17 Commits
Author SHA1 Message Date
discountry 12e8e3e064 Update API token creation date in documentation and configuration
- Revised the `.env.example` and `maker-points-guide.md` to reflect the updated token creation date from 2025-01-15 to 2026-01-15.
- Enhanced the `order-coordinator.ts`, `order-schema.ts`, and `types.ts` files to support stop-loss and take-profit price parameters in order intents.
- Updated the `StandxGateway` and `order.ts` to handle new stop-loss and take-profit parameters in order creation.
- Improved the `MakerPointsEngine` to calculate stop-loss prices based on order type, enhancing order management capabilities.
2026-01-16 11:29:26 +08:00
discountry aa24995d28 Enhance WebSocket and API documentation; implement connection protection features
- Added a note in the HTTP API documentation regarding the non-guaranteed sequence of price levels in order book responses.
- Updated WebSocket documentation to include a connection duration limit and a note on local sorting requirements for price levels.
- Introduced connection event handling in the ExchangeAdapter interface, allowing for disconnection and reconnection events.
- Implemented connection protection logic in the StandxExchangeAdapter and MakerPointsEngine to manage order states during connection disruptions.
- Enhanced the StandxGateway with methods for querying open orders and forcefully canceling all orders, improving reliability during network issues.
2026-01-16 10:49:16 +08:00
discountry d493642935 update doc 2026-01-15 22:06:10 +08:00
discountry 86670486a6 Update StandX API documentation and configuration
- Revised `.env.example` to reflect new API token generation process, emphasizing the use of creation date and validity days for token expiry management.
- Enhanced `auth.md` with detailed instructions for obtaining API tokens and signing transactions for both EVM and Solana wallets.
- Updated `maker-points-guide.md` to clarify the API token retrieval process and the significance of the Ed25519 private key.
- Refactored `config.ts` and `gateway.ts` to support new token expiry configuration methods and improved private key handling, including Base58 decoding.
- Improved overall documentation clarity and user guidance for new and existing users.
2026-01-15 16:11:08 +08:00
discountry 6496011d8f Add Nado exchange support to README
- Included details for the Nado USDC perpetuals, specifying required environment variables and configuration options.
- Updated both English and Chinese versions of the README to reflect the new exchange integration, enhancing user guidance and clarity.
2026-01-14 18:28:14 +08:00
discountry 792351ab8a Add Liquidity Maker strategy and related configurations
- Introduced a new `LiquidityMakerConfig` interface and corresponding configuration settings in `config.ts`.
- Updated CLI argument handling to include the new "liquidity-maker" strategy option.
- Implemented the `LiquidityMakerEngine` class to manage the liquidity making strategy, including order handling and risk management.
- Added a new `LiquidityMakerApp` component for user interaction and display of strategy status.
- Enhanced internationalization support with translations for the liquidity maker strategy.
- Updated the main application to integrate the new liquidity maker strategy into the existing framework.
2026-01-14 00:56:29 +08:00
discountry 4915dc574e Implement precision error handling in MakerPointsEngine
- Added a new `isPrecisionError` function to identify precision-related errors in the error utility module.
- Updated the MakerPointsEngine to handle precision errors by logging warnings and synchronizing precision when such errors occur during order processing and stop-loss execution.
- Enhanced the `syncPrecision` method to allow forced synchronization, improving the handling of precision-related issues.
2026-01-13 20:23:18 +08:00
discountry 9866e8068f Clarify instructions in Maker Points guide regarding the proxy wallet private key format and environment variable setup. Emphasize that the private key should be copied as is, without the '0x' prefix, to enhance user understanding and security practices. 2026-01-12 18:03:26 +08:00
discountry 099af3ce01 Update Maker Points guide to clarify proxy wallet private key format and environment variable instructions. Specify that the private key should generally not include the '0x' prefix, enhancing user understanding and security practices. 2026-01-12 18:02:05 +08:00
discountry 445e634aa1 Refactor Telegram notification handling and remove unused functions
- Removed deprecated functions for masking sensitive data and previewing text, streamlining the Telegram notification process.
- Simplified logging by eliminating unnecessary console outputs related to notification configuration and sending.
- Updated the `TelegramNotifier` class to enhance clarity and maintainability, focusing on essential notification functionality.
2026-01-12 12:39:37 +08:00
discountry 4bb1fee995 Refactor Telegram notification handling in MakerPointsEngine
- Introduced a dedicated `notify` method to streamline notification sending and improve logging for Telegram notifications.
- Added a new environment variable check for enabling debug logging of Telegram notifications.
- Enhanced logging to include detailed information about notification attempts, including masked sensitive data for security.
- Updated various notification calls to utilize the new `notify` method, ensuring consistent logging and functionality.
2026-01-12 12:23:24 +08:00
discountry aad14395e0 Enhance Telegram notification functionality
- Introduced functions to mask sensitive information and preview notification text for improved logging and security.
- Added detailed logging for notification sending process, including configuration details and response handling.
- Implemented checks to prevent sending notifications when bot token or chat ID is missing, with appropriate warnings logged.
2026-01-12 12:12:14 +08:00
discountry 598f2a0eb6 Add token expiry and Telegram notification features
- Introduced `STANDX_TOKEN_EXPIRY` configuration to manage token expiration, including handling logic for active, expired, and silent states.
- Implemented Telegram notifications for key events such as order filled, position opened/closed, stop loss triggered, and token expiration.
- Updated Maker Points engine to integrate token expiry checks and notification sending, enhancing user awareness of trading conditions.
- Enhanced documentation to include details on configuring token expiry and Telegram notifications for improved user guidance.
2026-01-10 12:44:52 +08:00
discountry cb1cef6f1b Revise Maker Points guide to provide a comprehensive step-by-step tutorial for new users. Update installation instructions for Bun, enhance clarity on obtaining StandX login credentials, and improve environment variable configuration details. Add safety tips and common troubleshooting questions to support user onboarding. 2026-01-09 01:11:10 +08:00
discountry fd034d493f Enhance README with language setting instructions, updated referral links, and additional documentation for StandX and Nado exchanges. Clarify environment variable setup and improve formatting for better readability. 2026-01-07 23:39:40 +08:00
discountry 2551670874 Update README and Maker Points guide to clarify the export of StandX login credentials, specifying token and proxy wallet private key for enhanced user security. 2026-01-07 02:46:38 +08:00
discountry 3ec7e9b8d6 Update Maker Points guide to include details on exporting the generated proxy wallet private key along with the token, enhancing security instructions for users. 2026-01-06 21:49:28 +08:00
27 changed files with 3392 additions and 107 deletions
+12 -1
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@@ -14,8 +14,14 @@ STANDX_SYMBOL=BTC-USD
# STANDX_BASE_URL=https://perps.standx.com # STANDX_BASE_URL=https://perps.standx.com
# STANDX_WS_URL=wss://perps.standx.com/ws-stream/v1 # STANDX_WS_URL=wss://perps.standx.com/ws-stream/v1
# STANDX_SESSION_ID= # STANDX_SESSION_ID=
# Optional: request signing key (ed25519 private key, hex or base64) # Optional: request signing key (ed25519 private key, supports hex or base58 format)
# STANDX_REQUEST_PRIVATE_KEY= # STANDX_REQUEST_PRIVATE_KEY=
# Token expiry configuration (recommended method: creation date + validity days)
# Get these values when generating API token at https://standx.com/user/session
# STANDX_TOKEN_CREATE_DATE=2026-01-15 # Token creation date (YYYY-MM-DD format)
# STANDX_TOKEN_VALIDITY_DAYS=30 # Token validity period in days
# Legacy method: direct expiry timestamp (Unix seconds)
# STANDX_TOKEN_EXPIRY=1737092800
# Core trading symbol and sizing # Core trading symbol and sizing
TRADE_SYMBOL=BTCUSDT # Trading pair symbol TRADE_SYMBOL=BTCUSDT # Trading pair symbol
@@ -154,3 +160,8 @@ NADO_MIN_SIZE_POLICY=adjust
# NADO_ARCHIVE_URL=https://archive.prod.nado.xyz/v1 # NADO_ARCHIVE_URL=https://archive.prod.nado.xyz/v1
# NADO_TRIGGER_URL=https://trigger.prod.nado.xyz/v1 # NADO_TRIGGER_URL=https://trigger.prod.nado.xyz/v1
# NADO_DEBUG=false # NADO_DEBUG=false
# Telegram notification configuration
# TELEGRAM_BOT_TOKEN= # Telegram bot token from @BotFather
# TELEGRAM_CHAT_ID= # Chat ID to receive notifications
# TELEGRAM_ACCOUNT_LABEL= # Account label to distinguish multiple bot instances (e.g., "Account-A")
+19 -9
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@@ -41,6 +41,7 @@ A Bun-powered multi-exchange perpetuals workstation that ships an SMA30 trend en
| Lighter | zkLighter 永续 | `LIGHTER_ACCOUNT_INDEX`, `LIGHTER_API_PRIVATE_KEY` | 默认 `LIGHTER_ENV=testnet` | Lighter | zkLighter 永续 | `LIGHTER_ACCOUNT_INDEX`, `LIGHTER_API_PRIVATE_KEY` | 默认 `LIGHTER_ENV=testnet`
| 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`
## 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)
@@ -114,21 +115,30 @@ curl -fsSL https://github.com/discountry/ritmex-bot/raw/refs/heads/main/setup.sh
* [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)
策略需要 StandX 的登录 token 才能下单 策略需要 StandX 的 API Token 和签名私钥才能下单
获取方式 **获取方式(使用 StandX 官方 API 生成功能):**
1. 打开 https://standx.ritmex.one/ 1. 打开 StandX 官方 API 创建页面:https://standx.com/user/session
2. 连接钱包 2. 连接钱包并登录
3. 点击“登录” 3. 点击 **"Generate API Token"** 按钮
4. 导出登录信息里面会包含 token和代理钱包私钥,代理钱包仅用于交易签名,有效保证资产钱包安全 4. 页面会显示以下信息:
- **Token**(以 `eyJ` 开头的 JWT 字符串)→ 填入 `STANDX_TOKEN`
- **Ed25519 Private Key**Base58 格式私钥,类似 `HdsyJD7oWgT...`)→ 填入 `STANDX_REQUEST_PRIVATE_KEY`
- **创建日期** 和 **有效期天数** → 用于配置 Token 过期提醒
请妥善保存,不要分享给他人 > Ed25519 Private Key 是系统自动生成的签名私钥,仅用于交易请求签名,你的资产仍在主钱包中,非常安全。
请妥善保存这些凭证,不要分享给他人。
**配置步骤:**
1. 设置 `EXCHANGE=standx`。 1. 设置 `EXCHANGE=standx`。
2. 填写 `STANDX_TOKEN`Perps API 的 JWT Token)。 2. 填写 `STANDX_TOKEN`Perps API 的 JWT Token)。
3. 填写 `STANDX_REQUEST_PRIVATE_KEY`代理钱包私钥)。 3. 填写 `STANDX_REQUEST_PRIVATE_KEY`Ed25519 签名私钥,Base58 格式)。
4. 设置 `STANDX_SYMBOL`(默认 `BTC-USD`),并校准 `PRICE_TICK` / `QTY_STEP`。 4. 设置 `STANDX_SYMBOL`(默认 `BTC-USD`),并校准 `PRICE_TICK` / `QTY_STEP`。
5. 可选:`STANDX_BASE_URL`、`STANDX_WS_URL`、`STANDX_SESSION_ID` 用于自定义环境。 5. 推荐配置 Token 过期时间:
- `STANDX_TOKEN_CREATE_DATE`(创建日期,格式 `YYYY-MM-DD`
- `STANDX_TOKEN_VALIDITY_DAYS`(有效期天数)
6. 可选:`STANDX_BASE_URL`、`STANDX_WS_URL`、`STANDX_SESSION_ID` 用于自定义环境。
### GRVT ### GRVT
+39 -11
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@@ -1,7 +1,11 @@
# ritmex-bot # ritmex-bot
**Language Setting**: Set `LANG=en` in your `.env` file to display the CLI interface in English.
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.
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)
* [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)
@@ -11,11 +15,11 @@ A Bun-powered multi-exchange perpetuals workstation that ships an SMA30 trend en
* [Backpack referral link](https://backpack.exchange/join/ritmex) * [Backpack referral link](https://backpack.exchange/join/ritmex)
* [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/RITHMEX) * [Apex referral link](https://join.omni.apex.exchange/SEA)
## Documentation Map ## Documentation Map
- [中文 README](README.md)
- [Beginner-friendly Quick Start](simple-readme.md) - [Beginner-friendly Quick Start](simple-readme.md)
- [Grid Trading Strategy Guide](grid-trading.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.
@@ -33,9 +37,10 @@ A Bun-powered multi-exchange perpetuals workstation that ships an SMA30 trend en
| Lighter | zkLighter perpetuals | `LIGHTER_ACCOUNT_INDEX`, `LIGHTER_API_PRIVATE_KEY` | Defaults to `LIGHTER_ENV=testnet` | | Lighter | zkLighter perpetuals | `LIGHTER_ACCOUNT_INDEX`, `LIGHTER_API_PRIVATE_KEY` | Defaults to `LIGHTER_ENV=testnet` |
| 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` |
## Requirements ## Requirements
- Bun 1.2 (both `bun` and `bunx` on PATH) - Bun >= 1.2 (both `bun` and `bunx` on PATH)
- macOS, Linux, or Windows via WSL (native Windows works but WSL is recommended) - macOS, Linux, or Windows via WSL (native Windows works but WSL is recommended)
- Node.js is optional unless your tooling requires it - Node.js is optional unless your tooling requires it
@@ -96,6 +101,7 @@ The script installs Bun, project dependencies, collects Aster API credentials, g
> ``` > ```
## Exchange Setup Guides ## Exchange Setup Guides
### Aster ### Aster
1. Keep `EXCHANGE=aster` (default value). 1. Keep `EXCHANGE=aster` (default value).
2. Supply `ASTER_API_KEY` and `ASTER_API_SECRET`. 2. Supply `ASTER_API_KEY` and `ASTER_API_SECRET`.
@@ -103,11 +109,33 @@ The script installs Bun, project dependencies, collects Aster API credentials, g
4. The bootstrap script auto-populates these variables; manual installs must maintain them. 4. The bootstrap script auto-populates these variables; manual installs must maintain them.
### StandX ### StandX
* [StandX Maker Points Strategy Guide](docs/standx/maker-points-guide.md)
The strategy requires a StandX API Token and signing private key to place orders.
**How to obtain (using StandX's official API generation feature):**
1. Open the StandX official API creation page: https://standx.com/user/session
2. Connect your wallet and log in
3. Click the **"Generate API Token"** button
4. The page will display the following information:
- **Token** (JWT string starting with `eyJ`) → Fill in `STANDX_TOKEN`
- **Ed25519 Private Key** (Base58 format, like `HdsyJD7oWgT...`) → Fill in `STANDX_REQUEST_PRIVATE_KEY`
- **Creation date** and **Validity days** → Used to configure token expiry reminders
> The Ed25519 Private Key is an auto-generated signing key used only for trade request signatures. Your assets remain in your main wallet and are completely safe.
Please keep these credentials safe and do not share them with anyone.
**Configuration steps:**
1. Set `EXCHANGE=standx`. 1. Set `EXCHANGE=standx`.
2. Provide `STANDX_TOKEN` (JWT token for perps API). 2. Provide `STANDX_TOKEN` (JWT token for perps API).
3. Set `STANDX_SYMBOL` (defaults to `BTC-USD`) and align `PRICE_TICK` / `QTY_STEP`. 3. Provide `STANDX_REQUEST_PRIVATE_KEY` (Ed25519 signing private key, Base58 format).
4. Optional: `STANDX_BASE_URL`, `STANDX_WS_URL`, or `STANDX_SESSION_ID` for custom endpoints. 4. Set `STANDX_SYMBOL` (defaults to `BTC-USD`) and align `PRICE_TICK` / `QTY_STEP`.
5. Optional: `STANDX_REQUEST_PRIVATE_KEY` if the API requires body signatures. 5. Recommended: configure token expiry settings:
- `STANDX_TOKEN_CREATE_DATE` (creation date, format `YYYY-MM-DD`)
- `STANDX_TOKEN_VALIDITY_DAYS` (validity days)
6. Optional: `STANDX_BASE_URL`, `STANDX_WS_URL`, or `STANDX_SESSION_ID` for custom endpoints.
### GRVT ### GRVT
1. Set `EXCHANGE=grvt` inside `.env`. 1. Set `EXCHANGE=grvt` inside `.env`.
@@ -117,25 +145,25 @@ The script installs Bun, project dependencies, collects Aster API credentials, g
### Lighter ### Lighter
1. Set `EXCHANGE=lighter`. 1. Set `EXCHANGE=lighter`.
2. Provide `LIGHTER_ACCOUNT_INDEX` and `LIGHTER_API_PRIVATE_KEY` (40-byte hex private key). 2. Provide `LIGHTER_ACCOUNT_INDEX` and `LIGHTER_API_PRIVATE_KEY` (40-byte hex private key). `LIGHTER_ACCOUNT_INDEX` is your account index, which you can find by opening DevTools (F12) on the official website and observing API requests. `LIGHTER_API_PRIVATE_KEY` is your API private key.
3. Switch `LIGHTER_ENV` to `mainnet`, `staging`, or `dev` when necessary; override `LIGHTER_BASE_URL` if endpoints differ. 3. Switch `LIGHTER_ENV` to `mainnet`, `staging`, or `dev` when necessary; override `LIGHTER_BASE_URL` if endpoints differ.
4. `LIGHTER_SYMBOL` defaults to `BTCUSDT`; override price/size decimals when markets differ. 4. `LIGHTER_SYMBOL` defaults to `BTCUSDT`; override price/size decimals when markets differ.
### Backpack ### Backpack
1. Set `EXCHANGE=backpack`. 1. Set `EXCHANGE=backpack`.
2. Populate `BACKPACK_API_KEY`, `BACKPACK_API_SECRET`, and `BACKPACK_PASSWORD`; add `BACKPACK_SUBACCOUNT` if you trade from a subaccount. 2. Populate `BACKPACK_API_KEY`, `BACKPACK_API_SECRET`, and `BACKPACK_PASSWORD`; add `BACKPACK_SUBACCOUNT` if you trade from a subaccount (defaults to main account ID).
3. Toggle `BACKPACK_SANDBOX=true` for the sandbox environment and verify `BACKPACK_SYMBOL` matches the contract (defaults to `BTC_USD_PERP`). 3. Toggle `BACKPACK_SANDBOX=true` for the sandbox environment and verify `BACKPACK_SYMBOL` matches the contract (defaults to `BTC_USD_PERP`).
4. Enable `BACKPACK_DEBUG=true` for verbose adapter logging. 4. Enable `BACKPACK_DEBUG=true` for verbose adapter logging.
### Paradex ### Paradex
1. Set `EXCHANGE=paradex`. 1. Set `EXCHANGE=paradex`.
2. Provide `PARADEX_PRIVATE_KEY` (EVM private key) and `PARADEX_WALLET_ADDRESS`. 2. Provide `PARADEX_PRIVATE_KEY` (EVM private key) and `PARADEX_WALLET_ADDRESS`. Note: These are your EVM wallet address and private key. It is recommended to create a brand new wallet and avoid storing unrelated assets in it.
3. The adapter connects to mainnet by default; enable `PARADEX_SANDBOX=true` and adjust `PARADEX_SYMBOL` for testnet usage. 3. The adapter connects to mainnet by default; enable `PARADEX_SANDBOX=true` and adjust `PARADEX_SYMBOL` for testnet usage.
4. Advanced tuning: use `PARADEX_USE_PRO`, `PARADEX_RECONNECT_DELAY_MS`, or debug flags as needed. 4. Advanced tuning: use `PARADEX_USE_PRO`, `PARADEX_RECONNECT_DELAY_MS`, or debug flags as needed.
### Nado ### Nado
1. Set `EXCHANGE=nado`. 1. Set `EXCHANGE=nado`.
2. On the Nado web app, open DevTools switch to the `Application` tab `Local Storage`, locate `nado.userSettings`, then grab the `privateKey` field from its JSON value and paste it into `.env` as `NADO_SIGNER_PRIVATE_KEY`. 2. On the Nado web app (trading interface), open DevTools (F12) -> switch to the `Application` tab -> `Local Storage`, locate `nado.userSettings`, then grab the `privateKey` field from its JSON value and paste it into `.env` as `NADO_SIGNER_PRIVATE_KEY`.
3. Provide `NADO_SUBACCOUNT_OWNER` (or `NADO_EVM_ADDRESS`). 3. Provide `NADO_SUBACCOUNT_OWNER` (or `NADO_EVM_ADDRESS`).
4. Select network via `NADO_ENV=inkMainnet` (mainnet) or `inkTestnet` (testnet). 4. Select network via `NADO_ENV=inkMainnet` (mainnet) or `inkTestnet` (testnet).
5. Set `NADO_SYMBOL` using Nado product symbols like `BTC-PERP` (it also accepts `BTCUSDT0` and maps it to `BTC-PERP`). 5. Set `NADO_SYMBOL` using Nado product symbols like `BTC-PERP` (it also accepts `BTCUSDT0` and maps it to `BTC-PERP`).
@@ -187,7 +215,7 @@ bun x vitest --watch
``` ```
## Troubleshooting ## Troubleshooting
- Keep at least 50100 USDT in the account before deploying a live strategy. - Keep at least 50-100 USDT in the account before deploying a live strategy.
- Configure leverage on the exchange manually (~50x is recommended); the bot will not change it. - Configure leverage on the exchange manually (~50x is recommended); the bot will not change it.
- Ensure your server or workstation clock is in sync to avoid signature errors. - Ensure your server or workstation clock is in sync to avoid signature errors.
- Accounts must run in one-way position mode. - Accounts must run in one-way position mode.
+329 -8
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@@ -1,5 +1,9 @@
## StandX Perps Authentication ## StandX Perps Authentication
官网创建的 API 提供了
API Token 以及 Ed25519 Private Key,用于签名交易。
⚠️ This document is under construction. ⚠️ This document is under construction.
This document explains how to obtain JWT access tokens for the StandX Perps API through wallet signatures. This document explains how to obtain JWT access tokens for the StandX Perps API through wallet signatures.
@@ -69,7 +73,7 @@ curl 'https://api.standx.com/v1/offchain/certs'
Sign `payload.message` with your wallet private key to generate the `signature`. Sign `payload.message` with your wallet private key to generate the `signature`.
#### TypeScript/ES6 Implementation Reference #### BSC (EVM) Implementation Reference
``` ```
import { ethers } from "ethers"; import { ethers } from "ethers";
@@ -84,6 +88,38 @@ const wallet = new ethers.Wallet(privateKey, provider);
const signature = await wallet.signMessage(payload.message); const signature = await wallet.signMessage(payload.message);
``` ```
#### Solana Implementation Reference
```
import bs58 from "bs58";
import { ed25519 } from "@noble/curves/ed25519";
import { Keypair } from "@solana/web3.js";
const privateKey = "<your_base58_encoded_private_key>"; // Keep secure; use environment variables
const walletKeypair = Keypair.fromSecretKey(bs58.decode(privateKey));
// Sign using the message from the parsed payload
const messageBytes = new TextEncoder().encode(payload.message);
const signatureBytes = ed25519.sign(
messageBytes,
walletKeypair.secretKey.slice(0, 32) // First 32 bytes are the private key
);
// Solana requires a specific signature format
const signature = Buffer.from(
JSON.stringify({
input: payload,
output: {
signedMessage: Array.from(messageBytes),
signature: Array.from(signatureBytes),
account: {
publicKey: Array.from(walletKeypair.publicKey.toBytes()),
},
},
})
).toString("base64");
```
### 5\. Get Access Token ### 5\. Get Access Token
Submit the `signature` and original `signedData` to the login endpoint. Submit the `signature` and original `signedData` to the login endpoint.
@@ -220,14 +256,38 @@ fetch("/api/request_need_body_signature", {
}); });
``` ```
### Complete Authentication Class Example ### Complete Authentication Examples
Heres a complete implementation using a class-based approach: For complete, runnable implementations, see the chain-specific examples:
- [EVM (BSC) Example](https://docs.standx.com/standx-api/perps-auth-evm-example) - Authentication using ethers.js for BSC and other EVM-compatible chains
- [Solana (SVM) Example](https://docs.standx.com/standx-api/perps-auth-svm-example) - Authentication using @solana/web3.js for Solana
Last updated on
[About StandX API](https://docs.standx.com/standx-api/standx-api "About StandX API") [Perps Auth EVM Example](https://docs.standx.com/standx-api/perps-auth-evm-example "Perps Auth EVM Example")
## StandX Perps Authentication - EVM Example
This example demonstrates how to authenticate with the StandX Perps API using an EVM-compatible wallet (e.g., BSC).
## Prerequisites
- Node.js environment with TypeScript support
- EVM wallet with private key
- Required packages:
```
npm install @noble/curves @scure/base ethers
```
## Complete Implementation
``` ```
import { ed25519 } from "@noble/curves/ed25519"; import { ed25519 } from "@noble/curves/ed25519";
import { base58 } from "@scure/base"; import { base58 } from "@scure/base";
import { ethers } from "ethers";
// Types
export type Chain = "bsc" | "solana"; export type Chain = "bsc" | "solana";
export interface SignedData { export interface SignedData {
@@ -260,6 +320,7 @@ export interface RequestSignatureHeaders {
"x-request-signature": string; "x-request-signature": string;
} }
// Authentication Class
export class StandXAuth { export class StandXAuth {
private ed25519PrivateKey: Uint8Array; private ed25519PrivateKey: Uint8Array;
private ed25519PublicKey: Uint8Array; private ed25519PublicKey: Uint8Array;
@@ -343,9 +404,7 @@ export class StandXAuth {
} }
// Usage Example // Usage Example
import { ethers } from "ethers"; async function main() {
async function example() {
// Initialize auth // Initialize auth
const auth = new StandXAuth(); const auth = new StandXAuth();
@@ -389,8 +448,270 @@ async function example() {
body: payload, body: payload,
}); });
} }
main().catch(console.error);
``` ```
Last updated on ## Key Points
[About StandX API](https://docs.standx.com/standx-api/standx-api "About StandX API") [Perps HTTP API](https://docs.standx.com/standx-api/perps-http "Perps HTTP API") 1. **Wallet Setup**: Uses `ethers.js` to create a wallet from a private key
2. **Message Signing**: EVM wallets sign the message directly using `wallet.signMessage()`
3. **Signature Format**: The signature is returned as-is from the wallet (hex string)
## Environment Variables
Create a `.env` file with:
```
WALLET_PRIVATE_KEY=your_private_key_here
```
> **Security Note**: Never commit private keys to version control. Use environment variables or secure key management solutions.
[Perps Auth](https://docs.standx.com/standx-api/perps-auth "Perps Auth") [Perps Auth SVM Example](https://docs.standx.com/standx-api/perps-auth-svm-example "Perps Auth SVM Example")
## StandX Perps Authentication - Solana (SVM) Example
This example demonstrates how to authenticate with the StandX Perps API using a Solana wallet.
## Prerequisites
- Node.js environment with TypeScript support
- Solana wallet with private key (base58-encoded)
- Required packages:
```
npm install @noble/curves @scure/base @solana/web3.js bs58
```
## Complete Implementation
```
import { ed25519 } from "@noble/curves/ed25519";
import { base58 } from "@scure/base";
import bs58 from "bs58";
import { Keypair } from "@solana/web3.js";
// Types
export type Chain = "bsc" | "solana";
export interface SignedData {
domain: string;
uri: string;
statement: string;
version: string;
chainId: number;
nonce: string;
address: string;
requestId: string;
issuedAt: string;
message: string;
exp: number;
iat: number;
}
export interface LoginResponse {
token: string;
address: string;
alias: string;
chain: string;
perpsAlpha: boolean;
}
export interface RequestSignatureHeaders {
"x-request-sign-version": string;
"x-request-id": string;
"x-request-timestamp": string;
"x-request-signature": string;
}
// Authentication Class
export class StandXAuth {
private ed25519PrivateKey: Uint8Array;
private ed25519PublicKey: Uint8Array;
private requestId: string;
private baseUrl = "https://api.standx.com";
constructor() {
const privateKey = ed25519.utils.randomSecretKey();
this.ed25519PrivateKey = privateKey;
this.ed25519PublicKey = ed25519.getPublicKey(privateKey);
this.requestId = base58.encode(this.ed25519PublicKey);
}
async authenticate(
chain: Chain,
walletAddress: string,
signMessage: (msg: string, payload: SignedData) => Promise<string>
): Promise<LoginResponse> {
const signedDataJwt = await this.prepareSignIn(chain, walletAddress);
const payload = this.parseJwt<SignedData>(signedDataJwt);
const signature = await signMessage(payload.message, payload);
return this.login(chain, signature, signedDataJwt);
}
private async prepareSignIn(chain: Chain, address: string): Promise<string> {
const res = await fetch(
\`${this.baseUrl}/v1/offchain/prepare-signin?chain=${chain}\`,
{
method: "POST",
headers: { "Content-Type": "application/json" },
body: JSON.stringify({ address, requestId: this.requestId }),
}
);
const data = await res.json();
if (!data.success) throw new Error("Failed to prepare sign-in");
return data.signedData;
}
private async login(
chain: Chain,
signature: string,
signedData: string,
expiresSeconds: number = 604800 // default: 7 days
): Promise<LoginResponse> {
const res = await fetch(
\`${this.baseUrl}/v1/offchain/login?chain=${chain}\`,
{
method: "POST",
headers: { "Content-Type": "application/json" },
body: JSON.stringify({ signature, signedData, expiresSeconds }),
}
);
return res.json();
}
signRequest(
payload: string,
requestId: string,
timestamp: number
): RequestSignatureHeaders {
const version = "v1";
const message = \`${version},${requestId},${timestamp},${payload}\`;
const signature = ed25519.sign(
Buffer.from(message, "utf-8"),
this.ed25519PrivateKey
);
return {
"x-request-sign-version": version,
"x-request-id": requestId,
"x-request-timestamp": timestamp.toString(),
"x-request-signature": Buffer.from(signature).toString("base64"),
};
}
private parseJwt<T>(token: string): T {
const base64Url = token.split(".")[1];
const base64 = base64Url.replace(/-/g, "+").replace(/_/g, "/");
return JSON.parse(Buffer.from(base64, "base64").toString("utf-8"));
}
}
// Usage Example
async function main() {
// Initialize auth
const auth = new StandXAuth();
// Setup wallet from base58-encoded private key
const privateKey = process.env.SOLANA_PRIVATE_KEY!;
const walletKeypair = Keypair.fromSecretKey(bs58.decode(privateKey));
const walletAddress = walletKeypair.publicKey.toBase58();
// Authenticate
const loginResponse = await auth.authenticate(
"solana",
walletAddress,
async (message, payload) => {
const messageBytes = new TextEncoder().encode(message);
const signatureBytes = ed25519.sign(
messageBytes,
walletKeypair.secretKey.slice(0, 32) // First 32 bytes are the private key
);
// Solana requires a specific signature format
return Buffer.from(
JSON.stringify({
input: payload,
output: {
signedMessage: Array.from(messageBytes),
signature: Array.from(signatureBytes),
account: {
publicKey: Array.from(walletKeypair.publicKey.toBytes()),
},
},
})
).toString("base64");
}
);
console.log("Access Token:", loginResponse.token);
// Sign a request
const payload = JSON.stringify({
symbol: "BTC-USD",
side: "buy",
order_type: "limit",
qty: "0.1",
price: "50000",
time_in_force: "gtc",
reduce_only: false,
});
const headers = auth.signRequest(payload, crypto.randomUUID(), Date.now());
// Make authenticated request
await fetch("https://perps.standx.com/api/new_order", {
method: "POST",
headers: {
"Content-Type": "application/json",
Authorization: \`Bearer ${loginResponse.token}\`,
...headers,
},
body: payload,
});
}
main().catch(console.error);
```
## Key Points
1. **Wallet Setup**: Uses `@solana/web3.js` Keypair with a base58-encoded private key
2. **Message Signing**: Uses `@noble/curves/ed25519` for Ed25519 signing with `walletKeypair.secretKey.slice(0, 32)` (first 32 bytes are the private key)
3. **Signature Format**: Solana requires a specific JSON structure containing:
- `input`: The original payload from the server
- `output.signedMessage`: The message bytes as an array
- `output.signature`: The signature bytes as an array
- `output.account.publicKey`: The wallets public key bytes as an array
This JSON is then base64-encoded before being sent to the server.
## Signature Format Explanation
Unlike EVM wallets that return a simple hex signature, Solana authentication requires a structured response:
```
{
input: payload, // Original SignedData from server
output: {
signedMessage: [...], // Message bytes as number array
signature: [...], // Ed25519 signature bytes as number array
account: {
publicKey: [...] // Wallet public key bytes as number array
}
}
}
```
This format allows the server to verify both the signature and the signing account.
## Environment Variables
Create a `.env` file with:
```
SOLANA_PRIVATE_KEY=your_base58_encoded_private_key_here
```
> **Security Note**: Never commit private keys to version control. Use environment variables or secure key management solutions.
[Perps Auth EVM Example](https://docs.standx.com/standx-api/perps-auth-evm-example "Perps Auth EVM Example") [Perps HTTP API](https://docs.standx.com/standx-api/perps-http "Perps HTTP API")
+4 -2
View File
@@ -679,6 +679,8 @@ To receive order updates via [Order Response Stream](https://docs.standx.com/sta
`GET /api/query_depth_book` `GET /api/query_depth_book`
**⚠️ Note: The sequence of price levels in the asks and bids arrays is not guaranteed. Please implement local sorting on the client side based on your specific requirements.**
**Required Parameters** **Required Parameters**
| Parameter | Type | Description | | Parameter | Type | Description |
@@ -791,7 +793,7 @@ To receive order updates via [Order Response Stream](https://docs.standx.com/sta
| Parameter | Type | Description | | Parameter | Type | Description |
| --- | --- | --- | | --- | --- | --- |
| countBack | u64 | The required amount of bars to load | | countback | u64 | The required amount of bars to load |
**Response Example**: **Response Example**:
@@ -840,4 +842,4 @@ For enums, constants, and error codes, see [API Reference](https://docs.standx.c
Last updated on Last updated on
[Perps Auth](https://docs.standx.com/standx-api/perps-auth "Perps Auth") [Perps WebSocket API](https://docs.standx.com/standx-api/perps-ws "Perps WebSocket API") [Perps Auth SVM Example](https://docs.standx.com/standx-api/perps-auth-svm-example "Perps Auth SVM Example") [Perps WebSocket API](https://docs.standx.com/standx-api/perps-ws "Perps WebSocket API")
+299 -54
View File
@@ -1,112 +1,357 @@
# StandX 做市积分策略使用教程(新手版) # StandX 做市积分策略使用教程(超详细新手版)
本教程用于帮助你快速上手 StandX 做市积分策略(Maker Points)。无需交易经验,照着步骤做即可。 本教程**手把手** 教你如何运行 StandX 做市积分策略。每一步都有详细说明,按顺序操作即可。
--- ---
## 1. 准备工作 ## 第一步:安装 Bun(运行环境)
### 1.1 安装 Bun 本项目需要 Bun 才能运行。
本项目使用 Bun 运行。
如果你还没有安装 Bun,请先参考官方文档完成安装 ### macOS / Linux 用户
- https://bun.sh/ 打开终端,复制粘贴以下命令后按回车:
安装完成后,进入项目目录执行:
```bash ```bash
curl -fsSL https://bun.sh/install | bash
```
### Windows 用户:
打开 PowerShell,复制粘贴以下命令后按回车:
```powershell
powershell -c "irm bun.sh/install.ps1 | iex"
```
安装完成后,**关闭终端,重新打开一个新的终端窗口**,然后输入:
```bash
bun -v
```
如果显示版本号(如 `1.2.x`),说明安装成功。
---
## 第二步:下载项目并安装依赖
```bash
git clone https://github.com/discountry/ritmex-bot.git
cd ritmex-bot
bun install bun install
``` ```
### 1.2 获取 StandX 登录凭证(Token ---
策略需要 StandX 的登录 token 才能下单。
获取方式: ## 第三步:获取 StandX API Token(最重要的一步)
1. 打开 https://standx.ritmex.one/
2. 连接钱包
3. 点击“登录”
4. 导出登录信息(里面会包含 token)
请妥善保存,不要分享给他人。 > ⚠️ **这一步是 90% 新手卡住的地方,请仔细阅读!**
>
> ⚠️ **这一步是 90% 新手卡住的地方,请仔细阅读!**
>
> ⚠️ **这一步是 90% 新手卡住的地方,请仔细阅读!**
策略需要两样东西才能帮你下单:
1. **TOKEN**API 令牌)
2. **代理钱包私钥**(用于签名交易)
### 获取步骤(图文说明):
#### 3.1 打开 StandX 官方 API 创建页面
在浏览器打开这个网址:
```
https://standx.com/user/session
```
> **现在可以直接在 StandX 官网创建 API Token 了!**
#### 3.2 连接你的钱包并登录
如果还没登录,先连接钱包并登录你的 StandX 账户。
#### 3.3 生成 API Token
点击页面上的 **"Generate API Token"** 按钮。
你会看到类似这样的信息:
- **Token**(很长一串以 eyJ 开头的字符串)
- **Ed25519 Private Key**Base58 格式的私钥,类似 `HdsyJD7oWgT756124j3taSPGv...`
- **创建日期**(例如:2026-01-15
- **有效期天数**(例如:30 天)
> 🔴 **请把这些值复制保存下来!**
>
> 🔴 **请把这些值复制保存下来!**
>
> 🔴 **请把这些值复制保存下来!**
### 什么是 Ed25519 Private Key
- 这是系统 **自动为你生成** 的一个 Ed25519 签名私钥
-**只用于签名交易请求**,不存放你的资金
- 你的资产仍然在你自己的钱包里,非常安全
- **你不需要手动创建**,生成 API Token 时系统会自动创建
- 格式为 Base58 编码(类似 `HdsyJD7oWgT756124j3taSPGv17vo5u7FafDq3vrun4f`
--- ---
## 2. 配置环境变量 ## 第四步:配置环境变量
在项目根目录新建 `.env` 文件(或修改已有 `.env`),填入以下配置: 在项目根目录创建一个 `.env` 文件(如果已存在就修改它)。
### 4.1 创建/编辑 .env 文件
**macOS / Linux**
```bash
nano .env
```
**Windows**
用记事本打开项目文件夹,新建一个文本文件,命名为 `.env`(注意前面有个点)
### 4.2 填入以下内容
> ⚠️ **请务必把下面的示例值替换成你自己的!**
>
> ⚠️ **请务必把下面的示例值替换成你自己的!**
>
> ⚠️ **请务必把下面的示例值替换成你自己的!**
```bash ```bash
# ===== 交易所设置 =====
EXCHANGE=standx EXCHANGE=standx
# ===== 你的 API 凭证(第三步获取的) =====
# 把下面的 "你的TOKEN" 替换成你生成的 Token(很长一串以 eyJ 开头的)
STANDX_TOKEN=你的TOKEN
# 把下面的 "你的私钥" 替换成页面中显示的代理钱包私钥(按页面原样粘贴即可)
STANDX_REQUEST_PRIVATE_KEY=你的代理钱包私钥 STANDX_REQUEST_PRIVATE_KEY=你的代理钱包私钥
STANDX_TOKEN=你的token
# ===== 交易品种 =====
STANDX_SYMBOL=BTC-USD STANDX_SYMBOL=BTC-USD
# ===== 策略参数(新手直接用默认值就行) =====
MAKER_POINTS_ORDER_AMOUNT=0.01 MAKER_POINTS_ORDER_AMOUNT=0.01
MAKER_POINTS_CLOSE_THRESHOLD=0.1 MAKER_POINTS_CLOSE_THRESHOLD=0.1
MAKER_POINTS_STOP_LOSS_USD=0 MAKER_POINTS_STOP_LOSS_USD=0
MAKER_POINTS_MIN_REPRICE_BPS=3 MAKER_POINTS_MIN_REPRICE_BPS=3
# ===== 挂单档位开关 =====
MAKER_POINTS_BAND_0_10=true MAKER_POINTS_BAND_0_10=true
MAKER_POINTS_BAND_10_30=true MAKER_POINTS_BAND_10_30=true
MAKER_POINTS_BAND_30_100=true MAKER_POINTS_BAND_30_100=true
# ===== Token 过期时间配置(推荐配置) =====
# 填写你创建 API Token 时显示的创建日期和有效期天数
# 创建日期格式:YYYY-MM-DD(例如:2026-01-15
STANDX_TOKEN_CREATE_DATE=2026-01-15
# 有效期天数(例如:30
STANDX_TOKEN_VALIDITY_DAYS=30
# ===== Telegram 通知配置(可选) =====
# 配置后,策略会通过 Telegram 发送重要通知(订单成交、开仓、平仓、止损、Token过期等)
# 如何获取 Bot Token:在 Telegram 搜索 @BotFather,发送 /newbot 创建机器人,获取 Token
# 如何获取 Chat ID:在 Telegram 搜索 @userinfobot,发送任意消息即可看到你的 Chat ID
# TELEGRAM_BOT_TOKEN=你的BotToken
# TELEGRAM_CHAT_ID=你的ChatID
# TELEGRAM_ACCOUNT_LABEL=我的账户(可选,用于区分多个账户的通知)
``` ```
### 配置说明(新手可直接照抄) ### 正确填写示例
- `STANDX_TOKEN`: 登录后导出的 token(必须)
- `STANDX_SYMBOL`: 交易对(默认 `BTC-USD` 假设你生成的 API Token 信息是:
- `MAKER_POINTS_ORDER_AMOUNT`: 每一笔挂单数量 - Token: `eyJhbGciOiJFUzI1NiIsImtpZCI6IlhnaEJQSVNuN0RQVHlMcWJtLUVHVkVhOU1lMFpwdU9iMk1Qc2gtbUFlencifQ...`
- `MAKER_POINTS_CLOSE_THRESHOLD`: 持仓达到该数值进入平仓模式(0 表示不自动平仓) - Ed25519 Private Key: `HdsyJD7oWgT756124j3taSPGv17vo5u7FafDq3vrun4f`
- `MAKER_POINTS_STOP_LOSS_USD`: 亏损超过该值时市价平仓(0 表示关闭) - 创建日期: `2026-01-15`
- `MAKER_POINTS_MIN_REPRICE_BPS`: 盘口变动达到多少 bps 才会重算并撤单(默认 3) - 有效期: `30`
- `MAKER_POINTS_BAND_0_10` / `10_30` / `30_100`: 三个档位开关
那么你的 `.env` 应该这样写:
```bash
EXCHANGE=standx
STANDX_TOKEN=eyJhbGciOiJFUzI1NiIsImtpZCI6IlhnaEJQSVNuN0RQVHlMcWJtLUVHVkVhOU1lMFpwdU9iMk1Qc2gtbUFlencifQ...
STANDX_REQUEST_PRIVATE_KEY=HdsyJD7oWgT756124j3taSPGv17vo5u7FafDq3vrun4f
STANDX_SYMBOL=BTC-USD
MAKER_POINTS_ORDER_AMOUNT=0.01
MAKER_POINTS_CLOSE_THRESHOLD=0.1
MAKER_POINTS_STOP_LOSS_USD=0
MAKER_POINTS_MIN_REPRICE_BPS=3
MAKER_POINTS_BAND_0_10=true
MAKER_POINTS_BAND_10_30=true
MAKER_POINTS_BAND_30_100=true
STANDX_TOKEN_CREATE_DATE=2026-01-15
STANDX_TOKEN_VALIDITY_DAYS=30
# TELEGRAM_BOT_TOKEN=你的BotToken
# TELEGRAM_CHAT_ID=你的ChatID
```
> 🔴 **不要加引号!不要加空格!直接粘贴值!**
>
> 🔴 **不要加引号!不要加空格!直接粘贴值!**
>
> 🔴 **不要加引号!不要加空格!直接粘贴值!**
--- ---
## 3. 启动策略 ## 第五步:启动策略
### 3.1 普通启动 ### 普通启动(看实时仪表盘)
```bash ```bash
bun run index.ts --strategy maker-points --exchange standx bun run index.ts --strategy maker-points --exchange standx
``` ```
### 3.2 使用 PM2 后台运行(推荐) ### 后台运行(推荐长期挂机
```bash ```bash
bun run pm2:start:maker-points bun run pm2:start:maker-points
``` ```
PM2 会自动重启策略,适合长期运行。 ---
## 配置参数说明
| 参数 | 含义 | 新手建议 |
|------|------|----------|
| `STANDX_TOKEN` | API 令牌 | 必填,从第三步获取 |
| `STANDX_REQUEST_PRIVATE_KEY` | 代理钱包私钥 | 必填,从第三步获取 |
| `STANDX_SYMBOL` | 交易品种 | 默认 `BTC-USD` |
| `MAKER_POINTS_ORDER_AMOUNT` | 每笔挂单数量 | 建议 `0.01` 起步 |
| `MAKER_POINTS_CLOSE_THRESHOLD` | 持仓达到多少开始平仓 | 设为 `0` 表示不自动平仓 |
| `MAKER_POINTS_STOP_LOSS_USD` | 亏损多少美元强制平仓 | 设为 `0` 表示关闭止损 |
| `MAKER_POINTS_BAND_*` | 三个挂单档位的开关 | 全部 `true` 即可 |
| `STANDX_TOKEN_CREATE_DATE` | Token 创建日期 | 推荐配置,格式 YYYY-MM-DD |
| `STANDX_TOKEN_VALIDITY_DAYS` | Token 有效期天数 | 推荐配置,与创建日期配合使用 |
| `TELEGRAM_BOT_TOKEN` | Telegram 机器人 Token | 可选,用于接收通知 |
| `TELEGRAM_CHAT_ID` | Telegram 聊天 ID | 可选,配合 Bot Token 使用 |
| `TELEGRAM_ACCOUNT_LABEL` | Telegram 通知账户标签 | 可选,用于区分多个账户 |
### Token 过期时间配置详解
`STANDX_TOKEN_CREATE_DATE``STANDX_TOKEN_VALIDITY_DAYS` 用于设置 Token 的过期时间。配置后,策略会:
1. **Token 过期前 1 小时**:在日志中提醒你 Token 即将过期
2. **Token 过期后**
- 如果有持仓:进入**平仓模式**,只允许平仓和止损,不再开新仓
- 如果无持仓但有挂单:**自动取消所有挂单**
- 如果无持仓无挂单:进入**静默模式**,只接收数据,不下单
**推荐配置方式(创建日期 + 有效期天数):**
在 StandX 官网生成 API Token 时,页面会显示创建日期和有效期天数,直接填入即可:
```bash
# 创建日期(格式:YYYY-MM-DD
STANDX_TOKEN_CREATE_DATE=2026-01-15
# 有效期天数
STANDX_TOKEN_VALIDITY_DAYS=30
```
**示例计算:**
- 创建日期:2026-01-15
- 有效期:30 天
- 过期时间:2025-02-14 00:00:00 UTC
**兼容旧版配置(直接指定过期时间戳):**
如果你之前使用的是 `STANDX_TOKEN_EXPIRY`,仍然可以继续使用:
```bash
# 方式1:使用时间戳(秒)
STANDX_TOKEN_EXPIRY=1735689600
# 方式2:使用 ISO 日期字符串
STANDX_TOKEN_EXPIRY=2025-01-01T00:00:00Z
```
> 💡 **提示**:推荐使用新的创建日期 + 有效期天数方式,更直观易懂。
### Telegram 通知配置详解
配置 Telegram 通知后,策略会在以下情况发送通知:
- 📝 **订单成交**:挂单被成交时
- 📈 **开仓**:持仓从 0 变为非 0 时
- 📉 **平仓**:持仓从非 0 变为 0 时
- 🛑 **止损触发**:触发止损平仓时
-**Token 过期**Token 过期时
**配置步骤:**
1. **创建 Telegram 机器人**
- 在 Telegram 搜索 `@BotFather`
- 发送 `/newbot` 命令
- 按提示设置机器人名称和用户名
- 获取 Bot Token(格式类似:`123456789:ABCdefGHIjklMNOpqrsTUVwxyz`
2. **获取你的 Chat ID**
- 在 Telegram 搜索 `@userinfobot`
- 发送任意消息
- 机器人会返回你的 Chat ID(一串数字,例如:`123456789`
3. **配置环境变量**
```bash
TELEGRAM_BOT_TOKEN=123456789:ABCdefGHIjklMNOpqrsTUVwxyz
TELEGRAM_CHAT_ID=123456789
TELEGRAM_ACCOUNT_LABEL=我的账户(可选)
```
4. **测试通知**
- 启动策略后,如果配置正确,会在 Token 过期或重要事件时收到通知
- 如果收不到通知,检查 Bot Token 和 Chat ID 是否正确
> 💡 **提示**`TELEGRAM_ACCOUNT_LABEL` 是可选的,如果你有多个账户在运行策略,可以用这个标签区分不同账户的通知。
--- ---
## 4. 运行后你会看到什么 ## 常见问题
启动后会显示仪表盘,包含: ### Q:报错说 Token 无效怎么办?
- 当前交易对与盘口
- 当前仓位与浮动盈亏 重新去 https://standx.com/user/session 生成新的 API Token。Token 可能过期了。
- 目标挂单列表
- 已挂单列表 ### QEd25519 Private Key 从哪来的?
- Binance 深度失衡状态
在 StandX 官网(https://standx.com/user/session)点击 "Generate API Token" 按钮时会显示。
私钥格式为 Base58 编码(类似 `HdsyJD7oWgT756124j3taSPGv17vo5u7FafDq3vrun4f`)。
**你不需要自己创建,系统会自动生成!**
**你不需要自己创建,系统会自动生成!**
**你不需要自己创建,系统会自动生成!**
### Q.env 文件放在哪?
放在项目根目录,就是 `ritmex-bot` 文件夹里,和 `package.json` 同一个目录。
### Q:为什么策略没有下单?
1. 检查账户里有没有足够的保证金
2. 检查 TOKEN 和私钥是否正确填写
3. 检查 .env 文件是否保存成功
### Q:担心平掉我手动开的仓位?
把 `MAKER_POINTS_CLOSE_THRESHOLD` 设为 `0` 或者设置成一个比你持仓大的数字。
### Q:如何知道 Token 什么时候过期?
配置 `STANDX_TOKEN_CREATE_DATE`(创建日期)和 `STANDX_TOKEN_VALIDITY_DAYS`(有效期天数),策略会在 Token 过期前 1 小时提醒你。这两个值在生成 API Token 时会显示。Token 过期后,如果有持仓会进入平仓模式,只允许平仓和止损。
### QTelegram 通知收不到怎么办?
1. 检查 `TELEGRAM_BOT_TOKEN` 和 `TELEGRAM_CHAT_ID` 是否正确填写
2. 确保没有在 Bot Token 和 Chat ID 前后加引号或空格
3. 在 Telegram 中先给机器人发送一条消息(任意内容),然后再启动策略
4. 检查网络连接是否正常
--- ---
## 5. 新手常见问题 ## 安全提示
### Q1:为什么会撤单重挂? 1. **绝对不要把 TOKEN 和私钥分享给任何人!**
策略只有在盘口变化超过 `MAKER_POINTS_MIN_REPRICE_BPS` 或 Binance 深度状态变化时才会重算挂单。 2. **绝对不要把 TOKEN 和私钥分享给任何人!**
3. **绝对不要把 TOKEN 和私钥分享给任何人!**
### Q2:担心平掉手动持仓怎么办? 代理钱包只用于签名,你的资产始终在你自己的主钱包里。但如果泄露了 TOKEN,别人可以用你的账户交易。
`MAKER_POINTS_CLOSE_THRESHOLD` 设为 0 或者设成大于你的持仓即可。
### Q3:我只想挂某个档位?
把不需要的档位开关设为 `false` 即可。
--- ---
## 6. 注意事项 ## 还是不会?
1. 请确保钱包里有足够的保证金/资金。 把你的报错信息截图发到 Telegram 群里,会有人帮你:
2. 不要泄露 `STANDX_TOKEN`
3. 初次使用请先用小仓位测试。
--- Telegram 群:https://t.me/+4fdo0quY87o4Mjhh
如果你需要我帮你定制参数或排查问题,直接把日志贴给我即可。
+9
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@@ -8,6 +8,12 @@ The WebSocket API provides two streams: **Market Stream** for market data and us
Both WebSocket streams implement the following connection management behavior: Both WebSocket streams implement the following connection management behavior:
### Connection Duration Limit
- **Maximum Duration**: A single WebSocket connection can be maintained for a maximum of **24 hours**
- After 24 hours, the connection will be automatically terminated
- Clients should implement reconnection logic to handle this gracefully
### Ping/Pong Mechanism ### Ping/Pong Mechanism
- **Server Ping Interval**: The server sends a WebSocket Ping frame every 10 seconds - **Server Ping Interval**: The server sends a WebSocket Ping frame every 10 seconds
@@ -45,6 +51,7 @@ Base Endpoint: `wss://perps.standx.com/ws-stream/v1`
// public channels // public channels
{ channel: "price", symbol: "<symbol>" }, { channel: "price", symbol: "<symbol>" },
{ channel: "depth_book", symbol: "<symbol>" }, { channel: "depth_book", symbol: "<symbol>" },
{ channel: "public_trade", symbol: "<symbol>" },
// user-level authenticated channels // user-level authenticated channels
{ channel: "order" }, { channel: "order" },
{ channel: "position" }, { channel: "position" },
@@ -55,6 +62,8 @@ Base Endpoint: `wss://perps.standx.com/ws-stream/v1`
### Subscribe to Depth Book ### Subscribe to Depth Book
**⚠️ Note: The sequence of price levels in the asks and bids arrays is not guaranteed. Please implement local sorting on the client side based on your specific requirements.**
- Request: - Request:
- Response: - Response:
``` ```
+6 -2
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@@ -1,4 +1,4 @@
export type StrategyId = "trend" | "guardian" | "maker" | "maker-points" | "offset-maker" | "basis" | "grid"; export type StrategyId = "trend" | "guardian" | "maker" | "maker-points" | "offset-maker" | "liquidity-maker" | "basis" | "grid";
export interface CliOptions { export interface CliOptions {
strategy?: StrategyId; strategy?: StrategyId;
@@ -13,6 +13,7 @@ const STRATEGY_VALUES = new Set<StrategyId>([
"maker", "maker",
"maker-points", "maker-points",
"offset-maker", "offset-maker",
"liquidity-maker",
"basis", "basis",
"grid", "grid",
]); ]);
@@ -72,6 +73,8 @@ function assignStrategy(options: CliOptions, raw: string): void {
options.strategy = "offset-maker"; options.strategy = "offset-maker";
} else if (normalized === "makerpoints" || normalized === "maker-points" || normalized === "maker_points") { } else if (normalized === "makerpoints" || normalized === "maker-points" || normalized === "maker_points") {
options.strategy = "maker-points"; options.strategy = "maker-points";
} else if (normalized === "liquidity" || normalized === "liquiditymaker" || normalized === "liquidity-maker" || normalized === "liquidity_maker") {
options.strategy = "liquidity-maker";
} }
} }
@@ -95,10 +98,11 @@ function assignExchange(options: CliOptions, raw: string): void {
export function printCliHelp(): void { export function printCliHelp(): void {
// eslint-disable-next-line no-console // eslint-disable-next-line no-console
console.log(`Usage: bun run index.ts [--strategy <trend|guardian|maker|maker-points|offset-maker|basis|grid>] [--exchange <aster|grvt|lighter|backpack|paradex|nado|standx>] [--silent]\n\n` + console.log(`Usage: bun run index.ts [--strategy <trend|guardian|maker|maker-points|offset-maker|liquidity-maker|basis|grid>] [--exchange <aster|grvt|lighter|backpack|paradex|nado|standx>] [--silent]\n\n` +
`Options:\n` + `Options:\n` +
` --strategy, -s Automatically start the specified strategy without the interactive menu.\n` + ` --strategy, -s Automatically start the specified strategy without the interactive menu.\n` +
` Aliases: offset, offset-maker for the offset maker engine.\n` + ` Aliases: offset, offset-maker for the offset maker engine.\n` +
` Aliases: liquidity, liquidity-maker for the liquidity maker engine.\n` +
` --exchange, -e Choose exchange. Overrides EXCHANGE/TRADE_EXCHANGE environment variables.\n` + ` --exchange, -e Choose exchange. Overrides EXCHANGE/TRADE_EXCHANGE environment variables.\n` +
` --silent, -q Reduce console output. When used with --strategy, runs in silent daemon mode.\n` + ` --silent, -q Reduce console output. When used with --strategy, runs in silent daemon mode.\n` +
` --help, -h Show this help message.\n`); ` --help, -h Show this help message.\n`);
+17 -1
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@@ -1,9 +1,10 @@
import { basisConfig, gridConfig, isBasisStrategyEnabled, makerConfig, makerPointsConfig, tradingConfig } from "../config"; import { basisConfig, gridConfig, isBasisStrategyEnabled, liquidityMakerConfig, makerConfig, makerPointsConfig, tradingConfig } from "../config";
import { getExchangeDisplayName, resolveExchangeId } from "../exchanges/create-adapter"; import { getExchangeDisplayName, resolveExchangeId } from "../exchanges/create-adapter";
import type { ExchangeAdapter } from "../exchanges/adapter"; import type { ExchangeAdapter } from "../exchanges/adapter";
import { buildAdapterFromEnv } from "../exchanges/resolve-from-env"; import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
import { MakerEngine, type MakerEngineSnapshot } from "../strategy/maker-engine"; import { MakerEngine, type MakerEngineSnapshot } from "../strategy/maker-engine";
import { OffsetMakerEngine, type OffsetMakerEngineSnapshot } from "../strategy/offset-maker-engine"; import { OffsetMakerEngine, type OffsetMakerEngineSnapshot } from "../strategy/offset-maker-engine";
import { LiquidityMakerEngine, type LiquidityMakerEngineSnapshot } from "../strategy/liquidity-maker-engine";
import { MakerPointsEngine, type MakerPointsSnapshot } from "../strategy/maker-points-engine"; import { MakerPointsEngine, type MakerPointsSnapshot } from "../strategy/maker-points-engine";
import { TrendEngine, type TrendEngineSnapshot } from "../strategy/trend-engine"; import { TrendEngine, type TrendEngineSnapshot } from "../strategy/trend-engine";
import { GuardianEngine, type GuardianEngineSnapshot } from "../strategy/guardian-engine"; import { GuardianEngine, type GuardianEngineSnapshot } from "../strategy/guardian-engine";
@@ -24,6 +25,7 @@ export const STRATEGY_LABELS: Record<StrategyId, string> = {
maker: "Maker", maker: "Maker",
"maker-points": "Maker Points", "maker-points": "Maker Points",
"offset-maker": "Offset Maker", "offset-maker": "Offset Maker",
"liquidity-maker": "Liquidity Maker",
basis: "Basis Arbitrage", basis: "Basis Arbitrage",
grid: "Grid", grid: "Grid",
}; };
@@ -106,6 +108,19 @@ const STRATEGY_FACTORIES: Record<StrategyId, StrategyRunner> = {
offUpdate: (emitter) => engine.off("update", emitter), offUpdate: (emitter) => engine.off("update", emitter),
}); });
}, },
"liquidity-maker": async (opts) => {
const config = liquidityMakerConfig;
const adapter = createAdapterOrThrow(config.symbol);
const engine = new LiquidityMakerEngine(config, adapter);
await runEngine({
engine,
strategy: "liquidity-maker",
silent: opts.silent,
getSnapshot: () => engine.getSnapshot(),
onUpdate: (emitter) => engine.on("update", emitter),
offUpdate: (emitter) => engine.off("update", emitter),
});
},
basis: async (opts) => { basis: async (opts) => {
if (!isBasisStrategyEnabled()) { if (!isBasisStrategyEnabled()) {
throw new Error("Basis arbitrage strategy is disabled. Set ENABLE_BASIS_STRATEGY=true to enable it."); throw new Error("Basis arbitrage strategy is disabled. Set ENABLE_BASIS_STRATEGY=true to enable it.");
@@ -156,6 +171,7 @@ async function runEngine<
| MakerEngineSnapshot | MakerEngineSnapshot
| MakerPointsSnapshot | MakerPointsSnapshot
| OffsetMakerEngineSnapshot | OffsetMakerEngineSnapshot
| LiquidityMakerEngineSnapshot
| BasisArbSnapshot | BasisArbSnapshot
| GridEngineSnapshot | GridEngineSnapshot
>( >(
+97
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@@ -6,6 +6,70 @@
import { resolveExchangeId, type SupportedExchangeId } from "./exchanges/create-adapter"; import { resolveExchangeId, type SupportedExchangeId } from "./exchanges/create-adapter";
import { language, type Language } from "./i18n"; import { language, type Language } from "./i18n";
export interface StandxTokenConfig {
expiryTimestamp: number | null;
}
function parseTokenExpiry(): number | null {
// Method 1: Use creation date + validity days (recommended for official API tokens)
const createDate = process.env.STANDX_TOKEN_CREATE_DATE?.trim();
const validityDays = process.env.STANDX_TOKEN_VALIDITY_DAYS?.trim();
if (createDate && validityDays) {
// Parse date in YYYY-MM-DD format
const dateMatch = createDate.match(/^(\d{4})-(\d{2})-(\d{2})$/);
if (dateMatch) {
const [, year, month, day] = dateMatch;
const createTimestamp = Date.UTC(
Number(year),
Number(month) - 1, // Month is 0-indexed
Number(day),
0, 0, 0, 0
);
const days = Number(validityDays);
if (Number.isFinite(createTimestamp) && Number.isFinite(days) && days > 0) {
return createTimestamp + days * 24 * 60 * 60 * 1000;
}
}
}
// Method 2: Use legacy STANDX_TOKEN_EXPIRY (timestamp or ISO date string)
const legacyExpiry = process.env.STANDX_TOKEN_EXPIRY?.trim();
if (legacyExpiry) {
const asNumber = Number(legacyExpiry);
if (Number.isFinite(asNumber) && asNumber > 0) {
return asNumber < 1e12 ? asNumber * 1000 : asNumber;
}
const asDate = Date.parse(legacyExpiry);
if (Number.isFinite(asDate) && asDate > 0) {
return asDate;
}
}
return null;
}
export const standxTokenConfig: StandxTokenConfig = {
expiryTimestamp: parseTokenExpiry(),
};
export function isStandxTokenExpired(): boolean {
const expiry = standxTokenConfig.expiryTimestamp;
if (expiry == null) return false;
return Date.now() >= expiry;
}
export function getStandxTokenExpiryInfo(): { expired: boolean; expiryTimestamp: number | null; remainingMs: number | null } {
const expiry = standxTokenConfig.expiryTimestamp;
if (expiry == null) {
return { expired: false, expiryTimestamp: null, remainingMs: null };
}
const now = Date.now();
const expired = now >= expiry;
const remainingMs = expired ? 0 : expiry - now;
return { expired, expiryTimestamp: expiry, remainingMs };
}
export interface TradingConfig { export interface TradingConfig {
symbol: string; symbol: string;
tradeAmount: number; tradeAmount: number;
@@ -255,6 +319,39 @@ export const gridConfig: GridConfig = {
gridConfig.maxPositionSize = resolveGridMaxPosition(gridConfig.orderSize, gridConfig.gridLevels); gridConfig.maxPositionSize = resolveGridMaxPosition(gridConfig.orderSize, gridConfig.gridLevels);
export interface LiquidityMakerConfig {
symbol: string;
tradeAmount: number;
lossLimit: number;
bidOffset: number;
askOffset: number;
refreshIntervalMs: number;
maxLogEntries: number;
maxCloseSlippagePct: number;
priceTick: number;
/** 平仓挂单距成交价的档位数,默认1档 */
closeTickOffset: number;
/** 偏移判断阈值倍数,当一侧深度超出另一侧此倍数时取消薄端订单,默认2 */
depthImbalanceRatio: number;
}
export const liquidityMakerConfig: LiquidityMakerConfig = {
symbol: resolveSymbolFromEnv(),
tradeAmount: parseNumber(process.env.TRADE_AMOUNT, 0.001),
lossLimit: parseNumber(process.env.LIQUIDITY_MAKER_LOSS_LIMIT, parseNumber(process.env.MAKER_LOSS_LIMIT, parseNumber(process.env.LOSS_LIMIT, 0.03))),
bidOffset: parseNumber(process.env.LIQUIDITY_MAKER_BID_OFFSET, parseNumber(process.env.MAKER_BID_OFFSET, 0)),
askOffset: parseNumber(process.env.LIQUIDITY_MAKER_ASK_OFFSET, parseNumber(process.env.MAKER_ASK_OFFSET, 0)),
refreshIntervalMs: parseNumber(process.env.LIQUIDITY_MAKER_REFRESH_INTERVAL_MS, parseNumber(process.env.MAKER_REFRESH_INTERVAL_MS, 500)),
maxLogEntries: parseNumber(process.env.LIQUIDITY_MAKER_MAX_LOG_ENTRIES, parseNumber(process.env.MAKER_MAX_LOG_ENTRIES, 200)),
maxCloseSlippagePct: parseNumber(
process.env.LIQUIDITY_MAKER_MAX_CLOSE_SLIPPAGE_PCT ?? process.env.MAKER_MAX_CLOSE_SLIPPAGE_PCT ?? process.env.MAX_CLOSE_SLIPPAGE_PCT,
0.05
),
priceTick: parseNumber(process.env.LIQUIDITY_MAKER_PRICE_TICK ?? process.env.MAKER_PRICE_TICK ?? process.env.PRICE_TICK, 0.1),
closeTickOffset: Math.max(1, Math.floor(parseNumber(process.env.LIQUIDITY_MAKER_CLOSE_TICK_OFFSET, 1))),
depthImbalanceRatio: Math.max(1.1, parseNumber(process.env.LIQUIDITY_MAKER_DEPTH_IMBALANCE_RATIO, 2)),
};
export function isBasisStrategyEnabled(): boolean { export function isBasisStrategyEnabled(): boolean {
const raw = process.env.ENABLE_BASIS_STRATEGY; const raw = process.env.ENABLE_BASIS_STRATEGY;
if (!raw) return false; if (!raw) return false;
+5 -1
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@@ -132,6 +132,8 @@ type PlaceOrderOptions = {
priceTick: number; priceTick: number;
qtyStep: number; qtyStep: number;
skipDedupe?: boolean; skipDedupe?: boolean;
slPrice?: number;
tpPrice?: number;
}; };
export async function placeOrder( export async function placeOrder(
@@ -176,9 +178,11 @@ export async function placeOrder(
timeInForce: reduceOnly ? "GTC" : "GTX", timeInForce: reduceOnly ? "GTC" : "GTX",
reduceOnly: reduceOnly ? true : undefined, reduceOnly: reduceOnly ? true : undefined,
closePosition, closePosition,
slPrice: opts?.slPrice,
tpPrice: opts?.tpPrice,
}); });
pendings[type] = String(order.orderId); pendings[type] = String(order.orderId);
log("order", `挂限价单: ${side} @ ${priceNum} 数量 ${quantity} reduceOnly=${reduceOnly}`); log("order", `挂限价单: ${side} @ ${priceNum} 数量 ${quantity} reduceOnly=${reduceOnly}${opts?.slPrice ? ` sl=${opts.slPrice}` : ""}`);
return order; return order;
} catch (err) { } catch (err) {
unlockOperating(locks, timers, pendings, type); unlockOperating(locks, timers, pendings, type);
+10
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@@ -47,6 +47,11 @@ export interface ExchangePrecision {
minQuoteAmount?: number; minQuoteAmount?: number;
} }
export type ConnectionEventType = "disconnected" | "reconnected";
export interface ConnectionEventListener {
(event: ConnectionEventType, symbol: string): void;
}
export interface ExchangeAdapter { export interface ExchangeAdapter {
readonly id: string; readonly id: string;
supportsTrailingStops(): boolean; supportsTrailingStops(): boolean;
@@ -61,4 +66,9 @@ export interface ExchangeAdapter {
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)
onConnectionEvent?(listener: ConnectionEventListener): void;
offConnectionEvent?(listener: ConnectionEventListener): void;
queryOpenOrders?(): Promise<AsterOrder[]>;
forceCancelAllOrders?(): Promise<boolean>;
} }
+3
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@@ -13,6 +13,9 @@ export interface BaseOrderIntent {
export interface LimitOrderIntent extends BaseOrderIntent { export interface LimitOrderIntent extends BaseOrderIntent {
price: number; price: number;
// StandX TPSL 参数
slPrice?: number; // 止损价格
tpPrice?: number; // 止盈价格
} }
export interface MarketOrderIntent extends BaseOrderIntent { export interface MarketOrderIntent extends BaseOrderIntent {
+35 -1
View File
@@ -11,7 +11,9 @@ import type {
} from "../adapter"; } from "../adapter";
import type { AsterOrder, CreateOrderParams } from "../types"; import type { AsterOrder, CreateOrderParams } from "../types";
import { extractMessage } from "../../utils/errors"; import { extractMessage } from "../../utils/errors";
import { StandxGateway, type StandxGatewayOptions } from "./gateway"; import { StandxGateway, type StandxGatewayOptions, type ConnectionEventListener, type ConnectionEventType } from "./gateway";
export type { ConnectionEventListener, ConnectionEventType };
export interface StandxCredentials { export interface StandxCredentials {
token?: string; token?: string;
@@ -122,6 +124,38 @@ export class StandxExchangeAdapter implements ExchangeAdapter {
} }
} }
/**
* 监听连接事件(断连/重连)
*/
onConnectionEvent(listener: ConnectionEventListener): void {
this.gateway.onConnectionEvent(listener);
}
/**
* 取消连接事件监听
*/
offConnectionEvent(listener: ConnectionEventListener): void {
this.gateway.offConnectionEvent(listener);
}
/**
* 查询当前真实的挂单状态(通过 HTTP API)
* 用于验证实际挂单情况,防止取消请求丢失
*/
async queryOpenOrders(): Promise<AsterOrder[]> {
await this.ensureInitialized("queryOpenOrders");
return this.gateway.queryOpenOrders(this.symbol);
}
/**
* 强制取消所有挂单
* 会查询当前挂单然后取消,并验证取消成功
*/
async forceCancelAllOrders(): Promise<boolean> {
await this.ensureInitialized("forceCancelAllOrders");
return this.gateway.forceCancelAllOrders(this.symbol);
}
private safeInvoke<T extends (...args: any[]) => void>(context: string, cb: T): T { private safeInvoke<T extends (...args: any[]) => void>(context: string, cb: T): T {
const wrapped = ((...args: any[]) => { const wrapped = ((...args: any[]) => {
try { try {
+266 -6
View File
@@ -80,6 +80,9 @@ export interface StandxGatewayOptions {
logger?: (context: string, error: unknown) => void; logger?: (context: string, error: unknown) => void;
} }
export type ConnectionEventType = "disconnected" | "reconnected";
export type ConnectionEventListener = (event: ConnectionEventType, symbol: string) => void;
class StandxRequestSigner { class StandxRequestSigner {
private readonly privateKey: Uint8Array | null; private readonly privateKey: Uint8Array | null;
@@ -107,22 +110,67 @@ class StandxRequestSigner {
} }
} }
const BASE58_ALPHABET = "123456789ABCDEFGHJKLMNPQRSTUVWXYZabcdefghijkmnopqrstuvwxyz";
function decodeBase58(input: string): Uint8Array | null {
try {
const bytes: number[] = [];
for (const char of input) {
const value = BASE58_ALPHABET.indexOf(char);
if (value === -1) return null;
let carry = value;
for (let i = 0; i < bytes.length; i += 1) {
const current = bytes[i] ?? 0;
carry += current * 58;
bytes[i] = carry & 0xff;
carry >>= 8;
}
while (carry > 0) {
bytes.push(carry & 0xff);
carry >>= 8;
}
}
// Handle leading zeros
for (const char of input) {
if (char !== "1") break;
bytes.push(0);
}
return Uint8Array.from(bytes.reverse());
} catch {
return null;
}
}
function parseSigningKey(value?: string): Uint8Array | null { function parseSigningKey(value?: string): Uint8Array | null {
if (!value) return null; if (!value) return null;
const trimmed = value.trim(); const trimmed = value.trim();
if (!trimmed) return null; if (!trimmed) return null;
// 0x-prefixed hex
if (/^0x[0-9a-fA-F]+$/.test(trimmed)) { if (/^0x[0-9a-fA-F]+$/.test(trimmed)) {
return Uint8Array.from(Buffer.from(trimmed.slice(2), "hex")); return Uint8Array.from(Buffer.from(trimmed.slice(2), "hex"));
} }
// Pure hex (64 chars = 32 bytes for ed25519 private key)
if (/^[0-9a-fA-F]+$/.test(trimmed)) { if (/^[0-9a-fA-F]+$/.test(trimmed)) {
return Uint8Array.from(Buffer.from(trimmed, "hex")); return Uint8Array.from(Buffer.from(trimmed, "hex"));
} }
try { // Base58 (official StandX API format)
return Uint8Array.from(Buffer.from(trimmed, "base64")); if (/^[1-9A-HJ-NP-Za-km-z]+$/.test(trimmed)) {
} catch { const decoded = decodeBase58(trimmed);
return null; if (decoded && decoded.length === 32) {
return decoded;
} }
} }
// Base64 fallback
try {
const decoded = Uint8Array.from(Buffer.from(trimmed, "base64"));
if (decoded.length === 32) {
return decoded;
}
} catch {
// ignore
}
return null;
}
function normalizeSymbol(raw: string): string { function normalizeSymbol(raw: string): string {
const upper = raw.trim().toUpperCase(); const upper = raw.trim().toUpperCase();
@@ -351,6 +399,7 @@ export class StandxGateway {
private readonly tickerListeners = new Map<string, Set<TickerListener>>(); private readonly tickerListeners = new Map<string, Set<TickerListener>>();
private readonly klineListeners = new Map<string, Set<KlineListener>>(); private readonly klineListeners = new Map<string, Set<KlineListener>>();
private readonly fundingListeners = new Map<string, Set<FundingRateListener>>(); private readonly fundingListeners = new Map<string, Set<FundingRateListener>>();
private readonly connectionListeners = new Set<ConnectionEventListener>();
private readonly openOrders = new Map<string, AsterOrder>(); private readonly openOrders = new Map<string, AsterOrder>();
private readonly positions = new Map<string, AsterAccountPosition>(); private readonly positions = new Map<string, AsterAccountPosition>();
@@ -372,6 +421,12 @@ export class StandxGateway {
private lastPriceBySymbol = new Map<string, number>(); private lastPriceBySymbol = new Map<string, number>();
// 断连保护相关
private disconnectCancelRetryTimer: ReturnType<typeof setTimeout> | null = null;
private disconnectCancelRetryActive = false;
private lastKnownOpenOrders: Array<{ orderId: string; clOrdId?: string }> = [];
private disconnectedSymbol: string | null = null;
constructor(options: StandxGatewayOptions) { constructor(options: StandxGatewayOptions) {
this.token = options.token ?? process.env.STANDX_TOKEN ?? ""; this.token = options.token ?? process.env.STANDX_TOKEN ?? "";
if (!this.token) { if (!this.token) {
@@ -466,6 +521,54 @@ export class StandxGateway {
this.startFundingPolling(key); this.startFundingPolling(key);
} }
onConnectionEvent(listener: ConnectionEventListener): void {
this.connectionListeners.add(listener);
}
offConnectionEvent(listener: ConnectionEventListener): void {
this.connectionListeners.delete(listener);
}
/**
* 查询当前真实的挂单状态(通过 HTTP API)
* 用于在网络恢复后验证实际挂单情况
*/
async queryOpenOrders(symbol: string): Promise<AsterOrder[]> {
const normalized = normalizeSymbol(symbol);
const ordersPayload = await this.requestJson<unknown>("/api/query_open_orders", {
method: "GET",
params: { symbol: normalized },
});
const orders = extractOrders(ordersPayload);
const result: AsterOrder[] = [];
for (const raw of orders) {
const order = this.mapOrder(raw);
result.push(order);
}
return result;
}
/**
* 强制取消所有挂单(用于断连保护)
* 会不断重试直到成功或确认没有挂单
*/
async forceCancelAllOrders(symbol: string): Promise<boolean> {
const normalized = normalizeSymbol(symbol);
try {
const currentOrders = await this.queryOpenOrders(normalized);
if (currentOrders.length === 0) {
return true;
}
await this.cancelAllOrders({ symbol: normalized });
// 再次查询确认
const afterCancel = await this.queryOpenOrders(normalized);
return afterCancel.length === 0;
} catch (error) {
this.logger("forceCancelAllOrders", error);
return false;
}
}
async createOrder(params: CreateOrderParams): Promise<AsterOrder> { async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
const normalizedSymbol = normalizeSymbol(params.symbol); const normalizedSymbol = normalizeSymbol(params.symbol);
if (params.type === "STOP_MARKET") { if (params.type === "STOP_MARKET") {
@@ -696,6 +799,13 @@ export class StandxGateway {
} }
payload.price = price; payload.price = price;
} }
// StandX TPSL 参数
if (params.slPrice != null && Number.isFinite(params.slPrice)) {
payload.sl_price = toDecimalString(params.slPrice);
}
if (params.tpPrice != null && Number.isFinite(params.tpPrice)) {
payload.tp_price = toDecimalString(params.tpPrice);
}
const response = await this.requestJson<{ code?: number; message?: string; request_id?: string }>( const response = await this.requestJson<{ code?: number; message?: string; request_id?: string }>(
"/api/new_order", "/api/new_order",
{ {
@@ -746,15 +856,26 @@ export class StandxGateway {
this.sendAuthIfNeeded(); this.sendAuthIfNeeded();
}; };
const handleClose = () => { const handleClose = () => {
const wasReady = this.marketWsReady;
this.marketWsReady = false; this.marketWsReady = false;
this.marketWsAuthed = false; this.marketWsAuthed = false;
this.marketWsAuthRequested = false; this.marketWsAuthRequested = false;
this.marketWs = null; this.marketWs = null;
this.logDebug("ws close"); this.logDebug("ws close");
// 触发断连事件,启动断连保护
if (wasReady) {
this.onDisconnect();
}
this.scheduleReconnect(); this.scheduleReconnect();
}; };
const handleError = (error: unknown) => { const handleError = (error: unknown) => {
this.logger("marketWs", error); this.logger("marketWs", error);
// 如果连接从未成功建立(握手失败),需要清理并重连
// 因为某些 WebSocket 实现在握手失败时可能不触发 close 事件
if (this.marketWs && !this.marketWsReady) {
this.marketWs = null;
this.scheduleReconnect();
}
}; };
if ("addEventListener" in this.marketWs && typeof this.marketWs.addEventListener === "function") { if ("addEventListener" in this.marketWs && typeof this.marketWs.addEventListener === "function") {
@@ -778,8 +899,10 @@ export class StandxGateway {
private scheduleReconnect(): void { private scheduleReconnect(): void {
if (this.marketReconnectTimer) return; if (this.marketReconnectTimer) return;
this.logDebug("scheduling reconnect in 2s");
this.marketReconnectTimer = setTimeout(() => { this.marketReconnectTimer = setTimeout(() => {
this.marketReconnectTimer = null; this.marketReconnectTimer = null;
this.logDebug("attempting reconnect");
this.connectMarketWs(); this.connectMarketWs();
}, WS_RECONNECT_DELAY); }, WS_RECONNECT_DELAY);
} }
@@ -809,6 +932,8 @@ export class StandxGateway {
this.marketWsAuthed = true; this.marketWsAuthed = true;
this.marketWsAuthRequested = false; this.marketWsAuthRequested = false;
this.flushSubscriptions(); this.flushSubscriptions();
// 触发重连事件
this.onReconnect();
} }
return; return;
} }
@@ -1072,9 +1197,8 @@ export class StandxGateway {
const order = this.mapOrder(raw); const order = this.mapOrder(raw);
mergeOrderSnapshot(this.openOrders, order); mergeOrderSnapshot(this.openOrders, order);
} }
if (orders.length) { // 无论是否有挂单都触发推送,确保上层状态更新
this.emitOrders(); this.emitOrders();
}
} catch (error) { } catch (error) {
this.logger("openOrders", error); this.logger("openOrders", error);
} }
@@ -1348,4 +1472,140 @@ export class StandxGateway {
return text as unknown as T; return text as unknown as T;
} }
} }
/**
* 断连时触发,记录当前挂单状态并启动持久重试取消
*/
private onDisconnect(): void {
// 记录最后已知的挂单状态
this.lastKnownOpenOrders = Array.from(this.openOrders.values()).map((order) => ({
orderId: String(order.orderId),
clOrdId: order.clientOrderId,
}));
// 获取当前订阅的 symbol
const symbols = new Set<string>();
for (const key of this.subscriptions) {
const [, symbol] = key.split(":");
if (symbol) symbols.add(symbol);
}
this.disconnectedSymbol = symbols.size > 0 ? Array.from(symbols)[0] ?? null : null;
this.logDebug("disconnect protection", {
openOrderCount: this.lastKnownOpenOrders.length,
symbol: this.disconnectedSymbol,
});
// 触发断连事件
for (const listener of this.connectionListeners) {
try {
listener("disconnected", this.disconnectedSymbol ?? "");
} catch (error) {
this.logger("connectionListener", error);
}
}
// 启动断连保护:持续重试取消所有挂单
if (this.lastKnownOpenOrders.length > 0 && this.disconnectedSymbol) {
this.startDisconnectCancelRetry(this.disconnectedSymbol);
}
}
/**
* 重连成功时触发,停止断连保护并通知监听器
*/
private onReconnect(): void {
this.logDebug("reconnect protection", {
wasRetrying: this.disconnectCancelRetryActive,
symbol: this.disconnectedSymbol,
});
// 停止断连保护重试
this.stopDisconnectCancelRetry();
// 清空本地挂单状态(重连后需要重新同步)
this.openOrders.clear();
// 主动触发一次数据推送,确保上层 feedStatus 能更新
this.emitOrders();
this.emitAccountSnapshot();
// 主动刷新账户和挂单数据
void this.refreshAccountSnapshot();
// 获取当前订阅的 symbols 并刷新数据
const subscribedSymbols = new Set<string>();
for (const key of this.subscriptions) {
const [, symbol] = key.split(":");
if (symbol) subscribedSymbols.add(symbol);
}
if (this.disconnectedSymbol) {
subscribedSymbols.add(this.disconnectedSymbol);
}
// 刷新每个 symbol 的数据
for (const symbol of subscribedSymbols) {
void this.refreshOpenOrders(symbol);
void this.fetchDepthSnapshot(symbol).catch((e) => this.logger("depthSnapshot", e));
void this.fetchTickerSnapshot(symbol).catch((e) => this.logger("tickerSnapshot", e));
}
// 触发重连事件
for (const listener of this.connectionListeners) {
try {
listener("reconnected", this.disconnectedSymbol ?? "");
} catch (error) {
this.logger("connectionListener", error);
}
}
this.disconnectedSymbol = null;
this.lastKnownOpenOrders = [];
}
/**
* 启动断连保护:持续重试取消所有挂单
* 即使网络不通也不停止重试
*/
private startDisconnectCancelRetry(symbol: string): void {
if (this.disconnectCancelRetryActive) return;
this.disconnectCancelRetryActive = true;
const retryCancel = async () => {
if (!this.disconnectCancelRetryActive) return;
this.logDebug("disconnect cancel retry attempt", { symbol });
try {
const success = await this.forceCancelAllOrders(symbol);
if (success) {
this.logDebug("disconnect cancel retry success");
this.stopDisconnectCancelRetry();
return;
}
} catch (error) {
this.logger("disconnectCancelRetry", error);
}
// 如果仍在重试状态,继续下一次重试
if (this.disconnectCancelRetryActive) {
this.disconnectCancelRetryTimer = setTimeout(() => {
void retryCancel();
}, 2000); // 每 2 秒重试一次
}
};
void retryCancel();
}
/**
* 停止断连保护重试
*/
private stopDisconnectCancelRetry(): void {
this.disconnectCancelRetryActive = false;
if (this.disconnectCancelRetryTimer) {
clearTimeout(this.disconnectCancelRetryTimer);
this.disconnectCancelRetryTimer = null;
}
}
} }
+2
View File
@@ -34,6 +34,8 @@ export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterO
quantity: intent.quantity, quantity: intent.quantity,
price: intent.price, price: intent.price,
timeInForce: intent.timeInForce ?? "GTX", timeInForce: intent.timeInForce ?? "GTX",
slPrice: intent.slPrice,
tpPrice: intent.tpPrice,
}, },
intent intent
); );
+3
View File
@@ -25,6 +25,9 @@ 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; // 止损价格
tpPrice?: number; // 止盈价格
} }
export interface AsterAccountPosition { export interface AsterAccountPosition {
+9
View File
@@ -55,6 +55,15 @@ const translations: Record<string, TranslationEntry> = {
zh: "监控期货与现货盘口差价,辅助发现套利机会", zh: "监控期货与现货盘口差价,辅助发现套利机会",
en: "Monitors futures/spot spread to surface arbitrage windows.", en: "Monitors futures/spot spread to surface arbitrage windows.",
}, },
"app.strategy.liquidityMaker.label": { zh: "流动性做市商", en: "Liquidity Maker" },
"app.strategy.liquidityMaker.desc": {
zh: "成交后在更优价位挂单平仓,更敏感的深度偏移判断",
en: "Places close orders at better prices after fills, with sensitive depth imbalance detection.",
},
"liquidityMaker.title": { zh: "流动性做市商 (Liquidity Maker)", en: "Liquidity Maker" },
"liquidityMaker.initializing": { zh: "流动性做市商初始化中...", en: "Initializing Liquidity Maker..." },
"liquidityMaker.lastFill": { zh: "最近成交: {info}", en: "Last fill: {info}" },
"liquidityMaker.noFill": { zh: "无", en: "None" },
"app.integrity.warning": { "app.integrity.warning": {
zh: "警告: 版权校验失败,当前版本可能被篡改。", zh: "警告: 版权校验失败,当前版本可能被篡改。",
en: "Warning: Copyright integrity check failed; build may be tampered.", en: "Warning: Copyright integrity check failed; build may be tampered.",
+12
View File
@@ -0,0 +1,12 @@
export type {
NotificationLevel,
TradeNotification,
NotificationSender,
NotificationConfig,
} from "./types";
export {
TelegramNotifier,
createTelegramNotifier,
type TelegramConfig,
} from "./telegram";
+117
View File
@@ -0,0 +1,117 @@
import type { NotificationSender, TradeNotification, NotificationConfig } from "./types";
export interface TelegramConfig extends NotificationConfig {
botToken: string;
chatId: string;
}
const LEVEL_EMOJI: Record<string, string> = {
info: "️",
warn: "⚠️",
error: "🚨",
success: "✅",
};
const TYPE_EMOJI: Record<string, string> = {
order_filled: "📝",
position_opened: "📈",
position_closed: "📉",
stop_loss: "🛑",
token_expired: "⏰",
custom: "📢",
};
const LOG_PREFIX = "[Telegram]";
function formatNotificationMessage(notification: TradeNotification, accountLabel?: string): string {
const levelEmoji = LEVEL_EMOJI[notification.level] ?? "";
const typeEmoji = TYPE_EMOJI[notification.type] ?? "";
const timestamp = notification.timestamp ?? Date.now();
const time = new Date(timestamp).toISOString().replace("T", " ").substring(0, 19);
const label = notification.accountLabel ?? accountLabel ?? notification.symbol;
const lines: string[] = [
`${typeEmoji}${levelEmoji} [${label}] ${notification.title}`,
``,
`${notification.message}`,
];
if (notification.details && Object.keys(notification.details).length > 0) {
lines.push(``);
for (const [key, value] of Object.entries(notification.details)) {
if (value != null) {
lines.push(`${key}: ${value}`);
}
}
}
lines.push(``);
lines.push(`🕐 ${time} UTC`);
lines.push(`📊 ${notification.symbol}`);
return lines.join("\n");
}
export class TelegramNotifier implements NotificationSender {
private readonly config: TelegramConfig;
private readonly baseUrl: string;
private sendQueue: Promise<void> = Promise.resolve();
constructor(config: Partial<TelegramConfig> = {}) {
this.config = {
enabled: Boolean(config.botToken && config.chatId),
botToken: config.botToken ?? "",
chatId: config.chatId ?? "",
accountLabel: config.accountLabel,
};
this.baseUrl = `https://api.telegram.org/bot${this.config.botToken}`;
}
isEnabled(): boolean {
return this.config.enabled;
}
async send(notification: TradeNotification): Promise<void> {
if (!this.isEnabled()) {
return;
}
this.sendQueue = this.sendQueue
.then(() => this.doSend(notification))
.catch(() => {});
}
private async doSend(notification: TradeNotification): Promise<void> {
const text = formatNotificationMessage(notification, this.config.accountLabel);
const url = `${this.baseUrl}/sendMessage`;
try {
const response = await fetch(url, {
method: "POST",
headers: { "Content-Type": "application/json" },
body: JSON.stringify({
chat_id: this.config.chatId,
text,
}),
});
if (response.ok) {
console.info(`${LOG_PREFIX} Notification sent (status ${response.status}).`);
return;
}
const errorText = await response.text().catch(() => "unknown error");
console.error(`${LOG_PREFIX} Failed to send notification: ${response.status} ${errorText}`);
} catch (error) {
console.error(`${LOG_PREFIX} Failed to send notification: ${error instanceof Error ? error.message : String(error)}`);
}
}
}
export function createTelegramNotifier(): TelegramNotifier {
return new TelegramNotifier({
botToken: process.env.TELEGRAM_BOT_TOKEN,
chatId: process.env.TELEGRAM_CHAT_ID,
accountLabel: process.env.TELEGRAM_ACCOUNT_LABEL,
});
}
+22
View File
@@ -0,0 +1,22 @@
export type NotificationLevel = "info" | "warn" | "error" | "success";
export interface TradeNotification {
type: "order_filled" | "position_opened" | "position_closed" | "stop_loss" | "token_expired" | "custom";
level: NotificationLevel;
symbol: string;
title: string;
message: string;
accountLabel?: string;
details?: Record<string, string | number | boolean | null>;
timestamp?: number;
}
export interface NotificationSender {
send(notification: TradeNotification): Promise<void>;
isEnabled(): boolean;
}
export interface NotificationConfig {
enabled: boolean;
accountLabel?: string;
}
File diff suppressed because it is too large Load Diff
+419 -9
View File
@@ -1,5 +1,5 @@
import type { MakerPointsConfig } from "../config"; import type { MakerPointsConfig } from "../config";
import type { ExchangeAdapter } from "../exchanges/adapter"; import type { ExchangeAdapter, ConnectionEventType } from "../exchanges/adapter";
import type { import type {
AsterAccountSnapshot, AsterAccountSnapshot,
AsterDepth, AsterDepth,
@@ -8,7 +8,7 @@ import type {
} 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";
import { extractMessage, isInsufficientBalanceError, isRateLimitError, isUnknownOrderError } from "../utils/errors"; import { extractMessage, isInsufficientBalanceError, isPrecisionError, isRateLimitError, isUnknownOrderError } from "../utils/errors";
import { isOrderActiveStatus } from "../utils/order-status"; import { isOrderActiveStatus } from "../utils/order-status";
import { getPosition, parseSymbolParts } from "../utils/strategy"; import { getPosition, parseSymbolParts } from "../utils/strategy";
import type { PositionSnapshot } from "../utils/strategy"; import type { PositionSnapshot } from "../utils/strategy";
@@ -29,6 +29,17 @@ import { SessionVolumeTracker } from "./common/session-volume";
import { BinanceDepthTracker, type BinanceDepthSnapshot } from "./common/binance-depth"; import { BinanceDepthTracker, type BinanceDepthSnapshot } from "./common/binance-depth";
import { buildBpsTargets } from "./maker-points-logic"; import { buildBpsTargets } from "./maker-points-logic";
import { t } from "../i18n"; import { t } from "../i18n";
import {
checkStandxTokenExpiry,
formatTokenExpiryMessage,
isTokenExpiryConfigured,
type TokenExpiryState,
} from "../utils/standx-token-expiry";
import {
createTelegramNotifier,
type NotificationSender,
type TradeNotification,
} from "../notifications";
interface DesiredOrder { interface DesiredOrder {
side: "BUY" | "SELL"; side: "BUY" | "SELL";
@@ -90,6 +101,7 @@ export class MakerPointsEngine {
private readonly sessionVolume = new SessionVolumeTracker(); private readonly sessionVolume = new SessionVolumeTracker();
private readonly rateLimit: RateLimitController; private readonly rateLimit: RateLimitController;
private readonly binanceDepth: BinanceDepthTracker; private readonly binanceDepth: BinanceDepthTracker;
private readonly notifier: NotificationSender;
private priceTick: number = 0.1; private priceTick: number = 0.1;
private qtyStep: number = 0.001; private qtyStep: number = 0.001;
@@ -128,11 +140,27 @@ export class MakerPointsEngine {
private insufficientBalanceNotified = false; private insufficientBalanceNotified = false;
private lastInsufficientMessage: string | null = null; private lastInsufficientMessage: string | null = null;
private tokenExpiryState: TokenExpiryState = "active";
private tokenExpiryLogged = false;
private tokenExpiryCancelDone = false;
private tokenExpiredCloseOnlyMode = false;
private tokenExpiryNotified = false;
private lastPositionAmt = 0;
private lastPositionSide: "LONG" | "SHORT" | "FLAT" = "FLAT";
// 连接保护相关状态
private connectionState: "connected" | "disconnected" = "connected";
private reconnectResetPending = false;
private lastRepriceQueryTime = 0;
private readonly repriceQueryIntervalMs = 3000; // 最小查询间隔
constructor(private readonly config: MakerPointsConfig, private readonly exchange: ExchangeAdapter) { constructor(private readonly config: MakerPointsConfig, private readonly exchange: ExchangeAdapter) {
this.tradeLog = createTradeLog(this.config.maxLogEntries); this.tradeLog = createTradeLog(this.config.maxLogEntries);
this.rateLimit = new RateLimitController(this.config.refreshIntervalMs, (type, detail) => this.rateLimit = new RateLimitController(this.config.refreshIntervalMs, (type, detail) =>
this.tradeLog.push(type, detail) this.tradeLog.push(type, detail)
); );
this.notifier = createTelegramNotifier();
this.priceTick = Math.max(1e-9, this.config.priceTick); this.priceTick = Math.max(1e-9, this.config.priceTick);
this.qtyStep = Math.max(1e-9, this.config.qtyStep); this.qtyStep = Math.max(1e-9, this.config.qtyStep);
this.binanceDepth = new BinanceDepthTracker(resolveBinanceSymbol(this.config.symbol), { this.binanceDepth = new BinanceDepthTracker(resolveBinanceSymbol(this.config.symbol), {
@@ -201,6 +229,7 @@ export class MakerPointsEngine {
} }
const position = getPosition(snapshot, this.config.symbol); const position = getPosition(snapshot, this.config.symbol);
this.sessionVolume.update(position, this.getReferencePrice()); this.sessionVolume.update(position, this.getReferencePrice());
this.detectPositionChange(position);
this.feedStatus.account = true; this.feedStatus.account = true;
this.emitUpdate(); this.emitUpdate();
}, },
@@ -267,6 +296,101 @@ export class MakerPointsEngine {
processFail: (error) => t("log.process.tickerError", { error: String(error) }), processFail: (error) => t("log.process.tickerError", { error: String(error) }),
} }
); );
// 注册连接事件监听(如果交易所支持)
this.setupConnectionProtection();
}
/**
*
* /
*/
private setupConnectionProtection(): void {
if (!this.exchange.onConnectionEvent) return;
this.exchange.onConnectionEvent((event, symbol) => {
if (event === "disconnected") {
this.handleDisconnect(symbol);
} else if (event === "reconnected") {
this.handleReconnect(symbol);
}
});
}
/**
*
*/
private handleDisconnect(symbol: string): void {
this.connectionState = "disconnected";
this.tradeLog.push("warn", `WebSocket 断连 (${symbol}),启动断连保护`);
this.notify({
type: "token_expired",
level: "warn",
symbol: this.config.symbol,
title: "连接断开",
message: "WebSocket 断连,正在尝试取消所有挂单",
details: { symbol },
});
}
/**
*
*
*/
private async handleReconnect(symbol: string): Promise<void> {
this.connectionState = "connected";
this.reconnectResetPending = true;
this.tradeLog.push("info", `WebSocket 重连成功 (${symbol}),开始重连保护流程`);
try {
// 查询真实挂单状态
if (this.exchange.queryOpenOrders) {
const realOrders = await this.exchange.queryOpenOrders();
this.tradeLog.push("info", `重连后查询到 ${realOrders.length} 个挂单`);
if (realOrders.length > 0) {
// 取消所有挂单
if (this.exchange.forceCancelAllOrders) {
const success = await this.exchange.forceCancelAllOrders();
if (success) {
this.tradeLog.push("order", "重连保护:已取消所有挂单");
} else {
this.tradeLog.push("warn", "重连保护:取消挂单未完全成功,将在下次循环重试");
}
} else {
await this.exchange.cancelAllOrders({ symbol: this.config.symbol });
this.tradeLog.push("order", "重连保护:已取消所有挂单");
}
}
}
// 重置本地挂单状态
this.openOrders = [];
this.pendingCancelOrders.clear();
unlockOperating(this.locks, this.timers, this.pending, "LIMIT");
// 重置 reprice 基准,强制下一次重新计算
this.lastQuoteBid1 = null;
this.lastQuoteAsk1 = null;
this.desiredOrders = [];
this.lastDesiredSummary = null;
// 标记启动重置需要重新执行
this.initialOrderResetDone = false;
this.notify({
type: "position_opened",
level: "info",
symbol: this.config.symbol,
title: "重连完成",
message: "WebSocket 重连成功,已清理挂单状态",
details: { symbol },
});
} catch (error) {
this.tradeLog.push("error", `重连保护流程失败: ${extractMessage(error)}`);
} finally {
this.reconnectResetPending = false;
}
} }
private syncLocksWithOrders(orders: AsterOrder[] | null | undefined): void { private syncLocksWithOrders(orders: AsterOrder[] | null | undefined): void {
@@ -314,6 +438,14 @@ export class MakerPointsEngine {
return; return;
} }
const position = getPosition(this.accountSnapshot, this.config.symbol);
const absPosition = Math.abs(position.positionAmt);
if (await this.handleTokenExpiry(position, absPosition)) {
this.emitUpdate();
return;
}
const depth = this.depthSnapshot!; const depth = this.depthSnapshot!;
const { topBid, topAsk } = getTopPrices(depth); const { topBid, topAsk } = getTopPrices(depth);
if (topBid == null || topAsk == null) { if (topBid == null || topAsk == null) {
@@ -321,13 +453,12 @@ export class MakerPointsEngine {
return; return;
} }
const position = getPosition(this.accountSnapshot, this.config.symbol);
const absPosition = Math.abs(position.positionAmt);
const closeThreshold = Number(this.config.closeThreshold); const closeThreshold = Number(this.config.closeThreshold);
const closeOnly = const closeOnly =
Number.isFinite(closeThreshold) && this.tokenExpiredCloseOnlyMode ||
(Number.isFinite(closeThreshold) &&
closeThreshold > 0 && closeThreshold > 0 &&
absPosition >= closeThreshold - EPS; absPosition >= closeThreshold - EPS);
const prevCloseOnly = this.lastCloseOnly; const prevCloseOnly = this.lastCloseOnly;
if (closeOnly !== prevCloseOnly) { if (closeOnly !== prevCloseOnly) {
this.tradeLog.push("info", closeOnly ? "进入平仓模式,仅挂 reduce-only" : "退出平仓模式"); this.tradeLog.push("info", closeOnly ? "进入平仓模式,仅挂 reduce-only" : "退出平仓模式");
@@ -523,7 +654,14 @@ export class MakerPointsEngine {
} }
} }
private async syncOrders(targets: DesiredOrder[], closeOnly: boolean): Promise<void> { private async syncOrders(targets: DesiredOrder[], _closeOnly: boolean): Promise<void> {
// 价格变化保护:如果需要 reprice 且距上次查询已过足够时间,先查询真实挂单
const shouldVerifyOrders = await this.verifyOrdersIfNeeded();
if (shouldVerifyOrders) {
// 如果发现有未预期的挂单,先取消所有挂单
return;
}
const availableOrders = this.openOrders.filter((o) => !this.pendingCancelOrders.has(String(o.orderId))); const availableOrders = this.openOrders.filter((o) => !this.pendingCancelOrders.has(String(o.orderId)));
const openOrders = availableOrders.filter((order) => isOrderActiveStatus(order.status)); const openOrders = availableOrders.filter((order) => isOrderActiveStatus(order.status));
const { toCancel, toPlace } = makeOrderPlan(openOrders, targets); const { toCancel, toPlace } = makeOrderPlan(openOrders, targets);
@@ -563,6 +701,9 @@ export class MakerPointsEngine {
if (!target) continue; if (!target) continue;
if (target.amount < EPS) continue; if (target.amount < EPS) continue;
try { try {
// 计算止损价格:买单在价格下方 $1,卖单在价格上方 $1
const priceNum = Number(target.price);
const slPrice = target.side === "BUY" ? priceNum - 1 : priceNum + 1;
await placeOrder( await placeOrder(
this.exchange, this.exchange,
this.config.symbol, this.config.symbol,
@@ -580,6 +721,7 @@ export class MakerPointsEngine {
priceTick: this.priceTick, priceTick: this.priceTick,
qtyStep: this.qtyStep, qtyStep: this.qtyStep,
skipDedupe: true, skipDedupe: true,
slPrice,
} }
); );
} catch (error) { } catch (error) {
@@ -587,6 +729,10 @@ export class MakerPointsEngine {
this.registerInsufficientBalance(error); this.registerInsufficientBalance(error);
break; break;
} }
if (isPrecisionError(error)) {
this.tradeLog.push("warn", `检测到精度错误,重新同步: ${extractMessage(error)}`);
this.syncPrecision(true);
}
this.tradeLog.push( this.tradeLog.push(
"error", "error",
`挂单失败 ${target.side} @ ${target.price}: ${extractMessage(error)}` `挂单失败 ${target.side} @ ${target.price}: ${extractMessage(error)}`
@@ -595,6 +741,75 @@ export class MakerPointsEngine {
} }
} }
/**
*
* reprice
* @returns true
*/
private async verifyOrdersIfNeeded(): Promise<boolean> {
// 如果交易所不支持查询挂单,跳过验证
if (!this.exchange.queryOpenOrders) return false;
// 限制查询频率
const now = Date.now();
if (now - this.lastRepriceQueryTime < this.repriceQueryIntervalMs) {
return false;
}
try {
const realOrders = await this.exchange.queryOpenOrders();
this.lastRepriceQueryTime = now;
// 比较真实挂单与本地记录
const realOrderIds = new Set(realOrders.map((o) => String(o.orderId)));
const localOrderIds = new Set(this.openOrders.map((o) => String(o.orderId)));
// 查找本地以为已取消但实际还存在的订单
const unexpectedOrders = realOrders.filter((order) => {
const orderId = String(order.orderId);
// 如果本地没有这个订单,说明我们以为它已经被取消了
if (!localOrderIds.has(orderId)) {
return true;
}
// 如果本地记录这个订单在等待取消,但实际还存在
if (this.pendingCancelOrders.has(orderId)) {
return true;
}
return false;
});
if (unexpectedOrders.length > 0) {
this.tradeLog.push(
"warn",
`发现 ${unexpectedOrders.length} 个未预期挂单,执行强制取消`
);
// 强制取消所有挂单
if (this.exchange.forceCancelAllOrders) {
await this.exchange.forceCancelAllOrders();
} else {
await this.exchange.cancelAllOrders({ symbol: this.config.symbol });
}
// 重置本地状态
this.openOrders = [];
this.pendingCancelOrders.clear();
this.tradeLog.push("order", "已强制取消所有挂单,重置本地状态");
return true;
}
// 更新本地挂单状态以匹配真实状态
if (realOrders.length !== this.openOrders.length) {
// 移除本地记录中不存在于服务器的订单
this.openOrders = this.openOrders.filter((o) => realOrderIds.has(String(o.orderId)));
}
} catch (error) {
this.tradeLog.push("error", `验证挂单状态失败: ${extractMessage(error)}`);
}
return false;
}
private async checkStopLoss(): Promise<void> { private async checkStopLoss(): Promise<void> {
if (this.stopLossProcessing) return; if (this.stopLossProcessing) return;
const lossLimit = Number(this.config.stopLossUsd); const lossLimit = Number(this.config.stopLossUsd);
@@ -615,6 +830,19 @@ export class MakerPointsEngine {
"stop", "stop",
`触发止损: 未实现亏损 ${position.unrealizedProfit.toFixed(4)} USDT` `触发止损: 未实现亏损 ${position.unrealizedProfit.toFixed(4)} USDT`
); );
this.notify({
type: "stop_loss",
level: "error",
symbol: this.config.symbol,
title: "止损触发",
message: `未实现亏损 ${position.unrealizedProfit.toFixed(4)} USDT,强制平仓`,
details: {
side: position.positionAmt > 0 ? "LONG" : "SHORT",
size: absPosition,
unrealizedPnl: position.unrealizedProfit,
lossLimit: -lossLimit,
},
});
try { try {
await this.flushOrders(); await this.flushOrders();
await marketClose( await marketClose(
@@ -633,6 +861,9 @@ export class MakerPointsEngine {
} catch (error) { } catch (error) {
if (isUnknownOrderError(error)) { if (isUnknownOrderError(error)) {
this.tradeLog.push("order", "止损平仓时订单已不存在"); this.tradeLog.push("order", "止损平仓时订单已不存在");
} else if (isPrecisionError(error)) {
this.tradeLog.push("warn", `止损平仓精度错误,重新同步: ${extractMessage(error)}`);
this.syncPrecision(true);
} else { } else {
this.tradeLog.push("error", `止损平仓失败: ${extractMessage(error)}`); this.tradeLog.push("error", `止损平仓失败: ${extractMessage(error)}`);
} }
@@ -668,12 +899,13 @@ export class MakerPointsEngine {
} }
} }
private syncPrecision(): void { private syncPrecision(force = false): void {
if (this.precisionSync) return; if (this.precisionSync && !force) return;
const getPrecision = this.exchange.getPrecision?.bind(this.exchange); const getPrecision = this.exchange.getPrecision?.bind(this.exchange);
if (!getPrecision) return; if (!getPrecision) return;
this.precisionSync = getPrecision() this.precisionSync = getPrecision()
.then((precision) => { .then((precision) => {
this.precisionSync = null;
if (!precision) return; if (!precision) return;
let updated = false; let updated = false;
if (Number.isFinite(precision.priceTick) && precision.priceTick > 0) { if (Number.isFinite(precision.priceTick) && precision.priceTick > 0) {
@@ -759,6 +991,10 @@ export class MakerPointsEngine {
return getMidOrLast(this.depthSnapshot, this.tickerSnapshot); return getMidOrLast(this.depthSnapshot, this.tickerSnapshot);
} }
private notify(notification: TradeNotification): void {
this.notifier.send(notification);
}
private logReadinessBlockers(): void { private logReadinessBlockers(): void {
if (!this.feedStatus.account && !this.readinessLogged.account) { if (!this.feedStatus.account && !this.readinessLogged.account) {
this.tradeLog.push("info", t("log.maker.waitAccount")); this.tradeLog.push("info", t("log.maker.waitAccount"));
@@ -828,6 +1064,180 @@ export class MakerPointsEngine {
} }
return active; return active;
} }
private detectPositionChange(position: PositionSnapshot): void {
const currentAmt = position.positionAmt;
const currentSide: "LONG" | "SHORT" | "FLAT" =
currentAmt > EPS ? "LONG" : currentAmt < -EPS ? "SHORT" : "FLAT";
const prevAmt = this.lastPositionAmt;
const prevSide = this.lastPositionSide;
if (Math.abs(currentAmt - prevAmt) < EPS && currentSide === prevSide) {
return;
}
const absChange = Math.abs(currentAmt - prevAmt);
const reference = this.getReferencePrice() ?? 0;
if (prevSide === "FLAT" && currentSide !== "FLAT") {
this.notify({
type: "position_opened",
level: "info",
symbol: this.config.symbol,
title: "开仓",
message: `${currentSide === "LONG" ? "做多" : "做空"} ${Math.abs(currentAmt).toFixed(6)}`,
details: {
side: currentSide,
size: Math.abs(currentAmt),
price: reference > 0 ? reference : null,
},
});
} else if (currentSide === "FLAT" && prevSide !== "FLAT") {
const pnl = position.unrealizedProfit;
const closeType = this.tokenExpiredCloseOnlyMode ? "Token过期平仓" : "平仓";
this.notify({
type: "position_closed",
level: "success",
symbol: this.config.symbol,
title: closeType,
message: `已平仓 ${Math.abs(prevAmt).toFixed(6)} (${prevSide === "LONG" ? "多" : "空"})`,
details: {
prevSide,
closedSize: Math.abs(prevAmt),
pnl: Number.isFinite(pnl) ? pnl : null,
},
});
} else if (currentSide === prevSide && absChange > EPS) {
const isIncrease = Math.abs(currentAmt) > Math.abs(prevAmt);
if (isIncrease) {
this.notify({
type: "order_filled",
level: "info",
symbol: this.config.symbol,
title: "加仓",
message: `${currentSide === "LONG" ? "做多" : "做空"} +${absChange.toFixed(6)}${Math.abs(currentAmt).toFixed(6)}`,
details: {
side: currentSide,
added: absChange,
totalSize: Math.abs(currentAmt),
},
});
} else {
this.notify({
type: "order_filled",
level: "info",
symbol: this.config.symbol,
title: "减仓",
message: `${currentSide === "LONG" ? "多" : "空"} -${absChange.toFixed(6)}${Math.abs(currentAmt).toFixed(6)}`,
details: {
side: currentSide,
reduced: absChange,
totalSize: Math.abs(currentAmt),
},
});
}
} else if (currentSide !== prevSide && currentSide !== "FLAT" && prevSide !== "FLAT") {
this.notify({
type: "position_opened",
level: "info",
symbol: this.config.symbol,
title: "反向开仓",
message: `${prevSide === "LONG" ? "多→空" : "空→多"} ${Math.abs(currentAmt).toFixed(6)}`,
details: {
prevSide,
newSide: currentSide,
size: Math.abs(currentAmt),
},
});
}
this.lastPositionAmt = currentAmt;
this.lastPositionSide = currentSide;
}
private async handleTokenExpiry(position: PositionSnapshot, absPosition: number): Promise<boolean> {
if (!isTokenExpiryConfigured()) {
return false;
}
const expiryStatus = checkStandxTokenExpiry({
positionAmt: position.positionAmt,
openOrderCount: this.openOrders.length,
});
if (!expiryStatus.expired) {
if (this.tokenExpiryState !== "active") {
this.tokenExpiryState = "active";
this.tokenExpiryLogged = false;
this.tokenExpiryCancelDone = false;
this.tokenExpiredCloseOnlyMode = false;
this.tokenExpiryNotified = false;
}
return false;
}
const prevState = this.tokenExpiryState;
this.tokenExpiryState = expiryStatus.state;
if (!this.tokenExpiryLogged) {
const message = formatTokenExpiryMessage(expiryStatus);
if (message) {
this.tradeLog.push("warn", message);
}
this.tokenExpiryLogged = true;
}
if (!this.tokenExpiryNotified) {
this.notify({
type: "token_expired",
level: "warn",
symbol: this.config.symbol,
title: "Token 已过期",
message: expiryStatus.hasPosition
? "Token 已过期,进入平仓模式,不再开新仓"
: "Token 已过期,策略进入静默模式",
details: {
hasPosition: expiryStatus.hasPosition,
hasOpenOrders: expiryStatus.hasOpenOrders,
state: expiryStatus.state,
},
});
this.tokenExpiryNotified = true;
}
if (!this.tokenExpiryCancelDone && this.openOrders.length > 0) {
try {
await this.exchange.cancelAllOrders({ symbol: this.config.symbol });
this.tradeLog.push("order", "Token 过期,已撤销所有挂单");
this.openOrders = [];
this.tokenExpiryCancelDone = true;
} catch (error) {
if (isUnknownOrderError(error)) {
this.tradeLog.push("order", "Token 过期撤单时订单已不存在");
this.tokenExpiryCancelDone = true;
} else {
this.tradeLog.push("error", `Token 过期撤单失败: ${extractMessage(error)}`);
}
}
}
if (expiryStatus.state === "expired_with_position") {
if (!this.tokenExpiredCloseOnlyMode) {
this.tokenExpiredCloseOnlyMode = true;
this.tradeLog.push("info", "Token 过期,强制进入平仓模式,仅允许 reduce-only 订单");
}
return false;
}
if (expiryStatus.state === "silent") {
if (prevState !== "silent") {
this.tradeLog.push("info", "进入静默数据接收模式,不再进行任何交易操作");
}
return true;
}
return true;
}
} }
function resolveBinanceSymbol(symbol: string): string { function resolveBinanceSymbol(symbol: string): string {
+8 -1
View File
@@ -5,6 +5,7 @@ import { GuardianApp } from "./GuardianApp";
import { MakerApp } from "./MakerApp"; import { MakerApp } from "./MakerApp";
import { MakerPointsApp } from "./MakerPointsApp"; import { MakerPointsApp } from "./MakerPointsApp";
import { OffsetMakerApp } from "./OffsetMakerApp"; import { OffsetMakerApp } from "./OffsetMakerApp";
import { LiquidityMakerApp } from "./LiquidityMakerApp";
import { GridApp } from "./GridApp"; import { GridApp } from "./GridApp";
import { BasisApp } from "./BasisApp"; import { BasisApp } from "./BasisApp";
import { isBasisStrategyEnabled } from "../config"; import { isBasisStrategyEnabled } from "../config";
@@ -13,7 +14,7 @@ import { resolveExchangeId } from "../exchanges/create-adapter";
import { t } from "../i18n"; import { t } from "../i18n";
interface StrategyOption { interface StrategyOption {
id: "trend" | "guardian" | "maker" | "maker-points" | "offset-maker" | "basis" | "grid"; id: "trend" | "guardian" | "maker" | "maker-points" | "offset-maker" | "liquidity-maker" | "basis" | "grid";
label: string; label: string;
description: string; description: string;
component: React.ComponentType<{ onExit: () => void }>; component: React.ComponentType<{ onExit: () => void }>;
@@ -50,6 +51,12 @@ const BASE_STRATEGIES: StrategyOption[] = [
description: t("app.strategy.offset.desc"), description: t("app.strategy.offset.desc"),
component: OffsetMakerApp, component: OffsetMakerApp,
}, },
{
id: "liquidity-maker",
label: t("app.strategy.liquidityMaker.label"),
description: t("app.strategy.liquidityMaker.desc"),
component: LiquidityMakerApp,
},
]; ];
const inputSupported = Boolean(process.stdin && (process.stdin as any).isTTY); const inputSupported = Boolean(process.stdin && (process.stdin as any).isTTY);
+220
View File
@@ -0,0 +1,220 @@
import React, { useEffect, useMemo, useRef, useState } from "react";
import { Box, Text, useInput } from "ink";
import { liquidityMakerConfig } from "../config";
import { getExchangeDisplayName, resolveExchangeId } from "../exchanges/create-adapter";
import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
import { LiquidityMakerEngine, type LiquidityMakerEngineSnapshot } from "../strategy/liquidity-maker-engine";
import { DataTable, type TableColumn } from "./components/DataTable";
import { formatNumber } from "../utils/format";
import { t } from "../i18n";
interface LiquidityMakerAppProps {
onExit: () => void;
}
const inputSupported = Boolean(process.stdin && (process.stdin as any).isTTY);
export function LiquidityMakerApp({ onExit }: LiquidityMakerAppProps) {
const [snapshot, setSnapshot] = useState<LiquidityMakerEngineSnapshot | null>(null);
const [error, setError] = useState<Error | null>(null);
const engineRef = useRef<LiquidityMakerEngine | null>(null);
const exchangeId = useMemo(() => resolveExchangeId(), []);
const exchangeName = useMemo(() => getExchangeDisplayName(exchangeId), [exchangeId]);
useInput(
(input, key) => {
if (key.escape) {
engineRef.current?.stop();
onExit();
}
},
{ isActive: inputSupported }
);
useEffect(() => {
try {
const adapter = buildAdapterFromEnv({ exchangeId, symbol: liquidityMakerConfig.symbol });
const engine = new LiquidityMakerEngine(liquidityMakerConfig, adapter);
engineRef.current = engine;
setSnapshot(engine.getSnapshot());
const handler = (next: LiquidityMakerEngineSnapshot) => {
setSnapshot({ ...next, tradeLog: [...next.tradeLog] });
};
engine.on("update", handler);
engine.start();
return () => {
engine.off("update", handler);
engine.stop();
};
} catch (err) {
console.error(err);
setError(err instanceof Error ? err : new Error(String(err)));
}
}, [exchangeId]);
if (error) {
return (
<Box flexDirection="column" padding={1}>
<Text color="red">{t("common.startFailed", { message: error.message })}</Text>
<Text color="gray">{t("common.checkEnv")}</Text>
</Box>
);
}
if (!snapshot) {
return (
<Box padding={1}>
<Text>{t("liquidityMaker.initializing")}</Text>
</Box>
);
}
const topBid = snapshot.topBid;
const topAsk = snapshot.topAsk;
const priceDigits = snapshot.priceDecimals ?? 2;
const spreadDigits = Math.max(priceDigits + 1, 4);
const spreadDisplay =
snapshot.spread != null ? `${formatNumber(snapshot.spread, spreadDigits)} USDT` : "-";
const hasPosition = Math.abs(snapshot.position.positionAmt) > 1e-5;
const sortedOrders = [...snapshot.openOrders].sort((a, b) =>
(Number(b.updateTime ?? 0) - Number(a.updateTime ?? 0)) || Number(b.orderId) - Number(a.orderId)
);
const openOrderRows = sortedOrders.slice(0, 8).map((order) => ({
id: order.orderId,
side: order.side,
price: order.price,
qty: order.origQty,
filled: order.executedQty,
reduceOnly: order.reduceOnly ? "yes" : "no",
status: order.status,
}));
const openOrderColumns: TableColumn[] = [
{ key: "id", header: "ID", align: "right", minWidth: 6 },
{ key: "side", header: "Side", minWidth: 4 },
{ key: "price", header: "Price", align: "right", minWidth: 10 },
{ key: "qty", header: "Qty", align: "right", minWidth: 8 },
{ key: "filled", header: "Filled", align: "right", minWidth: 8 },
{ key: "reduceOnly", header: "RO", minWidth: 4 },
{ key: "status", header: "Status", minWidth: 10 },
];
const desiredRows = snapshot.desiredOrders.map((order, index) => ({
index: index + 1,
side: order.side,
price: order.price,
amount: order.amount,
reduceOnly: order.reduceOnly ? "yes" : "no",
}));
const desiredColumns: TableColumn[] = [
{ key: "index", header: "#", align: "right", minWidth: 2 },
{ key: "side", header: "Side", minWidth: 4 },
{ key: "price", header: "Price", align: "right", minWidth: 10 },
{ key: "amount", header: "Qty", align: "right", minWidth: 8 },
{ key: "reduceOnly", header: "RO", minWidth: 4 },
];
const lastLogs = snapshot.tradeLog.slice(-5);
const imbalanceLabel =
snapshot.depthImbalance === "balanced"
? t("offset.imbalance.balanced")
: snapshot.depthImbalance === "buy_dominant"
? t("offset.imbalance.buy")
: t("offset.imbalance.sell");
const readyStatus = snapshot.ready ? t("status.live") : t("status.waitingData");
// 显示最近成交信息
const lastFillInfo = snapshot.lastFill
? `${snapshot.lastFill.side} ${formatNumber(snapshot.lastFill.amount, 6)} @ ${formatNumber(snapshot.lastFill.price, priceDigits)}`
: t("liquidityMaker.noFill");
return (
<Box flexDirection="column" paddingX={1}>
<Box flexDirection="column" marginBottom={1}>
<Text color="cyanBright">{t("liquidityMaker.title")}</Text>
<Text>
{t("offset.headerLine", {
exchange: exchangeName,
symbol: snapshot.symbol,
bid: formatNumber(topBid, priceDigits),
ask: formatNumber(topAsk, priceDigits),
spread: spreadDisplay,
})}
</Text>
<Text>
{t("offset.depthLine", {
buy: formatNumber(snapshot.buyDepthSum10, 4),
sell: formatNumber(snapshot.sellDepthSum10, 4),
status: imbalanceLabel,
})}
</Text>
<Text color="gray">
{t("offset.strategyStatus", {
buyStatus: snapshot.skipBuySide ? t("common.disabled") : t("common.enabled"),
sellStatus: snapshot.skipSellSide ? t("common.disabled") : t("common.enabled"),
})}
</Text>
<Text color="gray">{t("liquidityMaker.lastFill", { info: lastFillInfo })}</Text>
<Text color="gray">{t("trend.statusLine", { status: readyStatus })}</Text>
</Box>
<Box flexDirection="row" marginBottom={1}>
<Box flexDirection="column" marginRight={4}>
<Text color="greenBright">{t("common.section.position")}</Text>
{hasPosition ? (
<>
<Text>
{t("maker.positionLine", {
direction:
snapshot.position.positionAmt > 0 ? t("common.direction.long") : t("common.direction.short"),
qty: formatNumber(Math.abs(snapshot.position.positionAmt), 4),
entry: formatNumber(snapshot.position.entryPrice, priceDigits),
})}
</Text>
<Text>
{t("maker.pnlLine", {
pnl: formatNumber(snapshot.pnl, 4),
accountPnl: formatNumber(snapshot.accountUnrealized, 4),
})}
</Text>
</>
) : (
<Text color="gray">{t("common.noPosition")}</Text>
)}
</Box>
<Box flexDirection="column">
<Text color="greenBright">{t("maker.targetOrders")}</Text>
{desiredRows.length > 0 ? (
<DataTable columns={desiredColumns} rows={desiredRows} />
) : (
<Text color="gray">{t("maker.noTargetOrders")}</Text>
)}
<Text>
{t("trend.volumeLine", { volume: formatNumber(snapshot.sessionVolume, 2) })}
</Text>
</Box>
</Box>
<Box flexDirection="column" marginBottom={1}>
<Text color="yellow">{t("common.section.orders")}</Text>
{openOrderRows.length > 0 ? (
<DataTable columns={openOrderColumns} rows={openOrderRows} />
) : (
<Text color="gray">{t("common.noOrders")}</Text>
)}
</Box>
<Box flexDirection="column">
<Text color="yellow">{t("common.section.recent")}</Text>
{lastLogs.length > 0 ? (
lastLogs.map((item, index) => (
<Text key={`${item.time}-${index}`}>
[{item.time}] [{item.type}] {item.detail}
</Text>
))
) : (
<Text color="gray">{t("common.noLogs")}</Text>
)}
</Box>
</Box>
);
}
+24
View File
@@ -61,3 +61,27 @@ export function isInsufficientBalanceError(error: unknown): boolean {
message.includes("NOT ENOUGH") message.includes("NOT ENOUGH")
); );
} }
export function isPrecisionError(error: unknown): boolean {
const message = extractMessage(error).toUpperCase();
return (
message.includes("PRECISION") ||
message.includes("TICK_SIZE") ||
message.includes("TICKSIZE") ||
message.includes("STEP_SIZE") ||
message.includes("STEPSIZE") ||
message.includes("LOT_SIZE") ||
message.includes("LOTSIZE") ||
message.includes("INVALID_QUANTITY") ||
message.includes("INVALID QUANTITY") ||
message.includes("QUANTITY_INVALID") ||
message.includes("INVALID_PRICE") ||
message.includes("INVALID PRICE") ||
message.includes("PRICE_INVALID") ||
message.includes("QTY_STEP") ||
message.includes("PRICE_TICK") ||
message.includes("DECIMAL") ||
message.includes("FILTER_FAILURE") ||
message.includes("NOTIONAL")
);
}
+92
View File
@@ -0,0 +1,92 @@
import { isStandxTokenExpired, getStandxTokenExpiryInfo, standxTokenConfig } from "../config";
export type TokenExpiryState = "active" | "expired" | "expired_with_position" | "silent";
export interface TokenExpiryStatus {
state: TokenExpiryState;
expired: boolean;
expiryTimestamp: number | null;
remainingMs: number | null;
hasPosition: boolean;
hasOpenOrders: boolean;
}
export interface TokenExpiryCheckParams {
positionAmt: number;
openOrderCount: number;
}
export function checkStandxTokenExpiry(params: TokenExpiryCheckParams): TokenExpiryStatus {
const info = getStandxTokenExpiryInfo();
const hasPosition = Math.abs(params.positionAmt) > 1e-8;
const hasOpenOrders = params.openOrderCount > 0;
if (!info.expired) {
return {
state: "active",
expired: false,
expiryTimestamp: info.expiryTimestamp,
remainingMs: info.remainingMs,
hasPosition,
hasOpenOrders,
};
}
if (hasPosition) {
return {
state: "expired_with_position",
expired: true,
expiryTimestamp: info.expiryTimestamp,
remainingMs: 0,
hasPosition: true,
hasOpenOrders,
};
}
if (!hasOpenOrders) {
return {
state: "silent",
expired: true,
expiryTimestamp: info.expiryTimestamp,
remainingMs: 0,
hasPosition: false,
hasOpenOrders: false,
};
}
return {
state: "expired",
expired: true,
expiryTimestamp: info.expiryTimestamp,
remainingMs: 0,
hasPosition,
hasOpenOrders,
};
}
export function formatTokenExpiryMessage(status: TokenExpiryStatus): string | null {
if (!status.expired) {
if (status.remainingMs != null && status.remainingMs < 3600_000) {
const mins = Math.ceil(status.remainingMs / 60_000);
return `StandX Token 将在 ${mins} 分钟后过期`;
}
return null;
}
switch (status.state) {
case "expired":
return "StandX Token 已过期,正在取消所有挂单";
case "expired_with_position":
return "StandX Token 已过期,仅保留平仓/止损逻辑";
case "silent":
return "StandX Token 已过期,进入静默数据接收模式";
default:
return null;
}
}
export function isTokenExpiryConfigured(): boolean {
return standxTokenConfig.expiryTimestamp != null;
}
export { isStandxTokenExpired, getStandxTokenExpiryInfo };