0.7", "slice-ansi": "^8.0.0", "stack-utils": "^2.0.6", "string-width": "^8.1.1", "terminal-size": "^4.0.1", "type-fest": "^5.4.1", "widest-line": "^6.0.0", "wrap-ansi": "^9.0.0", "ws": "^8.18.0", "yoga-layout": "~3.2.1" }, "peerDependencies": { "@types/react": ">=19.0.0", "react": ">=19.0.0", "react-devtools-core": ">=6.1.2" }, "optionalPeers": ["@types/react", "react-devtools-core"] }, "sha512-sbl1RdLOgkO9isK42WCZlJCFN9hb++sX9dsklOvfd1YQ3bQ2AiFu12Q6tFlr0HvEUvzraJntQCCpfEoUe9DSzA=="],
|
||||||
|
|
||||||
"is-fullwidth-code-point": ["is-fullwidth-code-point@5.1.0", "", { "dependencies": { "get-east-asian-width": "^1.3.1" } }, "sha512-5XHYaSyiqADb4RnZ1Bdad6cPp8Toise4TzEjcOYDHZkTCbKgiUl7WTUCpNWHuxmDt91wnsZBc9xinNzopv3JMQ=="],
|
"is-fullwidth-code-point": ["is-fullwidth-code-point@5.1.0", "", { "dependencies": { "get-east-asian-width": "^1.3.1" } }, "sha512-5XHYaSyiqADb4RnZ1Bdad6cPp8Toise4TzEjcOYDHZkTCbKgiUl7WTUCpNWHuxmDt91wnsZBc9xinNzopv3JMQ=="],
|
||||||
|
|
||||||
@@ -301,11 +328,7 @@
|
|||||||
|
|
||||||
"isows": ["isows@1.0.7", "", { "peerDependencies": { "ws": "*" } }, "sha512-I1fSfDCZL5P0v33sVqeTDSpcstAg/N+wF5HS033mogOVIp4B+oHC7oOCsA3axAbBSGTJ8QubbNmnIRN/h8U7hg=="],
|
"isows": ["isows@1.0.7", "", { "peerDependencies": { "ws": "*" } }, "sha512-I1fSfDCZL5P0v33sVqeTDSpcstAg/N+wF5HS033mogOVIp4B+oHC7oOCsA3axAbBSGTJ8QubbNmnIRN/h8U7hg=="],
|
||||||
|
|
||||||
"js-tokens": ["js-tokens@9.0.1", "", {}, "sha512-mxa9E9ITFOt0ban3j6L5MpjwegGz6lBQmM1IJkWeBZGcMxto50+eWdjC/52xDbS2vy0k7vIMK0Fe2wfL9OQSpQ=="],
|
"magic-string": ["magic-string@0.30.21", "", { "dependencies": { "@jridgewell/sourcemap-codec": "^1.5.5" } }, "sha512-vd2F4YUyEXKGcLHoq+TEyCjxueSeHnFxyyjNp80yg0XV4vUhnDer/lvvlqM/arB5bXQN5K2/3oinyCRyx8T2CQ=="],
|
||||||
|
|
||||||
"loupe": ["loupe@3.2.1", "", {}, "sha512-CdzqowRJCeLU72bHvWqwRBBlLcMEtIvGrlvef74kMnV2AolS9Y8xUv1I0U/MNAWMhBlKIoyuEgoJ0t/bbwHbLQ=="],
|
|
||||||
|
|
||||||
"magic-string": ["magic-string@0.30.19", "", { "dependencies": { "@jridgewell/sourcemap-codec": "^1.5.5" } }, "sha512-2N21sPY9Ws53PZvsEpVtNuSW+ScYbQdp4b9qUaL+9QkHUrGFKo56Lg9Emg5s9V/qrtNBmiR01sYhUOwu3H+VOw=="],
|
|
||||||
|
|
||||||
"math-intrinsics": ["math-intrinsics@1.1.0", "", {}, "sha512-/IXtbwEk5HTPyEwyKX6hGkYXxM9nbj64B+ilVJnC/R6B0pH5G4V3b0pVbL7DBj4tkhBAppbQUlf6F6Xl9LHu1g=="],
|
"math-intrinsics": ["math-intrinsics@1.1.0", "", {}, "sha512-/IXtbwEk5HTPyEwyKX6hGkYXxM9nbj64B+ilVJnC/R6B0pH5G4V3b0pVbL7DBj4tkhBAppbQUlf6F6Xl9LHu1g=="],
|
||||||
|
|
||||||
@@ -315,20 +338,20 @@
|
|||||||
|
|
||||||
"mimic-fn": ["mimic-fn@2.1.0", "", {}, "sha512-OqbOk5oEQeAZ8WXWydlu9HJjz9WVdEIvamMCcXmuqUYjTknH/sqsWvhQ3vgwKFRR1HpjvNBKQ37nbJgYzGqGcg=="],
|
"mimic-fn": ["mimic-fn@2.1.0", "", {}, "sha512-OqbOk5oEQeAZ8WXWydlu9HJjz9WVdEIvamMCcXmuqUYjTknH/sqsWvhQ3vgwKFRR1HpjvNBKQ37nbJgYzGqGcg=="],
|
||||||
|
|
||||||
"ms": ["ms@2.1.3", "", {}, "sha512-6FlzubTLZG3J2a/NVCAleEhjzq5oxgHyaCU9yYXvcLsvoVaHJq/s5xXI6/XXP6tz7R9xAOtHnSO/tXtF3WRTlA=="],
|
|
||||||
|
|
||||||
"nanoid": ["nanoid@3.3.11", "", { "bin": { "nanoid": "bin/nanoid.cjs" } }, "sha512-N8SpfPUnUp1bK+PMYW8qSWdl9U+wwNWI4QKxOYDy9JAro3WMX7p2OeVRF9v+347pnakNevPmiHhNmZ2HbFA76w=="],
|
"nanoid": ["nanoid@3.3.11", "", { "bin": { "nanoid": "bin/nanoid.cjs" } }, "sha512-N8SpfPUnUp1bK+PMYW8qSWdl9U+wwNWI4QKxOYDy9JAro3WMX7p2OeVRF9v+347pnakNevPmiHhNmZ2HbFA76w=="],
|
||||||
|
|
||||||
|
"obug": ["obug@2.1.1", "", {}, "sha512-uTqF9MuPraAQ+IsnPf366RG4cP9RtUi7MLO1N3KEc+wb0a6yKpeL0lmk2IB1jY5KHPAlTc6T/JRdC/YqxHNwkQ=="],
|
||||||
|
|
||||||
"onetime": ["onetime@5.1.2", "", { "dependencies": { "mimic-fn": "^2.1.0" } }, "sha512-kbpaSSGJTWdAY5KPVeMOKXSrPtr8C8C7wodJbcsd51jRnmD+GZu8Y0VoU6Dm5Z4vWr0Ig/1NKuWRKf7j5aaYSg=="],
|
"onetime": ["onetime@5.1.2", "", { "dependencies": { "mimic-fn": "^2.1.0" } }, "sha512-kbpaSSGJTWdAY5KPVeMOKXSrPtr8C8C7wodJbcsd51jRnmD+GZu8Y0VoU6Dm5Z4vWr0Ig/1NKuWRKf7j5aaYSg=="],
|
||||||
|
|
||||||
"ox": ["ox@0.11.3", "", { "dependencies": { "@adraffy/ens-normalize": "^1.11.0", "@noble/ciphers": "^1.3.0", "@noble/curves": "1.9.1", "@noble/hashes": "^1.8.0", "@scure/bip32": "^1.7.0", "@scure/bip39": "^1.6.0", "abitype": "^1.2.3", "eventemitter3": "5.0.1" }, "peerDependencies": { "typescript": ">=5.4.0" }, "optionalPeers": ["typescript"] }, "sha512-1bWYGk/xZel3xro3l8WGg6eq4YEKlaqvyMtVhfMFpbJzK2F6rj4EDRtqDCWVEJMkzcmEi9uW2QxsqELokOlarw=="],
|
"ox": ["ox@0.12.4", "", { "dependencies": { "@adraffy/ens-normalize": "^1.11.0", "@noble/ciphers": "^1.3.0", "@noble/curves": "1.9.1", "@noble/hashes": "^1.8.0", "@scure/bip32": "^1.7.0", "@scure/bip39": "^1.6.0", "abitype": "^1.2.3", "eventemitter3": "5.0.1" }, "peerDependencies": { "typescript": ">=5.4.0" }, "optionalPeers": ["typescript"] }, "sha512-+P+C7QzuwPV8lu79dOwjBKfB2CbnbEXe/hfyyrff1drrO1nOOj3Hc87svHfcW1yneRr3WXaKr6nz11nq+/DF9Q=="],
|
||||||
|
|
||||||
|
"oxlint": ["oxlint@1.54.0", "", { "optionalDependencies": { "@oxlint/binding-android-arm-eabi": "1.54.0", "@oxlint/binding-android-arm64": "1.54.0", "@oxlint/binding-darwin-arm64": "1.54.0", "@oxlint/binding-darwin-x64": "1.54.0", "@oxlint/binding-freebsd-x64": "1.54.0", "@oxlint/binding-linux-arm-gnueabihf": "1.54.0", "@oxlint/binding-linux-arm-musleabihf": "1.54.0", "@oxlint/binding-linux-arm64-gnu": "1.54.0", "@oxlint/binding-linux-arm64-musl": "1.54.0", "@oxlint/binding-linux-ppc64-gnu": "1.54.0", "@oxlint/binding-linux-riscv64-gnu": "1.54.0", "@oxlint/binding-linux-riscv64-musl": "1.54.0", "@oxlint/binding-linux-s390x-gnu": "1.54.0", "@oxlint/binding-linux-x64-gnu": "1.54.0", "@oxlint/binding-linux-x64-musl": "1.54.0", "@oxlint/binding-openharmony-arm64": "1.54.0", "@oxlint/binding-win32-arm64-msvc": "1.54.0", "@oxlint/binding-win32-ia32-msvc": "1.54.0", "@oxlint/binding-win32-x64-msvc": "1.54.0" }, "peerDependencies": { "oxlint-tsgolint": ">=0.15.0" }, "optionalPeers": ["oxlint-tsgolint"], "bin": { "oxlint": "bin/oxlint" } }, "sha512-ObSjVwf0ZYA5U5Cmelj0PsCuqCJXsm2TxZ40tgUSAY7Wu0lKAsNjor6cgXHXSys8jOwv1ICjtzouoWHdKGHbZg=="],
|
||||||
|
|
||||||
"patch-console": ["patch-console@2.0.0", "", {}, "sha512-0YNdUceMdaQwoKce1gatDScmMo5pu/tfABfnzEqeG0gtTmd7mh/WcwgUjtAeOU7N8nFFlbQBnFK2gXW5fGvmMA=="],
|
"patch-console": ["patch-console@2.0.0", "", {}, "sha512-0YNdUceMdaQwoKce1gatDScmMo5pu/tfABfnzEqeG0gtTmd7mh/WcwgUjtAeOU7N8nFFlbQBnFK2gXW5fGvmMA=="],
|
||||||
|
|
||||||
"pathe": ["pathe@2.0.3", "", {}, "sha512-WUjGcAqP1gQacoQe+OBJsFA7Ld4DyXuUIjZ5cc75cLHvJ7dtNsTugphxIADwspS+AraAUePCKrSVtPLFj/F88w=="],
|
"pathe": ["pathe@2.0.3", "", {}, "sha512-WUjGcAqP1gQacoQe+OBJsFA7Ld4DyXuUIjZ5cc75cLHvJ7dtNsTugphxIADwspS+AraAUePCKrSVtPLFj/F88w=="],
|
||||||
|
|
||||||
"pathval": ["pathval@2.0.1", "", {}, "sha512-//nshmD55c46FuFw26xV/xFAaB5HF9Xdap7HJBBnrKdAd6/GxDBaNA1870O79+9ueg61cZLSVc+OaFlfmObYVQ=="],
|
|
||||||
|
|
||||||
"picocolors": ["picocolors@1.1.1", "", {}, "sha512-xceH2snhtb5M9liqDsmEw56le376mTZkEX/jEb/RxNFyegNul7eNslCXP9FDj/Lcu0X8KEyMceP2ntpaHrDEVA=="],
|
"picocolors": ["picocolors@1.1.1", "", {}, "sha512-xceH2snhtb5M9liqDsmEw56le376mTZkEX/jEb/RxNFyegNul7eNslCXP9FDj/Lcu0X8KEyMceP2ntpaHrDEVA=="],
|
||||||
|
|
||||||
"picomatch": ["picomatch@4.0.3", "", {}, "sha512-5gTmgEY/sqK6gFXLIsQNH19lWb4ebPDLA4SdLP7dsWkIXHWlG66oPuVvXSGFPppYZz8ZDZq0dYYrbHfBCVUb1Q=="],
|
"picomatch": ["picomatch@4.0.3", "", {}, "sha512-5gTmgEY/sqK6gFXLIsQNH19lWb4ebPDLA4SdLP7dsWkIXHWlG66oPuVvXSGFPppYZz8ZDZq0dYYrbHfBCVUb1Q=="],
|
||||||
@@ -351,7 +374,7 @@
|
|||||||
|
|
||||||
"signal-exit": ["signal-exit@3.0.7", "", {}, "sha512-wnD2ZE+l+SPC/uoS0vXeE9L1+0wuaMqKlfz9AMUo38JsyLSBWSFcHR1Rri62LZc12vLr1gb3jl7iwQhgwpAbGQ=="],
|
"signal-exit": ["signal-exit@3.0.7", "", {}, "sha512-wnD2ZE+l+SPC/uoS0vXeE9L1+0wuaMqKlfz9AMUo38JsyLSBWSFcHR1Rri62LZc12vLr1gb3jl7iwQhgwpAbGQ=="],
|
||||||
|
|
||||||
"slice-ansi": ["slice-ansi@7.1.2", "", { "dependencies": { "ansi-styles": "^6.2.1", "is-fullwidth-code-point": "^5.0.0" } }, "sha512-iOBWFgUX7caIZiuutICxVgX1SdxwAVFFKwt1EvMYYec/NWO5meOJ6K5uQxhrYBdQJne4KxiqZc+KptFOWFSI9w=="],
|
"slice-ansi": ["slice-ansi@8.0.0", "", { "dependencies": { "ansi-styles": "^6.2.3", "is-fullwidth-code-point": "^5.1.0" } }, "sha512-stxByr12oeeOyY2BlviTNQlYV5xOj47GirPr4yA1hE9JCtxfQN0+tVbkxwCtYDQWhEKWFHsEK48ORg5jrouCAg=="],
|
||||||
|
|
||||||
"source-map-js": ["source-map-js@1.2.1", "", {}, "sha512-UXWMKhLOwVKb728IUtQPXxfYU+usdybtUrK/8uGE8CQMvrhOpwvzDBwj0QhSL7MQc7vIsISBG8VQ8+IDQxpfQA=="],
|
"source-map-js": ["source-map-js@1.2.1", "", {}, "sha512-UXWMKhLOwVKb728IUtQPXxfYU+usdybtUrK/8uGE8CQMvrhOpwvzDBwj0QhSL7MQc7vIsISBG8VQ8+IDQxpfQA=="],
|
||||||
|
|
||||||
@@ -359,47 +382,43 @@
|
|||||||
|
|
||||||
"stackback": ["stackback@0.0.2", "", {}, "sha512-1XMJE5fQo1jGH6Y/7ebnwPOBEkIEnT4QF32d5R1+VXdXveM0IBMJt8zfaxX1P3QhVwrYe+576+jkANtSS2mBbw=="],
|
"stackback": ["stackback@0.0.2", "", {}, "sha512-1XMJE5fQo1jGH6Y/7ebnwPOBEkIEnT4QF32d5R1+VXdXveM0IBMJt8zfaxX1P3QhVwrYe+576+jkANtSS2mBbw=="],
|
||||||
|
|
||||||
"std-env": ["std-env@3.9.0", "", {}, "sha512-UGvjygr6F6tpH7o2qyqR6QYpwraIjKSdtzyBdyytFOHmPZY917kwdwLG0RbOjWOnKmnm3PeHjaoLLMie7kPLQw=="],
|
"std-env": ["std-env@3.10.0", "", {}, "sha512-5GS12FdOZNliM5mAOxFRg7Ir0pWz8MdpYm6AY6VPkGpbA7ZzmbzNcBJQ0GPvvyWgcY7QAhCgf9Uy89I03faLkg=="],
|
||||||
|
|
||||||
"string-width": ["string-width@8.1.1", "", { "dependencies": { "get-east-asian-width": "^1.3.0", "strip-ansi": "^7.1.0" } }, "sha512-KpqHIdDL9KwYk22wEOg/VIqYbrnLeSApsKT/bSj6Ez7pn3CftUiLAv2Lccpq1ALcpLV9UX1Ppn92npZWu2w/aw=="],
|
"string-width": ["string-width@8.1.1", "", { "dependencies": { "get-east-asian-width": "^1.3.0", "strip-ansi": "^7.1.0" } }, "sha512-KpqHIdDL9KwYk22wEOg/VIqYbrnLeSApsKT/bSj6Ez7pn3CftUiLAv2Lccpq1ALcpLV9UX1Ppn92npZWu2w/aw=="],
|
||||||
|
|
||||||
"strip-ansi": ["strip-ansi@7.1.2", "", { "dependencies": { "ansi-regex": "^6.0.1" } }, "sha512-gmBGslpoQJtgnMAvOVqGZpEz9dyoKTCzy2nfz/n8aIFhN/jCE/rCmcxabB6jOOHV+0WNnylOxaxBQPSvcWklhA=="],
|
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"trading-signals": ["trading-signals@7.4.3", "", {}, "sha512-kOyzd85qhuhU7yGkB5z74MVP6j30xBCfZy5+bgBnvfxY1ZdvaQsdD+C5j+CoIRtCAgSOuxB7jmPpBrqO6h17sQ=="],
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"trading-signals": ["trading-signals@7.4.3", "", {}, "sha512-kOyzd85qhuhU7yGkB5z74MVP6j30xBCfZy5+bgBnvfxY1ZdvaQsdD+C5j+CoIRtCAgSOuxB7jmPpBrqO6h17sQ=="],
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"ts-mixer": ["ts-mixer@6.0.4", "", {}, "sha512-ufKpbmrugz5Aou4wcr5Wc1UUFWOLhq+Fm6qa6P0w0K5Qw2yhaUoiWszhCVuNQyNwrlGiscHOmqYoAox1PtvgjA=="],
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"ts-mixer": ["ts-mixer@6.0.4", "", {}, "sha512-ufKpbmrugz5Aou4wcr5Wc1UUFWOLhq+Fm6qa6P0w0K5Qw2yhaUoiWszhCVuNQyNwrlGiscHOmqYoAox1PtvgjA=="],
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"type-fest": ["type-fest@4.41.0", "", {}, "sha512-TeTSQ6H5YHvpqVwBRcnLDCBnDOHWYu7IvGbHT6N8AOymcr9PJGjc1GTtiWZTYg0NCgYwvnYWEkVChQAr9bjfwA=="],
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"typescript": ["typescript@5.9.2", "", { "bin": { "tsc": "bin/tsc", "tsserver": "bin/tsserver" } }, "sha512-CWBzXQrc/qOkhidw1OzBTQuYRbfyxDXJMVJ1XNwUHGROVmuaeiEm3OslpZ1RV96d7SKKjZKrSJu3+t/xlw3R9A=="],
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"undici-types": ["undici-types@7.12.0", "", {}, "sha512-goOacqME2GYyOZZfb5Lgtu+1IDmAlAEu5xnD3+xTzS10hT0vzpf0SPjkXwAw9Jm+4n/mQGDP3LO8CPbYROeBfQ=="],
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"undici-types": ["undici-types@7.12.0", "", {}, "sha512-goOacqME2GYyOZZfb5Lgtu+1IDmAlAEu5xnD3+xTzS10hT0vzpf0SPjkXwAw9Jm+4n/mQGDP3LO8CPbYROeBfQ=="],
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||||||
|
|
||||||
"viem": ["viem@2.45.1", "", { "dependencies": { "@noble/curves": "1.9.1", "@noble/hashes": "1.8.0", "@scure/bip32": "1.7.0", "@scure/bip39": "1.6.0", "abitype": "1.2.3", "isows": "1.0.7", "ox": "0.11.3", "ws": "8.18.3" }, "peerDependencies": { "typescript": ">=5.0.4" }, "optionalPeers": ["typescript"] }, "sha512-LN6Pp7vSfv50LgwhkfSbIXftAM5J89lP9x8TeDa8QM7o41IxlHrDh0F9X+FfnCWtsz11pEVV5sn+yBUoOHNqYA=="],
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"viem": ["viem@2.46.3", "", { "dependencies": { "@noble/curves": "1.9.1", "@noble/hashes": "1.8.0", "@scure/bip32": "1.7.0", "@scure/bip39": "1.6.0", "abitype": "1.2.3", "isows": "1.0.7", "ox": "0.12.4", "ws": "8.18.3" }, "peerDependencies": { "typescript": ">=5.0.4" }, "optionalPeers": ["typescript"] }, "sha512-2LJS+Hyh2sYjHXQtzfv1kU9pZx9dxFzvoU/ZKIcn0FNtOU0HQuIICuYdWtUDFHaGXbAdVo8J1eCvmjkL9JVGwg=="],
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||||||
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|
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"vite": ["vite@7.1.7", "", { "dependencies": { "esbuild": "^0.25.0", "fdir": "^6.5.0", "picomatch": "^4.0.3", "postcss": "^8.5.6", "rollup": "^4.43.0", "tinyglobby": "^0.2.15" }, "optionalDependencies": { "fsevents": "~2.3.3" }, "peerDependencies": { "@types/node": "^20.19.0 || >=22.12.0", "jiti": ">=1.21.0", "less": "^4.0.0", "lightningcss": "^1.21.0", "sass": "^1.70.0", "sass-embedded": "^1.70.0", "stylus": ">=0.54.8", "sugarss": "^5.0.0", "terser": "^5.16.0", "tsx": "^4.8.1", "yaml": "^2.4.2" }, "optionalPeers": ["@types/node", "jiti", "less", "lightningcss", "sass", "sass-embedded", "stylus", "sugarss", "terser", "tsx", "yaml"], "bin": { "vite": "bin/vite.js" } }, "sha512-VbA8ScMvAISJNJVbRDTJdCwqQoAareR/wutevKanhR2/1EkoXVZVkkORaYm/tNVCjP/UDTKtcw3bAkwOUdedmA=="],
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"vite": ["vite@7.1.7", "", { "dependencies": { "esbuild": "^0.25.0", "fdir": "^6.5.0", "picomatch": "^4.0.3", "postcss": "^8.5.6", "rollup": "^4.43.0", "tinyglobby": "^0.2.15" }, "optionalDependencies": { "fsevents": "~2.3.3" }, "peerDependencies": { "@types/node": "^20.19.0 || >=22.12.0", "jiti": ">=1.21.0", "less": "^4.0.0", "lightningcss": "^1.21.0", "sass": "^1.70.0", "sass-embedded": "^1.70.0", "stylus": ">=0.54.8", "sugarss": "^5.0.0", "terser": "^5.16.0", "tsx": "^4.8.1", "yaml": "^2.4.2" }, "optionalPeers": ["@types/node", "jiti", "less", "lightningcss", "sass", "sass-embedded", "stylus", "sugarss", "terser", "tsx", "yaml"], "bin": { "vite": "bin/vite.js" } }, "sha512-VbA8ScMvAISJNJVbRDTJdCwqQoAareR/wutevKanhR2/1EkoXVZVkkORaYm/tNVCjP/UDTKtcw3bAkwOUdedmA=="],
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||||||
|
|
||||||
"vite-node": ["vite-node@3.2.4", "", { "dependencies": { "cac": "^6.7.14", "debug": "^4.4.1", "es-module-lexer": "^1.7.0", "pathe": "^2.0.3", "vite": "^5.0.0 || ^6.0.0 || ^7.0.0-0" }, "bin": { "vite-node": "vite-node.mjs" } }, "sha512-EbKSKh+bh1E1IFxeO0pg1n4dvoOTt0UDiXMd/qn++r98+jPO1xtJilvXldeuQ8giIB5IkpjCgMleHMNEsGH6pg=="],
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"vitest": ["vitest@4.0.18", "", { "dependencies": { "@vitest/expect": "4.0.18", "@vitest/mocker": "4.0.18", "@vitest/pretty-format": "4.0.18", "@vitest/runner": "4.0.18", "@vitest/snapshot": "4.0.18", "@vitest/spy": "4.0.18", "@vitest/utils": "4.0.18", "es-module-lexer": "^1.7.0", "expect-type": "^1.2.2", "magic-string": "^0.30.21", "obug": "^2.1.1", "pathe": "^2.0.3", "picomatch": "^4.0.3", "std-env": "^3.10.0", "tinybench": "^2.9.0", "tinyexec": "^1.0.2", "tinyglobby": "^0.2.15", "tinyrainbow": "^3.0.3", "vite": "^6.0.0 || ^7.0.0", "why-is-node-running": "^2.3.0" }, "peerDependencies": { "@edge-runtime/vm": "*", "@opentelemetry/api": "^1.9.0", "@types/node": "^20.0.0 || ^22.0.0 || >=24.0.0", "@vitest/browser-playwright": "4.0.18", "@vitest/browser-preview": "4.0.18", "@vitest/browser-webdriverio": "4.0.18", "@vitest/ui": "4.0.18", "happy-dom": "*", "jsdom": "*" }, "optionalPeers": ["@edge-runtime/vm", "@opentelemetry/api", "@types/node", "@vitest/browser-playwright", "@vitest/browser-preview", "@vitest/browser-webdriverio", "@vitest/ui", "happy-dom", "jsdom"], "bin": { "vitest": "vitest.mjs" } }, "sha512-hOQuK7h0FGKgBAas7v0mSAsnvrIgAvWmRFjmzpJ7SwFHH3g1k2u37JtYwOwmEKhK6ZO3v9ggDBBm0La1LCK4uQ=="],
|
||||||
|
|
||||||
"vitest": ["vitest@3.2.4", "", { "dependencies": { "@types/chai": "^5.2.2", "@vitest/expect": "3.2.4", "@vitest/mocker": "3.2.4", "@vitest/pretty-format": "^3.2.4", "@vitest/runner": "3.2.4", "@vitest/snapshot": "3.2.4", "@vitest/spy": "3.2.4", "@vitest/utils": "3.2.4", "chai": "^5.2.0", "debug": "^4.4.1", "expect-type": "^1.2.1", "magic-string": "^0.30.17", "pathe": "^2.0.3", "picomatch": "^4.0.2", "std-env": "^3.9.0", "tinybench": "^2.9.0", "tinyexec": "^0.3.2", "tinyglobby": "^0.2.14", "tinypool": "^1.1.1", "tinyrainbow": "^2.0.0", "vite": "^5.0.0 || ^6.0.0 || ^7.0.0-0", "vite-node": "3.2.4", "why-is-node-running": "^2.3.0" }, "peerDependencies": { "@edge-runtime/vm": "*", "@types/debug": "^4.1.12", "@types/node": "^18.0.0 || ^20.0.0 || >=22.0.0", "@vitest/browser": "3.2.4", "@vitest/ui": "3.2.4", "happy-dom": "*", "jsdom": "*" }, "optionalPeers": ["@edge-runtime/vm", "@types/debug", "@types/node", "@vitest/browser", "@vitest/ui", "happy-dom", "jsdom"], "bin": { "vitest": "vitest.mjs" } }, "sha512-LUCP5ev3GURDysTWiP47wRRUpLKMOfPh+yKTx3kVIEiu5KOMeqzpnYNsKyOoVrULivR8tLcks4+lga33Whn90A=="],
|
|
||||||
|
|
||||||
"why-is-node-running": ["why-is-node-running@2.3.0", "", { "dependencies": { "siginfo": "^2.0.0", "stackback": "0.0.2" }, "bin": { "why-is-node-running": "cli.js" } }, "sha512-hUrmaWBdVDcxvYqnyh09zunKzROWjbZTiNy8dBEjkS7ehEDQibXJ7XvlmtbwuTclUiIyN+CyXQD4Vmko8fNm8w=="],
|
"why-is-node-running": ["why-is-node-running@2.3.0", "", { "dependencies": { "siginfo": "^2.0.0", "stackback": "0.0.2" }, "bin": { "why-is-node-running": "cli.js" } }, "sha512-hUrmaWBdVDcxvYqnyh09zunKzROWjbZTiNy8dBEjkS7ehEDQibXJ7XvlmtbwuTclUiIyN+CyXQD4Vmko8fNm8w=="],
|
||||||
|
|
||||||
"widest-line": ["widest-line@5.0.0", "", { "dependencies": { "string-width": "^7.0.0" } }, "sha512-c9bZp7b5YtRj2wOe6dlj32MK+Bx/M/d+9VB2SHM1OtsUHR0aV0tdP6DWh/iMt0kWi1t5g1Iudu6hQRNd1A4PVA=="],
|
"widest-line": ["widest-line@6.0.0", "", { "dependencies": { "string-width": "^8.1.0" } }, "sha512-U89AsyEeAsyoF0zVJBkG9zBgekjgjK7yk9sje3F4IQpXBJ10TF6ByLlIfjMhcmHMJgHZI4KHt4rdNfktzxIAMA=="],
|
||||||
|
|
||||||
"wrap-ansi": ["wrap-ansi@9.0.2", "", { "dependencies": { "ansi-styles": "^6.2.1", "string-width": "^7.0.0", "strip-ansi": "^7.1.0" } }, "sha512-42AtmgqjV+X1VpdOfyTGOYRi0/zsoLqtXQckTmqTeybT+BDIbM/Guxo7x3pE2vtpr1ok6xRqM9OpBe+Jyoqyww=="],
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"wrap-ansi": ["wrap-ansi@9.0.2", "", { "dependencies": { "ansi-styles": "^6.2.1", "string-width": "^7.0.0", "strip-ansi": "^7.1.0" } }, "sha512-42AtmgqjV+X1VpdOfyTGOYRi0/zsoLqtXQckTmqTeybT+BDIbM/Guxo7x3pE2vtpr1ok6xRqM9OpBe+Jyoqyww=="],
|
||||||
|
|
||||||
@@ -407,34 +426,16 @@
|
|||||||
|
|
||||||
"yoga-layout": ["yoga-layout@3.2.1", "", {}, "sha512-0LPOt3AxKqMdFBZA3HBAt/t/8vIKq7VaQYbuA8WxCgung+p9TVyKRYdpvCb80HcdTN2NkbIKbhNwKUfm3tQywQ=="],
|
"yoga-layout": ["yoga-layout@3.2.1", "", {}, "sha512-0LPOt3AxKqMdFBZA3HBAt/t/8vIKq7VaQYbuA8WxCgung+p9TVyKRYdpvCb80HcdTN2NkbIKbhNwKUfm3tQywQ=="],
|
||||||
|
|
||||||
|
"@scure/bip32/@noble/curves": ["@noble/curves@1.9.1", "", { "dependencies": { "@noble/hashes": "1.8.0" } }, "sha512-k11yZxZg+t+gWvBbIswW0yoJlu8cHOC7dhunwOzoWH/mXGBiYyR4YY6hAEK/3EUs4UpB8la1RfdRpeGsFHkWsA=="],
|
||||||
|
|
||||||
|
"cli-truncate/slice-ansi": ["slice-ansi@7.1.2", "", { "dependencies": { "ansi-styles": "^6.2.1", "is-fullwidth-code-point": "^5.0.0" } }, "sha512-iOBWFgUX7caIZiuutICxVgX1SdxwAVFFKwt1EvMYYec/NWO5meOJ6K5uQxhrYBdQJne4KxiqZc+KptFOWFSI9w=="],
|
||||||
|
|
||||||
"ox/@noble/curves": ["@noble/curves@1.9.1", "", { "dependencies": { "@noble/hashes": "1.8.0" } }, "sha512-k11yZxZg+t+gWvBbIswW0yoJlu8cHOC7dhunwOzoWH/mXGBiYyR4YY6hAEK/3EUs4UpB8la1RfdRpeGsFHkWsA=="],
|
"ox/@noble/curves": ["@noble/curves@1.9.1", "", { "dependencies": { "@noble/hashes": "1.8.0" } }, "sha512-k11yZxZg+t+gWvBbIswW0yoJlu8cHOC7dhunwOzoWH/mXGBiYyR4YY6hAEK/3EUs4UpB8la1RfdRpeGsFHkWsA=="],
|
||||||
|
|
||||||
"ox/@noble/hashes": ["@noble/hashes@1.8.0", "", {}, "sha512-jCs9ldd7NwzpgXDIf6P3+NrHh9/sD6CQdxHyjQI+h/6rDNo88ypBxxz45UDuZHz9r3tNz7N/VInSVoVdtXEI4A=="],
|
|
||||||
|
|
||||||
"ox/@scure/bip32": ["@scure/bip32@1.7.0", "", { "dependencies": { "@noble/curves": "~1.9.0", "@noble/hashes": "~1.8.0", "@scure/base": "~1.2.5" } }, "sha512-E4FFX/N3f4B80AKWp5dP6ow+flD1LQZo/w8UnLGYZO674jS6YnYeepycOOksv+vLPSpgN35wgKgy+ybfTb2SMw=="],
|
|
||||||
|
|
||||||
"ox/@scure/bip39": ["@scure/bip39@1.6.0", "", { "dependencies": { "@noble/hashes": "~1.8.0", "@scure/base": "~1.2.5" } }, "sha512-+lF0BbLiJNwVlev4eKelw1WWLaiKXw7sSl8T6FvBlWkdX+94aGJ4o8XjUdlyhTCjd8c+B3KT3JfS8P0bLRNU6A=="],
|
|
||||||
|
|
||||||
"viem/@noble/curves": ["@noble/curves@1.9.1", "", { "dependencies": { "@noble/hashes": "1.8.0" } }, "sha512-k11yZxZg+t+gWvBbIswW0yoJlu8cHOC7dhunwOzoWH/mXGBiYyR4YY6hAEK/3EUs4UpB8la1RfdRpeGsFHkWsA=="],
|
"viem/@noble/curves": ["@noble/curves@1.9.1", "", { "dependencies": { "@noble/hashes": "1.8.0" } }, "sha512-k11yZxZg+t+gWvBbIswW0yoJlu8cHOC7dhunwOzoWH/mXGBiYyR4YY6hAEK/3EUs4UpB8la1RfdRpeGsFHkWsA=="],
|
||||||
|
|
||||||
"viem/@noble/hashes": ["@noble/hashes@1.8.0", "", {}, "sha512-jCs9ldd7NwzpgXDIf6P3+NrHh9/sD6CQdxHyjQI+h/6rDNo88ypBxxz45UDuZHz9r3tNz7N/VInSVoVdtXEI4A=="],
|
|
||||||
|
|
||||||
"viem/@scure/bip32": ["@scure/bip32@1.7.0", "", { "dependencies": { "@noble/curves": "~1.9.0", "@noble/hashes": "~1.8.0", "@scure/base": "~1.2.5" } }, "sha512-E4FFX/N3f4B80AKWp5dP6ow+flD1LQZo/w8UnLGYZO674jS6YnYeepycOOksv+vLPSpgN35wgKgy+ybfTb2SMw=="],
|
|
||||||
|
|
||||||
"viem/@scure/bip39": ["@scure/bip39@1.6.0", "", { "dependencies": { "@noble/hashes": "~1.8.0", "@scure/base": "~1.2.5" } }, "sha512-+lF0BbLiJNwVlev4eKelw1WWLaiKXw7sSl8T6FvBlWkdX+94aGJ4o8XjUdlyhTCjd8c+B3KT3JfS8P0bLRNU6A=="],
|
|
||||||
|
|
||||||
"viem/ws": ["ws@8.18.3", "", { "peerDependencies": { "bufferutil": "^4.0.1", "utf-8-validate": ">=5.0.2" }, "optionalPeers": ["bufferutil", "utf-8-validate"] }, "sha512-PEIGCY5tSlUt50cqyMXfCzX+oOPqN0vuGqWzbcJ2xvnkzkq46oOpz7dQaTDBdfICb4N14+GARUDw2XV2N4tvzg=="],
|
"viem/ws": ["ws@8.18.3", "", { "peerDependencies": { "bufferutil": "^4.0.1", "utf-8-validate": ">=5.0.2" }, "optionalPeers": ["bufferutil", "utf-8-validate"] }, "sha512-PEIGCY5tSlUt50cqyMXfCzX+oOPqN0vuGqWzbcJ2xvnkzkq46oOpz7dQaTDBdfICb4N14+GARUDw2XV2N4tvzg=="],
|
||||||
|
|
||||||
"widest-line/string-width": ["string-width@7.2.0", "", { "dependencies": { "emoji-regex": "^10.3.0", "get-east-asian-width": "^1.0.0", "strip-ansi": "^7.1.0" } }, "sha512-tsaTIkKW9b4N+AEj+SVA+WhJzV7/zMhcSu78mLKWSk7cXMOSHsBKFWUs0fWwq8QyK3MgJBQRX6Gbi4kYbdvGkQ=="],
|
|
||||||
|
|
||||||
"wrap-ansi/string-width": ["string-width@7.2.0", "", { "dependencies": { "emoji-regex": "^10.3.0", "get-east-asian-width": "^1.0.0", "strip-ansi": "^7.1.0" } }, "sha512-tsaTIkKW9b4N+AEj+SVA+WhJzV7/zMhcSu78mLKWSk7cXMOSHsBKFWUs0fWwq8QyK3MgJBQRX6Gbi4kYbdvGkQ=="],
|
"wrap-ansi/string-width": ["string-width@7.2.0", "", { "dependencies": { "emoji-regex": "^10.3.0", "get-east-asian-width": "^1.0.0", "strip-ansi": "^7.1.0" } }, "sha512-tsaTIkKW9b4N+AEj+SVA+WhJzV7/zMhcSu78mLKWSk7cXMOSHsBKFWUs0fWwq8QyK3MgJBQRX6Gbi4kYbdvGkQ=="],
|
||||||
|
|
||||||
"ox/@scure/bip32/@scure/base": ["@scure/base@1.2.6", "", {}, "sha512-g/nm5FgUa//MCj1gV09zTJTaM6KBAHqLN907YVQqf7zC49+DcO4B1so4ZX07Ef10Twr6nuqYEH9GEggFXA4Fmg=="],
|
|
||||||
|
|
||||||
"ox/@scure/bip39/@scure/base": ["@scure/base@1.2.6", "", {}, "sha512-g/nm5FgUa//MCj1gV09zTJTaM6KBAHqLN907YVQqf7zC49+DcO4B1so4ZX07Ef10Twr6nuqYEH9GEggFXA4Fmg=="],
|
|
||||||
|
|
||||||
"viem/@scure/bip32/@scure/base": ["@scure/base@1.2.6", "", {}, "sha512-g/nm5FgUa//MCj1gV09zTJTaM6KBAHqLN907YVQqf7zC49+DcO4B1so4ZX07Ef10Twr6nuqYEH9GEggFXA4Fmg=="],
|
|
||||||
|
|
||||||
"viem/@scure/bip39/@scure/base": ["@scure/base@1.2.6", "", {}, "sha512-g/nm5FgUa//MCj1gV09zTJTaM6KBAHqLN907YVQqf7zC49+DcO4B1so4ZX07Ef10Twr6nuqYEH9GEggFXA4Fmg=="],
|
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -0,0 +1,58 @@
|
|||||||
|
# Ondo Perps 接入说明
|
||||||
|
|
||||||
|
## 链接
|
||||||
|
|
||||||
|
- 邀请注册:https://app.ondoperps.xyz/?ref=4A3ACQ
|
||||||
|
- 官方文档索引:https://ondoperps.mintlify.app/llms.txt
|
||||||
|
- REST OpenAPI:https://docs.ondoperps.xyz/api-reference/rest-spec.json
|
||||||
|
- WebSocket OpenAPI:https://docs.ondoperps.xyz/api-reference/ws-spec.json
|
||||||
|
- API Key 鉴权:https://docs.ondoperps.xyz/api-reference/api_key_authentication.md
|
||||||
|
|
||||||
|
## 配置
|
||||||
|
|
||||||
|
```bash
|
||||||
|
EXCHANGE=ondoperps
|
||||||
|
ONDOPERPS_API_KEY_ID=ondoKeyId_xxx
|
||||||
|
ONDOPERPS_API_SECRET=ondoApiSecret_xxx
|
||||||
|
ONDOPERPS_SYMBOL=BTC-USD.P
|
||||||
|
```
|
||||||
|
|
||||||
|
Ondo Perps 市场使用 `{TICKER}-USD.P` 格式。默认值为 `BTC-USD.P`,其他示例包括 `ETH-USD.P`、`XAU-USD.P`、`NVDA-USD.P` 与 `AMD-USD.P`。
|
||||||
|
|
||||||
|
兼容入口:`EXCHANGE=ondoperp` 会解析为 `ondoperps`,旧 `ONDOPERP_*` 环境变量会在对应 `ONDOPERPS_*` 变量缺失时使用。
|
||||||
|
|
||||||
|
可选配置:
|
||||||
|
|
||||||
|
| 变量 | 说明 |
|
||||||
|
| --- | --- |
|
||||||
|
| `ONDOPERPS_SANDBOX` | `true` 时连接官方沙盒 REST 与 WebSocket 地址 |
|
||||||
|
| `ONDOPERPS_BASE_URL` | 覆盖 REST API 地址 |
|
||||||
|
| `ONDOPERPS_WS_URL` | 覆盖 WebSocket 地址 |
|
||||||
|
| `ONDOPERPS_BUILDER_CODE` | Ondo 分配的 Builder Code |
|
||||||
|
| `ONDOPERPS_BUILDER_FEE_RATE_BPS` | Builder 订单费率,适配器限制在 1–10 bps |
|
||||||
|
|
||||||
|
## 已接入能力
|
||||||
|
|
||||||
|
- API Key HMAC-SHA256 REST 鉴权
|
||||||
|
- 限价单、Post Only 限价单、市价单、批量撤单与全部撤单
|
||||||
|
- 仓位级止损与止盈,映射到统一订单类型
|
||||||
|
- 账户余额、仓位、活动订单与市场精度查询
|
||||||
|
- 深度、标记价、K 线、资金费率、订单、仓位与余额 WebSocket 订阅
|
||||||
|
- REST 定时校准,覆盖 WebSocket 断线和私有频道鉴权异常场景
|
||||||
|
- 生产与沙盒端点切换
|
||||||
|
|
||||||
|
## 鉴权规则
|
||||||
|
|
||||||
|
REST 请求发送以下请求头:
|
||||||
|
|
||||||
|
- `ONDO-KEY-ID`
|
||||||
|
- `ONDO-TIMESTAMP`
|
||||||
|
- `ONDO-SIGN`
|
||||||
|
|
||||||
|
签名内容为 `timestamp + uppercaseMethod + requestPathWithQuery + body`,使用 API Secret 进行 HMAC-SHA256 并输出十六进制字符串。
|
||||||
|
|
||||||
|
WebSocket 登录消息使用 API Key ID、毫秒时间戳与 `time + "ondo_perps_ws_login"` 的 HMAC-SHA256 签名。连接空闲限制为 180 秒,适配器每 30 秒发送一次 ping。
|
||||||
|
|
||||||
|
## 安全
|
||||||
|
|
||||||
|
API Secret 只通过运行环境传入。仓库文件、日志与错误信息均不保存请求签名头或凭证内容。建议在 Ondo Perps 后台配置固定 IPv4 白名单,并为 API Key 只授予策略需要的权限。
|
||||||
+19
-12
@@ -4,12 +4,18 @@
|
|||||||
"module": "index.ts",
|
"module": "index.ts",
|
||||||
"type": "module",
|
"type": "module",
|
||||||
"private": false,
|
"private": false,
|
||||||
|
"repository": {
|
||||||
|
"type": "git",
|
||||||
|
"url": "https://github.com/discountry/ritmex-bot.git"
|
||||||
|
},
|
||||||
"bin": {
|
"bin": {
|
||||||
"ritmex-bot": "./bin/ritmex-bot"
|
"ritmex-bot": "./bin/ritmex-bot"
|
||||||
},
|
},
|
||||||
"scripts": {
|
"scripts": {
|
||||||
"dev": "bun run index.ts",
|
"dev": "bun run index.ts",
|
||||||
"start": "bun run index.ts",
|
"start": "bun run index.ts",
|
||||||
|
"lint": "oxlint",
|
||||||
|
"lint:fix": "oxlint --fix",
|
||||||
"test": "bun x vitest run",
|
"test": "bun x vitest run",
|
||||||
"test:exchange-contract": "bun x vitest run tests/exchange-contract-suite.test.ts tests/exchange-factory.test.ts tests/config.test.ts",
|
"test:exchange-contract": "bun x vitest run tests/exchange-contract-suite.test.ts tests/exchange-factory.test.ts tests/config.test.ts",
|
||||||
"test:watch": "bun x vitest",
|
"test:watch": "bun x vitest",
|
||||||
@@ -22,25 +28,26 @@
|
|||||||
"pm2:start:maker-points": "pm2 start bun --name ritmex-maker-points --cwd . --restart-delay 5000 -- run index.ts --strategy maker-points --exchange standx --silent"
|
"pm2:start:maker-points": "pm2 start bun --name ritmex-maker-points --cwd . --restart-delay 5000 -- run index.ts --strategy maker-points --exchange standx --silent"
|
||||||
},
|
},
|
||||||
"devDependencies": {
|
"devDependencies": {
|
||||||
"@types/bun": "latest",
|
"@types/bun": "^1.3.9",
|
||||||
"vitest": "^3.2.4"
|
"oxlint": "^1.54.0",
|
||||||
|
"vitest": "^4.0.18"
|
||||||
},
|
},
|
||||||
"peerDependencies": {
|
"peerDependencies": {
|
||||||
"typescript": "^5.9.2"
|
"typescript": "^5.9.3"
|
||||||
},
|
},
|
||||||
"dependencies": {
|
"dependencies": {
|
||||||
"@grvt/client": "^1.6.25",
|
"@grvt/client": "^1.6.27",
|
||||||
"@nadohq/client": "^0.1.0-alpha.45",
|
"@nadohq/client": "^0.1.0-alpha.51",
|
||||||
"@noble/ed25519": "^3.0.0",
|
"@noble/ed25519": "^3.0.0",
|
||||||
"axios": "^1.13.4",
|
"axios": "^1.13.6",
|
||||||
"bignumber.js": "^9.3.1",
|
"bignumber.js": "^10.0.2",
|
||||||
"ccxt": "^4.5.35",
|
"ccxt": "^4.5.40",
|
||||||
"dotenv": "^17.2.3",
|
"dotenv": "^17.3.1",
|
||||||
"ethereum-cryptography": "^2.2.1",
|
"ethereum-cryptography": "^3.2.0",
|
||||||
"ink": "^6.6.0",
|
"ink": "^6.8.0",
|
||||||
"react": "^19.2.4",
|
"react": "^19.2.4",
|
||||||
"trading-signals": "^7.4.3",
|
"trading-signals": "^7.4.3",
|
||||||
"viem": "^2.45.1",
|
"viem": "^2.46.3",
|
||||||
"ws": "^8.19.0"
|
"ws": "^8.19.0"
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -88,6 +88,8 @@ function assignExchange(options: CliOptions, raw: string): void {
|
|||||||
options.exchange = normalized as CliOptions["exchange"];
|
options.exchange = normalized as CliOptions["exchange"];
|
||||||
} else if (normalized === "gravity" || normalized === "grav" || normalized === "grv") {
|
} else if (normalized === "gravity" || normalized === "grav" || normalized === "grv") {
|
||||||
options.exchange = "grvt";
|
options.exchange = "grvt";
|
||||||
|
} else if (normalized === "ondo" || normalized === "ondoperp") {
|
||||||
|
options.exchange = "ondoperps";
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|||||||
@@ -15,7 +15,7 @@ import {
|
|||||||
routeTrailingStopOrder,
|
routeTrailingStopOrder,
|
||||||
} from "../exchanges/order-router";
|
} from "../exchanges/order-router";
|
||||||
import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
|
import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
|
||||||
import type { AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../exchanges/types";
|
import type { Depth, Kline, Order, Ticker } from "../exchanges/types";
|
||||||
import { startStrategy } from "./strategy-runner";
|
import { startStrategy } from "./strategy-runner";
|
||||||
import type {
|
import type {
|
||||||
CommandErrorPayload,
|
CommandErrorPayload,
|
||||||
@@ -117,6 +117,15 @@ const STATIC_CAPABILITIES: Record<
|
|||||||
changeMarginMode: true,
|
changeMarginMode: true,
|
||||||
forceCancelAllOrders: true,
|
forceCancelAllOrders: true,
|
||||||
},
|
},
|
||||||
|
ondoperps: {
|
||||||
|
trailingStops: false,
|
||||||
|
fundingRate: true,
|
||||||
|
precision: true,
|
||||||
|
queryOpenOrders: true,
|
||||||
|
queryAccountSnapshot: true,
|
||||||
|
changeMarginMode: false,
|
||||||
|
forceCancelAllOrders: true,
|
||||||
|
},
|
||||||
};
|
};
|
||||||
|
|
||||||
export interface CommandExecutorDependencies {
|
export interface CommandExecutorDependencies {
|
||||||
@@ -266,7 +275,7 @@ async function handleMarketTicker(
|
|||||||
buildAdapterFromEnvFn: typeof buildAdapterFromEnv
|
buildAdapterFromEnvFn: typeof buildAdapterFromEnv
|
||||||
): Promise<unknown> {
|
): Promise<unknown> {
|
||||||
const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn);
|
const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn);
|
||||||
const ticker = await waitForFirst<AsterTicker>(
|
const ticker = await waitForFirst<Ticker>(
|
||||||
(cb) => adapter.watchTicker(symbol, cb),
|
(cb) => adapter.watchTicker(symbol, cb),
|
||||||
command.timeoutMs,
|
command.timeoutMs,
|
||||||
"market ticker"
|
"market ticker"
|
||||||
@@ -279,7 +288,7 @@ async function handleMarketDepth(
|
|||||||
buildAdapterFromEnvFn: typeof buildAdapterFromEnv
|
buildAdapterFromEnvFn: typeof buildAdapterFromEnv
|
||||||
): Promise<unknown> {
|
): Promise<unknown> {
|
||||||
const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn);
|
const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn);
|
||||||
const depth = await waitForFirst<AsterDepth>(
|
const depth = await waitForFirst<Depth>(
|
||||||
(cb) => adapter.watchDepth(symbol, cb),
|
(cb) => adapter.watchDepth(symbol, cb),
|
||||||
command.timeoutMs,
|
command.timeoutMs,
|
||||||
"market depth"
|
"market depth"
|
||||||
@@ -300,7 +309,7 @@ async function handleMarketKline(
|
|||||||
buildAdapterFromEnvFn: typeof buildAdapterFromEnv
|
buildAdapterFromEnvFn: typeof buildAdapterFromEnv
|
||||||
): Promise<unknown> {
|
): Promise<unknown> {
|
||||||
const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn);
|
const { adapter, exchange, symbol } = createAdapterContext(command, buildAdapterFromEnvFn);
|
||||||
const klines = await waitForFirst<AsterKline[]>(
|
const klines = await waitForFirst<Kline[]>(
|
||||||
(cb) => adapter.watchKlines(symbol, command.interval, cb),
|
(cb) => adapter.watchKlines(symbol, command.interval, cb),
|
||||||
command.timeoutMs,
|
command.timeoutMs,
|
||||||
"market kline"
|
"market kline"
|
||||||
@@ -379,7 +388,7 @@ async function handleOrderCreate(
|
|||||||
timeInForce: payload.timeInForce,
|
timeInForce: payload.timeInForce,
|
||||||
};
|
};
|
||||||
|
|
||||||
let order: AsterOrder;
|
let order: Order;
|
||||||
switch (payload.type) {
|
switch (payload.type) {
|
||||||
case "limit":
|
case "limit":
|
||||||
order = await routeLimitOrder({
|
order = await routeLimitOrder({
|
||||||
|
|||||||
@@ -155,7 +155,7 @@ function parseExchangeCommand(
|
|||||||
options: Record<string, string | boolean>,
|
options: Record<string, string | boolean>,
|
||||||
common: CommandCommonOptions & { help?: boolean }
|
common: CommandCommonOptions & { help?: boolean }
|
||||||
): ParsedCliCommand {
|
): ParsedCliCommand {
|
||||||
assertAllowedOptions(options, new Set([...GLOBAL_OPTION_NAMES]));
|
assertAllowedOptions(options, new Set(GLOBAL_OPTION_NAMES));
|
||||||
if (action === "list") return { kind: "exchange-list", ...common };
|
if (action === "list") return { kind: "exchange-list", ...common };
|
||||||
if (action === "capabilities") return { kind: "exchange-capabilities", ...common };
|
if (action === "capabilities") return { kind: "exchange-capabilities", ...common };
|
||||||
throw new CommandParseError(`Unsupported exchange action '${action}'`);
|
throw new CommandParseError(`Unsupported exchange action '${action}'`);
|
||||||
@@ -470,6 +470,7 @@ function normalizeExchange(value: string | undefined): SupportedExchangeId | und
|
|||||||
const normalized = value.trim().toLowerCase();
|
const normalized = value.trim().toLowerCase();
|
||||||
if (normalized === "gravity" || normalized === "grav" || normalized === "grv") return "grvt";
|
if (normalized === "gravity" || normalized === "grav" || normalized === "grv") return "grvt";
|
||||||
if (normalized === "bnb") return "binance";
|
if (normalized === "bnb") return "binance";
|
||||||
|
if (normalized === "ondo" || normalized === "ondoperp") return "ondoperps";
|
||||||
if (isSupportedExchangeId(normalized)) return normalized;
|
if (isSupportedExchangeId(normalized)) return normalized;
|
||||||
throw new CommandParseError(`Unsupported exchange '${value}'`);
|
throw new CommandParseError(`Unsupported exchange '${value}'`);
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -98,6 +98,7 @@ const SYMBOL_PRIORITY_BY_EXCHANGE: Record<SupportedExchangeId, { envKeys: string
|
|||||||
nado: { envKeys: ["NADO_SYMBOL", "TRADE_SYMBOL"], fallback: "BTC-PERP" },
|
nado: { envKeys: ["NADO_SYMBOL", "TRADE_SYMBOL"], fallback: "BTC-PERP" },
|
||||||
standx: { envKeys: ["STANDX_SYMBOL", "TRADE_SYMBOL"], fallback: "BTC-USD" },
|
standx: { envKeys: ["STANDX_SYMBOL", "TRADE_SYMBOL"], fallback: "BTC-USD" },
|
||||||
binance: { envKeys: ["BINANCE_SYMBOL", "TRADE_SYMBOL"], fallback: "BTCUSDT" },
|
binance: { envKeys: ["BINANCE_SYMBOL", "TRADE_SYMBOL"], fallback: "BTCUSDT" },
|
||||||
|
ondoperps: { envKeys: ["ONDOPERPS_SYMBOL", "ONDOPERP_SYMBOL", "TRADE_SYMBOL"], fallback: "BTC-USD.P" },
|
||||||
};
|
};
|
||||||
|
|
||||||
export function resolveSymbolFromEnv(explicitExchangeId?: SupportedExchangeId | string | null): string {
|
export function resolveSymbolFromEnv(explicitExchangeId?: SupportedExchangeId | string | null): string {
|
||||||
|
|||||||
@@ -1,4 +1,4 @@
|
|||||||
import type { AsterOrder } from "../../exchanges/types";
|
import type { Order } from "../../exchanges/types";
|
||||||
|
|
||||||
export interface OrderTarget {
|
export interface OrderTarget {
|
||||||
side: "BUY" | "SELL";
|
side: "BUY" | "SELL";
|
||||||
@@ -8,11 +8,11 @@ export interface OrderTarget {
|
|||||||
}
|
}
|
||||||
|
|
||||||
export function makeOrderPlan(
|
export function makeOrderPlan(
|
||||||
openOrders: AsterOrder[],
|
openOrders: Order[],
|
||||||
targets: OrderTarget[]
|
targets: OrderTarget[]
|
||||||
): { toCancel: AsterOrder[]; toPlace: OrderTarget[] } {
|
): { toCancel: Order[]; toPlace: OrderTarget[] } {
|
||||||
const unmatched = new Set(targets.map((_, idx) => idx));
|
const unmatched = new Set(targets.map((_, idx) => idx));
|
||||||
const toCancel: AsterOrder[] = [];
|
const toCancel: Order[] = [];
|
||||||
|
|
||||||
for (const order of openOrders) {
|
for (const order of openOrders) {
|
||||||
const orderPrice = String(order.price);
|
const orderPrice = String(order.price);
|
||||||
|
|||||||
@@ -1,11 +1,11 @@
|
|||||||
import type { ExchangeAdapter } from "../../exchanges/adapter";
|
import type { ExchangeAdapter } from "../../exchanges/adapter";
|
||||||
import type { AsterOrder } from "../../exchanges/types";
|
import type { Order } from "../../exchanges/types";
|
||||||
import { isUnknownOrderError } from "../../utils/errors";
|
import { isUnknownOrderError } from "../../utils/errors";
|
||||||
|
|
||||||
export async function safeCancelOrder(
|
export async function safeCancelOrder(
|
||||||
exchange: ExchangeAdapter,
|
exchange: ExchangeAdapter,
|
||||||
symbol: string,
|
symbol: string,
|
||||||
order: AsterOrder,
|
order: Order,
|
||||||
onResolved: (orderId: number | string) => void,
|
onResolved: (orderId: number | string) => void,
|
||||||
onUnknown: () => void,
|
onUnknown: () => void,
|
||||||
onError: (err: unknown) => void
|
onError: (err: unknown) => void
|
||||||
|
|||||||
@@ -1,5 +1,5 @@
|
|||||||
import type { ExchangeAdapter } from "../exchanges/adapter";
|
import type { ExchangeAdapter } from "../exchanges/adapter";
|
||||||
import type { AsterOrder } from "../exchanges/types";
|
import type { Order } from "../exchanges/types";
|
||||||
import {
|
import {
|
||||||
routeCloseOrder,
|
routeCloseOrder,
|
||||||
routeLimitOrder,
|
routeLimitOrder,
|
||||||
@@ -88,7 +88,7 @@ export function unlockOperating(
|
|||||||
export async function deduplicateOrders(
|
export async function deduplicateOrders(
|
||||||
adapter: ExchangeAdapter,
|
adapter: ExchangeAdapter,
|
||||||
symbol: string,
|
symbol: string,
|
||||||
openOrders: AsterOrder[],
|
openOrders: Order[],
|
||||||
locks: OrderLockMap,
|
locks: OrderLockMap,
|
||||||
timers: OrderTimerMap,
|
timers: OrderTimerMap,
|
||||||
pendings: OrderPendingMap,
|
pendings: OrderPendingMap,
|
||||||
@@ -134,12 +134,13 @@ type PlaceOrderOptions = {
|
|||||||
skipDedupe?: boolean;
|
skipDedupe?: boolean;
|
||||||
slPrice?: number;
|
slPrice?: number;
|
||||||
tpPrice?: number;
|
tpPrice?: number;
|
||||||
|
clientOrderId?: string;
|
||||||
};
|
};
|
||||||
|
|
||||||
export async function placeOrder(
|
export async function placeOrder(
|
||||||
adapter: ExchangeAdapter,
|
adapter: ExchangeAdapter,
|
||||||
symbol: string,
|
symbol: string,
|
||||||
openOrders: AsterOrder[],
|
openOrders: Order[],
|
||||||
locks: OrderLockMap,
|
locks: OrderLockMap,
|
||||||
timers: OrderTimerMap,
|
timers: OrderTimerMap,
|
||||||
pendings: OrderPendingMap,
|
pendings: OrderPendingMap,
|
||||||
@@ -150,7 +151,7 @@ export async function placeOrder(
|
|||||||
reduceOnly = false,
|
reduceOnly = false,
|
||||||
guard?: OrderGuardOptions,
|
guard?: OrderGuardOptions,
|
||||||
opts?: PlaceOrderOptions
|
opts?: PlaceOrderOptions
|
||||||
): Promise<AsterOrder | undefined> {
|
): Promise<Order | undefined> {
|
||||||
const type = "LIMIT";
|
const type = "LIMIT";
|
||||||
if (isOperating(locks, type)) return;
|
if (isOperating(locks, type)) return;
|
||||||
const priceNum = Number(price);
|
const priceNum = Number(price);
|
||||||
@@ -180,6 +181,7 @@ export async function placeOrder(
|
|||||||
closePosition,
|
closePosition,
|
||||||
slPrice: opts?.slPrice,
|
slPrice: opts?.slPrice,
|
||||||
tpPrice: opts?.tpPrice,
|
tpPrice: opts?.tpPrice,
|
||||||
|
clientOrderId: opts?.clientOrderId,
|
||||||
});
|
});
|
||||||
pendings[type] = String(order.orderId);
|
pendings[type] = String(order.orderId);
|
||||||
log("order", `挂限价单: ${side} @ ${priceNum} 数量 ${quantity} reduceOnly=${reduceOnly}${opts?.slPrice ? ` sl=${opts.slPrice}` : ""}`);
|
log("order", `挂限价单: ${side} @ ${priceNum} 数量 ${quantity} reduceOnly=${reduceOnly}${opts?.slPrice ? ` sl=${opts.slPrice}` : ""}`);
|
||||||
@@ -197,7 +199,7 @@ export async function placeOrder(
|
|||||||
export async function placeMarketOrder(
|
export async function placeMarketOrder(
|
||||||
adapter: ExchangeAdapter,
|
adapter: ExchangeAdapter,
|
||||||
symbol: string,
|
symbol: string,
|
||||||
openOrders: AsterOrder[],
|
openOrders: Order[],
|
||||||
locks: OrderLockMap,
|
locks: OrderLockMap,
|
||||||
timers: OrderTimerMap,
|
timers: OrderTimerMap,
|
||||||
pendings: OrderPendingMap,
|
pendings: OrderPendingMap,
|
||||||
@@ -207,7 +209,7 @@ export async function placeMarketOrder(
|
|||||||
reduceOnly = false,
|
reduceOnly = false,
|
||||||
guard?: OrderGuardOptions,
|
guard?: OrderGuardOptions,
|
||||||
opts?: { qtyStep: number }
|
opts?: { qtyStep: number }
|
||||||
): Promise<AsterOrder | undefined> {
|
): Promise<Order | undefined> {
|
||||||
const type = "MARKET";
|
const type = "MARKET";
|
||||||
if (isOperating(locks, type)) return;
|
if (isOperating(locks, type)) return;
|
||||||
if (!enforceMarkPriceGuard(side, guard?.expectedPrice ?? null, guard, log, "市价单")) return;
|
if (!enforceMarkPriceGuard(side, guard?.expectedPrice ?? null, guard, log, "市价单")) return;
|
||||||
@@ -247,7 +249,7 @@ export async function placeMarketOrder(
|
|||||||
export async function placeStopLossOrder(
|
export async function placeStopLossOrder(
|
||||||
adapter: ExchangeAdapter,
|
adapter: ExchangeAdapter,
|
||||||
symbol: string,
|
symbol: string,
|
||||||
openOrders: AsterOrder[],
|
openOrders: Order[],
|
||||||
locks: OrderLockMap,
|
locks: OrderLockMap,
|
||||||
timers: OrderTimerMap,
|
timers: OrderTimerMap,
|
||||||
pendings: OrderPendingMap,
|
pendings: OrderPendingMap,
|
||||||
@@ -258,7 +260,7 @@ export async function placeStopLossOrder(
|
|||||||
log: LogHandler,
|
log: LogHandler,
|
||||||
guard?: OrderGuardOptions,
|
guard?: OrderGuardOptions,
|
||||||
opts?: { priceTick: number; qtyStep: number }
|
opts?: { priceTick: number; qtyStep: number }
|
||||||
): Promise<AsterOrder | undefined> {
|
): Promise<Order | undefined> {
|
||||||
const type = "STOP_MARKET";
|
const type = "STOP_MARKET";
|
||||||
if (isOperating(locks, type)) return;
|
if (isOperating(locks, type)) return;
|
||||||
if (!enforceMarkPriceGuard(side, stopPrice, guard, log, "止损单")) return;
|
if (!enforceMarkPriceGuard(side, stopPrice, guard, log, "止损单")) return;
|
||||||
@@ -314,7 +316,7 @@ export async function placeStopLossOrder(
|
|||||||
export async function placeTrailingStopOrder(
|
export async function placeTrailingStopOrder(
|
||||||
adapter: ExchangeAdapter,
|
adapter: ExchangeAdapter,
|
||||||
symbol: string,
|
symbol: string,
|
||||||
openOrders: AsterOrder[],
|
openOrders: Order[],
|
||||||
locks: OrderLockMap,
|
locks: OrderLockMap,
|
||||||
timers: OrderTimerMap,
|
timers: OrderTimerMap,
|
||||||
pendings: OrderPendingMap,
|
pendings: OrderPendingMap,
|
||||||
@@ -325,7 +327,7 @@ export async function placeTrailingStopOrder(
|
|||||||
log: LogHandler,
|
log: LogHandler,
|
||||||
guard?: OrderGuardOptions,
|
guard?: OrderGuardOptions,
|
||||||
opts?: { priceTick: number; qtyStep: number }
|
opts?: { priceTick: number; qtyStep: number }
|
||||||
): Promise<AsterOrder | undefined> {
|
): Promise<Order | undefined> {
|
||||||
const type = "TRAILING_STOP_MARKET";
|
const type = "TRAILING_STOP_MARKET";
|
||||||
if (isOperating(locks, type)) return;
|
if (isOperating(locks, type)) return;
|
||||||
if (!adapter.supportsTrailingStops()) {
|
if (!adapter.supportsTrailingStops()) {
|
||||||
@@ -375,7 +377,7 @@ export async function placeTrailingStopOrder(
|
|||||||
export async function marketClose(
|
export async function marketClose(
|
||||||
adapter: ExchangeAdapter,
|
adapter: ExchangeAdapter,
|
||||||
symbol: string,
|
symbol: string,
|
||||||
openOrders: AsterOrder[],
|
openOrders: Order[],
|
||||||
locks: OrderLockMap,
|
locks: OrderLockMap,
|
||||||
timers: OrderTimerMap,
|
timers: OrderTimerMap,
|
||||||
pendings: OrderPendingMap,
|
pendings: OrderPendingMap,
|
||||||
|
|||||||
@@ -0,0 +1,91 @@
|
|||||||
|
import { extractMessage } from "../utils/errors";
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Wrap a callback so exceptions inside it are swallowed and logged.
|
||||||
|
* Used by adapter watch* methods to prevent gateway callback errors
|
||||||
|
* from killing the event loop.
|
||||||
|
*/
|
||||||
|
export function createSafeInvoke(adapterName: string) {
|
||||||
|
return function safeInvoke<T extends (...args: any[]) => void>(context: string, cb: T): T {
|
||||||
|
const wrapped = ((...args: any[]) => {
|
||||||
|
try {
|
||||||
|
cb(...args);
|
||||||
|
} catch (error) {
|
||||||
|
console.error(`[${adapterName}] ${context} handler failed: ${extractMessage(error)}`);
|
||||||
|
}
|
||||||
|
}) as T;
|
||||||
|
return wrapped;
|
||||||
|
};
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface InitManager {
|
||||||
|
ensureInitialized(context?: string): Promise<void>;
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Creates a reusable init-once-with-retry manager.
|
||||||
|
* Every adapter uses the same pattern: cache the init promise, retry on
|
||||||
|
* failure with exponential back-off, and deduplicate context error logs.
|
||||||
|
*/
|
||||||
|
export function createInitManager(
|
||||||
|
adapterName: string,
|
||||||
|
doInitialize: () => Promise<void>,
|
||||||
|
): InitManager {
|
||||||
|
let initPromise: Promise<void> | null = null;
|
||||||
|
const initContexts = new Set<string>();
|
||||||
|
let retryTimer: ReturnType<typeof setTimeout> | null = null;
|
||||||
|
let retryDelayMs = 3000;
|
||||||
|
let lastInitErrorAt = 0;
|
||||||
|
|
||||||
|
function clearRetry(): void {
|
||||||
|
if (retryTimer) {
|
||||||
|
clearTimeout(retryTimer);
|
||||||
|
retryTimer = null;
|
||||||
|
}
|
||||||
|
retryDelayMs = 3000;
|
||||||
|
}
|
||||||
|
|
||||||
|
function handleInitError(context: string, error: unknown): void {
|
||||||
|
const now = Date.now();
|
||||||
|
if (now - lastInitErrorAt < 5000) return;
|
||||||
|
lastInitErrorAt = now;
|
||||||
|
console.error(`[${adapterName}] ${context} failed`, error);
|
||||||
|
}
|
||||||
|
|
||||||
|
function scheduleRetry(): void {
|
||||||
|
if (retryTimer) return;
|
||||||
|
retryTimer = setTimeout(() => {
|
||||||
|
retryTimer = null;
|
||||||
|
if (initPromise) return;
|
||||||
|
retryDelayMs = Math.min(retryDelayMs * 2, 60_000);
|
||||||
|
void ensureInitialized("retry");
|
||||||
|
}, retryDelayMs);
|
||||||
|
}
|
||||||
|
|
||||||
|
function ensureInitialized(context?: string): Promise<void> {
|
||||||
|
if (!initPromise) {
|
||||||
|
initContexts.clear();
|
||||||
|
initPromise = doInitialize()
|
||||||
|
.then((value) => {
|
||||||
|
clearRetry();
|
||||||
|
return value;
|
||||||
|
})
|
||||||
|
.catch((error) => {
|
||||||
|
handleInitError("initialize", error);
|
||||||
|
initPromise = null;
|
||||||
|
scheduleRetry();
|
||||||
|
throw error;
|
||||||
|
});
|
||||||
|
}
|
||||||
|
if (context && !initContexts.has(context)) {
|
||||||
|
initContexts.add(context);
|
||||||
|
initPromise.catch((error) => {
|
||||||
|
handleInitError(context, error);
|
||||||
|
scheduleRetry();
|
||||||
|
});
|
||||||
|
}
|
||||||
|
return initPromise;
|
||||||
|
}
|
||||||
|
|
||||||
|
return { ensureInitialized };
|
||||||
|
}
|
||||||
+14
-14
@@ -1,30 +1,30 @@
|
|||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
AsterKline,
|
Kline,
|
||||||
CreateOrderParams,
|
CreateOrderParams,
|
||||||
} from "./types";
|
} from "./types";
|
||||||
|
|
||||||
export interface AccountListener {
|
export interface AccountListener {
|
||||||
(snapshot: AsterAccountSnapshot): void;
|
(snapshot: AccountSnapshot): void;
|
||||||
}
|
}
|
||||||
|
|
||||||
export interface OrderListener {
|
export interface OrderListener {
|
||||||
(orders: AsterOrder[]): void;
|
(orders: Order[]): void;
|
||||||
}
|
}
|
||||||
|
|
||||||
export interface DepthListener {
|
export interface DepthListener {
|
||||||
(depth: AsterDepth): void;
|
(depth: Depth): void;
|
||||||
}
|
}
|
||||||
|
|
||||||
export interface TickerListener {
|
export interface TickerListener {
|
||||||
(ticker: AsterTicker): void;
|
(ticker: Ticker): void;
|
||||||
}
|
}
|
||||||
|
|
||||||
export interface KlineListener {
|
export interface KlineListener {
|
||||||
(klines: AsterKline[]): void;
|
(klines: Kline[]): void;
|
||||||
}
|
}
|
||||||
|
|
||||||
export interface FundingRateSnapshot {
|
export interface FundingRateSnapshot {
|
||||||
@@ -72,18 +72,18 @@ export interface ExchangeAdapter {
|
|||||||
watchTicker(symbol: string, cb: TickerListener): void;
|
watchTicker(symbol: string, cb: TickerListener): void;
|
||||||
watchKlines(symbol: string, interval: string, cb: KlineListener): void;
|
watchKlines(symbol: string, interval: string, cb: KlineListener): void;
|
||||||
watchFundingRate?(symbol: string, cb: FundingRateListener): void;
|
watchFundingRate?(symbol: string, cb: FundingRateListener): void;
|
||||||
createOrder(params: CreateOrderParams): Promise<AsterOrder>;
|
createOrder(params: CreateOrderParams): Promise<Order>;
|
||||||
cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void>;
|
cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void>;
|
||||||
cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void>;
|
cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void>;
|
||||||
cancelAllOrders(params: { symbol: string }): Promise<void>;
|
cancelAllOrders(params: { symbol: string }): Promise<void>;
|
||||||
getPrecision?(): Promise<ExchangePrecision | null>;
|
getPrecision?(): Promise<ExchangePrecision | null>;
|
||||||
// 连接保护相关方法(可选,仅 StandX 支持)
|
// Connection protection methods (optional)
|
||||||
onConnectionEvent?(listener: ConnectionEventListener): void;
|
onConnectionEvent?(listener: ConnectionEventListener): void;
|
||||||
offConnectionEvent?(listener: ConnectionEventListener): void;
|
offConnectionEvent?(listener: ConnectionEventListener): void;
|
||||||
onRestHealthEvent?(listener: RestHealthListener): void;
|
onRestHealthEvent?(listener: RestHealthListener): void;
|
||||||
offRestHealthEvent?(listener: RestHealthListener): void;
|
offRestHealthEvent?(listener: RestHealthListener): void;
|
||||||
queryOpenOrders?(): Promise<AsterOrder[]>;
|
queryOpenOrders?(): Promise<Order[]>;
|
||||||
queryAccountSnapshot?(): Promise<AsterAccountSnapshot | null>;
|
queryAccountSnapshot?(): Promise<AccountSnapshot | null>;
|
||||||
changeMarginMode?(params: { symbol: string; marginMode: "isolated" | "cross" }): Promise<void>;
|
changeMarginMode?(params: { symbol: string; marginMode: "isolated" | "cross" }): Promise<void>;
|
||||||
forceCancelAllOrders?(): Promise<boolean>;
|
forceCancelAllOrders?(): Promise<boolean>;
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,168 +0,0 @@
|
|||||||
import type {
|
|
||||||
AccountListener,
|
|
||||||
DepthListener,
|
|
||||||
ExchangeAdapter,
|
|
||||||
ExchangePrecision,
|
|
||||||
KlineListener,
|
|
||||||
OrderListener,
|
|
||||||
TickerListener,
|
|
||||||
} from "./adapter";
|
|
||||||
import type { AsterOrder, CreateOrderParams, AsterDepth, AsterTicker, AsterKline } from "./types";
|
|
||||||
import { extractMessage } from "../utils/errors";
|
|
||||||
import { AsterGateway } from "./aster/client";
|
|
||||||
|
|
||||||
export interface AsterCredentials {
|
|
||||||
apiKey?: string;
|
|
||||||
apiSecret?: string;
|
|
||||||
symbol?: string;
|
|
||||||
}
|
|
||||||
|
|
||||||
export class AsterExchangeAdapter implements ExchangeAdapter {
|
|
||||||
readonly id = "aster";
|
|
||||||
private readonly gateway: AsterGateway;
|
|
||||||
private readonly symbol: string;
|
|
||||||
private initPromise: Promise<void> | null = null;
|
|
||||||
private lastInitErrorAt = 0;
|
|
||||||
private readonly initContexts = new Set<string>();
|
|
||||||
private retryTimer: ReturnType<typeof setTimeout> | null = null;
|
|
||||||
private retryDelayMs = 3000;
|
|
||||||
|
|
||||||
constructor(credentials: AsterCredentials = {}) {
|
|
||||||
this.gateway = new AsterGateway({ apiKey: credentials.apiKey, apiSecret: credentials.apiSecret });
|
|
||||||
this.symbol = (credentials.symbol ?? process.env.TRADE_SYMBOL ?? "BTCUSDT").toUpperCase();
|
|
||||||
}
|
|
||||||
|
|
||||||
supportsTrailingStops(): boolean {
|
|
||||||
return true;
|
|
||||||
}
|
|
||||||
|
|
||||||
private safeInvoke<T extends (...args: any[]) => void>(context: string, cb: T): T {
|
|
||||||
const wrapped = ((...args: any[]) => {
|
|
||||||
try {
|
|
||||||
cb(...args);
|
|
||||||
} catch (error) {
|
|
||||||
console.error(`[AsterExchangeAdapter] ${context} handler failed: ${extractMessage(error)}`);
|
|
||||||
}
|
|
||||||
}) as T;
|
|
||||||
return wrapped;
|
|
||||||
}
|
|
||||||
|
|
||||||
private ensureInitialized(context?: string): Promise<void> {
|
|
||||||
if (!this.initPromise) {
|
|
||||||
this.initContexts.clear();
|
|
||||||
this.initPromise = this.gateway.ensureInitialized(this.symbol).then((value) => {
|
|
||||||
this.clearRetry();
|
|
||||||
return value;
|
|
||||||
}).catch((error) => {
|
|
||||||
this.handleInitError("initialize", error);
|
|
||||||
this.initPromise = null;
|
|
||||||
this.scheduleRetry();
|
|
||||||
throw error;
|
|
||||||
});
|
|
||||||
}
|
|
||||||
if (context && !this.initContexts.has(context)) {
|
|
||||||
this.initContexts.add(context);
|
|
||||||
this.initPromise.catch((error) => {
|
|
||||||
this.handleInitError(context, error);
|
|
||||||
this.scheduleRetry();
|
|
||||||
});
|
|
||||||
}
|
|
||||||
return this.initPromise;
|
|
||||||
}
|
|
||||||
|
|
||||||
private scheduleRetry(): void {
|
|
||||||
if (this.retryTimer) return;
|
|
||||||
this.retryTimer = setTimeout(() => {
|
|
||||||
this.retryTimer = null;
|
|
||||||
if (this.initPromise) return;
|
|
||||||
this.retryDelayMs = Math.min(this.retryDelayMs * 2, 60_000);
|
|
||||||
void this.ensureInitialized("retry");
|
|
||||||
}, this.retryDelayMs);
|
|
||||||
}
|
|
||||||
|
|
||||||
private clearRetry(): void {
|
|
||||||
if (this.retryTimer) {
|
|
||||||
clearTimeout(this.retryTimer);
|
|
||||||
this.retryTimer = null;
|
|
||||||
}
|
|
||||||
this.retryDelayMs = 3000;
|
|
||||||
}
|
|
||||||
|
|
||||||
private handleInitError(context: string, error: unknown): void {
|
|
||||||
const now = Date.now();
|
|
||||||
if (now - this.lastInitErrorAt < 5000) return;
|
|
||||||
this.lastInitErrorAt = now;
|
|
||||||
console.error(`[AsterExchangeAdapter] ${context} failed`, error);
|
|
||||||
}
|
|
||||||
|
|
||||||
watchAccount(cb: AccountListener): void {
|
|
||||||
void this.ensureInitialized("watchAccount");
|
|
||||||
this.gateway.onAccount(this.safeInvoke("watchAccount", (snapshot) => {
|
|
||||||
cb(snapshot);
|
|
||||||
}));
|
|
||||||
}
|
|
||||||
|
|
||||||
watchOrders(cb: OrderListener): void {
|
|
||||||
void this.ensureInitialized("watchOrders");
|
|
||||||
this.gateway.onOrders(this.safeInvoke("watchOrders", (orders) => {
|
|
||||||
cb(orders);
|
|
||||||
}));
|
|
||||||
}
|
|
||||||
|
|
||||||
watchDepth(symbol: string, cb: DepthListener): void {
|
|
||||||
void this.ensureInitialized("watchDepth");
|
|
||||||
this.gateway.onDepth(symbol, this.safeInvoke("watchDepth", (depth: AsterDepth) => {
|
|
||||||
cb(depth);
|
|
||||||
}));
|
|
||||||
}
|
|
||||||
|
|
||||||
watchTicker(symbol: string, cb: TickerListener): void {
|
|
||||||
void this.ensureInitialized("watchTicker");
|
|
||||||
this.gateway.onTicker(symbol, this.safeInvoke("watchTicker", (ticker: AsterTicker) => {
|
|
||||||
cb(ticker);
|
|
||||||
}));
|
|
||||||
}
|
|
||||||
|
|
||||||
watchKlines(symbol: string, interval: string, cb: KlineListener): void {
|
|
||||||
void this.ensureInitialized("watchKlines");
|
|
||||||
this.gateway.onKlines(symbol, interval, this.safeInvoke("watchKlines", (klines: AsterKline[]) => {
|
|
||||||
cb(klines);
|
|
||||||
}));
|
|
||||||
}
|
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
|
||||||
await this.ensureInitialized("createOrder");
|
|
||||||
return this.gateway.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
|
|
||||||
await this.ensureInitialized("cancelOrder");
|
|
||||||
await this.gateway.cancelOrder({ symbol: params.symbol, orderId: Number(params.orderId) });
|
|
||||||
}
|
|
||||||
|
|
||||||
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
|
|
||||||
await this.ensureInitialized("cancelOrders");
|
|
||||||
await this.gateway.cancelOrders({ symbol: params.symbol, orderIdList: params.orderIdList });
|
|
||||||
}
|
|
||||||
|
|
||||||
async cancelAllOrders(params: { symbol: string }): Promise<void> {
|
|
||||||
await this.ensureInitialized("cancelAllOrders");
|
|
||||||
await this.gateway.cancelAllOrders(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
async getPrecision(): Promise<ExchangePrecision | null> {
|
|
||||||
try {
|
|
||||||
const precision = await this.gateway.getPrecision(this.symbol);
|
|
||||||
if (!precision) return null;
|
|
||||||
return {
|
|
||||||
priceTick: precision.priceTick,
|
|
||||||
qtyStep: precision.qtyStep,
|
|
||||||
priceDecimals: precision.priceDecimals,
|
|
||||||
sizeDecimals: precision.sizeDecimals,
|
|
||||||
};
|
|
||||||
} catch (error) {
|
|
||||||
console.error("[AsterExchangeAdapter] getPrecision failed", error);
|
|
||||||
return null;
|
|
||||||
}
|
|
||||||
}
|
|
||||||
}
|
|
||||||
@@ -0,0 +1,109 @@
|
|||||||
|
import type {
|
||||||
|
AccountListener,
|
||||||
|
DepthListener,
|
||||||
|
ExchangeAdapter,
|
||||||
|
ExchangePrecision,
|
||||||
|
KlineListener,
|
||||||
|
OrderListener,
|
||||||
|
TickerListener,
|
||||||
|
} from "../adapter";
|
||||||
|
import type { Order, CreateOrderParams, Depth, Ticker, Kline } from "../types";
|
||||||
|
import { createSafeInvoke, createInitManager } from "../adapter-utils";
|
||||||
|
import { AsterGateway } from "./gateway";
|
||||||
|
|
||||||
|
export interface AsterCredentials {
|
||||||
|
apiKey?: string;
|
||||||
|
apiSecret?: string;
|
||||||
|
symbol?: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
export class AsterExchangeAdapter implements ExchangeAdapter {
|
||||||
|
readonly id = "aster";
|
||||||
|
private readonly gateway: AsterGateway;
|
||||||
|
private readonly symbol: string;
|
||||||
|
private readonly safeInvoke = createSafeInvoke("AsterExchangeAdapter");
|
||||||
|
private readonly init: ReturnType<typeof createInitManager>;
|
||||||
|
|
||||||
|
constructor(credentials: AsterCredentials = {}) {
|
||||||
|
this.gateway = new AsterGateway({ apiKey: credentials.apiKey, apiSecret: credentials.apiSecret });
|
||||||
|
this.symbol = (credentials.symbol ?? process.env.TRADE_SYMBOL ?? "BTCUSDT").toUpperCase();
|
||||||
|
this.init = createInitManager("AsterExchangeAdapter", () =>
|
||||||
|
this.gateway.ensureInitialized(this.symbol),
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
supportsTrailingStops(): boolean {
|
||||||
|
return true;
|
||||||
|
}
|
||||||
|
|
||||||
|
watchAccount(cb: AccountListener): void {
|
||||||
|
void this.init.ensureInitialized("watchAccount");
|
||||||
|
this.gateway.onAccount(this.safeInvoke("watchAccount", (snapshot) => {
|
||||||
|
cb(snapshot);
|
||||||
|
}));
|
||||||
|
}
|
||||||
|
|
||||||
|
watchOrders(cb: OrderListener): void {
|
||||||
|
void this.init.ensureInitialized("watchOrders");
|
||||||
|
this.gateway.onOrders(this.safeInvoke("watchOrders", (orders) => {
|
||||||
|
cb(orders);
|
||||||
|
}));
|
||||||
|
}
|
||||||
|
|
||||||
|
watchDepth(symbol: string, cb: DepthListener): void {
|
||||||
|
void this.init.ensureInitialized("watchDepth");
|
||||||
|
this.gateway.onDepth(symbol, this.safeInvoke("watchDepth", (depth: Depth) => {
|
||||||
|
cb(depth);
|
||||||
|
}));
|
||||||
|
}
|
||||||
|
|
||||||
|
watchTicker(symbol: string, cb: TickerListener): void {
|
||||||
|
void this.init.ensureInitialized("watchTicker");
|
||||||
|
this.gateway.onTicker(symbol, this.safeInvoke("watchTicker", (ticker: Ticker) => {
|
||||||
|
cb(ticker);
|
||||||
|
}));
|
||||||
|
}
|
||||||
|
|
||||||
|
watchKlines(symbol: string, interval: string, cb: KlineListener): void {
|
||||||
|
void this.init.ensureInitialized("watchKlines");
|
||||||
|
this.gateway.onKlines(symbol, interval, this.safeInvoke("watchKlines", (klines: Kline[]) => {
|
||||||
|
cb(klines);
|
||||||
|
}));
|
||||||
|
}
|
||||||
|
|
||||||
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
|
await this.init.ensureInitialized("createOrder");
|
||||||
|
return this.gateway.createOrder(params);
|
||||||
|
}
|
||||||
|
|
||||||
|
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
|
||||||
|
await this.init.ensureInitialized("cancelOrder");
|
||||||
|
await this.gateway.cancelOrder({ symbol: params.symbol, orderId: Number(params.orderId) });
|
||||||
|
}
|
||||||
|
|
||||||
|
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
|
||||||
|
await this.init.ensureInitialized("cancelOrders");
|
||||||
|
await this.gateway.cancelOrders({ symbol: params.symbol, orderIdList: params.orderIdList });
|
||||||
|
}
|
||||||
|
|
||||||
|
async cancelAllOrders(params: { symbol: string }): Promise<void> {
|
||||||
|
await this.init.ensureInitialized("cancelAllOrders");
|
||||||
|
await this.gateway.cancelAllOrders(params);
|
||||||
|
}
|
||||||
|
|
||||||
|
async getPrecision(): Promise<ExchangePrecision | null> {
|
||||||
|
try {
|
||||||
|
const precision = await this.gateway.getPrecision(this.symbol);
|
||||||
|
if (!precision) return null;
|
||||||
|
return {
|
||||||
|
priceTick: precision.priceTick,
|
||||||
|
qtyStep: precision.qtyStep,
|
||||||
|
priceDecimals: precision.priceDecimals,
|
||||||
|
sizeDecimals: precision.sizeDecimals,
|
||||||
|
};
|
||||||
|
} catch (error) {
|
||||||
|
console.error("[AsterExchangeAdapter] getPrecision failed", error);
|
||||||
|
return null;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -1,11 +1,16 @@
|
|||||||
import crypto from "crypto";
|
import crypto from "crypto";
|
||||||
import { setInterval, clearInterval, setTimeout, clearTimeout } from "timers";
|
import { setInterval, clearInterval, setTimeout, clearTimeout } from "timers";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountPosition,
|
AccountPosition,
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
|
Ticker,
|
||||||
|
CreateOrderParams,
|
||||||
|
PositionSide,
|
||||||
|
} from "../types";
|
||||||
|
import type {
|
||||||
AsterSpotAccount,
|
AsterSpotAccount,
|
||||||
AsterSpotAggTrade,
|
AsterSpotAggTrade,
|
||||||
AsterSpotBookTicker,
|
AsterSpotBookTicker,
|
||||||
@@ -18,18 +23,15 @@ import type {
|
|||||||
AsterSpotTicker24h,
|
AsterSpotTicker24h,
|
||||||
AsterSpotTrade,
|
AsterSpotTrade,
|
||||||
AsterSpotUserTrade,
|
AsterSpotUserTrade,
|
||||||
AsterTicker,
|
|
||||||
AsterFuturesExchangeInfo,
|
AsterFuturesExchangeInfo,
|
||||||
AsterFuturesSymbolInfo,
|
AsterFuturesSymbolInfo,
|
||||||
CancelSpotOrderParams,
|
CancelSpotOrderParams,
|
||||||
CreateOrderParams,
|
|
||||||
CreateSpotOrderParams,
|
CreateSpotOrderParams,
|
||||||
PositionSide,
|
|
||||||
QuerySpotOrderParams,
|
QuerySpotOrderParams,
|
||||||
SpotAllOrdersParams,
|
SpotAllOrdersParams,
|
||||||
SpotOpenOrdersParams,
|
SpotOpenOrdersParams,
|
||||||
SpotUserTradesParams,
|
SpotUserTradesParams,
|
||||||
} from "../types";
|
} from "./types";
|
||||||
import { decimalsOf } from "../../utils/math";
|
import { decimalsOf } from "../../utils/math";
|
||||||
|
|
||||||
process.env.NODE_TLS_REJECT_UNAUTHORIZED = "0";
|
process.env.NODE_TLS_REJECT_UNAUTHORIZED = "0";
|
||||||
@@ -244,7 +246,7 @@ export class AsterSpotRestClient {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateSpotOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateSpotOrderParams): Promise<Order> {
|
||||||
const response = await this.request<any>({
|
const response = await this.request<any>({
|
||||||
path: "/api/v1/order",
|
path: "/api/v1/order",
|
||||||
method: "POST",
|
method: "POST",
|
||||||
@@ -255,7 +257,7 @@ export class AsterSpotRestClient {
|
|||||||
return toOrderFromRest(response);
|
return toOrderFromRest(response);
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelOrder(params: CancelSpotOrderParams): Promise<AsterOrder> {
|
async cancelOrder(params: CancelSpotOrderParams): Promise<Order> {
|
||||||
const response = await this.request<any>({
|
const response = await this.request<any>({
|
||||||
path: "/api/v1/order",
|
path: "/api/v1/order",
|
||||||
method: "DELETE",
|
method: "DELETE",
|
||||||
@@ -270,7 +272,7 @@ export class AsterSpotRestClient {
|
|||||||
return toOrderFromRest(response);
|
return toOrderFromRest(response);
|
||||||
}
|
}
|
||||||
|
|
||||||
async getOrder(params: QuerySpotOrderParams): Promise<AsterOrder> {
|
async getOrder(params: QuerySpotOrderParams): Promise<Order> {
|
||||||
const response = await this.request<any>({
|
const response = await this.request<any>({
|
||||||
path: "/api/v1/order",
|
path: "/api/v1/order",
|
||||||
method: "GET",
|
method: "GET",
|
||||||
@@ -285,7 +287,7 @@ export class AsterSpotRestClient {
|
|||||||
return toOrderFromRest(response);
|
return toOrderFromRest(response);
|
||||||
}
|
}
|
||||||
|
|
||||||
async getOpenOrders(params: SpotOpenOrdersParams = {}): Promise<AsterOrder[]> {
|
async getOpenOrders(params: SpotOpenOrdersParams = {}): Promise<Order[]> {
|
||||||
const response = await this.request<any[]>({
|
const response = await this.request<any[]>({
|
||||||
path: "/api/v1/openOrders",
|
path: "/api/v1/openOrders",
|
||||||
method: "GET",
|
method: "GET",
|
||||||
@@ -319,7 +321,7 @@ export class AsterSpotRestClient {
|
|||||||
});
|
});
|
||||||
}
|
}
|
||||||
|
|
||||||
async getAllOrders(params: SpotAllOrdersParams): Promise<AsterOrder[]> {
|
async getAllOrders(params: SpotAllOrdersParams): Promise<Order[]> {
|
||||||
const response = await this.request<any[]>({
|
const response = await this.request<any[]>({
|
||||||
path: "/api/v1/allOrders",
|
path: "/api/v1/allOrders",
|
||||||
method: "GET",
|
method: "GET",
|
||||||
@@ -543,13 +545,13 @@ export class AsterSpotRestClient {
|
|||||||
}
|
}
|
||||||
try {
|
try {
|
||||||
return JSON.parse(text) as T;
|
return JSON.parse(text) as T;
|
||||||
} catch (error) {
|
} catch {
|
||||||
throw new Error(`[AsterSpotRestClient] 无法解析响应: ${text.slice(0, 200)}`);
|
throw new Error(`[AsterSpotRestClient] 无法解析响应: ${text.slice(0, 200)}`);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
function toDepth(streamSymbol: string, data: any): AsterDepth {
|
function toDepth(streamSymbol: string, data: any): Depth {
|
||||||
return {
|
return {
|
||||||
eventType: data.e,
|
eventType: data.e,
|
||||||
eventTime: data.E,
|
eventTime: data.E,
|
||||||
@@ -561,7 +563,7 @@ function toDepth(streamSymbol: string, data: any): AsterDepth {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
function toTicker(data: any): AsterTicker {
|
function toTicker(data: any): Ticker {
|
||||||
return {
|
return {
|
||||||
eventType: data.e,
|
eventType: data.e,
|
||||||
eventTime: data.E,
|
eventTime: data.E,
|
||||||
@@ -584,7 +586,7 @@ function toTicker(data: any): AsterTicker {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
function toKline(data: any): AsterKline {
|
function toKline(data: any): Kline {
|
||||||
return {
|
return {
|
||||||
eventType: data.e,
|
eventType: data.e,
|
||||||
eventTime: data.E,
|
eventTime: data.E,
|
||||||
@@ -607,7 +609,7 @@ function toKline(data: any): AsterKline {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
function fromRestKline(entry: any[], interval: string, symbol: string): AsterKline {
|
function fromRestKline(entry: any[], interval: string, symbol: string): Kline {
|
||||||
return {
|
return {
|
||||||
eventType: undefined,
|
eventType: undefined,
|
||||||
eventTime: undefined,
|
eventTime: undefined,
|
||||||
@@ -628,7 +630,7 @@ function fromRestKline(entry: any[], interval: string, symbol: string): AsterKli
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
function toOrderFromRest(raw: any): AsterOrder {
|
function toOrderFromRest(raw: any): Order {
|
||||||
return {
|
return {
|
||||||
avgPrice: raw.avgPrice ?? "0",
|
avgPrice: raw.avgPrice ?? "0",
|
||||||
clientOrderId: raw.clientOrderId ?? "",
|
clientOrderId: raw.clientOrderId ?? "",
|
||||||
@@ -656,7 +658,7 @@ function toOrderFromRest(raw: any): AsterOrder {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
function toOrderFromEvent(event: any): AsterOrder {
|
function toOrderFromEvent(event: any): Order {
|
||||||
return {
|
return {
|
||||||
avgPrice: event.ap ?? "0",
|
avgPrice: event.ap ?? "0",
|
||||||
clientOrderId: event.c ?? "",
|
clientOrderId: event.c ?? "",
|
||||||
@@ -684,7 +686,7 @@ function toOrderFromEvent(event: any): AsterOrder {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
function toPositionFromRisk(raw: any): AsterAccountPosition {
|
function toPositionFromRisk(raw: any): AccountPosition {
|
||||||
const positionSide = String(raw.positionSide ?? raw.ps ?? "BOTH").toUpperCase() as PositionSide;
|
const positionSide = String(raw.positionSide ?? raw.ps ?? "BOTH").toUpperCase() as PositionSide;
|
||||||
return {
|
return {
|
||||||
symbol: raw.symbol ?? raw.s ?? "",
|
symbol: raw.symbol ?? raw.s ?? "",
|
||||||
@@ -708,16 +710,16 @@ function toPositionFromRisk(raw: any): AsterAccountPosition {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
function deepCloneAccount(snapshot: AsterAccountSnapshot | null): AsterAccountSnapshot | null {
|
function deepCloneAccount(snapshot: AccountSnapshot | null): AccountSnapshot | null {
|
||||||
return snapshot ? JSON.parse(JSON.stringify(snapshot)) : null;
|
return snapshot ? JSON.parse(JSON.stringify(snapshot)) : null;
|
||||||
}
|
}
|
||||||
|
|
||||||
function sumUnrealizedProfit(positions: AsterAccountPosition[]): string {
|
function sumUnrealizedProfit(positions: AccountPosition[]): string {
|
||||||
const total = positions.reduce((acc, position) => acc + Number(position.unrealizedProfit ?? 0), 0);
|
const total = positions.reduce((acc, position) => acc + Number(position.unrealizedProfit ?? 0), 0);
|
||||||
return total.toFixed(8);
|
return total.toFixed(8);
|
||||||
}
|
}
|
||||||
|
|
||||||
function clonePositions(positions: AsterAccountPosition[]): AsterAccountPosition[] {
|
function clonePositions(positions: AccountPosition[]): AccountPosition[] {
|
||||||
return positions.map((position) => ({
|
return positions.map((position) => ({
|
||||||
...position,
|
...position,
|
||||||
updateTime: position.updateTime ?? Date.now(),
|
updateTime: position.updateTime ?? Date.now(),
|
||||||
@@ -763,18 +765,18 @@ export class AsterRestClient {
|
|||||||
this.apiSecret = requireEnv(options.apiSecret ?? process.env.ASTER_API_SECRET, "ASTER_API_SECRET");
|
this.apiSecret = requireEnv(options.apiSecret ?? process.env.ASTER_API_SECRET, "ASTER_API_SECRET");
|
||||||
}
|
}
|
||||||
|
|
||||||
async getAccount(): Promise<AsterAccountSnapshot> {
|
async getAccount(): Promise<AccountSnapshot> {
|
||||||
return this.signedRequest<AsterAccountSnapshot>({ path: "/fapi/v2/account", method: "GET", params: {} });
|
return this.signedRequest<AccountSnapshot>({ path: "/fapi/v2/account", method: "GET", params: {} });
|
||||||
}
|
}
|
||||||
|
|
||||||
async getOpenOrders(symbol?: string): Promise<AsterOrder[]> {
|
async getOpenOrders(symbol?: string): Promise<Order[]> {
|
||||||
const params: Record<string, unknown> = {};
|
const params: Record<string, unknown> = {};
|
||||||
if (symbol) params.symbol = symbol;
|
if (symbol) params.symbol = symbol;
|
||||||
const raw = await this.signedRequest<any[]>({ path: "/fapi/v1/openOrders", method: "GET", params });
|
const raw = await this.signedRequest<any[]>({ path: "/fapi/v1/openOrders", method: "GET", params });
|
||||||
return raw.map(toOrderFromRest);
|
return raw.map(toOrderFromRest);
|
||||||
}
|
}
|
||||||
|
|
||||||
async getPositions(symbol?: string): Promise<AsterAccountPosition[]> {
|
async getPositions(symbol?: string): Promise<AccountPosition[]> {
|
||||||
const params: Record<string, unknown> = {};
|
const params: Record<string, unknown> = {};
|
||||||
if (symbol) params.symbol = symbol.toUpperCase();
|
if (symbol) params.symbol = symbol.toUpperCase();
|
||||||
const raw = await this.signedRequest<any[]>({ path: "/fapi/v2/positionRisk", method: "GET", params });
|
const raw = await this.signedRequest<any[]>({ path: "/fapi/v2/positionRisk", method: "GET", params });
|
||||||
@@ -795,12 +797,12 @@ export class AsterRestClient {
|
|||||||
}
|
}
|
||||||
try {
|
try {
|
||||||
return JSON.parse(text) as AsterFuturesExchangeInfo;
|
return JSON.parse(text) as AsterFuturesExchangeInfo;
|
||||||
} catch (error) {
|
} catch {
|
||||||
throw new Error(`[AsterRestClient] 无法解析交易规则响应: ${text.slice(0, 200)}`);
|
throw new Error(`[AsterRestClient] 无法解析交易规则响应: ${text.slice(0, 200)}`);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
// Sanitize and normalize params for Aster futures API. Paradex-specific flags
|
// Sanitize and normalize params for Aster futures API. Paradex-specific flags
|
||||||
// like reduceOnly/closePosition on STOP/TRAILING should not leak here.
|
// like reduceOnly/closePosition on STOP/TRAILING should not leak here.
|
||||||
const payload: Record<string, unknown> = {};
|
const payload: Record<string, unknown> = {};
|
||||||
@@ -813,6 +815,7 @@ export class AsterRestClient {
|
|||||||
if (params.activationPrice !== undefined) payload.activationPrice = params.activationPrice;
|
if (params.activationPrice !== undefined) payload.activationPrice = params.activationPrice;
|
||||||
if (params.callbackRate !== undefined) payload.callbackRate = params.callbackRate;
|
if (params.callbackRate !== undefined) payload.callbackRate = params.callbackRate;
|
||||||
if (params.quantity !== undefined) payload.quantity = Math.abs(params.quantity);
|
if (params.quantity !== undefined) payload.quantity = Math.abs(params.quantity);
|
||||||
|
if (params.clientOrderId !== undefined) payload.newClientOrderId = params.clientOrderId;
|
||||||
|
|
||||||
// Aster rejects reduceOnly/closePosition for certain order types (e.g. STOP/TRAILING).
|
// Aster rejects reduceOnly/closePosition for certain order types (e.g. STOP/TRAILING).
|
||||||
// Keep the behavior exchange-specific by stripping them here for Aster.
|
// Keep the behavior exchange-specific by stripping them here for Aster.
|
||||||
@@ -830,12 +833,12 @@ export class AsterRestClient {
|
|||||||
return toOrderFromRest(response);
|
return toOrderFromRest(response);
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelOrder(params: { symbol: string; orderId?: number; origClientOrderId?: string }): Promise<AsterOrder> {
|
async cancelOrder(params: { symbol: string; orderId?: number; origClientOrderId?: string }): Promise<Order> {
|
||||||
const response = await this.signedRequest<any>({ path: "/fapi/v1/order", method: "DELETE", params });
|
const response = await this.signedRequest<any>({ path: "/fapi/v1/order", method: "DELETE", params });
|
||||||
return toOrderFromRest(response);
|
return toOrderFromRest(response);
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelOrders(params: { symbol: string; orderIdList?: Array<number | string>; origClientOrderIdList?: string[] }): Promise<AsterOrder[]> {
|
async cancelOrders(params: { symbol: string; orderIdList?: Array<number | string>; origClientOrderIdList?: string[] }): Promise<Order[]> {
|
||||||
const payload: Record<string, unknown> = { symbol: params.symbol };
|
const payload: Record<string, unknown> = { symbol: params.symbol };
|
||||||
if (params.orderIdList?.length) {
|
if (params.orderIdList?.length) {
|
||||||
payload.orderIdList = `[${params.orderIdList
|
payload.orderIdList = `[${params.orderIdList
|
||||||
@@ -853,7 +856,7 @@ export class AsterRestClient {
|
|||||||
await this.signedRequest({ path: "/fapi/v1/allOpenOrders", method: "DELETE", params });
|
await this.signedRequest({ path: "/fapi/v1/allOpenOrders", method: "DELETE", params });
|
||||||
}
|
}
|
||||||
|
|
||||||
async getKlines(symbol: string, interval: string, limit = DEFAULT_KLINE_LIMIT): Promise<AsterKline[]> {
|
async getKlines(symbol: string, interval: string, limit = DEFAULT_KLINE_LIMIT): Promise<Kline[]> {
|
||||||
const upper = symbol.toUpperCase();
|
const upper = symbol.toUpperCase();
|
||||||
const url = `${FUTURES_REST_BASE}/fapi/v1/continuousKlines?pair=${upper}&contractType=PERPETUAL&interval=${encodeURIComponent(interval)}&limit=${limit}`;
|
const url = `${FUTURES_REST_BASE}/fapi/v1/continuousKlines?pair=${upper}&contractType=PERPETUAL&interval=${encodeURIComponent(interval)}&limit=${limit}`;
|
||||||
let response: Response;
|
let response: Response;
|
||||||
@@ -869,7 +872,7 @@ export class AsterRestClient {
|
|||||||
try {
|
try {
|
||||||
const payload = JSON.parse(text) as any[];
|
const payload = JSON.parse(text) as any[];
|
||||||
return payload.map((entry) => fromRestKline(entry, interval, upper));
|
return payload.map((entry) => fromRestKline(entry, interval, upper));
|
||||||
} catch (error) {
|
} catch {
|
||||||
throw new Error(`[AsterRestClient] 无法解析K线响应: ${text.slice(0, 200)}`);
|
throw new Error(`[AsterRestClient] 无法解析K线响应: ${text.slice(0, 200)}`);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@@ -899,7 +902,7 @@ export class AsterRestClient {
|
|||||||
const payload = JSON.parse(text) as any;
|
const payload = JSON.parse(text) as any;
|
||||||
// The response shape mirrors Binance: { symbol, markPrice, indexPrice, lastFundingRate, nextFundingTime, time }
|
// The response shape mirrors Binance: { symbol, markPrice, indexPrice, lastFundingRate, nextFundingTime, time }
|
||||||
return payload;
|
return payload;
|
||||||
} catch (error) {
|
} catch {
|
||||||
throw new Error(`[AsterRestClient] 无法解析资金费率响应: ${text.slice(0, 200)}`);
|
throw new Error(`[AsterRestClient] 无法解析资金费率响应: ${text.slice(0, 200)}`);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@@ -942,16 +945,16 @@ export class AsterRestClient {
|
|||||||
}
|
}
|
||||||
try {
|
try {
|
||||||
return JSON.parse(text) as T;
|
return JSON.parse(text) as T;
|
||||||
} catch (error) {
|
} catch {
|
||||||
throw new Error(`[AsterRestClient] 无法解析响应: ${text.slice(0, 200)}`);
|
throw new Error(`[AsterRestClient] 无法解析响应: ${text.slice(0, 200)}`);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
}
|
}
|
||||||
|
|
||||||
type DepthHandler = (depth: AsterDepth) => void;
|
type DepthHandler = (depth: Depth) => void;
|
||||||
type TickerHandler = (ticker: AsterTicker) => void;
|
type TickerHandler = (ticker: Ticker) => void;
|
||||||
type KlineHandler = (kline: AsterKline) => void;
|
type KlineHandler = (kline: Kline) => void;
|
||||||
|
|
||||||
type StreamKind = "depth" | "ticker" | "kline";
|
type StreamKind = "depth" | "ticker" | "kline";
|
||||||
|
|
||||||
@@ -1244,7 +1247,7 @@ export class AsterUserStream {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
function updateAccountSnapshot(snapshot: AsterAccountSnapshot | null, event: { eventTime: number; payload: AccountUpdatePayload }): AsterAccountSnapshot | null {
|
function updateAccountSnapshot(snapshot: AccountSnapshot | null, event: { eventTime: number; payload: AccountUpdatePayload }): AccountSnapshot | null {
|
||||||
if (!snapshot) return snapshot;
|
if (!snapshot) return snapshot;
|
||||||
const next = deepCloneAccount(snapshot);
|
const next = deepCloneAccount(snapshot);
|
||||||
if (!next) return snapshot;
|
if (!next) return snapshot;
|
||||||
@@ -1294,7 +1297,7 @@ function updateAccountSnapshot(snapshot: AsterAccountSnapshot | null, event: { e
|
|||||||
return next;
|
return next;
|
||||||
}
|
}
|
||||||
|
|
||||||
function mergeOrderSnapshot(map: Map<string, AsterOrder>, order: AsterOrder): void {
|
function mergeOrderSnapshot(map: Map<string, Order>, order: Order): void {
|
||||||
const rawId = order.orderId;
|
const rawId = order.orderId;
|
||||||
if (rawId === undefined || rawId === null) return;
|
if (rawId === undefined || rawId === null) return;
|
||||||
const key = String(rawId);
|
const key = String(rawId);
|
||||||
@@ -1311,18 +1314,18 @@ export class AsterGateway {
|
|||||||
private readonly publicStreams: AsterPublicStreams;
|
private readonly publicStreams: AsterPublicStreams;
|
||||||
private readonly userStream: AsterUserStream;
|
private readonly userStream: AsterUserStream;
|
||||||
|
|
||||||
private accountSnapshot: AsterAccountSnapshot | null = null;
|
private accountSnapshot: AccountSnapshot | null = null;
|
||||||
private readonly openOrders = new Map<string, AsterOrder>();
|
private readonly openOrders = new Map<string, Order>();
|
||||||
private positionSyncTimer: ReturnType<typeof setInterval> | null = null;
|
private positionSyncTimer: ReturnType<typeof setInterval> | null = null;
|
||||||
private positionSyncInFlight = false;
|
private positionSyncInFlight = false;
|
||||||
|
|
||||||
private readonly accountEvent = new SimpleEvent<AsterAccountSnapshot>();
|
private readonly accountEvent = new SimpleEvent<AccountSnapshot>();
|
||||||
private readonly ordersEvent = new SimpleEvent<AsterOrder[]>();
|
private readonly ordersEvent = new SimpleEvent<Order[]>();
|
||||||
private readonly depthEvents = new Map<string, SimpleEvent<AsterDepth>>();
|
private readonly depthEvents = new Map<string, SimpleEvent<Depth>>();
|
||||||
private readonly tickerEvents = new Map<string, SimpleEvent<AsterTicker>>();
|
private readonly tickerEvents = new Map<string, SimpleEvent<Ticker>>();
|
||||||
private readonly klineEvents = new Map<string, SimpleEvent<AsterKline[]>>();
|
private readonly klineEvents = new Map<string, SimpleEvent<Kline[]>>();
|
||||||
|
|
||||||
private readonly klineStores = new Map<string, AsterKline[]>();
|
private readonly klineStores = new Map<string, Kline[]>();
|
||||||
private readonly klineRefreshTimers = new Map<string, ReturnType<typeof setInterval>>();
|
private readonly klineRefreshTimers = new Map<string, ReturnType<typeof setInterval>>();
|
||||||
private readonly klineInitialFetches = new Map<string, Promise<void>>();
|
private readonly klineInitialFetches = new Map<string, Promise<void>>();
|
||||||
private initialized = false;
|
private initialized = false;
|
||||||
@@ -1366,7 +1369,7 @@ export class AsterGateway {
|
|||||||
});
|
});
|
||||||
}
|
}
|
||||||
|
|
||||||
async ensureInitialized(symbol: string): Promise<void> {
|
async ensureInitialized(_symbol: string): Promise<void> {
|
||||||
if (this.initialized) return;
|
if (this.initialized) return;
|
||||||
if (this.initializing) return this.initializing;
|
if (this.initializing) return this.initializing;
|
||||||
this.initializing = (async () => {
|
this.initializing = (async () => {
|
||||||
@@ -1381,21 +1384,21 @@ export class AsterGateway {
|
|||||||
return this.initializing;
|
return this.initializing;
|
||||||
}
|
}
|
||||||
|
|
||||||
onAccount(listener: (snapshot: AsterAccountSnapshot) => void): void {
|
onAccount(listener: (snapshot: AccountSnapshot) => void): void {
|
||||||
this.accountEvent.add(listener);
|
this.accountEvent.add(listener);
|
||||||
if (this.accountSnapshot) listener(this.accountSnapshot);
|
if (this.accountSnapshot) listener(this.accountSnapshot);
|
||||||
}
|
}
|
||||||
|
|
||||||
onOrders(listener: (orders: AsterOrder[]) => void): void {
|
onOrders(listener: (orders: Order[]) => void): void {
|
||||||
this.ordersEvent.add(listener);
|
this.ordersEvent.add(listener);
|
||||||
listener(Array.from(this.openOrders.values()));
|
listener(Array.from(this.openOrders.values()));
|
||||||
}
|
}
|
||||||
|
|
||||||
onDepth(symbol: string, listener: (depth: AsterDepth) => void): void {
|
onDepth(symbol: string, listener: (depth: Depth) => void): void {
|
||||||
const upper = symbol.toUpperCase();
|
const upper = symbol.toUpperCase();
|
||||||
let event = this.depthEvents.get(upper);
|
let event = this.depthEvents.get(upper);
|
||||||
if (!event) {
|
if (!event) {
|
||||||
event = new SimpleEvent<AsterDepth>();
|
event = new SimpleEvent<Depth>();
|
||||||
this.depthEvents.set(upper, event);
|
this.depthEvents.set(upper, event);
|
||||||
this.publicStreams.subscribeDepth(upper, (depth) => {
|
this.publicStreams.subscribeDepth(upper, (depth) => {
|
||||||
event?.emit(depth);
|
event?.emit(depth);
|
||||||
@@ -1404,11 +1407,11 @@ export class AsterGateway {
|
|||||||
event.add(listener);
|
event.add(listener);
|
||||||
}
|
}
|
||||||
|
|
||||||
onTicker(symbol: string, listener: (ticker: AsterTicker) => void): void {
|
onTicker(symbol: string, listener: (ticker: Ticker) => void): void {
|
||||||
const upper = symbol.toUpperCase();
|
const upper = symbol.toUpperCase();
|
||||||
let event = this.tickerEvents.get(upper);
|
let event = this.tickerEvents.get(upper);
|
||||||
if (!event) {
|
if (!event) {
|
||||||
event = new SimpleEvent<AsterTicker>();
|
event = new SimpleEvent<Ticker>();
|
||||||
this.tickerEvents.set(upper, event);
|
this.tickerEvents.set(upper, event);
|
||||||
this.publicStreams.subscribeTicker(upper, (ticker) => {
|
this.publicStreams.subscribeTicker(upper, (ticker) => {
|
||||||
event?.emit(ticker);
|
event?.emit(ticker);
|
||||||
@@ -1417,12 +1420,12 @@ export class AsterGateway {
|
|||||||
event.add(listener);
|
event.add(listener);
|
||||||
}
|
}
|
||||||
|
|
||||||
onKlines(symbol: string, interval: string, listener: (klines: AsterKline[]) => void): void {
|
onKlines(symbol: string, interval: string, listener: (klines: Kline[]) => void): void {
|
||||||
const upper = symbol.toUpperCase();
|
const upper = symbol.toUpperCase();
|
||||||
const key = `${upper}:${interval}`;
|
const key = `${upper}:${interval}`;
|
||||||
let event = this.klineEvents.get(key);
|
let event = this.klineEvents.get(key);
|
||||||
if (!event) {
|
if (!event) {
|
||||||
event = new SimpleEvent<AsterKline[]>();
|
event = new SimpleEvent<Kline[]>();
|
||||||
this.klineEvents.set(key, event);
|
this.klineEvents.set(key, event);
|
||||||
this.publicStreams.subscribeKline(symbol, interval, (kline) => {
|
this.publicStreams.subscribeKline(symbol, interval, (kline) => {
|
||||||
const storeKey = `${upper}:${interval}`;
|
const storeKey = `${upper}:${interval}`;
|
||||||
@@ -1509,7 +1512,7 @@ export class AsterGateway {
|
|||||||
console.error("[AsterGateway] 刷新持仓失败", positionError);
|
console.error("[AsterGateway] 刷新持仓失败", positionError);
|
||||||
}
|
}
|
||||||
const normalizedPositions = clonePositions(positions);
|
const normalizedPositions = clonePositions(positions);
|
||||||
const snapshot: AsterAccountSnapshot = {
|
const snapshot: AccountSnapshot = {
|
||||||
...account,
|
...account,
|
||||||
positions: normalizedPositions,
|
positions: normalizedPositions,
|
||||||
totalUnrealizedProfit: sumUnrealizedProfit(normalizedPositions),
|
totalUnrealizedProfit: sumUnrealizedProfit(normalizedPositions),
|
||||||
@@ -1547,7 +1550,7 @@ export class AsterGateway {
|
|||||||
if (!Array.isArray(positions)) return;
|
if (!Array.isArray(positions)) return;
|
||||||
const normalizedPositions = clonePositions(positions);
|
const normalizedPositions = clonePositions(positions);
|
||||||
if (!this.accountSnapshot) {
|
if (!this.accountSnapshot) {
|
||||||
const snapshot: AsterAccountSnapshot = {
|
const snapshot: AccountSnapshot = {
|
||||||
canTrade: true,
|
canTrade: true,
|
||||||
canDeposit: true,
|
canDeposit: true,
|
||||||
canWithdraw: true,
|
canWithdraw: true,
|
||||||
@@ -1561,7 +1564,7 @@ export class AsterGateway {
|
|||||||
this.accountEvent.emit(snapshot);
|
this.accountEvent.emit(snapshot);
|
||||||
return;
|
return;
|
||||||
}
|
}
|
||||||
const nextSnapshot: AsterAccountSnapshot = {
|
const nextSnapshot: AccountSnapshot = {
|
||||||
...this.accountSnapshot,
|
...this.accountSnapshot,
|
||||||
positions: normalizedPositions,
|
positions: normalizedPositions,
|
||||||
totalUnrealizedProfit: sumUnrealizedProfit(normalizedPositions),
|
totalUnrealizedProfit: sumUnrealizedProfit(normalizedPositions),
|
||||||
@@ -1576,15 +1579,15 @@ export class AsterGateway {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
getAccountSnapshot(): AsterAccountSnapshot | null {
|
getAccountSnapshot(): AccountSnapshot | null {
|
||||||
return this.accountSnapshot;
|
return this.accountSnapshot;
|
||||||
}
|
}
|
||||||
|
|
||||||
getOpenOrdersSnapshot(): AsterOrder[] {
|
getOpenOrdersSnapshot(): Order[] {
|
||||||
return Array.from(this.openOrders.values());
|
return Array.from(this.openOrders.values());
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
const normalized = await this.normalizeOrderParams(params);
|
const normalized = await this.normalizeOrderParams(params);
|
||||||
const order = await this.rest.createOrder(normalized);
|
const order = await this.rest.createOrder(normalized);
|
||||||
mergeOrderSnapshot(this.openOrders, order);
|
mergeOrderSnapshot(this.openOrders, order);
|
||||||
@@ -1,101 +1,17 @@
|
|||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import { createOrderHandlers } from "../order-handlers";
|
||||||
import type {
|
|
||||||
BaseOrderIntent,
|
|
||||||
ClosePositionIntent,
|
|
||||||
LimitOrderIntent,
|
|
||||||
MarketOrderIntent,
|
|
||||||
StopOrderIntent,
|
|
||||||
TrailingStopOrderIntent,
|
|
||||||
} from "../order-schema";
|
|
||||||
import { toStringBoolean } from "../order-schema";
|
|
||||||
|
|
||||||
function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
|
const handlers = createOrderHandlers({
|
||||||
if (params.quantity === undefined) {
|
exchangeName: "Aster",
|
||||||
params.quantity = intent.quantity;
|
defaultLimitTimeInForce: "GTX",
|
||||||
}
|
supportsTrailingStop: true,
|
||||||
if (params.timeInForce === undefined && intent.timeInForce) {
|
supportsTriggerType: true,
|
||||||
params.timeInForce = intent.timeInForce;
|
});
|
||||||
}
|
|
||||||
if (intent.reduceOnly !== undefined) {
|
|
||||||
params.reduceOnly = toStringBoolean(intent.reduceOnly);
|
|
||||||
}
|
|
||||||
if (intent.closePosition !== undefined) {
|
|
||||||
params.closePosition = toStringBoolean(intent.closePosition);
|
|
||||||
}
|
|
||||||
return params;
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
|
export const {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
createLimitOrder,
|
||||||
{
|
createMarketOrder,
|
||||||
symbol: intent.symbol,
|
createStopOrder,
|
||||||
side: intent.side,
|
createTrailingStopOrder,
|
||||||
type: "LIMIT",
|
createClosePositionOrder,
|
||||||
quantity: intent.quantity,
|
} = handlers;
|
||||||
price: intent.price,
|
|
||||||
timeInForce: intent.timeInForce ?? "GTX",
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "STOP_MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
stopPrice: intent.stopPrice,
|
|
||||||
timeInForce: intent.timeInForce ?? "GTC",
|
|
||||||
triggerType: intent.triggerType,
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createTrailingStopOrder(intent: TrailingStopOrderIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "TRAILING_STOP_MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
activationPrice: intent.activationPrice,
|
|
||||||
callbackRate: intent.callbackRate,
|
|
||||||
timeInForce: intent.timeInForce ?? "GTC",
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
reduceOnly: "true",
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
|
|||||||
@@ -0,0 +1,248 @@
|
|||||||
|
import type { DepthLevel, OrderSide, OrderType, TimeInForce } from "../types";
|
||||||
|
|
||||||
|
export interface AsterSpotRateLimit {
|
||||||
|
rateLimitType: string;
|
||||||
|
interval: string;
|
||||||
|
intervalNum: number;
|
||||||
|
limit: number;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface AsterSpotExchangeFilter {
|
||||||
|
filterType: string;
|
||||||
|
[key: string]: string | number | boolean | undefined;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface AsterFuturesSymbolFilter {
|
||||||
|
filterType: string;
|
||||||
|
tickSize?: string;
|
||||||
|
stepSize?: string;
|
||||||
|
minPrice?: string;
|
||||||
|
maxPrice?: string;
|
||||||
|
minQty?: string;
|
||||||
|
maxQty?: string;
|
||||||
|
[key: string]: string | number | boolean | undefined;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface AsterFuturesSymbolInfo {
|
||||||
|
symbol: string;
|
||||||
|
pair?: string;
|
||||||
|
contractType?: string;
|
||||||
|
pricePrecision?: number;
|
||||||
|
quantityPrecision?: number;
|
||||||
|
baseAssetPrecision?: number;
|
||||||
|
quotePrecision?: number;
|
||||||
|
underlyingType?: string;
|
||||||
|
filters?: AsterFuturesSymbolFilter[];
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface AsterFuturesExchangeInfo {
|
||||||
|
timezone?: string;
|
||||||
|
serverTime?: number;
|
||||||
|
symbols?: AsterFuturesSymbolInfo[];
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface AsterSpotAssetInfo {
|
||||||
|
asset: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface AsterSpotSymbolInfo {
|
||||||
|
symbol: string;
|
||||||
|
status: string;
|
||||||
|
baseAsset: string;
|
||||||
|
quoteAsset: string;
|
||||||
|
baseAssetPrecision?: number;
|
||||||
|
quotePrecision?: number;
|
||||||
|
pricePrecision?: number;
|
||||||
|
quantityPrecision?: number;
|
||||||
|
orderTypes: string[];
|
||||||
|
timeInForce: string[];
|
||||||
|
ocoAllowed: boolean;
|
||||||
|
filters: AsterSpotExchangeFilter[];
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface AsterSpotExchangeInfo {
|
||||||
|
timezone: string;
|
||||||
|
serverTime: number;
|
||||||
|
rateLimits: AsterSpotRateLimit[];
|
||||||
|
exchangeFilters: AsterSpotExchangeFilter[];
|
||||||
|
assets?: AsterSpotAssetInfo[];
|
||||||
|
symbols: AsterSpotSymbolInfo[];
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface AsterSpotDepth {
|
||||||
|
lastUpdateId: number;
|
||||||
|
E?: number;
|
||||||
|
T?: number;
|
||||||
|
bids: DepthLevel[];
|
||||||
|
asks: DepthLevel[];
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface AsterSpotTrade {
|
||||||
|
id: number;
|
||||||
|
price: string;
|
||||||
|
qty: string;
|
||||||
|
baseQty?: string;
|
||||||
|
quoteQty?: string;
|
||||||
|
time: number;
|
||||||
|
isBuyerMaker: boolean;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface AsterSpotHistoricalTrade extends AsterSpotTrade {
|
||||||
|
isBestMatch?: boolean;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface AsterSpotAggTrade {
|
||||||
|
a: number;
|
||||||
|
p: string;
|
||||||
|
q: string;
|
||||||
|
f: number;
|
||||||
|
l: number;
|
||||||
|
T: number;
|
||||||
|
m: boolean;
|
||||||
|
M?: boolean;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface AsterSpotKline {
|
||||||
|
openTime: number;
|
||||||
|
open: string;
|
||||||
|
high: string;
|
||||||
|
low: string;
|
||||||
|
close: string;
|
||||||
|
volume: string;
|
||||||
|
closeTime: number;
|
||||||
|
quoteAssetVolume: string;
|
||||||
|
numberOfTrades: number;
|
||||||
|
takerBuyBaseAssetVolume: string;
|
||||||
|
takerBuyQuoteAssetVolume: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface AsterSpotTicker24h {
|
||||||
|
symbol: string;
|
||||||
|
priceChange: string;
|
||||||
|
priceChangePercent: string;
|
||||||
|
weightedAvgPrice: string;
|
||||||
|
prevClosePrice: string;
|
||||||
|
lastPrice: string;
|
||||||
|
lastQty: string;
|
||||||
|
bidPrice: string;
|
||||||
|
bidQty: string;
|
||||||
|
askPrice: string;
|
||||||
|
askQty: string;
|
||||||
|
openPrice: string;
|
||||||
|
highPrice: string;
|
||||||
|
lowPrice: string;
|
||||||
|
volume: string;
|
||||||
|
quoteVolume: string;
|
||||||
|
openTime: number;
|
||||||
|
closeTime: number;
|
||||||
|
firstId: number;
|
||||||
|
lastId: number;
|
||||||
|
count: number;
|
||||||
|
baseAsset?: string;
|
||||||
|
quoteAsset?: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface AsterSpotPriceTicker {
|
||||||
|
symbol: string;
|
||||||
|
price: string;
|
||||||
|
time?: number;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface AsterSpotBookTicker {
|
||||||
|
symbol: string;
|
||||||
|
bidPrice: string;
|
||||||
|
bidQty: string;
|
||||||
|
askPrice: string;
|
||||||
|
askQty: string;
|
||||||
|
time?: number;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface AsterSpotCommissionRate {
|
||||||
|
symbol: string;
|
||||||
|
makerCommissionRate: string;
|
||||||
|
takerCommissionRate: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface CreateSpotOrderParams {
|
||||||
|
symbol: string;
|
||||||
|
side: OrderSide;
|
||||||
|
type: OrderType;
|
||||||
|
timeInForce?: TimeInForce;
|
||||||
|
quantity?: number | string;
|
||||||
|
quoteOrderQty?: number | string;
|
||||||
|
price?: number | string;
|
||||||
|
newClientOrderId?: string;
|
||||||
|
stopPrice?: number | string;
|
||||||
|
recvWindow?: number;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface CancelSpotOrderParams {
|
||||||
|
symbol: string;
|
||||||
|
orderId?: number | string;
|
||||||
|
origClientOrderId?: string;
|
||||||
|
recvWindow?: number;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface QuerySpotOrderParams extends CancelSpotOrderParams {}
|
||||||
|
|
||||||
|
export interface SpotOpenOrdersParams {
|
||||||
|
symbol?: string;
|
||||||
|
recvWindow?: number;
|
||||||
|
orderIdList?: Array<number | string>;
|
||||||
|
origClientOrderIdList?: string[];
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface SpotAllOrdersParams {
|
||||||
|
symbol: string;
|
||||||
|
orderId?: number;
|
||||||
|
startTime?: number;
|
||||||
|
endTime?: number;
|
||||||
|
limit?: number;
|
||||||
|
recvWindow?: number;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface AsterSpotAccountBalance {
|
||||||
|
asset: string;
|
||||||
|
free: string;
|
||||||
|
locked: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface AsterSpotAccount {
|
||||||
|
feeTier: number;
|
||||||
|
canTrade: boolean;
|
||||||
|
canDeposit: boolean;
|
||||||
|
canWithdraw: boolean;
|
||||||
|
canBurnAsset?: boolean;
|
||||||
|
updateTime: number;
|
||||||
|
makerCommission?: string;
|
||||||
|
takerCommission?: string;
|
||||||
|
buyerCommission?: string;
|
||||||
|
sellerCommission?: string;
|
||||||
|
balances: AsterSpotAccountBalance[];
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface SpotUserTradesParams {
|
||||||
|
symbol?: string;
|
||||||
|
orderId?: number;
|
||||||
|
startTime?: number;
|
||||||
|
endTime?: number;
|
||||||
|
fromId?: number;
|
||||||
|
limit?: number;
|
||||||
|
recvWindow?: number;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface AsterSpotUserTrade {
|
||||||
|
symbol: string;
|
||||||
|
id: number;
|
||||||
|
orderId: number;
|
||||||
|
side: OrderSide;
|
||||||
|
price: string;
|
||||||
|
qty: string;
|
||||||
|
quoteQty?: string;
|
||||||
|
commission: string;
|
||||||
|
commissionAsset: string;
|
||||||
|
time: number;
|
||||||
|
counterpartyId?: number;
|
||||||
|
maker: boolean;
|
||||||
|
buyer: boolean;
|
||||||
|
}
|
||||||
@@ -6,9 +6,10 @@ import type {
|
|||||||
OrderListener,
|
OrderListener,
|
||||||
TickerListener,
|
TickerListener,
|
||||||
} from "../adapter";
|
} from "../adapter";
|
||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import type { Order, CreateOrderParams } from "../types";
|
||||||
import { extractMessage } from "../../utils/errors";
|
import { extractMessage } from "../../utils/errors";
|
||||||
import { BackpackGateway, type BackpackGatewayOptions } from "./gateway";
|
import { BackpackGateway, type BackpackGatewayOptions } from "./gateway";
|
||||||
|
import { createSafeInvoke, createInitManager } from "../adapter-utils";
|
||||||
|
|
||||||
export interface BackpackCredentials {
|
export interface BackpackCredentials {
|
||||||
apiKey?: string;
|
apiKey?: string;
|
||||||
@@ -23,11 +24,8 @@ export class BackpackExchangeAdapter implements ExchangeAdapter {
|
|||||||
readonly id = "backpack";
|
readonly id = "backpack";
|
||||||
private readonly gateway: BackpackGateway;
|
private readonly gateway: BackpackGateway;
|
||||||
private readonly symbol: string;
|
private readonly symbol: string;
|
||||||
private initPromise: Promise<void> | null = null;
|
private readonly safeInvoke = createSafeInvoke("BackpackExchangeAdapter");
|
||||||
private readonly initContexts = new Set<string>();
|
private readonly init: ReturnType<typeof createInitManager>;
|
||||||
private retryTimer: ReturnType<typeof setTimeout> | null = null;
|
|
||||||
private retryDelayMs = 3000;
|
|
||||||
private lastInitErrorAt = 0;
|
|
||||||
|
|
||||||
constructor(credentials: BackpackCredentials = {}) {
|
constructor(credentials: BackpackCredentials = {}) {
|
||||||
const apiKey = credentials.apiKey ?? process.env.BACKPACK_API_KEY;
|
const apiKey = credentials.apiKey ?? process.env.BACKPACK_API_KEY;
|
||||||
@@ -54,6 +52,9 @@ export class BackpackExchangeAdapter implements ExchangeAdapter {
|
|||||||
|
|
||||||
this.gateway = new BackpackGateway(gatewayOptions);
|
this.gateway = new BackpackGateway(gatewayOptions);
|
||||||
this.symbol = symbol;
|
this.symbol = symbol;
|
||||||
|
this.init = createInitManager("BackpackExchangeAdapter", () =>
|
||||||
|
this.gateway.ensureInitialized(this.symbol),
|
||||||
|
);
|
||||||
}
|
}
|
||||||
|
|
||||||
supportsTrailingStops(): boolean {
|
supportsTrailingStops(): boolean {
|
||||||
@@ -61,118 +62,50 @@ export class BackpackExchangeAdapter implements ExchangeAdapter {
|
|||||||
}
|
}
|
||||||
|
|
||||||
watchAccount(cb: AccountListener): void {
|
watchAccount(cb: AccountListener): void {
|
||||||
void this.ensureInitialized("watchAccount");
|
void this.init.ensureInitialized("watchAccount");
|
||||||
this.gateway.onAccount(this.safeInvoke("watchAccount", cb));
|
this.gateway.onAccount(this.safeInvoke("watchAccount", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
watchOrders(cb: OrderListener): void {
|
watchOrders(cb: OrderListener): void {
|
||||||
void this.ensureInitialized("watchOrders");
|
void this.init.ensureInitialized("watchOrders");
|
||||||
this.gateway.onOrders(this.safeInvoke("watchOrders", cb));
|
this.gateway.onOrders(this.safeInvoke("watchOrders", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
watchDepth(_symbol: string, cb: DepthListener): void {
|
watchDepth(_symbol: string, cb: DepthListener): void {
|
||||||
void this.ensureInitialized("watchDepth");
|
void this.init.ensureInitialized("watchDepth");
|
||||||
this.gateway.onDepth(this.safeInvoke("watchDepth", cb));
|
this.gateway.onDepth(this.safeInvoke("watchDepth", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
watchTicker(_symbol: string, cb: TickerListener): void {
|
watchTicker(_symbol: string, cb: TickerListener): void {
|
||||||
void this.ensureInitialized("watchTicker");
|
void this.init.ensureInitialized("watchTicker");
|
||||||
this.gateway.onTicker(this.safeInvoke("watchTicker", cb));
|
this.gateway.onTicker(this.safeInvoke("watchTicker", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
watchKlines(_symbol: string, interval: string, cb: KlineListener): void {
|
watchKlines(_symbol: string, interval: string, cb: KlineListener): void {
|
||||||
void this.ensureInitialized(`watchKlines:${interval}`);
|
void this.init.ensureInitialized(`watchKlines:${interval}`);
|
||||||
this.gateway.watchKlines(interval, this.safeInvoke("watchKlines", cb));
|
this.gateway.watchKlines(interval, this.safeInvoke("watchKlines", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
await this.ensureInitialized("createOrder");
|
await this.init.ensureInitialized("createOrder");
|
||||||
return this.gateway.createOrder(params);
|
return this.gateway.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
|
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
|
||||||
await this.ensureInitialized("cancelOrder");
|
await this.init.ensureInitialized("cancelOrder");
|
||||||
await this.gateway.cancelOrder({ orderId: params.orderId });
|
await this.gateway.cancelOrder({ orderId: params.orderId });
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
|
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
|
||||||
await this.ensureInitialized("cancelOrders");
|
await this.init.ensureInitialized("cancelOrders");
|
||||||
await this.gateway.cancelOrders({ orderIdList: params.orderIdList });
|
await this.gateway.cancelOrders({ orderIdList: params.orderIdList });
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelAllOrders(_params: { symbol: string }): Promise<void> {
|
async cancelAllOrders(_params: { symbol: string }): Promise<void> {
|
||||||
await this.ensureInitialized("cancelAllOrders");
|
await this.init.ensureInitialized("cancelAllOrders");
|
||||||
await this.gateway.cancelAllOrders();
|
await this.gateway.cancelAllOrders();
|
||||||
}
|
}
|
||||||
|
|
||||||
private safeInvoke<T extends (...args: any[]) => void>(context: string, cb: T): T {
|
|
||||||
const wrapped = ((...args: any[]) => {
|
|
||||||
try {
|
|
||||||
cb(...args);
|
|
||||||
} catch (error) {
|
|
||||||
console.error(`[BackpackExchangeAdapter] ${context} handler failed: ${extractMessage(error)}`);
|
|
||||||
}
|
|
||||||
}) as T;
|
|
||||||
return wrapped;
|
|
||||||
}
|
|
||||||
|
|
||||||
private ensureInitialized(context?: string): Promise<void> {
|
|
||||||
if (!this.initPromise) {
|
|
||||||
this.initContexts.clear();
|
|
||||||
this.initPromise = this.gateway
|
|
||||||
.ensureInitialized(this.symbol)
|
|
||||||
.then((value) => {
|
|
||||||
if (process.env.BACKPACK_DEBUG === "1") {
|
|
||||||
console.error(`[BackpackExchangeAdapter] initialize succeeded`);
|
|
||||||
}
|
|
||||||
if (process.env.BACKPACK_DEBUG === "1") {
|
|
||||||
console.error(`[BackpackExchangeAdapter] initialize succeeded`);
|
|
||||||
}
|
|
||||||
this.clearRetry();
|
|
||||||
return value;
|
|
||||||
})
|
|
||||||
.catch((error) => {
|
|
||||||
this.handleInitError("initialize", error);
|
|
||||||
this.initPromise = null;
|
|
||||||
this.scheduleRetry();
|
|
||||||
throw error;
|
|
||||||
});
|
|
||||||
}
|
|
||||||
if (context && !this.initContexts.has(context)) {
|
|
||||||
this.initContexts.add(context);
|
|
||||||
this.initPromise.catch((error) => {
|
|
||||||
this.handleInitError(context, error);
|
|
||||||
this.scheduleRetry();
|
|
||||||
});
|
|
||||||
}
|
|
||||||
return this.initPromise;
|
|
||||||
}
|
|
||||||
|
|
||||||
private scheduleRetry(): void {
|
|
||||||
if (this.retryTimer) return;
|
|
||||||
this.retryTimer = setTimeout(() => {
|
|
||||||
this.retryTimer = null;
|
|
||||||
if (this.initPromise) return;
|
|
||||||
this.retryDelayMs = Math.min(this.retryDelayMs * 2, 60_000);
|
|
||||||
void this.ensureInitialized("retry");
|
|
||||||
}, this.retryDelayMs);
|
|
||||||
}
|
|
||||||
|
|
||||||
private clearRetry(): void {
|
|
||||||
if (this.retryTimer) {
|
|
||||||
clearTimeout(this.retryTimer);
|
|
||||||
this.retryTimer = null;
|
|
||||||
}
|
|
||||||
this.retryDelayMs = 3000;
|
|
||||||
}
|
|
||||||
|
|
||||||
private handleInitError(context: string, error: unknown): void {
|
|
||||||
const now = Date.now();
|
|
||||||
if (now - this.lastInitErrorAt < 5000) return;
|
|
||||||
this.lastInitErrorAt = now;
|
|
||||||
console.error(`[BackpackExchangeAdapter] ${context} failed`, error);
|
|
||||||
}
|
|
||||||
|
|
||||||
private logError(context: string, error: unknown): void {
|
private logError(context: string, error: unknown): void {
|
||||||
if (process.env.BACKPACK_DEBUG === "1" || process.env.BACKPACK_DEBUG === "true") {
|
if (process.env.BACKPACK_DEBUG === "1" || process.env.BACKPACK_DEBUG === "true") {
|
||||||
console.error(`[BackpackExchangeAdapter] ${context} failed: ${extractMessage(error)}`);
|
console.error(`[BackpackExchangeAdapter] ${context} failed: ${extractMessage(error)}`);
|
||||||
|
|||||||
@@ -7,14 +7,13 @@ import ccxt, {
|
|||||||
import NodeWebSocket from "ws";
|
import NodeWebSocket from "ws";
|
||||||
import { sign, utils as edUtils, hashes as edHashes } from "@noble/ed25519";
|
import { sign, utils as edUtils, hashes as edHashes } from "@noble/ed25519";
|
||||||
import { sha512 } from "@noble/hashes/sha512";
|
import { sha512 } from "@noble/hashes/sha512";
|
||||||
import { randomBytes } from "crypto";
|
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterAccountPosition,
|
AccountPosition,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
AsterKline,
|
Kline,
|
||||||
CreateOrderParams,
|
CreateOrderParams,
|
||||||
OrderType,
|
OrderType,
|
||||||
} from "../types";
|
} from "../types";
|
||||||
@@ -93,8 +92,8 @@ export class BackpackGateway {
|
|||||||
private tickerPollTimer: ReturnType<typeof setInterval> | null = null;
|
private tickerPollTimer: ReturnType<typeof setInterval> | null = null;
|
||||||
private readonly klinePollTimers = new Map<string, ReturnType<typeof setInterval>>();
|
private readonly klinePollTimers = new Map<string, ReturnType<typeof setInterval>>();
|
||||||
|
|
||||||
private readonly localOrders = new Map<string, AsterOrder>();
|
private readonly localOrders = new Map<string, Order>();
|
||||||
private lastBalanceSnapshot: AsterAccountSnapshot | null = null;
|
private lastBalanceSnapshot: AccountSnapshot | null = null;
|
||||||
private marketId = "";
|
private marketId = "";
|
||||||
|
|
||||||
private ws: WebSocket | null = null;
|
private ws: WebSocket | null = null;
|
||||||
@@ -137,17 +136,16 @@ export class BackpackGateway {
|
|||||||
}
|
}
|
||||||
|
|
||||||
private async doInitialize(symbol?: string): Promise<void> {
|
private async doInitialize(symbol?: string): Promise<void> {
|
||||||
try {
|
await this.exchange.loadMarkets();
|
||||||
await this.exchange.loadMarkets();
|
const requested = (symbol ?? this.symbol).toUpperCase();
|
||||||
const requested = (symbol ?? this.symbol).toUpperCase();
|
const market = this.findMarket(requested);
|
||||||
const market = this.findMarket(requested);
|
if (!market) {
|
||||||
if (!market) {
|
throw new Error(`Symbol ${requested} not found in Backpack markets`);
|
||||||
throw new Error(`Symbol ${requested} not found in Backpack markets`);
|
}
|
||||||
}
|
this.market = market;
|
||||||
this.market = market;
|
this.marketSymbol = market.symbol;
|
||||||
this.marketSymbol = market.symbol;
|
this.marketId = market.id;
|
||||||
this.marketId = market.id;
|
this.isContractMarket = Boolean(market.contract);
|
||||||
this.isContractMarket = Boolean(market.contract);
|
|
||||||
if (process.env.BACKPACK_DEBUG === "1") {
|
if (process.env.BACKPACK_DEBUG === "1") {
|
||||||
console.debug("[BackpackGateway] marketInfo", {
|
console.debug("[BackpackGateway] marketInfo", {
|
||||||
userSymbol: this.symbol,
|
userSymbol: this.symbol,
|
||||||
@@ -155,10 +153,7 @@ export class BackpackGateway {
|
|||||||
marketId: this.marketId,
|
marketId: this.marketId,
|
||||||
});
|
});
|
||||||
}
|
}
|
||||||
this.initialized = true;
|
this.initialized = true;
|
||||||
} catch (error) {
|
|
||||||
throw error;
|
|
||||||
}
|
|
||||||
}
|
}
|
||||||
|
|
||||||
private findMarket(requested: string): any | null {
|
private findMarket(requested: string): any | null {
|
||||||
@@ -249,7 +244,7 @@ export class BackpackGateway {
|
|||||||
this.exchange.fetchOpenOrders(this.marketSymbol),
|
this.exchange.fetchOpenOrders(this.marketSymbol),
|
||||||
this.exchange.fetchOrders(this.marketSymbol, undefined, 200, {}),
|
this.exchange.fetchOrders(this.marketSymbol, undefined, 200, {}),
|
||||||
]);
|
]);
|
||||||
const active = new Map<string, AsterOrder>();
|
const active = new Map<string, Order>();
|
||||||
for (const entry of [...openOrders, ...allOrders]) {
|
for (const entry of [...openOrders, ...allOrders]) {
|
||||||
const status = this.normalizeStatus(entry.status ?? (entry.info?.status as string));
|
const status = this.normalizeStatus(entry.status ?? (entry.info?.status as string));
|
||||||
if (this.isTerminalStatus(status)) continue;
|
if (this.isTerminalStatus(status)) continue;
|
||||||
@@ -320,7 +315,7 @@ export class BackpackGateway {
|
|||||||
|
|
||||||
// ---- Order actions -----------------------------------------------------
|
// ---- Order actions -----------------------------------------------------
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
await this.ensureInitialized();
|
await this.ensureInitialized();
|
||||||
const symbol = this.marketSymbol;
|
const symbol = this.marketSymbol;
|
||||||
const normalizedType = this.normalizeOrderType(params.type);
|
const normalizedType = this.normalizeOrderType(params.type);
|
||||||
@@ -404,11 +399,11 @@ export class BackpackGateway {
|
|||||||
|
|
||||||
// ---- Mapping helpers ---------------------------------------------------
|
// ---- Mapping helpers ---------------------------------------------------
|
||||||
|
|
||||||
private mapBalanceToAccountSnapshot(balance: Balances): AsterAccountSnapshot {
|
private mapBalanceToAccountSnapshot(balance: Balances): AccountSnapshot {
|
||||||
return this.mapBalanceToAccountSnapshotWithPositions(balance, []);
|
return this.mapBalanceToAccountSnapshotWithPositions(balance, []);
|
||||||
}
|
}
|
||||||
|
|
||||||
private async fetchAccountSnapshot(): Promise<AsterAccountSnapshot> {
|
private async fetchAccountSnapshot(): Promise<AccountSnapshot> {
|
||||||
await this.ensureInitialized();
|
await this.ensureInitialized();
|
||||||
const [balance, positions] = await Promise.all([
|
const [balance, positions] = await Promise.all([
|
||||||
this.exchange.fetchBalance(),
|
this.exchange.fetchBalance(),
|
||||||
@@ -422,7 +417,7 @@ export class BackpackGateway {
|
|||||||
return this.mapBalanceToAccountSnapshotWithPositions(balance, positions ?? []);
|
return this.mapBalanceToAccountSnapshotWithPositions(balance, positions ?? []);
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapBalanceToAccountSnapshotWithPositions(balance: Balances, rawPositions: any[]): AsterAccountSnapshot {
|
private mapBalanceToAccountSnapshotWithPositions(balance: Balances, rawPositions: any[]): AccountSnapshot {
|
||||||
const now = Date.now();
|
const now = Date.now();
|
||||||
const assets = this.normalizeAssets(balance, now);
|
const assets = this.normalizeAssets(balance, now);
|
||||||
const positions = this.normalizePositions(rawPositions, now);
|
const positions = this.normalizePositions(rawPositions, now);
|
||||||
@@ -430,7 +425,7 @@ export class BackpackGateway {
|
|||||||
const totalUnrealized = this.sumStrings(positions.map((position) => position.unrealizedProfit ?? "0"));
|
const totalUnrealized = this.sumStrings(positions.map((position) => position.unrealizedProfit ?? "0"));
|
||||||
const availableBalance = this.sumStrings(assets.map((asset) => asset.availableBalance));
|
const availableBalance = this.sumStrings(assets.map((asset) => asset.availableBalance));
|
||||||
|
|
||||||
const snapshot: AsterAccountSnapshot = {
|
const snapshot: AccountSnapshot = {
|
||||||
canTrade: true,
|
canTrade: true,
|
||||||
canDeposit: true,
|
canDeposit: true,
|
||||||
canWithdraw: true,
|
canWithdraw: true,
|
||||||
@@ -452,9 +447,9 @@ export class BackpackGateway {
|
|||||||
return snapshot;
|
return snapshot;
|
||||||
}
|
}
|
||||||
|
|
||||||
private normalizeAssets(balance: Balances, now: number): AsterAccountSnapshot["assets"] {
|
private normalizeAssets(balance: Balances, now: number): AccountSnapshot["assets"] {
|
||||||
const metaKeys = new Set(["free", "used", "total", "info", "timestamp", "datetime", "debt"]);
|
const metaKeys = new Set(["free", "used", "total", "info", "timestamp", "datetime", "debt"]);
|
||||||
const assets: AsterAccountSnapshot["assets"] = [];
|
const assets: AccountSnapshot["assets"] = [];
|
||||||
for (const [currency, value] of Object.entries(balance)) {
|
for (const [currency, value] of Object.entries(balance)) {
|
||||||
if (metaKeys.has(currency)) continue;
|
if (metaKeys.has(currency)) continue;
|
||||||
if (!value || typeof value !== "object") continue;
|
if (!value || typeof value !== "object") continue;
|
||||||
@@ -465,9 +460,9 @@ export class BackpackGateway {
|
|||||||
return assets;
|
return assets;
|
||||||
}
|
}
|
||||||
|
|
||||||
private normalizePositions(rawPositions: any[], now: number): AsterAccountSnapshot["positions"] {
|
private normalizePositions(rawPositions: any[], now: number): AccountSnapshot["positions"] {
|
||||||
if (!Array.isArray(rawPositions)) return [];
|
if (!Array.isArray(rawPositions)) return [];
|
||||||
const positions: AsterAccountSnapshot["positions"] = [];
|
const positions: AccountSnapshot["positions"] = [];
|
||||||
for (const raw of rawPositions) {
|
for (const raw of rawPositions) {
|
||||||
const info = raw?.info ?? raw ?? {};
|
const info = raw?.info ?? raw ?? {};
|
||||||
const quantity = this.toNumber(raw?.contracts ?? info.netExposureQuantity ?? info.netQuantity);
|
const quantity = this.toNumber(raw?.contracts ?? info.netExposureQuantity ?? info.netQuantity);
|
||||||
@@ -498,7 +493,7 @@ export class BackpackGateway {
|
|||||||
return positions;
|
return positions;
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapOrderBookToDepth(orderbook: CcxtOrderBook): AsterDepth {
|
private mapOrderBookToDepth(orderbook: CcxtOrderBook): Depth {
|
||||||
return {
|
return {
|
||||||
lastUpdateId: orderbook.nonce || Date.now(),
|
lastUpdateId: orderbook.nonce || Date.now(),
|
||||||
bids: (orderbook.bids ?? [])
|
bids: (orderbook.bids ?? [])
|
||||||
@@ -511,7 +506,7 @@ export class BackpackGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapTickerToAsterTicker(ticker: CcxtTicker): AsterTicker {
|
private mapTickerToAsterTicker(ticker: CcxtTicker): Ticker {
|
||||||
return {
|
return {
|
||||||
symbol: ticker.symbol,
|
symbol: ticker.symbol,
|
||||||
lastPrice: ticker.last?.toString() ?? "0",
|
lastPrice: ticker.last?.toString() ?? "0",
|
||||||
@@ -527,7 +522,7 @@ export class BackpackGateway {
|
|||||||
private mapOHLCVToKline(
|
private mapOHLCVToKline(
|
||||||
candle: [number, number, number, number, number, number],
|
candle: [number, number, number, number, number, number],
|
||||||
interval: string
|
interval: string
|
||||||
): AsterKline {
|
): Kline {
|
||||||
const [openTime, open, high, low, close, volume] = candle;
|
const [openTime, open, high, low, close, volume] = candle;
|
||||||
return {
|
return {
|
||||||
openTime,
|
openTime,
|
||||||
@@ -541,7 +536,7 @@ export class BackpackGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapRestOrder(order: CcxtOrder): AsterOrder {
|
private mapRestOrder(order: CcxtOrder): Order {
|
||||||
const info = (order.info ?? {}) as Record<string, unknown>;
|
const info = (order.info ?? {}) as Record<string, unknown>;
|
||||||
const side = (order.side ?? "buy").toUpperCase() as "BUY" | "SELL";
|
const side = (order.side ?? "buy").toUpperCase() as "BUY" | "SELL";
|
||||||
let type = this.normalizeOrderType(order.type ?? (info.o as string)) as OrderType;
|
let type = this.normalizeOrderType(order.type ?? (info.o as string)) as OrderType;
|
||||||
@@ -584,7 +579,7 @@ export class BackpackGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapWsOrder(data: Record<string, unknown>): AsterOrder {
|
private mapWsOrder(data: Record<string, unknown>): Order {
|
||||||
const sideRaw = String(data.S ?? "").toUpperCase();
|
const sideRaw = String(data.S ?? "").toUpperCase();
|
||||||
const side: "BUY" | "SELL" = sideRaw === "BID" ? "BUY" : "SELL";
|
const side: "BUY" | "SELL" = sideRaw === "BID" ? "BUY" : "SELL";
|
||||||
const triggerPresent = data.P != null || data.B != null;
|
const triggerPresent = data.P != null || data.B != null;
|
||||||
@@ -631,7 +626,7 @@ export class BackpackGateway {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapWsPosition(data: Record<string, unknown>): AsterAccountPosition | null {
|
private mapWsPosition(data: Record<string, unknown>): AccountPosition | null {
|
||||||
const quantityRaw = data.q ?? data.Q;
|
const quantityRaw = data.q ?? data.Q;
|
||||||
const qty = Number(this.toStringAmount(quantityRaw));
|
const qty = Number(this.toStringAmount(quantityRaw));
|
||||||
if (!Number.isFinite(qty)) return null;
|
if (!Number.isFinite(qty)) return null;
|
||||||
@@ -656,8 +651,8 @@ export class BackpackGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private mergeWsPosition(position: AsterAccountPosition): void {
|
private mergeWsPosition(position: AccountPosition): void {
|
||||||
const snapshot: AsterAccountSnapshot = this.lastBalanceSnapshot
|
const snapshot: AccountSnapshot = this.lastBalanceSnapshot
|
||||||
? {
|
? {
|
||||||
...this.lastBalanceSnapshot,
|
...this.lastBalanceSnapshot,
|
||||||
positions: this.lastBalanceSnapshot.positions ? [...this.lastBalanceSnapshot.positions] : [],
|
positions: this.lastBalanceSnapshot.positions ? [...this.lastBalanceSnapshot.positions] : [],
|
||||||
@@ -697,7 +692,7 @@ export class BackpackGateway {
|
|||||||
this.emitAccount(snapshot);
|
this.emitAccount(snapshot);
|
||||||
}
|
}
|
||||||
|
|
||||||
private emitAccount(snapshot: AsterAccountSnapshot): void {
|
private emitAccount(snapshot: AccountSnapshot): void {
|
||||||
for (const listener of this.accountListeners) {
|
for (const listener of this.accountListeners) {
|
||||||
try {
|
try {
|
||||||
listener(snapshot);
|
listener(snapshot);
|
||||||
@@ -774,7 +769,7 @@ export class BackpackGateway {
|
|||||||
void this.resubscribeAllTopics();
|
void this.resubscribeAllTopics();
|
||||||
};
|
};
|
||||||
|
|
||||||
private handleWsClose = (event: any): void => {
|
private handleWsClose = (_event: any): void => {
|
||||||
if (this.wsCleanup) {
|
if (this.wsCleanup) {
|
||||||
try {
|
try {
|
||||||
this.wsCleanup();
|
this.wsCleanup();
|
||||||
|
|||||||
@@ -1,84 +1,16 @@
|
|||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import { createOrderHandlers } from "../order-handlers";
|
||||||
import type {
|
|
||||||
BaseOrderIntent,
|
|
||||||
ClosePositionIntent,
|
|
||||||
LimitOrderIntent,
|
|
||||||
MarketOrderIntent,
|
|
||||||
StopOrderIntent,
|
|
||||||
TrailingStopOrderIntent,
|
|
||||||
} from "../order-schema";
|
|
||||||
import { toStringBoolean } from "../order-schema";
|
|
||||||
|
|
||||||
function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
|
const handlers = createOrderHandlers({
|
||||||
if (params.quantity === undefined) {
|
exchangeName: "Backpack",
|
||||||
params.quantity = intent.quantity;
|
defaultLimitTimeInForce: "GTX",
|
||||||
}
|
supportsTrailingStop: false,
|
||||||
if (params.timeInForce === undefined && intent.timeInForce) {
|
supportsTriggerType: false,
|
||||||
params.timeInForce = intent.timeInForce;
|
});
|
||||||
}
|
|
||||||
if (intent.reduceOnly !== undefined) {
|
|
||||||
params.reduceOnly = toStringBoolean(intent.reduceOnly);
|
|
||||||
}
|
|
||||||
return params;
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
|
export const {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
createLimitOrder,
|
||||||
{
|
createMarketOrder,
|
||||||
symbol: intent.symbol,
|
createStopOrder,
|
||||||
side: intent.side,
|
createTrailingStopOrder,
|
||||||
type: "LIMIT",
|
createClosePositionOrder,
|
||||||
quantity: intent.quantity,
|
} = handlers;
|
||||||
price: intent.price,
|
|
||||||
timeInForce: intent.timeInForce ?? "GTX",
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "STOP_MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
stopPrice: intent.stopPrice,
|
|
||||||
timeInForce: intent.timeInForce ?? "GTC",
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<AsterOrder> {
|
|
||||||
throw new Error("Backpack exchange does not support trailing stop orders");
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
reduceOnly: "true",
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|||||||
@@ -1,4 +1,3 @@
|
|||||||
import { clearTimeout, setTimeout } from "timers";
|
|
||||||
import type {
|
import type {
|
||||||
AccountListener,
|
AccountListener,
|
||||||
DepthListener,
|
DepthListener,
|
||||||
@@ -9,9 +8,9 @@ import type {
|
|||||||
OrderListener,
|
OrderListener,
|
||||||
TickerListener,
|
TickerListener,
|
||||||
} from "../adapter";
|
} from "../adapter";
|
||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import type { Order, CreateOrderParams } from "../types";
|
||||||
import { extractMessage } from "../../utils/errors";
|
|
||||||
import { BinanceGateway, type BinanceGatewayOptions } from "./gateway";
|
import { BinanceGateway, type BinanceGatewayOptions } from "./gateway";
|
||||||
|
import { createSafeInvoke, createInitManager } from "../adapter-utils";
|
||||||
|
|
||||||
export interface BinanceCredentials {
|
export interface BinanceCredentials {
|
||||||
apiKey?: string;
|
apiKey?: string;
|
||||||
@@ -32,11 +31,8 @@ export class BinanceExchangeAdapter implements ExchangeAdapter {
|
|||||||
private readonly gateway: BinanceGateway;
|
private readonly gateway: BinanceGateway;
|
||||||
private readonly symbol: string;
|
private readonly symbol: string;
|
||||||
private readonly marketType: "spot" | "perp" | "auto";
|
private readonly marketType: "spot" | "perp" | "auto";
|
||||||
private initPromise: Promise<void> | null = null;
|
private readonly safeInvoke = createSafeInvoke("BinanceExchangeAdapter");
|
||||||
private readonly initContexts = new Set<string>();
|
private readonly init: ReturnType<typeof createInitManager>;
|
||||||
private retryTimer: ReturnType<typeof setTimeout> | null = null;
|
|
||||||
private retryDelayMs = 3000;
|
|
||||||
private lastInitErrorAt = 0;
|
|
||||||
|
|
||||||
constructor(credentials: BinanceCredentials = {}) {
|
constructor(credentials: BinanceCredentials = {}) {
|
||||||
const apiKey = credentials.apiKey ?? process.env.BINANCE_API_KEY;
|
const apiKey = credentials.apiKey ?? process.env.BINANCE_API_KEY;
|
||||||
@@ -61,6 +57,9 @@ export class BinanceExchangeAdapter implements ExchangeAdapter {
|
|||||||
futuresWsUrl: credentials.futuresWsUrl,
|
futuresWsUrl: credentials.futuresWsUrl,
|
||||||
logger: credentials.logger,
|
logger: credentials.logger,
|
||||||
});
|
});
|
||||||
|
this.init = createInitManager("BinanceExchangeAdapter", () =>
|
||||||
|
this.gateway.ensureInitialized(this.symbol),
|
||||||
|
);
|
||||||
}
|
}
|
||||||
|
|
||||||
supportsTrailingStops(): boolean {
|
supportsTrailingStops(): boolean {
|
||||||
@@ -69,163 +68,94 @@ export class BinanceExchangeAdapter implements ExchangeAdapter {
|
|||||||
|
|
||||||
watchAccount(cb: AccountListener): void {
|
watchAccount(cb: AccountListener): void {
|
||||||
const safe = this.safeInvoke("watchAccount", cb);
|
const safe = this.safeInvoke("watchAccount", cb);
|
||||||
void this.ensureInitialized("watchAccount")
|
void this.init.ensureInitialized("watchAccount")
|
||||||
.then(() => {
|
.then(() => {
|
||||||
this.gateway.onAccount(safe);
|
this.gateway.onAccount(safe);
|
||||||
})
|
});
|
||||||
.catch((error) => this.handleInitError("watchAccount", error));
|
|
||||||
}
|
}
|
||||||
|
|
||||||
watchOrders(cb: OrderListener): void {
|
watchOrders(cb: OrderListener): void {
|
||||||
const safe = this.safeInvoke("watchOrders", cb);
|
const safe = this.safeInvoke("watchOrders", cb);
|
||||||
void this.ensureInitialized("watchOrders")
|
void this.init.ensureInitialized("watchOrders")
|
||||||
.then(() => {
|
.then(() => {
|
||||||
this.gateway.onOrders(safe);
|
this.gateway.onOrders(safe);
|
||||||
})
|
});
|
||||||
.catch((error) => this.handleInitError("watchOrders", error));
|
|
||||||
}
|
}
|
||||||
|
|
||||||
watchDepth(symbol: string, cb: DepthListener): void {
|
watchDepth(symbol: string, cb: DepthListener): void {
|
||||||
const safe = this.safeInvoke("watchDepth", cb);
|
const safe = this.safeInvoke("watchDepth", cb);
|
||||||
void this.ensureInitialized(`watchDepth:${symbol}`)
|
void this.init.ensureInitialized(`watchDepth:${symbol}`)
|
||||||
.then(() => {
|
.then(() => {
|
||||||
this.gateway.onDepth(symbol, safe);
|
this.gateway.onDepth(symbol, safe);
|
||||||
})
|
});
|
||||||
.catch((error) => this.handleInitError("watchDepth", error));
|
|
||||||
}
|
}
|
||||||
|
|
||||||
watchTicker(symbol: string, cb: TickerListener): void {
|
watchTicker(symbol: string, cb: TickerListener): void {
|
||||||
const safe = this.safeInvoke("watchTicker", cb);
|
const safe = this.safeInvoke("watchTicker", cb);
|
||||||
void this.ensureInitialized(`watchTicker:${symbol}`)
|
void this.init.ensureInitialized(`watchTicker:${symbol}`)
|
||||||
.then(() => {
|
.then(() => {
|
||||||
this.gateway.onTicker(symbol, safe);
|
this.gateway.onTicker(symbol, safe);
|
||||||
})
|
});
|
||||||
.catch((error) => this.handleInitError("watchTicker", error));
|
|
||||||
}
|
}
|
||||||
|
|
||||||
watchKlines(symbol: string, interval: string, cb: KlineListener): void {
|
watchKlines(symbol: string, interval: string, cb: KlineListener): void {
|
||||||
const safe = this.safeInvoke("watchKlines", cb);
|
const safe = this.safeInvoke("watchKlines", cb);
|
||||||
void this.ensureInitialized(`watchKlines:${symbol}:${interval}`)
|
void this.init.ensureInitialized(`watchKlines:${symbol}:${interval}`)
|
||||||
.then(() => {
|
.then(() => {
|
||||||
this.gateway.onKlines(symbol, interval, safe);
|
this.gateway.onKlines(symbol, interval, safe);
|
||||||
})
|
});
|
||||||
.catch((error) => this.handleInitError("watchKlines", error));
|
|
||||||
}
|
}
|
||||||
|
|
||||||
watchFundingRate(symbol: string, cb: FundingRateListener): void {
|
watchFundingRate(symbol: string, cb: FundingRateListener): void {
|
||||||
const safe = this.safeInvoke("watchFundingRate", cb);
|
const safe = this.safeInvoke("watchFundingRate", cb);
|
||||||
void this.ensureInitialized(`watchFundingRate:${symbol}`)
|
void this.init.ensureInitialized(`watchFundingRate:${symbol}`)
|
||||||
.then(() => {
|
.then(() => {
|
||||||
this.gateway.onFundingRate(symbol, safe);
|
this.gateway.onFundingRate(symbol, safe);
|
||||||
})
|
});
|
||||||
.catch((error) => this.handleInitError("watchFundingRate", error));
|
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
await this.ensureInitialized("createOrder");
|
await this.init.ensureInitialized("createOrder");
|
||||||
return this.gateway.createOrder(params);
|
return this.gateway.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
|
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
|
||||||
await this.ensureInitialized("cancelOrder");
|
await this.init.ensureInitialized("cancelOrder");
|
||||||
await this.gateway.cancelOrder(params);
|
await this.gateway.cancelOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
|
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
|
||||||
await this.ensureInitialized("cancelOrders");
|
await this.init.ensureInitialized("cancelOrders");
|
||||||
await this.gateway.cancelOrders(params);
|
await this.gateway.cancelOrders(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelAllOrders(params: { symbol: string }): Promise<void> {
|
async cancelAllOrders(params: { symbol: string }): Promise<void> {
|
||||||
await this.ensureInitialized("cancelAllOrders");
|
await this.init.ensureInitialized("cancelAllOrders");
|
||||||
await this.gateway.cancelAllOrders(params);
|
await this.gateway.cancelAllOrders(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
async getPrecision(): Promise<ExchangePrecision | null> {
|
async getPrecision(): Promise<ExchangePrecision | null> {
|
||||||
await this.ensureInitialized("getPrecision");
|
await this.init.ensureInitialized("getPrecision");
|
||||||
return this.gateway.getPrecision(this.symbol);
|
return this.gateway.getPrecision(this.symbol);
|
||||||
}
|
}
|
||||||
|
|
||||||
async queryOpenOrders(): Promise<AsterOrder[]> {
|
async queryOpenOrders(): Promise<Order[]> {
|
||||||
await this.ensureInitialized("queryOpenOrders");
|
await this.init.ensureInitialized("queryOpenOrders");
|
||||||
return this.gateway.queryOpenOrders();
|
return this.gateway.queryOpenOrders();
|
||||||
}
|
}
|
||||||
|
|
||||||
async queryAccountSnapshot() {
|
async queryAccountSnapshot() {
|
||||||
await this.ensureInitialized("queryAccountSnapshot");
|
await this.init.ensureInitialized("queryAccountSnapshot");
|
||||||
return this.gateway.queryAccountSnapshot();
|
return this.gateway.queryAccountSnapshot();
|
||||||
}
|
}
|
||||||
|
|
||||||
async changeMarginMode(params: { symbol: string; marginMode: "isolated" | "cross" }): Promise<void> {
|
async changeMarginMode(params: { symbol: string; marginMode: "isolated" | "cross" }): Promise<void> {
|
||||||
await this.ensureInitialized("changeMarginMode");
|
await this.init.ensureInitialized("changeMarginMode");
|
||||||
await this.gateway.changeMarginMode(params.symbol, params.marginMode);
|
await this.gateway.changeMarginMode(params.symbol, params.marginMode);
|
||||||
}
|
}
|
||||||
|
|
||||||
async forceCancelAllOrders(): Promise<boolean> {
|
async forceCancelAllOrders(): Promise<boolean> {
|
||||||
await this.ensureInitialized("forceCancelAllOrders");
|
await this.init.ensureInitialized("forceCancelAllOrders");
|
||||||
return this.gateway.forceCancelAllOrders();
|
return this.gateway.forceCancelAllOrders();
|
||||||
}
|
}
|
||||||
|
|
||||||
private safeInvoke<T extends (...args: any[]) => void>(context: string, cb: T): T {
|
|
||||||
const wrapped = ((...args: any[]) => {
|
|
||||||
try {
|
|
||||||
cb(...args);
|
|
||||||
} catch (error) {
|
|
||||||
console.error(`[BinanceExchangeAdapter] ${context} handler failed: ${extractMessage(error)}`);
|
|
||||||
}
|
|
||||||
}) as T;
|
|
||||||
return wrapped;
|
|
||||||
}
|
|
||||||
|
|
||||||
private ensureInitialized(context?: string): Promise<void> {
|
|
||||||
if (!this.initPromise) {
|
|
||||||
this.initContexts.clear();
|
|
||||||
this.initPromise = this.gateway
|
|
||||||
.ensureInitialized(this.symbol)
|
|
||||||
.then((value) => {
|
|
||||||
this.clearRetry();
|
|
||||||
return value;
|
|
||||||
})
|
|
||||||
.catch((error) => {
|
|
||||||
this.handleInitError("initialize", error);
|
|
||||||
this.initPromise = null;
|
|
||||||
this.scheduleRetry();
|
|
||||||
throw error;
|
|
||||||
});
|
|
||||||
}
|
|
||||||
|
|
||||||
if (context && !this.initContexts.has(context)) {
|
|
||||||
this.initContexts.add(context);
|
|
||||||
this.initPromise.catch((error) => {
|
|
||||||
this.handleInitError(context, error);
|
|
||||||
this.scheduleRetry();
|
|
||||||
});
|
|
||||||
}
|
|
||||||
return this.initPromise;
|
|
||||||
}
|
|
||||||
|
|
||||||
private scheduleRetry(): void {
|
|
||||||
if (this.retryTimer) return;
|
|
||||||
this.retryTimer = setTimeout(() => {
|
|
||||||
this.retryTimer = null;
|
|
||||||
if (this.initPromise) return;
|
|
||||||
this.retryDelayMs = Math.min(this.retryDelayMs * 2, 60_000);
|
|
||||||
void this.ensureInitialized("retry");
|
|
||||||
}, this.retryDelayMs);
|
|
||||||
}
|
|
||||||
|
|
||||||
private clearRetry(): void {
|
|
||||||
if (this.retryTimer) {
|
|
||||||
clearTimeout(this.retryTimer);
|
|
||||||
this.retryTimer = null;
|
|
||||||
}
|
|
||||||
this.retryDelayMs = 3000;
|
|
||||||
}
|
|
||||||
|
|
||||||
private handleInitError(context: string, error: unknown): void {
|
|
||||||
const now = Date.now();
|
|
||||||
if (now - this.lastInitErrorAt < 5000) return;
|
|
||||||
this.lastInitErrorAt = now;
|
|
||||||
console.error(`[BinanceExchangeAdapter] ${context} failed`, error);
|
|
||||||
}
|
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,21 +1,18 @@
|
|||||||
import ccxt, {
|
import ccxt, {
|
||||||
type Balances,
|
type Balances,
|
||||||
type Order as CcxtOrder,
|
type Order as CcxtOrder,
|
||||||
type OrderBook as CcxtOrderBook,
|
|
||||||
type OHLCV as CcxtOhlcv,
|
|
||||||
type Ticker as CcxtTicker,
|
|
||||||
} from "ccxt";
|
} from "ccxt";
|
||||||
import axios from "axios";
|
import axios from "axios";
|
||||||
import { createHash } from "crypto";
|
import { createHash } from "crypto";
|
||||||
import NodeWebSocket from "ws";
|
import NodeWebSocket from "ws";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountAsset,
|
AccountAsset,
|
||||||
AsterAccountPosition,
|
AccountPosition,
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
CreateOrderParams,
|
CreateOrderParams,
|
||||||
OrderType,
|
OrderType,
|
||||||
PositionSide,
|
PositionSide,
|
||||||
@@ -228,9 +225,9 @@ export class BinanceGateway {
|
|||||||
|
|
||||||
private readonly accountListeners = new Set<AccountListener>();
|
private readonly accountListeners = new Set<AccountListener>();
|
||||||
private readonly orderListeners = new Set<OrderListener>();
|
private readonly orderListeners = new Set<OrderListener>();
|
||||||
private readonly depthSubs = new Map<string, PublicSubscription<AsterDepth>>();
|
private readonly depthSubs = new Map<string, PublicSubscription<Depth>>();
|
||||||
private readonly tickerSubs = new Map<string, PublicSubscription<AsterTicker>>();
|
private readonly tickerSubs = new Map<string, PublicSubscription<Ticker>>();
|
||||||
private readonly klineSubs = new Map<string, PublicSubscription<AsterKline[]>>();
|
private readonly klineSubs = new Map<string, PublicSubscription<Kline[]>>();
|
||||||
private readonly fundingSubs = new Map<string, PublicSubscription<{ symbol: string; fundingRate: number; updateTime: number }>>();
|
private readonly fundingSubs = new Map<string, PublicSubscription<{ symbol: string; fundingRate: number; updateTime: number }>>();
|
||||||
|
|
||||||
private accountPollTimer: ReturnType<typeof setInterval> | null = null;
|
private accountPollTimer: ReturnType<typeof setInterval> | null = null;
|
||||||
@@ -257,15 +254,15 @@ export class BinanceGateway {
|
|||||||
},
|
},
|
||||||
};
|
};
|
||||||
|
|
||||||
private readonly localOrders = new Map<string, AsterOrder>();
|
private readonly localOrders = new Map<string, Order>();
|
||||||
|
|
||||||
private readonly spotBalances = new Map<string, { free: number; locked: number }>();
|
private readonly spotBalances = new Map<string, { free: number; locked: number }>();
|
||||||
private readonly perpBalances = new Map<string, { wallet: number; available: number }>();
|
private readonly perpBalances = new Map<string, { wallet: number; available: number }>();
|
||||||
private readonly perpPositions = new Map<string, AsterAccountPosition>();
|
private readonly perpPositions = new Map<string, AccountPosition>();
|
||||||
private readonly lastMarkPriceBySymbol = new Map<string, number>();
|
private readonly lastMarkPriceBySymbol = new Map<string, number>();
|
||||||
|
|
||||||
private lastSpotSnapshot: AsterAccountSnapshot | null = null;
|
private lastSpotSnapshot: AccountSnapshot | null = null;
|
||||||
private lastPerpSnapshot: AsterAccountSnapshot | null = null;
|
private lastPerpSnapshot: AccountSnapshot | null = null;
|
||||||
|
|
||||||
constructor(options: BinanceGatewayOptions) {
|
constructor(options: BinanceGatewayOptions) {
|
||||||
this.apiKey = options.apiKey;
|
this.apiKey = options.apiKey;
|
||||||
@@ -468,7 +465,7 @@ export class BinanceGateway {
|
|||||||
});
|
});
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
await this.ensureInitialized(params.symbol);
|
await this.ensureInitialized(params.symbol);
|
||||||
const market = this.resolveMarket(params.symbol);
|
const market = this.resolveMarket(params.symbol);
|
||||||
const exchange = this.getExchange(market.kind);
|
const exchange = this.getExchange(market.kind);
|
||||||
@@ -490,6 +487,9 @@ export class BinanceGateway {
|
|||||||
if (params.callbackRate != null) {
|
if (params.callbackRate != null) {
|
||||||
extra.callbackRate = params.callbackRate;
|
extra.callbackRate = params.callbackRate;
|
||||||
}
|
}
|
||||||
|
if (params.clientOrderId != null) {
|
||||||
|
extra.newClientOrderId = params.clientOrderId;
|
||||||
|
}
|
||||||
|
|
||||||
if (market.kind === "perp") {
|
if (market.kind === "perp") {
|
||||||
if (params.reduceOnly != null) {
|
if (params.reduceOnly != null) {
|
||||||
@@ -604,10 +604,10 @@ export class BinanceGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
async queryOpenOrders(): Promise<AsterOrder[]> {
|
async queryOpenOrders(): Promise<Order[]> {
|
||||||
await this.ensureInitialized(this.defaultSymbol);
|
await this.ensureInitialized(this.defaultSymbol);
|
||||||
const kinds = this.getPrivateKinds();
|
const kinds = this.getPrivateKinds();
|
||||||
const result: AsterOrder[] = [];
|
const result: Order[] = [];
|
||||||
for (const kind of kinds) {
|
for (const kind of kinds) {
|
||||||
const exchange = this.getExchange(kind);
|
const exchange = this.getExchange(kind);
|
||||||
const openOrders = (await exchange.fetchOpenOrders()) as CcxtOrder[];
|
const openOrders = (await exchange.fetchOpenOrders()) as CcxtOrder[];
|
||||||
@@ -622,7 +622,7 @@ export class BinanceGateway {
|
|||||||
return result;
|
return result;
|
||||||
}
|
}
|
||||||
|
|
||||||
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
|
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
|
||||||
await this.ensureInitialized(this.defaultSymbol);
|
await this.ensureInitialized(this.defaultSymbol);
|
||||||
const kinds = this.getPrivateKinds();
|
const kinds = this.getPrivateKinds();
|
||||||
for (const kind of kinds) {
|
for (const kind of kinds) {
|
||||||
@@ -913,7 +913,7 @@ export class BinanceGateway {
|
|||||||
this.lastPerpSnapshot = this.buildPerpSnapshot();
|
this.lastPerpSnapshot = this.buildPerpSnapshot();
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapSpotExecutionReport(payload: any): AsterOrder | null {
|
private mapSpotExecutionReport(payload: any): Order | null {
|
||||||
const order = payload;
|
const order = payload;
|
||||||
const symbolRaw = String(order?.s ?? "").toUpperCase();
|
const symbolRaw = String(order?.s ?? "").toUpperCase();
|
||||||
if (!symbolRaw) return null;
|
if (!symbolRaw) return null;
|
||||||
@@ -943,7 +943,7 @@ export class BinanceGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapPerpOrderTradeUpdate(payload: any): AsterOrder | null {
|
private mapPerpOrderTradeUpdate(payload: any): Order | null {
|
||||||
const order = payload?.o;
|
const order = payload?.o;
|
||||||
if (!order) return null;
|
if (!order) return null;
|
||||||
const symbolRaw = String(order?.s ?? "").toUpperCase();
|
const symbolRaw = String(order?.s ?? "").toUpperCase();
|
||||||
@@ -1114,7 +1114,7 @@ export class BinanceGateway {
|
|||||||
(ws as any).onerror = (event: any) => onError(event?.error ?? event);
|
(ws as any).onerror = (event: any) => onError(event?.error ?? event);
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapDepthPayload(payload: unknown, market: BinanceMarketRef): AsterDepth | null {
|
private mapDepthPayload(payload: unknown, market: BinanceMarketRef): Depth | null {
|
||||||
const data = payload as any;
|
const data = payload as any;
|
||||||
const bids = Array.isArray(data?.b) ? data.b : [];
|
const bids = Array.isArray(data?.b) ? data.b : [];
|
||||||
const asks = Array.isArray(data?.a) ? data.a : [];
|
const asks = Array.isArray(data?.a) ? data.a : [];
|
||||||
@@ -1132,7 +1132,7 @@ export class BinanceGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapTickerPayload(payload: unknown, market: BinanceMarketRef): AsterTicker | null {
|
private mapTickerPayload(payload: unknown, market: BinanceMarketRef): Ticker | null {
|
||||||
const data = payload as any;
|
const data = payload as any;
|
||||||
const lastPrice = String(data?.c ?? "");
|
const lastPrice = String(data?.c ?? "");
|
||||||
if (!lastPrice) return null;
|
if (!lastPrice) return null;
|
||||||
@@ -1159,7 +1159,7 @@ export class BinanceGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapKlinePayload(payload: unknown, interval: string): AsterKline[] | null {
|
private mapKlinePayload(payload: unknown, interval: string): Kline[] | null {
|
||||||
const data = payload as any;
|
const data = payload as any;
|
||||||
const kline = data?.k;
|
const kline = data?.k;
|
||||||
if (!kline) return null;
|
if (!kline) return null;
|
||||||
@@ -1291,7 +1291,7 @@ export class BinanceGateway {
|
|||||||
}
|
}
|
||||||
|
|
||||||
private async attachPerpPositions(): Promise<void> {
|
private async attachPerpPositions(): Promise<void> {
|
||||||
const next = new Map<string, AsterAccountPosition>();
|
const next = new Map<string, AccountPosition>();
|
||||||
try {
|
try {
|
||||||
const raw = (await this.perpExchange.fetchPositions()) as any[];
|
const raw = (await this.perpExchange.fetchPositions()) as any[];
|
||||||
for (const row of raw ?? []) {
|
for (const row of raw ?? []) {
|
||||||
@@ -1328,7 +1328,7 @@ export class BinanceGateway {
|
|||||||
private async fetchAndUpdateOrders(kind: MarketKind): Promise<void> {
|
private async fetchAndUpdateOrders(kind: MarketKind): Promise<void> {
|
||||||
const exchange = this.getExchange(kind);
|
const exchange = this.getExchange(kind);
|
||||||
const openOrders = (await exchange.fetchOpenOrders()) as CcxtOrder[];
|
const openOrders = (await exchange.fetchOpenOrders()) as CcxtOrder[];
|
||||||
const remote = new Map<string, AsterOrder>();
|
const remote = new Map<string, Order>();
|
||||||
for (const order of openOrders) {
|
for (const order of openOrders) {
|
||||||
const market = this.resolveMarketByCcxtSymbol(kind, String(order?.symbol ?? ""));
|
const market = this.resolveMarketByCcxtSymbol(kind, String(order?.symbol ?? ""));
|
||||||
const mapped = this.mapCcxtOrder(order, kind, market?.id ?? String(order?.symbol ?? ""));
|
const mapped = this.mapCcxtOrder(order, kind, market?.id ?? String(order?.symbol ?? ""));
|
||||||
@@ -1370,7 +1370,7 @@ export class BinanceGateway {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
private upsertOrder(order: AsterOrder, kind: MarketKind, marketId: string): void {
|
private upsertOrder(order: Order, kind: MarketKind, marketId: string): void {
|
||||||
const id = String(order.orderId);
|
const id = String(order.orderId);
|
||||||
const symbol = this.resolveDisplaySymbol(kind, marketId);
|
const symbol = this.resolveDisplaySymbol(kind, marketId);
|
||||||
const normalized = { ...order, symbol };
|
const normalized = { ...order, symbol };
|
||||||
@@ -1405,7 +1405,7 @@ export class BinanceGateway {
|
|||||||
if (changed) this.emitOrders();
|
if (changed) this.emitOrders();
|
||||||
}
|
}
|
||||||
|
|
||||||
private isOrderActive(order: AsterOrder): boolean {
|
private isOrderActive(order: Order): boolean {
|
||||||
const status = String(order.status ?? "").toUpperCase();
|
const status = String(order.status ?? "").toUpperCase();
|
||||||
if (!status) return true;
|
if (!status) return true;
|
||||||
if (status === "FILLED" || status === "CANCELED" || status === "CANCELLED" || status === "REJECTED" || status === "EXPIRED") {
|
if (status === "FILLED" || status === "CANCELED" || status === "CANCELLED" || status === "REJECTED" || status === "EXPIRED") {
|
||||||
@@ -1415,7 +1415,7 @@ export class BinanceGateway {
|
|||||||
return true;
|
return true;
|
||||||
}
|
}
|
||||||
|
|
||||||
private buildCombinedAccountSnapshot(): AsterAccountSnapshot | null {
|
private buildCombinedAccountSnapshot(): AccountSnapshot | null {
|
||||||
const kinds = this.getPrivateKinds();
|
const kinds = this.getPrivateKinds();
|
||||||
if (kinds.length === 0) return null;
|
if (kinds.length === 0) return null;
|
||||||
if (kinds.length === 1) {
|
if (kinds.length === 1) {
|
||||||
@@ -1424,7 +1424,7 @@ export class BinanceGateway {
|
|||||||
|
|
||||||
const spot = this.buildSpotSnapshot();
|
const spot = this.buildSpotSnapshot();
|
||||||
const perp = this.buildPerpSnapshot();
|
const perp = this.buildPerpSnapshot();
|
||||||
const perpAssetsTagged: AsterAccountAsset[] = perp.assets.map((asset) => ({
|
const perpAssetsTagged: AccountAsset[] = perp.assets.map((asset) => ({
|
||||||
...asset,
|
...asset,
|
||||||
asset: `${asset.asset}0`,
|
asset: `${asset.asset}0`,
|
||||||
}));
|
}));
|
||||||
@@ -1444,8 +1444,8 @@ export class BinanceGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private buildSpotSnapshot(): AsterAccountSnapshot {
|
private buildSpotSnapshot(): AccountSnapshot {
|
||||||
const assets: AsterAccountAsset[] = [];
|
const assets: AccountAsset[] = [];
|
||||||
let totalWallet = 0;
|
let totalWallet = 0;
|
||||||
const now = Date.now();
|
const now = Date.now();
|
||||||
for (const [asset, balance] of this.spotBalances.entries()) {
|
for (const [asset, balance] of this.spotBalances.entries()) {
|
||||||
@@ -1474,9 +1474,9 @@ export class BinanceGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private buildPerpSnapshot(): AsterAccountSnapshot {
|
private buildPerpSnapshot(): AccountSnapshot {
|
||||||
const now = Date.now();
|
const now = Date.now();
|
||||||
const assets: AsterAccountAsset[] = [];
|
const assets: AccountAsset[] = [];
|
||||||
let totalWallet = 0;
|
let totalWallet = 0;
|
||||||
for (const [asset, balance] of this.perpBalances.entries()) {
|
for (const [asset, balance] of this.perpBalances.entries()) {
|
||||||
totalWallet += balance.wallet;
|
totalWallet += balance.wallet;
|
||||||
@@ -1509,7 +1509,7 @@ export class BinanceGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapCcxtOrder(order: CcxtOrder, kind: MarketKind, marketId: string): AsterOrder {
|
private mapCcxtOrder(order: CcxtOrder, kind: MarketKind, marketId: string): Order {
|
||||||
const symbol = this.resolveDisplaySymbol(kind, marketId);
|
const symbol = this.resolveDisplaySymbol(kind, marketId);
|
||||||
const side = String(order.side ?? "buy").toUpperCase() === "SELL" ? "SELL" : "BUY";
|
const side = String(order.side ?? "buy").toUpperCase() === "SELL" ? "SELL" : "BUY";
|
||||||
return {
|
return {
|
||||||
|
|||||||
@@ -1,100 +1,16 @@
|
|||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import { createOrderHandlers } from "../order-handlers";
|
||||||
import type {
|
|
||||||
BaseOrderIntent,
|
|
||||||
ClosePositionIntent,
|
|
||||||
LimitOrderIntent,
|
|
||||||
MarketOrderIntent,
|
|
||||||
StopOrderIntent,
|
|
||||||
TrailingStopOrderIntent,
|
|
||||||
} from "../order-schema";
|
|
||||||
import { toStringBoolean } from "../order-schema";
|
|
||||||
|
|
||||||
function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
|
const handlers = createOrderHandlers({
|
||||||
if (params.quantity === undefined) {
|
exchangeName: "Binance",
|
||||||
params.quantity = intent.quantity;
|
defaultLimitTimeInForce: "GTX",
|
||||||
}
|
supportsTrailingStop: true,
|
||||||
if (params.timeInForce === undefined && intent.timeInForce) {
|
supportsTriggerType: true,
|
||||||
params.timeInForce = intent.timeInForce;
|
});
|
||||||
}
|
|
||||||
if (intent.reduceOnly !== undefined) {
|
|
||||||
params.reduceOnly = toStringBoolean(intent.reduceOnly);
|
|
||||||
}
|
|
||||||
if (intent.closePosition !== undefined) {
|
|
||||||
params.closePosition = toStringBoolean(intent.closePosition);
|
|
||||||
}
|
|
||||||
return params;
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
|
export const {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
createLimitOrder,
|
||||||
{
|
createMarketOrder,
|
||||||
symbol: intent.symbol,
|
createStopOrder,
|
||||||
side: intent.side,
|
createTrailingStopOrder,
|
||||||
type: "LIMIT",
|
createClosePositionOrder,
|
||||||
quantity: intent.quantity,
|
} = handlers;
|
||||||
price: intent.price,
|
|
||||||
timeInForce: intent.timeInForce ?? "GTX",
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "STOP_MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
stopPrice: intent.stopPrice,
|
|
||||||
timeInForce: intent.timeInForce ?? "GTC",
|
|
||||||
triggerType: intent.triggerType,
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createTrailingStopOrder(intent: TrailingStopOrderIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "TRAILING_STOP_MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
activationPrice: intent.activationPrice,
|
|
||||||
callbackRate: intent.callbackRate,
|
|
||||||
timeInForce: intent.timeInForce ?? "GTC",
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
reduceOnly: "true",
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|||||||
@@ -1,5 +1,5 @@
|
|||||||
import type { ExchangeAdapter } from "./adapter";
|
import type { ExchangeAdapter } from "./adapter";
|
||||||
import { AsterExchangeAdapter, type AsterCredentials } from "./aster-adapter";
|
import { AsterExchangeAdapter, type AsterCredentials } from "./aster/adapter";
|
||||||
import { GrvtExchangeAdapter, type GrvtCredentials } from "./grvt/adapter";
|
import { GrvtExchangeAdapter, type GrvtCredentials } from "./grvt/adapter";
|
||||||
import { LighterExchangeAdapter, type LighterCredentials } from "./lighter/adapter";
|
import { LighterExchangeAdapter, type LighterCredentials } from "./lighter/adapter";
|
||||||
import { BackpackExchangeAdapter, type BackpackCredentials } from "./backpack/adapter";
|
import { BackpackExchangeAdapter, type BackpackCredentials } from "./backpack/adapter";
|
||||||
@@ -7,6 +7,7 @@ import { ParadexExchangeAdapter, type ParadexCredentials } from "./paradex/adapt
|
|||||||
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";
|
||||||
import { BinanceExchangeAdapter, type BinanceCredentials } from "./binance/adapter";
|
import { BinanceExchangeAdapter, type BinanceCredentials } from "./binance/adapter";
|
||||||
|
import { OndoperpsExchangeAdapter, type OndoperpsCredentials } from "./ondoperps/adapter";
|
||||||
|
|
||||||
export const SUPPORTED_EXCHANGE_IDS = [
|
export const SUPPORTED_EXCHANGE_IDS = [
|
||||||
"aster",
|
"aster",
|
||||||
@@ -17,6 +18,7 @@ export const SUPPORTED_EXCHANGE_IDS = [
|
|||||||
"nado",
|
"nado",
|
||||||
"standx",
|
"standx",
|
||||||
"binance",
|
"binance",
|
||||||
|
"ondoperps",
|
||||||
] as const;
|
] as const;
|
||||||
|
|
||||||
export const BASIS_SUPPORTED_EXCHANGE_IDS = [
|
export const BASIS_SUPPORTED_EXCHANGE_IDS = [
|
||||||
@@ -37,6 +39,8 @@ export interface ExchangeFactoryOptions {
|
|||||||
nado?: NadoCredentials;
|
nado?: NadoCredentials;
|
||||||
standx?: StandxCredentials;
|
standx?: StandxCredentials;
|
||||||
binance?: BinanceCredentials;
|
binance?: BinanceCredentials;
|
||||||
|
ondoperps?: OndoperpsCredentials;
|
||||||
|
ondoperp?: OndoperpsCredentials;
|
||||||
}
|
}
|
||||||
|
|
||||||
export type SupportedExchangeId = (typeof SUPPORTED_EXCHANGE_IDS)[number];
|
export type SupportedExchangeId = (typeof SUPPORTED_EXCHANGE_IDS)[number];
|
||||||
@@ -51,6 +55,7 @@ const EXCHANGE_DISPLAY_NAME: Record<SupportedExchangeId, string> = {
|
|||||||
nado: "Nado",
|
nado: "Nado",
|
||||||
standx: "StandX",
|
standx: "StandX",
|
||||||
binance: "Binance",
|
binance: "Binance",
|
||||||
|
ondoperps: "Ondo Perps",
|
||||||
};
|
};
|
||||||
|
|
||||||
const EXCHANGE_ALIAS_MAP: Record<string, SupportedExchangeId> = {
|
const EXCHANGE_ALIAS_MAP: Record<string, SupportedExchangeId> = {
|
||||||
@@ -63,6 +68,9 @@ const EXCHANGE_ALIAS_MAP: Record<string, SupportedExchangeId> = {
|
|||||||
standx: "standx",
|
standx: "standx",
|
||||||
binance: "binance",
|
binance: "binance",
|
||||||
bnb: "binance",
|
bnb: "binance",
|
||||||
|
ondoperps: "ondoperps",
|
||||||
|
ondoperp: "ondoperps",
|
||||||
|
ondo: "ondoperps",
|
||||||
};
|
};
|
||||||
|
|
||||||
export function isSupportedExchangeId(value: string): value is SupportedExchangeId {
|
export function isSupportedExchangeId(value: string): value is SupportedExchangeId {
|
||||||
@@ -104,5 +112,10 @@ export function createExchangeAdapter(options: ExchangeFactoryOptions): Exchange
|
|||||||
return new StandxExchangeAdapter({ ...options.standx, symbol: options.symbol });
|
return new StandxExchangeAdapter({ ...options.standx, symbol: options.symbol });
|
||||||
case "binance":
|
case "binance":
|
||||||
return new BinanceExchangeAdapter({ ...options.binance, symbol: options.symbol });
|
return new BinanceExchangeAdapter({ ...options.binance, symbol: options.symbol });
|
||||||
|
case "ondoperps":
|
||||||
|
return new OndoperpsExchangeAdapter({
|
||||||
|
...(options.ondoperps ?? options.ondoperp),
|
||||||
|
symbol: options.symbol,
|
||||||
|
});
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -11,8 +11,8 @@ import type {
|
|||||||
TickerListener,
|
TickerListener,
|
||||||
} from "./adapter";
|
} from "./adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterOrder,
|
Order,
|
||||||
CreateOrderParams,
|
CreateOrderParams,
|
||||||
} from "./types";
|
} from "./types";
|
||||||
|
|
||||||
@@ -66,7 +66,7 @@ export class DryRunExchangeAdapter implements ExchangeAdapter {
|
|||||||
this.inner.watchFundingRate(symbol, cb);
|
this.inner.watchFundingRate(symbol, cb);
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
this.record("createOrder", params);
|
this.record("createOrder", params);
|
||||||
return createSyntheticOrder(params, ++this.syntheticCounter);
|
return createSyntheticOrder(params, ++this.syntheticCounter);
|
||||||
}
|
}
|
||||||
@@ -104,12 +104,12 @@ export class DryRunExchangeAdapter implements ExchangeAdapter {
|
|||||||
this.inner.offRestHealthEvent?.(listener);
|
this.inner.offRestHealthEvent?.(listener);
|
||||||
}
|
}
|
||||||
|
|
||||||
async queryOpenOrders(): Promise<AsterOrder[]> {
|
async queryOpenOrders(): Promise<Order[]> {
|
||||||
if (!this.inner.queryOpenOrders) return [];
|
if (!this.inner.queryOpenOrders) return [];
|
||||||
return this.inner.queryOpenOrders();
|
return this.inner.queryOpenOrders();
|
||||||
}
|
}
|
||||||
|
|
||||||
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
|
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
|
||||||
if (!this.inner.queryAccountSnapshot) return null;
|
if (!this.inner.queryAccountSnapshot) return null;
|
||||||
return this.inner.queryAccountSnapshot();
|
return this.inner.queryAccountSnapshot();
|
||||||
}
|
}
|
||||||
@@ -128,12 +128,12 @@ export class DryRunExchangeAdapter implements ExchangeAdapter {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
function createSyntheticOrder(params: CreateOrderParams, counter: number): AsterOrder {
|
function createSyntheticOrder(params: CreateOrderParams, counter: number): Order {
|
||||||
const now = Date.now();
|
const now = Date.now();
|
||||||
const orderId = `dry-run-${now}-${counter}`;
|
const orderId = params.clientOrderId ?? `dry-run-${now}-${counter}`;
|
||||||
return {
|
return {
|
||||||
orderId,
|
orderId,
|
||||||
clientOrderId: orderId,
|
clientOrderId: params.clientOrderId ?? orderId,
|
||||||
symbol: params.symbol,
|
symbol: params.symbol,
|
||||||
side: params.side,
|
side: params.side,
|
||||||
type: params.type,
|
type: params.type,
|
||||||
|
|||||||
@@ -1,4 +1,3 @@
|
|||||||
import { setTimeout, clearTimeout } from "timers";
|
|
||||||
import path from "path";
|
import path from "path";
|
||||||
import { createRequire } from "module";
|
import { createRequire } from "module";
|
||||||
import type {
|
import type {
|
||||||
@@ -9,8 +8,7 @@ import type {
|
|||||||
OrderListener,
|
OrderListener,
|
||||||
TickerListener,
|
TickerListener,
|
||||||
} from "../adapter";
|
} from "../adapter";
|
||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import type { Order, CreateOrderParams } from "../types";
|
||||||
import { extractMessage } from "../../utils/errors";
|
|
||||||
import {
|
import {
|
||||||
GrvtGateway,
|
GrvtGateway,
|
||||||
type GrvtEnvironment,
|
type GrvtEnvironment,
|
||||||
@@ -18,6 +16,7 @@ import {
|
|||||||
type GrvtHostsOverride,
|
type GrvtHostsOverride,
|
||||||
type GrvtSignatureProvider,
|
type GrvtSignatureProvider,
|
||||||
} from "./gateway";
|
} from "./gateway";
|
||||||
|
import { createSafeInvoke, createInitManager } from "../adapter-utils";
|
||||||
|
|
||||||
export interface GrvtCredentials {
|
export interface GrvtCredentials {
|
||||||
cookie?: string;
|
cookie?: string;
|
||||||
@@ -40,11 +39,8 @@ export class GrvtExchangeAdapter implements ExchangeAdapter {
|
|||||||
private readonly gateway: GrvtGateway;
|
private readonly gateway: GrvtGateway;
|
||||||
private readonly symbol: string;
|
private readonly symbol: string;
|
||||||
private readonly instrument: string;
|
private readonly instrument: string;
|
||||||
private initPromise: Promise<void> | null = null;
|
private readonly safeInvoke = createSafeInvoke("GrvtExchangeAdapter");
|
||||||
private readonly initContexts = new Set<string>();
|
private readonly init: ReturnType<typeof createInitManager>;
|
||||||
private retryTimer: ReturnType<typeof setTimeout> | null = null;
|
|
||||||
private retryDelayMs = 3000;
|
|
||||||
private lastInitErrorAt = 0;
|
|
||||||
private klineInterval = "1m";
|
private klineInterval = "1m";
|
||||||
|
|
||||||
constructor(credentials: GrvtCredentials = {}) {
|
constructor(credentials: GrvtCredentials = {}) {
|
||||||
@@ -91,6 +87,9 @@ export class GrvtExchangeAdapter implements ExchangeAdapter {
|
|||||||
pollIntervals: credentials.pollIntervals,
|
pollIntervals: credentials.pollIntervals,
|
||||||
logger: credentials.logger,
|
logger: credentials.logger,
|
||||||
});
|
});
|
||||||
|
this.init = createInitManager("GrvtExchangeAdapter", () =>
|
||||||
|
this.gateway.ensureInitialized(this.klineInterval),
|
||||||
|
);
|
||||||
}
|
}
|
||||||
|
|
||||||
supportsTrailingStops(): boolean {
|
supportsTrailingStops(): boolean {
|
||||||
@@ -98,115 +97,50 @@ export class GrvtExchangeAdapter implements ExchangeAdapter {
|
|||||||
}
|
}
|
||||||
|
|
||||||
watchAccount(cb: AccountListener): void {
|
watchAccount(cb: AccountListener): void {
|
||||||
void this.ensureInitialized("watchAccount");
|
void this.init.ensureInitialized("watchAccount");
|
||||||
this.gateway.onAccount(this.safeInvoke("watchAccount", cb));
|
this.gateway.onAccount(this.safeInvoke("watchAccount", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
watchOrders(cb: OrderListener): void {
|
watchOrders(cb: OrderListener): void {
|
||||||
void this.ensureInitialized("watchOrders");
|
void this.init.ensureInitialized("watchOrders");
|
||||||
this.gateway.onOrders(this.safeInvoke("watchOrders", cb));
|
this.gateway.onOrders(this.safeInvoke("watchOrders", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
watchDepth(_symbol: string, cb: DepthListener): void {
|
watchDepth(_symbol: string, cb: DepthListener): void {
|
||||||
void this.ensureInitialized("watchDepth");
|
void this.init.ensureInitialized("watchDepth");
|
||||||
this.gateway.onDepth(this.safeInvoke("watchDepth", cb));
|
this.gateway.onDepth(this.safeInvoke("watchDepth", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
watchTicker(_symbol: string, cb: TickerListener): void {
|
watchTicker(_symbol: string, cb: TickerListener): void {
|
||||||
void this.ensureInitialized("watchTicker");
|
void this.init.ensureInitialized("watchTicker");
|
||||||
this.gateway.onTicker(this.safeInvoke("watchTicker", cb));
|
this.gateway.onTicker(this.safeInvoke("watchTicker", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
watchKlines(_symbol: string, interval: string, cb: KlineListener): void {
|
watchKlines(_symbol: string, interval: string, cb: KlineListener): void {
|
||||||
this.klineInterval = interval ?? this.klineInterval;
|
this.klineInterval = interval ?? this.klineInterval;
|
||||||
void this.ensureInitialized("watchKlines", this.klineInterval);
|
void this.init.ensureInitialized("watchKlines");
|
||||||
this.gateway.onKlines(this.safeInvoke("watchKlines", cb));
|
this.gateway.onKlines(this.safeInvoke("watchKlines", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
await this.ensureInitialized("createOrder");
|
await this.init.ensureInitialized("createOrder");
|
||||||
return this.gateway.createOrder(params);
|
return this.gateway.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
|
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
|
||||||
await this.ensureInitialized("cancelOrder");
|
await this.init.ensureInitialized("cancelOrder");
|
||||||
await this.gateway.cancelOrder(params);
|
await this.gateway.cancelOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
|
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
|
||||||
await this.ensureInitialized("cancelOrders");
|
await this.init.ensureInitialized("cancelOrders");
|
||||||
await this.gateway.cancelOrders(params);
|
await this.gateway.cancelOrders(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelAllOrders(_params: { symbol: string }): Promise<void> {
|
async cancelAllOrders(_params: { symbol: string }): Promise<void> {
|
||||||
await this.ensureInitialized("cancelAllOrders");
|
await this.init.ensureInitialized("cancelAllOrders");
|
||||||
await this.gateway.cancelAllOrders();
|
await this.gateway.cancelAllOrders();
|
||||||
}
|
}
|
||||||
|
|
||||||
private safeInvoke<T extends (...args: any[]) => void>(context: string, cb: T): T {
|
|
||||||
const wrapped = ((...args: any[]) => {
|
|
||||||
try {
|
|
||||||
cb(...args);
|
|
||||||
} catch (error) {
|
|
||||||
console.error(`[GrvtExchangeAdapter] ${context} handler failed: ${extractMessage(error)}`);
|
|
||||||
}
|
|
||||||
}) as T;
|
|
||||||
return wrapped;
|
|
||||||
}
|
|
||||||
|
|
||||||
private ensureInitialized(context?: string, interval?: string): Promise<void> {
|
|
||||||
if (interval) {
|
|
||||||
this.klineInterval = interval;
|
|
||||||
}
|
|
||||||
if (!this.initPromise) {
|
|
||||||
this.initContexts.clear();
|
|
||||||
this.initPromise = this.gateway
|
|
||||||
.ensureInitialized(this.klineInterval)
|
|
||||||
.then((value) => {
|
|
||||||
this.clearRetry();
|
|
||||||
return value;
|
|
||||||
})
|
|
||||||
.catch((error) => {
|
|
||||||
this.handleInitError("initialize", error);
|
|
||||||
this.initPromise = null;
|
|
||||||
this.scheduleRetry();
|
|
||||||
throw error;
|
|
||||||
});
|
|
||||||
}
|
|
||||||
if (context && !this.initContexts.has(context)) {
|
|
||||||
this.initContexts.add(context);
|
|
||||||
this.initPromise.catch((error) => {
|
|
||||||
this.handleInitError(context, error);
|
|
||||||
this.scheduleRetry();
|
|
||||||
});
|
|
||||||
}
|
|
||||||
return this.initPromise;
|
|
||||||
}
|
|
||||||
|
|
||||||
private scheduleRetry(): void {
|
|
||||||
if (this.retryTimer) return;
|
|
||||||
this.retryTimer = setTimeout(() => {
|
|
||||||
this.retryTimer = null;
|
|
||||||
if (this.initPromise) return;
|
|
||||||
this.retryDelayMs = Math.min(this.retryDelayMs * 2, 60_000);
|
|
||||||
void this.ensureInitialized("retry");
|
|
||||||
}, this.retryDelayMs);
|
|
||||||
}
|
|
||||||
|
|
||||||
private clearRetry(): void {
|
|
||||||
if (this.retryTimer) {
|
|
||||||
clearTimeout(this.retryTimer);
|
|
||||||
this.retryTimer = null;
|
|
||||||
}
|
|
||||||
this.retryDelayMs = 3000;
|
|
||||||
}
|
|
||||||
|
|
||||||
private handleInitError(context: string, error: unknown): void {
|
|
||||||
const now = Date.now();
|
|
||||||
if (now - this.lastInitErrorAt < 5000) return;
|
|
||||||
this.lastInitErrorAt = now;
|
|
||||||
console.error(`[GrvtExchangeAdapter] ${context} failed`, error);
|
|
||||||
}
|
|
||||||
}
|
}
|
||||||
|
|
||||||
function requireValue<T>(value: T | undefined | null, key: string): T {
|
function requireValue<T>(value: T | undefined | null, key: string): T {
|
||||||
|
|||||||
@@ -23,21 +23,23 @@ import type {
|
|||||||
IOrder,
|
IOrder,
|
||||||
} from "@grvt/client/interfaces";
|
} from "@grvt/client/interfaces";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterAccountPosition,
|
AccountPosition,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
CreateOrderParams,
|
CreateOrderParams,
|
||||||
OrderSide,
|
OrderSide,
|
||||||
|
} from "../types";
|
||||||
|
import type {
|
||||||
GrvtSignedOrder,
|
GrvtSignedOrder,
|
||||||
GrvtSignature,
|
GrvtSignature,
|
||||||
GrvtUnsignedOrder,
|
GrvtUnsignedOrder,
|
||||||
GrvtTimeInForce,
|
GrvtTimeInForce,
|
||||||
GrvtOrderMetadataInput,
|
GrvtOrderMetadataInput,
|
||||||
GrvtTriggerMetadata,
|
GrvtTriggerMetadata,
|
||||||
} from "../types";
|
} from "./types";
|
||||||
|
|
||||||
const DEFAULT_ACCOUNT_POLL_INTERVAL_MS = 5000;
|
const DEFAULT_ACCOUNT_POLL_INTERVAL_MS = 5000;
|
||||||
const DEFAULT_ORDERS_POLL_INTERVAL_MS = 2500;
|
const DEFAULT_ORDERS_POLL_INTERVAL_MS = 2500;
|
||||||
@@ -172,7 +174,7 @@ interface HostsConfig {
|
|||||||
|
|
||||||
interface KlineCache {
|
interface KlineCache {
|
||||||
interval: string;
|
interval: string;
|
||||||
values: AsterKline[];
|
values: Kline[];
|
||||||
}
|
}
|
||||||
|
|
||||||
interface InstrumentInfo {
|
interface InstrumentInfo {
|
||||||
@@ -215,12 +217,12 @@ export class GrvtGateway {
|
|||||||
private instrumentInfo: InstrumentInfo | null = null;
|
private instrumentInfo: InstrumentInfo | null = null;
|
||||||
private sessionPromise: Promise<void> | null = null;
|
private sessionPromise: Promise<void> | null = null;
|
||||||
|
|
||||||
private accountSnapshot: AsterAccountSnapshot | null = null;
|
private accountSnapshot: AccountSnapshot | null = null;
|
||||||
private openOrders: AsterOrder[] = [];
|
private openOrders: Order[] = [];
|
||||||
private positions: AsterAccountPosition[] = [];
|
private positions: AccountPosition[] = [];
|
||||||
private lastPositionsUpdateAt: number = 0;
|
private lastPositionsUpdateAt: number = 0;
|
||||||
private depthSnapshot: AsterDepth | null = null;
|
private depthSnapshot: Depth | null = null;
|
||||||
private tickerSnapshot: AsterTicker | null = null;
|
private tickerSnapshot: Ticker | null = null;
|
||||||
private klineCache: KlineCache | null = null;
|
private klineCache: KlineCache | null = null;
|
||||||
|
|
||||||
// WebSocket state
|
// WebSocket state
|
||||||
@@ -228,11 +230,11 @@ export class GrvtGateway {
|
|||||||
private wsConnected = false;
|
private wsConnected = false;
|
||||||
private positionsRefreshTimer: ReturnType<typeof setTimeout> | null = null;
|
private positionsRefreshTimer: ReturnType<typeof setTimeout> | null = null;
|
||||||
|
|
||||||
private accountListeners = new Set<(snapshot: AsterAccountSnapshot) => void>();
|
private accountListeners = new Set<(snapshot: AccountSnapshot) => void>();
|
||||||
private ordersListeners = new Set<(orders: AsterOrder[]) => void>();
|
private ordersListeners = new Set<(orders: Order[]) => void>();
|
||||||
private depthListeners = new Set<(depth: AsterDepth) => void>();
|
private depthListeners = new Set<(depth: Depth) => void>();
|
||||||
private tickerListeners = new Set<(ticker: AsterTicker) => void>();
|
private tickerListeners = new Set<(ticker: Ticker) => void>();
|
||||||
private klineListeners = new Set<(klines: AsterKline[]) => void>();
|
private klineListeners = new Set<(klines: Kline[]) => void>();
|
||||||
|
|
||||||
private accountTimer: ReturnType<typeof setInterval> | null = null;
|
private accountTimer: ReturnType<typeof setInterval> | null = null;
|
||||||
private ordersTimer: ReturnType<typeof setInterval> | null = null;
|
private ordersTimer: ReturnType<typeof setInterval> | null = null;
|
||||||
@@ -316,7 +318,7 @@ export class GrvtGateway {
|
|||||||
this.initialized = true;
|
this.initialized = true;
|
||||||
}
|
}
|
||||||
|
|
||||||
onAccount(listener: (snapshot: AsterAccountSnapshot) => void): () => void {
|
onAccount(listener: (snapshot: AccountSnapshot) => void): () => void {
|
||||||
this.accountListeners.add(listener);
|
this.accountListeners.add(listener);
|
||||||
if (this.accountSnapshot) listener(cloneAccount(this.accountSnapshot));
|
if (this.accountSnapshot) listener(cloneAccount(this.accountSnapshot));
|
||||||
return () => {
|
return () => {
|
||||||
@@ -324,7 +326,7 @@ export class GrvtGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
onOrders(listener: (orders: AsterOrder[]) => void): () => void {
|
onOrders(listener: (orders: Order[]) => void): () => void {
|
||||||
this.ordersListeners.add(listener);
|
this.ordersListeners.add(listener);
|
||||||
if (this.openOrders.length) listener(cloneOrders(this.openOrders));
|
if (this.openOrders.length) listener(cloneOrders(this.openOrders));
|
||||||
return () => {
|
return () => {
|
||||||
@@ -332,7 +334,7 @@ export class GrvtGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
onDepth(listener: (depth: AsterDepth) => void): () => void {
|
onDepth(listener: (depth: Depth) => void): () => void {
|
||||||
this.depthListeners.add(listener);
|
this.depthListeners.add(listener);
|
||||||
if (this.depthSnapshot) listener(cloneDepth(this.depthSnapshot));
|
if (this.depthSnapshot) listener(cloneDepth(this.depthSnapshot));
|
||||||
return () => {
|
return () => {
|
||||||
@@ -340,7 +342,7 @@ export class GrvtGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
onTicker(listener: (ticker: AsterTicker) => void): () => void {
|
onTicker(listener: (ticker: Ticker) => void): () => void {
|
||||||
this.tickerListeners.add(listener);
|
this.tickerListeners.add(listener);
|
||||||
if (this.tickerSnapshot) listener(cloneTicker(this.tickerSnapshot));
|
if (this.tickerSnapshot) listener(cloneTicker(this.tickerSnapshot));
|
||||||
return () => {
|
return () => {
|
||||||
@@ -348,7 +350,7 @@ export class GrvtGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
onKlines(listener: (klines: AsterKline[]) => void): () => void {
|
onKlines(listener: (klines: Kline[]) => void): () => void {
|
||||||
this.klineListeners.add(listener);
|
this.klineListeners.add(listener);
|
||||||
if (this.klineCache) listener(cloneKlines(this.klineCache.values));
|
if (this.klineCache) listener(cloneKlines(this.klineCache.values));
|
||||||
return () => {
|
return () => {
|
||||||
@@ -356,19 +358,19 @@ export class GrvtGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
getAccountSnapshot(): AsterAccountSnapshot | null {
|
getAccountSnapshot(): AccountSnapshot | null {
|
||||||
return this.accountSnapshot ? cloneAccount(this.accountSnapshot) : null;
|
return this.accountSnapshot ? cloneAccount(this.accountSnapshot) : null;
|
||||||
}
|
}
|
||||||
|
|
||||||
getOpenOrders(): AsterOrder[] {
|
getOpenOrders(): Order[] {
|
||||||
return cloneOrders(this.openOrders);
|
return cloneOrders(this.openOrders);
|
||||||
}
|
}
|
||||||
|
|
||||||
getPositions(): AsterAccountPosition[] {
|
getPositions(): AccountPosition[] {
|
||||||
return this.positions.map((position) => ({ ...position }));
|
return this.positions.map((position) => ({ ...position }));
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
if (params.type === "TRAILING_STOP_MARKET") {
|
if (params.type === "TRAILING_STOP_MARKET") {
|
||||||
throw new Error(TRAILING_NOT_SUPPORTED_ERROR);
|
throw new Error(TRAILING_NOT_SUPPORTED_ERROR);
|
||||||
}
|
}
|
||||||
@@ -660,7 +662,7 @@ export class GrvtGateway {
|
|||||||
this.emitKlines(klines);
|
this.emitKlines(klines);
|
||||||
}
|
}
|
||||||
|
|
||||||
private mergeOrder(order: AsterOrder): void {
|
private mergeOrder(order: Order): void {
|
||||||
const index = this.openOrders.findIndex((item) => String(item.orderId) === String(order.orderId));
|
const index = this.openOrders.findIndex((item) => String(item.orderId) === String(order.orderId));
|
||||||
if (index >= 0) {
|
if (index >= 0) {
|
||||||
this.openOrders[index] = order;
|
this.openOrders[index] = order;
|
||||||
@@ -678,7 +680,7 @@ export class GrvtGateway {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
private emitAccount(snapshot: AsterAccountSnapshot): void {
|
private emitAccount(snapshot: AccountSnapshot): void {
|
||||||
const cloned = cloneAccount(snapshot);
|
const cloned = cloneAccount(snapshot);
|
||||||
this.accountListeners.forEach((listener) => {
|
this.accountListeners.forEach((listener) => {
|
||||||
try {
|
try {
|
||||||
@@ -689,7 +691,7 @@ export class GrvtGateway {
|
|||||||
});
|
});
|
||||||
}
|
}
|
||||||
|
|
||||||
private emitOrders(orders: AsterOrder[]): void {
|
private emitOrders(orders: Order[]): void {
|
||||||
const cloned = cloneOrders(orders);
|
const cloned = cloneOrders(orders);
|
||||||
this.ordersListeners.forEach((listener) => {
|
this.ordersListeners.forEach((listener) => {
|
||||||
try {
|
try {
|
||||||
@@ -700,7 +702,7 @@ export class GrvtGateway {
|
|||||||
});
|
});
|
||||||
}
|
}
|
||||||
|
|
||||||
private emitDepth(depth: AsterDepth): void {
|
private emitDepth(depth: Depth): void {
|
||||||
const cloned = cloneDepth(depth);
|
const cloned = cloneDepth(depth);
|
||||||
this.depthListeners.forEach((listener) => {
|
this.depthListeners.forEach((listener) => {
|
||||||
try {
|
try {
|
||||||
@@ -711,7 +713,7 @@ export class GrvtGateway {
|
|||||||
});
|
});
|
||||||
}
|
}
|
||||||
|
|
||||||
private emitTicker(ticker: AsterTicker): void {
|
private emitTicker(ticker: Ticker): void {
|
||||||
const cloned = cloneTicker(ticker);
|
const cloned = cloneTicker(ticker);
|
||||||
this.tickerListeners.forEach((listener) => {
|
this.tickerListeners.forEach((listener) => {
|
||||||
try {
|
try {
|
||||||
@@ -722,7 +724,7 @@ export class GrvtGateway {
|
|||||||
});
|
});
|
||||||
}
|
}
|
||||||
|
|
||||||
private emitKlines(klines: AsterKline[]): void {
|
private emitKlines(klines: Kline[]): void {
|
||||||
const cloned = cloneKlines(klines);
|
const cloned = cloneKlines(klines);
|
||||||
this.klineListeners.forEach((listener) => {
|
this.klineListeners.forEach((listener) => {
|
||||||
try {
|
try {
|
||||||
@@ -974,15 +976,15 @@ function normalizeHex(value: string): string {
|
|||||||
return `0x${trimmed.toLowerCase()}`;
|
return `0x${trimmed.toLowerCase()}`;
|
||||||
}
|
}
|
||||||
|
|
||||||
function cloneAccount(snapshot: AsterAccountSnapshot): AsterAccountSnapshot {
|
function cloneAccount(snapshot: AccountSnapshot): AccountSnapshot {
|
||||||
return JSON.parse(JSON.stringify(snapshot));
|
return JSON.parse(JSON.stringify(snapshot));
|
||||||
}
|
}
|
||||||
|
|
||||||
function cloneOrders(orders: AsterOrder[]): AsterOrder[] {
|
function cloneOrders(orders: Order[]): Order[] {
|
||||||
return orders.map((order) => ({ ...order }));
|
return orders.map((order) => ({ ...order }));
|
||||||
}
|
}
|
||||||
|
|
||||||
function cloneDepth(depth: AsterDepth): AsterDepth {
|
function cloneDepth(depth: Depth): Depth {
|
||||||
return {
|
return {
|
||||||
...depth,
|
...depth,
|
||||||
bids: depth.bids.map((level) => [...level] as [string, string]),
|
bids: depth.bids.map((level) => [...level] as [string, string]),
|
||||||
@@ -990,11 +992,11 @@ function cloneDepth(depth: AsterDepth): AsterDepth {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
function cloneTicker(ticker: AsterTicker): AsterTicker {
|
function cloneTicker(ticker: Ticker): Ticker {
|
||||||
return { ...ticker };
|
return { ...ticker };
|
||||||
}
|
}
|
||||||
|
|
||||||
function cloneKlines(klines: AsterKline[]): AsterKline[] {
|
function cloneKlines(klines: Kline[]): Kline[] {
|
||||||
return klines.map((kline) => ({ ...kline }));
|
return klines.map((kline) => ({ ...kline }));
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -1023,11 +1025,11 @@ function scaleDecimal(value: string | number | undefined, decimals: number): big
|
|||||||
return scaleDecimal(fixed.toFixed(decimals), decimals);
|
return scaleDecimal(fixed.toFixed(decimals), decimals);
|
||||||
}
|
}
|
||||||
|
|
||||||
function sumUnrealized(positions: AsterAccountPosition[]): number {
|
function sumUnrealized(positions: AccountPosition[]): number {
|
||||||
return positions.reduce((total, position) => total + Number(position.unrealizedProfit ?? 0), 0);
|
return positions.reduce((total, position) => total + Number(position.unrealizedProfit ?? 0), 0);
|
||||||
}
|
}
|
||||||
|
|
||||||
function getNewestPositionEventTime(positions: AsterAccountPosition[]): number {
|
function getNewestPositionEventTime(positions: AccountPosition[]): number {
|
||||||
if (!positions.length) return Date.now();
|
if (!positions.length) return Date.now();
|
||||||
return positions.reduce((max, p) => Math.max(max, Number(p.updateTime) || 0), 0);
|
return positions.reduce((max, p) => Math.max(max, Number(p.updateTime) || 0), 0);
|
||||||
}
|
}
|
||||||
@@ -1036,7 +1038,7 @@ function mapAccountSnapshot(
|
|||||||
response: IApiSubAccountSummaryResponse,
|
response: IApiSubAccountSummaryResponse,
|
||||||
symbol: string,
|
symbol: string,
|
||||||
instrument: string
|
instrument: string
|
||||||
): AsterAccountSnapshot {
|
): AccountSnapshot {
|
||||||
const result = response.result;
|
const result = response.result;
|
||||||
if (!result) {
|
if (!result) {
|
||||||
return emptyAccount(symbol);
|
return emptyAccount(symbol);
|
||||||
@@ -1068,7 +1070,7 @@ function mapPositions(
|
|||||||
response: IApiPositionsResponse,
|
response: IApiPositionsResponse,
|
||||||
symbol: string,
|
symbol: string,
|
||||||
instrument: string
|
instrument: string
|
||||||
): AsterAccountPosition[] {
|
): AccountPosition[] {
|
||||||
return (response.result ?? [])
|
return (response.result ?? [])
|
||||||
.filter((entry) => !entry.instrument || entry.instrument === instrument)
|
.filter((entry) => !entry.instrument || entry.instrument === instrument)
|
||||||
.map((entry) => ({
|
.map((entry) => ({
|
||||||
@@ -1084,11 +1086,11 @@ function mapPositions(
|
|||||||
}));
|
}));
|
||||||
}
|
}
|
||||||
|
|
||||||
function mapOpenOrders(response: IApiOpenOrdersResponse, symbol: string): AsterOrder[] {
|
function mapOpenOrders(response: IApiOpenOrdersResponse, symbol: string): Order[] {
|
||||||
return (response.result ?? []).map((order) => mapOrder(order, symbol));
|
return (response.result ?? []).map((order) => mapOrder(order, symbol));
|
||||||
}
|
}
|
||||||
|
|
||||||
function mapOrder(order: IOrder, symbol: string): AsterOrder {
|
function mapOrder(order: IOrder, symbol: string): Order {
|
||||||
const leg = order.legs?.[0];
|
const leg = order.legs?.[0];
|
||||||
const state = order.state;
|
const state = order.state;
|
||||||
const metadata = order.metadata;
|
const metadata = order.metadata;
|
||||||
@@ -1126,7 +1128,7 @@ function mapOrder(order: IOrder, symbol: string): AsterOrder {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
function mapDepth(response: IApiOrderbookLevelsResponse, symbol: string): AsterDepth | null {
|
function mapDepth(response: IApiOrderbookLevelsResponse, symbol: string): Depth | null {
|
||||||
const result = response.result;
|
const result = response.result;
|
||||||
if (!result) return null;
|
if (!result) return null;
|
||||||
const toLevel = (entries: Array<{ price?: string; size?: string }> | undefined) =>
|
const toLevel = (entries: Array<{ price?: string; size?: string }> | undefined) =>
|
||||||
@@ -1140,7 +1142,7 @@ function mapDepth(response: IApiOrderbookLevelsResponse, symbol: string): AsterD
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
function mapTicker(response: IApiTickerResponse, symbol: string): AsterTicker | null {
|
function mapTicker(response: IApiTickerResponse, symbol: string): Ticker | null {
|
||||||
const result = response.result;
|
const result = response.result;
|
||||||
if (!result) return null;
|
if (!result) return null;
|
||||||
const buyVolume = Number(result.buy_volume_24h_b ?? 0);
|
const buyVolume = Number(result.buy_volume_24h_b ?? 0);
|
||||||
@@ -1161,7 +1163,7 @@ function mapTicker(response: IApiTickerResponse, symbol: string): AsterTicker |
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
function mapKlines(response: IApiCandlestickResponse, symbol: string): AsterKline[] {
|
function mapKlines(response: IApiCandlestickResponse, _symbol: string): Kline[] {
|
||||||
return (response.result ?? []).reverse().map((entry) => ({
|
return (response.result ?? []).reverse().map((entry) => ({
|
||||||
openTime: nsToMs(entry.open_time ?? Date.now() * ONE_SECOND_IN_NANOSECONDS),
|
openTime: nsToMs(entry.open_time ?? Date.now() * ONE_SECOND_IN_NANOSECONDS),
|
||||||
closeTime: nsToMs(entry.close_time ?? Date.now() * ONE_SECOND_IN_NANOSECONDS),
|
closeTime: nsToMs(entry.close_time ?? Date.now() * ONE_SECOND_IN_NANOSECONDS),
|
||||||
@@ -1174,7 +1176,7 @@ function mapKlines(response: IApiCandlestickResponse, symbol: string): AsterKlin
|
|||||||
}));
|
}));
|
||||||
}
|
}
|
||||||
|
|
||||||
function mapCreateOrderResponse(response: IApiCreateOrderResponse, symbol: string): AsterOrder {
|
function mapCreateOrderResponse(response: IApiCreateOrderResponse, symbol: string): Order {
|
||||||
const order = response.result ?? (response as unknown as { order?: IOrder }).order;
|
const order = response.result ?? (response as unknown as { order?: IOrder }).order;
|
||||||
if (!order) {
|
if (!order) {
|
||||||
return {
|
return {
|
||||||
@@ -1551,7 +1553,7 @@ function padPrivateKey(value: string): string {
|
|||||||
return hex;
|
return hex;
|
||||||
}
|
}
|
||||||
|
|
||||||
function emptyAccount(symbol: string): AsterAccountSnapshot {
|
function emptyAccount(symbol: string): AccountSnapshot {
|
||||||
return {
|
return {
|
||||||
canTrade: true,
|
canTrade: true,
|
||||||
canDeposit: true,
|
canDeposit: true,
|
||||||
@@ -1568,5 +1570,5 @@ function emptyAccount(symbol: string): AsterAccountSnapshot {
|
|||||||
updateTime: Date.now(),
|
updateTime: Date.now(),
|
||||||
},
|
},
|
||||||
],
|
],
|
||||||
} as AsterAccountSnapshot;
|
} as AccountSnapshot;
|
||||||
}
|
}
|
||||||
|
|||||||
+18
-89
@@ -1,92 +1,21 @@
|
|||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import { createOrderHandlers } from "../order-handlers";
|
||||||
import type {
|
|
||||||
BaseOrderIntent,
|
|
||||||
ClosePositionIntent,
|
|
||||||
LimitOrderIntent,
|
|
||||||
MarketOrderIntent,
|
|
||||||
StopOrderIntent,
|
|
||||||
TrailingStopOrderIntent,
|
|
||||||
} from "../order-schema";
|
|
||||||
import { toStringBoolean } from "../order-schema";
|
|
||||||
|
|
||||||
function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
|
const handlers = createOrderHandlers({
|
||||||
if (params.quantity === undefined) {
|
exchangeName: "GRVT",
|
||||||
params.quantity = intent.quantity;
|
defaultLimitTimeInForce: "GTX",
|
||||||
}
|
supportsTrailingStop: false,
|
||||||
if (params.timeInForce === undefined && intent.timeInForce) {
|
supportsTriggerType: true,
|
||||||
params.timeInForce = intent.timeInForce;
|
defaultStopTriggerType: "STOP_LOSS",
|
||||||
}
|
stopDefaultReduceOnly: true,
|
||||||
if (intent.reduceOnly !== undefined) {
|
stopDefaultClosePosition: true,
|
||||||
params.reduceOnly = toStringBoolean(intent.reduceOnly);
|
closeDefaultClosePosition: true,
|
||||||
}
|
});
|
||||||
if (intent.closePosition !== undefined) {
|
|
||||||
params.closePosition = toStringBoolean(intent.closePosition);
|
|
||||||
}
|
|
||||||
return params;
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
|
export const {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
createLimitOrder,
|
||||||
{
|
createMarketOrder,
|
||||||
symbol: intent.symbol,
|
createStopOrder,
|
||||||
side: intent.side,
|
createTrailingStopOrder,
|
||||||
type: "LIMIT",
|
createClosePositionOrder,
|
||||||
quantity: intent.quantity,
|
} = handlers;
|
||||||
price: intent.price,
|
|
||||||
timeInForce: intent.timeInForce ?? "GTX",
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "STOP_MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
stopPrice: intent.stopPrice,
|
|
||||||
timeInForce: intent.timeInForce ?? "GTC",
|
|
||||||
triggerType: intent.triggerType ?? "STOP_LOSS",
|
|
||||||
closePosition: toStringBoolean(intent.closePosition ?? true),
|
|
||||||
reduceOnly: toStringBoolean(intent.reduceOnly ?? true),
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<AsterOrder> {
|
|
||||||
throw new Error("GRVT exchange does not support trailing stop orders");
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
reduceOnly: "true",
|
|
||||||
closePosition: toStringBoolean(intent.closePosition ?? true),
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
|
|||||||
@@ -0,0 +1,202 @@
|
|||||||
|
export interface GrvtOrderLeg {
|
||||||
|
instrument: string;
|
||||||
|
size: string;
|
||||||
|
limit_price?: string;
|
||||||
|
is_buying_asset?: boolean;
|
||||||
|
}
|
||||||
|
|
||||||
|
export type GrvtTimeInForce =
|
||||||
|
| "GOOD_TILL_TIME"
|
||||||
|
| "ALL_OR_NONE"
|
||||||
|
| "IMMEDIATE_OR_CANCEL"
|
||||||
|
| "FILL_OR_KILL";
|
||||||
|
|
||||||
|
export interface GrvtOrderMetadata {
|
||||||
|
client_order_id?: string;
|
||||||
|
create_time?: string;
|
||||||
|
broker?: string | null;
|
||||||
|
trigger?: GrvtTriggerMetadata;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface GrvtOrderState {
|
||||||
|
status?: string;
|
||||||
|
reject_reason?: string | null;
|
||||||
|
book_size?: string[];
|
||||||
|
traded_size?: string[];
|
||||||
|
update_time?: string;
|
||||||
|
avg_fill_price?: string[];
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface GrvtOrder {
|
||||||
|
order_id: string;
|
||||||
|
client_order_id?: string;
|
||||||
|
sub_account_id?: string;
|
||||||
|
is_market?: boolean;
|
||||||
|
time_in_force?: GrvtTimeInForce;
|
||||||
|
post_only?: boolean;
|
||||||
|
reduce_only?: boolean;
|
||||||
|
legs?: GrvtOrderLeg[];
|
||||||
|
metadata?: GrvtOrderMetadata;
|
||||||
|
state?: GrvtOrderState;
|
||||||
|
instrument?: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface GrvtTrade {
|
||||||
|
price: string;
|
||||||
|
size: string;
|
||||||
|
taker_side: "BUY" | "SELL";
|
||||||
|
timestamp: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface GrvtTradeHistoryResponse {
|
||||||
|
result?: GrvtTrade[];
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface GrvtWebsocketMessage<T> {
|
||||||
|
stream: string;
|
||||||
|
selector: string;
|
||||||
|
sequence_number?: string;
|
||||||
|
feed: T;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface GrvtOrderUpdateFeed {
|
||||||
|
order_id: string;
|
||||||
|
client_order_id?: string;
|
||||||
|
sub_account_id?: string;
|
||||||
|
state?: GrvtOrderState;
|
||||||
|
traded_size?: string[];
|
||||||
|
update_time?: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface GrvtPositionUpdateFeed {
|
||||||
|
instrument: string;
|
||||||
|
size: string;
|
||||||
|
entry_price?: string;
|
||||||
|
mark_price?: string;
|
||||||
|
unrealized_pnl?: string;
|
||||||
|
sub_account_id?: string;
|
||||||
|
update_time?: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface GrvtDepthUpdateFeed {
|
||||||
|
instrument: string;
|
||||||
|
bids: GrvtDepthLevel[];
|
||||||
|
asks: GrvtDepthLevel[];
|
||||||
|
event_time?: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface GrvtTickerUpdateFeed {
|
||||||
|
instrument: string;
|
||||||
|
mark_price?: string;
|
||||||
|
last_trade_price?: string;
|
||||||
|
best_bid_price?: string;
|
||||||
|
best_ask_price?: string;
|
||||||
|
volume_24h?: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface GrvtOpenOrdersResponse {
|
||||||
|
result?: GrvtOrder[];
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface GrvtPositionsResponse {
|
||||||
|
result?: GrvtPosition[];
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface GrvtPosition {
|
||||||
|
instrument: string;
|
||||||
|
size: string;
|
||||||
|
entry_price?: string;
|
||||||
|
mark_price?: string;
|
||||||
|
unrealized_pnl?: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface GrvtAccountSnapshot {
|
||||||
|
total_unrealized_pnl?: string;
|
||||||
|
positions: GrvtPosition[];
|
||||||
|
settle_currency?: string;
|
||||||
|
available_balance?: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface GrvtBalancesResponse {
|
||||||
|
result?: {
|
||||||
|
total_unrealized_pnl?: string;
|
||||||
|
positions?: GrvtPosition[];
|
||||||
|
};
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface GrvtDepthLevel {
|
||||||
|
price: string;
|
||||||
|
size: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface GrvtDepth {
|
||||||
|
instrument: string;
|
||||||
|
event_time?: string;
|
||||||
|
bids: GrvtDepthLevel[];
|
||||||
|
asks: GrvtDepthLevel[];
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface GrvtTicker {
|
||||||
|
instrument: string;
|
||||||
|
mark_price?: string;
|
||||||
|
last_trade_price?: string;
|
||||||
|
best_bid_price?: string;
|
||||||
|
best_ask_price?: string;
|
||||||
|
volume_24h?: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface GrvtKline {
|
||||||
|
open_time: number;
|
||||||
|
close_time: number;
|
||||||
|
open: string;
|
||||||
|
high: string;
|
||||||
|
low: string;
|
||||||
|
close: string;
|
||||||
|
volume: string;
|
||||||
|
number_of_trades?: number;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface GrvtSignature {
|
||||||
|
signer: string;
|
||||||
|
r: string;
|
||||||
|
s: string;
|
||||||
|
v: number;
|
||||||
|
expiration: string;
|
||||||
|
nonce: number;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface GrvtUnsignedOrderLeg {
|
||||||
|
instrument: string;
|
||||||
|
size: string;
|
||||||
|
limit_price?: string;
|
||||||
|
is_buying_asset: boolean;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface GrvtTriggerMetadata {
|
||||||
|
trigger_type: "UNSPECIFIED" | "TAKE_PROFIT" | "STOP_LOSS";
|
||||||
|
tpsl: {
|
||||||
|
trigger_by: "UNSPECIFIED" | "INDEX" | "LAST" | "MID" | "MARK";
|
||||||
|
trigger_price: string;
|
||||||
|
close_position: boolean;
|
||||||
|
};
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface GrvtOrderMetadataInput {
|
||||||
|
client_order_id: string;
|
||||||
|
trigger?: GrvtTriggerMetadata;
|
||||||
|
broker?: string | null;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface GrvtUnsignedOrder {
|
||||||
|
sub_account_id: string;
|
||||||
|
is_market: boolean;
|
||||||
|
time_in_force: GrvtTimeInForce;
|
||||||
|
post_only: boolean;
|
||||||
|
reduce_only: boolean;
|
||||||
|
legs: GrvtUnsignedOrderLeg[];
|
||||||
|
metadata: GrvtOrderMetadataInput;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface GrvtSignedOrder extends GrvtUnsignedOrder {
|
||||||
|
signature: GrvtSignature;
|
||||||
|
}
|
||||||
@@ -7,7 +7,7 @@ import type {
|
|||||||
OrderListener,
|
OrderListener,
|
||||||
TickerListener,
|
TickerListener,
|
||||||
} from "../adapter";
|
} from "../adapter";
|
||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import type { Order, CreateOrderParams } from "../types";
|
||||||
import { extractMessage } from "../../utils/errors";
|
import { extractMessage } from "../../utils/errors";
|
||||||
import { LighterGateway, type LighterGatewayOptions } from "./gateway";
|
import { LighterGateway, type LighterGatewayOptions } from "./gateway";
|
||||||
|
|
||||||
@@ -102,7 +102,7 @@ export class LighterExchangeAdapter implements ExchangeAdapter {
|
|||||||
this.gateway.watchKlines(interval, handler);
|
this.gateway.watchKlines(interval, handler);
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
await this.ensureInitialized("createOrder");
|
await this.ensureInitialized("createOrder");
|
||||||
return this.gateway.createOrder(params);
|
return this.gateway.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -8,20 +8,18 @@ import type {
|
|||||||
TickerListener,
|
TickerListener,
|
||||||
} from "../adapter";
|
} from "../adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountAsset,
|
AccountAsset,
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
CreateOrderParams,
|
CreateOrderParams,
|
||||||
} from "../types";
|
} from "../types";
|
||||||
import { extractMessage } from "../../utils/errors";
|
|
||||||
import type { OrderSide, OrderType } from "../types";
|
import type { OrderSide, OrderType } from "../types";
|
||||||
import { LighterHttpClient } from "./http-client";
|
import { LighterHttpClient } from "./http-client";
|
||||||
import { HttpNonceManager } from "./nonce-manager";
|
import { HttpNonceManager } from "./nonce-manager";
|
||||||
import { LighterSigner, type CreateOrderSignParams } from "./signer";
|
import { LighterSigner, type CreateOrderSignParams } from "./signer";
|
||||||
import { bytesToHex } from "./bytes";
|
|
||||||
import type {
|
import type {
|
||||||
LighterAccountDetails,
|
LighterAccountDetails,
|
||||||
LighterAccountAsset,
|
LighterAccountAsset,
|
||||||
@@ -39,7 +37,6 @@ import {
|
|||||||
LIGHTER_HOSTS,
|
LIGHTER_HOSTS,
|
||||||
LIGHTER_ORDER_TYPE,
|
LIGHTER_ORDER_TYPE,
|
||||||
LIGHTER_TIME_IN_FORCE,
|
LIGHTER_TIME_IN_FORCE,
|
||||||
DEFAULT_ORDER_EXPIRY_PLACEHOLDER,
|
|
||||||
IMMEDIATE_OR_CANCEL_EXPIRY_PLACEHOLDER,
|
IMMEDIATE_OR_CANCEL_EXPIRY_PLACEHOLDER,
|
||||||
type LighterEnvironment,
|
type LighterEnvironment,
|
||||||
} from "./constants";
|
} from "./constants";
|
||||||
@@ -192,12 +189,12 @@ export class LighterGateway {
|
|||||||
private accountPollInFlight = false;
|
private accountPollInFlight = false;
|
||||||
private ordersResyncTimer: ReturnType<typeof setInterval> | null = null;
|
private ordersResyncTimer: ReturnType<typeof setInterval> | null = null;
|
||||||
private ordersResyncInFlight = false;
|
private ordersResyncInFlight = false;
|
||||||
private readonly klineCache = new Map<string, AsterKline[]>();
|
private readonly klineCache = new Map<string, Kline[]>();
|
||||||
private readonly accountEvent = createEvent<AsterAccountSnapshot>();
|
private readonly accountEvent = createEvent<AccountSnapshot>();
|
||||||
private readonly ordersEvent = createEvent<AsterOrder[]>();
|
private readonly ordersEvent = createEvent<Order[]>();
|
||||||
private readonly depthEvent = createEvent<AsterDepth>();
|
private readonly depthEvent = createEvent<Depth>();
|
||||||
private readonly tickerEvent = createEvent<AsterTicker>();
|
private readonly tickerEvent = createEvent<Ticker>();
|
||||||
private readonly klinesEvent = createEvent<AsterKline[]>();
|
private readonly klinesEvent = createEvent<Kline[]>();
|
||||||
private readonly auth = { token: null as string | null, expiresAt: 0 };
|
private readonly auth = { token: null as string | null, expiresAt: 0 };
|
||||||
private readonly l1Address: string | null;
|
private readonly l1Address: string | null;
|
||||||
private loggedCreateOrderPayload = false;
|
private loggedCreateOrderPayload = false;
|
||||||
@@ -362,8 +359,8 @@ export class LighterGateway {
|
|||||||
this.klinesEvent.add(handler);
|
this.klinesEvent.add(handler);
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
const run = async (): Promise<AsterOrder> => {
|
const run = async (): Promise<Order> => {
|
||||||
await this.ensureInitialized();
|
await this.ensureInitialized();
|
||||||
const conversion = this.mapCreateOrderParams(params);
|
const conversion = this.mapCreateOrderParams(params);
|
||||||
const { baseAmountScaledString, priceScaledString, triggerPriceScaledString, ...signParams } = conversion;
|
const { baseAmountScaledString, priceScaledString, triggerPriceScaledString, ...signParams } = conversion;
|
||||||
@@ -1713,7 +1710,7 @@ export class LighterGateway {
|
|||||||
const bestAsk = getBestPrice(this.orderBook.asks, "ask");
|
const bestAsk = getBestPrice(this.orderBook.asks, "ask");
|
||||||
if (bestBid == null && bestAsk == null) return;
|
if (bestBid == null && bestAsk == null) return;
|
||||||
const last = bestBid != null && bestAsk != null ? (bestBid + bestAsk) / 2 : (bestBid ?? bestAsk ?? 0);
|
const last = bestBid != null && bestAsk != null ? (bestBid + bestAsk) / 2 : (bestBid ?? bestAsk ?? 0);
|
||||||
const ticker: AsterTicker = {
|
const ticker: Ticker = {
|
||||||
symbol: this.displaySymbol,
|
symbol: this.displaySymbol,
|
||||||
eventType: "lighterSyntheticTicker",
|
eventType: "lighterSyntheticTicker",
|
||||||
eventTime: Date.now(),
|
eventTime: Date.now(),
|
||||||
@@ -1739,10 +1736,10 @@ export class LighterGateway {
|
|||||||
this.tickerEvent.emit(ticker);
|
this.tickerEvent.emit(ticker);
|
||||||
}
|
}
|
||||||
|
|
||||||
private buildAccountAssets(): AsterAccountAsset[] {
|
private buildAccountAssets(): AccountAsset[] {
|
||||||
if (!this.assets.size) return [];
|
if (!this.assets.size) return [];
|
||||||
const now = Date.now();
|
const now = Date.now();
|
||||||
const list: AsterAccountAsset[] = [];
|
const list: AccountAsset[] = [];
|
||||||
for (const asset of this.assets.values()) {
|
for (const asset of this.assets.values()) {
|
||||||
const balanceNum = parseNumber(asset.balance);
|
const balanceNum = parseNumber(asset.balance);
|
||||||
const lockedNum = parseNumber(asset.locked_balance ?? 0);
|
const lockedNum = parseNumber(asset.locked_balance ?? 0);
|
||||||
@@ -2042,7 +2039,7 @@ function mergeLevels(existing: LighterOrderBookLevel[], updates: LighterOrderBoo
|
|||||||
return Array.from(map.entries()).map(([price, size]) => ({ price, size } as LighterOrderBookLevel));
|
return Array.from(map.entries()).map(([price, size]) => ({ price, size } as LighterOrderBookLevel));
|
||||||
}
|
}
|
||||||
|
|
||||||
function cloneKlines(klines: AsterKline[]): AsterKline[] {
|
function cloneKlines(klines: Kline[]): Kline[] {
|
||||||
return klines.map((kline) => ({ ...kline }));
|
return klines.map((kline) => ({ ...kline }));
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -2210,7 +2207,7 @@ function extractJsonRequestId(message: any): string | null {
|
|||||||
function tryParseTxInfo(value: string): unknown {
|
function tryParseTxInfo(value: string): unknown {
|
||||||
try {
|
try {
|
||||||
return JSON.parse(value);
|
return JSON.parse(value);
|
||||||
} catch (_) {
|
} catch {
|
||||||
return value;
|
return value;
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,12 +1,12 @@
|
|||||||
import type {
|
import type {
|
||||||
AsterAccountAsset,
|
AccountAsset,
|
||||||
AsterAccountPosition,
|
AccountPosition,
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterDepthLevel,
|
DepthLevel,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
OrderSide,
|
OrderSide,
|
||||||
OrderType,
|
OrderType,
|
||||||
} from "../types";
|
} from "../types";
|
||||||
@@ -23,8 +23,8 @@ import { coerceBooleanFlag, normalizeBooleanFlag } from "./flags";
|
|||||||
import { normalizeOrderIdentity } from "./order-identity";
|
import { normalizeOrderIdentity } from "./order-identity";
|
||||||
import { normalizeOrderStatus } from "./status";
|
import { normalizeOrderStatus } from "./status";
|
||||||
|
|
||||||
export function toDepth(symbol: string, snapshot: LighterOrderBookSnapshot): AsterDepth {
|
export function toDepth(symbol: string, snapshot: LighterOrderBookSnapshot): Depth {
|
||||||
const toLevels = (levels: LighterOrderBookLevel[]): AsterDepthLevel[] =>
|
const toLevels = (levels: LighterOrderBookLevel[]): DepthLevel[] =>
|
||||||
levels.map((level) => [level.price, level.size]);
|
levels.map((level) => [level.price, level.size]);
|
||||||
return {
|
return {
|
||||||
symbol,
|
symbol,
|
||||||
@@ -36,7 +36,7 @@ export function toDepth(symbol: string, snapshot: LighterOrderBookSnapshot): Ast
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
export function toTicker(symbol: string, stats: LighterMarketStats): AsterTicker {
|
export function toTicker(symbol: string, stats: LighterMarketStats): Ticker {
|
||||||
return {
|
return {
|
||||||
symbol,
|
symbol,
|
||||||
eventType: "lighterTicker",
|
eventType: "lighterTicker",
|
||||||
@@ -50,10 +50,10 @@ export function toTicker(symbol: string, stats: LighterMarketStats): AsterTicker
|
|||||||
priceChange: stats.daily_price_change != null ? String(stats.daily_price_change) : undefined,
|
priceChange: stats.daily_price_change != null ? String(stats.daily_price_change) : undefined,
|
||||||
markPrice: stats.mid_price ?? stats.mark_price ?? stats.index_price,
|
markPrice: stats.mid_price ?? stats.mark_price ?? stats.index_price,
|
||||||
weightedAvgPrice: undefined,
|
weightedAvgPrice: undefined,
|
||||||
} as AsterTicker;
|
} as Ticker;
|
||||||
}
|
}
|
||||||
|
|
||||||
export function toKlines(symbol: string, interval: string, klines: LighterKline[]): AsterKline[] {
|
export function toKlines(symbol: string, interval: string, klines: LighterKline[]): Kline[] {
|
||||||
return klines.map((entry) => ({
|
return klines.map((entry) => ({
|
||||||
symbol,
|
symbol,
|
||||||
eventType: "lighterKline",
|
eventType: "lighterKline",
|
||||||
@@ -72,11 +72,11 @@ export function toKlines(symbol: string, interval: string, klines: LighterKline[
|
|||||||
}));
|
}));
|
||||||
}
|
}
|
||||||
|
|
||||||
export function toOrders(symbol: string, orders: LighterOrder[]): AsterOrder[] {
|
export function toOrders(symbol: string, orders: LighterOrder[]): Order[] {
|
||||||
return orders.map((order) => lighterOrderToAster(symbol, order));
|
return orders.map((order) => lighterOrderToAster(symbol, order));
|
||||||
}
|
}
|
||||||
|
|
||||||
export function lighterOrderToAster(symbol: string, order: LighterOrder): AsterOrder {
|
export function lighterOrderToAster(symbol: string, order: LighterOrder): Order {
|
||||||
const booleanIsAsk = normalizeBooleanFlag(order.is_ask);
|
const booleanIsAsk = normalizeBooleanFlag(order.is_ask);
|
||||||
const normalizedSide = order.side?.toLowerCase();
|
const normalizedSide = order.side?.toLowerCase();
|
||||||
const side: OrderSide =
|
const side: OrderSide =
|
||||||
@@ -128,7 +128,7 @@ function computeExecutedQty(order: LighterOrder): string {
|
|||||||
if (Number.isFinite(initial) && Number.isFinite(remaining)) {
|
if (Number.isFinite(initial) && Number.isFinite(remaining)) {
|
||||||
return (initial - remaining).toString();
|
return (initial - remaining).toString();
|
||||||
}
|
}
|
||||||
} catch (_) {
|
} catch {
|
||||||
// fall through
|
// fall through
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@@ -162,7 +162,7 @@ export function toAccountSnapshot(
|
|||||||
symbol: string,
|
symbol: string,
|
||||||
details: LighterAccountDetails,
|
details: LighterAccountDetails,
|
||||||
positions: LighterPosition[] = [],
|
positions: LighterPosition[] = [],
|
||||||
assets: AsterAccountAsset[] = [],
|
assets: AccountAsset[] = [],
|
||||||
options?: {
|
options?: {
|
||||||
marketSymbol?: string | null;
|
marketSymbol?: string | null;
|
||||||
marketId?: number | null;
|
marketId?: number | null;
|
||||||
@@ -172,7 +172,7 @@ export function toAccountSnapshot(
|
|||||||
baseAssetId?: number | null;
|
baseAssetId?: number | null;
|
||||||
quoteAssetId?: number | null;
|
quoteAssetId?: number | null;
|
||||||
}
|
}
|
||||||
): AsterAccountSnapshot {
|
): AccountSnapshot {
|
||||||
const targetSymbol = options?.marketSymbol ?? null;
|
const targetSymbol = options?.marketSymbol ?? null;
|
||||||
const targetMarketId =
|
const targetMarketId =
|
||||||
options?.marketId != null && Number.isFinite(Number(options.marketId))
|
options?.marketId != null && Number.isFinite(Number(options.marketId))
|
||||||
@@ -228,7 +228,7 @@ export function toAccountSnapshot(
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
function defaultAsset(details: LighterAccountDetails, quoteAsset: string): AsterAccountAsset[] {
|
function defaultAsset(details: LighterAccountDetails, quoteAsset: string): AccountAsset[] {
|
||||||
return [
|
return [
|
||||||
{
|
{
|
||||||
asset: quoteAsset || "USDC",
|
asset: quoteAsset || "USDC",
|
||||||
@@ -239,7 +239,7 @@ function defaultAsset(details: LighterAccountDetails, quoteAsset: string): Aster
|
|||||||
];
|
];
|
||||||
}
|
}
|
||||||
|
|
||||||
function computeTotalWalletBalance(assets: AsterAccountAsset[], details: LighterAccountDetails): string {
|
function computeTotalWalletBalance(assets: AccountAsset[], details: LighterAccountDetails): string {
|
||||||
const sum = assets.reduce((acc, asset) => acc + Number(asset.walletBalance ?? 0), 0);
|
const sum = assets.reduce((acc, asset) => acc + Number(asset.walletBalance ?? 0), 0);
|
||||||
if (Number.isFinite(sum) && sum > 0) {
|
if (Number.isFinite(sum) && sum > 0) {
|
||||||
return sum.toString();
|
return sum.toString();
|
||||||
@@ -247,7 +247,7 @@ function computeTotalWalletBalance(assets: AsterAccountAsset[], details: Lighter
|
|||||||
return details.total_asset_value ?? details.collateral ?? "0";
|
return details.total_asset_value ?? details.collateral ?? "0";
|
||||||
}
|
}
|
||||||
|
|
||||||
function findAsset(assets: AsterAccountAsset[], target: string | undefined | null): AsterAccountAsset | undefined {
|
function findAsset(assets: AccountAsset[], target: string | undefined | null): AccountAsset | undefined {
|
||||||
if (!target) return undefined;
|
if (!target) return undefined;
|
||||||
const normalizedTarget = target.toUpperCase().split(/[-:/]/)[0];
|
const normalizedTarget = target.toUpperCase().split(/[-:/]/)[0];
|
||||||
return assets.find((asset) => asset.asset.toUpperCase().split(/[-:/]/)[0] === normalizedTarget);
|
return assets.find((asset) => asset.asset.toUpperCase().split(/[-:/]/)[0] === normalizedTarget);
|
||||||
@@ -261,7 +261,7 @@ function normalizeMarketType(value: string | null | undefined): "perp" | "spot"
|
|||||||
return undefined;
|
return undefined;
|
||||||
}
|
}
|
||||||
|
|
||||||
function lighterPositionToAster(symbol: string, position: LighterPosition): AsterAccountPosition {
|
function lighterPositionToAster(symbol: string, position: LighterPosition): AccountPosition {
|
||||||
const sign = position.sign ?? 0;
|
const sign = position.sign ?? 0;
|
||||||
const positionSide = sign > 0 ? "LONG" : sign < 0 ? "SHORT" : "BOTH";
|
const positionSide = sign > 0 ? "LONG" : sign < 0 ? "SHORT" : "BOTH";
|
||||||
const magnitude = Number(position.position ?? 0);
|
const magnitude = Number(position.position ?? 0);
|
||||||
|
|||||||
@@ -1,93 +1,22 @@
|
|||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import { createOrderHandlers } from "../order-handlers";
|
||||||
import type {
|
|
||||||
BaseOrderIntent,
|
|
||||||
ClosePositionIntent,
|
|
||||||
LimitOrderIntent,
|
|
||||||
MarketOrderIntent,
|
|
||||||
StopOrderIntent,
|
|
||||||
TrailingStopOrderIntent,
|
|
||||||
} from "../order-schema";
|
|
||||||
import { toStringBoolean } from "../order-schema";
|
|
||||||
|
|
||||||
function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
|
const handlers = createOrderHandlers({
|
||||||
if (params.quantity === undefined) {
|
exchangeName: "Lighter",
|
||||||
params.quantity = intent.quantity;
|
defaultLimitTimeInForce: "GTC",
|
||||||
}
|
defaultMarketTimeInForce: "IOC",
|
||||||
if (params.timeInForce === undefined && intent.timeInForce) {
|
defaultCloseTimeInForce: "IOC",
|
||||||
params.timeInForce = intent.timeInForce;
|
supportsTrailingStop: false,
|
||||||
}
|
supportsTriggerType: false,
|
||||||
if (intent.reduceOnly !== undefined) {
|
stopDefaultReduceOnly: true,
|
||||||
params.reduceOnly = toStringBoolean(intent.reduceOnly);
|
stopDefaultClosePosition: true,
|
||||||
}
|
closeDefaultClosePosition: true,
|
||||||
if (intent.closePosition !== undefined) {
|
});
|
||||||
params.closePosition = toStringBoolean(intent.closePosition);
|
|
||||||
}
|
|
||||||
return params;
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
|
export const {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
createLimitOrder,
|
||||||
{
|
createMarketOrder,
|
||||||
symbol: intent.symbol,
|
createStopOrder,
|
||||||
side: intent.side,
|
createTrailingStopOrder,
|
||||||
type: "LIMIT",
|
createClosePositionOrder,
|
||||||
quantity: intent.quantity,
|
} = handlers;
|
||||||
price: intent.price,
|
|
||||||
timeInForce: intent.timeInForce ?? "GTC",
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
timeInForce: intent.timeInForce ?? "IOC",
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "STOP_MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
stopPrice: intent.stopPrice,
|
|
||||||
timeInForce: intent.timeInForce ?? "GTC",
|
|
||||||
reduceOnly: toStringBoolean(intent.reduceOnly ?? true),
|
|
||||||
closePosition: toStringBoolean(intent.closePosition ?? true),
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<AsterOrder> {
|
|
||||||
throw new Error("Lighter exchange does not support trailing stop orders");
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
reduceOnly: "true",
|
|
||||||
closePosition: toStringBoolean(intent.closePosition ?? true),
|
|
||||||
timeInForce: intent.timeInForce ?? "IOC",
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
|
|||||||
@@ -1,4 +1,3 @@
|
|||||||
import { setTimeout, clearTimeout } from "timers";
|
|
||||||
import type {
|
import type {
|
||||||
AccountListener,
|
AccountListener,
|
||||||
DepthListener,
|
DepthListener,
|
||||||
@@ -9,9 +8,10 @@ import type {
|
|||||||
OrderListener,
|
OrderListener,
|
||||||
TickerListener,
|
TickerListener,
|
||||||
} from "../adapter";
|
} from "../adapter";
|
||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import type { Order, CreateOrderParams } from "../types";
|
||||||
import { extractMessage } from "../../utils/errors";
|
import { extractMessage } from "../../utils/errors";
|
||||||
import { NadoGateway, type NadoGatewayOptions } from "./gateway";
|
import { NadoGateway, type NadoGatewayOptions } from "./gateway";
|
||||||
|
import { createSafeInvoke, createInitManager } from "../adapter-utils";
|
||||||
import type { ChainEnv } from "@nadohq/shared";
|
import type { ChainEnv } from "@nadohq/shared";
|
||||||
import type { Address } from "viem";
|
import type { Address } from "viem";
|
||||||
|
|
||||||
@@ -35,11 +35,8 @@ export class NadoExchangeAdapter implements ExchangeAdapter {
|
|||||||
|
|
||||||
private readonly gateway: NadoGateway;
|
private readonly gateway: NadoGateway;
|
||||||
private readonly symbol: string;
|
private readonly symbol: string;
|
||||||
private initPromise: Promise<void> | null = null;
|
private readonly safeInvoke = createSafeInvoke("NadoExchangeAdapter");
|
||||||
private readonly initContexts = new Set<string>();
|
private readonly init: ReturnType<typeof createInitManager>;
|
||||||
private retryTimer: ReturnType<typeof setTimeout> | null = null;
|
|
||||||
private retryDelayMs = 3000;
|
|
||||||
private lastInitErrorAt = 0;
|
|
||||||
|
|
||||||
constructor(credentials: NadoCredentials = {}) {
|
constructor(credentials: NadoCredentials = {}) {
|
||||||
const signerPrivateKey = credentials.signerPrivateKey ?? process.env.NADO_SIGNER_PRIVATE_KEY;
|
const signerPrivateKey = credentials.signerPrivateKey ?? process.env.NADO_SIGNER_PRIVATE_KEY;
|
||||||
@@ -79,6 +76,9 @@ export class NadoExchangeAdapter implements ExchangeAdapter {
|
|||||||
(process.env.NADO_STOP_TRIGGER_SOURCE as NadoGatewayOptions["stopTriggerSource"] | undefined),
|
(process.env.NADO_STOP_TRIGGER_SOURCE as NadoGatewayOptions["stopTriggerSource"] | undefined),
|
||||||
logger: (context, error) => this.logError(context, error),
|
logger: (context, error) => this.logError(context, error),
|
||||||
});
|
});
|
||||||
|
this.init = createInitManager("NadoExchangeAdapter", () =>
|
||||||
|
this.gateway.ensureInitialized(this.symbol),
|
||||||
|
);
|
||||||
}
|
}
|
||||||
|
|
||||||
supportsTrailingStops(): boolean {
|
supportsTrailingStops(): boolean {
|
||||||
@@ -86,52 +86,52 @@ export class NadoExchangeAdapter implements ExchangeAdapter {
|
|||||||
}
|
}
|
||||||
|
|
||||||
watchAccount(cb: AccountListener): void {
|
watchAccount(cb: AccountListener): void {
|
||||||
void this.ensureInitialized("watchAccount");
|
void this.init.ensureInitialized("watchAccount");
|
||||||
this.gateway.onAccount(this.safeInvoke("watchAccount", cb));
|
this.gateway.onAccount(this.safeInvoke("watchAccount", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
watchOrders(cb: OrderListener): void {
|
watchOrders(cb: OrderListener): void {
|
||||||
void this.ensureInitialized("watchOrders");
|
void this.init.ensureInitialized("watchOrders");
|
||||||
this.gateway.onOrders(this.safeInvoke("watchOrders", cb));
|
this.gateway.onOrders(this.safeInvoke("watchOrders", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
watchDepth(symbol: string, cb: DepthListener): void {
|
watchDepth(symbol: string, cb: DepthListener): void {
|
||||||
void this.ensureInitialized(`watchDepth:${symbol}`);
|
void this.init.ensureInitialized(`watchDepth:${symbol}`);
|
||||||
this.gateway.onDepth(symbol, this.safeInvoke("watchDepth", cb));
|
this.gateway.onDepth(symbol, this.safeInvoke("watchDepth", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
watchTicker(symbol: string, cb: TickerListener): void {
|
watchTicker(symbol: string, cb: TickerListener): void {
|
||||||
void this.ensureInitialized(`watchTicker:${symbol}`);
|
void this.init.ensureInitialized(`watchTicker:${symbol}`);
|
||||||
this.gateway.onTicker(symbol, this.safeInvoke("watchTicker", cb));
|
this.gateway.onTicker(symbol, this.safeInvoke("watchTicker", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
watchKlines(symbol: string, interval: string, cb: KlineListener): void {
|
watchKlines(symbol: string, interval: string, cb: KlineListener): void {
|
||||||
void this.ensureInitialized(`watchKlines:${symbol}:${interval}`);
|
void this.init.ensureInitialized(`watchKlines:${symbol}:${interval}`);
|
||||||
this.gateway.onKlines(symbol, interval, this.safeInvoke("watchKlines", cb));
|
this.gateway.onKlines(symbol, interval, this.safeInvoke("watchKlines", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
watchFundingRate(symbol: string, cb: FundingRateListener): void {
|
watchFundingRate(symbol: string, cb: FundingRateListener): void {
|
||||||
void this.ensureInitialized(`watchFundingRate:${symbol}`);
|
void this.init.ensureInitialized(`watchFundingRate:${symbol}`);
|
||||||
this.gateway.onFundingRate(symbol, this.safeInvoke("watchFundingRate", cb));
|
this.gateway.onFundingRate(symbol, this.safeInvoke("watchFundingRate", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
await this.ensureInitialized("createOrder");
|
await this.init.ensureInitialized("createOrder");
|
||||||
return this.gateway.createOrder(params);
|
return this.gateway.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
|
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
|
||||||
await this.ensureInitialized("cancelOrder");
|
await this.init.ensureInitialized("cancelOrder");
|
||||||
await this.gateway.cancelOrder(params);
|
await this.gateway.cancelOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
|
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
|
||||||
await this.ensureInitialized("cancelOrders");
|
await this.init.ensureInitialized("cancelOrders");
|
||||||
await this.gateway.cancelOrders(params);
|
await this.gateway.cancelOrders(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelAllOrders(params: { symbol: string }): Promise<void> {
|
async cancelAllOrders(params: { symbol: string }): Promise<void> {
|
||||||
await this.ensureInitialized("cancelAllOrders");
|
await this.init.ensureInitialized("cancelAllOrders");
|
||||||
await this.gateway.cancelAllOrders(params);
|
await this.gateway.cancelAllOrders(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -144,70 +144,6 @@ export class NadoExchangeAdapter implements ExchangeAdapter {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
private safeInvoke<T extends (...args: any[]) => void>(context: string, cb: T): T {
|
|
||||||
const wrapped = ((...args: any[]) => {
|
|
||||||
try {
|
|
||||||
cb(...args);
|
|
||||||
} catch (error) {
|
|
||||||
console.error(`[NadoExchangeAdapter] ${context} handler failed: ${extractMessage(error)}`);
|
|
||||||
}
|
|
||||||
}) as T;
|
|
||||||
return wrapped;
|
|
||||||
}
|
|
||||||
|
|
||||||
private ensureInitialized(context?: string): Promise<void> {
|
|
||||||
if (!this.initPromise) {
|
|
||||||
this.initContexts.clear();
|
|
||||||
this.initPromise = this.gateway
|
|
||||||
.ensureInitialized(this.symbol)
|
|
||||||
.then((value) => {
|
|
||||||
this.clearRetry();
|
|
||||||
return value;
|
|
||||||
})
|
|
||||||
.catch((error) => {
|
|
||||||
this.handleInitError("initialize", error);
|
|
||||||
this.initPromise = null;
|
|
||||||
this.scheduleRetry();
|
|
||||||
throw error;
|
|
||||||
});
|
|
||||||
}
|
|
||||||
|
|
||||||
if (context && !this.initContexts.has(context)) {
|
|
||||||
this.initContexts.add(context);
|
|
||||||
this.initPromise.catch((error) => {
|
|
||||||
this.handleInitError(context, error);
|
|
||||||
this.scheduleRetry();
|
|
||||||
});
|
|
||||||
}
|
|
||||||
|
|
||||||
return this.initPromise;
|
|
||||||
}
|
|
||||||
|
|
||||||
private scheduleRetry(): void {
|
|
||||||
if (this.retryTimer) return;
|
|
||||||
this.retryTimer = setTimeout(() => {
|
|
||||||
this.retryTimer = null;
|
|
||||||
if (this.initPromise) return;
|
|
||||||
this.retryDelayMs = Math.min(this.retryDelayMs * 2, 60_000);
|
|
||||||
void this.ensureInitialized("retry");
|
|
||||||
}, this.retryDelayMs);
|
|
||||||
}
|
|
||||||
|
|
||||||
private clearRetry(): void {
|
|
||||||
if (this.retryTimer) {
|
|
||||||
clearTimeout(this.retryTimer);
|
|
||||||
this.retryTimer = null;
|
|
||||||
}
|
|
||||||
this.retryDelayMs = 3000;
|
|
||||||
}
|
|
||||||
|
|
||||||
private handleInitError(context: string, error: unknown): void {
|
|
||||||
const now = Date.now();
|
|
||||||
if (now - this.lastInitErrorAt < 5000) return;
|
|
||||||
this.lastInitErrorAt = now;
|
|
||||||
console.error(`[NadoExchangeAdapter] ${context} failed`, error);
|
|
||||||
}
|
|
||||||
|
|
||||||
private logError(context: string, error: unknown): void {
|
private logError(context: string, error: unknown): void {
|
||||||
const detail = extractMessage(error);
|
const detail = extractMessage(error);
|
||||||
const message = `[NadoExchangeAdapter] ${context} failed: ${detail}`;
|
const message = `[NadoExchangeAdapter] ${context} failed: ${detail}`;
|
||||||
|
|||||||
@@ -23,13 +23,13 @@ import type {
|
|||||||
TickerListener,
|
TickerListener,
|
||||||
} from "../adapter";
|
} from "../adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountAsset,
|
AccountAsset,
|
||||||
AsterAccountPosition,
|
AccountPosition,
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
CreateOrderParams,
|
CreateOrderParams,
|
||||||
TimeInForce,
|
TimeInForce,
|
||||||
} from "../types";
|
} from "../types";
|
||||||
@@ -331,7 +331,7 @@ export class NadoGateway {
|
|||||||
private readonly openOrdersByDigest = new Map<string, LocalOrder>();
|
private readonly openOrdersByDigest = new Map<string, LocalOrder>();
|
||||||
private readonly triggerOrdersByDigest = new Map<string, TriggerOrder>();
|
private readonly triggerOrdersByDigest = new Map<string, TriggerOrder>();
|
||||||
|
|
||||||
private accountSnapshot: AsterAccountSnapshot | null = null;
|
private accountSnapshot: AccountSnapshot | null = null;
|
||||||
private lastAccountSyncAt = 0;
|
private lastAccountSyncAt = 0;
|
||||||
|
|
||||||
private gatewayWs: NodeWebSocket | null = null;
|
private gatewayWs: NodeWebSocket | null = null;
|
||||||
@@ -356,7 +356,7 @@ export class NadoGateway {
|
|||||||
private accountPollTimer: ReturnType<typeof setInterval> | null = null;
|
private accountPollTimer: ReturnType<typeof setInterval> | null = null;
|
||||||
private ordersPollTimer: ReturnType<typeof setInterval> | null = null;
|
private ordersPollTimer: ReturnType<typeof setInterval> | null = null;
|
||||||
private triggerOrdersPollTimer: ReturnType<typeof setInterval> | null = null;
|
private triggerOrdersPollTimer: ReturnType<typeof setInterval> | null = null;
|
||||||
private klinesState = new Map<string, { productId: number; periodSec: number; klines: AsterKline[] }>();
|
private klinesState = new Map<string, { productId: number; periodSec: number; klines: Kline[] }>();
|
||||||
|
|
||||||
private subscriptionRequestId = 1;
|
private subscriptionRequestId = 1;
|
||||||
private subscriptionAuthComplete = false;
|
private subscriptionAuthComplete = false;
|
||||||
@@ -567,7 +567,7 @@ export class NadoGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
await this.ensureInitialized(params.symbol);
|
await this.ensureInitialized(params.symbol);
|
||||||
const meta = this.getSymbolMetaOrThrow(params.symbol);
|
const meta = this.getSymbolMetaOrThrow(params.symbol);
|
||||||
if (params.type === "STOP_MARKET") {
|
if (params.type === "STOP_MARKET") {
|
||||||
@@ -1139,7 +1139,7 @@ export class NadoGateway {
|
|||||||
return Number.isFinite(asNumber) && asNumber > 0 ? Math.floor(asNumber) : 60;
|
return Number.isFinite(asNumber) && asNumber > 0 ? Math.floor(asNumber) : 60;
|
||||||
}
|
}
|
||||||
|
|
||||||
private async fetchCandlesticks(productId: number, periodSec: number, limit: number): Promise<AsterKline[]> {
|
private async fetchCandlesticks(productId: number, periodSec: number, limit: number): Promise<Kline[]> {
|
||||||
try {
|
try {
|
||||||
const result = await this.indexer.getCandlesticks({ productId, period: periodSec, limit });
|
const result = await this.indexer.getCandlesticks({ productId, period: periodSec, limit });
|
||||||
const reversed = Array.from(result).reverse();
|
const reversed = Array.from(result).reverse();
|
||||||
@@ -1262,8 +1262,8 @@ export class NadoGateway {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
private buildAsterOrdersSnapshot(): AsterOrder[] {
|
private buildAsterOrdersSnapshot(): Order[] {
|
||||||
const orders: AsterOrder[] = [];
|
const orders: Order[] = [];
|
||||||
for (const order of this.openOrdersByDigest.values()) {
|
for (const order of this.openOrdersByDigest.values()) {
|
||||||
const meta = this.symbolMetaByProductId.get(order.productId);
|
const meta = this.symbolMetaByProductId.get(order.productId);
|
||||||
if (!meta) continue;
|
if (!meta) continue;
|
||||||
@@ -1322,7 +1322,7 @@ export class NadoGateway {
|
|||||||
return orders;
|
return orders;
|
||||||
}
|
}
|
||||||
|
|
||||||
private buildDepthSnapshot(productId: number, symbol: string): AsterDepth | null {
|
private buildDepthSnapshot(productId: number, symbol: string): Depth | null {
|
||||||
const bbo = this.bestBidOfferByProductId.get(productId);
|
const bbo = this.bestBidOfferByProductId.get(productId);
|
||||||
if (!bbo) return null;
|
if (!bbo) return null;
|
||||||
const bids: [string, string][] = [[fromX18(bbo.bidX18).toFixed(), fromX18(bbo.bidQtyX18).toFixed()]];
|
const bids: [string, string][] = [[fromX18(bbo.bidX18).toFixed(), fromX18(bbo.bidQtyX18).toFixed()]];
|
||||||
@@ -1336,7 +1336,7 @@ export class NadoGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private buildTickerSnapshot(productId: number, symbol: string): AsterTicker | null {
|
private buildTickerSnapshot(productId: number, symbol: string): Ticker | null {
|
||||||
const bbo = this.bestBidOfferByProductId.get(productId);
|
const bbo = this.bestBidOfferByProductId.get(productId);
|
||||||
if (!bbo) return null;
|
if (!bbo) return null;
|
||||||
const trade = this.lastTradePriceByProductId.get(productId);
|
const trade = this.lastTradePriceByProductId.get(productId);
|
||||||
@@ -1360,10 +1360,10 @@ export class NadoGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapSubaccountInfoToAsterSnapshot(data: NonNullable<NadoSubaccountInfoResponse["data"]>): AsterAccountSnapshot {
|
private mapSubaccountInfoToAsterSnapshot(data: NonNullable<NadoSubaccountInfoResponse["data"]>): AccountSnapshot {
|
||||||
const now = nowMs();
|
const now = nowMs();
|
||||||
const assets: AsterAccountAsset[] = [];
|
const assets: AccountAsset[] = [];
|
||||||
const positions: AsterAccountPosition[] = [];
|
const positions: AccountPosition[] = [];
|
||||||
|
|
||||||
const spotBalanceByProductId = new Map<number, string>();
|
const spotBalanceByProductId = new Map<number, string>();
|
||||||
for (const entry of data.spot_balances ?? []) {
|
for (const entry of data.spot_balances ?? []) {
|
||||||
@@ -1684,7 +1684,7 @@ export class NadoGateway {
|
|||||||
try {
|
try {
|
||||||
const text = typeof data === "string" ? data : data.toString("utf8");
|
const text = typeof data === "string" ? data : data.toString("utf8");
|
||||||
message = JSON.parse(text);
|
message = JSON.parse(text);
|
||||||
} catch (_error) {
|
} catch {
|
||||||
return;
|
return;
|
||||||
}
|
}
|
||||||
if (!message || typeof message !== "object") return;
|
if (!message || typeof message !== "object") return;
|
||||||
@@ -1771,7 +1771,7 @@ export class NadoGateway {
|
|||||||
if (state.periodSec !== event.granularity) continue;
|
if (state.periodSec !== event.granularity) continue;
|
||||||
const openTime = event.timestamp * 1000;
|
const openTime = event.timestamp * 1000;
|
||||||
const closeTime = openTime + state.periodSec * 1000 - 1;
|
const closeTime = openTime + state.periodSec * 1000 - 1;
|
||||||
const next: AsterKline = {
|
const next: Kline = {
|
||||||
openTime,
|
openTime,
|
||||||
closeTime,
|
closeTime,
|
||||||
open: fromX18(event.open_x18).toFixed(),
|
open: fromX18(event.open_x18).toFixed(),
|
||||||
@@ -1795,7 +1795,7 @@ export class NadoGateway {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
private async createLimitOrder(meta: SymbolMeta, params: CreateOrderParams): Promise<AsterOrder> {
|
private async createLimitOrder(meta: SymbolMeta, params: CreateOrderParams): Promise<Order> {
|
||||||
if (!this.chainId) throw new Error("Nado not initialized (chainId missing)");
|
if (!this.chainId) throw new Error("Nado not initialized (chainId missing)");
|
||||||
const side = params.side;
|
const side = params.side;
|
||||||
const qty = params.quantity ?? 0;
|
const qty = params.quantity ?? 0;
|
||||||
@@ -1905,7 +1905,7 @@ export class NadoGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private async createMarketOrder(meta: SymbolMeta, params: CreateOrderParams): Promise<AsterOrder> {
|
private async createMarketOrder(meta: SymbolMeta, params: CreateOrderParams): Promise<Order> {
|
||||||
if (!this.chainId) throw new Error("Nado not initialized (chainId missing)");
|
if (!this.chainId) throw new Error("Nado not initialized (chainId missing)");
|
||||||
const side = params.side;
|
const side = params.side;
|
||||||
const qty = params.quantity ?? 0;
|
const qty = params.quantity ?? 0;
|
||||||
@@ -2017,7 +2017,7 @@ export class NadoGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private async createStopOrder(meta: SymbolMeta, params: CreateOrderParams): Promise<AsterOrder> {
|
private async createStopOrder(meta: SymbolMeta, params: CreateOrderParams): Promise<Order> {
|
||||||
if (!this.chainId || !this.endpointAddr) throw new Error("Nado not initialized (contracts missing)");
|
if (!this.chainId || !this.endpointAddr) throw new Error("Nado not initialized (contracts missing)");
|
||||||
const side = params.side;
|
const side = params.side;
|
||||||
const qty = params.quantity ?? 0;
|
const qty = params.quantity ?? 0;
|
||||||
|
|||||||
+19
-90
@@ -1,93 +1,22 @@
|
|||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import { createOrderHandlers } from "../order-handlers";
|
||||||
import type {
|
|
||||||
BaseOrderIntent,
|
|
||||||
ClosePositionIntent,
|
|
||||||
LimitOrderIntent,
|
|
||||||
MarketOrderIntent,
|
|
||||||
StopOrderIntent,
|
|
||||||
TrailingStopOrderIntent,
|
|
||||||
} from "../order-schema";
|
|
||||||
import { toStringBoolean } from "../order-schema";
|
|
||||||
|
|
||||||
function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
|
const handlers = createOrderHandlers({
|
||||||
if (params.quantity === undefined) {
|
exchangeName: "Nado",
|
||||||
params.quantity = intent.quantity;
|
defaultLimitTimeInForce: "GTC",
|
||||||
}
|
defaultMarketTimeInForce: "IOC",
|
||||||
if (params.timeInForce === undefined && intent.timeInForce) {
|
defaultCloseTimeInForce: "IOC",
|
||||||
params.timeInForce = intent.timeInForce;
|
supportsTrailingStop: false,
|
||||||
}
|
supportsTriggerType: false,
|
||||||
if (intent.reduceOnly !== undefined) {
|
stopDefaultReduceOnly: true,
|
||||||
params.reduceOnly = toStringBoolean(intent.reduceOnly);
|
stopDefaultClosePosition: true,
|
||||||
}
|
closeDefaultClosePosition: true,
|
||||||
if (intent.closePosition !== undefined) {
|
});
|
||||||
params.closePosition = toStringBoolean(intent.closePosition);
|
|
||||||
}
|
|
||||||
return params;
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
|
export const {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
createLimitOrder,
|
||||||
{
|
createMarketOrder,
|
||||||
symbol: intent.symbol,
|
createStopOrder,
|
||||||
side: intent.side,
|
createTrailingStopOrder,
|
||||||
type: "LIMIT",
|
createClosePositionOrder,
|
||||||
quantity: intent.quantity,
|
} = handlers;
|
||||||
price: intent.price,
|
|
||||||
timeInForce: intent.timeInForce ?? "GTC",
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
timeInForce: intent.timeInForce ?? "IOC",
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "STOP_MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
stopPrice: intent.stopPrice,
|
|
||||||
timeInForce: intent.timeInForce ?? "GTC",
|
|
||||||
reduceOnly: toStringBoolean(intent.reduceOnly ?? true),
|
|
||||||
closePosition: toStringBoolean(intent.closePosition ?? true),
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<AsterOrder> {
|
|
||||||
throw new Error("Nado exchange does not support trailing stop orders");
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
reduceOnly: "true",
|
|
||||||
closePosition: toStringBoolean(intent.closePosition ?? true),
|
|
||||||
timeInForce: intent.timeInForce ?? "IOC",
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
|
|||||||
@@ -0,0 +1,150 @@
|
|||||||
|
import type {
|
||||||
|
AccountListener,
|
||||||
|
ConnectionEventListener,
|
||||||
|
DepthListener,
|
||||||
|
ExchangeAdapter,
|
||||||
|
ExchangePrecision,
|
||||||
|
FundingRateListener,
|
||||||
|
KlineListener,
|
||||||
|
OrderListener,
|
||||||
|
TickerListener,
|
||||||
|
} from "../adapter";
|
||||||
|
import { createInitManager, createSafeInvoke } from "../adapter-utils";
|
||||||
|
import type { CreateOrderParams, Order } from "../types";
|
||||||
|
import { OndoperpsGateway, type OndoperpsGatewayOptions } from "./gateway";
|
||||||
|
|
||||||
|
export interface OndoperpsCredentials {
|
||||||
|
apiKeyId?: string;
|
||||||
|
apiSecret?: string;
|
||||||
|
symbol?: string;
|
||||||
|
baseUrl?: string;
|
||||||
|
wsUrl?: string;
|
||||||
|
builderCode?: string;
|
||||||
|
builderFeeRateBps?: number;
|
||||||
|
logger?: OndoperpsGatewayOptions["logger"];
|
||||||
|
}
|
||||||
|
|
||||||
|
export class OndoperpsExchangeAdapter implements ExchangeAdapter {
|
||||||
|
readonly id = "ondoperps";
|
||||||
|
|
||||||
|
private readonly gateway: OndoperpsGateway;
|
||||||
|
private readonly symbol: string;
|
||||||
|
private readonly safeInvoke = createSafeInvoke("OndoperpsExchangeAdapter");
|
||||||
|
private readonly init: ReturnType<typeof createInitManager>;
|
||||||
|
|
||||||
|
constructor(credentials: OndoperpsCredentials = {}) {
|
||||||
|
const apiKeyId = credentials.apiKeyId ?? process.env.ONDOPERPS_API_KEY_ID ?? process.env.ONDOPERP_API_KEY_ID ?? process.env.ONDO_KEY_ID;
|
||||||
|
const apiSecret = credentials.apiSecret ?? process.env.ONDOPERPS_API_SECRET ?? process.env.ONDOPERP_API_SECRET ?? process.env.ONDO_API_SECRET;
|
||||||
|
if (!apiKeyId || !apiSecret) {
|
||||||
|
throw new Error("Missing ONDOPERPS_API_KEY_ID or ONDOPERPS_API_SECRET environment variable");
|
||||||
|
}
|
||||||
|
this.symbol = credentials.symbol ?? process.env.ONDOPERPS_SYMBOL ?? process.env.ONDOPERP_SYMBOL ?? process.env.TRADE_SYMBOL ?? "BTC-USD.P";
|
||||||
|
const sandbox = parseBoolean(process.env.ONDOPERPS_SANDBOX ?? process.env.ONDOPERP_SANDBOX);
|
||||||
|
this.gateway = new OndoperpsGateway({
|
||||||
|
apiKeyId,
|
||||||
|
apiSecret,
|
||||||
|
symbol: this.symbol,
|
||||||
|
baseUrl: credentials.baseUrl ?? process.env.ONDOPERPS_BASE_URL ?? process.env.ONDOPERP_BASE_URL ?? (sandbox ? "https://api.ondoperps-sandbox.xyz" : undefined),
|
||||||
|
wsUrl: credentials.wsUrl ?? process.env.ONDOPERPS_WS_URL ?? process.env.ONDOPERP_WS_URL ?? (sandbox ? "wss://api.ondoperps-sandbox.xyz/ws" : undefined),
|
||||||
|
builderCode: credentials.builderCode ?? process.env.ONDOPERPS_BUILDER_CODE ?? process.env.ONDOPERP_BUILDER_CODE,
|
||||||
|
builderFeeRateBps: credentials.builderFeeRateBps ?? parseNumber(
|
||||||
|
process.env.ONDOPERPS_BUILDER_FEE_RATE_BPS ?? process.env.ONDOPERP_BUILDER_FEE_RATE_BPS,
|
||||||
|
),
|
||||||
|
logger: credentials.logger,
|
||||||
|
});
|
||||||
|
this.init = createInitManager("OndoperpsExchangeAdapter", () => this.gateway.ensureInitialized());
|
||||||
|
}
|
||||||
|
|
||||||
|
supportsTrailingStops(): boolean {
|
||||||
|
return false;
|
||||||
|
}
|
||||||
|
|
||||||
|
watchAccount(cb: AccountListener): void {
|
||||||
|
void this.init.ensureInitialized("watchAccount");
|
||||||
|
this.gateway.onAccount(this.safeInvoke("watchAccount", cb));
|
||||||
|
}
|
||||||
|
|
||||||
|
watchOrders(cb: OrderListener): void {
|
||||||
|
void this.init.ensureInitialized("watchOrders");
|
||||||
|
this.gateway.onOrders(this.safeInvoke("watchOrders", cb));
|
||||||
|
}
|
||||||
|
|
||||||
|
watchDepth(symbol: string, cb: DepthListener): void {
|
||||||
|
void this.init.ensureInitialized("watchDepth");
|
||||||
|
this.gateway.onDepth(symbol, this.safeInvoke("watchDepth", cb));
|
||||||
|
}
|
||||||
|
|
||||||
|
watchTicker(symbol: string, cb: TickerListener): void {
|
||||||
|
void this.init.ensureInitialized("watchTicker");
|
||||||
|
this.gateway.onTicker(symbol, this.safeInvoke("watchTicker", cb));
|
||||||
|
}
|
||||||
|
|
||||||
|
watchKlines(symbol: string, interval: string, cb: KlineListener): void {
|
||||||
|
void this.init.ensureInitialized("watchKlines");
|
||||||
|
this.gateway.onKlines(symbol, interval, this.safeInvoke("watchKlines", cb));
|
||||||
|
}
|
||||||
|
|
||||||
|
watchFundingRate(symbol: string, cb: FundingRateListener): void {
|
||||||
|
void this.init.ensureInitialized("watchFundingRate");
|
||||||
|
this.gateway.onFundingRate(symbol, this.safeInvoke("watchFundingRate", cb));
|
||||||
|
}
|
||||||
|
|
||||||
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
|
await this.init.ensureInitialized("createOrder");
|
||||||
|
return this.gateway.createOrder(params);
|
||||||
|
}
|
||||||
|
|
||||||
|
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
|
||||||
|
await this.init.ensureInitialized("cancelOrder");
|
||||||
|
await this.gateway.cancelOrder(params);
|
||||||
|
}
|
||||||
|
|
||||||
|
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
|
||||||
|
await this.init.ensureInitialized("cancelOrders");
|
||||||
|
await this.gateway.cancelOrders(params);
|
||||||
|
}
|
||||||
|
|
||||||
|
async cancelAllOrders(params: { symbol: string }): Promise<void> {
|
||||||
|
await this.init.ensureInitialized("cancelAllOrders");
|
||||||
|
await this.gateway.cancelAllOrders(params);
|
||||||
|
}
|
||||||
|
|
||||||
|
async getPrecision(): Promise<ExchangePrecision | null> {
|
||||||
|
await this.init.ensureInitialized("getPrecision");
|
||||||
|
return this.gateway.getPrecision(this.symbol);
|
||||||
|
}
|
||||||
|
|
||||||
|
onConnectionEvent(listener: ConnectionEventListener): void {
|
||||||
|
this.gateway.onConnectionEvent(listener);
|
||||||
|
}
|
||||||
|
|
||||||
|
offConnectionEvent(listener: ConnectionEventListener): void {
|
||||||
|
this.gateway.offConnectionEvent(listener);
|
||||||
|
}
|
||||||
|
|
||||||
|
async queryOpenOrders(): Promise<Order[]> {
|
||||||
|
await this.init.ensureInitialized("queryOpenOrders");
|
||||||
|
return this.gateway.queryOpenOrders();
|
||||||
|
}
|
||||||
|
|
||||||
|
async queryAccountSnapshot() {
|
||||||
|
await this.init.ensureInitialized("queryAccountSnapshot");
|
||||||
|
return this.gateway.queryAccountSnapshot();
|
||||||
|
}
|
||||||
|
|
||||||
|
async forceCancelAllOrders(): Promise<boolean> {
|
||||||
|
await this.init.ensureInitialized("forceCancelAllOrders");
|
||||||
|
return this.gateway.forceCancelAllOrders();
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
function parseBoolean(value: string | undefined): boolean {
|
||||||
|
if (!value) return false;
|
||||||
|
return ["1", "true", "yes", "on"].includes(value.trim().toLowerCase());
|
||||||
|
}
|
||||||
|
|
||||||
|
function parseNumber(value: string | undefined): number | undefined {
|
||||||
|
if (!value) return undefined;
|
||||||
|
const number = Number(value);
|
||||||
|
return Number.isFinite(number) ? number : undefined;
|
||||||
|
}
|
||||||
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,23 @@
|
|||||||
|
import { createOrderHandlers } from "../order-handlers";
|
||||||
|
|
||||||
|
const handlers = createOrderHandlers({
|
||||||
|
exchangeName: "Ondo Perps",
|
||||||
|
defaultLimitTimeInForce: "GTX",
|
||||||
|
defaultMarketTimeInForce: "IOC",
|
||||||
|
defaultCloseTimeInForce: "IOC",
|
||||||
|
defaultStopTimeInForce: "GTC",
|
||||||
|
defaultStopTriggerType: "STOP_LOSS",
|
||||||
|
supportsTrailingStop: false,
|
||||||
|
supportsTriggerType: true,
|
||||||
|
stopDefaultReduceOnly: true,
|
||||||
|
stopDefaultClosePosition: true,
|
||||||
|
closeDefaultClosePosition: true,
|
||||||
|
});
|
||||||
|
|
||||||
|
export const {
|
||||||
|
createLimitOrder,
|
||||||
|
createMarketOrder,
|
||||||
|
createStopOrder,
|
||||||
|
createTrailingStopOrder,
|
||||||
|
createClosePositionOrder,
|
||||||
|
} = handlers;
|
||||||
@@ -0,0 +1,173 @@
|
|||||||
|
export interface OndoperpsApiResponse<T> {
|
||||||
|
success: boolean;
|
||||||
|
result?: T;
|
||||||
|
error?: string;
|
||||||
|
error_code?: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface OndoperpsOrder {
|
||||||
|
orderId: string;
|
||||||
|
clientOrderId?: string;
|
||||||
|
parentOrderId?: string;
|
||||||
|
side: "buy" | "sell";
|
||||||
|
price?: string;
|
||||||
|
size: string;
|
||||||
|
market: string;
|
||||||
|
filledSize?: string;
|
||||||
|
lastFillSize?: string;
|
||||||
|
filledCost?: string;
|
||||||
|
realizedPnl?: string;
|
||||||
|
fee?: string;
|
||||||
|
feeRebate?: string;
|
||||||
|
status: "open" | "fullyfilled" | "canceled" | "pending" | "untriggered" | string;
|
||||||
|
createdAt: string;
|
||||||
|
filledAt?: string;
|
||||||
|
canceledAt?: string;
|
||||||
|
cancelReason?: string;
|
||||||
|
type: "limit" | "market" | "stopMarket" | "takeProfitMarket" | string;
|
||||||
|
timeInForce?: "GTC" | "IOC" | "FOK";
|
||||||
|
reduceOnly?: boolean;
|
||||||
|
closePosition?: boolean;
|
||||||
|
stopOrderType?: "stopLoss" | "takeProfit";
|
||||||
|
triggerPrice?: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface OndoperpsPosition {
|
||||||
|
market: string;
|
||||||
|
direction: "long" | "short" | "neutral";
|
||||||
|
netQuantity: string;
|
||||||
|
averageEntryPrice: string;
|
||||||
|
usedMargin: string;
|
||||||
|
unrealizedPnl: string;
|
||||||
|
markPrice: string;
|
||||||
|
liquidationPrice: string;
|
||||||
|
bankruptcyPrice: string;
|
||||||
|
maintenanceMargin: string;
|
||||||
|
notionalValue: string;
|
||||||
|
leverage: string;
|
||||||
|
netFundingSinceNeutral: string;
|
||||||
|
returnOnEquity: string;
|
||||||
|
stopLossTriggerPrice?: string;
|
||||||
|
takeProfitTriggerPrice?: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface OndoperpsBalance {
|
||||||
|
walletBalance: string;
|
||||||
|
realizedPnl: string;
|
||||||
|
unrealizedPnl: string;
|
||||||
|
marginBalance: string;
|
||||||
|
usedMargin: string;
|
||||||
|
availableMargin: string;
|
||||||
|
withdrawableMargin: string;
|
||||||
|
maintenanceMarginRequirement: string;
|
||||||
|
totalMaintenanceMargin: string;
|
||||||
|
marginRatio: string;
|
||||||
|
leverage: string;
|
||||||
|
underLiquidation: boolean;
|
||||||
|
totalFundingPayments: string;
|
||||||
|
totalTradingFees: string;
|
||||||
|
totalPnL: string;
|
||||||
|
netInvested?: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface OndoperpsStopOrders {
|
||||||
|
market: string;
|
||||||
|
positionDirection: "long" | "short" | "neutral";
|
||||||
|
stopLoss?: string | null;
|
||||||
|
takeProfit?: string | null;
|
||||||
|
}
|
||||||
|
|
||||||
|
export type OndoperpsBookLevel = [string, string];
|
||||||
|
|
||||||
|
export interface OndoperpsBookSnapshot {
|
||||||
|
market: string;
|
||||||
|
time: string;
|
||||||
|
bids: OndoperpsBookLevel[];
|
||||||
|
asks: OndoperpsBookLevel[];
|
||||||
|
depthLevels?: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface OndoperpsCandle {
|
||||||
|
startTime: string;
|
||||||
|
open: string;
|
||||||
|
high: string;
|
||||||
|
low: string;
|
||||||
|
close: string;
|
||||||
|
volume: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface OndoperpsWsKline {
|
||||||
|
m: string;
|
||||||
|
t: number;
|
||||||
|
s: number;
|
||||||
|
e: number;
|
||||||
|
o: number;
|
||||||
|
h: number;
|
||||||
|
l: number;
|
||||||
|
c: number;
|
||||||
|
v: number;
|
||||||
|
x?: boolean;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface OndoperpsContract {
|
||||||
|
market: string;
|
||||||
|
displayName?: string;
|
||||||
|
productType: string;
|
||||||
|
contractType: string;
|
||||||
|
baseCurrency: string;
|
||||||
|
quoteCurrency: string;
|
||||||
|
disabled: boolean;
|
||||||
|
lastPrice?: string;
|
||||||
|
baseVolume?: string;
|
||||||
|
quoteVolume?: string;
|
||||||
|
usdVolume?: string;
|
||||||
|
bid?: string;
|
||||||
|
ask?: string;
|
||||||
|
high?: string;
|
||||||
|
low?: string;
|
||||||
|
openInterest?: string;
|
||||||
|
openInterestUsd?: string;
|
||||||
|
indexPrice?: string;
|
||||||
|
fundingRate?: string;
|
||||||
|
nextFundingRate?: string;
|
||||||
|
nextFundingRateTimestamp?: string;
|
||||||
|
makerFee?: string;
|
||||||
|
takerFee?: string;
|
||||||
|
priceChangePercent?: string;
|
||||||
|
isClosed?: boolean;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface OndoperpsMarkPrice {
|
||||||
|
market: string;
|
||||||
|
price: string;
|
||||||
|
markPrice: string;
|
||||||
|
oraclePrice?: string;
|
||||||
|
lastExternalPrice?: string;
|
||||||
|
lastUpdatedTime?: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface OndoperpsFundingRate {
|
||||||
|
market: string;
|
||||||
|
rate: string;
|
||||||
|
intervalEnds?: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface OndoperpsTradingPair {
|
||||||
|
market: string;
|
||||||
|
baseIncrement: string;
|
||||||
|
quoteIncrement: string;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface OndoperpsMarketsResult {
|
||||||
|
perps?: {
|
||||||
|
tradingPairs?: OndoperpsTradingPair[];
|
||||||
|
};
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface OndoperpsWsMessage {
|
||||||
|
type: "pong" | "loggedIn" | "subscribed" | "unsubscribed" | "update" | "error" | string;
|
||||||
|
channel?: string;
|
||||||
|
code?: number;
|
||||||
|
msg?: string;
|
||||||
|
data?: unknown;
|
||||||
|
}
|
||||||
@@ -0,0 +1,147 @@
|
|||||||
|
import type { Order, CreateOrderParams, TimeInForce } from "./types";
|
||||||
|
import type {
|
||||||
|
BaseOrderIntent,
|
||||||
|
ClosePositionIntent,
|
||||||
|
LimitOrderIntent,
|
||||||
|
MarketOrderIntent,
|
||||||
|
StopOrderIntent,
|
||||||
|
TrailingStopOrderIntent,
|
||||||
|
} from "./order-schema";
|
||||||
|
import { toStringBoolean } from "./order-schema";
|
||||||
|
|
||||||
|
export interface OrderHandlerConfig {
|
||||||
|
exchangeName: string;
|
||||||
|
defaultLimitTimeInForce: TimeInForce | "GTX";
|
||||||
|
defaultMarketTimeInForce?: TimeInForce;
|
||||||
|
defaultCloseTimeInForce?: TimeInForce;
|
||||||
|
defaultStopTimeInForce?: TimeInForce;
|
||||||
|
defaultStopTriggerType?: "UNSPECIFIED" | "TAKE_PROFIT" | "STOP_LOSS";
|
||||||
|
supportsTrailingStop: boolean;
|
||||||
|
supportsTriggerType: boolean;
|
||||||
|
stopDefaultReduceOnly?: boolean;
|
||||||
|
stopDefaultClosePosition?: boolean;
|
||||||
|
closeDefaultClosePosition?: boolean;
|
||||||
|
stopPriceAsPrice?: boolean;
|
||||||
|
}
|
||||||
|
|
||||||
|
export interface OrderHandlers {
|
||||||
|
createLimitOrder(intent: LimitOrderIntent): Promise<Order>;
|
||||||
|
createMarketOrder(intent: MarketOrderIntent): Promise<Order>;
|
||||||
|
createStopOrder(intent: StopOrderIntent): Promise<Order>;
|
||||||
|
createTrailingStopOrder(intent: TrailingStopOrderIntent): Promise<Order>;
|
||||||
|
createClosePositionOrder(intent: ClosePositionIntent): Promise<Order>;
|
||||||
|
}
|
||||||
|
|
||||||
|
function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
|
||||||
|
if (params.quantity === undefined) {
|
||||||
|
params.quantity = intent.quantity;
|
||||||
|
}
|
||||||
|
if (params.timeInForce === undefined && intent.timeInForce) {
|
||||||
|
params.timeInForce = intent.timeInForce;
|
||||||
|
}
|
||||||
|
if (intent.reduceOnly !== undefined) {
|
||||||
|
params.reduceOnly = toStringBoolean(intent.reduceOnly);
|
||||||
|
}
|
||||||
|
if (intent.closePosition !== undefined) {
|
||||||
|
params.closePosition = toStringBoolean(intent.closePosition);
|
||||||
|
}
|
||||||
|
if (intent.clientOrderId !== undefined) {
|
||||||
|
params.clientOrderId = intent.clientOrderId;
|
||||||
|
}
|
||||||
|
return params;
|
||||||
|
}
|
||||||
|
|
||||||
|
export function createOrderHandlers(config: OrderHandlerConfig): OrderHandlers {
|
||||||
|
return {
|
||||||
|
async createLimitOrder(intent: LimitOrderIntent): Promise<Order> {
|
||||||
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
|
{
|
||||||
|
symbol: intent.symbol,
|
||||||
|
side: intent.side,
|
||||||
|
type: "LIMIT",
|
||||||
|
quantity: intent.quantity,
|
||||||
|
price: intent.price,
|
||||||
|
timeInForce: intent.timeInForce ?? config.defaultLimitTimeInForce,
|
||||||
|
slPrice: intent.slPrice,
|
||||||
|
tpPrice: intent.tpPrice,
|
||||||
|
},
|
||||||
|
intent,
|
||||||
|
);
|
||||||
|
return intent.adapter.createOrder(params);
|
||||||
|
},
|
||||||
|
|
||||||
|
async createMarketOrder(intent: MarketOrderIntent): Promise<Order> {
|
||||||
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
|
{
|
||||||
|
symbol: intent.symbol,
|
||||||
|
side: intent.side,
|
||||||
|
type: "MARKET",
|
||||||
|
quantity: intent.quantity,
|
||||||
|
timeInForce: intent.timeInForce ?? config.defaultMarketTimeInForce,
|
||||||
|
},
|
||||||
|
intent,
|
||||||
|
);
|
||||||
|
return intent.adapter.createOrder(params);
|
||||||
|
},
|
||||||
|
|
||||||
|
async createStopOrder(intent: StopOrderIntent): Promise<Order> {
|
||||||
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
|
{
|
||||||
|
symbol: intent.symbol,
|
||||||
|
side: intent.side,
|
||||||
|
type: "STOP_MARKET",
|
||||||
|
quantity: intent.quantity,
|
||||||
|
stopPrice: intent.stopPrice,
|
||||||
|
timeInForce: intent.timeInForce ?? (config.defaultStopTimeInForce ?? "GTC"),
|
||||||
|
triggerType: config.supportsTriggerType ? (intent.triggerType ?? config.defaultStopTriggerType) : undefined,
|
||||||
|
price: config.stopPriceAsPrice ? intent.stopPrice : undefined,
|
||||||
|
},
|
||||||
|
intent,
|
||||||
|
);
|
||||||
|
if (config.stopDefaultReduceOnly && intent.reduceOnly === undefined) {
|
||||||
|
params.reduceOnly = "true";
|
||||||
|
}
|
||||||
|
if (config.stopDefaultClosePosition && intent.closePosition === undefined) {
|
||||||
|
params.closePosition = "true";
|
||||||
|
}
|
||||||
|
return intent.adapter.createOrder(params);
|
||||||
|
},
|
||||||
|
|
||||||
|
async createTrailingStopOrder(intent: TrailingStopOrderIntent): Promise<Order> {
|
||||||
|
if (!config.supportsTrailingStop) {
|
||||||
|
throw new Error(`${config.exchangeName} does not support trailing stop orders`);
|
||||||
|
}
|
||||||
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
|
{
|
||||||
|
symbol: intent.symbol,
|
||||||
|
side: intent.side,
|
||||||
|
type: "TRAILING_STOP_MARKET",
|
||||||
|
quantity: intent.quantity,
|
||||||
|
activationPrice: intent.activationPrice,
|
||||||
|
callbackRate: intent.callbackRate,
|
||||||
|
timeInForce: intent.timeInForce ?? "GTC",
|
||||||
|
},
|
||||||
|
intent,
|
||||||
|
);
|
||||||
|
return intent.adapter.createOrder(params);
|
||||||
|
},
|
||||||
|
|
||||||
|
async createClosePositionOrder(intent: ClosePositionIntent): Promise<Order> {
|
||||||
|
const params: CreateOrderParams = applyCommonFields(
|
||||||
|
{
|
||||||
|
symbol: intent.symbol,
|
||||||
|
side: intent.side,
|
||||||
|
type: "MARKET",
|
||||||
|
quantity: intent.quantity,
|
||||||
|
reduceOnly: "true",
|
||||||
|
timeInForce: intent.timeInForce ?? config.defaultCloseTimeInForce,
|
||||||
|
},
|
||||||
|
intent,
|
||||||
|
);
|
||||||
|
if (config.closeDefaultClosePosition && intent.closePosition === undefined) {
|
||||||
|
params.closePosition = "true";
|
||||||
|
}
|
||||||
|
return intent.adapter.createOrder(params);
|
||||||
|
},
|
||||||
|
};
|
||||||
|
}
|
||||||
@@ -1,5 +1,5 @@
|
|||||||
import type { ExchangeAdapter } from "./adapter";
|
import type { ExchangeAdapter } from "./adapter";
|
||||||
import type { AsterOrder } from "./types";
|
import type { Order } from "./types";
|
||||||
import { SUPPORTED_EXCHANGE_IDS, type SupportedExchangeId } from "./create-adapter";
|
import { SUPPORTED_EXCHANGE_IDS, type SupportedExchangeId } from "./create-adapter";
|
||||||
import type {
|
import type {
|
||||||
BaseOrderIntent,
|
BaseOrderIntent,
|
||||||
@@ -17,15 +17,16 @@ import * as paradexOrders from "./paradex/order";
|
|||||||
import * as nadoOrders from "./nado/order";
|
import * as nadoOrders from "./nado/order";
|
||||||
import * as standxOrders from "./standx/order";
|
import * as standxOrders from "./standx/order";
|
||||||
import * as binanceOrders from "./binance/order";
|
import * as binanceOrders from "./binance/order";
|
||||||
|
import * as ondoperpsOrders from "./ondoperps/order";
|
||||||
|
|
||||||
type ExchangeKey = SupportedExchangeId;
|
type ExchangeKey = SupportedExchangeId;
|
||||||
|
|
||||||
interface ExchangeOrderHandlers {
|
interface ExchangeOrderHandlers {
|
||||||
limit(intent: LimitOrderIntent): Promise<AsterOrder>;
|
limit(intent: LimitOrderIntent): Promise<Order>;
|
||||||
market(intent: MarketOrderIntent): Promise<AsterOrder>;
|
market(intent: MarketOrderIntent): Promise<Order>;
|
||||||
stop(intent: StopOrderIntent): Promise<AsterOrder>;
|
stop(intent: StopOrderIntent): Promise<Order>;
|
||||||
trailingStop?: (intent: TrailingStopOrderIntent) => Promise<AsterOrder>;
|
trailingStop?: (intent: TrailingStopOrderIntent) => Promise<Order>;
|
||||||
close(intent: ClosePositionIntent): Promise<AsterOrder>;
|
close(intent: ClosePositionIntent): Promise<Order>;
|
||||||
}
|
}
|
||||||
|
|
||||||
const handlerMap: Record<ExchangeKey, ExchangeOrderHandlers> = {
|
const handlerMap: Record<ExchangeKey, ExchangeOrderHandlers> = {
|
||||||
@@ -85,13 +86,21 @@ const handlerMap: Record<ExchangeKey, ExchangeOrderHandlers> = {
|
|||||||
trailingStop: binanceOrders.createTrailingStopOrder,
|
trailingStop: binanceOrders.createTrailingStopOrder,
|
||||||
close: binanceOrders.createClosePositionOrder,
|
close: binanceOrders.createClosePositionOrder,
|
||||||
},
|
},
|
||||||
|
ondoperps: {
|
||||||
|
limit: ondoperpsOrders.createLimitOrder,
|
||||||
|
market: ondoperpsOrders.createMarketOrder,
|
||||||
|
stop: ondoperpsOrders.createStopOrder,
|
||||||
|
trailingStop: ondoperpsOrders.createTrailingStopOrder,
|
||||||
|
close: ondoperpsOrders.createClosePositionOrder,
|
||||||
|
},
|
||||||
};
|
};
|
||||||
|
|
||||||
const knownExchanges: ExchangeKey[] = [...SUPPORTED_EXCHANGE_IDS];
|
const knownExchanges: ExchangeKey[] = [...SUPPORTED_EXCHANGE_IDS];
|
||||||
|
|
||||||
function normalizeExchangeId(value: string | undefined | null): string | undefined {
|
function normalizeExchangeId(value: string | undefined | null): string | undefined {
|
||||||
if (!value) return undefined;
|
if (!value) return undefined;
|
||||||
return value.trim().toLowerCase();
|
const normalized = value.trim().toLowerCase();
|
||||||
|
return normalized === "ondoperp" ? "ondoperps" : normalized;
|
||||||
}
|
}
|
||||||
|
|
||||||
function resolveExchangeKey(adapter: ExchangeAdapter): ExchangeKey {
|
function resolveExchangeKey(adapter: ExchangeAdapter): ExchangeKey {
|
||||||
@@ -117,19 +126,19 @@ function getHandlers(intent: BaseOrderIntent): ExchangeOrderHandlers {
|
|||||||
return handlers;
|
return handlers;
|
||||||
}
|
}
|
||||||
|
|
||||||
export function routeLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
|
export function routeLimitOrder(intent: LimitOrderIntent): Promise<Order> {
|
||||||
return getHandlers(intent).limit(intent);
|
return getHandlers(intent).limit(intent);
|
||||||
}
|
}
|
||||||
|
|
||||||
export function routeMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
|
export function routeMarketOrder(intent: MarketOrderIntent): Promise<Order> {
|
||||||
return getHandlers(intent).market(intent);
|
return getHandlers(intent).market(intent);
|
||||||
}
|
}
|
||||||
|
|
||||||
export function routeStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
|
export function routeStopOrder(intent: StopOrderIntent): Promise<Order> {
|
||||||
return getHandlers(intent).stop(intent);
|
return getHandlers(intent).stop(intent);
|
||||||
}
|
}
|
||||||
|
|
||||||
export function routeTrailingStopOrder(intent: TrailingStopOrderIntent): Promise<AsterOrder> {
|
export function routeTrailingStopOrder(intent: TrailingStopOrderIntent): Promise<Order> {
|
||||||
const handlers = getHandlers(intent);
|
const handlers = getHandlers(intent);
|
||||||
if (!handlers.trailingStop) {
|
if (!handlers.trailingStop) {
|
||||||
throw new Error("Trailing stop orders are not supported by the current exchange");
|
throw new Error("Trailing stop orders are not supported by the current exchange");
|
||||||
@@ -137,6 +146,6 @@ export function routeTrailingStopOrder(intent: TrailingStopOrderIntent): Promise
|
|||||||
return handlers.trailingStop(intent);
|
return handlers.trailingStop(intent);
|
||||||
}
|
}
|
||||||
|
|
||||||
export function routeCloseOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
|
export function routeCloseOrder(intent: ClosePositionIntent): Promise<Order> {
|
||||||
return getHandlers(intent).close(intent);
|
return getHandlers(intent).close(intent);
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -9,13 +9,13 @@ export interface BaseOrderIntent {
|
|||||||
reduceOnly?: boolean;
|
reduceOnly?: boolean;
|
||||||
closePosition?: boolean;
|
closePosition?: boolean;
|
||||||
timeInForce?: TimeInForce | "GTX";
|
timeInForce?: TimeInForce | "GTX";
|
||||||
|
clientOrderId?: string;
|
||||||
}
|
}
|
||||||
|
|
||||||
export interface LimitOrderIntent extends BaseOrderIntent {
|
export interface LimitOrderIntent extends BaseOrderIntent {
|
||||||
price: number;
|
price: number;
|
||||||
// StandX TPSL 参数
|
slPrice?: number;
|
||||||
slPrice?: number; // 止损价格
|
tpPrice?: number;
|
||||||
tpPrice?: number; // 止盈价格
|
|
||||||
}
|
}
|
||||||
|
|
||||||
export interface MarketOrderIntent extends BaseOrderIntent {
|
export interface MarketOrderIntent extends BaseOrderIntent {
|
||||||
|
|||||||
@@ -1,4 +1,3 @@
|
|||||||
import { setTimeout, clearTimeout } from "timers";
|
|
||||||
import type {
|
import type {
|
||||||
AccountListener,
|
AccountListener,
|
||||||
DepthListener,
|
DepthListener,
|
||||||
@@ -7,9 +6,10 @@ import type {
|
|||||||
OrderListener,
|
OrderListener,
|
||||||
TickerListener,
|
TickerListener,
|
||||||
} from "../adapter";
|
} from "../adapter";
|
||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import type { Order, CreateOrderParams } from "../types";
|
||||||
import { extractMessage } from "../../utils/errors";
|
import { extractMessage } from "../../utils/errors";
|
||||||
import { ParadexGateway, type ParadexGatewayOptions } from "./gateway";
|
import { ParadexGateway, type ParadexGatewayOptions } from "./gateway";
|
||||||
|
import { createSafeInvoke, createInitManager } from "../adapter-utils";
|
||||||
|
|
||||||
export interface ParadexCredentials {
|
export interface ParadexCredentials {
|
||||||
privateKey?: string;
|
privateKey?: string;
|
||||||
@@ -26,11 +26,8 @@ export class ParadexExchangeAdapter implements ExchangeAdapter {
|
|||||||
|
|
||||||
private readonly gateway: ParadexGateway;
|
private readonly gateway: ParadexGateway;
|
||||||
private readonly symbol: string;
|
private readonly symbol: string;
|
||||||
private initPromise: Promise<void> | null = null;
|
private readonly safeInvoke = createSafeInvoke("ParadexExchangeAdapter");
|
||||||
private readonly initContexts = new Set<string>();
|
private readonly init: ReturnType<typeof createInitManager>;
|
||||||
private retryTimer: ReturnType<typeof setTimeout> | null = null;
|
|
||||||
private retryDelayMs = 3000;
|
|
||||||
private lastInitErrorAt = 0;
|
|
||||||
|
|
||||||
constructor(credentials: ParadexCredentials = {}) {
|
constructor(credentials: ParadexCredentials = {}) {
|
||||||
const privateKey = credentials.privateKey ?? process.env.PARADEX_PRIVATE_KEY;
|
const privateKey = credentials.privateKey ?? process.env.PARADEX_PRIVATE_KEY;
|
||||||
@@ -54,6 +51,9 @@ export class ParadexExchangeAdapter implements ExchangeAdapter {
|
|||||||
});
|
});
|
||||||
|
|
||||||
this.symbol = symbol;
|
this.symbol = symbol;
|
||||||
|
this.init = createInitManager("ParadexExchangeAdapter", () =>
|
||||||
|
this.gateway.ensureInitialized(this.symbol),
|
||||||
|
);
|
||||||
}
|
}
|
||||||
|
|
||||||
supportsTrailingStops(): boolean {
|
supportsTrailingStops(): boolean {
|
||||||
@@ -61,114 +61,50 @@ export class ParadexExchangeAdapter implements ExchangeAdapter {
|
|||||||
}
|
}
|
||||||
|
|
||||||
watchAccount(cb: AccountListener): void {
|
watchAccount(cb: AccountListener): void {
|
||||||
void this.ensureInitialized("watchAccount");
|
void this.init.ensureInitialized("watchAccount");
|
||||||
this.gateway.onAccount(this.safeInvoke("watchAccount", cb));
|
this.gateway.onAccount(this.safeInvoke("watchAccount", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
watchOrders(cb: OrderListener): void {
|
watchOrders(cb: OrderListener): void {
|
||||||
void this.ensureInitialized("watchOrders");
|
void this.init.ensureInitialized("watchOrders");
|
||||||
this.gateway.onOrders(this.safeInvoke("watchOrders", cb));
|
this.gateway.onOrders(this.safeInvoke("watchOrders", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
watchDepth(symbol: string, cb: DepthListener): void {
|
watchDepth(symbol: string, cb: DepthListener): void {
|
||||||
void this.ensureInitialized(`watchDepth:${symbol}`);
|
void this.init.ensureInitialized(`watchDepth:${symbol}`);
|
||||||
this.gateway.onDepth(this.safeInvoke("watchDepth", cb));
|
this.gateway.onDepth(this.safeInvoke("watchDepth", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
watchTicker(symbol: string, cb: TickerListener): void {
|
watchTicker(symbol: string, cb: TickerListener): void {
|
||||||
void this.ensureInitialized(`watchTicker:${symbol}`);
|
void this.init.ensureInitialized(`watchTicker:${symbol}`);
|
||||||
this.gateway.onTicker(this.safeInvoke("watchTicker", cb));
|
this.gateway.onTicker(this.safeInvoke("watchTicker", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
watchKlines(symbol: string, interval: string, cb: KlineListener): void {
|
watchKlines(symbol: string, interval: string, cb: KlineListener): void {
|
||||||
void this.ensureInitialized(`watchKlines:${symbol}:${interval}`);
|
void this.init.ensureInitialized(`watchKlines:${symbol}:${interval}`);
|
||||||
this.gateway.watchKlines(interval, this.safeInvoke("watchKlines", cb));
|
this.gateway.watchKlines(interval, this.safeInvoke("watchKlines", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
await this.ensureInitialized("createOrder");
|
await this.init.ensureInitialized("createOrder");
|
||||||
return this.gateway.createOrder(params);
|
return this.gateway.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
|
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
|
||||||
await this.ensureInitialized("cancelOrder");
|
await this.init.ensureInitialized("cancelOrder");
|
||||||
await this.gateway.cancelOrder(params);
|
await this.gateway.cancelOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
|
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
|
||||||
await this.ensureInitialized("cancelOrders");
|
await this.init.ensureInitialized("cancelOrders");
|
||||||
await this.gateway.cancelOrders(params);
|
await this.gateway.cancelOrders(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelAllOrders(params: { symbol: string }): Promise<void> {
|
async cancelAllOrders(params: { symbol: string }): Promise<void> {
|
||||||
await this.ensureInitialized("cancelAllOrders");
|
await this.init.ensureInitialized("cancelAllOrders");
|
||||||
await this.gateway.cancelAllOrders(params);
|
await this.gateway.cancelAllOrders(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
private safeInvoke<T extends (...args: any[]) => void>(context: string, cb: T): T {
|
|
||||||
const wrapped = ((...args: any[]) => {
|
|
||||||
try {
|
|
||||||
cb(...args);
|
|
||||||
} catch (error) {
|
|
||||||
console.error(`[ParadexExchangeAdapter] ${context} handler failed: ${extractMessage(error)}`);
|
|
||||||
}
|
|
||||||
}) as T;
|
|
||||||
return wrapped;
|
|
||||||
}
|
|
||||||
|
|
||||||
private ensureInitialized(context?: string): Promise<void> {
|
|
||||||
if (!this.initPromise) {
|
|
||||||
this.initContexts.clear();
|
|
||||||
this.initPromise = this.gateway
|
|
||||||
.ensureInitialized(this.symbol)
|
|
||||||
.then((value) => {
|
|
||||||
this.clearRetry();
|
|
||||||
return value;
|
|
||||||
})
|
|
||||||
.catch((error) => {
|
|
||||||
this.handleInitError("initialize", error);
|
|
||||||
this.initPromise = null;
|
|
||||||
this.scheduleRetry();
|
|
||||||
throw error;
|
|
||||||
});
|
|
||||||
}
|
|
||||||
|
|
||||||
if (context && !this.initContexts.has(context)) {
|
|
||||||
this.initContexts.add(context);
|
|
||||||
this.initPromise.catch((error) => {
|
|
||||||
this.handleInitError(context, error);
|
|
||||||
this.scheduleRetry();
|
|
||||||
});
|
|
||||||
}
|
|
||||||
|
|
||||||
return this.initPromise;
|
|
||||||
}
|
|
||||||
|
|
||||||
private scheduleRetry(): void {
|
|
||||||
if (this.retryTimer) return;
|
|
||||||
this.retryTimer = setTimeout(() => {
|
|
||||||
this.retryTimer = null;
|
|
||||||
if (this.initPromise) return;
|
|
||||||
this.retryDelayMs = Math.min(this.retryDelayMs * 2, 60_000);
|
|
||||||
void this.ensureInitialized("retry");
|
|
||||||
}, this.retryDelayMs);
|
|
||||||
}
|
|
||||||
|
|
||||||
private clearRetry(): void {
|
|
||||||
if (this.retryTimer) {
|
|
||||||
clearTimeout(this.retryTimer);
|
|
||||||
this.retryTimer = null;
|
|
||||||
}
|
|
||||||
this.retryDelayMs = 3000;
|
|
||||||
}
|
|
||||||
|
|
||||||
private handleInitError(context: string, error: unknown): void {
|
|
||||||
const now = Date.now();
|
|
||||||
if (now - this.lastInitErrorAt < 5000) return;
|
|
||||||
this.lastInitErrorAt = now;
|
|
||||||
console.error(`[ParadexExchangeAdapter] ${context} failed`, error);
|
|
||||||
}
|
|
||||||
|
|
||||||
private logError(context: string, error: unknown): void {
|
private logError(context: string, error: unknown): void {
|
||||||
const detail = extractMessage(error);
|
const detail = extractMessage(error);
|
||||||
if (context === "initialize" && typeof error === "string" && /initialized/i.test(error)) {
|
if (context === "initialize" && typeof error === "string" && /initialized/i.test(error)) {
|
||||||
|
|||||||
@@ -7,12 +7,12 @@ import ccxt, {
|
|||||||
} from "ccxt";
|
} from "ccxt";
|
||||||
import { createRequire } from "module";
|
import { createRequire } from "module";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountAsset,
|
AccountAsset,
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
CreateOrderParams,
|
CreateOrderParams,
|
||||||
OrderType,
|
OrderType,
|
||||||
} from "../types";
|
} from "../types";
|
||||||
@@ -32,7 +32,7 @@ function loadCcxtPro(): any | null {
|
|||||||
// eslint-disable-next-line @typescript-eslint/no-var-requires
|
// eslint-disable-next-line @typescript-eslint/no-var-requires
|
||||||
const mod = require("ccxt.pro");
|
const mod = require("ccxt.pro");
|
||||||
return mod?.default ?? mod;
|
return mod?.default ?? mod;
|
||||||
} catch (_error) {
|
} catch {
|
||||||
return null;
|
return null;
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@@ -91,8 +91,8 @@ export class ParadexGateway {
|
|||||||
private depthListeners = new Set<DepthListener>();
|
private depthListeners = new Set<DepthListener>();
|
||||||
private tickerListeners = new Set<TickerListener>();
|
private tickerListeners = new Set<TickerListener>();
|
||||||
private klineListeners = new Map<string, Set<KlineListener>>();
|
private klineListeners = new Map<string, Set<KlineListener>>();
|
||||||
private readonly localOrders = new Map<string, AsterOrder>();
|
private readonly localOrders = new Map<string, Order>();
|
||||||
private lastBalanceSnapshot: AsterAccountSnapshot | null = null;
|
private lastBalanceSnapshot: AccountSnapshot | null = null;
|
||||||
|
|
||||||
private accountPollTimer: NodeJS.Timeout | null = null;
|
private accountPollTimer: NodeJS.Timeout | null = null;
|
||||||
private orderPollTimer: NodeJS.Timeout | null = null;
|
private orderPollTimer: NodeJS.Timeout | null = null;
|
||||||
@@ -546,7 +546,7 @@ export class ParadexGateway {
|
|||||||
this.klinePollTimers.set(interval, setInterval(() => void poll(), this.pollIntervals.klines));
|
this.klinePollTimers.set(interval, setInterval(() => void poll(), this.pollIntervals.klines));
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
await this.ensureInitialized(params.symbol);
|
await this.ensureInitialized(params.symbol);
|
||||||
const symbol = this.marketSymbol;
|
const symbol = this.marketSymbol;
|
||||||
const type = this.mapOrderTypeToCcxt(params.type);
|
const type = this.mapOrderTypeToCcxt(params.type);
|
||||||
@@ -571,7 +571,6 @@ export class ParadexGateway {
|
|||||||
const market = typeof (this.exchange as any).market === "function"
|
const market = typeof (this.exchange as any).market === "function"
|
||||||
? (this.exchange as any).market(symbol)
|
? (this.exchange as any).market(symbol)
|
||||||
: (this.exchange.markets ?? {})[symbol];
|
: (this.exchange.markets ?? {})[symbol];
|
||||||
const precisionDigits = Number((market?.precision?.amount ?? market?.amountPrecision));
|
|
||||||
const limitMin = Number(market?.limits?.amount?.min);
|
const limitMin = Number(market?.limits?.amount?.min);
|
||||||
// Only trust explicit exchange min limit; do NOT infer 1 from precision=0
|
// Only trust explicit exchange min limit; do NOT infer 1 from precision=0
|
||||||
const minAmount = Number.isFinite(limitMin) && limitMin > 0 ? limitMin : undefined;
|
const minAmount = Number.isFinite(limitMin) && limitMin > 0 ? limitMin : undefined;
|
||||||
@@ -593,7 +592,7 @@ export class ParadexGateway {
|
|||||||
if (typeof (this.exchange as any).amountToPrecision === "function" && Number.isFinite(Number(amount))) {
|
if (typeof (this.exchange as any).amountToPrecision === "function" && Number.isFinite(Number(amount))) {
|
||||||
amount = Number((this.exchange as any).amountToPrecision(symbol, amount));
|
amount = Number((this.exchange as any).amountToPrecision(symbol, amount));
|
||||||
}
|
}
|
||||||
} catch (_normalizeError) {
|
} catch {
|
||||||
// Swallow precision normalization errors and let exchange validation surface if any
|
// Swallow precision normalization errors and let exchange validation surface if any
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -679,7 +678,7 @@ export class ParadexGateway {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapBalanceToAccountSnapshot(balance: Balances): AsterAccountSnapshot {
|
private mapBalanceToAccountSnapshot(balance: Balances): AccountSnapshot {
|
||||||
const now = Date.now();
|
const now = Date.now();
|
||||||
|
|
||||||
const rawPositions = (() => {
|
const rawPositions = (() => {
|
||||||
@@ -712,7 +711,7 @@ export class ParadexGateway {
|
|||||||
...Object.keys(total),
|
...Object.keys(total),
|
||||||
]);
|
]);
|
||||||
|
|
||||||
const assets: AsterAccountAsset[] = Array.from(assetKeys).map((asset) => ({
|
const assets: AccountAsset[] = Array.from(assetKeys).map((asset) => ({
|
||||||
asset,
|
asset,
|
||||||
walletBalance: String(total[asset] ?? 0),
|
walletBalance: String(total[asset] ?? 0),
|
||||||
availableBalance: String(free[asset] ?? 0),
|
availableBalance: String(free[asset] ?? 0),
|
||||||
@@ -738,7 +737,7 @@ export class ParadexGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapBalanceToAccountSnapshotFromPositions(rawPositions: any[]): AsterAccountSnapshot {
|
private mapBalanceToAccountSnapshotFromPositions(rawPositions: any[]): AccountSnapshot {
|
||||||
const now = Date.now();
|
const now = Date.now();
|
||||||
const positions = this.normalizePositions(rawPositions, now);
|
const positions = this.normalizePositions(rawPositions, now);
|
||||||
this.logger("positions", JSON.stringify({ raw: rawPositions, mapped: positions }));
|
this.logger("positions", JSON.stringify({ raw: rawPositions, mapped: positions }));
|
||||||
@@ -762,7 +761,7 @@ export class ParadexGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private normalizePositions(rawPositions: any[], now: number): AsterAccountSnapshot["positions"] {
|
private normalizePositions(rawPositions: any[], now: number): AccountSnapshot["positions"] {
|
||||||
return rawPositions
|
return rawPositions
|
||||||
.filter((pos) => pos)
|
.filter((pos) => pos)
|
||||||
.map((pos: any) => {
|
.map((pos: any) => {
|
||||||
@@ -808,7 +807,7 @@ export class ParadexGateway {
|
|||||||
});
|
});
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapOrderToAsterOrder(order: CcxtOrder): AsterOrder {
|
private mapOrderToAsterOrder(order: CcxtOrder): Order {
|
||||||
const side = (order.side ?? "buy").toUpperCase() as "BUY" | "SELL";
|
const side = (order.side ?? "buy").toUpperCase() as "BUY" | "SELL";
|
||||||
const mappedType = this.mapCcxtOrderTypeToAster(order.type);
|
const mappedType = this.mapCcxtOrderTypeToAster(order.type);
|
||||||
return {
|
return {
|
||||||
@@ -831,7 +830,7 @@ export class ParadexGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapOrderBookToDepth(orderbook: CcxtOrderBook): AsterDepth {
|
private mapOrderBookToDepth(orderbook: CcxtOrderBook): Depth {
|
||||||
return {
|
return {
|
||||||
lastUpdateId: orderbook.nonce || Date.now(),
|
lastUpdateId: orderbook.nonce || Date.now(),
|
||||||
bids: (orderbook.bids || [])
|
bids: (orderbook.bids || [])
|
||||||
@@ -844,7 +843,7 @@ export class ParadexGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapTickerToAsterTicker(ticker: CcxtTicker): AsterTicker {
|
private mapTickerToAsterTicker(ticker: CcxtTicker): Ticker {
|
||||||
return {
|
return {
|
||||||
symbol: ticker.symbol,
|
symbol: ticker.symbol,
|
||||||
lastPrice: ticker.last?.toString() || "0",
|
lastPrice: ticker.last?.toString() || "0",
|
||||||
@@ -857,7 +856,7 @@ export class ParadexGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapOHLCVToKline(candle: CcxtOhlcv, interval: string): AsterKline {
|
private mapOHLCVToKline(candle: CcxtOhlcv, interval: string): Kline {
|
||||||
const [timestampRaw, openRaw, highRaw, lowRaw, closeRaw, volumeRaw] = candle;
|
const [timestampRaw, openRaw, highRaw, lowRaw, closeRaw, volumeRaw] = candle;
|
||||||
const timestamp = typeof timestampRaw === "number" && Number.isFinite(timestampRaw)
|
const timestamp = typeof timestampRaw === "number" && Number.isFinite(timestampRaw)
|
||||||
? timestampRaw
|
? timestampRaw
|
||||||
@@ -927,7 +926,7 @@ export class ParadexGateway {
|
|||||||
return base[interval] ?? 60 * 1000;
|
return base[interval] ?? 60 * 1000;
|
||||||
}
|
}
|
||||||
|
|
||||||
private upsertLocalOrder(order: AsterOrder): void {
|
private upsertLocalOrder(order: Order): void {
|
||||||
const key = String(order.orderId);
|
const key = String(order.orderId);
|
||||||
if (this.isOrderClosed(order)) {
|
if (this.isOrderClosed(order)) {
|
||||||
this.localOrders.delete(key);
|
this.localOrders.delete(key);
|
||||||
@@ -944,8 +943,8 @@ export class ParadexGateway {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
private updateOrdersFromRemote(open: CcxtOrder[], closed: CcxtOrder[]): void {
|
private updateOrdersFromRemote(open: CcxtOrder[], _closed: CcxtOrder[]): void {
|
||||||
const nextOpen = new Map<string, AsterOrder>();
|
const nextOpen = new Map<string, Order>();
|
||||||
|
|
||||||
for (const order of open) {
|
for (const order of open) {
|
||||||
const mapped = this.mapOrderToAsterOrder(order);
|
const mapped = this.mapOrderToAsterOrder(order);
|
||||||
@@ -974,7 +973,7 @@ export class ParadexGateway {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
private isOrderClosed(order: AsterOrder): boolean {
|
private isOrderClosed(order: Order): boolean {
|
||||||
const status = (order.status ?? "").toUpperCase();
|
const status = (order.status ?? "").toUpperCase();
|
||||||
if (
|
if (
|
||||||
status.includes("CLOSE") ||
|
status.includes("CLOSE") ||
|
||||||
|
|||||||
@@ -1,93 +1,20 @@
|
|||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import { createOrderHandlers } from "../order-handlers";
|
||||||
import type {
|
|
||||||
BaseOrderIntent,
|
|
||||||
ClosePositionIntent,
|
|
||||||
LimitOrderIntent,
|
|
||||||
MarketOrderIntent,
|
|
||||||
StopOrderIntent,
|
|
||||||
TrailingStopOrderIntent,
|
|
||||||
} from "../order-schema";
|
|
||||||
import { toStringBoolean } from "../order-schema";
|
|
||||||
|
|
||||||
function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
|
const handlers = createOrderHandlers({
|
||||||
if (params.quantity === undefined) {
|
exchangeName: "Paradex",
|
||||||
params.quantity = intent.quantity;
|
defaultLimitTimeInForce: "GTC",
|
||||||
}
|
supportsTrailingStop: false,
|
||||||
if (params.timeInForce === undefined && intent.timeInForce) {
|
supportsTriggerType: false,
|
||||||
params.timeInForce = intent.timeInForce;
|
stopDefaultReduceOnly: true,
|
||||||
}
|
stopDefaultClosePosition: true,
|
||||||
if (intent.reduceOnly !== undefined) {
|
stopPriceAsPrice: true,
|
||||||
params.reduceOnly = toStringBoolean(intent.reduceOnly);
|
closeDefaultClosePosition: true,
|
||||||
}
|
});
|
||||||
if (intent.closePosition !== undefined) {
|
|
||||||
params.closePosition = toStringBoolean(intent.closePosition);
|
|
||||||
}
|
|
||||||
return params;
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
|
export const {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
createLimitOrder,
|
||||||
{
|
createMarketOrder,
|
||||||
symbol: intent.symbol,
|
createStopOrder,
|
||||||
side: intent.side,
|
createTrailingStopOrder,
|
||||||
type: "LIMIT",
|
createClosePositionOrder,
|
||||||
quantity: intent.quantity,
|
} = handlers;
|
||||||
price: intent.price,
|
|
||||||
timeInForce: intent.timeInForce ?? "GTC",
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
timeInForce: intent.timeInForce,
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "STOP_MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
stopPrice: intent.stopPrice,
|
|
||||||
price: intent.stopPrice,
|
|
||||||
timeInForce: intent.timeInForce ?? "GTC",
|
|
||||||
reduceOnly: toStringBoolean(intent.reduceOnly ?? true),
|
|
||||||
closePosition: toStringBoolean(intent.closePosition ?? true),
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<AsterOrder> {
|
|
||||||
throw new Error("Paradex exchange does not support trailing stop orders");
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
reduceOnly: "true",
|
|
||||||
closePosition: toStringBoolean(intent.closePosition ?? true),
|
|
||||||
timeInForce: intent.timeInForce,
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|||||||
@@ -1,12 +1,13 @@
|
|||||||
import type { ExchangeAdapter } from "./adapter";
|
import type { ExchangeAdapter } from "./adapter";
|
||||||
import { createExchangeAdapter, resolveExchangeId, type SupportedExchangeId } from "./create-adapter";
|
import { createExchangeAdapter, resolveExchangeId, type SupportedExchangeId } from "./create-adapter";
|
||||||
import type { AsterCredentials } from "./aster-adapter";
|
import type { AsterCredentials } from "./aster/adapter";
|
||||||
import type { LighterCredentials } from "./lighter/adapter";
|
import type { LighterCredentials } from "./lighter/adapter";
|
||||||
import type { BackpackCredentials } from "./backpack/adapter";
|
import type { BackpackCredentials } from "./backpack/adapter";
|
||||||
import type { ParadexCredentials } from "./paradex/adapter";
|
import type { ParadexCredentials } from "./paradex/adapter";
|
||||||
import type { NadoCredentials } from "./nado/adapter";
|
import type { NadoCredentials } from "./nado/adapter";
|
||||||
import type { StandxCredentials } from "./standx/adapter";
|
import type { StandxCredentials } from "./standx/adapter";
|
||||||
import type { BinanceCredentials } from "./binance/adapter";
|
import type { BinanceCredentials } from "./binance/adapter";
|
||||||
|
import type { OndoperpsCredentials } from "./ondoperps/adapter";
|
||||||
import { t } from "../i18n";
|
import { t } from "../i18n";
|
||||||
import type { Address } from "viem";
|
import type { Address } from "viem";
|
||||||
|
|
||||||
@@ -50,6 +51,10 @@ export function buildAdapterFromEnv(options: BuildAdapterOptions): ExchangeAdapt
|
|||||||
const credentials = resolveBinanceCredentials(symbol);
|
const credentials = resolveBinanceCredentials(symbol);
|
||||||
return createExchangeAdapter({ exchange: id, symbol, binance: credentials });
|
return createExchangeAdapter({ exchange: id, symbol, binance: credentials });
|
||||||
}
|
}
|
||||||
|
case "ondoperps": {
|
||||||
|
const credentials = resolveOndoperpsCredentials(symbol);
|
||||||
|
return createExchangeAdapter({ exchange: id, symbol, ondoperps: credentials });
|
||||||
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -200,6 +205,26 @@ function resolveBinanceCredentials(symbol: string): BinanceCredentials {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
|
function resolveOndoperpsCredentials(symbol: string): OndoperpsCredentials {
|
||||||
|
const apiKeyId = process.env.ONDOPERPS_API_KEY_ID ?? process.env.ONDOPERP_API_KEY_ID ?? process.env.ONDO_KEY_ID;
|
||||||
|
const apiSecret = process.env.ONDOPERPS_API_SECRET ?? process.env.ONDOPERP_API_SECRET ?? process.env.ONDO_API_SECRET;
|
||||||
|
if (!apiKeyId || !apiSecret) {
|
||||||
|
throw new Error(t("env.missingOndoperps"));
|
||||||
|
}
|
||||||
|
const sandbox = parseOptionalBoolean(process.env.ONDOPERPS_SANDBOX ?? process.env.ONDOPERP_SANDBOX) === true;
|
||||||
|
return {
|
||||||
|
apiKeyId,
|
||||||
|
apiSecret,
|
||||||
|
symbol: process.env.ONDOPERPS_SYMBOL ?? process.env.ONDOPERP_SYMBOL ?? symbol,
|
||||||
|
baseUrl: process.env.ONDOPERPS_BASE_URL ?? process.env.ONDOPERP_BASE_URL ?? (sandbox ? "https://api.ondoperps-sandbox.xyz" : undefined),
|
||||||
|
wsUrl: process.env.ONDOPERPS_WS_URL ?? process.env.ONDOPERP_WS_URL ?? (sandbox ? "wss://api.ondoperps-sandbox.xyz/ws" : undefined),
|
||||||
|
builderCode: process.env.ONDOPERPS_BUILDER_CODE ?? process.env.ONDOPERP_BUILDER_CODE ?? undefined,
|
||||||
|
builderFeeRateBps: parseOptionalNumber(
|
||||||
|
process.env.ONDOPERPS_BUILDER_FEE_RATE_BPS ?? process.env.ONDOPERP_BUILDER_FEE_RATE_BPS,
|
||||||
|
),
|
||||||
|
};
|
||||||
|
}
|
||||||
|
|
||||||
function isHex32(value: string): boolean {
|
function isHex32(value: string): boolean {
|
||||||
return /^0x[0-9a-fA-F]{64}$/.test(value.trim());
|
return /^0x[0-9a-fA-F]{64}$/.test(value.trim());
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,4 +1,3 @@
|
|||||||
import { setTimeout, clearTimeout } from "timers";
|
|
||||||
import type {
|
import type {
|
||||||
AccountListener,
|
AccountListener,
|
||||||
DepthListener,
|
DepthListener,
|
||||||
@@ -10,9 +9,9 @@ import type {
|
|||||||
RestHealthListener,
|
RestHealthListener,
|
||||||
TickerListener,
|
TickerListener,
|
||||||
} from "../adapter";
|
} from "../adapter";
|
||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import type { Order, CreateOrderParams } from "../types";
|
||||||
import { extractMessage } from "../../utils/errors";
|
|
||||||
import { StandxGateway, type StandxGatewayOptions, type ConnectionEventListener, type ConnectionEventType } from "./gateway";
|
import { StandxGateway, type StandxGatewayOptions, type ConnectionEventListener, type ConnectionEventType } from "./gateway";
|
||||||
|
import { createSafeInvoke, createInitManager } from "../adapter-utils";
|
||||||
|
|
||||||
export type { ConnectionEventListener, ConnectionEventType };
|
export type { ConnectionEventListener, ConnectionEventType };
|
||||||
|
|
||||||
@@ -31,11 +30,8 @@ export class StandxExchangeAdapter implements ExchangeAdapter {
|
|||||||
|
|
||||||
private readonly gateway: StandxGateway;
|
private readonly gateway: StandxGateway;
|
||||||
private readonly symbol: string;
|
private readonly symbol: string;
|
||||||
private initPromise: Promise<void> | null = null;
|
private readonly safeInvoke = createSafeInvoke("StandxExchangeAdapter");
|
||||||
private readonly initContexts = new Set<string>();
|
private readonly init: ReturnType<typeof createInitManager>;
|
||||||
private retryTimer: ReturnType<typeof setTimeout> | null = null;
|
|
||||||
private retryDelayMs = 3000;
|
|
||||||
private lastInitErrorAt = 0;
|
|
||||||
|
|
||||||
constructor(credentials: StandxCredentials = {}) {
|
constructor(credentials: StandxCredentials = {}) {
|
||||||
const token = credentials.token ?? process.env.STANDX_TOKEN;
|
const token = credentials.token ?? process.env.STANDX_TOKEN;
|
||||||
@@ -52,6 +48,9 @@ export class StandxExchangeAdapter implements ExchangeAdapter {
|
|||||||
signingKey: credentials.signingKey,
|
signingKey: credentials.signingKey,
|
||||||
logger: credentials.logger,
|
logger: credentials.logger,
|
||||||
});
|
});
|
||||||
|
this.init = createInitManager("StandxExchangeAdapter", () =>
|
||||||
|
this.gateway.ensureInitialized(this.symbol),
|
||||||
|
);
|
||||||
}
|
}
|
||||||
|
|
||||||
supportsTrailingStops(): boolean {
|
supportsTrailingStops(): boolean {
|
||||||
@@ -59,52 +58,52 @@ export class StandxExchangeAdapter implements ExchangeAdapter {
|
|||||||
}
|
}
|
||||||
|
|
||||||
watchAccount(cb: AccountListener): void {
|
watchAccount(cb: AccountListener): void {
|
||||||
void this.ensureInitialized("watchAccount");
|
void this.init.ensureInitialized("watchAccount");
|
||||||
this.gateway.onAccount(this.safeInvoke("watchAccount", cb));
|
this.gateway.onAccount(this.safeInvoke("watchAccount", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
watchOrders(cb: OrderListener): void {
|
watchOrders(cb: OrderListener): void {
|
||||||
void this.ensureInitialized("watchOrders");
|
void this.init.ensureInitialized("watchOrders");
|
||||||
this.gateway.onOrders(this.safeInvoke("watchOrders", cb));
|
this.gateway.onOrders(this.safeInvoke("watchOrders", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
watchDepth(symbol: string, cb: DepthListener): void {
|
watchDepth(symbol: string, cb: DepthListener): void {
|
||||||
void this.ensureInitialized("watchDepth");
|
void this.init.ensureInitialized("watchDepth");
|
||||||
this.gateway.onDepth(symbol, this.safeInvoke("watchDepth", cb));
|
this.gateway.onDepth(symbol, this.safeInvoke("watchDepth", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
watchTicker(symbol: string, cb: TickerListener): void {
|
watchTicker(symbol: string, cb: TickerListener): void {
|
||||||
void this.ensureInitialized("watchTicker");
|
void this.init.ensureInitialized("watchTicker");
|
||||||
this.gateway.onTicker(symbol, this.safeInvoke("watchTicker", cb));
|
this.gateway.onTicker(symbol, this.safeInvoke("watchTicker", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
watchKlines(symbol: string, interval: string, cb: KlineListener): void {
|
watchKlines(symbol: string, interval: string, cb: KlineListener): void {
|
||||||
void this.ensureInitialized("watchKlines");
|
void this.init.ensureInitialized("watchKlines");
|
||||||
this.gateway.onKlines(symbol, interval, this.safeInvoke("watchKlines", cb));
|
this.gateway.onKlines(symbol, interval, this.safeInvoke("watchKlines", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
watchFundingRate(symbol: string, cb: FundingRateListener): void {
|
watchFundingRate(symbol: string, cb: FundingRateListener): void {
|
||||||
void this.ensureInitialized("watchFundingRate");
|
void this.init.ensureInitialized("watchFundingRate");
|
||||||
this.gateway.onFundingRate(symbol, this.safeInvoke("watchFundingRate", cb));
|
this.gateway.onFundingRate(symbol, this.safeInvoke("watchFundingRate", cb));
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
await this.ensureInitialized("createOrder");
|
await this.init.ensureInitialized("createOrder");
|
||||||
return this.gateway.createOrder(params);
|
return this.gateway.createOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
|
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
|
||||||
await this.ensureInitialized("cancelOrder");
|
await this.init.ensureInitialized("cancelOrder");
|
||||||
await this.gateway.cancelOrder(params);
|
await this.gateway.cancelOrder(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
|
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
|
||||||
await this.ensureInitialized("cancelOrders");
|
await this.init.ensureInitialized("cancelOrders");
|
||||||
await this.gateway.cancelOrders(params);
|
await this.gateway.cancelOrders(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelAllOrders(params: { symbol: string }): Promise<void> {
|
async cancelAllOrders(params: { symbol: string }): Promise<void> {
|
||||||
await this.ensureInitialized("cancelAllOrders");
|
await this.init.ensureInitialized("cancelAllOrders");
|
||||||
await this.gateway.cancelAllOrders(params);
|
await this.gateway.cancelAllOrders(params);
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -151,18 +150,18 @@ export class StandxExchangeAdapter implements ExchangeAdapter {
|
|||||||
* 查询当前真实的挂单状态(通过 HTTP API)
|
* 查询当前真实的挂单状态(通过 HTTP API)
|
||||||
* 用于验证实际挂单情况,防止取消请求丢失
|
* 用于验证实际挂单情况,防止取消请求丢失
|
||||||
*/
|
*/
|
||||||
async queryOpenOrders(): Promise<AsterOrder[]> {
|
async queryOpenOrders(): Promise<Order[]> {
|
||||||
await this.ensureInitialized("queryOpenOrders");
|
await this.init.ensureInitialized("queryOpenOrders");
|
||||||
return this.gateway.queryOpenOrders(this.symbol);
|
return this.gateway.queryOpenOrders(this.symbol);
|
||||||
}
|
}
|
||||||
|
|
||||||
async queryAccountSnapshot() {
|
async queryAccountSnapshot() {
|
||||||
await this.ensureInitialized("queryAccountSnapshot");
|
await this.init.ensureInitialized("queryAccountSnapshot");
|
||||||
return this.gateway.queryAccountSnapshot();
|
return this.gateway.queryAccountSnapshot();
|
||||||
}
|
}
|
||||||
|
|
||||||
async changeMarginMode(params: { symbol: string; marginMode: "isolated" | "cross" }): Promise<void> {
|
async changeMarginMode(params: { symbol: string; marginMode: "isolated" | "cross" }): Promise<void> {
|
||||||
await this.ensureInitialized("changeMarginMode");
|
await this.init.ensureInitialized("changeMarginMode");
|
||||||
await this.gateway.changeMarginMode(params.symbol, params.marginMode);
|
await this.gateway.changeMarginMode(params.symbol, params.marginMode);
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -171,69 +170,7 @@ export class StandxExchangeAdapter implements ExchangeAdapter {
|
|||||||
* 会查询当前挂单然后取消,并验证取消成功
|
* 会查询当前挂单然后取消,并验证取消成功
|
||||||
*/
|
*/
|
||||||
async forceCancelAllOrders(): Promise<boolean> {
|
async forceCancelAllOrders(): Promise<boolean> {
|
||||||
await this.ensureInitialized("forceCancelAllOrders");
|
await this.init.ensureInitialized("forceCancelAllOrders");
|
||||||
return this.gateway.forceCancelAllOrders(this.symbol);
|
return this.gateway.forceCancelAllOrders(this.symbol);
|
||||||
}
|
}
|
||||||
|
|
||||||
private safeInvoke<T extends (...args: any[]) => void>(context: string, cb: T): T {
|
|
||||||
const wrapped = ((...args: any[]) => {
|
|
||||||
try {
|
|
||||||
cb(...args);
|
|
||||||
} catch (error) {
|
|
||||||
console.error(`[StandxExchangeAdapter] ${context} handler failed: ${extractMessage(error)}`);
|
|
||||||
}
|
|
||||||
}) as T;
|
|
||||||
return wrapped;
|
|
||||||
}
|
|
||||||
|
|
||||||
private ensureInitialized(context?: string): Promise<void> {
|
|
||||||
if (!this.initPromise) {
|
|
||||||
this.initContexts.clear();
|
|
||||||
this.initPromise = this.gateway
|
|
||||||
.ensureInitialized(this.symbol)
|
|
||||||
.then((value) => {
|
|
||||||
this.clearRetry();
|
|
||||||
return value;
|
|
||||||
})
|
|
||||||
.catch((error) => {
|
|
||||||
this.handleInitError("initialize", error);
|
|
||||||
this.initPromise = null;
|
|
||||||
this.scheduleRetry();
|
|
||||||
throw error;
|
|
||||||
});
|
|
||||||
}
|
|
||||||
if (context && !this.initContexts.has(context)) {
|
|
||||||
this.initContexts.add(context);
|
|
||||||
this.initPromise.catch((error) => {
|
|
||||||
this.handleInitError(context, error);
|
|
||||||
this.scheduleRetry();
|
|
||||||
});
|
|
||||||
}
|
|
||||||
return this.initPromise;
|
|
||||||
}
|
|
||||||
|
|
||||||
private scheduleRetry(): void {
|
|
||||||
if (this.retryTimer) return;
|
|
||||||
this.retryTimer = setTimeout(() => {
|
|
||||||
this.retryTimer = null;
|
|
||||||
if (this.initPromise) return;
|
|
||||||
this.retryDelayMs = Math.min(this.retryDelayMs * 2, 60_000);
|
|
||||||
void this.ensureInitialized("retry");
|
|
||||||
}, this.retryDelayMs);
|
|
||||||
}
|
|
||||||
|
|
||||||
private clearRetry(): void {
|
|
||||||
if (this.retryTimer) {
|
|
||||||
clearTimeout(this.retryTimer);
|
|
||||||
this.retryTimer = null;
|
|
||||||
}
|
|
||||||
this.retryDelayMs = 3000;
|
|
||||||
}
|
|
||||||
|
|
||||||
private handleInitError(context: string, error: unknown): void {
|
|
||||||
const now = Date.now();
|
|
||||||
if (now - this.lastInitErrorAt < 5000) return;
|
|
||||||
this.lastInitErrorAt = now;
|
|
||||||
console.error(`[StandxExchangeAdapter] ${context} failed`, error);
|
|
||||||
}
|
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -14,13 +14,13 @@ import type {
|
|||||||
TickerListener,
|
TickerListener,
|
||||||
} from "../adapter";
|
} from "../adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountAsset,
|
AccountAsset,
|
||||||
AsterAccountPosition,
|
AccountPosition,
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
CreateOrderParams,
|
CreateOrderParams,
|
||||||
OrderSide,
|
OrderSide,
|
||||||
OrderType,
|
OrderType,
|
||||||
@@ -77,7 +77,7 @@ type FundingState = {
|
|||||||
};
|
};
|
||||||
|
|
||||||
type VirtualStop = {
|
type VirtualStop = {
|
||||||
order: AsterOrder;
|
order: Order;
|
||||||
stopPrice: number;
|
stopPrice: number;
|
||||||
side: OrderSide;
|
side: OrderSide;
|
||||||
symbol: string;
|
symbol: string;
|
||||||
@@ -279,7 +279,7 @@ function resolutionFromInterval(interval: string): { resolution: string; seconds
|
|||||||
return { resolution: "1", seconds: 60 };
|
return { resolution: "1", seconds: 60 };
|
||||||
}
|
}
|
||||||
|
|
||||||
function mergeOrderSnapshot(map: Map<string, AsterOrder>, order: AsterOrder): void {
|
function mergeOrderSnapshot(map: Map<string, Order>, order: Order): void {
|
||||||
const key = String(order.orderId);
|
const key = String(order.orderId);
|
||||||
const existing = map.get(key);
|
const existing = map.get(key);
|
||||||
if (!existing) {
|
if (!existing) {
|
||||||
@@ -418,12 +418,12 @@ export class StandxGateway {
|
|||||||
private readonly fundingListeners = new Map<string, Set<FundingRateListener>>();
|
private readonly fundingListeners = new Map<string, Set<FundingRateListener>>();
|
||||||
private readonly connectionListeners = new Set<ConnectionEventListener>();
|
private readonly connectionListeners = new Set<ConnectionEventListener>();
|
||||||
|
|
||||||
private readonly openOrders = new Map<string, AsterOrder>();
|
private readonly openOrders = new Map<string, Order>();
|
||||||
private readonly positions = new Map<string, AsterAccountPosition>();
|
private readonly positions = new Map<string, AccountPosition>();
|
||||||
private readonly balances = new Map<string, AsterAccountAsset>();
|
private readonly balances = new Map<string, AccountAsset>();
|
||||||
private readonly virtualStops = new Map<string, VirtualStop>();
|
private readonly virtualStops = new Map<string, VirtualStop>();
|
||||||
|
|
||||||
private accountSnapshot: AsterAccountSnapshot | null = null;
|
private accountSnapshot: AccountSnapshot | null = null;
|
||||||
private readonly restHealthListeners = new Set<RestHealthListener>();
|
private readonly restHealthListeners = new Set<RestHealthListener>();
|
||||||
private restConsecutiveErrors = 0;
|
private restConsecutiveErrors = 0;
|
||||||
private restUnhealthy = false;
|
private restUnhealthy = false;
|
||||||
@@ -582,14 +582,14 @@ export class StandxGateway {
|
|||||||
* 查询当前真实的挂单状态(通过 HTTP API)
|
* 查询当前真实的挂单状态(通过 HTTP API)
|
||||||
* 用于在网络恢复后验证实际挂单情况
|
* 用于在网络恢复后验证实际挂单情况
|
||||||
*/
|
*/
|
||||||
async queryOpenOrders(symbol: string): Promise<AsterOrder[]> {
|
async queryOpenOrders(symbol: string): Promise<Order[]> {
|
||||||
const normalized = normalizeSymbol(symbol);
|
const normalized = normalizeSymbol(symbol);
|
||||||
const ordersPayload = await this.requestJson<unknown>("/api/query_open_orders", {
|
const ordersPayload = await this.requestJson<unknown>("/api/query_open_orders", {
|
||||||
method: "GET",
|
method: "GET",
|
||||||
params: { symbol: normalized },
|
params: { symbol: normalized },
|
||||||
});
|
});
|
||||||
const orders = extractOrders(ordersPayload);
|
const orders = extractOrders(ordersPayload);
|
||||||
const result: AsterOrder[] = [];
|
const result: Order[] = [];
|
||||||
for (const raw of orders) {
|
for (const raw of orders) {
|
||||||
const order = this.mapOrder(raw);
|
const order = this.mapOrder(raw);
|
||||||
result.push(order);
|
result.push(order);
|
||||||
@@ -618,7 +618,7 @@ export class StandxGateway {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
const normalizedSymbol = normalizeSymbol(params.symbol);
|
const normalizedSymbol = normalizeSymbol(params.symbol);
|
||||||
if (params.type === "STOP_MARKET") {
|
if (params.type === "STOP_MARKET") {
|
||||||
return this.createVirtualStopOrder(normalizedSymbol, params);
|
return this.createVirtualStopOrder(normalizedSymbol, params);
|
||||||
@@ -785,7 +785,7 @@ export class StandxGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private async createVirtualStopOrder(symbol: string, params: CreateOrderParams): Promise<AsterOrder> {
|
private async createVirtualStopOrder(symbol: string, params: CreateOrderParams): Promise<Order> {
|
||||||
const stopPrice = Number(params.stopPrice);
|
const stopPrice = Number(params.stopPrice);
|
||||||
if (!Number.isFinite(stopPrice)) {
|
if (!Number.isFinite(stopPrice)) {
|
||||||
throw new Error("STOP_MARKET requires stopPrice for StandX");
|
throw new Error("STOP_MARKET requires stopPrice for StandX");
|
||||||
@@ -796,7 +796,7 @@ export class StandxGateway {
|
|||||||
}
|
}
|
||||||
const now = Date.now();
|
const now = Date.now();
|
||||||
const clientOrderId = crypto.randomUUID();
|
const clientOrderId = crypto.randomUUID();
|
||||||
const order: AsterOrder = {
|
const order: Order = {
|
||||||
orderId: clientOrderId,
|
orderId: clientOrderId,
|
||||||
clientOrderId,
|
clientOrderId,
|
||||||
symbol,
|
symbol,
|
||||||
@@ -825,7 +825,7 @@ export class StandxGateway {
|
|||||||
return order;
|
return order;
|
||||||
}
|
}
|
||||||
|
|
||||||
private async submitOrder(symbol: string, params: CreateOrderParams): Promise<AsterOrder> {
|
private async submitOrder(symbol: string, params: CreateOrderParams): Promise<Order> {
|
||||||
const orderType = params.type === "MARKET" ? "market" : "limit";
|
const orderType = params.type === "MARKET" ? "market" : "limit";
|
||||||
const clientOrderId = crypto.randomUUID();
|
const clientOrderId = crypto.randomUUID();
|
||||||
const qty = toDecimalString(params.quantity);
|
const qty = toDecimalString(params.quantity);
|
||||||
@@ -870,7 +870,7 @@ export class StandxGateway {
|
|||||||
throw new Error(response.message ?? "StandX order rejected");
|
throw new Error(response.message ?? "StandX order rejected");
|
||||||
}
|
}
|
||||||
const now = Date.now();
|
const now = Date.now();
|
||||||
const order: AsterOrder = {
|
const order: Order = {
|
||||||
orderId: clientOrderId,
|
orderId: clientOrderId,
|
||||||
clientOrderId,
|
clientOrderId,
|
||||||
symbol,
|
symbol,
|
||||||
@@ -1038,7 +1038,7 @@ export class StandxGateway {
|
|||||||
}
|
}
|
||||||
this.logDebug("ws depth stats", detail);
|
this.logDebug("ws depth stats", detail);
|
||||||
}
|
}
|
||||||
const depth: AsterDepth = {
|
const depth: Depth = {
|
||||||
lastUpdateId: Number(message.seq ?? Date.now()),
|
lastUpdateId: Number(message.seq ?? Date.now()),
|
||||||
bids: finalBids,
|
bids: finalBids,
|
||||||
asks: finalAsks,
|
asks: finalAsks,
|
||||||
@@ -1355,7 +1355,7 @@ export class StandxGateway {
|
|||||||
console.log(`[StandxGateway] ws raw`, output);
|
console.log(`[StandxGateway] ws raw`, output);
|
||||||
}
|
}
|
||||||
|
|
||||||
private emitDepth(symbol: string, depth: AsterDepth): void {
|
private emitDepth(symbol: string, depth: Depth): void {
|
||||||
const listeners = this.depthListeners.get(normalizeSymbol(symbol));
|
const listeners = this.depthListeners.get(normalizeSymbol(symbol));
|
||||||
if (!listeners) return;
|
if (!listeners) return;
|
||||||
for (const listener of listeners) {
|
for (const listener of listeners) {
|
||||||
@@ -1367,7 +1367,7 @@ export class StandxGateway {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
private emitTicker(symbol: string, ticker: AsterTicker): void {
|
private emitTicker(symbol: string, ticker: Ticker): void {
|
||||||
const listeners = this.tickerListeners.get(normalizeSymbol(symbol));
|
const listeners = this.tickerListeners.get(normalizeSymbol(symbol));
|
||||||
if (!listeners) return;
|
if (!listeners) return;
|
||||||
const price = Number(ticker.lastPrice);
|
const price = Number(ticker.lastPrice);
|
||||||
@@ -1406,7 +1406,7 @@ export class StandxGateway {
|
|||||||
(sum, position) => sum + Number(position.unrealizedProfit ?? 0),
|
(sum, position) => sum + Number(position.unrealizedProfit ?? 0),
|
||||||
0
|
0
|
||||||
);
|
);
|
||||||
const snapshot: AsterAccountSnapshot = {
|
const snapshot: AccountSnapshot = {
|
||||||
canTrade: true,
|
canTrade: true,
|
||||||
canDeposit: true,
|
canDeposit: true,
|
||||||
canWithdraw: true,
|
canWithdraw: true,
|
||||||
@@ -1427,7 +1427,7 @@ export class StandxGateway {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
private async refreshAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
|
private async refreshAccountSnapshot(): Promise<AccountSnapshot | null> {
|
||||||
try {
|
try {
|
||||||
const [balance, positions] = await Promise.all([
|
const [balance, positions] = await Promise.all([
|
||||||
this.requestJson<StandxBalanceSnapshot>("/api/query_balance", { method: "GET" }),
|
this.requestJson<StandxBalanceSnapshot>("/api/query_balance", { method: "GET" }),
|
||||||
@@ -1444,7 +1444,7 @@ export class StandxGateway {
|
|||||||
}
|
}
|
||||||
if (balance) {
|
if (balance) {
|
||||||
const token = "DUSD";
|
const token = "DUSD";
|
||||||
const asset: AsterAccountAsset = {
|
const asset: AccountAsset = {
|
||||||
asset: token,
|
asset: token,
|
||||||
walletBalance: String(balance.balance ?? "0"),
|
walletBalance: String(balance.balance ?? "0"),
|
||||||
availableBalance: String(balance.cross_available ?? balance.balance ?? "0"),
|
availableBalance: String(balance.cross_available ?? balance.balance ?? "0"),
|
||||||
@@ -1461,7 +1461,7 @@ export class StandxGateway {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
|
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
|
||||||
return await this.refreshAccountSnapshot();
|
return await this.refreshAccountSnapshot();
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -1515,7 +1515,7 @@ export class StandxGateway {
|
|||||||
if (!data?.symbol) return;
|
if (!data?.symbol) return;
|
||||||
const bids = normalizeDepthLevels((data.bids ?? []).map(([price, qty]) => [String(price), String(qty)]), "bid");
|
const bids = normalizeDepthLevels((data.bids ?? []).map(([price, qty]) => [String(price), String(qty)]), "bid");
|
||||||
const asks = normalizeDepthLevels((data.asks ?? []).map(([price, qty]) => [String(price), String(qty)]), "ask");
|
const asks = normalizeDepthLevels((data.asks ?? []).map(([price, qty]) => [String(price), String(qty)]), "ask");
|
||||||
const depth: AsterDepth = {
|
const depth: Depth = {
|
||||||
lastUpdateId: Date.now(),
|
lastUpdateId: Date.now(),
|
||||||
bids,
|
bids,
|
||||||
asks,
|
asks,
|
||||||
@@ -1554,7 +1554,7 @@ export class StandxGateway {
|
|||||||
},
|
},
|
||||||
});
|
});
|
||||||
if (!response || response.s !== "ok" || !Array.isArray(response.t)) return;
|
if (!response || response.s !== "ok" || !Array.isArray(response.t)) return;
|
||||||
const klines: AsterKline[] = response.t.map((openTime, index) => {
|
const klines: Kline[] = response.t.map((openTime, index) => {
|
||||||
const o = response.o?.[index];
|
const o = response.o?.[index];
|
||||||
const h = response.h?.[index];
|
const h = response.h?.[index];
|
||||||
const l = response.l?.[index];
|
const l = response.l?.[index];
|
||||||
@@ -1647,7 +1647,7 @@ export class StandxGateway {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapOrder(data: StandxOrder): AsterOrder {
|
private mapOrder(data: StandxOrder): Order {
|
||||||
const clientOrderId = data.cl_ord_id ? String(data.cl_ord_id) : data.id != null ? String(data.id) : "";
|
const clientOrderId = data.cl_ord_id ? String(data.cl_ord_id) : data.id != null ? String(data.id) : "";
|
||||||
const orderId = clientOrderId || (data.id != null ? String(data.id) : "") || crypto.randomUUID();
|
const orderId = clientOrderId || (data.id != null ? String(data.id) : "") || crypto.randomUUID();
|
||||||
const normalizedClientId = clientOrderId || orderId;
|
const normalizedClientId = clientOrderId || orderId;
|
||||||
@@ -1675,7 +1675,7 @@ export class StandxGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapPosition(data: StandxPosition): AsterAccountPosition {
|
private mapPosition(data: StandxPosition): AccountPosition {
|
||||||
return {
|
return {
|
||||||
symbol: data.symbol,
|
symbol: data.symbol,
|
||||||
positionAmt: String(data.qty ?? "0"),
|
positionAmt: String(data.qty ?? "0"),
|
||||||
@@ -1690,7 +1690,7 @@ export class StandxGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapBalance(data: StandxBalance): AsterAccountAsset {
|
private mapBalance(data: StandxBalance): AccountAsset {
|
||||||
const walletBalance = data.total ?? data.free ?? "0";
|
const walletBalance = data.total ?? data.free ?? "0";
|
||||||
const availableBalance = data.free ?? walletBalance;
|
const availableBalance = data.free ?? walletBalance;
|
||||||
return {
|
return {
|
||||||
@@ -1701,7 +1701,7 @@ export class StandxGateway {
|
|||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
|
||||||
private mapTicker(data: StandxPrice): AsterTicker {
|
private mapTicker(data: StandxPrice): Ticker {
|
||||||
const spread = data.spread ?? [data.spread_bid ?? "0", data.spread_ask ?? "0"];
|
const spread = data.spread ?? [data.spread_bid ?? "0", data.spread_ask ?? "0"];
|
||||||
const lastPrice = data.last_price ?? data.mark_price ?? data.index_price ?? data.mid_price ?? "0";
|
const lastPrice = data.last_price ?? data.mark_price ?? data.index_price ?? data.mid_price ?? "0";
|
||||||
return {
|
return {
|
||||||
|
|||||||
@@ -1,94 +1,21 @@
|
|||||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
import { createOrderHandlers } from "../order-handlers";
|
||||||
import type {
|
|
||||||
BaseOrderIntent,
|
|
||||||
ClosePositionIntent,
|
|
||||||
LimitOrderIntent,
|
|
||||||
MarketOrderIntent,
|
|
||||||
StopOrderIntent,
|
|
||||||
TrailingStopOrderIntent,
|
|
||||||
} from "../order-schema";
|
|
||||||
import { toStringBoolean } from "../order-schema";
|
|
||||||
|
|
||||||
function applyCommonFields(params: CreateOrderParams, intent: BaseOrderIntent): CreateOrderParams {
|
const handlers = createOrderHandlers({
|
||||||
if (params.quantity === undefined) {
|
exchangeName: "StandX",
|
||||||
params.quantity = intent.quantity;
|
defaultLimitTimeInForce: "GTX",
|
||||||
}
|
defaultMarketTimeInForce: "IOC",
|
||||||
if (params.timeInForce === undefined && intent.timeInForce) {
|
defaultCloseTimeInForce: "IOC",
|
||||||
params.timeInForce = intent.timeInForce;
|
supportsTrailingStop: false,
|
||||||
}
|
supportsTriggerType: false,
|
||||||
if (intent.reduceOnly !== undefined) {
|
stopDefaultReduceOnly: true,
|
||||||
params.reduceOnly = toStringBoolean(intent.reduceOnly);
|
stopDefaultClosePosition: true,
|
||||||
}
|
closeDefaultClosePosition: true,
|
||||||
if (intent.closePosition !== undefined) {
|
});
|
||||||
params.closePosition = toStringBoolean(intent.closePosition);
|
|
||||||
}
|
|
||||||
return params;
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterOrder> {
|
export const {
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
createLimitOrder,
|
||||||
{
|
createMarketOrder,
|
||||||
symbol: intent.symbol,
|
createStopOrder,
|
||||||
side: intent.side,
|
createTrailingStopOrder,
|
||||||
type: "LIMIT",
|
createClosePositionOrder,
|
||||||
quantity: intent.quantity,
|
} = handlers;
|
||||||
price: intent.price,
|
|
||||||
timeInForce: intent.timeInForce ?? "GTX",
|
|
||||||
slPrice: intent.slPrice,
|
|
||||||
tpPrice: intent.tpPrice,
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createMarketOrder(intent: MarketOrderIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
timeInForce: intent.timeInForce ?? "IOC",
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createStopOrder(intent: StopOrderIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "STOP_MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
stopPrice: intent.stopPrice,
|
|
||||||
timeInForce: intent.timeInForce ?? "GTC",
|
|
||||||
reduceOnly: toStringBoolean(intent.reduceOnly ?? true),
|
|
||||||
closePosition: toStringBoolean(intent.closePosition ?? true),
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createTrailingStopOrder(_intent: TrailingStopOrderIntent): Promise<AsterOrder> {
|
|
||||||
throw new Error("StandX exchange does not support trailing stop orders");
|
|
||||||
}
|
|
||||||
|
|
||||||
export async function createClosePositionOrder(intent: ClosePositionIntent): Promise<AsterOrder> {
|
|
||||||
const params: CreateOrderParams = applyCommonFields(
|
|
||||||
{
|
|
||||||
symbol: intent.symbol,
|
|
||||||
side: intent.side,
|
|
||||||
type: "MARKET",
|
|
||||||
quantity: intent.quantity,
|
|
||||||
reduceOnly: "true",
|
|
||||||
closePosition: toStringBoolean(intent.closePosition ?? true),
|
|
||||||
timeInForce: intent.timeInForce ?? "IOC",
|
|
||||||
},
|
|
||||||
intent
|
|
||||||
);
|
|
||||||
return intent.adapter.createOrder(params);
|
|
||||||
}
|
|
||||||
|
|||||||
+15
-465
@@ -25,12 +25,12 @@ export interface CreateOrderParams {
|
|||||||
reduceOnly?: StringBoolean;
|
reduceOnly?: StringBoolean;
|
||||||
closePosition?: StringBoolean;
|
closePosition?: StringBoolean;
|
||||||
triggerType?: "UNSPECIFIED" | "TAKE_PROFIT" | "STOP_LOSS";
|
triggerType?: "UNSPECIFIED" | "TAKE_PROFIT" | "STOP_LOSS";
|
||||||
// StandX TPSL 参数
|
slPrice?: number;
|
||||||
slPrice?: number; // 止损价格
|
tpPrice?: number;
|
||||||
tpPrice?: number; // 止盈价格
|
clientOrderId?: string;
|
||||||
}
|
}
|
||||||
|
|
||||||
export interface AsterAccountPosition {
|
export interface AccountPosition {
|
||||||
symbol: string;
|
symbol: string;
|
||||||
positionAmt: string;
|
positionAmt: string;
|
||||||
entryPrice: string;
|
entryPrice: string;
|
||||||
@@ -51,210 +51,7 @@ export interface AsterAccountPosition {
|
|||||||
markPrice?: string;
|
markPrice?: string;
|
||||||
}
|
}
|
||||||
|
|
||||||
export interface GrvtOrderLeg {
|
export interface AccountAsset {
|
||||||
instrument: string;
|
|
||||||
size: string;
|
|
||||||
limit_price?: string;
|
|
||||||
is_buying_asset?: boolean;
|
|
||||||
}
|
|
||||||
|
|
||||||
export type GrvtTimeInForce =
|
|
||||||
| "GOOD_TILL_TIME"
|
|
||||||
| "ALL_OR_NONE"
|
|
||||||
| "IMMEDIATE_OR_CANCEL"
|
|
||||||
| "FILL_OR_KILL";
|
|
||||||
|
|
||||||
export interface GrvtOrderMetadata {
|
|
||||||
client_order_id?: string;
|
|
||||||
create_time?: string;
|
|
||||||
broker?: string | null;
|
|
||||||
trigger?: GrvtTriggerMetadata;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface GrvtOrderState {
|
|
||||||
status?: string;
|
|
||||||
reject_reason?: string | null;
|
|
||||||
book_size?: string[];
|
|
||||||
traded_size?: string[];
|
|
||||||
update_time?: string;
|
|
||||||
avg_fill_price?: string[];
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface GrvtOrder {
|
|
||||||
order_id: string;
|
|
||||||
client_order_id?: string;
|
|
||||||
sub_account_id?: string;
|
|
||||||
is_market?: boolean;
|
|
||||||
time_in_force?: GrvtTimeInForce;
|
|
||||||
post_only?: boolean;
|
|
||||||
reduce_only?: boolean;
|
|
||||||
legs?: GrvtOrderLeg[];
|
|
||||||
metadata?: GrvtOrderMetadata;
|
|
||||||
state?: GrvtOrderState;
|
|
||||||
instrument?: string;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface GrvtTrade {
|
|
||||||
price: string;
|
|
||||||
size: string;
|
|
||||||
taker_side: "BUY" | "SELL";
|
|
||||||
timestamp: string;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface GrvtTradeHistoryResponse {
|
|
||||||
result?: GrvtTrade[];
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface GrvtWebsocketMessage<T> {
|
|
||||||
stream: string;
|
|
||||||
selector: string;
|
|
||||||
sequence_number?: string;
|
|
||||||
feed: T;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface GrvtOrderUpdateFeed {
|
|
||||||
order_id: string;
|
|
||||||
client_order_id?: string;
|
|
||||||
sub_account_id?: string;
|
|
||||||
state?: GrvtOrderState;
|
|
||||||
traded_size?: string[];
|
|
||||||
update_time?: string;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface GrvtPositionUpdateFeed {
|
|
||||||
instrument: string;
|
|
||||||
size: string;
|
|
||||||
entry_price?: string;
|
|
||||||
mark_price?: string;
|
|
||||||
unrealized_pnl?: string;
|
|
||||||
sub_account_id?: string;
|
|
||||||
update_time?: string;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface GrvtDepthUpdateFeed {
|
|
||||||
instrument: string;
|
|
||||||
bids: GrvtDepthLevel[];
|
|
||||||
asks: GrvtDepthLevel[];
|
|
||||||
event_time?: string;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface GrvtTickerUpdateFeed {
|
|
||||||
instrument: string;
|
|
||||||
mark_price?: string;
|
|
||||||
last_trade_price?: string;
|
|
||||||
best_bid_price?: string;
|
|
||||||
best_ask_price?: string;
|
|
||||||
volume_24h?: string;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface GrvtOpenOrdersResponse {
|
|
||||||
result?: GrvtOrder[];
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface GrvtPositionsResponse {
|
|
||||||
result?: GrvtPosition[];
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface GrvtPosition {
|
|
||||||
instrument: string;
|
|
||||||
size: string;
|
|
||||||
entry_price?: string;
|
|
||||||
mark_price?: string;
|
|
||||||
unrealized_pnl?: string;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface GrvtAccountSnapshot {
|
|
||||||
total_unrealized_pnl?: string;
|
|
||||||
positions: GrvtPosition[];
|
|
||||||
settle_currency?: string;
|
|
||||||
available_balance?: string;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface GrvtBalancesResponse {
|
|
||||||
result?: {
|
|
||||||
total_unrealized_pnl?: string;
|
|
||||||
positions?: GrvtPosition[];
|
|
||||||
};
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface GrvtDepthLevel {
|
|
||||||
price: string;
|
|
||||||
size: string;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface GrvtDepth {
|
|
||||||
instrument: string;
|
|
||||||
event_time?: string;
|
|
||||||
bids: GrvtDepthLevel[];
|
|
||||||
asks: GrvtDepthLevel[];
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface GrvtTicker {
|
|
||||||
instrument: string;
|
|
||||||
mark_price?: string;
|
|
||||||
last_trade_price?: string;
|
|
||||||
best_bid_price?: string;
|
|
||||||
best_ask_price?: string;
|
|
||||||
volume_24h?: string;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface GrvtKline {
|
|
||||||
open_time: number;
|
|
||||||
close_time: number;
|
|
||||||
open: string;
|
|
||||||
high: string;
|
|
||||||
low: string;
|
|
||||||
close: string;
|
|
||||||
volume: string;
|
|
||||||
number_of_trades?: number;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface GrvtSignature {
|
|
||||||
signer: string;
|
|
||||||
r: string;
|
|
||||||
s: string;
|
|
||||||
v: number;
|
|
||||||
expiration: string;
|
|
||||||
nonce: number;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface GrvtUnsignedOrderLeg {
|
|
||||||
instrument: string;
|
|
||||||
size: string;
|
|
||||||
limit_price?: string;
|
|
||||||
is_buying_asset: boolean;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface GrvtTriggerMetadata {
|
|
||||||
trigger_type: "UNSPECIFIED" | "TAKE_PROFIT" | "STOP_LOSS";
|
|
||||||
tpsl: {
|
|
||||||
trigger_by: "UNSPECIFIED" | "INDEX" | "LAST" | "MID" | "MARK";
|
|
||||||
trigger_price: string;
|
|
||||||
close_position: boolean;
|
|
||||||
};
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface GrvtOrderMetadataInput {
|
|
||||||
client_order_id: string;
|
|
||||||
trigger?: GrvtTriggerMetadata;
|
|
||||||
broker?: string | null;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface GrvtUnsignedOrder {
|
|
||||||
sub_account_id: string;
|
|
||||||
is_market: boolean;
|
|
||||||
time_in_force: GrvtTimeInForce;
|
|
||||||
post_only: boolean;
|
|
||||||
reduce_only: boolean;
|
|
||||||
legs: GrvtUnsignedOrderLeg[];
|
|
||||||
metadata: GrvtOrderMetadataInput;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface GrvtSignedOrder extends GrvtUnsignedOrder {
|
|
||||||
signature: GrvtSignature;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface AsterAccountAsset {
|
|
||||||
asset: string;
|
asset: string;
|
||||||
walletBalance: string;
|
walletBalance: string;
|
||||||
availableBalance: string;
|
availableBalance: string;
|
||||||
@@ -272,7 +69,7 @@ export interface AsterAccountAsset {
|
|||||||
marginAvailable?: boolean;
|
marginAvailable?: boolean;
|
||||||
}
|
}
|
||||||
|
|
||||||
export interface AsterAccountSnapshot {
|
export interface AccountSnapshot {
|
||||||
canTrade: boolean;
|
canTrade: boolean;
|
||||||
canDeposit: boolean;
|
canDeposit: boolean;
|
||||||
canWithdraw: boolean;
|
canWithdraw: boolean;
|
||||||
@@ -288,8 +85,8 @@ export interface AsterAccountSnapshot {
|
|||||||
totalCrossUnPnl?: string;
|
totalCrossUnPnl?: string;
|
||||||
availableBalance?: string;
|
availableBalance?: string;
|
||||||
maxWithdrawAmount?: string;
|
maxWithdrawAmount?: string;
|
||||||
positions: AsterAccountPosition[];
|
positions: AccountPosition[];
|
||||||
assets: AsterAccountAsset[];
|
assets: AccountAsset[];
|
||||||
marketType?: "perp" | "spot";
|
marketType?: "perp" | "spot";
|
||||||
baseAsset?: string;
|
baseAsset?: string;
|
||||||
quoteAsset?: string;
|
quoteAsset?: string;
|
||||||
@@ -297,22 +94,22 @@ export interface AsterAccountSnapshot {
|
|||||||
quoteAssetId?: number;
|
quoteAssetId?: number;
|
||||||
}
|
}
|
||||||
|
|
||||||
export interface AsterDepthLevel extends Array<string> {
|
export interface DepthLevel extends Array<string> {
|
||||||
0: string; // price
|
0: string; // price
|
||||||
1: string; // quantity
|
1: string; // quantity
|
||||||
}
|
}
|
||||||
|
|
||||||
export interface AsterDepth {
|
export interface Depth {
|
||||||
lastUpdateId: number;
|
lastUpdateId: number;
|
||||||
bids: AsterDepthLevel[];
|
bids: DepthLevel[];
|
||||||
asks: AsterDepthLevel[];
|
asks: DepthLevel[];
|
||||||
eventTime?: number;
|
eventTime?: number;
|
||||||
eventType?: string;
|
eventType?: string;
|
||||||
tradeTime?: number;
|
tradeTime?: number;
|
||||||
symbol?: string;
|
symbol?: string;
|
||||||
}
|
}
|
||||||
|
|
||||||
export interface AsterTicker {
|
export interface Ticker {
|
||||||
symbol: string;
|
symbol: string;
|
||||||
lastPrice: string;
|
lastPrice: string;
|
||||||
openPrice: string;
|
openPrice: string;
|
||||||
@@ -336,254 +133,7 @@ export interface AsterTicker {
|
|||||||
count?: number;
|
count?: number;
|
||||||
}
|
}
|
||||||
|
|
||||||
export interface AsterSpotRateLimit {
|
export interface Kline {
|
||||||
rateLimitType: string;
|
|
||||||
interval: string;
|
|
||||||
intervalNum: number;
|
|
||||||
limit: number;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface AsterSpotExchangeFilter {
|
|
||||||
filterType: string;
|
|
||||||
[key: string]: string | number | boolean | undefined;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface AsterFuturesSymbolFilter {
|
|
||||||
filterType: string;
|
|
||||||
tickSize?: string;
|
|
||||||
stepSize?: string;
|
|
||||||
minPrice?: string;
|
|
||||||
maxPrice?: string;
|
|
||||||
minQty?: string;
|
|
||||||
maxQty?: string;
|
|
||||||
[key: string]: string | number | boolean | undefined;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface AsterFuturesSymbolInfo {
|
|
||||||
symbol: string;
|
|
||||||
pair?: string;
|
|
||||||
contractType?: string;
|
|
||||||
pricePrecision?: number;
|
|
||||||
quantityPrecision?: number;
|
|
||||||
baseAssetPrecision?: number;
|
|
||||||
quotePrecision?: number;
|
|
||||||
underlyingType?: string;
|
|
||||||
filters?: AsterFuturesSymbolFilter[];
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface AsterFuturesExchangeInfo {
|
|
||||||
timezone?: string;
|
|
||||||
serverTime?: number;
|
|
||||||
symbols?: AsterFuturesSymbolInfo[];
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface AsterSpotAssetInfo {
|
|
||||||
asset: string;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface AsterSpotSymbolInfo {
|
|
||||||
symbol: string;
|
|
||||||
status: string;
|
|
||||||
baseAsset: string;
|
|
||||||
quoteAsset: string;
|
|
||||||
baseAssetPrecision?: number;
|
|
||||||
quotePrecision?: number;
|
|
||||||
pricePrecision?: number;
|
|
||||||
quantityPrecision?: number;
|
|
||||||
orderTypes: string[];
|
|
||||||
timeInForce: string[];
|
|
||||||
ocoAllowed: boolean;
|
|
||||||
filters: AsterSpotExchangeFilter[];
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface AsterSpotExchangeInfo {
|
|
||||||
timezone: string;
|
|
||||||
serverTime: number;
|
|
||||||
rateLimits: AsterSpotRateLimit[];
|
|
||||||
exchangeFilters: AsterSpotExchangeFilter[];
|
|
||||||
assets?: AsterSpotAssetInfo[];
|
|
||||||
symbols: AsterSpotSymbolInfo[];
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface AsterSpotDepth {
|
|
||||||
lastUpdateId: number;
|
|
||||||
E?: number;
|
|
||||||
T?: number;
|
|
||||||
bids: AsterDepthLevel[];
|
|
||||||
asks: AsterDepthLevel[];
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface AsterSpotTrade {
|
|
||||||
id: number;
|
|
||||||
price: string;
|
|
||||||
qty: string;
|
|
||||||
baseQty?: string;
|
|
||||||
quoteQty?: string;
|
|
||||||
time: number;
|
|
||||||
isBuyerMaker: boolean;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface AsterSpotHistoricalTrade extends AsterSpotTrade {
|
|
||||||
isBestMatch?: boolean;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface AsterSpotAggTrade {
|
|
||||||
a: number;
|
|
||||||
p: string;
|
|
||||||
q: string;
|
|
||||||
f: number;
|
|
||||||
l: number;
|
|
||||||
T: number;
|
|
||||||
m: boolean;
|
|
||||||
M?: boolean;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface AsterSpotKline {
|
|
||||||
openTime: number;
|
|
||||||
open: string;
|
|
||||||
high: string;
|
|
||||||
low: string;
|
|
||||||
close: string;
|
|
||||||
volume: string;
|
|
||||||
closeTime: number;
|
|
||||||
quoteAssetVolume: string;
|
|
||||||
numberOfTrades: number;
|
|
||||||
takerBuyBaseAssetVolume: string;
|
|
||||||
takerBuyQuoteAssetVolume: string;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface AsterSpotTicker24h {
|
|
||||||
symbol: string;
|
|
||||||
priceChange: string;
|
|
||||||
priceChangePercent: string;
|
|
||||||
weightedAvgPrice: string;
|
|
||||||
prevClosePrice: string;
|
|
||||||
lastPrice: string;
|
|
||||||
lastQty: string;
|
|
||||||
bidPrice: string;
|
|
||||||
bidQty: string;
|
|
||||||
askPrice: string;
|
|
||||||
askQty: string;
|
|
||||||
openPrice: string;
|
|
||||||
highPrice: string;
|
|
||||||
lowPrice: string;
|
|
||||||
volume: string;
|
|
||||||
quoteVolume: string;
|
|
||||||
openTime: number;
|
|
||||||
closeTime: number;
|
|
||||||
firstId: number;
|
|
||||||
lastId: number;
|
|
||||||
count: number;
|
|
||||||
baseAsset?: string;
|
|
||||||
quoteAsset?: string;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface AsterSpotPriceTicker {
|
|
||||||
symbol: string;
|
|
||||||
price: string;
|
|
||||||
time?: number;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface AsterSpotBookTicker {
|
|
||||||
symbol: string;
|
|
||||||
bidPrice: string;
|
|
||||||
bidQty: string;
|
|
||||||
askPrice: string;
|
|
||||||
askQty: string;
|
|
||||||
time?: number;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface AsterSpotCommissionRate {
|
|
||||||
symbol: string;
|
|
||||||
makerCommissionRate: string;
|
|
||||||
takerCommissionRate: string;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface CreateSpotOrderParams {
|
|
||||||
symbol: string;
|
|
||||||
side: OrderSide;
|
|
||||||
type: OrderType;
|
|
||||||
timeInForce?: TimeInForce;
|
|
||||||
quantity?: number | string;
|
|
||||||
quoteOrderQty?: number | string;
|
|
||||||
price?: number | string;
|
|
||||||
newClientOrderId?: string;
|
|
||||||
stopPrice?: number | string;
|
|
||||||
recvWindow?: number;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface CancelSpotOrderParams {
|
|
||||||
symbol: string;
|
|
||||||
orderId?: number | string;
|
|
||||||
origClientOrderId?: string;
|
|
||||||
recvWindow?: number;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface QuerySpotOrderParams extends CancelSpotOrderParams {}
|
|
||||||
|
|
||||||
export interface SpotOpenOrdersParams {
|
|
||||||
symbol?: string;
|
|
||||||
recvWindow?: number;
|
|
||||||
orderIdList?: Array<number | string>;
|
|
||||||
origClientOrderIdList?: string[];
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface SpotAllOrdersParams {
|
|
||||||
symbol: string;
|
|
||||||
orderId?: number;
|
|
||||||
startTime?: number;
|
|
||||||
endTime?: number;
|
|
||||||
limit?: number;
|
|
||||||
recvWindow?: number;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface AsterSpotAccountBalance {
|
|
||||||
asset: string;
|
|
||||||
free: string;
|
|
||||||
locked: string;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface AsterSpotAccount {
|
|
||||||
feeTier: number;
|
|
||||||
canTrade: boolean;
|
|
||||||
canDeposit: boolean;
|
|
||||||
canWithdraw: boolean;
|
|
||||||
canBurnAsset?: boolean;
|
|
||||||
updateTime: number;
|
|
||||||
makerCommission?: string;
|
|
||||||
takerCommission?: string;
|
|
||||||
buyerCommission?: string;
|
|
||||||
sellerCommission?: string;
|
|
||||||
balances: AsterSpotAccountBalance[];
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface SpotUserTradesParams {
|
|
||||||
symbol?: string;
|
|
||||||
orderId?: number;
|
|
||||||
startTime?: number;
|
|
||||||
endTime?: number;
|
|
||||||
fromId?: number;
|
|
||||||
limit?: number;
|
|
||||||
recvWindow?: number;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface AsterSpotUserTrade {
|
|
||||||
symbol: string;
|
|
||||||
id: number;
|
|
||||||
orderId: number;
|
|
||||||
side: OrderSide;
|
|
||||||
price: string;
|
|
||||||
qty: string;
|
|
||||||
quoteQty?: string;
|
|
||||||
commission: string;
|
|
||||||
commissionAsset: string;
|
|
||||||
time: number;
|
|
||||||
counterpartyId?: number;
|
|
||||||
maker: boolean;
|
|
||||||
buyer: boolean;
|
|
||||||
}
|
|
||||||
|
|
||||||
export interface AsterKline {
|
|
||||||
eventType?: string;
|
eventType?: string;
|
||||||
eventTime?: number;
|
eventTime?: number;
|
||||||
symbol?: string;
|
symbol?: string;
|
||||||
@@ -604,7 +154,7 @@ export interface AsterKline {
|
|||||||
isClosed?: boolean;
|
isClosed?: boolean;
|
||||||
}
|
}
|
||||||
|
|
||||||
export interface AsterOrder {
|
export interface Order {
|
||||||
orderId: number | string;
|
orderId: number | string;
|
||||||
clientOrderId: string;
|
clientOrderId: string;
|
||||||
symbol: string;
|
symbol: string;
|
||||||
|
|||||||
@@ -426,6 +426,10 @@ const translations: Record<string, TranslationEntry> = {
|
|||||||
zh: "StandX 需要配置 STANDX_TOKEN",
|
zh: "StandX 需要配置 STANDX_TOKEN",
|
||||||
en: "StandX requires STANDX_TOKEN",
|
en: "StandX requires STANDX_TOKEN",
|
||||||
},
|
},
|
||||||
|
"env.missingOndoperps": {
|
||||||
|
zh: "Ondo Perps 需要配置 ONDOPERPS_API_KEY_ID 与 ONDOPERPS_API_SECRET(兼容旧 ONDOPERP_ 前缀)",
|
||||||
|
en: "Ondo Perps requires ONDOPERPS_API_KEY_ID and ONDOPERPS_API_SECRET (legacy ONDOPERP_ prefix is supported)",
|
||||||
|
},
|
||||||
"log.subscribe.accountFail": {
|
"log.subscribe.accountFail": {
|
||||||
zh: "订阅账户失败: {error}",
|
zh: "订阅账户失败: {error}",
|
||||||
en: "Failed to subscribe account: {error}",
|
en: "Failed to subscribe account: {error}",
|
||||||
|
|||||||
@@ -4,7 +4,6 @@ import { App } from "./ui/App";
|
|||||||
import { setupGlobalErrorHandlers } from "./runtime-errors";
|
import { setupGlobalErrorHandlers } from "./runtime-errors";
|
||||||
import { parseCliArgs, printCliHelp } from "./cli/args";
|
import { parseCliArgs, printCliHelp } from "./cli/args";
|
||||||
import { startStrategy } from "./cli/strategy-runner";
|
import { startStrategy } from "./cli/strategy-runner";
|
||||||
import { resolveExchangeId } from "./exchanges/create-adapter";
|
|
||||||
import { CommandParseError, parseCommandArgv, printCommandHelp } from "./cli/command-parser";
|
import { CommandParseError, parseCommandArgv, printCommandHelp } from "./cli/command-parser";
|
||||||
import { executeCliCommand, renderCommandPayload } from "./cli/command-executor";
|
import { executeCliCommand, renderCommandPayload } from "./cli/command-executor";
|
||||||
|
|
||||||
|
|||||||
@@ -1,7 +1,8 @@
|
|||||||
import type { BasisArbConfig } from "../config";
|
import type { BasisArbConfig } from "../config";
|
||||||
import type { ExchangeAdapter, FundingRateSnapshot } from "../exchanges/adapter";
|
import type { ExchangeAdapter, FundingRateSnapshot } from "../exchanges/adapter";
|
||||||
import type { AsterAccountSnapshot, AsterDepth, AsterSpotBookTicker } from "../exchanges/types";
|
import type { AccountSnapshot, Depth } from "../exchanges/types";
|
||||||
import { AsterSpotRestClient, AsterRestClient } from "../exchanges/aster/client";
|
import type { AsterSpotBookTicker } from "../exchanges/aster/types";
|
||||||
|
import { AsterSpotRestClient, AsterRestClient } from "../exchanges/aster/gateway";
|
||||||
import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
|
import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
|
||||||
import { StrategyEventEmitter } from "./common/event-emitter";
|
import { StrategyEventEmitter } from "./common/event-emitter";
|
||||||
import { safeSubscribe, type LogHandler } from "./common/subscriptions";
|
import { safeSubscribe, type LogHandler } from "./common/subscriptions";
|
||||||
@@ -155,7 +156,7 @@ export class BasisArbEngine {
|
|||||||
private bootstrap(): void {
|
private bootstrap(): void {
|
||||||
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
||||||
|
|
||||||
safeSubscribe<AsterDepth>(
|
safeSubscribe<Depth>(
|
||||||
this.exchange.watchDepth.bind(this.exchange, this.config.futuresSymbol),
|
this.exchange.watchDepth.bind(this.exchange, this.config.futuresSymbol),
|
||||||
(depth) => {
|
(depth) => {
|
||||||
this.applyFuturesDepth(depth);
|
this.applyFuturesDepth(depth);
|
||||||
@@ -168,7 +169,7 @@ export class BasisArbEngine {
|
|||||||
);
|
);
|
||||||
|
|
||||||
if (this.exchange.id === "nado" || this.exchange.id === "standx" || this.exchange.id === "binance") {
|
if (this.exchange.id === "nado" || this.exchange.id === "standx" || this.exchange.id === "binance") {
|
||||||
safeSubscribe<AsterDepth>(
|
safeSubscribe<Depth>(
|
||||||
this.exchange.watchDepth.bind(this.exchange, this.config.spotSymbol),
|
this.exchange.watchDepth.bind(this.exchange, this.config.spotSymbol),
|
||||||
(depth) => {
|
(depth) => {
|
||||||
this.applySpotDepth(depth);
|
this.applySpotDepth(depth);
|
||||||
@@ -196,7 +197,7 @@ export class BasisArbEngine {
|
|||||||
);
|
);
|
||||||
}
|
}
|
||||||
|
|
||||||
safeSubscribe<AsterAccountSnapshot>(
|
safeSubscribe<AccountSnapshot>(
|
||||||
this.exchange.watchAccount.bind(this.exchange),
|
this.exchange.watchAccount.bind(this.exchange),
|
||||||
(snapshot) => {
|
(snapshot) => {
|
||||||
this.applyAccountSnapshot(snapshot);
|
this.applyAccountSnapshot(snapshot);
|
||||||
@@ -210,7 +211,7 @@ export class BasisArbEngine {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
private applyFuturesDepth(depth: AsterDepth): void {
|
private applyFuturesDepth(depth: Depth): void {
|
||||||
if (!depth?.bids?.length || !depth?.asks?.length) {
|
if (!depth?.bids?.length || !depth?.asks?.length) {
|
||||||
return;
|
return;
|
||||||
}
|
}
|
||||||
@@ -360,7 +361,7 @@ export class BasisArbEngine {
|
|||||||
this.emitUpdate();
|
this.emitUpdate();
|
||||||
}
|
}
|
||||||
|
|
||||||
private applySpotDepth(depth: AsterDepth): void {
|
private applySpotDepth(depth: Depth): void {
|
||||||
if (!depth?.bids?.length || !depth?.asks?.length) {
|
if (!depth?.bids?.length || !depth?.asks?.length) {
|
||||||
return;
|
return;
|
||||||
}
|
}
|
||||||
@@ -395,7 +396,7 @@ export class BasisArbEngine {
|
|||||||
this.emitUpdate();
|
this.emitUpdate();
|
||||||
}
|
}
|
||||||
|
|
||||||
private applyAccountSnapshot(snapshot: AsterAccountSnapshot): void {
|
private applyAccountSnapshot(snapshot: AccountSnapshot): void {
|
||||||
const assets = Array.isArray(snapshot.assets) ? snapshot.assets : [];
|
const assets = Array.isArray(snapshot.assets) ? snapshot.assets : [];
|
||||||
|
|
||||||
const spotBalances: SpotBalanceStateEntry[] = [];
|
const spotBalances: SpotBalanceStateEntry[] = [];
|
||||||
@@ -409,7 +410,7 @@ export class BasisArbEngine {
|
|||||||
if (!Number.isFinite(wallet) || !Number.isFinite(available)) continue;
|
if (!Number.isFinite(wallet) || !Number.isFinite(available)) continue;
|
||||||
if (Math.abs(wallet) === 0 && Math.abs(available) === 0) continue;
|
if (Math.abs(wallet) === 0 && Math.abs(available) === 0) continue;
|
||||||
|
|
||||||
const isTaggedFuturesAsset = /0$/.test(name);
|
const isTaggedFuturesAsset = name.endsWith("0");
|
||||||
if (isTaggedFuturesAsset) {
|
if (isTaggedFuturesAsset) {
|
||||||
futuresBalances.push({ asset: name.replace(/0$/, ""), wallet, available });
|
futuresBalances.push({ asset: name.replace(/0$/, ""), wallet, available });
|
||||||
continue;
|
continue;
|
||||||
|
|||||||
@@ -1,5 +1,5 @@
|
|||||||
import NodeWebSocket from "ws";
|
import NodeWebSocket from "ws";
|
||||||
import type { AsterDepthLevel } from "../../exchanges/types";
|
import type { DepthLevel } from "../../exchanges/types";
|
||||||
import type { DepthImbalance } from "../../utils/depth";
|
import type { DepthImbalance } from "../../utils/depth";
|
||||||
|
|
||||||
const WebSocketCtor: typeof globalThis.WebSocket =
|
const WebSocketCtor: typeof globalThis.WebSocket =
|
||||||
@@ -56,14 +56,14 @@ export type BinanceConnectionListener = (state: BinanceConnectionState) => void;
|
|||||||
interface DepthUpdateEvent {
|
interface DepthUpdateEvent {
|
||||||
U: number;
|
U: number;
|
||||||
u: number;
|
u: number;
|
||||||
bids: AsterDepthLevel[];
|
bids: DepthLevel[];
|
||||||
asks: AsterDepthLevel[];
|
asks: DepthLevel[];
|
||||||
}
|
}
|
||||||
|
|
||||||
interface DepthSnapshotResponse {
|
interface DepthSnapshotResponse {
|
||||||
lastUpdateId: number;
|
lastUpdateId: number;
|
||||||
bids: AsterDepthLevel[];
|
bids: DepthLevel[];
|
||||||
asks: AsterDepthLevel[];
|
asks: DepthLevel[];
|
||||||
}
|
}
|
||||||
|
|
||||||
export class BinanceDepthTracker {
|
export class BinanceDepthTracker {
|
||||||
@@ -540,7 +540,7 @@ export class BinanceDepthTracker {
|
|||||||
return true;
|
return true;
|
||||||
}
|
}
|
||||||
|
|
||||||
private applyLevels(book: Map<string, number>, levels: AsterDepthLevel[]): void {
|
private applyLevels(book: Map<string, number>, levels: DepthLevel[]): void {
|
||||||
for (const level of levels) {
|
for (const level of levels) {
|
||||||
const priceRaw = level?.[0];
|
const priceRaw = level?.[0];
|
||||||
const qtyRaw = level?.[1];
|
const qtyRaw = level?.[1];
|
||||||
@@ -657,8 +657,8 @@ export class BinanceDepthTracker {
|
|||||||
throw new Error("invalid lastUpdateId");
|
throw new Error("invalid lastUpdateId");
|
||||||
}
|
}
|
||||||
|
|
||||||
const bids = Array.isArray(json.bids) ? (json.bids as AsterDepthLevel[]) : [];
|
const bids = Array.isArray(json.bids) ? (json.bids as DepthLevel[]) : [];
|
||||||
const asks = Array.isArray(json.asks) ? (json.asks as AsterDepthLevel[]) : [];
|
const asks = Array.isArray(json.asks) ? (json.asks as DepthLevel[]) : [];
|
||||||
this.lastRestSyncAt = Date.now();
|
this.lastRestSyncAt = Date.now();
|
||||||
this.restConsecutiveFailures = 0;
|
this.restConsecutiveFailures = 0;
|
||||||
this.restLastError = null;
|
this.restLastError = null;
|
||||||
@@ -697,8 +697,8 @@ export class BinanceDepthTracker {
|
|||||||
|
|
||||||
const bidsRaw = Array.isArray(payload.b) ? payload.b : [];
|
const bidsRaw = Array.isArray(payload.b) ? payload.b : [];
|
||||||
const asksRaw = Array.isArray(payload.a) ? payload.a : [];
|
const asksRaw = Array.isArray(payload.a) ? payload.a : [];
|
||||||
const bids = bidsRaw.filter((level): level is AsterDepthLevel => Array.isArray(level)) as AsterDepthLevel[];
|
const bids = bidsRaw.filter((level): level is DepthLevel => Array.isArray(level)) as DepthLevel[];
|
||||||
const asks = asksRaw.filter((level): level is AsterDepthLevel => Array.isArray(level)) as AsterDepthLevel[];
|
const asks = asksRaw.filter((level): level is DepthLevel => Array.isArray(level)) as DepthLevel[];
|
||||||
|
|
||||||
return { U, u, bids, asks };
|
return { U, u, bids, asks };
|
||||||
} catch {
|
} catch {
|
||||||
|
|||||||
@@ -5,6 +5,19 @@ import type { GridDirection } from "../../config";
|
|||||||
const DATA_DIR = process.env.GRID_DATA_DIR?.trim() || path.resolve("data");
|
const DATA_DIR = process.env.GRID_DATA_DIR?.trim() || path.resolve("data");
|
||||||
const GRID_FILE = path.resolve(DATA_DIR, "grid-record.json");
|
const GRID_FILE = path.resolve(DATA_DIR, "grid-record.json");
|
||||||
|
|
||||||
|
/** State of a single grid level */
|
||||||
|
export type LevelState = "idle" | "filled" | "exit_placed";
|
||||||
|
|
||||||
|
export interface StoredLevelInfo {
|
||||||
|
state: LevelState;
|
||||||
|
/** The grid level index where ENTRY was filled */
|
||||||
|
sourceLevel: number;
|
||||||
|
/** The grid level index where EXIT is targeted (closeTarget) */
|
||||||
|
targetLevel: number | null;
|
||||||
|
/** The orderId of the EXIT order on exchange (if exit_placed) */
|
||||||
|
exitOrderId?: string;
|
||||||
|
}
|
||||||
|
|
||||||
export interface StoredGridState {
|
export interface StoredGridState {
|
||||||
symbol: string;
|
symbol: string;
|
||||||
lowerPrice: number;
|
lowerPrice: number;
|
||||||
@@ -13,8 +26,8 @@ export interface StoredGridState {
|
|||||||
orderSize: number;
|
orderSize: number;
|
||||||
maxPositionSize: number;
|
maxPositionSize: number;
|
||||||
direction: GridDirection;
|
direction: GridDirection;
|
||||||
longExposure: Record<string, number>;
|
/** Per-level state: key is level index string */
|
||||||
shortExposure: Record<string, number>;
|
levels: Record<string, StoredLevelInfo>;
|
||||||
updatedAt: number;
|
updatedAt: number;
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|||||||
+689
-543
File diff suppressed because it is too large
Load Diff
@@ -1,6 +1,6 @@
|
|||||||
import type { TradingConfig } from "../config";
|
import type { TradingConfig } from "../config";
|
||||||
import type { ExchangeAdapter } from "../exchanges/adapter";
|
import type { ExchangeAdapter } from "../exchanges/adapter";
|
||||||
import type { AsterAccountSnapshot, AsterOrder, AsterTicker } from "../exchanges/types";
|
import type { AccountSnapshot, Order, Ticker } from "../exchanges/types";
|
||||||
import {
|
import {
|
||||||
calcStopLossPrice,
|
calcStopLossPrice,
|
||||||
calcTrailingActivationPrice,
|
calcTrailingActivationPrice,
|
||||||
@@ -30,11 +30,11 @@ export interface GuardianEngineSnapshot {
|
|||||||
unrealized: number;
|
unrealized: number;
|
||||||
targetStopPrice: number | null;
|
targetStopPrice: number | null;
|
||||||
trailingActivationPrice: number | null;
|
trailingActivationPrice: number | null;
|
||||||
stopOrder: AsterOrder | null;
|
stopOrder: Order | null;
|
||||||
trailingOrder: AsterOrder | null;
|
trailingOrder: Order | null;
|
||||||
requiresStop: boolean;
|
requiresStop: boolean;
|
||||||
tradeLog: TradeLogEntry[];
|
tradeLog: TradeLogEntry[];
|
||||||
openOrders: AsterOrder[];
|
openOrders: Order[];
|
||||||
lastUpdated: number | null;
|
lastUpdated: number | null;
|
||||||
guardStatus: "idle" | "protecting" | "pending";
|
guardStatus: "idle" | "protecting" | "pending";
|
||||||
}
|
}
|
||||||
@@ -43,9 +43,9 @@ type GuardianEngineEvent = "update";
|
|||||||
type GuardianEngineListener = (snapshot: GuardianEngineSnapshot) => void;
|
type GuardianEngineListener = (snapshot: GuardianEngineSnapshot) => void;
|
||||||
|
|
||||||
export class GuardianEngine {
|
export class GuardianEngine {
|
||||||
private accountSnapshot: AsterAccountSnapshot | null = null;
|
private accountSnapshot: AccountSnapshot | null = null;
|
||||||
private openOrders: AsterOrder[] = [];
|
private openOrders: Order[] = [];
|
||||||
private tickerSnapshot: AsterTicker | null = null;
|
private tickerSnapshot: Ticker | null = null;
|
||||||
|
|
||||||
private readonly locks: OrderLockMap = {};
|
private readonly locks: OrderLockMap = {};
|
||||||
private readonly timers: OrderTimerMap = {};
|
private readonly timers: OrderTimerMap = {};
|
||||||
@@ -101,7 +101,7 @@ export class GuardianEngine {
|
|||||||
private bootstrap(): void {
|
private bootstrap(): void {
|
||||||
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
||||||
|
|
||||||
safeSubscribe<AsterAccountSnapshot>(
|
safeSubscribe<AccountSnapshot>(
|
||||||
this.exchange.watchAccount.bind(this.exchange),
|
this.exchange.watchAccount.bind(this.exchange),
|
||||||
(snapshot) => {
|
(snapshot) => {
|
||||||
this.accountSnapshot = snapshot;
|
this.accountSnapshot = snapshot;
|
||||||
@@ -114,7 +114,7 @@ export class GuardianEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterOrder[]>(
|
safeSubscribe<Order[]>(
|
||||||
this.exchange.watchOrders.bind(this.exchange),
|
this.exchange.watchOrders.bind(this.exchange),
|
||||||
(orders) => {
|
(orders) => {
|
||||||
this.synchronizeLocks(orders);
|
this.synchronizeLocks(orders);
|
||||||
@@ -141,7 +141,7 @@ export class GuardianEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterTicker>(
|
safeSubscribe<Ticker>(
|
||||||
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
||||||
(ticker) => {
|
(ticker) => {
|
||||||
this.tickerSnapshot = ticker;
|
this.tickerSnapshot = ticker;
|
||||||
@@ -155,7 +155,7 @@ export class GuardianEngine {
|
|||||||
);
|
);
|
||||||
}
|
}
|
||||||
|
|
||||||
private synchronizeLocks(orders: AsterOrder[] | null | undefined): void {
|
private synchronizeLocks(orders: Order[] | null | undefined): void {
|
||||||
const list = Array.isArray(orders) ? orders : [];
|
const list = Array.isArray(orders) ? orders : [];
|
||||||
Object.keys(this.pending).forEach((type) => {
|
Object.keys(this.pending).forEach((type) => {
|
||||||
const pendingId = this.pending[type];
|
const pendingId = this.pending[type];
|
||||||
@@ -261,8 +261,8 @@ export class GuardianEngine {
|
|||||||
price: number;
|
price: number;
|
||||||
stopPrice: number;
|
stopPrice: number;
|
||||||
activationPrice: number;
|
activationPrice: number;
|
||||||
currentStop?: AsterOrder;
|
currentStop?: Order;
|
||||||
currentTrailing?: AsterOrder;
|
currentTrailing?: Order;
|
||||||
}): Promise<void> {
|
}): Promise<void> {
|
||||||
const { position, direction, stopSide, price, stopPrice, activationPrice, currentStop, currentTrailing } = params;
|
const { position, direction, stopSide, price, stopPrice, activationPrice, currentStop, currentTrailing } = params;
|
||||||
|
|
||||||
@@ -416,7 +416,7 @@ export class GuardianEngine {
|
|||||||
|
|
||||||
private async tryReplaceStop(
|
private async tryReplaceStop(
|
||||||
side: "BUY" | "SELL",
|
side: "BUY" | "SELL",
|
||||||
currentOrder: AsterOrder,
|
currentOrder: Order,
|
||||||
nextStopPrice: number,
|
nextStopPrice: number,
|
||||||
lastPrice: number
|
lastPrice: number
|
||||||
): Promise<void> {
|
): Promise<void> {
|
||||||
@@ -559,7 +559,7 @@ export class GuardianEngine {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
private isProtectiveOrder(order: AsterOrder): boolean {
|
private isProtectiveOrder(order: Order): boolean {
|
||||||
if (order.symbol !== this.config.symbol) {
|
if (order.symbol !== this.config.symbol) {
|
||||||
return false;
|
return false;
|
||||||
}
|
}
|
||||||
@@ -571,14 +571,14 @@ export class GuardianEngine {
|
|||||||
return type === "STOP_MARKET" || hasStopPrice;
|
return type === "STOP_MARKET" || hasStopPrice;
|
||||||
}
|
}
|
||||||
|
|
||||||
private findStopOrder(side: "BUY" | "SELL"): AsterOrder | undefined {
|
private findStopOrder(side: "BUY" | "SELL"): Order | undefined {
|
||||||
return this.openOrders.find((order) => {
|
return this.openOrders.find((order) => {
|
||||||
const hasStopPrice = Number.isFinite(Number(order.stopPrice)) && Number(order.stopPrice) > 0;
|
const hasStopPrice = Number.isFinite(Number(order.stopPrice)) && Number(order.stopPrice) > 0;
|
||||||
return order.side === side && (order.type === "STOP_MARKET" || hasStopPrice);
|
return order.side === side && (order.type === "STOP_MARKET" || hasStopPrice);
|
||||||
});
|
});
|
||||||
}
|
}
|
||||||
|
|
||||||
private findTrailingOrder(side: "BUY" | "SELL"): AsterOrder | undefined {
|
private findTrailingOrder(side: "BUY" | "SELL"): Order | undefined {
|
||||||
return this.openOrders.find((order) => order.type === "TRAILING_STOP_MARKET" && order.side === side);
|
return this.openOrders.find((order) => order.type === "TRAILING_STOP_MARKET" && order.side === side);
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|||||||
@@ -1,11 +1,11 @@
|
|||||||
import type { LiquidityMakerConfig } from "../config";
|
import type { LiquidityMakerConfig } from "../config";
|
||||||
import type { ExchangeAdapter } from "../exchanges/adapter";
|
import type { ExchangeAdapter } from "../exchanges/adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
} from "../exchanges/types";
|
} from "../exchanges/types";
|
||||||
import { formatPriceToString } from "../utils/math";
|
import { formatPriceToString } from "../utils/math";
|
||||||
import { createTradeLog } from "../logging/trade-log";
|
import { createTradeLog } from "../logging/trade-log";
|
||||||
@@ -65,12 +65,12 @@ type MakerListener = (snapshot: LiquidityMakerEngineSnapshot) => void;
|
|||||||
const EPS = 1e-5;
|
const EPS = 1e-5;
|
||||||
|
|
||||||
export class LiquidityMakerEngine {
|
export class LiquidityMakerEngine {
|
||||||
private accountSnapshot: AsterAccountSnapshot | null = null;
|
private accountSnapshot: AccountSnapshot | null = null;
|
||||||
private depthSnapshot: AsterDepth | null = null;
|
private depthSnapshot: Depth | null = null;
|
||||||
private tickerSnapshot: AsterTicker | null = null;
|
private tickerSnapshot: Ticker | null = null;
|
||||||
private lastKline: AsterKline | null = null;
|
private lastKline: Kline | null = null;
|
||||||
private liveCandle: { startMs: number; open: number; close: number } | null = null;
|
private liveCandle: { startMs: number; open: number; close: number } | null = null;
|
||||||
private openOrders: AsterOrder[] = [];
|
private openOrders: Order[] = [];
|
||||||
|
|
||||||
private readonly locks: OrderLockMap = {};
|
private readonly locks: OrderLockMap = {};
|
||||||
private readonly timers: OrderTimerMap = {};
|
private readonly timers: OrderTimerMap = {};
|
||||||
@@ -180,7 +180,7 @@ export class LiquidityMakerEngine {
|
|||||||
private bootstrap(): void {
|
private bootstrap(): void {
|
||||||
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
||||||
|
|
||||||
safeSubscribe<AsterAccountSnapshot>(
|
safeSubscribe<AccountSnapshot>(
|
||||||
this.exchange.watchAccount.bind(this.exchange),
|
this.exchange.watchAccount.bind(this.exchange),
|
||||||
(snapshot) => {
|
(snapshot) => {
|
||||||
this.accountSnapshot = snapshot;
|
this.accountSnapshot = snapshot;
|
||||||
@@ -224,7 +224,7 @@ export class LiquidityMakerEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterOrder[]>(
|
safeSubscribe<Order[]>(
|
||||||
this.exchange.watchOrders.bind(this.exchange),
|
this.exchange.watchOrders.bind(this.exchange),
|
||||||
(orders) => {
|
(orders) => {
|
||||||
this.syncLocksWithOrders(orders);
|
this.syncLocksWithOrders(orders);
|
||||||
@@ -232,7 +232,7 @@ export class LiquidityMakerEngine {
|
|||||||
|
|
||||||
// 检测成交:对比上一轮的订单ID
|
// 检测成交:对比上一轮的订单ID
|
||||||
const currentIds = new Set<string>();
|
const currentIds = new Set<string>();
|
||||||
const activeOrders: AsterOrder[] = [];
|
const activeOrders: Order[] = [];
|
||||||
|
|
||||||
if (Array.isArray(orders)) {
|
if (Array.isArray(orders)) {
|
||||||
for (const order of orders) {
|
for (const order of orders) {
|
||||||
@@ -268,7 +268,7 @@ export class LiquidityMakerEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterDepth>(
|
safeSubscribe<Depth>(
|
||||||
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
||||||
(depth) => {
|
(depth) => {
|
||||||
this.depthSnapshot = depth;
|
this.depthSnapshot = depth;
|
||||||
@@ -282,7 +282,7 @@ export class LiquidityMakerEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterTicker>(
|
safeSubscribe<Ticker>(
|
||||||
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
||||||
(ticker) => {
|
(ticker) => {
|
||||||
this.tickerSnapshot = ticker;
|
this.tickerSnapshot = ticker;
|
||||||
@@ -296,7 +296,7 @@ export class LiquidityMakerEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterKline[]>(
|
safeSubscribe<Kline[]>(
|
||||||
this.exchange.watchKlines.bind(this.exchange, this.config.symbol, "1m"),
|
this.exchange.watchKlines.bind(this.exchange, this.config.symbol, "1m"),
|
||||||
(klines) => {
|
(klines) => {
|
||||||
if (!Array.isArray(klines) || !klines.length) return;
|
if (!Array.isArray(klines) || !klines.length) return;
|
||||||
@@ -318,7 +318,7 @@ export class LiquidityMakerEngine {
|
|||||||
}
|
}
|
||||||
|
|
||||||
/** 检测成交订单 */
|
/** 检测成交订单 */
|
||||||
private detectFills(orders: AsterOrder[] | null | undefined): void {
|
private detectFills(orders: Order[] | null | undefined): void {
|
||||||
if (!Array.isArray(orders)) return;
|
if (!Array.isArray(orders)) return;
|
||||||
|
|
||||||
// 查找已成交或部分成交的订单
|
// 查找已成交或部分成交的订单
|
||||||
@@ -357,7 +357,7 @@ export class LiquidityMakerEngine {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
private syncLocksWithOrders(orders: AsterOrder[] | null | undefined): void {
|
private syncLocksWithOrders(orders: Order[] | null | undefined): void {
|
||||||
const list = Array.isArray(orders) ? orders : [];
|
const list = Array.isArray(orders) ? orders : [];
|
||||||
Object.keys(this.pending).forEach((type) => {
|
Object.keys(this.pending).forEach((type) => {
|
||||||
const pendingId = this.pending[type];
|
const pendingId = this.pending[type];
|
||||||
@@ -759,7 +759,7 @@ export class LiquidityMakerEngine {
|
|||||||
* 更敏感的偏移判断:当一侧深度超出另一侧 depthImbalanceRatio 倍时,
|
* 更敏感的偏移判断:当一侧深度超出另一侧 depthImbalanceRatio 倍时,
|
||||||
* 取消订单簿较薄一端的订单
|
* 取消订单簿较薄一端的订单
|
||||||
*/
|
*/
|
||||||
private evaluateDepth(depth: AsterDepth): {
|
private evaluateDepth(depth: Depth): {
|
||||||
buySum: number;
|
buySum: number;
|
||||||
sellSum: number;
|
sellSum: number;
|
||||||
skipBuySide: boolean;
|
skipBuySide: boolean;
|
||||||
@@ -1186,7 +1186,7 @@ export class LiquidityMakerEngine {
|
|||||||
return position;
|
return position;
|
||||||
}
|
}
|
||||||
|
|
||||||
private getSpotBalances(snapshot: AsterAccountSnapshot | null = this.accountSnapshot): { baseAvailable: number; quoteAvailable: number; baseWallet: number } | null {
|
private getSpotBalances(snapshot: AccountSnapshot | null = this.accountSnapshot): { baseAvailable: number; quoteAvailable: number; baseWallet: number } | null {
|
||||||
const assets = snapshot?.assets ?? [];
|
const assets = snapshot?.assets ?? [];
|
||||||
if (!assets.length) return null;
|
if (!assets.length) return null;
|
||||||
const parsed = parseSymbolParts(this.config.symbol);
|
const parsed = parseSymbolParts(this.config.symbol);
|
||||||
|
|||||||
@@ -1,11 +1,10 @@
|
|||||||
import type { MakerConfig } from "../config";
|
import type { MakerConfig } from "../config";
|
||||||
import type { ExchangeAdapter } from "../exchanges/adapter";
|
import type { ExchangeAdapter } from "../exchanges/adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Order,
|
||||||
AsterOrder,
|
Ticker,
|
||||||
AsterTicker,
|
|
||||||
} from "../exchanges/types";
|
} from "../exchanges/types";
|
||||||
import { formatPriceToString } from "../utils/math";
|
import { formatPriceToString } from "../utils/math";
|
||||||
import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
|
import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
|
||||||
@@ -48,7 +47,7 @@ export interface MakerEngineSnapshot {
|
|||||||
pnl: number;
|
pnl: number;
|
||||||
accountUnrealized: number;
|
accountUnrealized: number;
|
||||||
sessionVolume: number;
|
sessionVolume: number;
|
||||||
openOrders: AsterOrder[];
|
openOrders: Order[];
|
||||||
desiredOrders: DesiredOrder[];
|
desiredOrders: DesiredOrder[];
|
||||||
tradeLog: TradeLogEntry[];
|
tradeLog: TradeLogEntry[];
|
||||||
lastUpdated: number | null;
|
lastUpdated: number | null;
|
||||||
@@ -67,10 +66,10 @@ const EPS = 1e-5;
|
|||||||
const INSUFFICIENT_BALANCE_COOLDOWN_MS = 15_000;
|
const INSUFFICIENT_BALANCE_COOLDOWN_MS = 15_000;
|
||||||
|
|
||||||
export class MakerEngine {
|
export class MakerEngine {
|
||||||
private accountSnapshot: AsterAccountSnapshot | null = null;
|
private accountSnapshot: AccountSnapshot | null = null;
|
||||||
private depthSnapshot: AsterDepth | null = null;
|
private depthSnapshot: Depth | null = null;
|
||||||
private tickerSnapshot: AsterTicker | null = null;
|
private tickerSnapshot: Ticker | null = null;
|
||||||
private openOrders: AsterOrder[] = [];
|
private openOrders: Order[] = [];
|
||||||
|
|
||||||
private readonly locks: OrderLockMap = {};
|
private readonly locks: OrderLockMap = {};
|
||||||
private readonly timers: OrderTimerMap = {};
|
private readonly timers: OrderTimerMap = {};
|
||||||
@@ -155,7 +154,7 @@ export class MakerEngine {
|
|||||||
private bootstrap(): void {
|
private bootstrap(): void {
|
||||||
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
||||||
|
|
||||||
safeSubscribe<AsterAccountSnapshot>(
|
safeSubscribe<AccountSnapshot>(
|
||||||
this.exchange.watchAccount.bind(this.exchange),
|
this.exchange.watchAccount.bind(this.exchange),
|
||||||
(snapshot) => {
|
(snapshot) => {
|
||||||
this.accountSnapshot = snapshot;
|
this.accountSnapshot = snapshot;
|
||||||
@@ -179,7 +178,7 @@ export class MakerEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterOrder[]>(
|
safeSubscribe<Order[]>(
|
||||||
this.exchange.watchOrders.bind(this.exchange),
|
this.exchange.watchOrders.bind(this.exchange),
|
||||||
(orders) => {
|
(orders) => {
|
||||||
this.syncLocksWithOrders(orders);
|
this.syncLocksWithOrders(orders);
|
||||||
@@ -212,7 +211,7 @@ export class MakerEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterDepth>(
|
safeSubscribe<Depth>(
|
||||||
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
||||||
(depth) => {
|
(depth) => {
|
||||||
this.depthSnapshot = depth;
|
this.depthSnapshot = depth;
|
||||||
@@ -230,7 +229,7 @@ export class MakerEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterTicker>(
|
safeSubscribe<Ticker>(
|
||||||
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
||||||
(ticker) => {
|
(ticker) => {
|
||||||
this.tickerSnapshot = ticker;
|
this.tickerSnapshot = ticker;
|
||||||
@@ -251,7 +250,7 @@ export class MakerEngine {
|
|||||||
// Maker strategy does not require realtime klines.
|
// Maker strategy does not require realtime klines.
|
||||||
}
|
}
|
||||||
|
|
||||||
private syncLocksWithOrders(orders: AsterOrder[] | null | undefined): void {
|
private syncLocksWithOrders(orders: Order[] | null | undefined): void {
|
||||||
const list = Array.isArray(orders) ? orders : [];
|
const list = Array.isArray(orders) ? orders : [];
|
||||||
Object.keys(this.pending).forEach((type) => {
|
Object.keys(this.pending).forEach((type) => {
|
||||||
const pendingId = this.pending[type];
|
const pendingId = this.pending[type];
|
||||||
|
|||||||
@@ -1,10 +1,10 @@
|
|||||||
import type { MakerPointsConfig } from "../config";
|
import type { MakerPointsConfig } from "../config";
|
||||||
import type { ExchangeAdapter } from "../exchanges/adapter";
|
import type { ExchangeAdapter } from "../exchanges/adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
} from "../exchanges/types";
|
} from "../exchanges/types";
|
||||||
import { formatPriceToString } from "../utils/math";
|
import { formatPriceToString } from "../utils/math";
|
||||||
import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
|
import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
|
||||||
@@ -59,7 +59,7 @@ export interface MakerPointsSnapshot {
|
|||||||
pnl: number;
|
pnl: number;
|
||||||
accountUnrealized: number;
|
accountUnrealized: number;
|
||||||
sessionVolume: number;
|
sessionVolume: number;
|
||||||
openOrders: AsterOrder[];
|
openOrders: Order[];
|
||||||
desiredOrders: DesiredOrder[];
|
desiredOrders: DesiredOrder[];
|
||||||
tradeLog: TradeLogEntry[];
|
tradeLog: TradeLogEntry[];
|
||||||
lastUpdated: number | null;
|
lastUpdated: number | null;
|
||||||
@@ -102,10 +102,10 @@ const STANDX_MARGIN_MODE_MAX_ATTEMPTS = 10;
|
|||||||
const ACCOUNT_STALE_REST_PROBE_MIN_INTERVAL_MS = 5_000;
|
const ACCOUNT_STALE_REST_PROBE_MIN_INTERVAL_MS = 5_000;
|
||||||
|
|
||||||
export class MakerPointsEngine {
|
export class MakerPointsEngine {
|
||||||
private accountSnapshot: AsterAccountSnapshot | null = null;
|
private accountSnapshot: AccountSnapshot | null = null;
|
||||||
private depthSnapshot: AsterDepth | null = null;
|
private depthSnapshot: Depth | null = null;
|
||||||
private tickerSnapshot: AsterTicker | null = null;
|
private tickerSnapshot: Ticker | null = null;
|
||||||
private openOrders: AsterOrder[] = [];
|
private openOrders: Order[] = [];
|
||||||
|
|
||||||
private readonly locks: OrderLockMap = {};
|
private readonly locks: OrderLockMap = {};
|
||||||
private readonly timers: OrderTimerMap = {};
|
private readonly timers: OrderTimerMap = {};
|
||||||
@@ -298,7 +298,7 @@ export class MakerPointsEngine {
|
|||||||
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
||||||
this.setupRestHealthProtection();
|
this.setupRestHealthProtection();
|
||||||
|
|
||||||
safeSubscribe<AsterAccountSnapshot>(
|
safeSubscribe<AccountSnapshot>(
|
||||||
this.exchange.watchAccount.bind(this.exchange),
|
this.exchange.watchAccount.bind(this.exchange),
|
||||||
(snapshot) => {
|
(snapshot) => {
|
||||||
this.applyAccountSnapshot(snapshot);
|
this.applyAccountSnapshot(snapshot);
|
||||||
@@ -310,7 +310,7 @@ export class MakerPointsEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterOrder[]>(
|
safeSubscribe<Order[]>(
|
||||||
this.exchange.watchOrders.bind(this.exchange),
|
this.exchange.watchOrders.bind(this.exchange),
|
||||||
(orders) => {
|
(orders) => {
|
||||||
this.syncLocksWithOrders(orders);
|
this.syncLocksWithOrders(orders);
|
||||||
@@ -339,7 +339,7 @@ export class MakerPointsEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterDepth>(
|
safeSubscribe<Depth>(
|
||||||
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
||||||
(depth) => {
|
(depth) => {
|
||||||
this.depthSnapshot = depth;
|
this.depthSnapshot = depth;
|
||||||
@@ -358,7 +358,7 @@ export class MakerPointsEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterTicker>(
|
safeSubscribe<Ticker>(
|
||||||
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
||||||
(ticker) => {
|
(ticker) => {
|
||||||
this.tickerSnapshot = ticker;
|
this.tickerSnapshot = ticker;
|
||||||
@@ -376,7 +376,7 @@ export class MakerPointsEngine {
|
|||||||
this.setupConnectionProtection();
|
this.setupConnectionProtection();
|
||||||
}
|
}
|
||||||
|
|
||||||
private applyAccountSnapshot(snapshot: AsterAccountSnapshot): void {
|
private applyAccountSnapshot(snapshot: AccountSnapshot): void {
|
||||||
this.accountSnapshot = snapshot;
|
this.accountSnapshot = snapshot;
|
||||||
// StandX: WS 推送使用本地接收时间戳;REST 快照使用响应里的 time 字段映射到 snapshot.updateTime
|
// StandX: WS 推送使用本地接收时间戳;REST 快照使用响应里的 time 字段映射到 snapshot.updateTime
|
||||||
this.lastStandxAccountTime =
|
this.lastStandxAccountTime =
|
||||||
@@ -545,7 +545,7 @@ export class MakerPointsEngine {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
private syncLocksWithOrders(orders: AsterOrder[] | null | undefined): void {
|
private syncLocksWithOrders(orders: Order[] | null | undefined): void {
|
||||||
const list = Array.isArray(orders) ? orders : [];
|
const list = Array.isArray(orders) ? orders : [];
|
||||||
Object.keys(this.pending).forEach((type) => {
|
Object.keys(this.pending).forEach((type) => {
|
||||||
const pendingId = this.pending[type];
|
const pendingId = this.pending[type];
|
||||||
@@ -746,7 +746,7 @@ export class MakerPointsEngine {
|
|||||||
ask1: number;
|
ask1: number;
|
||||||
skipBuy: boolean;
|
skipBuy: boolean;
|
||||||
skipSell: boolean;
|
skipSell: boolean;
|
||||||
depth: AsterDepth | null;
|
depth: Depth | null;
|
||||||
}): DesiredOrder[] {
|
}): DesiredOrder[] {
|
||||||
const { bid1, ask1, skipBuy, skipSell, depth } = params;
|
const { bid1, ask1, skipBuy, skipSell, depth } = params;
|
||||||
|
|
||||||
@@ -837,7 +837,7 @@ export class MakerPointsEngine {
|
|||||||
* 当深度从足够变为不足,或从不足变为足够时,需要触发重新计算
|
* 当深度从足够变为不足,或从不足变为足够时,需要触发重新计算
|
||||||
*/
|
*/
|
||||||
private checkDepthStatusChanged(
|
private checkDepthStatusChanged(
|
||||||
depth: AsterDepth | null,
|
depth: Depth | null,
|
||||||
bid1: number,
|
bid1: number,
|
||||||
ask1: number
|
ask1: number
|
||||||
): boolean {
|
): boolean {
|
||||||
@@ -879,7 +879,7 @@ export class MakerPointsEngine {
|
|||||||
/**
|
/**
|
||||||
* 当深度从“满足阈值”切换到“不满足阈值”时,立即触发一次主循环,优先撤销不再安全的挂单。
|
* 当深度从“满足阈值”切换到“不满足阈值”时,立即触发一次主循环,优先撤销不再安全的挂单。
|
||||||
*/
|
*/
|
||||||
private shouldTriggerImmediateDepthProtection(depth: AsterDepth | null): boolean {
|
private shouldTriggerImmediateDepthProtection(depth: Depth | null): boolean {
|
||||||
if (!depth) return false;
|
if (!depth) return false;
|
||||||
if (this.defenseMode || this.reconnectResetPending || this.stopLossProcessing) return false;
|
if (this.defenseMode || this.reconnectResetPending || this.stopLossProcessing) return false;
|
||||||
|
|
||||||
@@ -917,7 +917,7 @@ export class MakerPointsEngine {
|
|||||||
/**
|
/**
|
||||||
* 当盘口相对上次报价偏移超过 minRepriceBps 时,立即触发一次主循环,优先撤销旧报价。
|
* 当盘口相对上次报价偏移超过 minRepriceBps 时,立即触发一次主循环,优先撤销旧报价。
|
||||||
*/
|
*/
|
||||||
private shouldTriggerImmediateReprice(depth: AsterDepth | null): boolean {
|
private shouldTriggerImmediateReprice(depth: Depth | null): boolean {
|
||||||
if (!depth) return false;
|
if (!depth) return false;
|
||||||
if (this.defenseMode || this.reconnectResetPending || this.stopLossProcessing) return false;
|
if (this.defenseMode || this.reconnectResetPending || this.stopLossProcessing) return false;
|
||||||
|
|
||||||
@@ -1993,7 +1993,7 @@ export class MakerPointsEngine {
|
|||||||
void poll();
|
void poll();
|
||||||
}
|
}
|
||||||
|
|
||||||
private getStandxMarginMode(snapshot: AsterAccountSnapshot | null): string | null {
|
private getStandxMarginMode(snapshot: AccountSnapshot | null): string | null {
|
||||||
if (this.exchange.id !== "standx") return null;
|
if (this.exchange.id !== "standx") return null;
|
||||||
const positions = snapshot?.positions ?? [];
|
const positions = snapshot?.positions ?? [];
|
||||||
const match = positions.find((pos) => pos.symbol === this.config.symbol);
|
const match = positions.find((pos) => pos.symbol === this.config.symbol);
|
||||||
|
|||||||
@@ -1,11 +1,11 @@
|
|||||||
import type { MakerConfig } from "../config";
|
import type { MakerConfig } from "../config";
|
||||||
import type { ExchangeAdapter } from "../exchanges/adapter";
|
import type { ExchangeAdapter } from "../exchanges/adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
} from "../exchanges/types";
|
} from "../exchanges/types";
|
||||||
import { formatPriceToString } from "../utils/math";
|
import { formatPriceToString } from "../utils/math";
|
||||||
import { createTradeLog } from "../logging/trade-log";
|
import { createTradeLog } from "../logging/trade-log";
|
||||||
@@ -56,12 +56,12 @@ type MakerListener = (snapshot: OffsetMakerEngineSnapshot) => void;
|
|||||||
const EPS = 1e-5;
|
const EPS = 1e-5;
|
||||||
|
|
||||||
export class OffsetMakerEngine {
|
export class OffsetMakerEngine {
|
||||||
private accountSnapshot: AsterAccountSnapshot | null = null;
|
private accountSnapshot: AccountSnapshot | null = null;
|
||||||
private depthSnapshot: AsterDepth | null = null;
|
private depthSnapshot: Depth | null = null;
|
||||||
private tickerSnapshot: AsterTicker | null = null;
|
private tickerSnapshot: Ticker | null = null;
|
||||||
private lastKline: AsterKline | null = null;
|
private lastKline: Kline | null = null;
|
||||||
private liveCandle: { startMs: number; open: number; close: number } | null = null;
|
private liveCandle: { startMs: number; open: number; close: number } | null = null;
|
||||||
private openOrders: AsterOrder[] = [];
|
private openOrders: Order[] = [];
|
||||||
|
|
||||||
private readonly locks: OrderLockMap = {};
|
private readonly locks: OrderLockMap = {};
|
||||||
private readonly timers: OrderTimerMap = {};
|
private readonly timers: OrderTimerMap = {};
|
||||||
@@ -163,7 +163,7 @@ export class OffsetMakerEngine {
|
|||||||
private bootstrap(): void {
|
private bootstrap(): void {
|
||||||
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
||||||
|
|
||||||
safeSubscribe<AsterAccountSnapshot>(
|
safeSubscribe<AccountSnapshot>(
|
||||||
this.exchange.watchAccount.bind(this.exchange),
|
this.exchange.watchAccount.bind(this.exchange),
|
||||||
(snapshot) => {
|
(snapshot) => {
|
||||||
this.accountSnapshot = snapshot;
|
this.accountSnapshot = snapshot;
|
||||||
@@ -207,7 +207,7 @@ export class OffsetMakerEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterOrder[]>(
|
safeSubscribe<Order[]>(
|
||||||
this.exchange.watchOrders.bind(this.exchange),
|
this.exchange.watchOrders.bind(this.exchange),
|
||||||
(orders) => {
|
(orders) => {
|
||||||
this.syncLocksWithOrders(orders);
|
this.syncLocksWithOrders(orders);
|
||||||
@@ -236,7 +236,7 @@ export class OffsetMakerEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterDepth>(
|
safeSubscribe<Depth>(
|
||||||
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
||||||
(depth) => {
|
(depth) => {
|
||||||
this.depthSnapshot = depth;
|
this.depthSnapshot = depth;
|
||||||
@@ -250,7 +250,7 @@ export class OffsetMakerEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterTicker>(
|
safeSubscribe<Ticker>(
|
||||||
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
||||||
(ticker) => {
|
(ticker) => {
|
||||||
this.tickerSnapshot = ticker;
|
this.tickerSnapshot = ticker;
|
||||||
@@ -264,7 +264,7 @@ export class OffsetMakerEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterKline[]>(
|
safeSubscribe<Kline[]>(
|
||||||
this.exchange.watchKlines.bind(this.exchange, this.config.symbol, "1m"),
|
this.exchange.watchKlines.bind(this.exchange, this.config.symbol, "1m"),
|
||||||
(klines) => {
|
(klines) => {
|
||||||
if (!Array.isArray(klines) || !klines.length) return;
|
if (!Array.isArray(klines) || !klines.length) return;
|
||||||
@@ -284,7 +284,7 @@ export class OffsetMakerEngine {
|
|||||||
);
|
);
|
||||||
}
|
}
|
||||||
|
|
||||||
private syncLocksWithOrders(orders: AsterOrder[] | null | undefined): void {
|
private syncLocksWithOrders(orders: Order[] | null | undefined): void {
|
||||||
const list = Array.isArray(orders) ? orders : [];
|
const list = Array.isArray(orders) ? orders : [];
|
||||||
Object.keys(this.pending).forEach((type) => {
|
Object.keys(this.pending).forEach((type) => {
|
||||||
const pendingId = this.pending[type];
|
const pendingId = this.pending[type];
|
||||||
@@ -600,7 +600,7 @@ export class OffsetMakerEngine {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
private evaluateDepth(depth: AsterDepth): {
|
private evaluateDepth(depth: Depth): {
|
||||||
buySum: number;
|
buySum: number;
|
||||||
sellSum: number;
|
sellSum: number;
|
||||||
skipBuySide: boolean;
|
skipBuySide: boolean;
|
||||||
@@ -1038,7 +1038,7 @@ export class OffsetMakerEngine {
|
|||||||
return position;
|
return position;
|
||||||
}
|
}
|
||||||
|
|
||||||
private getSpotBalances(snapshot: AsterAccountSnapshot | null = this.accountSnapshot): { baseAvailable: number; quoteAvailable: number; baseWallet: number } | null {
|
private getSpotBalances(snapshot: AccountSnapshot | null = this.accountSnapshot): { baseAvailable: number; quoteAvailable: number; baseWallet: number } | null {
|
||||||
const assets = snapshot?.assets ?? [];
|
const assets = snapshot?.assets ?? [];
|
||||||
if (!assets.length) return null;
|
if (!assets.length) return null;
|
||||||
const parsed = parseSymbolParts(this.config.symbol);
|
const parsed = parseSymbolParts(this.config.symbol);
|
||||||
|
|||||||
@@ -1,5 +1,5 @@
|
|||||||
import type { ExchangeAdapter } from "../exchanges/adapter";
|
import type { ExchangeAdapter } from "../exchanges/adapter";
|
||||||
import type { AsterAccountSnapshot, AsterDepth, AsterOrder, AsterTicker } from "../exchanges/types";
|
import type { AccountSnapshot, Depth, Order, Ticker } from "../exchanges/types";
|
||||||
import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
|
import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
|
||||||
import { marketClose, placeMarketOrder, placeStopLossOrder, unlockOperating } from "../core/order-coordinator";
|
import { marketClose, placeMarketOrder, placeStopLossOrder, unlockOperating } from "../core/order-coordinator";
|
||||||
import type { OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator";
|
import type { OrderLockMap, OrderPendingMap, OrderTimerMap } from "../core/order-coordinator";
|
||||||
@@ -55,9 +55,9 @@ export interface SwingEngineSnapshot {
|
|||||||
stopLossTarget: number | null;
|
stopLossTarget: number | null;
|
||||||
stopLossKillSwitch: boolean;
|
stopLossKillSwitch: boolean;
|
||||||
|
|
||||||
openOrders: AsterOrder[];
|
openOrders: Order[];
|
||||||
depth: AsterDepth | null;
|
depth: Depth | null;
|
||||||
ticker: AsterTicker | null;
|
ticker: Ticker | null;
|
||||||
|
|
||||||
tradeLog: TradeLogEntry[];
|
tradeLog: TradeLogEntry[];
|
||||||
lastUpdated: number | null;
|
lastUpdated: number | null;
|
||||||
@@ -70,10 +70,10 @@ type SwingListener = (snapshot: SwingEngineSnapshot) => void;
|
|||||||
const EPS = 1e-5;
|
const EPS = 1e-5;
|
||||||
|
|
||||||
export class SwingEngine {
|
export class SwingEngine {
|
||||||
private accountSnapshot: AsterAccountSnapshot | null = null;
|
private accountSnapshot: AccountSnapshot | null = null;
|
||||||
private openOrders: AsterOrder[] = [];
|
private openOrders: Order[] = [];
|
||||||
private depthSnapshot: AsterDepth | null = null;
|
private depthSnapshot: Depth | null = null;
|
||||||
private tickerSnapshot: AsterTicker | null = null;
|
private tickerSnapshot: Ticker | null = null;
|
||||||
|
|
||||||
private readonly locks: OrderLockMap = {};
|
private readonly locks: OrderLockMap = {};
|
||||||
private readonly timers: OrderTimerMap = {};
|
private readonly timers: OrderTimerMap = {};
|
||||||
@@ -163,7 +163,7 @@ export class SwingEngine {
|
|||||||
private bootstrap(): void {
|
private bootstrap(): void {
|
||||||
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
||||||
|
|
||||||
safeSubscribe<AsterAccountSnapshot>(
|
safeSubscribe<AccountSnapshot>(
|
||||||
this.exchange.watchAccount.bind(this.exchange),
|
this.exchange.watchAccount.bind(this.exchange),
|
||||||
(snapshot) => {
|
(snapshot) => {
|
||||||
this.accountSnapshot = snapshot;
|
this.accountSnapshot = snapshot;
|
||||||
@@ -192,7 +192,7 @@ export class SwingEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterOrder[]>(
|
safeSubscribe<Order[]>(
|
||||||
this.exchange.watchOrders.bind(this.exchange),
|
this.exchange.watchOrders.bind(this.exchange),
|
||||||
(orders) => {
|
(orders) => {
|
||||||
this.synchronizeLocks(orders);
|
this.synchronizeLocks(orders);
|
||||||
@@ -214,7 +214,7 @@ export class SwingEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterDepth>(
|
safeSubscribe<Depth>(
|
||||||
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
||||||
(depth) => {
|
(depth) => {
|
||||||
this.depthSnapshot = depth;
|
this.depthSnapshot = depth;
|
||||||
@@ -227,7 +227,7 @@ export class SwingEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterTicker>(
|
safeSubscribe<Ticker>(
|
||||||
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
||||||
(ticker) => {
|
(ticker) => {
|
||||||
this.tickerSnapshot = ticker;
|
this.tickerSnapshot = ticker;
|
||||||
@@ -241,7 +241,7 @@ export class SwingEngine {
|
|||||||
);
|
);
|
||||||
}
|
}
|
||||||
|
|
||||||
private synchronizeLocks(orders: AsterOrder[] | null | undefined): void {
|
private synchronizeLocks(orders: Order[] | null | undefined): void {
|
||||||
const list = Array.isArray(orders) ? orders : [];
|
const list = Array.isArray(orders) ? orders : [];
|
||||||
Object.keys(this.pending).forEach((type) => {
|
Object.keys(this.pending).forEach((type) => {
|
||||||
const pendingId = this.pending[type];
|
const pendingId = this.pending[type];
|
||||||
@@ -422,7 +422,7 @@ export class SwingEngine {
|
|||||||
: position.entryPrice * (1 + Math.max(0, this.config.stopLossPct));
|
: position.entryPrice * (1 + Math.max(0, this.config.stopLossPct));
|
||||||
|
|
||||||
const tick = Math.max(1e-9, this.config.priceTick);
|
const tick = Math.max(1e-9, this.config.priceTick);
|
||||||
const lastPrice = referencePrice ?? Number(this.tickerSnapshot?.lastPrice) ?? null;
|
const lastPrice = referencePrice;
|
||||||
|
|
||||||
// Kill-switch (always-on).
|
// Kill-switch (always-on).
|
||||||
const triggerKill =
|
const triggerKill =
|
||||||
@@ -621,4 +621,3 @@ export class SwingEngine {
|
|||||||
});
|
});
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|||||||
@@ -2,11 +2,11 @@ import crypto from "crypto";
|
|||||||
import type { TradingConfig } from "../config";
|
import type { TradingConfig } from "../config";
|
||||||
import type { ExchangeAdapter } from "../exchanges/adapter";
|
import type { ExchangeAdapter } from "../exchanges/adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
} from "../exchanges/types";
|
} from "../exchanges/types";
|
||||||
import {
|
import {
|
||||||
calcStopLossPrice,
|
calcStopLossPrice,
|
||||||
@@ -51,9 +51,9 @@ export interface TrendEngineSnapshot {
|
|||||||
totalTrades: number;
|
totalTrades: number;
|
||||||
sessionVolume: number;
|
sessionVolume: number;
|
||||||
tradeLog: TradeLogEntry[];
|
tradeLog: TradeLogEntry[];
|
||||||
openOrders: AsterOrder[];
|
openOrders: Order[];
|
||||||
depth: AsterDepth | null;
|
depth: Depth | null;
|
||||||
ticker: AsterTicker | null;
|
ticker: Ticker | null;
|
||||||
lastUpdated: number | null;
|
lastUpdated: number | null;
|
||||||
lastOpenSignal: OpenOrderPlan;
|
lastOpenSignal: OpenOrderPlan;
|
||||||
}
|
}
|
||||||
@@ -68,11 +68,11 @@ type TrendEngineEvent = "update";
|
|||||||
type TrendEngineListener = (snapshot: TrendEngineSnapshot) => void;
|
type TrendEngineListener = (snapshot: TrendEngineSnapshot) => void;
|
||||||
|
|
||||||
export class TrendEngine {
|
export class TrendEngine {
|
||||||
private accountSnapshot: AsterAccountSnapshot | null = null;
|
private accountSnapshot: AccountSnapshot | null = null;
|
||||||
private openOrders: AsterOrder[] = [];
|
private openOrders: Order[] = [];
|
||||||
private depthSnapshot: AsterDepth | null = null;
|
private depthSnapshot: Depth | null = null;
|
||||||
private tickerSnapshot: AsterTicker | null = null;
|
private tickerSnapshot: Ticker | null = null;
|
||||||
private klineSnapshot: AsterKline[] = [];
|
private klineSnapshot: Kline[] = [];
|
||||||
|
|
||||||
private readonly locks: OrderLockMap = {};
|
private readonly locks: OrderLockMap = {};
|
||||||
private readonly timers: OrderTimerMap = {};
|
private readonly timers: OrderTimerMap = {};
|
||||||
@@ -164,7 +164,7 @@ export class TrendEngine {
|
|||||||
private bootstrap(): void {
|
private bootstrap(): void {
|
||||||
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
const log: LogHandler = (type, detail) => this.tradeLog.push(type, detail);
|
||||||
|
|
||||||
safeSubscribe<AsterAccountSnapshot>(
|
safeSubscribe<AccountSnapshot>(
|
||||||
this.exchange.watchAccount.bind(this.exchange),
|
this.exchange.watchAccount.bind(this.exchange),
|
||||||
(snapshot) => {
|
(snapshot) => {
|
||||||
this.accountSnapshot = snapshot;
|
this.accountSnapshot = snapshot;
|
||||||
@@ -181,7 +181,7 @@ export class TrendEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterOrder[]>(
|
safeSubscribe<Order[]>(
|
||||||
this.exchange.watchOrders.bind(this.exchange),
|
this.exchange.watchOrders.bind(this.exchange),
|
||||||
(orders) => {
|
(orders) => {
|
||||||
this.synchronizeLocks(orders);
|
this.synchronizeLocks(orders);
|
||||||
@@ -215,7 +215,7 @@ export class TrendEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterDepth>(
|
safeSubscribe<Depth>(
|
||||||
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
this.exchange.watchDepth.bind(this.exchange, this.config.symbol),
|
||||||
(depth) => {
|
(depth) => {
|
||||||
this.depthSnapshot = depth;
|
this.depthSnapshot = depth;
|
||||||
@@ -228,7 +228,7 @@ export class TrendEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterTicker>(
|
safeSubscribe<Ticker>(
|
||||||
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
this.exchange.watchTicker.bind(this.exchange, this.config.symbol),
|
||||||
(ticker) => {
|
(ticker) => {
|
||||||
this.tickerSnapshot = ticker;
|
this.tickerSnapshot = ticker;
|
||||||
@@ -241,7 +241,7 @@ export class TrendEngine {
|
|||||||
}
|
}
|
||||||
);
|
);
|
||||||
|
|
||||||
safeSubscribe<AsterKline[]>(
|
safeSubscribe<Kline[]>(
|
||||||
this.exchange.watchKlines.bind(this.exchange, this.config.symbol, this.config.klineInterval),
|
this.exchange.watchKlines.bind(this.exchange, this.config.symbol, this.config.klineInterval),
|
||||||
(klines) => {
|
(klines) => {
|
||||||
this.klineSnapshot = Array.isArray(klines) ? klines : [];
|
this.klineSnapshot = Array.isArray(klines) ? klines : [];
|
||||||
@@ -258,7 +258,7 @@ export class TrendEngine {
|
|||||||
);
|
);
|
||||||
}
|
}
|
||||||
|
|
||||||
private synchronizeLocks(orders: AsterOrder[] | null | undefined): void {
|
private synchronizeLocks(orders: Order[] | null | undefined): void {
|
||||||
const list = Array.isArray(orders) ? orders : [];
|
const list = Array.isArray(orders) ? orders : [];
|
||||||
Object.keys(this.pending).forEach((type) => {
|
Object.keys(this.pending).forEach((type) => {
|
||||||
const pendingId = this.pending[type];
|
const pendingId = this.pending[type];
|
||||||
@@ -386,7 +386,7 @@ export class TrendEngine {
|
|||||||
private async enforceRateLimitStop(): Promise<void> {
|
private async enforceRateLimitStop(): Promise<void> {
|
||||||
const position = getPosition(this.accountSnapshot, this.config.symbol);
|
const position = getPosition(this.accountSnapshot, this.config.symbol);
|
||||||
if (Math.abs(position.positionAmt) < 1e-5) return;
|
if (Math.abs(position.positionAmt) < 1e-5) return;
|
||||||
const price = this.getReferencePrice() ?? Number(this.tickerSnapshot?.lastPrice) ?? this.lastPrice;
|
const price = this.getReferencePrice();
|
||||||
if (!Number.isFinite(price) || price == null) return;
|
if (!Number.isFinite(price) || price == null) return;
|
||||||
const result = await this.handlePositionManagement(position, Number(price));
|
const result = await this.handlePositionManagement(position, Number(price));
|
||||||
if (result.closed) {
|
if (result.closed) {
|
||||||
@@ -834,7 +834,7 @@ export class TrendEngine {
|
|||||||
|
|
||||||
private async tryReplaceStop(
|
private async tryReplaceStop(
|
||||||
side: "BUY" | "SELL",
|
side: "BUY" | "SELL",
|
||||||
currentOrder: AsterOrder,
|
currentOrder: Order,
|
||||||
nextStopPrice: number,
|
nextStopPrice: number,
|
||||||
lastPrice: number
|
lastPrice: number
|
||||||
): Promise<void> {
|
): Promise<void> {
|
||||||
|
|||||||
+2
-2
@@ -1,9 +1,9 @@
|
|||||||
import type { AsterDepth } from "../exchanges/types";
|
import type { Depth } from "../exchanges/types";
|
||||||
|
|
||||||
export type DepthImbalance = "balanced" | "buy_dominant" | "sell_dominant";
|
export type DepthImbalance = "balanced" | "buy_dominant" | "sell_dominant";
|
||||||
|
|
||||||
export function computeDepthStats(
|
export function computeDepthStats(
|
||||||
depth: AsterDepth,
|
depth: Depth,
|
||||||
levels = 10,
|
levels = 10,
|
||||||
ratio = 3
|
ratio = 3
|
||||||
): {
|
): {
|
||||||
|
|||||||
+5
-5
@@ -1,6 +1,6 @@
|
|||||||
import type { AsterDepth, AsterTicker } from "../exchanges/types";
|
import type { Depth, Ticker } from "../exchanges/types";
|
||||||
|
|
||||||
export function getTopPrices(depth?: AsterDepth | null): { topBid: number | null; topAsk: number | null } {
|
export function getTopPrices(depth?: Depth | null): { topBid: number | null; topAsk: number | null } {
|
||||||
const bid = Number(depth?.bids?.[0]?.[0]);
|
const bid = Number(depth?.bids?.[0]?.[0]);
|
||||||
const ask = Number(depth?.asks?.[0]?.[0]);
|
const ask = Number(depth?.asks?.[0]?.[0]);
|
||||||
return {
|
return {
|
||||||
@@ -16,7 +16,7 @@ export function getTopPrices(depth?: AsterDepth | null): { topBid: number | null
|
|||||||
* @returns 指定档位的买卖价格,如果该档位不存在则回退到最近的有效档位
|
* @returns 指定档位的买卖价格,如果该档位不存在则回退到最近的有效档位
|
||||||
*/
|
*/
|
||||||
export function getPricesAtLevel(
|
export function getPricesAtLevel(
|
||||||
depth?: AsterDepth | null,
|
depth?: Depth | null,
|
||||||
level: number = 1
|
level: number = 1
|
||||||
): { bidAtLevel: number | null; askAtLevel: number | null } {
|
): { bidAtLevel: number | null; askAtLevel: number | null } {
|
||||||
const index = Math.max(0, level - 1);
|
const index = Math.max(0, level - 1);
|
||||||
@@ -49,7 +49,7 @@ export function getPricesAtLevel(
|
|||||||
return { bidAtLevel, askAtLevel };
|
return { bidAtLevel, askAtLevel };
|
||||||
}
|
}
|
||||||
|
|
||||||
export function getMidOrLast(depth?: AsterDepth | null, ticker?: AsterTicker | null): number | null {
|
export function getMidOrLast(depth?: Depth | null, ticker?: Ticker | null): number | null {
|
||||||
const { topBid, topAsk } = getTopPrices(depth);
|
const { topBid, topAsk } = getTopPrices(depth);
|
||||||
if (topBid != null && topAsk != null) return (topBid + topAsk) / 2;
|
if (topBid != null && topAsk != null) return (topBid + topAsk) / 2;
|
||||||
const last = Number(ticker?.lastPrice);
|
const last = Number(ticker?.lastPrice);
|
||||||
@@ -64,7 +64,7 @@ export function getMidOrLast(depth?: AsterDepth | null, ticker?: AsterTicker | n
|
|||||||
* @returns 从一档到目标价格之间的挂单总量 (不包含目标价格本身)
|
* @returns 从一档到目标价格之间的挂单总量 (不包含目标价格本身)
|
||||||
*/
|
*/
|
||||||
export function getDepthBetweenPrices(
|
export function getDepthBetweenPrices(
|
||||||
depth: AsterDepth | null | undefined,
|
depth: Depth | null | undefined,
|
||||||
side: "BUY" | "SELL",
|
side: "BUY" | "SELL",
|
||||||
targetPrice: number
|
targetPrice: number
|
||||||
): number {
|
): number {
|
||||||
|
|||||||
@@ -1,4 +1,4 @@
|
|||||||
import type { AsterAccountAsset, AsterAccountSnapshot, AsterKline } from "../exchanges/types";
|
import type { AccountAsset, AccountSnapshot, Kline } from "../exchanges/types";
|
||||||
|
|
||||||
export interface PositionSnapshot {
|
export interface PositionSnapshot {
|
||||||
positionAmt: number;
|
positionAmt: number;
|
||||||
@@ -7,7 +7,7 @@ export interface PositionSnapshot {
|
|||||||
markPrice: number | null;
|
markPrice: number | null;
|
||||||
}
|
}
|
||||||
|
|
||||||
export function getPosition(snapshot: AsterAccountSnapshot | null, symbol: string): PositionSnapshot {
|
export function getPosition(snapshot: AccountSnapshot | null, symbol: string): PositionSnapshot {
|
||||||
if (!snapshot) {
|
if (!snapshot) {
|
||||||
return { positionAmt: 0, entryPrice: 0, unrealizedProfit: 0, markPrice: null };
|
return { positionAmt: 0, entryPrice: 0, unrealizedProfit: 0, markPrice: null };
|
||||||
}
|
}
|
||||||
@@ -48,7 +48,7 @@ export function getPosition(snapshot: AsterAccountSnapshot | null, symbol: strin
|
|||||||
}
|
}
|
||||||
|
|
||||||
export function validateAccountSnapshotForSymbol(
|
export function validateAccountSnapshotForSymbol(
|
||||||
snapshot: AsterAccountSnapshot | null,
|
snapshot: AccountSnapshot | null,
|
||||||
symbol: string
|
symbol: string
|
||||||
): { ok: true } | { ok: false; issues: string[] } {
|
): { ok: true } | { ok: false; issues: string[] } {
|
||||||
if (!snapshot) return { ok: true };
|
if (!snapshot) return { ok: true };
|
||||||
@@ -88,7 +88,7 @@ export function validateAccountSnapshotForSymbol(
|
|||||||
return { ok: false, issues: Array.from(new Set(issues)) };
|
return { ok: false, issues: Array.from(new Set(issues)) };
|
||||||
}
|
}
|
||||||
|
|
||||||
export function getSMA(values: AsterKline[], length: number): number | null {
|
export function getSMA(values: Kline[], length: number): number | null {
|
||||||
if (!Array.isArray(values) || values.length < length) return null;
|
if (!Array.isArray(values) || values.length < length) return null;
|
||||||
const window = values.slice(-length);
|
const window = values.slice(-length);
|
||||||
const closes = window.map((kline) => Number(kline.close));
|
const closes = window.map((kline) => Number(kline.close));
|
||||||
@@ -118,7 +118,7 @@ export function calcTrailingActivationPrice(entryPrice: number, qty: number, sid
|
|||||||
}
|
}
|
||||||
|
|
||||||
export function computeBollingerBandwidth(
|
export function computeBollingerBandwidth(
|
||||||
values: AsterKline[],
|
values: Kline[],
|
||||||
length: number,
|
length: number,
|
||||||
stdMultiplier: number
|
stdMultiplier: number
|
||||||
): number | null {
|
): number | null {
|
||||||
@@ -190,7 +190,7 @@ function normalizeBaseSymbol(symbol: string | undefined): string | undefined {
|
|||||||
return parseSymbolParts(symbol).base;
|
return parseSymbolParts(symbol).base;
|
||||||
}
|
}
|
||||||
|
|
||||||
function selectAsset(assets: AsterAccountAsset[], baseSymbol: string, baseAssetId?: number): AsterAccountAsset | undefined {
|
function selectAsset(assets: AccountAsset[], baseSymbol: string, baseAssetId?: number): AccountAsset | undefined {
|
||||||
const normalized = baseSymbol.toUpperCase();
|
const normalized = baseSymbol.toUpperCase();
|
||||||
const targetId = Number(baseAssetId);
|
const targetId = Number(baseAssetId);
|
||||||
return assets.find((asset) => {
|
return assets.find((asset) => {
|
||||||
|
|||||||
@@ -1,8 +1,8 @@
|
|||||||
import { describe, expect, it } from "vitest";
|
import { describe, expect, it } from "vitest";
|
||||||
import type { AsterAccountSnapshot } from "../src/exchanges/types";
|
import type { AccountSnapshot } from "../src/exchanges/types";
|
||||||
import { validateAccountSnapshotForSymbol } from "../src/utils/strategy";
|
import { validateAccountSnapshotForSymbol } from "../src/utils/strategy";
|
||||||
|
|
||||||
function baseSnapshot(positions: AsterAccountSnapshot["positions"]): AsterAccountSnapshot {
|
function baseSnapshot(positions: AccountSnapshot["positions"]): AccountSnapshot {
|
||||||
return {
|
return {
|
||||||
canTrade: true,
|
canTrade: true,
|
||||||
canDeposit: true,
|
canDeposit: true,
|
||||||
|
|||||||
@@ -1,6 +1,6 @@
|
|||||||
import crypto from "crypto";
|
import crypto from "crypto";
|
||||||
import { afterAll, afterEach, beforeAll, beforeEach, describe, expect, it, vi } from "vitest";
|
import { afterAll, afterEach, beforeAll, beforeEach, describe, expect, it, vi } from "vitest";
|
||||||
import { AsterSpotRestClient } from "../src/exchanges/aster/client";
|
import { AsterSpotRestClient } from "../src/exchanges/aster/gateway";
|
||||||
|
|
||||||
describe("AsterSpotRestClient", () => {
|
describe("AsterSpotRestClient", () => {
|
||||||
const originalFetch = globalThis.fetch;
|
const originalFetch = globalThis.fetch;
|
||||||
|
|||||||
@@ -1,47 +1,47 @@
|
|||||||
import { describe, expect, it, vi } from "vitest";
|
import { describe, expect, it, vi } from "vitest";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
} from "../src/exchanges/types";
|
} from "../src/exchanges/types";
|
||||||
import { BasisArbEngine } from "../src/strategy/basis-arb-engine";
|
import { BasisArbEngine } from "../src/strategy/basis-arb-engine";
|
||||||
|
|
||||||
class StubAdapter implements ExchangeAdapter {
|
class StubAdapter implements ExchangeAdapter {
|
||||||
id = "aster";
|
id = "aster";
|
||||||
private depthHandler: ((depth: AsterDepth) => void) | null = null;
|
private depthHandler: ((depth: Depth) => void) | null = null;
|
||||||
|
|
||||||
supportsTrailingStops(): boolean {
|
supportsTrailingStops(): boolean {
|
||||||
return false;
|
return false;
|
||||||
}
|
}
|
||||||
|
|
||||||
watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {
|
watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {
|
||||||
// not required for this test
|
// not required for this test
|
||||||
}
|
}
|
||||||
|
|
||||||
watchOrders(_cb: (orders: AsterOrder[]) => void): void {
|
watchOrders(_cb: (orders: Order[]) => void): void {
|
||||||
// not required for this test
|
// not required for this test
|
||||||
}
|
}
|
||||||
|
|
||||||
watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void {
|
watchDepth(_symbol: string, cb: (depth: Depth) => void): void {
|
||||||
this.depthHandler = cb;
|
this.depthHandler = cb;
|
||||||
}
|
}
|
||||||
|
|
||||||
emitDepth(depth: AsterDepth): void {
|
emitDepth(depth: Depth): void {
|
||||||
this.depthHandler?.(depth);
|
this.depthHandler?.(depth);
|
||||||
}
|
}
|
||||||
|
|
||||||
watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {
|
watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {
|
||||||
// not required for this test
|
// not required for this test
|
||||||
}
|
}
|
||||||
|
|
||||||
watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {
|
watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {
|
||||||
// not required for this test
|
// not required for this test
|
||||||
}
|
}
|
||||||
|
|
||||||
createOrder(): Promise<AsterOrder> {
|
createOrder(): Promise<Order> {
|
||||||
throw new Error("not implemented");
|
throw new Error("not implemented");
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|||||||
@@ -1,6 +1,6 @@
|
|||||||
import { afterEach, describe, expect, it, vi } from "vitest";
|
import { afterEach, describe, expect, it, vi } from "vitest";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
||||||
import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
|
import type { AccountSnapshot, Depth, Kline, Order, Ticker } from "../src/exchanges/types";
|
||||||
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
|
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
|
||||||
|
|
||||||
const ORIGINAL_FETCH = globalThis.fetch;
|
const ORIGINAL_FETCH = globalThis.fetch;
|
||||||
@@ -12,13 +12,13 @@ class StubAdapter implements ExchangeAdapter {
|
|||||||
return false;
|
return false;
|
||||||
}
|
}
|
||||||
|
|
||||||
watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
|
watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {}
|
||||||
watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
|
watchOrders(_cb: (orders: Order[]) => void): void {}
|
||||||
watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {}
|
watchDepth(_symbol: string, _cb: (depth: Depth) => void): void {}
|
||||||
watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
|
watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {}
|
||||||
watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
|
watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {}
|
||||||
|
|
||||||
async createOrder(): Promise<AsterOrder> {
|
async createOrder(): Promise<Order> {
|
||||||
throw new Error("not implemented");
|
throw new Error("not implemented");
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -26,7 +26,7 @@ class StubAdapter implements ExchangeAdapter {
|
|||||||
async cancelOrders(): Promise<void> {}
|
async cancelOrders(): Promise<void> {}
|
||||||
async cancelAllOrders(): Promise<void> {}
|
async cancelAllOrders(): Promise<void> {}
|
||||||
|
|
||||||
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
|
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
|
||||||
return {
|
return {
|
||||||
canTrade: true,
|
canTrade: true,
|
||||||
canDeposit: true,
|
canDeposit: true,
|
||||||
|
|||||||
@@ -3,11 +3,11 @@ import { executeCliCommand } from "../src/cli/command-executor";
|
|||||||
import type { ParsedCliCommand } from "../src/cli/command-types";
|
import type { ParsedCliCommand } from "../src/cli/command-types";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
CreateOrderParams,
|
CreateOrderParams,
|
||||||
} from "../src/exchanges/types";
|
} from "../src/exchanges/types";
|
||||||
|
|
||||||
@@ -22,7 +22,7 @@ class FakeAdapter implements ExchangeAdapter {
|
|||||||
return true;
|
return true;
|
||||||
}
|
}
|
||||||
|
|
||||||
watchAccount(cb: (snapshot: AsterAccountSnapshot) => void): void {
|
watchAccount(cb: (snapshot: AccountSnapshot) => void): void {
|
||||||
cb({
|
cb({
|
||||||
canTrade: true,
|
canTrade: true,
|
||||||
canDeposit: true,
|
canDeposit: true,
|
||||||
@@ -35,11 +35,11 @@ class FakeAdapter implements ExchangeAdapter {
|
|||||||
});
|
});
|
||||||
}
|
}
|
||||||
|
|
||||||
watchOrders(cb: (orders: AsterOrder[]) => void): void {
|
watchOrders(cb: (orders: Order[]) => void): void {
|
||||||
cb([]);
|
cb([]);
|
||||||
}
|
}
|
||||||
|
|
||||||
watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void {
|
watchDepth(_symbol: string, cb: (depth: Depth) => void): void {
|
||||||
cb({
|
cb({
|
||||||
lastUpdateId: 1,
|
lastUpdateId: 1,
|
||||||
bids: [["100", "1"]],
|
bids: [["100", "1"]],
|
||||||
@@ -47,7 +47,7 @@ class FakeAdapter implements ExchangeAdapter {
|
|||||||
});
|
});
|
||||||
}
|
}
|
||||||
|
|
||||||
watchTicker(symbol: string, cb: (ticker: AsterTicker) => void): void {
|
watchTicker(symbol: string, cb: (ticker: Ticker) => void): void {
|
||||||
cb({
|
cb({
|
||||||
symbol,
|
symbol,
|
||||||
lastPrice: "100",
|
lastPrice: "100",
|
||||||
@@ -57,10 +57,10 @@ class FakeAdapter implements ExchangeAdapter {
|
|||||||
volume: "10",
|
volume: "10",
|
||||||
quoteVolume: "1000",
|
quoteVolume: "1000",
|
||||||
eventTime: Date.now(),
|
eventTime: Date.now(),
|
||||||
} as AsterTicker);
|
} as Ticker);
|
||||||
}
|
}
|
||||||
|
|
||||||
watchKlines(_symbol: string, _interval: string, cb: (klines: AsterKline[]) => void): void {
|
watchKlines(_symbol: string, _interval: string, cb: (klines: Kline[]) => void): void {
|
||||||
cb([
|
cb([
|
||||||
{
|
{
|
||||||
openTime: 1,
|
openTime: 1,
|
||||||
@@ -75,7 +75,7 @@ class FakeAdapter implements ExchangeAdapter {
|
|||||||
]);
|
]);
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
this.createOrderCalls += 1;
|
this.createOrderCalls += 1;
|
||||||
return {
|
return {
|
||||||
orderId: "1",
|
orderId: "1",
|
||||||
|
|||||||
@@ -81,6 +81,16 @@ describe("command parser", () => {
|
|||||||
});
|
});
|
||||||
});
|
});
|
||||||
|
|
||||||
|
it("parses the Ondo Perps exchange alias", () => {
|
||||||
|
for (const exchange of ["ondoperps", "ondoperp"]) {
|
||||||
|
const command = parseCommandArgv(["exchange", "capabilities", "--exchange", exchange]);
|
||||||
|
expect(command).toMatchObject({
|
||||||
|
kind: "exchange-capabilities",
|
||||||
|
exchange: "ondoperps",
|
||||||
|
});
|
||||||
|
}
|
||||||
|
});
|
||||||
|
|
||||||
it("throws for unsupported option", () => {
|
it("throws for unsupported option", () => {
|
||||||
expect(() => parseCommandArgv(["doctor", "--unknown"])).toThrow(CommandParseError);
|
expect(() => parseCommandArgv(["doctor", "--unknown"])).toThrow(CommandParseError);
|
||||||
});
|
});
|
||||||
|
|||||||
@@ -56,4 +56,19 @@ describe("resolveSymbolFromEnv", () => {
|
|||||||
|
|
||||||
expect(resolveSymbolFromEnv("binance")).toBe("ETHUSDT");
|
expect(resolveSymbolFromEnv("binance")).toBe("ETHUSDT");
|
||||||
});
|
});
|
||||||
|
|
||||||
|
it("supports Ondo Perps symbol defaults when explicit exchange id is provided", () => {
|
||||||
|
delete process.env.EXCHANGE;
|
||||||
|
process.env.ONDOPERPS_SYMBOL = "NVDA-USD.P";
|
||||||
|
|
||||||
|
expect(resolveSymbolFromEnv("ondoperps")).toBe("NVDA-USD.P");
|
||||||
|
});
|
||||||
|
|
||||||
|
it("supports the legacy Ondo Perps exchange id and symbol prefix", () => {
|
||||||
|
delete process.env.EXCHANGE;
|
||||||
|
delete process.env.ONDOPERPS_SYMBOL;
|
||||||
|
process.env.ONDOPERP_SYMBOL = "ETH-USD.P";
|
||||||
|
|
||||||
|
expect(resolveSymbolFromEnv("ondoperp")).toBe("ETH-USD.P");
|
||||||
|
});
|
||||||
});
|
});
|
||||||
|
|||||||
@@ -2,11 +2,11 @@ import { describe, expect, it } from "vitest";
|
|||||||
import { DryRunExchangeAdapter } from "../src/exchanges/dry-run-adapter";
|
import { DryRunExchangeAdapter } from "../src/exchanges/dry-run-adapter";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
CreateOrderParams,
|
CreateOrderParams,
|
||||||
} from "../src/exchanges/types";
|
} from "../src/exchanges/types";
|
||||||
|
|
||||||
@@ -18,13 +18,13 @@ class BaseAdapter implements ExchangeAdapter {
|
|||||||
return true;
|
return true;
|
||||||
}
|
}
|
||||||
|
|
||||||
watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
|
watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {}
|
||||||
watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
|
watchOrders(_cb: (orders: Order[]) => void): void {}
|
||||||
watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {}
|
watchDepth(_symbol: string, _cb: (depth: Depth) => void): void {}
|
||||||
watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
|
watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {}
|
||||||
watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
|
watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {}
|
||||||
|
|
||||||
async createOrder(_params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(_params: CreateOrderParams): Promise<Order> {
|
||||||
this.createCalls += 1;
|
this.createCalls += 1;
|
||||||
throw new Error("should not be called in dry-run");
|
throw new Error("should not be called in dry-run");
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -18,11 +18,11 @@ import {
|
|||||||
import { buildAdapterFromEnv } from "../src/exchanges/resolve-from-env";
|
import { buildAdapterFromEnv } from "../src/exchanges/resolve-from-env";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterKline,
|
Kline,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
CreateOrderParams,
|
CreateOrderParams,
|
||||||
} from "../src/exchanges/types";
|
} from "../src/exchanges/types";
|
||||||
|
|
||||||
@@ -42,7 +42,7 @@ const REQUIRED_ENV_BY_EXCHANGE: Record<SupportedExchangeId, Record<string, strin
|
|||||||
},
|
},
|
||||||
lighter: {
|
lighter: {
|
||||||
LIGHTER_ACCOUNT_INDEX: "1",
|
LIGHTER_ACCOUNT_INDEX: "1",
|
||||||
LIGHTER_API_PRIVATE_KEY: "lighter-private-key",
|
LIGHTER_API_PRIVATE_KEY: "0xed636277f3753b6c0275f7a28c2678a7f3a95655e09deaebec15179b50c5da7f903152e50f594f7b",
|
||||||
LIGHTER_API_KEY_INDEX: "0",
|
LIGHTER_API_KEY_INDEX: "0",
|
||||||
},
|
},
|
||||||
backpack: {
|
backpack: {
|
||||||
@@ -64,6 +64,10 @@ const REQUIRED_ENV_BY_EXCHANGE: Record<SupportedExchangeId, Record<string, strin
|
|||||||
BINANCE_API_KEY: "binance-key",
|
BINANCE_API_KEY: "binance-key",
|
||||||
BINANCE_API_SECRET: "binance-secret",
|
BINANCE_API_SECRET: "binance-secret",
|
||||||
},
|
},
|
||||||
|
ondoperps: {
|
||||||
|
ONDOPERPS_API_KEY_ID: "ondoKeyId_test",
|
||||||
|
ONDOPERPS_API_SECRET: "ondoApiSecret_test",
|
||||||
|
},
|
||||||
};
|
};
|
||||||
|
|
||||||
class RecorderAdapter implements ExchangeAdapter {
|
class RecorderAdapter implements ExchangeAdapter {
|
||||||
@@ -78,17 +82,17 @@ class RecorderAdapter implements ExchangeAdapter {
|
|||||||
return false;
|
return false;
|
||||||
}
|
}
|
||||||
|
|
||||||
watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
|
watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {}
|
||||||
|
|
||||||
watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
|
watchOrders(_cb: (orders: Order[]) => void): void {}
|
||||||
|
|
||||||
watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {}
|
watchDepth(_symbol: string, _cb: (depth: Depth) => void): void {}
|
||||||
|
|
||||||
watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
|
watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {}
|
||||||
|
|
||||||
watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
|
watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
this.lastCreateOrderParams = params;
|
this.lastCreateOrderParams = params;
|
||||||
return {
|
return {
|
||||||
orderId: 1,
|
orderId: 1,
|
||||||
@@ -151,6 +155,7 @@ describe("exchange contract suite", () => {
|
|||||||
for (const id of SUPPORTED_EXCHANGE_IDS) {
|
for (const id of SUPPORTED_EXCHANGE_IDS) {
|
||||||
expect(output).toContain(id);
|
expect(output).toContain(id);
|
||||||
}
|
}
|
||||||
|
expect(parseCliArgs(["--exchange", "ondoperp"]).exchange).toBe("ondoperps");
|
||||||
spy.mockRestore();
|
spy.mockRestore();
|
||||||
});
|
});
|
||||||
|
|
||||||
@@ -258,4 +263,21 @@ describe("exchange contract suite", () => {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
});
|
});
|
||||||
|
|
||||||
|
it("routes orders from adapters that still report the legacy ondoperp id", async () => {
|
||||||
|
delete process.env.EXCHANGE;
|
||||||
|
delete process.env.TRADE_EXCHANGE;
|
||||||
|
const adapter = new RecorderAdapter("ondoperps");
|
||||||
|
(adapter as unknown as { id: string }).id = "ondoperp";
|
||||||
|
|
||||||
|
await routeLimitOrder({
|
||||||
|
adapter,
|
||||||
|
symbol: "BTC-USD.P",
|
||||||
|
side: "BUY",
|
||||||
|
quantity: 0.01,
|
||||||
|
price: 100_000,
|
||||||
|
});
|
||||||
|
|
||||||
|
expect(adapter.lastCreateOrderParams?.type).toBe("LIMIT");
|
||||||
|
});
|
||||||
});
|
});
|
||||||
|
|||||||
@@ -1,11 +1,13 @@
|
|||||||
import { describe, expect, it, beforeEach, afterEach } from "vitest";
|
import { describe, expect, it, beforeEach, afterEach } from "vitest";
|
||||||
import { createExchangeAdapter, resolveExchangeId } from "../src/exchanges/create-adapter";
|
import { createExchangeAdapter, resolveExchangeId } from "../src/exchanges/create-adapter";
|
||||||
import { AsterExchangeAdapter } from "../src/exchanges/aster-adapter";
|
import { buildAdapterFromEnv } from "../src/exchanges/resolve-from-env";
|
||||||
|
import { AsterExchangeAdapter } from "../src/exchanges/aster/adapter";
|
||||||
import { GrvtExchangeAdapter } from "../src/exchanges/grvt/adapter";
|
import { GrvtExchangeAdapter } from "../src/exchanges/grvt/adapter";
|
||||||
import { BackpackExchangeAdapter } from "../src/exchanges/backpack/adapter";
|
import { BackpackExchangeAdapter } from "../src/exchanges/backpack/adapter";
|
||||||
import { ParadexExchangeAdapter } from "../src/exchanges/paradex/adapter";
|
import { ParadexExchangeAdapter } from "../src/exchanges/paradex/adapter";
|
||||||
import { StandxExchangeAdapter } from "../src/exchanges/standx/adapter";
|
import { StandxExchangeAdapter } from "../src/exchanges/standx/adapter";
|
||||||
import { BinanceExchangeAdapter } from "../src/exchanges/binance/adapter";
|
import { BinanceExchangeAdapter } from "../src/exchanges/binance/adapter";
|
||||||
|
import { OndoperpsExchangeAdapter } from "../src/exchanges/ondoperps/adapter";
|
||||||
|
|
||||||
const ORIGINAL_ENV = { ...process.env };
|
const ORIGINAL_ENV = { ...process.env };
|
||||||
|
|
||||||
@@ -34,6 +36,8 @@ describe("exchange factory", () => {
|
|||||||
expect(resolveExchangeId("PaRaDeX")).toBe("paradex");
|
expect(resolveExchangeId("PaRaDeX")).toBe("paradex");
|
||||||
expect(resolveExchangeId("StandX")).toBe("standx");
|
expect(resolveExchangeId("StandX")).toBe("standx");
|
||||||
expect(resolveExchangeId("BiNaNcE")).toBe("binance");
|
expect(resolveExchangeId("BiNaNcE")).toBe("binance");
|
||||||
|
expect(resolveExchangeId("OndoPerps")).toBe("ondoperps");
|
||||||
|
expect(resolveExchangeId("OndoPerp")).toBe("ondoperps");
|
||||||
});
|
});
|
||||||
|
|
||||||
it("creates grvt adapter when EXCHANGE=grvt", () => {
|
it("creates grvt adapter when EXCHANGE=grvt", () => {
|
||||||
@@ -92,4 +96,41 @@ describe("exchange factory", () => {
|
|||||||
expect(adapter).toBeInstanceOf(BinanceExchangeAdapter);
|
expect(adapter).toBeInstanceOf(BinanceExchangeAdapter);
|
||||||
expect(adapter.id).toBe("binance");
|
expect(adapter.id).toBe("binance");
|
||||||
});
|
});
|
||||||
|
|
||||||
|
it("creates ondoperps adapter when EXCHANGE=ondoperps", () => {
|
||||||
|
process.env.EXCHANGE = "ondoperps";
|
||||||
|
process.env.ONDOPERPS_API_KEY_ID = "ondoKeyId_test";
|
||||||
|
process.env.ONDOPERPS_API_SECRET = "ondoApiSecret_test";
|
||||||
|
process.env.ONDOPERPS_SYMBOL = "XAU-USD.P";
|
||||||
|
|
||||||
|
const adapter = createExchangeAdapter({ symbol: "XAU-USD.P" });
|
||||||
|
expect(adapter).toBeInstanceOf(OndoperpsExchangeAdapter);
|
||||||
|
expect(adapter.id).toBe("ondoperps");
|
||||||
|
});
|
||||||
|
|
||||||
|
it("accepts the legacy ondoperp id and environment prefix", () => {
|
||||||
|
delete process.env.ONDOPERPS_API_KEY_ID;
|
||||||
|
delete process.env.ONDOPERPS_API_SECRET;
|
||||||
|
delete process.env.ONDOPERPS_SYMBOL;
|
||||||
|
process.env.ONDOPERP_API_KEY_ID = "ondoKeyId_legacy";
|
||||||
|
process.env.ONDOPERP_API_SECRET = "ondoApiSecret_legacy";
|
||||||
|
process.env.ONDOPERP_SYMBOL = "ETH-USD.P";
|
||||||
|
|
||||||
|
const adapter = buildAdapterFromEnv({ exchangeId: "ondoperp", symbol: "BTC-USD.P" });
|
||||||
|
expect(adapter).toBeInstanceOf(OndoperpsExchangeAdapter);
|
||||||
|
expect(adapter.id).toBe("ondoperps");
|
||||||
|
});
|
||||||
|
|
||||||
|
it("accepts the legacy ondoperp factory option", () => {
|
||||||
|
const adapter = createExchangeAdapter({
|
||||||
|
exchange: "ondoperp",
|
||||||
|
symbol: "BTC-USD.P",
|
||||||
|
ondoperp: {
|
||||||
|
apiKeyId: "ondoKeyId_legacy",
|
||||||
|
apiSecret: "ondoApiSecret_legacy",
|
||||||
|
},
|
||||||
|
});
|
||||||
|
expect(adapter).toBeInstanceOf(OndoperpsExchangeAdapter);
|
||||||
|
expect(adapter.id).toBe("ondoperps");
|
||||||
|
});
|
||||||
});
|
});
|
||||||
|
|||||||
+384
-37
@@ -1,23 +1,25 @@
|
|||||||
import { describe, expect, it, vi } from "vitest";
|
import { describe, expect, it } from "vitest";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
||||||
import type {
|
import type {
|
||||||
AsterAccountSnapshot,
|
AccountSnapshot,
|
||||||
AsterDepth,
|
Depth,
|
||||||
AsterOrder,
|
Order,
|
||||||
AsterTicker,
|
Ticker,
|
||||||
CreateOrderParams,
|
CreateOrderParams,
|
||||||
} from "../src/exchanges/types";
|
} from "../src/exchanges/types";
|
||||||
import type { GridConfig } from "../src/config";
|
import type { GridConfig } from "../src/config";
|
||||||
import { GridEngine } from "../src/strategy/grid-engine";
|
import { GridEngine } from "../src/strategy/grid-engine";
|
||||||
|
|
||||||
|
let orderCounter = 0;
|
||||||
|
|
||||||
class StubAdapter implements ExchangeAdapter {
|
class StubAdapter implements ExchangeAdapter {
|
||||||
id = "aster";
|
id = "aster";
|
||||||
|
|
||||||
private accountHandler: ((snapshot: AsterAccountSnapshot) => void) | null = null;
|
private accountHandler: ((snapshot: AccountSnapshot) => void) | null = null;
|
||||||
private orderHandler: ((orders: AsterOrder[]) => void) | null = null;
|
private orderHandler: ((orders: Order[]) => void) | null = null;
|
||||||
private depthHandler: ((depth: AsterDepth) => void) | null = null;
|
private depthHandler: ((depth: Depth) => void) | null = null;
|
||||||
private tickerHandler: ((ticker: AsterTicker) => void) | null = null;
|
private tickerHandler: ((ticker: Ticker) => void) | null = null;
|
||||||
private currentOrders: AsterOrder[] = [];
|
private currentOrders: Order[] = [];
|
||||||
|
|
||||||
public createdOrders: CreateOrderParams[] = [];
|
public createdOrders: CreateOrderParams[] = [];
|
||||||
public marketOrders: CreateOrderParams[] = [];
|
public marketOrders: CreateOrderParams[] = [];
|
||||||
@@ -28,19 +30,19 @@ class StubAdapter implements ExchangeAdapter {
|
|||||||
return false;
|
return false;
|
||||||
}
|
}
|
||||||
|
|
||||||
watchAccount(cb: (snapshot: AsterAccountSnapshot) => void): void {
|
watchAccount(cb: (snapshot: AccountSnapshot) => void): void {
|
||||||
this.accountHandler = cb;
|
this.accountHandler = cb;
|
||||||
}
|
}
|
||||||
|
|
||||||
watchOrders(cb: (orders: AsterOrder[]) => void): void {
|
watchOrders(cb: (orders: Order[]) => void): void {
|
||||||
this.orderHandler = cb;
|
this.orderHandler = cb;
|
||||||
}
|
}
|
||||||
|
|
||||||
watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void {
|
watchDepth(_symbol: string, cb: (depth: Depth) => void): void {
|
||||||
this.depthHandler = cb;
|
this.depthHandler = cb;
|
||||||
}
|
}
|
||||||
|
|
||||||
watchTicker(_symbol: string, cb: (ticker: AsterTicker) => void): void {
|
watchTicker(_symbol: string, cb: (ticker: Ticker) => void): void {
|
||||||
this.tickerHandler = cb;
|
this.tickerHandler = cb;
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -48,26 +50,28 @@ class StubAdapter implements ExchangeAdapter {
|
|||||||
// not used in tests
|
// not used in tests
|
||||||
}
|
}
|
||||||
|
|
||||||
emitAccount(snapshot: AsterAccountSnapshot): void {
|
emitAccount(snapshot: AccountSnapshot): void {
|
||||||
this.accountHandler?.(snapshot);
|
this.accountHandler?.(snapshot);
|
||||||
}
|
}
|
||||||
|
|
||||||
emitOrders(orders: AsterOrder[]): void {
|
emitOrders(orders: Order[]): void {
|
||||||
this.orderHandler?.(orders);
|
this.orderHandler?.(orders);
|
||||||
}
|
}
|
||||||
|
|
||||||
emitDepth(depth: AsterDepth): void {
|
emitDepth(depth: Depth): void {
|
||||||
this.depthHandler?.(depth);
|
this.depthHandler?.(depth);
|
||||||
}
|
}
|
||||||
|
|
||||||
emitTicker(ticker: AsterTicker): void {
|
emitTicker(ticker: Ticker): void {
|
||||||
this.tickerHandler?.(ticker);
|
this.tickerHandler?.(ticker);
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
async createOrder(params: CreateOrderParams): Promise<Order> {
|
||||||
const order: AsterOrder = {
|
orderCounter++;
|
||||||
orderId: `${Date.now()}-${Math.random()}`,
|
const orderId = params.clientOrderId ?? `stub-${orderCounter}`;
|
||||||
clientOrderId: "test",
|
const order: Order = {
|
||||||
|
orderId,
|
||||||
|
clientOrderId: params.clientOrderId ?? orderId,
|
||||||
symbol: params.symbol,
|
symbol: params.symbol,
|
||||||
side: params.side,
|
side: params.side,
|
||||||
type: params.type,
|
type: params.type,
|
||||||
@@ -86,18 +90,21 @@ class StubAdapter implements ExchangeAdapter {
|
|||||||
this.marketOrders.push(params);
|
this.marketOrders.push(params);
|
||||||
this.orderHandler?.([]);
|
this.orderHandler?.([]);
|
||||||
} else {
|
} else {
|
||||||
this.currentOrders = [order];
|
this.currentOrders.push(order);
|
||||||
this.orderHandler?.(this.currentOrders);
|
this.orderHandler?.([...this.currentOrders]);
|
||||||
}
|
}
|
||||||
return order;
|
return order;
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
|
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
|
||||||
this.cancelledOrders.push(params.orderId);
|
this.cancelledOrders.push(params.orderId);
|
||||||
|
this.currentOrders = this.currentOrders.filter(o => String(o.orderId) !== String(params.orderId));
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
|
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
|
||||||
this.cancelledOrders.push(...params.orderIdList);
|
this.cancelledOrders.push(...params.orderIdList);
|
||||||
|
const idSet = new Set(params.orderIdList.map(String));
|
||||||
|
this.currentOrders = this.currentOrders.filter(o => !idSet.has(String(o.orderId)));
|
||||||
}
|
}
|
||||||
|
|
||||||
async cancelAllOrders(): Promise<void> {
|
async cancelAllOrders(): Promise<void> {
|
||||||
@@ -105,9 +112,17 @@ class StubAdapter implements ExchangeAdapter {
|
|||||||
this.currentOrders = [];
|
this.currentOrders = [];
|
||||||
this.orderHandler?.([]);
|
this.orderHandler?.([]);
|
||||||
}
|
}
|
||||||
|
|
||||||
|
clearCurrentOrders(): void {
|
||||||
|
this.currentOrders = [];
|
||||||
|
}
|
||||||
|
|
||||||
|
getCurrentOrders(): Order[] {
|
||||||
|
return [...this.currentOrders];
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
function createAccountSnapshot(symbol: string, positionAmt: number): AsterAccountSnapshot {
|
function createAccountSnapshot(symbol: string, positionAmt: number): AccountSnapshot {
|
||||||
return {
|
return {
|
||||||
canTrade: true,
|
canTrade: true,
|
||||||
canDeposit: true,
|
canDeposit: true,
|
||||||
@@ -126,7 +141,7 @@ function createAccountSnapshot(symbol: string, positionAmt: number): AsterAccoun
|
|||||||
},
|
},
|
||||||
],
|
],
|
||||||
assets: [],
|
assets: [],
|
||||||
} as unknown as AsterAccountSnapshot;
|
} as unknown as AccountSnapshot;
|
||||||
}
|
}
|
||||||
|
|
||||||
describe("GridEngine", () => {
|
describe("GridEngine", () => {
|
||||||
@@ -151,7 +166,7 @@ describe("GridEngine", () => {
|
|||||||
|
|
||||||
it("creates geometric desired orders when running in both directions", async () => {
|
it("creates geometric desired orders when running in both directions", async () => {
|
||||||
const adapter = new StubAdapter();
|
const adapter = new StubAdapter();
|
||||||
const engine = new GridEngine(baseConfig, adapter, { now: () => 0 });
|
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
|
||||||
|
|
||||||
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
|
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
|
||||||
adapter.emitOrders([]);
|
adapter.emitOrders([]);
|
||||||
@@ -181,7 +196,7 @@ describe("GridEngine", () => {
|
|||||||
|
|
||||||
it("limits sell orders for long-only direction when no position is available", () => {
|
it("limits sell orders for long-only direction when no position is available", () => {
|
||||||
const adapter = new StubAdapter();
|
const adapter = new StubAdapter();
|
||||||
const engine = new GridEngine({ ...baseConfig, direction: "long" }, adapter, { now: () => 0 });
|
const engine = new GridEngine({ ...baseConfig, direction: "long" }, adapter, { now: () => 0, skipPersistence: true });
|
||||||
|
|
||||||
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
|
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
|
||||||
adapter.emitOrders([]);
|
adapter.emitOrders([]);
|
||||||
@@ -198,7 +213,7 @@ describe("GridEngine", () => {
|
|||||||
|
|
||||||
it("does not repopulate the same buy level until exposure is released", () => {
|
it("does not repopulate the same buy level until exposure is released", () => {
|
||||||
const adapter = new StubAdapter();
|
const adapter = new StubAdapter();
|
||||||
const engine = new GridEngine(baseConfig, adapter, { now: () => 0 });
|
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
|
||||||
|
|
||||||
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
|
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
|
||||||
adapter.emitOrders([]);
|
adapter.emitOrders([]);
|
||||||
@@ -223,7 +238,7 @@ describe("GridEngine", () => {
|
|||||||
|
|
||||||
it("keeps level side assignments stable regardless of price", () => {
|
it("keeps level side assignments stable regardless of price", () => {
|
||||||
const adapter = new StubAdapter();
|
const adapter = new StubAdapter();
|
||||||
const engine = new GridEngine(baseConfig, adapter, { now: () => 0 });
|
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
|
||||||
|
|
||||||
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
|
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
|
||||||
adapter.emitOrders([]);
|
adapter.emitOrders([]);
|
||||||
@@ -245,7 +260,7 @@ describe("GridEngine", () => {
|
|||||||
|
|
||||||
it("limits active sell orders by remaining short headroom", () => {
|
it("limits active sell orders by remaining short headroom", () => {
|
||||||
const adapter = new StubAdapter();
|
const adapter = new StubAdapter();
|
||||||
const engine = new GridEngine(baseConfig, adapter, { now: () => 0 });
|
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
|
||||||
|
|
||||||
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
|
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
|
||||||
adapter.emitOrders([]);
|
adapter.emitOrders([]);
|
||||||
@@ -255,7 +270,7 @@ describe("GridEngine", () => {
|
|||||||
expect(sellCountFull).toBeGreaterThan(0);
|
expect(sellCountFull).toBeGreaterThan(0);
|
||||||
|
|
||||||
const limitedHeadroomConfig = { ...baseConfig, maxPositionSize: baseConfig.orderSize * 2 };
|
const limitedHeadroomConfig = { ...baseConfig, maxPositionSize: baseConfig.orderSize * 2 };
|
||||||
const limitedEngine = new GridEngine(limitedHeadroomConfig, adapter as any, { now: () => 0 });
|
const limitedEngine = new GridEngine(limitedHeadroomConfig, adapter as any, { now: () => 0, skipPersistence: true });
|
||||||
(limitedEngine as any).shortExposure.set(12, baseConfig.orderSize * 2);
|
(limitedEngine as any).shortExposure.set(12, baseConfig.orderSize * 2);
|
||||||
|
|
||||||
const desiredLimited = (limitedEngine as any).computeDesiredOrders(2.1) as Array<{ level: number; side: string }>;
|
const desiredLimited = (limitedEngine as any).computeDesiredOrders(2.1) as Array<{ level: number; side: string }>;
|
||||||
@@ -268,7 +283,7 @@ describe("GridEngine", () => {
|
|||||||
|
|
||||||
it("places reduce-only orders to close existing exposures", () => {
|
it("places reduce-only orders to close existing exposures", () => {
|
||||||
const adapter = new StubAdapter();
|
const adapter = new StubAdapter();
|
||||||
const engine = new GridEngine(baseConfig, adapter, { now: () => 0 });
|
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
|
||||||
|
|
||||||
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, baseConfig.orderSize));
|
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, baseConfig.orderSize));
|
||||||
adapter.emitOrders([]);
|
adapter.emitOrders([]);
|
||||||
@@ -292,11 +307,11 @@ describe("GridEngine", () => {
|
|||||||
|
|
||||||
it("restores exposures from existing reduce-only orders on restart", async () => {
|
it("restores exposures from existing reduce-only orders on restart", async () => {
|
||||||
const adapter = new StubAdapter();
|
const adapter = new StubAdapter();
|
||||||
const engine = new GridEngine(baseConfig, adapter, { now: () => 0 });
|
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
|
||||||
|
|
||||||
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, baseConfig.orderSize * 2));
|
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, baseConfig.orderSize * 2));
|
||||||
|
|
||||||
const reduceOrder: AsterOrder = {
|
const reduceOrder: Order = {
|
||||||
orderId: "existing-reduce",
|
orderId: "existing-reduce",
|
||||||
clientOrderId: "existing-reduce",
|
clientOrderId: "existing-reduce",
|
||||||
symbol: baseConfig.symbol,
|
symbol: baseConfig.symbol,
|
||||||
@@ -341,14 +356,15 @@ describe("GridEngine", () => {
|
|||||||
expect(reduceDesired).toBeTruthy();
|
expect(reduceDesired).toBeTruthy();
|
||||||
expect(reduceDesired!.amount).toBeCloseTo(baseConfig.orderSize * 2, 6);
|
expect(reduceDesired!.amount).toBeCloseTo(baseConfig.orderSize * 2, 6);
|
||||||
expect(Number(reduceDesired!.price)).toBeCloseTo(baseConfig.upperPrice, 6);
|
expect(Number(reduceDesired!.price)).toBeCloseTo(baseConfig.upperPrice, 6);
|
||||||
expect(adapter.cancelledOrders).toHaveLength(0);
|
// New engine cancels unrecognized orders (no grid- prefix) during recovery;
|
||||||
|
// legacy syncGrid still picks up exposure from position regardless.
|
||||||
|
|
||||||
engine.stop();
|
engine.stop();
|
||||||
});
|
});
|
||||||
|
|
||||||
it("halts the grid and closes positions when stop loss triggers", async () => {
|
it("halts the grid and closes positions when stop loss triggers", async () => {
|
||||||
const adapter = new StubAdapter();
|
const adapter = new StubAdapter();
|
||||||
const engine = new GridEngine(baseConfig, adapter, { now: () => 0 });
|
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
|
||||||
|
|
||||||
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0.2));
|
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0.2));
|
||||||
adapter.emitOrders([]);
|
adapter.emitOrders([]);
|
||||||
@@ -371,4 +387,335 @@ describe("GridEngine", () => {
|
|||||||
|
|
||||||
engine.stop();
|
engine.stop();
|
||||||
});
|
});
|
||||||
|
|
||||||
|
// -----------------------------------------------------------------------
|
||||||
|
// New tests for refactored level-state tracking & clientOrderId system
|
||||||
|
// -----------------------------------------------------------------------
|
||||||
|
|
||||||
|
it("encodes and decodes ENTRY clientOrderId correctly", () => {
|
||||||
|
const adapter = new StubAdapter();
|
||||||
|
const engine = new GridEngine(baseConfig, adapter, { now: () => 1000, skipPersistence: true });
|
||||||
|
|
||||||
|
const makeId = (engine as any).__proto__.constructor; // access via module scope
|
||||||
|
// Access the private function through the engine's internal methods
|
||||||
|
// We test indirectly by placing an order and checking its clientOrderId
|
||||||
|
|
||||||
|
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
|
||||||
|
adapter.emitOrders([]);
|
||||||
|
adapter.emitTicker({
|
||||||
|
symbol: baseConfig.symbol,
|
||||||
|
lastPrice: "150",
|
||||||
|
openPrice: "150",
|
||||||
|
highPrice: "150",
|
||||||
|
lowPrice: "150",
|
||||||
|
volume: "0",
|
||||||
|
quoteVolume: "0",
|
||||||
|
});
|
||||||
|
|
||||||
|
// Force recovery to complete
|
||||||
|
(engine as any).recoveryDone = true;
|
||||||
|
|
||||||
|
// Trigger syncGridSimple which should place orders with clientOrderIds
|
||||||
|
// We'll interact through the desired orders and order placement instead
|
||||||
|
|
||||||
|
const desired = (engine as any).computeDesiredOrders(150) as Array<{ intent: string }>;
|
||||||
|
// All orders from computeDesiredOrders should have intent set
|
||||||
|
for (const d of desired) {
|
||||||
|
expect(d.intent).toBeDefined();
|
||||||
|
expect(["ENTRY", "EXIT"]).toContain(d.intent);
|
||||||
|
}
|
||||||
|
|
||||||
|
engine.stop();
|
||||||
|
});
|
||||||
|
|
||||||
|
it("marks level as filled when ENTRY disappears as filled", async () => {
|
||||||
|
const adapter = new StubAdapter();
|
||||||
|
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
|
||||||
|
|
||||||
|
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
|
||||||
|
adapter.emitOrders([]);
|
||||||
|
adapter.emitTicker({
|
||||||
|
symbol: baseConfig.symbol,
|
||||||
|
lastPrice: "150",
|
||||||
|
openPrice: "150",
|
||||||
|
highPrice: "150",
|
||||||
|
lowPrice: "150",
|
||||||
|
volume: "0",
|
||||||
|
quoteVolume: "0",
|
||||||
|
});
|
||||||
|
|
||||||
|
(engine as any).recoveryDone = true;
|
||||||
|
|
||||||
|
// Simulate placing an ENTRY order at a buy level
|
||||||
|
const buyLevel = (engine as any).buyLevelIndices[0] as number;
|
||||||
|
const levelPrice = (engine as any).gridLevels[buyLevel];
|
||||||
|
const priceStr = (engine as any).formatPrice(levelPrice);
|
||||||
|
|
||||||
|
// Register the order in the engine's tracking
|
||||||
|
const fakeOrderId = "entry-order-1";
|
||||||
|
(engine as any).orderIntentById.set(fakeOrderId, {
|
||||||
|
side: "BUY",
|
||||||
|
price: priceStr,
|
||||||
|
level: buyLevel,
|
||||||
|
intent: "ENTRY",
|
||||||
|
});
|
||||||
|
|
||||||
|
// First sync: the order is active → record it in prevActiveIds
|
||||||
|
const activeOrder: Order = {
|
||||||
|
orderId: fakeOrderId,
|
||||||
|
clientOrderId: fakeOrderId,
|
||||||
|
symbol: baseConfig.symbol,
|
||||||
|
side: "BUY",
|
||||||
|
type: "LIMIT",
|
||||||
|
status: "NEW",
|
||||||
|
price: priceStr,
|
||||||
|
origQty: baseConfig.orderSize.toString(),
|
||||||
|
executedQty: "0",
|
||||||
|
stopPrice: "0",
|
||||||
|
time: Date.now(),
|
||||||
|
updateTime: Date.now(),
|
||||||
|
reduceOnly: false,
|
||||||
|
closePosition: false,
|
||||||
|
};
|
||||||
|
|
||||||
|
// Set engine's openOrders to include the active order
|
||||||
|
(engine as any).openOrders = [activeOrder];
|
||||||
|
// Run syncGridSimple so prevActiveIds gets populated
|
||||||
|
await (engine as any).syncGridSimple(150);
|
||||||
|
|
||||||
|
// Verify level starts as idle
|
||||||
|
expect((engine as any).levelStates.get(buyLevel)).toBe("idle");
|
||||||
|
|
||||||
|
// Now: order disappears from active (FILLED)
|
||||||
|
const filledOrder: Order = {
|
||||||
|
...activeOrder,
|
||||||
|
status: "FILLED",
|
||||||
|
executedQty: baseConfig.orderSize.toString(),
|
||||||
|
};
|
||||||
|
|
||||||
|
// Update engine openOrders: the order is now FILLED (not active)
|
||||||
|
// Also include a fake EXIT order so exit-first logic doesn't short-circuit
|
||||||
|
const fakeExitOrder: Order = {
|
||||||
|
orderId: "fake-exit",
|
||||||
|
clientOrderId: "grid-X-0-2-abc",
|
||||||
|
symbol: baseConfig.symbol,
|
||||||
|
side: "SELL",
|
||||||
|
type: "LIMIT",
|
||||||
|
status: "NEW",
|
||||||
|
price: "200.0",
|
||||||
|
origQty: baseConfig.orderSize.toString(),
|
||||||
|
executedQty: "0",
|
||||||
|
stopPrice: "0",
|
||||||
|
time: Date.now(),
|
||||||
|
updateTime: Date.now(),
|
||||||
|
reduceOnly: false,
|
||||||
|
closePosition: false,
|
||||||
|
};
|
||||||
|
(engine as any).orderIntentById.set("fake-exit", {
|
||||||
|
side: "SELL",
|
||||||
|
price: "200.0",
|
||||||
|
level: 2,
|
||||||
|
intent: "EXIT",
|
||||||
|
sourceLevel: 0,
|
||||||
|
});
|
||||||
|
|
||||||
|
(engine as any).openOrders = [filledOrder, fakeExitOrder];
|
||||||
|
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, baseConfig.orderSize));
|
||||||
|
|
||||||
|
// Trigger tick to process disappearance
|
||||||
|
await (engine as any).syncGridSimple(150);
|
||||||
|
|
||||||
|
// Level should now be "filled"
|
||||||
|
expect((engine as any).levelStates.get(buyLevel)).toBe("filled");
|
||||||
|
|
||||||
|
engine.stop();
|
||||||
|
});
|
||||||
|
|
||||||
|
it("refuses new ENTRY at a level that is already filled", async () => {
|
||||||
|
const adapter = new StubAdapter();
|
||||||
|
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
|
||||||
|
|
||||||
|
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
|
||||||
|
adapter.emitOrders([]);
|
||||||
|
adapter.emitTicker({
|
||||||
|
symbol: baseConfig.symbol,
|
||||||
|
lastPrice: "150",
|
||||||
|
openPrice: "150",
|
||||||
|
highPrice: "150",
|
||||||
|
lowPrice: "150",
|
||||||
|
volume: "0",
|
||||||
|
quoteVolume: "0",
|
||||||
|
});
|
||||||
|
|
||||||
|
(engine as any).recoveryDone = true;
|
||||||
|
|
||||||
|
// Mark a buy level as "filled" — this simulates a previous ENTRY fill
|
||||||
|
const buyLevel = (engine as any).buyLevelIndices[0] as number;
|
||||||
|
(engine as any).levelStates.set(buyLevel, "filled");
|
||||||
|
// Also mark in longExposure for the legacy path
|
||||||
|
(engine as any).longExposure.set(buyLevel, baseConfig.orderSize);
|
||||||
|
|
||||||
|
// The legacy computeDesiredOrders skips levels present in longExposure
|
||||||
|
const desired = (engine as any).computeDesiredOrders(150) as Array<{ level: number; side: string; intent: string }>;
|
||||||
|
const entryAtFilledLevel = desired.find(
|
||||||
|
(d: { level: number; intent: string }) => d.level === buyLevel && d.intent === "ENTRY"
|
||||||
|
);
|
||||||
|
expect(entryAtFilledLevel).toBeUndefined();
|
||||||
|
|
||||||
|
// Also verify via syncGridSimple: filled levels don't generate ENTRY
|
||||||
|
// Reset position to have some qty so exit-first doesn't block entry generation
|
||||||
|
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
|
||||||
|
(engine as any).openOrders = [];
|
||||||
|
await (engine as any).syncGridSimple(150);
|
||||||
|
const desiredNew = (engine as any).desiredOrders as Array<{ level: number; intent: string }>;
|
||||||
|
const entryAtFilled = desiredNew.find(
|
||||||
|
(d: { level: number; intent: string }) => d.level === buyLevel && d.intent === "ENTRY"
|
||||||
|
);
|
||||||
|
expect(entryAtFilled).toBeUndefined();
|
||||||
|
|
||||||
|
engine.stop();
|
||||||
|
});
|
||||||
|
|
||||||
|
it("releases level back to idle when EXIT fills (via longExposure legacy)", () => {
|
||||||
|
const adapter = new StubAdapter();
|
||||||
|
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
|
||||||
|
|
||||||
|
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, baseConfig.orderSize));
|
||||||
|
adapter.emitOrders([]);
|
||||||
|
|
||||||
|
const buyLevel = (engine as any).buyLevelIndices[0] as number;
|
||||||
|
|
||||||
|
// Simulate: level was filled and has exposure
|
||||||
|
(engine as any).levelStates.set(buyLevel, "exit_placed");
|
||||||
|
(engine as any).longExposure.set(buyLevel, baseConfig.orderSize);
|
||||||
|
|
||||||
|
// Now clear the exposure (simulating EXIT fill)
|
||||||
|
(engine as any).longExposure.delete(buyLevel);
|
||||||
|
(engine as any).levelStates.set(buyLevel, "idle");
|
||||||
|
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
|
||||||
|
|
||||||
|
// The level should now accept a new ENTRY
|
||||||
|
const desired = (engine as any).computeDesiredOrders(150) as Array<{ level: number; side: string; intent: string }>;
|
||||||
|
const entryAtLevel = desired.find(
|
||||||
|
(d: { level: number; intent: string }) => d.level === buyLevel && d.intent === "ENTRY"
|
||||||
|
);
|
||||||
|
expect(entryAtLevel).toBeTruthy();
|
||||||
|
|
||||||
|
engine.stop();
|
||||||
|
});
|
||||||
|
|
||||||
|
it("EXIT orders are placed without reduceOnly flag", async () => {
|
||||||
|
const adapter = new StubAdapter();
|
||||||
|
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
|
||||||
|
|
||||||
|
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, baseConfig.orderSize));
|
||||||
|
adapter.emitOrders([]);
|
||||||
|
adapter.emitTicker({
|
||||||
|
symbol: baseConfig.symbol,
|
||||||
|
lastPrice: "150",
|
||||||
|
openPrice: "150",
|
||||||
|
highPrice: "150",
|
||||||
|
lowPrice: "150",
|
||||||
|
volume: "0",
|
||||||
|
quoteVolume: "0",
|
||||||
|
});
|
||||||
|
|
||||||
|
(engine as any).recoveryDone = true;
|
||||||
|
|
||||||
|
// Set up a filled level so the engine wants to place an EXIT
|
||||||
|
const buyLevels = (engine as any).buyLevelIndices as number[];
|
||||||
|
const buyLevel = buyLevels[buyLevels.length - 1]!;
|
||||||
|
const target = (engine as any).levelMeta[buyLevel]?.closeTarget;
|
||||||
|
|
||||||
|
(engine as any).levelStates.set(buyLevel, "filled");
|
||||||
|
if (target != null) {
|
||||||
|
(engine as any).exitTargetBySource.set(buyLevel, target);
|
||||||
|
}
|
||||||
|
|
||||||
|
// Trigger syncGridSimple to attempt EXIT placement
|
||||||
|
await (engine as any).syncGridSimple(150);
|
||||||
|
|
||||||
|
// Check that any created order does NOT have reduceOnly = "true"
|
||||||
|
for (const params of adapter.createdOrders) {
|
||||||
|
if (params.clientOrderId?.includes("-X-")) {
|
||||||
|
expect(params.reduceOnly).not.toBe("true");
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
engine.stop();
|
||||||
|
});
|
||||||
|
|
||||||
|
it("all desired orders from computeDesiredOrders have intent field set", () => {
|
||||||
|
const adapter = new StubAdapter();
|
||||||
|
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
|
||||||
|
|
||||||
|
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
|
||||||
|
adapter.emitOrders([]);
|
||||||
|
|
||||||
|
const desired = (engine as any).computeDesiredOrders(150) as Array<{ intent?: string }>;
|
||||||
|
for (const d of desired) {
|
||||||
|
expect(d.intent).toBeDefined();
|
||||||
|
expect(["ENTRY", "EXIT"]).toContain(d.intent);
|
||||||
|
}
|
||||||
|
|
||||||
|
engine.stop();
|
||||||
|
});
|
||||||
|
|
||||||
|
it("snapshot includes level state for each grid line", () => {
|
||||||
|
const adapter = new StubAdapter();
|
||||||
|
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
|
||||||
|
|
||||||
|
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
|
||||||
|
adapter.emitOrders([]);
|
||||||
|
adapter.emitTicker({
|
||||||
|
symbol: baseConfig.symbol,
|
||||||
|
lastPrice: "150",
|
||||||
|
openPrice: "150",
|
||||||
|
highPrice: "150",
|
||||||
|
lowPrice: "150",
|
||||||
|
volume: "0",
|
||||||
|
quoteVolume: "0",
|
||||||
|
});
|
||||||
|
|
||||||
|
const snapshot = engine.getSnapshot();
|
||||||
|
expect(snapshot.gridLines.length).toBeGreaterThan(0);
|
||||||
|
for (const line of snapshot.gridLines) {
|
||||||
|
expect(line.state).toBeDefined();
|
||||||
|
expect(["idle", "filled", "exit_placed"]).toContain(line.state);
|
||||||
|
}
|
||||||
|
|
||||||
|
engine.stop();
|
||||||
|
});
|
||||||
|
|
||||||
|
it("created orders contain clientOrderId with grid prefix", async () => {
|
||||||
|
const adapter = new StubAdapter();
|
||||||
|
const engine = new GridEngine(baseConfig, adapter, { now: () => 0, skipPersistence: true });
|
||||||
|
|
||||||
|
adapter.emitAccount(createAccountSnapshot(baseConfig.symbol, 0));
|
||||||
|
adapter.emitOrders([]);
|
||||||
|
adapter.emitTicker({
|
||||||
|
symbol: baseConfig.symbol,
|
||||||
|
lastPrice: "150",
|
||||||
|
openPrice: "150",
|
||||||
|
highPrice: "150",
|
||||||
|
lowPrice: "150",
|
||||||
|
volume: "0",
|
||||||
|
quoteVolume: "0",
|
||||||
|
});
|
||||||
|
|
||||||
|
(engine as any).recoveryDone = true;
|
||||||
|
|
||||||
|
// Trigger a sync to place at least one order
|
||||||
|
await (engine as any).syncGridSimple(150);
|
||||||
|
|
||||||
|
// Check that created orders have grid- prefixed clientOrderId
|
||||||
|
if (adapter.createdOrders.length > 0) {
|
||||||
|
for (const params of adapter.createdOrders) {
|
||||||
|
expect(params.clientOrderId).toBeDefined();
|
||||||
|
expect(params.clientOrderId!.startsWith("grid-")).toBe(true);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
engine.stop();
|
||||||
|
});
|
||||||
});
|
});
|
||||||
|
|||||||
@@ -1,6 +1,6 @@
|
|||||||
import { describe, expect, it } from "vitest";
|
import { describe, expect, it } from "vitest";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
||||||
import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
|
import type { AccountSnapshot, Depth, Kline, Order, Ticker } from "../src/exchanges/types";
|
||||||
import { t } from "../src/i18n";
|
import { t } from "../src/i18n";
|
||||||
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
|
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
|
||||||
|
|
||||||
@@ -11,13 +11,13 @@ class StubAdapter implements ExchangeAdapter {
|
|||||||
return false;
|
return false;
|
||||||
}
|
}
|
||||||
|
|
||||||
watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
|
watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {}
|
||||||
watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
|
watchOrders(_cb: (orders: Order[]) => void): void {}
|
||||||
watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {}
|
watchDepth(_symbol: string, _cb: (depth: Depth) => void): void {}
|
||||||
watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
|
watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {}
|
||||||
watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
|
watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {}
|
||||||
|
|
||||||
async createOrder(): Promise<AsterOrder> {
|
async createOrder(): Promise<Order> {
|
||||||
throw new Error("not implemented");
|
throw new Error("not implemented");
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|||||||
@@ -1,23 +1,23 @@
|
|||||||
import { afterEach, describe, expect, it, vi } from "vitest";
|
import { afterEach, describe, expect, it, vi } from "vitest";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
||||||
import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
|
import type { AccountSnapshot, Depth, Kline, Order, Ticker } from "../src/exchanges/types";
|
||||||
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
|
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
|
||||||
|
|
||||||
class StubAdapter implements ExchangeAdapter {
|
class StubAdapter implements ExchangeAdapter {
|
||||||
id = "standx";
|
id = "standx";
|
||||||
accountSnapshot: AsterAccountSnapshot | null = null;
|
accountSnapshot: AccountSnapshot | null = null;
|
||||||
|
|
||||||
supportsTrailingStops(): boolean {
|
supportsTrailingStops(): boolean {
|
||||||
return false;
|
return false;
|
||||||
}
|
}
|
||||||
|
|
||||||
watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
|
watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {}
|
||||||
watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
|
watchOrders(_cb: (orders: Order[]) => void): void {}
|
||||||
watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {}
|
watchDepth(_symbol: string, _cb: (depth: Depth) => void): void {}
|
||||||
watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
|
watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {}
|
||||||
watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
|
watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {}
|
||||||
|
|
||||||
async createOrder(): Promise<AsterOrder> {
|
async createOrder(): Promise<Order> {
|
||||||
throw new Error("not implemented");
|
throw new Error("not implemented");
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -25,7 +25,7 @@ class StubAdapter implements ExchangeAdapter {
|
|||||||
async cancelOrders(): Promise<void> {}
|
async cancelOrders(): Promise<void> {}
|
||||||
async cancelAllOrders(): Promise<void> {}
|
async cancelAllOrders(): Promise<void> {}
|
||||||
|
|
||||||
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
|
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
|
||||||
return this.accountSnapshot;
|
return this.accountSnapshot;
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,25 +1,25 @@
|
|||||||
import { afterEach, describe, expect, it, vi } from "vitest";
|
import { afterEach, describe, expect, it, vi } from "vitest";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
||||||
import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
|
import type { AccountSnapshot, Depth, Kline, Order, Ticker } from "../src/exchanges/types";
|
||||||
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
|
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
|
||||||
|
|
||||||
class StubAdapter implements ExchangeAdapter {
|
class StubAdapter implements ExchangeAdapter {
|
||||||
id = "standx";
|
id = "standx";
|
||||||
cancelAllCount = 0;
|
cancelAllCount = 0;
|
||||||
openOrders: AsterOrder[] | Error = [];
|
openOrders: Order[] | Error = [];
|
||||||
accountSnapshot: AsterAccountSnapshot | null = null;
|
accountSnapshot: AccountSnapshot | null = null;
|
||||||
|
|
||||||
supportsTrailingStops(): boolean {
|
supportsTrailingStops(): boolean {
|
||||||
return false;
|
return false;
|
||||||
}
|
}
|
||||||
|
|
||||||
watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
|
watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {}
|
||||||
watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
|
watchOrders(_cb: (orders: Order[]) => void): void {}
|
||||||
watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {}
|
watchDepth(_symbol: string, _cb: (depth: Depth) => void): void {}
|
||||||
watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
|
watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {}
|
||||||
watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
|
watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {}
|
||||||
|
|
||||||
async createOrder(): Promise<AsterOrder> {
|
async createOrder(): Promise<Order> {
|
||||||
throw new Error("not implemented");
|
throw new Error("not implemented");
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -31,12 +31,12 @@ class StubAdapter implements ExchangeAdapter {
|
|||||||
this.openOrders = [];
|
this.openOrders = [];
|
||||||
}
|
}
|
||||||
|
|
||||||
async queryOpenOrders(): Promise<AsterOrder[]> {
|
async queryOpenOrders(): Promise<Order[]> {
|
||||||
if (this.openOrders instanceof Error) throw this.openOrders;
|
if (this.openOrders instanceof Error) throw this.openOrders;
|
||||||
return this.openOrders;
|
return this.openOrders;
|
||||||
}
|
}
|
||||||
|
|
||||||
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
|
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
|
||||||
return this.accountSnapshot;
|
return this.accountSnapshot;
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,33 +1,33 @@
|
|||||||
import { afterEach, describe, expect, it, vi } from "vitest";
|
import { afterEach, describe, expect, it, vi } from "vitest";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
||||||
import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
|
import type { AccountSnapshot, Depth, Kline, Order, Ticker } from "../src/exchanges/types";
|
||||||
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
|
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
|
||||||
|
|
||||||
class StubAdapter implements ExchangeAdapter {
|
class StubAdapter implements ExchangeAdapter {
|
||||||
id = "standx";
|
id = "standx";
|
||||||
|
|
||||||
private depthListeners: Array<(depth: AsterDepth) => void> = [];
|
private depthListeners: Array<(depth: Depth) => void> = [];
|
||||||
|
|
||||||
supportsTrailingStops(): boolean {
|
supportsTrailingStops(): boolean {
|
||||||
return false;
|
return false;
|
||||||
}
|
}
|
||||||
|
|
||||||
watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
|
watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {}
|
||||||
watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
|
watchOrders(_cb: (orders: Order[]) => void): void {}
|
||||||
watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
|
watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {}
|
||||||
watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
|
watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {}
|
||||||
|
|
||||||
watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void {
|
watchDepth(_symbol: string, cb: (depth: Depth) => void): void {
|
||||||
this.depthListeners.push(cb);
|
this.depthListeners.push(cb);
|
||||||
}
|
}
|
||||||
|
|
||||||
emitDepth(depth: AsterDepth): void {
|
emitDepth(depth: Depth): void {
|
||||||
for (const listener of this.depthListeners) {
|
for (const listener of this.depthListeners) {
|
||||||
listener(depth);
|
listener(depth);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(): Promise<AsterOrder> {
|
async createOrder(): Promise<Order> {
|
||||||
throw new Error("not implemented");
|
throw new Error("not implemented");
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -35,7 +35,7 @@ class StubAdapter implements ExchangeAdapter {
|
|||||||
async cancelOrders(): Promise<void> {}
|
async cancelOrders(): Promise<void> {}
|
||||||
async cancelAllOrders(): Promise<void> {}
|
async cancelAllOrders(): Promise<void> {}
|
||||||
|
|
||||||
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
|
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
|
||||||
return null;
|
return null;
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,33 +1,33 @@
|
|||||||
import { afterEach, describe, expect, it, vi } from "vitest";
|
import { afterEach, describe, expect, it, vi } from "vitest";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
||||||
import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
|
import type { AccountSnapshot, Depth, Kline, Order, Ticker } from "../src/exchanges/types";
|
||||||
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
|
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
|
||||||
|
|
||||||
class StubAdapter implements ExchangeAdapter {
|
class StubAdapter implements ExchangeAdapter {
|
||||||
id = "standx";
|
id = "standx";
|
||||||
|
|
||||||
private depthListeners: Array<(depth: AsterDepth) => void> = [];
|
private depthListeners: Array<(depth: Depth) => void> = [];
|
||||||
|
|
||||||
supportsTrailingStops(): boolean {
|
supportsTrailingStops(): boolean {
|
||||||
return false;
|
return false;
|
||||||
}
|
}
|
||||||
|
|
||||||
watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
|
watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {}
|
||||||
watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
|
watchOrders(_cb: (orders: Order[]) => void): void {}
|
||||||
watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
|
watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {}
|
||||||
watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
|
watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {}
|
||||||
|
|
||||||
watchDepth(_symbol: string, cb: (depth: AsterDepth) => void): void {
|
watchDepth(_symbol: string, cb: (depth: Depth) => void): void {
|
||||||
this.depthListeners.push(cb);
|
this.depthListeners.push(cb);
|
||||||
}
|
}
|
||||||
|
|
||||||
emitDepth(depth: AsterDepth): void {
|
emitDepth(depth: Depth): void {
|
||||||
for (const listener of this.depthListeners) {
|
for (const listener of this.depthListeners) {
|
||||||
listener(depth);
|
listener(depth);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
async createOrder(): Promise<AsterOrder> {
|
async createOrder(): Promise<Order> {
|
||||||
throw new Error("not implemented");
|
throw new Error("not implemented");
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -35,7 +35,7 @@ class StubAdapter implements ExchangeAdapter {
|
|||||||
async cancelOrders(): Promise<void> {}
|
async cancelOrders(): Promise<void> {}
|
||||||
async cancelAllOrders(): Promise<void> {}
|
async cancelAllOrders(): Promise<void> {}
|
||||||
|
|
||||||
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
|
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
|
||||||
return null;
|
return null;
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,6 +1,6 @@
|
|||||||
import { afterEach, describe, expect, it, vi } from "vitest";
|
import { afterEach, describe, expect, it, vi } from "vitest";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
||||||
import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker } from "../src/exchanges/types";
|
import type { AccountSnapshot, Depth, Kline, Order, Ticker } from "../src/exchanges/types";
|
||||||
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
|
import { MakerPointsEngine } from "../src/strategy/maker-points-engine";
|
||||||
|
|
||||||
class StandxStubAdapter implements ExchangeAdapter {
|
class StandxStubAdapter implements ExchangeAdapter {
|
||||||
@@ -12,20 +12,20 @@ class StandxStubAdapter implements ExchangeAdapter {
|
|||||||
return false;
|
return false;
|
||||||
}
|
}
|
||||||
|
|
||||||
watchAccount(_cb: (snapshot: AsterAccountSnapshot) => void): void {}
|
watchAccount(_cb: (snapshot: AccountSnapshot) => void): void {}
|
||||||
watchOrders(_cb: (orders: AsterOrder[]) => void): void {}
|
watchOrders(_cb: (orders: Order[]) => void): void {}
|
||||||
watchDepth(_symbol: string, _cb: (depth: AsterDepth) => void): void {}
|
watchDepth(_symbol: string, _cb: (depth: Depth) => void): void {}
|
||||||
watchTicker(_symbol: string, _cb: (ticker: AsterTicker) => void): void {}
|
watchTicker(_symbol: string, _cb: (ticker: Ticker) => void): void {}
|
||||||
watchKlines(_symbol: string, _interval: string, _cb: (klines: AsterKline[]) => void): void {}
|
watchKlines(_symbol: string, _interval: string, _cb: (klines: Kline[]) => void): void {}
|
||||||
|
|
||||||
async createOrder(): Promise<AsterOrder> {
|
async createOrder(): Promise<Order> {
|
||||||
throw new Error("not implemented");
|
throw new Error("not implemented");
|
||||||
}
|
}
|
||||||
async cancelOrder(): Promise<void> {}
|
async cancelOrder(): Promise<void> {}
|
||||||
async cancelOrders(): Promise<void> {}
|
async cancelOrders(): Promise<void> {}
|
||||||
async cancelAllOrders(): Promise<void> {}
|
async cancelAllOrders(): Promise<void> {}
|
||||||
|
|
||||||
async queryAccountSnapshot(): Promise<AsterAccountSnapshot | null> {
|
async queryAccountSnapshot(): Promise<AccountSnapshot | null> {
|
||||||
return {
|
return {
|
||||||
canTrade: true,
|
canTrade: true,
|
||||||
canDeposit: true,
|
canDeposit: true,
|
||||||
@@ -98,7 +98,7 @@ describe("MakerPointsEngine StandX isolated margin guard", () => {
|
|||||||
asks: [["101", "1"]],
|
asks: [["101", "1"]],
|
||||||
eventTime: Date.now(),
|
eventTime: Date.now(),
|
||||||
symbol: "BTC-USD",
|
symbol: "BTC-USD",
|
||||||
} as AsterDepth;
|
} as Depth;
|
||||||
(engine as any).tickerSnapshot = {
|
(engine as any).tickerSnapshot = {
|
||||||
symbol: "BTC-USD",
|
symbol: "BTC-USD",
|
||||||
lastPrice: "100",
|
lastPrice: "100",
|
||||||
@@ -108,7 +108,7 @@ describe("MakerPointsEngine StandX isolated margin guard", () => {
|
|||||||
volume: "0",
|
volume: "0",
|
||||||
quoteVolume: "0",
|
quoteVolume: "0",
|
||||||
eventTime: Date.now(),
|
eventTime: Date.now(),
|
||||||
} as AsterTicker;
|
} as Ticker;
|
||||||
|
|
||||||
const syncSpy = vi.fn().mockResolvedValue(undefined);
|
const syncSpy = vi.fn().mockResolvedValue(undefined);
|
||||||
(engine as any).syncOrders = syncSpy;
|
(engine as any).syncOrders = syncSpy;
|
||||||
@@ -162,7 +162,7 @@ describe("MakerPointsEngine StandX isolated margin guard", () => {
|
|||||||
asks: [["101", "1"]],
|
asks: [["101", "1"]],
|
||||||
eventTime: Date.now(),
|
eventTime: Date.now(),
|
||||||
symbol: "BTC-USD",
|
symbol: "BTC-USD",
|
||||||
} as AsterDepth;
|
} as Depth;
|
||||||
(engine as any).tickerSnapshot = {
|
(engine as any).tickerSnapshot = {
|
||||||
symbol: "BTC-USD",
|
symbol: "BTC-USD",
|
||||||
lastPrice: "100",
|
lastPrice: "100",
|
||||||
@@ -172,7 +172,7 @@ describe("MakerPointsEngine StandX isolated margin guard", () => {
|
|||||||
volume: "0",
|
volume: "0",
|
||||||
quoteVolume: "0",
|
quoteVolume: "0",
|
||||||
eventTime: Date.now(),
|
eventTime: Date.now(),
|
||||||
} as AsterTicker;
|
} as Ticker;
|
||||||
|
|
||||||
const syncSpy = vi.fn().mockResolvedValue(undefined);
|
const syncSpy = vi.fn().mockResolvedValue(undefined);
|
||||||
(engine as any).syncOrders = syncSpy;
|
(engine as any).syncOrders = syncSpy;
|
||||||
|
|||||||
@@ -0,0 +1,208 @@
|
|||||||
|
import { describe, expect, it, vi } from "vitest";
|
||||||
|
import {
|
||||||
|
buildOndoperpsAuthHeaders,
|
||||||
|
createOndoperpsWsSignature,
|
||||||
|
mapOndoperpsAccountSnapshot,
|
||||||
|
mapOndoperpsOrder,
|
||||||
|
normalizeOndoperpsSymbol,
|
||||||
|
OndoperpsGateway,
|
||||||
|
} from "../src/exchanges/ondoperps/gateway";
|
||||||
|
|
||||||
|
describe("Ondo Perps gateway", () => {
|
||||||
|
it("normalizes common symbols to the official market format", () => {
|
||||||
|
expect(normalizeOndoperpsSymbol("")).toBe("BTC-USD.P");
|
||||||
|
expect(normalizeOndoperpsSymbol("xau")).toBe("XAU-USD.P");
|
||||||
|
expect(normalizeOndoperpsSymbol("NVDA/USD")).toBe("NVDA-USD.P");
|
||||||
|
expect(normalizeOndoperpsSymbol("AAPL-USD.P")).toBe("AAPL-USD.P");
|
||||||
|
});
|
||||||
|
|
||||||
|
it("builds REST and WebSocket HMAC signatures from the documented payload", () => {
|
||||||
|
const body = JSON.stringify({ market: "XAU-USD.P", side: "buy", size: "1" });
|
||||||
|
const headers = buildOndoperpsAuthHeaders({
|
||||||
|
apiKeyId: "ondoKeyId_test",
|
||||||
|
apiSecret: "ondoApiSecret_secret",
|
||||||
|
timestamp: "1700000000000",
|
||||||
|
method: "POST",
|
||||||
|
requestPath: "/v1/perps/orders?market=XAU-USD.P",
|
||||||
|
body,
|
||||||
|
});
|
||||||
|
|
||||||
|
expect(headers).toEqual({
|
||||||
|
"ONDO-KEY-ID": "ondoKeyId_test",
|
||||||
|
"ONDO-TIMESTAMP": "1700000000000",
|
||||||
|
"ONDO-SIGN": "3cf0628da79a19225d79fd17ab4767ee1ecae0219a52e1b1fc1b0c1a8bc7a880",
|
||||||
|
});
|
||||||
|
expect(createOndoperpsWsSignature("ondoApiSecret_secret", "1700000000000")).toBe(
|
||||||
|
"eb87f259c41c7cba728b1ce5baf0a385e6e5c1b1031424d73206cacbaebea742",
|
||||||
|
);
|
||||||
|
expect(createOndoperpsWsSignature("ondoApiSecret_secret", "1700000000000", true)).toBe(
|
||||||
|
"46ca7822ee8444eccd96feaa596e30072c8428aa8ec2cedbe0fdc6744bc21ec7",
|
||||||
|
);
|
||||||
|
});
|
||||||
|
|
||||||
|
it("maps Ondo order fields into the shared exchange contract", () => {
|
||||||
|
const order = mapOndoperpsOrder(
|
||||||
|
{
|
||||||
|
orderId: "order-1",
|
||||||
|
clientOrderId: "client-1",
|
||||||
|
side: "sell",
|
||||||
|
price: "201.25",
|
||||||
|
size: "2",
|
||||||
|
market: "NVDA-USD.P",
|
||||||
|
filledSize: "0.5",
|
||||||
|
filledCost: "100.625",
|
||||||
|
status: "open",
|
||||||
|
createdAt: "2026-07-11T00:00:00Z",
|
||||||
|
type: "limit",
|
||||||
|
timeInForce: "GTC",
|
||||||
|
reduceOnly: true,
|
||||||
|
},
|
||||||
|
"NVDA-USD.P",
|
||||||
|
);
|
||||||
|
|
||||||
|
expect(order).toMatchObject({
|
||||||
|
orderId: "order-1",
|
||||||
|
clientOrderId: "client-1",
|
||||||
|
symbol: "NVDA-USD.P",
|
||||||
|
side: "SELL",
|
||||||
|
type: "LIMIT",
|
||||||
|
status: "NEW",
|
||||||
|
origQty: "2",
|
||||||
|
executedQty: "0.5",
|
||||||
|
avgPrice: "201.25",
|
||||||
|
reduceOnly: true,
|
||||||
|
});
|
||||||
|
});
|
||||||
|
|
||||||
|
it("creates post-only orders with signed REST headers", async () => {
|
||||||
|
const requests: Array<{ url: string; init?: RequestInit }> = [];
|
||||||
|
const fetchFn = vi.fn(async (input: string | URL | Request, init?: RequestInit) => {
|
||||||
|
const url = String(input);
|
||||||
|
requests.push({ url, init });
|
||||||
|
if (url.endsWith("/v1/markets")) {
|
||||||
|
return new Response(JSON.stringify({
|
||||||
|
success: true,
|
||||||
|
result: {
|
||||||
|
perps: {
|
||||||
|
tradingPairs: [
|
||||||
|
{ market: "XAU-USD.P", baseIncrement: "0.01", quoteIncrement: "0.1" },
|
||||||
|
],
|
||||||
|
},
|
||||||
|
},
|
||||||
|
}));
|
||||||
|
}
|
||||||
|
return new Response(JSON.stringify({
|
||||||
|
success: true,
|
||||||
|
result: {
|
||||||
|
orderId: "order-2",
|
||||||
|
clientOrderId: "client-2",
|
||||||
|
side: "buy",
|
||||||
|
price: "2500",
|
||||||
|
size: "0.5",
|
||||||
|
market: "XAU-USD.P",
|
||||||
|
filledSize: "0",
|
||||||
|
status: "open",
|
||||||
|
createdAt: "2026-07-11T00:00:00Z",
|
||||||
|
type: "limit",
|
||||||
|
timeInForce: "GTC",
|
||||||
|
reduceOnly: false,
|
||||||
|
},
|
||||||
|
}));
|
||||||
|
});
|
||||||
|
const fakeWebSocket = {
|
||||||
|
readyState: 0,
|
||||||
|
addEventListener: vi.fn(),
|
||||||
|
send: vi.fn(),
|
||||||
|
} as unknown as WebSocket;
|
||||||
|
const gateway = new OndoperpsGateway({
|
||||||
|
apiKeyId: "ondoKeyId_test",
|
||||||
|
apiSecret: "ondoApiSecret_secret",
|
||||||
|
symbol: "XAU-USD.P",
|
||||||
|
fetchFn: fetchFn as unknown as typeof fetch,
|
||||||
|
webSocketFactory: () => fakeWebSocket,
|
||||||
|
now: () => 1_700_000_000_000,
|
||||||
|
});
|
||||||
|
|
||||||
|
const order = await gateway.createOrder({
|
||||||
|
symbol: "XAU-USD.P",
|
||||||
|
side: "BUY",
|
||||||
|
type: "LIMIT",
|
||||||
|
quantity: 0.5,
|
||||||
|
price: 2500,
|
||||||
|
timeInForce: "GTX",
|
||||||
|
clientOrderId: "client-2",
|
||||||
|
});
|
||||||
|
|
||||||
|
const request = requests[1];
|
||||||
|
expect(request?.url).toBe("https://api.ondoperps.xyz/v1/perps/orders");
|
||||||
|
expect(JSON.parse(String(request?.init?.body))).toMatchObject({
|
||||||
|
market: "XAU-USD.P",
|
||||||
|
type: "limit",
|
||||||
|
side: "buy",
|
||||||
|
size: "0.5",
|
||||||
|
price: "2500",
|
||||||
|
timeInForce: "GTC",
|
||||||
|
postOnly: true,
|
||||||
|
clientOrderId: "client-2",
|
||||||
|
});
|
||||||
|
expect(request?.init?.headers).toMatchObject({
|
||||||
|
"ONDO-KEY-ID": "ondoKeyId_test",
|
||||||
|
"ONDO-TIMESTAMP": "1700000000000",
|
||||||
|
});
|
||||||
|
expect(order).toMatchObject({ orderId: "order-2", status: "NEW", type: "LIMIT" });
|
||||||
|
});
|
||||||
|
|
||||||
|
it("maps short positions and USDC margin fields into an account snapshot", () => {
|
||||||
|
const snapshot = mapOndoperpsAccountSnapshot(
|
||||||
|
{
|
||||||
|
walletBalance: "5000",
|
||||||
|
realizedPnl: "10",
|
||||||
|
unrealizedPnl: "-25",
|
||||||
|
marginBalance: "4975",
|
||||||
|
usedMargin: "1000",
|
||||||
|
availableMargin: "3975",
|
||||||
|
withdrawableMargin: "3975",
|
||||||
|
maintenanceMarginRequirement: "50",
|
||||||
|
totalMaintenanceMargin: "80",
|
||||||
|
marginRatio: "0.016",
|
||||||
|
leverage: "1.5",
|
||||||
|
underLiquidation: false,
|
||||||
|
totalFundingPayments: "-1",
|
||||||
|
totalTradingFees: "2",
|
||||||
|
totalPnL: "-18",
|
||||||
|
},
|
||||||
|
[
|
||||||
|
{
|
||||||
|
market: "NVDA-USD.P",
|
||||||
|
direction: "short",
|
||||||
|
netQuantity: "3",
|
||||||
|
averageEntryPrice: "200",
|
||||||
|
usedMargin: "1000",
|
||||||
|
unrealizedPnl: "-25",
|
||||||
|
markPrice: "208.33",
|
||||||
|
liquidationPrice: "260",
|
||||||
|
bankruptcyPrice: "275",
|
||||||
|
maintenanceMargin: "50",
|
||||||
|
notionalValue: "625",
|
||||||
|
leverage: "1.5",
|
||||||
|
netFundingSinceNeutral: "-1",
|
||||||
|
returnOnEquity: "-0.025",
|
||||||
|
},
|
||||||
|
],
|
||||||
|
"NVDA-USD.P",
|
||||||
|
"NVDA-USD.P",
|
||||||
|
1234,
|
||||||
|
);
|
||||||
|
|
||||||
|
expect(snapshot.totalWalletBalance).toBe("5000");
|
||||||
|
expect(snapshot.availableBalance).toBe("3975");
|
||||||
|
expect(snapshot.assets[0]?.asset).toBe("USDC");
|
||||||
|
expect(snapshot.positions[0]).toMatchObject({
|
||||||
|
symbol: "NVDA-USD.P",
|
||||||
|
positionAmt: "-3",
|
||||||
|
entryPrice: "200",
|
||||||
|
markPrice: "208.33",
|
||||||
|
positionSide: "BOTH",
|
||||||
|
});
|
||||||
|
});
|
||||||
|
});
|
||||||
@@ -1,6 +1,6 @@
|
|||||||
import { describe, expect, it, vi, beforeEach, afterAll } from "vitest";
|
import { describe, expect, it, vi, beforeEach, afterAll } from "vitest";
|
||||||
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
import type { ExchangeAdapter } from "../src/exchanges/adapter";
|
||||||
import type { AsterOrder } from "../src/exchanges/types";
|
import type { Order } from "../src/exchanges/types";
|
||||||
import type { OrderLockMap, OrderTimerMap, OrderPendingMap } from "../src/core/order-coordinator";
|
import type { OrderLockMap, OrderTimerMap, OrderPendingMap } from "../src/core/order-coordinator";
|
||||||
import {
|
import {
|
||||||
deduplicateOrders,
|
deduplicateOrders,
|
||||||
@@ -15,7 +15,7 @@ import {
|
|||||||
const originalTradeExchange = process.env.TRADE_EXCHANGE;
|
const originalTradeExchange = process.env.TRADE_EXCHANGE;
|
||||||
const originalExchange = process.env.EXCHANGE;
|
const originalExchange = process.env.EXCHANGE;
|
||||||
|
|
||||||
const baseOrder: AsterOrder = {
|
const baseOrder: Order = {
|
||||||
orderId: 1,
|
orderId: 1,
|
||||||
clientOrderId: "client",
|
clientOrderId: "client",
|
||||||
symbol: "BTCUSDT",
|
symbol: "BTCUSDT",
|
||||||
@@ -66,7 +66,7 @@ describe("order-coordinator", () => {
|
|||||||
const timers: OrderTimerMap = {};
|
const timers: OrderTimerMap = {};
|
||||||
const pending: OrderPendingMap = {};
|
const pending: OrderPendingMap = {};
|
||||||
const log = vi.fn();
|
const log = vi.fn();
|
||||||
const openOrders: AsterOrder[] = [
|
const openOrders: Order[] = [
|
||||||
{ ...baseOrder, orderId: 1 },
|
{ ...baseOrder, orderId: 1 },
|
||||||
{ ...baseOrder, orderId: 2 },
|
{ ...baseOrder, orderId: 2 },
|
||||||
];
|
];
|
||||||
|
|||||||
@@ -1,10 +1,10 @@
|
|||||||
import { describe, expect, it } from "vitest";
|
import { describe, expect, it } from "vitest";
|
||||||
import { getDepthBetweenPrices } from "../src/utils/price";
|
import { getDepthBetweenPrices } from "../src/utils/price";
|
||||||
import type { AsterDepth } from "../src/exchanges/types";
|
import type { Depth } from "../src/exchanges/types";
|
||||||
|
|
||||||
describe("getDepthBetweenPrices boundary", () => {
|
describe("getDepthBetweenPrices boundary", () => {
|
||||||
it("SELL side excludes quantity exactly at target price", () => {
|
it("SELL side excludes quantity exactly at target price", () => {
|
||||||
const depth: AsterDepth = {
|
const depth: Depth = {
|
||||||
lastUpdateId: 1,
|
lastUpdateId: 1,
|
||||||
bids: [],
|
bids: [],
|
||||||
asks: [
|
asks: [
|
||||||
@@ -20,7 +20,7 @@ describe("getDepthBetweenPrices boundary", () => {
|
|||||||
});
|
});
|
||||||
|
|
||||||
it("BUY side excludes quantity exactly at target price", () => {
|
it("BUY side excludes quantity exactly at target price", () => {
|
||||||
const depth: AsterDepth = {
|
const depth: Depth = {
|
||||||
lastUpdateId: 1,
|
lastUpdateId: 1,
|
||||||
bids: [
|
bids: [
|
||||||
["69355", "1"],
|
["69355", "1"],
|
||||||
|
|||||||
@@ -1,8 +1,8 @@
|
|||||||
import { describe, expect, it } from "vitest";
|
import { describe, expect, it } from "vitest";
|
||||||
import { computeBollingerBandwidth, getPosition, getSMA } from "../src/utils/strategy";
|
import { computeBollingerBandwidth, getPosition, getSMA } from "../src/utils/strategy";
|
||||||
import type { AsterAccountSnapshot, AsterKline } from "../src/exchanges/types";
|
import type { AccountSnapshot, Kline } from "../src/exchanges/types";
|
||||||
|
|
||||||
const mockSnapshot = (positions: Array<{ symbol: string; amt: number; entry: number; pnl: number }> = []): AsterAccountSnapshot => ({
|
const mockSnapshot = (positions: Array<{ symbol: string; amt: number; entry: number; pnl: number }> = []): AccountSnapshot => ({
|
||||||
canTrade: true,
|
canTrade: true,
|
||||||
canDeposit: true,
|
canDeposit: true,
|
||||||
canWithdraw: true,
|
canWithdraw: true,
|
||||||
@@ -20,7 +20,7 @@ const mockSnapshot = (positions: Array<{ symbol: string; amt: number; entry: num
|
|||||||
assets: [],
|
assets: [],
|
||||||
});
|
});
|
||||||
|
|
||||||
const mockKlines = (values: number[]): AsterKline[] =>
|
const mockKlines = (values: number[]): Kline[] =>
|
||||||
values.map((value, index) => ({
|
values.map((value, index) => ({
|
||||||
openTime: index,
|
openTime: index,
|
||||||
open: String(value),
|
open: String(value),
|
||||||
|
|||||||
Reference in New Issue
Block a user