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+12
-1
@@ -14,8 +14,14 @@ STANDX_SYMBOL=BTC-USD
|
||||
# STANDX_BASE_URL=https://perps.standx.com
|
||||
# STANDX_WS_URL=wss://perps.standx.com/ws-stream/v1
|
||||
# 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=
|
||||
# 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
|
||||
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_TRIGGER_URL=https://trigger.prod.nado.xyz/v1
|
||||
# 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")
|
||||
|
||||
@@ -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`
|
||||
| Backpack | USDC 永续 | `BACKPACK_API_KEY`, `BACKPACK_API_SECRET`, `BACKPACK_PASSWORD` | `BACKPACK_SANDBOX=true` 启用沙盒
|
||||
| Paradex | StarkEx 永续 | `PARADEX_PRIVATE_KEY`, `PARADEX_WALLET_ADDRESS` | `PARADEX_SANDBOX=true` 使用测试网
|
||||
| Nado | USDC 永续 | `NADO_SIGNER_PRIVATE_KEY`, `NADO_SUBACCOUNT_OWNER` | `NADO_ENV` 可切换 `inkMainnet`/`inkTestnet`
|
||||
|
||||
## 系统要求
|
||||
- Bun ≥ 1.2(需同时包含 `bun`、`bunx` 命令)
|
||||
@@ -111,11 +112,34 @@ curl -fsSL https://github.com/discountry/ritmex-bot/raw/refs/heads/main/setup.sh
|
||||
4. 一键脚本会自动写入这些变量,手动部署时需自行维护。
|
||||
|
||||
### StandX
|
||||
|
||||
* [StandX 做市策略教程](docs/standx/maker-points-guide.md)
|
||||
|
||||
策略需要 StandX 的 API Token 和签名私钥才能下单。
|
||||
|
||||
**获取方式(使用 StandX 官方 API 生成功能):**
|
||||
1. 打开 StandX 官方 API 创建页面:https://standx.com/user/session
|
||||
2. 连接钱包并登录
|
||||
3. 点击 **"Generate API Token"** 按钮
|
||||
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
|
||||
|
||||
> 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`。
|
||||
2. 填写 `STANDX_TOKEN`(Perps API 的 JWT Token)。
|
||||
3. 设置 `STANDX_SYMBOL`(默认 `BTC-USD`),并校准 `PRICE_TICK` / `QTY_STEP`。
|
||||
4. 可选:`STANDX_BASE_URL`、`STANDX_WS_URL`、`STANDX_SESSION_ID` 用于自定义环境。
|
||||
5. 可选:如需请求签名,补充 `STANDX_REQUEST_PRIVATE_KEY`。
|
||||
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`。
|
||||
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
|
||||
1. 在 `.env` 中设置 `EXCHANGE=grvt`。
|
||||
|
||||
+39
-11
@@ -1,7 +1,11 @@
|
||||
# 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.
|
||||
|
||||
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)
|
||||
* [Aster referral link](https://www.asterdex.com/en/referral/4665f3)
|
||||
* [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)
|
||||
* [edgex referral link](https://pro.edgex.exchange/referral/BULL)
|
||||
* [Paradex referral link](https://paradex.io/ref/xingxingjun)
|
||||
* [Apex referral link](https://join.omni.apex.exchange/RITHMEX)
|
||||
* [Apex referral link](https://join.omni.apex.exchange/SEA)
|
||||
|
||||
## Documentation Map
|
||||
- [中文 README](README.md)
|
||||
- [Beginner-friendly Quick Start](simple-readme.md)
|
||||
- [Grid Trading Strategy Guide](grid-trading.md)
|
||||
|
||||
## Highlights
|
||||
- **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` |
|
||||
| Backpack | USDC perpetuals | `BACKPACK_API_KEY`, `BACKPACK_API_SECRET`, `BACKPACK_PASSWORD` | Set `BACKPACK_SANDBOX=true` for the sandbox |
|
||||
| Paradex | StarkEx perpetuals | `PARADEX_PRIVATE_KEY`, `PARADEX_WALLET_ADDRESS` | Toggle `PARADEX_SANDBOX=true` for the testnet |
|
||||
| Nado | USDC perpetuals | `NADO_SIGNER_PRIVATE_KEY`, `NADO_SUBACCOUNT_OWNER` | Switch `NADO_ENV` between `inkMainnet` and `inkTestnet` |
|
||||
|
||||
## 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)
|
||||
- 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
|
||||
|
||||
### Aster
|
||||
1. Keep `EXCHANGE=aster` (default value).
|
||||
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.
|
||||
|
||||
### 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`.
|
||||
2. Provide `STANDX_TOKEN` (JWT token for perps API).
|
||||
3. Set `STANDX_SYMBOL` (defaults to `BTC-USD`) and align `PRICE_TICK` / `QTY_STEP`.
|
||||
4. Optional: `STANDX_BASE_URL`, `STANDX_WS_URL`, or `STANDX_SESSION_ID` for custom endpoints.
|
||||
5. Optional: `STANDX_REQUEST_PRIVATE_KEY` if the API requires body signatures.
|
||||
3. Provide `STANDX_REQUEST_PRIVATE_KEY` (Ed25519 signing private key, Base58 format).
|
||||
4. Set `STANDX_SYMBOL` (defaults to `BTC-USD`) and align `PRICE_TICK` / `QTY_STEP`.
|
||||
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
|
||||
1. Set `EXCHANGE=grvt` inside `.env`.
|
||||
@@ -117,25 +145,25 @@ The script installs Bun, project dependencies, collects Aster API credentials, g
|
||||
|
||||
### 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.
|
||||
4. `LIGHTER_SYMBOL` defaults to `BTCUSDT`; override price/size decimals when markets differ.
|
||||
|
||||
### 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`).
|
||||
4. Enable `BACKPACK_DEBUG=true` for verbose adapter logging.
|
||||
|
||||
### 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.
|
||||
4. Advanced tuning: use `PARADEX_USE_PRO`, `PARADEX_RECONNECT_DELAY_MS`, or debug flags as needed.
|
||||
|
||||
### 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`).
|
||||
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`).
|
||||
@@ -187,7 +215,7 @@ bun x vitest --watch
|
||||
```
|
||||
|
||||
## Troubleshooting
|
||||
- Keep at least 50–100 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.
|
||||
- Ensure your server or workstation clock is in sync to avoid signature errors.
|
||||
- Accounts must run in one-way position mode.
|
||||
|
||||
+329
-8
@@ -1,5 +1,9 @@
|
||||
## 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 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`.
|
||||
|
||||
#### TypeScript/ES6 Implementation Reference
|
||||
#### BSC (EVM) Implementation Reference
|
||||
|
||||
```
|
||||
import { ethers } from "ethers";
|
||||
@@ -84,6 +88,38 @@ const wallet = new ethers.Wallet(privateKey, provider);
|
||||
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
|
||||
|
||||
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
|
||||
|
||||
Here’s 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 { base58 } from "@scure/base";
|
||||
import { ethers } from "ethers";
|
||||
|
||||
// Types
|
||||
export type Chain = "bsc" | "solana";
|
||||
|
||||
export interface SignedData {
|
||||
@@ -260,6 +320,7 @@ export interface RequestSignatureHeaders {
|
||||
"x-request-signature": string;
|
||||
}
|
||||
|
||||
// Authentication Class
|
||||
export class StandXAuth {
|
||||
private ed25519PrivateKey: Uint8Array;
|
||||
private ed25519PublicKey: Uint8Array;
|
||||
@@ -343,9 +404,7 @@ export class StandXAuth {
|
||||
}
|
||||
|
||||
// Usage Example
|
||||
import { ethers } from "ethers";
|
||||
|
||||
async function example() {
|
||||
async function main() {
|
||||
// Initialize auth
|
||||
const auth = new StandXAuth();
|
||||
|
||||
@@ -389,8 +448,270 @@ async function example() {
|
||||
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 wallet’s 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
@@ -679,6 +679,8 @@ To receive order updates via [Order Response Stream](https://docs.standx.com/sta
|
||||
|
||||
`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**
|
||||
|
||||
| Parameter | Type | Description |
|
||||
@@ -791,7 +793,7 @@ To receive order updates via [Order Response Stream](https://docs.standx.com/sta
|
||||
|
||||
| Parameter | Type | Description |
|
||||
| --- | --- | --- |
|
||||
| countBack | u64 | The required amount of bars to load |
|
||||
| countback | u64 | The required amount of bars to load |
|
||||
|
||||
**Response Example**:
|
||||
|
||||
@@ -840,4 +842,4 @@ For enums, constants, and error codes, see [API Reference](https://docs.standx.c
|
||||
|
||||
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")
|
||||
@@ -0,0 +1,357 @@
|
||||
# StandX 做市积分策略使用教程(超详细新手版)
|
||||
|
||||
本教程会 **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。
|
||||
|
||||
---
|
||||
|
||||
## 第一步:安装 Bun(运行环境)
|
||||
|
||||
本项目需要 Bun 才能运行。
|
||||
|
||||
### macOS / Linux 用户:
|
||||
打开终端,复制粘贴以下命令后按回车:
|
||||
```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
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 第三步:获取 StandX API Token(最重要的一步)
|
||||
|
||||
> ⚠️ **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
|
||||
- 它 **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`)
|
||||
|
||||
---
|
||||
|
||||
## 第四步:配置环境变量
|
||||
|
||||
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
|
||||
# ===== 交易所设置 =====
|
||||
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
|
||||
|
||||
# ===== 交易品种 =====
|
||||
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_CLOSE_THRESHOLD=0.1
|
||||
MAKER_POINTS_STOP_LOSS_USD=0
|
||||
MAKER_POINTS_MIN_REPRICE_BPS=3
|
||||
|
||||
# ===== 挂单档位开关 =====
|
||||
MAKER_POINTS_BAND_0_10=true
|
||||
MAKER_POINTS_BAND_10_30=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)
|
||||
```
|
||||
|
||||
### 正确填写示例
|
||||
|
||||
假设你生成的 API Token 信息是:
|
||||
- Token: `eyJhbGciOiJFUzI1NiIsImtpZCI6IlhnaEJQSVNuN0RQVHlMcWJtLUVHVkVhOU1lMFpwdU9iMk1Qc2gtbUFlencifQ...`
|
||||
- Ed25519 Private Key: `HdsyJD7oWgT756124j3taSPGv17vo5u7FafDq3vrun4f`
|
||||
- 创建日期: `2026-01-15`
|
||||
- 有效期: `30` 天
|
||||
|
||||
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!**
|
||||
|
||||
---
|
||||
|
||||
## 第五步:启动策略
|
||||
|
||||
### 普通启动(看实时仪表盘)
|
||||
```bash
|
||||
bun run index.ts --strategy maker-points --exchange standx
|
||||
```
|
||||
|
||||
### 后台运行(推荐长期挂机)
|
||||
```bash
|
||||
bun run pm2:start:maker-points
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 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` 和 `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。
|
||||
|
||||
---
|
||||
|
||||
## 常见问题
|
||||
|
||||
### Q:报错说 Token 无效怎么办?
|
||||
|
||||
重新去 https://standx.com/user/session 生成新的 API Token。Token 可能过期了。
|
||||
|
||||
### Q:Ed25519 Private Key 从哪来的?
|
||||
|
||||
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。
|
||||
|
||||
### Q:Telegram 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
|
||||
|
||||
---
|
||||
|
||||
## 安全提示
|
||||
|
||||
1. **绝对不要把 TOKEN 和私钥分享给任何人!**
|
||||
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!**
|
||||
|
||||
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。
|
||||
|
||||
---
|
||||
|
||||
## 还是不会?
|
||||
|
||||
把你的报错信息截图发到 Telegram 群里,会有人帮你:
|
||||
|
||||
Telegram 群:https://t.me/+4fdo0quY87o4Mjhh
|
||||
@@ -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:
|
||||
|
||||
### 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
|
||||
|
||||
- **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
|
||||
{ channel: "price", symbol: "<symbol>" },
|
||||
{ channel: "depth_book", symbol: "<symbol>" },
|
||||
{ channel: "public_trade", symbol: "<symbol>" },
|
||||
// user-level authenticated channels
|
||||
{ channel: "order" },
|
||||
{ channel: "position" },
|
||||
@@ -55,6 +62,8 @@ Base Endpoint: `wss://perps.standx.com/ws-stream/v1`
|
||||
|
||||
### 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:
|
||||
- Response:
|
||||
```
|
||||
|
||||
+2
-1
@@ -13,7 +13,8 @@
|
||||
"start:offset:silent": "bun run index.ts --strategy offset-maker --silent",
|
||||
"pm2:start:trend": "pm2 start bun --name ritmex-trend --cwd . --restart-delay 5000 -- run index.ts --strategy trend --silent",
|
||||
"pm2:start:maker": "pm2 start bun --name ritmex-maker --cwd . --restart-delay 5000 -- run index.ts --strategy maker --silent",
|
||||
"pm2:start:offset": "pm2 start bun --name ritmex-offset --cwd . --restart-delay 5000 -- run index.ts --strategy offset-maker --silent"
|
||||
"pm2:start:offset": "pm2 start bun --name ritmex-offset --cwd . --restart-delay 5000 -- run index.ts --strategy offset-maker --silent",
|
||||
"pm2:start:maker-points": "pm2 start bun --name ritmex-maker-points --cwd . --restart-delay 5000 -- run index.ts --strategy maker-points --exchange standx --silent"
|
||||
},
|
||||
"devDependencies": {
|
||||
"@types/bun": "latest",
|
||||
|
||||
+9
-2
@@ -1,4 +1,4 @@
|
||||
export type StrategyId = "trend" | "guardian" | "maker" | "offset-maker" | "basis" | "grid";
|
||||
export type StrategyId = "trend" | "guardian" | "maker" | "maker-points" | "offset-maker" | "liquidity-maker" | "basis" | "grid";
|
||||
|
||||
export interface CliOptions {
|
||||
strategy?: StrategyId;
|
||||
@@ -11,7 +11,9 @@ const STRATEGY_VALUES = new Set<StrategyId>([
|
||||
"trend",
|
||||
"guardian",
|
||||
"maker",
|
||||
"maker-points",
|
||||
"offset-maker",
|
||||
"liquidity-maker",
|
||||
"basis",
|
||||
"grid",
|
||||
]);
|
||||
@@ -69,6 +71,10 @@ function assignStrategy(options: CliOptions, raw: string): void {
|
||||
options.strategy = normalized as StrategyId;
|
||||
} else if (normalized === "offset" || normalized === "offsetmaker" || normalized === "offset-maker") {
|
||||
options.strategy = "offset-maker";
|
||||
} else if (normalized === "makerpoints" || normalized === "maker-points" || normalized === "maker_points") {
|
||||
options.strategy = "maker-points";
|
||||
} else if (normalized === "liquidity" || normalized === "liquiditymaker" || normalized === "liquidity-maker" || normalized === "liquidity_maker") {
|
||||
options.strategy = "liquidity-maker";
|
||||
}
|
||||
}
|
||||
|
||||
@@ -92,10 +98,11 @@ function assignExchange(options: CliOptions, raw: string): void {
|
||||
|
||||
export function printCliHelp(): void {
|
||||
// eslint-disable-next-line no-console
|
||||
console.log(`Usage: bun run index.ts [--strategy <trend|guardian|maker|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` +
|
||||
` --strategy, -s Automatically start the specified strategy without the interactive menu.\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` +
|
||||
` --silent, -q Reduce console output. When used with --strategy, runs in silent daemon mode.\n` +
|
||||
` --help, -h Show this help message.\n`);
|
||||
|
||||
@@ -1,9 +1,11 @@
|
||||
import { basisConfig, gridConfig, isBasisStrategyEnabled, makerConfig, tradingConfig } from "../config";
|
||||
import { basisConfig, gridConfig, isBasisStrategyEnabled, liquidityMakerConfig, makerConfig, makerPointsConfig, tradingConfig } from "../config";
|
||||
import { getExchangeDisplayName, resolveExchangeId } from "../exchanges/create-adapter";
|
||||
import type { ExchangeAdapter } from "../exchanges/adapter";
|
||||
import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
|
||||
import { MakerEngine, type MakerEngineSnapshot } from "../strategy/maker-engine";
|
||||
import { OffsetMakerEngine, type OffsetMakerEngineSnapshot } from "../strategy/offset-maker-engine";
|
||||
import { LiquidityMakerEngine, type LiquidityMakerEngineSnapshot } from "../strategy/liquidity-maker-engine";
|
||||
import { MakerPointsEngine, type MakerPointsSnapshot } from "../strategy/maker-points-engine";
|
||||
import { TrendEngine, type TrendEngineSnapshot } from "../strategy/trend-engine";
|
||||
import { GuardianEngine, type GuardianEngineSnapshot } from "../strategy/guardian-engine";
|
||||
import { BasisArbEngine, type BasisArbSnapshot } from "../strategy/basis-arb-engine";
|
||||
@@ -21,7 +23,9 @@ export const STRATEGY_LABELS: Record<StrategyId, string> = {
|
||||
trend: "Trend Following",
|
||||
guardian: "Guardian",
|
||||
maker: "Maker",
|
||||
"maker-points": "Maker Points",
|
||||
"offset-maker": "Offset Maker",
|
||||
"liquidity-maker": "Liquidity Maker",
|
||||
basis: "Basis Arbitrage",
|
||||
grid: "Grid",
|
||||
};
|
||||
@@ -74,6 +78,23 @@ const STRATEGY_FACTORIES: Record<StrategyId, StrategyRunner> = {
|
||||
offUpdate: (emitter) => engine.off("update", emitter),
|
||||
});
|
||||
},
|
||||
"maker-points": async (opts) => {
|
||||
const exchangeId = resolveExchangeId();
|
||||
if (exchangeId !== "standx") {
|
||||
throw new Error("Maker Points strategy only supports the StandX exchange.");
|
||||
}
|
||||
const config = makerPointsConfig;
|
||||
const adapter = createAdapterOrThrow(config.symbol);
|
||||
const engine = new MakerPointsEngine(config, adapter);
|
||||
await runEngine({
|
||||
engine,
|
||||
strategy: "maker-points",
|
||||
silent: opts.silent,
|
||||
getSnapshot: () => engine.getSnapshot(),
|
||||
onUpdate: (emitter) => engine.on("update", emitter),
|
||||
offUpdate: (emitter) => engine.off("update", emitter),
|
||||
});
|
||||
},
|
||||
"offset-maker": async (opts) => {
|
||||
const config = makerConfig;
|
||||
const adapter = createAdapterOrThrow(config.symbol);
|
||||
@@ -87,6 +108,19 @@ const STRATEGY_FACTORIES: Record<StrategyId, StrategyRunner> = {
|
||||
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) => {
|
||||
if (!isBasisStrategyEnabled()) {
|
||||
throw new Error("Basis arbitrage strategy is disabled. Set ENABLE_BASIS_STRATEGY=true to enable it.");
|
||||
@@ -135,7 +169,9 @@ async function runEngine<
|
||||
| TrendEngineSnapshot
|
||||
| GuardianEngineSnapshot
|
||||
| MakerEngineSnapshot
|
||||
| MakerPointsSnapshot
|
||||
| OffsetMakerEngineSnapshot
|
||||
| LiquidityMakerEngineSnapshot
|
||||
| BasisArbSnapshot
|
||||
| GridEngineSnapshot
|
||||
>(
|
||||
|
||||
+132
@@ -6,6 +6,70 @@
|
||||
import { resolveExchangeId, type SupportedExchangeId } from "./exchanges/create-adapter";
|
||||
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 {
|
||||
symbol: string;
|
||||
tradeAmount: number;
|
||||
@@ -110,6 +174,41 @@ export const makerConfig: MakerConfig = {
|
||||
priceTick: parseNumber(process.env.MAKER_PRICE_TICK ?? process.env.PRICE_TICK, 0.1),
|
||||
};
|
||||
|
||||
export interface MakerPointsConfig {
|
||||
symbol: string;
|
||||
perOrderAmount: number;
|
||||
closeThreshold: number;
|
||||
stopLossUsd: number;
|
||||
refreshIntervalMs: number;
|
||||
maxLogEntries: number;
|
||||
maxCloseSlippagePct: number;
|
||||
priceTick: number;
|
||||
qtyStep: number;
|
||||
enableBand0To10: boolean;
|
||||
enableBand10To30: boolean;
|
||||
enableBand30To100: boolean;
|
||||
minRepriceBps: number;
|
||||
}
|
||||
|
||||
export const makerPointsConfig: MakerPointsConfig = {
|
||||
symbol: resolveSymbolFromEnv("standx"),
|
||||
perOrderAmount: parseNumber(process.env.MAKER_POINTS_ORDER_AMOUNT, parseNumber(process.env.TRADE_AMOUNT, 0.001)),
|
||||
closeThreshold: parseNumber(process.env.MAKER_POINTS_CLOSE_THRESHOLD, 0),
|
||||
stopLossUsd: parseNumber(process.env.MAKER_POINTS_STOP_LOSS_USD, 0),
|
||||
refreshIntervalMs: parseNumber(process.env.MAKER_POINTS_REFRESH_INTERVAL_MS, 500),
|
||||
maxLogEntries: parseNumber(process.env.MAKER_POINTS_MAX_LOG_ENTRIES, 200),
|
||||
maxCloseSlippagePct: parseNumber(
|
||||
process.env.MAKER_POINTS_MAX_CLOSE_SLIPPAGE_PCT ?? process.env.MAX_CLOSE_SLIPPAGE_PCT,
|
||||
0.05
|
||||
),
|
||||
priceTick: parseNumber(process.env.MAKER_POINTS_PRICE_TICK ?? process.env.PRICE_TICK, 0.1),
|
||||
qtyStep: parseNumber(process.env.MAKER_POINTS_QTY_STEP ?? process.env.QTY_STEP, 0.001),
|
||||
enableBand0To10: parseBoolean(process.env.MAKER_POINTS_BAND_0_10, true),
|
||||
enableBand10To30: parseBoolean(process.env.MAKER_POINTS_BAND_10_30, true),
|
||||
enableBand30To100: parseBoolean(process.env.MAKER_POINTS_BAND_30_100, true),
|
||||
minRepriceBps: parseNumber(process.env.MAKER_POINTS_MIN_REPRICE_BPS, 3),
|
||||
};
|
||||
|
||||
export interface BasisArbConfig {
|
||||
futuresSymbol: string;
|
||||
spotSymbol: string;
|
||||
@@ -220,6 +319,39 @@ export const gridConfig: GridConfig = {
|
||||
|
||||
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 {
|
||||
const raw = process.env.ENABLE_BASIS_STRATEGY;
|
||||
if (!raw) return false;
|
||||
|
||||
@@ -132,6 +132,8 @@ type PlaceOrderOptions = {
|
||||
priceTick: number;
|
||||
qtyStep: number;
|
||||
skipDedupe?: boolean;
|
||||
slPrice?: number;
|
||||
tpPrice?: number;
|
||||
};
|
||||
|
||||
export async function placeOrder(
|
||||
@@ -176,9 +178,11 @@ export async function placeOrder(
|
||||
timeInForce: reduceOnly ? "GTC" : "GTX",
|
||||
reduceOnly: reduceOnly ? true : undefined,
|
||||
closePosition,
|
||||
slPrice: opts?.slPrice,
|
||||
tpPrice: opts?.tpPrice,
|
||||
});
|
||||
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;
|
||||
} catch (err) {
|
||||
unlockOperating(locks, timers, pendings, type);
|
||||
|
||||
@@ -47,6 +47,11 @@ export interface ExchangePrecision {
|
||||
minQuoteAmount?: number;
|
||||
}
|
||||
|
||||
export type ConnectionEventType = "disconnected" | "reconnected";
|
||||
export interface ConnectionEventListener {
|
||||
(event: ConnectionEventType, symbol: string): void;
|
||||
}
|
||||
|
||||
export interface ExchangeAdapter {
|
||||
readonly id: string;
|
||||
supportsTrailingStops(): boolean;
|
||||
@@ -61,4 +66,9 @@ export interface ExchangeAdapter {
|
||||
cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void>;
|
||||
cancelAllOrders(params: { symbol: string }): Promise<void>;
|
||||
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>;
|
||||
}
|
||||
|
||||
@@ -13,6 +13,9 @@ export interface BaseOrderIntent {
|
||||
|
||||
export interface LimitOrderIntent extends BaseOrderIntent {
|
||||
price: number;
|
||||
// StandX TPSL 参数
|
||||
slPrice?: number; // 止损价格
|
||||
tpPrice?: number; // 止盈价格
|
||||
}
|
||||
|
||||
export interface MarketOrderIntent extends BaseOrderIntent {
|
||||
|
||||
@@ -11,7 +11,9 @@ import type {
|
||||
} from "../adapter";
|
||||
import type { AsterOrder, CreateOrderParams } from "../types";
|
||||
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 {
|
||||
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 {
|
||||
const wrapped = ((...args: any[]) => {
|
||||
try {
|
||||
|
||||
@@ -80,6 +80,9 @@ export interface StandxGatewayOptions {
|
||||
logger?: (context: string, error: unknown) => void;
|
||||
}
|
||||
|
||||
export type ConnectionEventType = "disconnected" | "reconnected";
|
||||
export type ConnectionEventListener = (event: ConnectionEventType, symbol: string) => void;
|
||||
|
||||
class StandxRequestSigner {
|
||||
private readonly privateKey: Uint8Array | null;
|
||||
|
||||
@@ -107,21 +110,66 @@ 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 {
|
||||
if (!value) return null;
|
||||
const trimmed = value.trim();
|
||||
if (!trimmed) return null;
|
||||
// 0x-prefixed hex
|
||||
if (/^0x[0-9a-fA-F]+$/.test(trimmed)) {
|
||||
return Uint8Array.from(Buffer.from(trimmed.slice(2), "hex"));
|
||||
}
|
||||
// Pure hex (64 chars = 32 bytes for ed25519 private key)
|
||||
if (/^[0-9a-fA-F]+$/.test(trimmed)) {
|
||||
return Uint8Array.from(Buffer.from(trimmed, "hex"));
|
||||
}
|
||||
try {
|
||||
return Uint8Array.from(Buffer.from(trimmed, "base64"));
|
||||
} catch {
|
||||
return null;
|
||||
// Base58 (official StandX API format)
|
||||
if (/^[1-9A-HJ-NP-Za-km-z]+$/.test(trimmed)) {
|
||||
const decoded = decodeBase58(trimmed);
|
||||
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 {
|
||||
@@ -351,6 +399,7 @@ export class StandxGateway {
|
||||
private readonly tickerListeners = new Map<string, Set<TickerListener>>();
|
||||
private readonly klineListeners = new Map<string, Set<KlineListener>>();
|
||||
private readonly fundingListeners = new Map<string, Set<FundingRateListener>>();
|
||||
private readonly connectionListeners = new Set<ConnectionEventListener>();
|
||||
|
||||
private readonly openOrders = new Map<string, AsterOrder>();
|
||||
private readonly positions = new Map<string, AsterAccountPosition>();
|
||||
@@ -372,6 +421,12 @@ export class StandxGateway {
|
||||
|
||||
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) {
|
||||
this.token = options.token ?? process.env.STANDX_TOKEN ?? "";
|
||||
if (!this.token) {
|
||||
@@ -466,6 +521,54 @@ export class StandxGateway {
|
||||
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> {
|
||||
const normalizedSymbol = normalizeSymbol(params.symbol);
|
||||
if (params.type === "STOP_MARKET") {
|
||||
@@ -696,6 +799,13 @@ export class StandxGateway {
|
||||
}
|
||||
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 }>(
|
||||
"/api/new_order",
|
||||
{
|
||||
@@ -746,15 +856,26 @@ export class StandxGateway {
|
||||
this.sendAuthIfNeeded();
|
||||
};
|
||||
const handleClose = () => {
|
||||
const wasReady = this.marketWsReady;
|
||||
this.marketWsReady = false;
|
||||
this.marketWsAuthed = false;
|
||||
this.marketWsAuthRequested = false;
|
||||
this.marketWs = null;
|
||||
this.logDebug("ws close");
|
||||
// 触发断连事件,启动断连保护
|
||||
if (wasReady) {
|
||||
this.onDisconnect();
|
||||
}
|
||||
this.scheduleReconnect();
|
||||
};
|
||||
const handleError = (error: unknown) => {
|
||||
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") {
|
||||
@@ -778,8 +899,10 @@ export class StandxGateway {
|
||||
|
||||
private scheduleReconnect(): void {
|
||||
if (this.marketReconnectTimer) return;
|
||||
this.logDebug("scheduling reconnect in 2s");
|
||||
this.marketReconnectTimer = setTimeout(() => {
|
||||
this.marketReconnectTimer = null;
|
||||
this.logDebug("attempting reconnect");
|
||||
this.connectMarketWs();
|
||||
}, WS_RECONNECT_DELAY);
|
||||
}
|
||||
@@ -809,6 +932,8 @@ export class StandxGateway {
|
||||
this.marketWsAuthed = true;
|
||||
this.marketWsAuthRequested = false;
|
||||
this.flushSubscriptions();
|
||||
// 触发重连事件
|
||||
this.onReconnect();
|
||||
}
|
||||
return;
|
||||
}
|
||||
@@ -1072,9 +1197,8 @@ export class StandxGateway {
|
||||
const order = this.mapOrder(raw);
|
||||
mergeOrderSnapshot(this.openOrders, order);
|
||||
}
|
||||
if (orders.length) {
|
||||
this.emitOrders();
|
||||
}
|
||||
// 无论是否有挂单都触发推送,确保上层状态更新
|
||||
this.emitOrders();
|
||||
} catch (error) {
|
||||
this.logger("openOrders", error);
|
||||
}
|
||||
@@ -1348,4 +1472,140 @@ export class StandxGateway {
|
||||
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;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -34,6 +34,8 @@ export async function createLimitOrder(intent: LimitOrderIntent): Promise<AsterO
|
||||
quantity: intent.quantity,
|
||||
price: intent.price,
|
||||
timeInForce: intent.timeInForce ?? "GTX",
|
||||
slPrice: intent.slPrice,
|
||||
tpPrice: intent.tpPrice,
|
||||
},
|
||||
intent
|
||||
);
|
||||
|
||||
@@ -25,6 +25,9 @@ export interface CreateOrderParams {
|
||||
reduceOnly?: StringBoolean;
|
||||
closePosition?: StringBoolean;
|
||||
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 {
|
||||
|
||||
@@ -35,6 +35,11 @@ const translations: Record<string, TranslationEntry> = {
|
||||
zh: "双边挂单提供流动性,自动追价与风控止损",
|
||||
en: "Places two-sided quotes, auto-chases and risk-manages stops.",
|
||||
},
|
||||
"app.strategy.makerPoints.label": { zh: "StandX 积分做市策略", en: "StandX Maker Points" },
|
||||
"app.strategy.makerPoints.desc": {
|
||||
zh: "基于标记价/盘口挂单赚取 StandX Maker Points",
|
||||
en: "Quotes by mark-price bands to farm StandX maker points.",
|
||||
},
|
||||
"app.strategy.grid.label": { zh: "基础网格策略", en: "Grid Strategy" },
|
||||
"app.strategy.grid.desc": {
|
||||
zh: "在上下边界之间布设等比网格,自动加仓与减仓",
|
||||
@@ -50,6 +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",
|
||||
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": {
|
||||
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.",
|
||||
@@ -174,6 +188,23 @@ const translations: Record<string, TranslationEntry> = {
|
||||
},
|
||||
"maker.targetOrders": { zh: "目标挂单", en: "Target Orders" },
|
||||
"maker.noTargetOrders": { zh: "暂无目标挂单", en: "No target orders" },
|
||||
"makerPoints.title": { zh: "Maker Points 策略仪表盘", en: "Maker Points Dashboard" },
|
||||
"makerPoints.initializing": { zh: "正在初始化 Maker Points 策略…", en: "Initializing Maker Points strategy..." },
|
||||
"makerPoints.headerLine": {
|
||||
zh: "交易所: {exchange} | 交易对: {symbol} | 买一价: {bid} | 卖一价: {ask} | 点差: {spread}",
|
||||
en: "Exchange: {exchange} | Symbol: {symbol} | Best Bid: {bid} | Best Ask: {ask} | Spread: {spread}",
|
||||
},
|
||||
"makerPoints.quoteLine": {
|
||||
zh: "挂单模式: {mode} | BUY {buy} | SELL {sell}",
|
||||
en: "Quote mode: {mode} | BUY {buy} | SELL {sell}",
|
||||
},
|
||||
"makerPoints.binanceLine": {
|
||||
zh: "Binance 深度: 买10 {buy} | 卖10 {sell} | 状态: {status}",
|
||||
en: "Binance depth: bid10 {buy} | ask10 {sell} | Status: {status}",
|
||||
},
|
||||
"makerPoints.mode.closeOnly": { zh: "平仓", en: "Close only" },
|
||||
"makerPoints.mode.normal": { zh: "正常", en: "Normal" },
|
||||
"makerPoints.feed.binance": { zh: "Binance", en: "Binance" },
|
||||
"offset.name": { zh: "偏移做市策略", en: "offset maker strategy" },
|
||||
"offset.title": { zh: "偏移做市策略仪表盘", en: "Offset Maker Strategy Dashboard" },
|
||||
"offset.initializing": { zh: "正在初始化偏移做市策略…", en: "Initializing offset maker strategy..." },
|
||||
|
||||
@@ -0,0 +1,12 @@
|
||||
export type {
|
||||
NotificationLevel,
|
||||
TradeNotification,
|
||||
NotificationSender,
|
||||
NotificationConfig,
|
||||
} from "./types";
|
||||
|
||||
export {
|
||||
TelegramNotifier,
|
||||
createTelegramNotifier,
|
||||
type TelegramConfig,
|
||||
} from "./telegram";
|
||||
@@ -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: "ℹ️",
|
||||
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,
|
||||
});
|
||||
}
|
||||
@@ -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;
|
||||
}
|
||||
@@ -0,0 +1,177 @@
|
||||
import NodeWebSocket from "ws";
|
||||
import { computeDepthStats, type DepthImbalance } from "../../utils/depth";
|
||||
|
||||
const WebSocketCtor: typeof globalThis.WebSocket =
|
||||
typeof globalThis.WebSocket !== "undefined"
|
||||
? globalThis.WebSocket
|
||||
: ((NodeWebSocket as unknown) as typeof globalThis.WebSocket);
|
||||
|
||||
const DEFAULT_BASE_URL = "wss://fstream.binance.com/ws";
|
||||
|
||||
export interface BinanceDepthSnapshot {
|
||||
symbol: string;
|
||||
buySum: number;
|
||||
sellSum: number;
|
||||
skipBuySide: boolean;
|
||||
skipSellSide: boolean;
|
||||
imbalance: DepthImbalance;
|
||||
updatedAt: number;
|
||||
}
|
||||
|
||||
export class BinanceDepthTracker {
|
||||
private ws: WebSocket | null = null;
|
||||
private reconnectTimer: ReturnType<typeof setTimeout> | null = null;
|
||||
private reconnectDelayMs = 3000;
|
||||
private stopped = false;
|
||||
private snapshot: BinanceDepthSnapshot | null = null;
|
||||
private listeners = new Set<(snapshot: BinanceDepthSnapshot) => void>();
|
||||
|
||||
constructor(
|
||||
private readonly symbol: string,
|
||||
private readonly options?: {
|
||||
baseUrl?: string;
|
||||
levels?: number;
|
||||
ratio?: number;
|
||||
logger?: (context: string, error: unknown) => void;
|
||||
}
|
||||
) {}
|
||||
|
||||
start(): void {
|
||||
this.stopped = false;
|
||||
this.connect();
|
||||
}
|
||||
|
||||
stop(): void {
|
||||
this.stopped = true;
|
||||
if (this.reconnectTimer) {
|
||||
clearTimeout(this.reconnectTimer);
|
||||
this.reconnectTimer = null;
|
||||
}
|
||||
if (this.ws) {
|
||||
try {
|
||||
this.ws.close();
|
||||
} catch {
|
||||
// Ignore close errors
|
||||
}
|
||||
this.ws = null;
|
||||
}
|
||||
}
|
||||
|
||||
onUpdate(handler: (snapshot: BinanceDepthSnapshot) => void): void {
|
||||
this.listeners.add(handler);
|
||||
}
|
||||
|
||||
offUpdate(handler: (snapshot: BinanceDepthSnapshot) => void): void {
|
||||
this.listeners.delete(handler);
|
||||
}
|
||||
|
||||
getSnapshot(): BinanceDepthSnapshot | null {
|
||||
return this.snapshot ? { ...this.snapshot } : null;
|
||||
}
|
||||
|
||||
private connect(): void {
|
||||
if (this.ws || this.stopped) return;
|
||||
const url = this.buildUrl();
|
||||
this.ws = new WebSocketCtor(url);
|
||||
|
||||
const handleOpen = () => {
|
||||
this.reconnectDelayMs = 3000;
|
||||
};
|
||||
|
||||
const handleClose = () => {
|
||||
this.ws = null;
|
||||
if (!this.stopped) {
|
||||
this.scheduleReconnect();
|
||||
}
|
||||
};
|
||||
|
||||
const handleError = (error: unknown) => {
|
||||
this.options?.logger?.("binanceDepth", error);
|
||||
};
|
||||
|
||||
const handleMessage = (event: { data: unknown }) => {
|
||||
this.handlePayload(event.data);
|
||||
};
|
||||
|
||||
const handlePing = (data: unknown) => {
|
||||
if (this.ws && "pong" in this.ws && typeof this.ws.pong === "function") {
|
||||
this.ws.pong(data as any);
|
||||
}
|
||||
};
|
||||
|
||||
if ("addEventListener" in this.ws && typeof this.ws.addEventListener === "function") {
|
||||
this.ws.addEventListener("open", handleOpen);
|
||||
this.ws.addEventListener("message", handleMessage as any);
|
||||
this.ws.addEventListener("close", handleClose);
|
||||
this.ws.addEventListener("error", handleError as any);
|
||||
this.ws.addEventListener("ping", handlePing as any);
|
||||
} else if ("on" in this.ws && typeof (this.ws as any).on === "function") {
|
||||
const nodeSocket = this.ws as any;
|
||||
nodeSocket.on("open", handleOpen);
|
||||
nodeSocket.on("message", (data: unknown) => handleMessage({ data }));
|
||||
nodeSocket.on("close", handleClose);
|
||||
nodeSocket.on("error", handleError);
|
||||
nodeSocket.on("ping", handlePing);
|
||||
} else {
|
||||
(this.ws as any).onopen = handleOpen;
|
||||
(this.ws as any).onmessage = handleMessage;
|
||||
(this.ws as any).onclose = handleClose;
|
||||
(this.ws as any).onerror = handleError;
|
||||
}
|
||||
}
|
||||
|
||||
private buildUrl(): string {
|
||||
const base = this.options?.baseUrl ?? DEFAULT_BASE_URL;
|
||||
const stream = `${this.symbol.toLowerCase()}@depth10@100ms`;
|
||||
return `${base}/${stream}`;
|
||||
}
|
||||
|
||||
private scheduleReconnect(): void {
|
||||
if (this.reconnectTimer || this.stopped) return;
|
||||
this.reconnectTimer = setTimeout(() => {
|
||||
this.reconnectTimer = null;
|
||||
this.reconnectDelayMs = Math.min(this.reconnectDelayMs * 2, 60_000);
|
||||
this.connect();
|
||||
}, this.reconnectDelayMs);
|
||||
}
|
||||
|
||||
private handlePayload(data: unknown): void {
|
||||
const payload = this.parsePayload(data);
|
||||
if (!payload) return;
|
||||
const bids = Array.isArray(payload.b) ? payload.b : [];
|
||||
const asks = Array.isArray(payload.a) ? payload.a : [];
|
||||
const depth = {
|
||||
lastUpdateId: Number(payload.u ?? Date.now()),
|
||||
bids,
|
||||
asks,
|
||||
};
|
||||
const levels = this.options?.levels ?? 10;
|
||||
const ratio = this.options?.ratio ?? 3;
|
||||
const stats = computeDepthStats(depth, levels, ratio);
|
||||
this.snapshot = {
|
||||
symbol: this.symbol,
|
||||
buySum: stats.buySum,
|
||||
sellSum: stats.sellSum,
|
||||
skipBuySide: stats.skipBuySide,
|
||||
skipSellSide: stats.skipSellSide,
|
||||
imbalance: stats.imbalance,
|
||||
updatedAt: Date.now(),
|
||||
};
|
||||
for (const listener of this.listeners) {
|
||||
listener({ ...this.snapshot });
|
||||
}
|
||||
}
|
||||
|
||||
private parsePayload(data: unknown): { b?: [string, string][]; a?: [string, string][]; u?: number } | null {
|
||||
try {
|
||||
const text = typeof data === "string" ? data : Buffer.isBuffer(data) ? data.toString("utf-8") : null;
|
||||
if (!text) return null;
|
||||
const parsed = JSON.parse(text);
|
||||
if (!parsed || typeof parsed !== "object") return null;
|
||||
return parsed as { b?: [string, string][]; a?: [string, string][]; u?: number };
|
||||
} catch {
|
||||
return null;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,22 @@
|
||||
import { describe, expect, it } from "vitest";
|
||||
import { buildBpsTargets } from "./maker-points-logic";
|
||||
|
||||
describe("maker points target builder", () => {
|
||||
it("builds fixed bps targets per enabled band", () => {
|
||||
const targets = buildBpsTargets({
|
||||
band0To10: true,
|
||||
band10To30: true,
|
||||
band30To100: true,
|
||||
});
|
||||
expect(targets).toEqual([9, 29, 99]);
|
||||
});
|
||||
|
||||
it("skips disabled bands", () => {
|
||||
const targets = buildBpsTargets({
|
||||
band0To10: true,
|
||||
band10To30: false,
|
||||
band30To100: true,
|
||||
});
|
||||
expect(targets).toEqual([9, 99]);
|
||||
});
|
||||
});
|
||||
@@ -0,0 +1,13 @@
|
||||
export interface MakerPointsBandConfig {
|
||||
band0To10: boolean;
|
||||
band10To30: boolean;
|
||||
band30To100: boolean;
|
||||
}
|
||||
|
||||
export function buildBpsTargets(config: MakerPointsBandConfig): number[] {
|
||||
const targets: number[] = [];
|
||||
if (config.band0To10) targets.push(9);
|
||||
if (config.band10To30) targets.push(29);
|
||||
if (config.band30To100) targets.push(99);
|
||||
return targets.sort((a, b) => a - b);
|
||||
}
|
||||
+23
-9
@@ -3,7 +3,9 @@ import { Box, Text, useInput } from "ink";
|
||||
import { TrendApp } from "./TrendApp";
|
||||
import { GuardianApp } from "./GuardianApp";
|
||||
import { MakerApp } from "./MakerApp";
|
||||
import { MakerPointsApp } from "./MakerPointsApp";
|
||||
import { OffsetMakerApp } from "./OffsetMakerApp";
|
||||
import { LiquidityMakerApp } from "./LiquidityMakerApp";
|
||||
import { GridApp } from "./GridApp";
|
||||
import { BasisApp } from "./BasisApp";
|
||||
import { isBasisStrategyEnabled } from "../config";
|
||||
@@ -12,7 +14,7 @@ import { resolveExchangeId } from "../exchanges/create-adapter";
|
||||
import { t } from "../i18n";
|
||||
|
||||
interface StrategyOption {
|
||||
id: "trend" | "guardian" | "maker" | "offset-maker" | "basis" | "grid";
|
||||
id: "trend" | "guardian" | "maker" | "maker-points" | "offset-maker" | "liquidity-maker" | "basis" | "grid";
|
||||
label: string;
|
||||
description: string;
|
||||
component: React.ComponentType<{ onExit: () => void }>;
|
||||
@@ -49,6 +51,12 @@ const BASE_STRATEGIES: StrategyOption[] = [
|
||||
description: t("app.strategy.offset.desc"),
|
||||
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);
|
||||
@@ -60,19 +68,25 @@ export function App() {
|
||||
const integrityOk = useMemo(() => verifyCopyrightIntegrity(), []);
|
||||
const exchangeId = useMemo(() => resolveExchangeId(), []);
|
||||
const strategies = useMemo(() => {
|
||||
if (!isBasisStrategyEnabled()) {
|
||||
return BASE_STRATEGIES;
|
||||
const next: StrategyOption[] = [...BASE_STRATEGIES];
|
||||
if (exchangeId === "standx") {
|
||||
next.splice(3, 0, {
|
||||
id: "maker-points" as const,
|
||||
label: t("app.strategy.makerPoints.label"),
|
||||
description: t("app.strategy.makerPoints.desc"),
|
||||
component: MakerPointsApp,
|
||||
});
|
||||
}
|
||||
return [
|
||||
...BASE_STRATEGIES,
|
||||
{
|
||||
if (isBasisStrategyEnabled()) {
|
||||
next.push({
|
||||
id: "basis" as const,
|
||||
label: t("app.strategy.basis.label"),
|
||||
description: t("app.strategy.basis.desc"),
|
||||
component: BasisApp,
|
||||
},
|
||||
];
|
||||
}, []);
|
||||
});
|
||||
}
|
||||
return next;
|
||||
}, [exchangeId]);
|
||||
|
||||
useInput(
|
||||
(input, key) => {
|
||||
|
||||
@@ -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>
|
||||
);
|
||||
}
|
||||
@@ -0,0 +1,238 @@
|
||||
import React, { useEffect, useMemo, useRef, useState } from "react";
|
||||
import { Box, Text, useInput } from "ink";
|
||||
import { makerPointsConfig } from "../config";
|
||||
import { getExchangeDisplayName, resolveExchangeId } from "../exchanges/create-adapter";
|
||||
import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
|
||||
import { MakerPointsEngine, type MakerPointsSnapshot } from "../strategy/maker-points-engine";
|
||||
import { DataTable, type TableColumn } from "./components/DataTable";
|
||||
import { formatNumber } from "../utils/format";
|
||||
import { t } from "../i18n";
|
||||
|
||||
interface MakerPointsAppProps {
|
||||
onExit: () => void;
|
||||
}
|
||||
|
||||
const inputSupported = Boolean(process.stdin && (process.stdin as any).isTTY);
|
||||
|
||||
export function MakerPointsApp({ onExit }: MakerPointsAppProps) {
|
||||
const [snapshot, setSnapshot] = useState<MakerPointsSnapshot | null>(null);
|
||||
const [error, setError] = useState<Error | null>(null);
|
||||
const engineRef = useRef<MakerPointsEngine | 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 {
|
||||
if (exchangeId !== "standx") {
|
||||
throw new Error("Maker Points strategy only supports the StandX exchange.");
|
||||
}
|
||||
const adapter = buildAdapterFromEnv({ exchangeId, symbol: makerPointsConfig.symbol });
|
||||
const engine = new MakerPointsEngine(makerPointsConfig, adapter);
|
||||
engineRef.current = engine;
|
||||
setSnapshot(engine.getSnapshot());
|
||||
const handler = (next: MakerPointsSnapshot) => {
|
||||
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("makerPoints.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 feedStatus = snapshot.feedStatus;
|
||||
const feedEntries: Array<{ key: keyof typeof feedStatus; label: string }> = [
|
||||
{ key: "account", label: t("maker.feed.account") },
|
||||
{ key: "orders", label: t("maker.feed.orders") },
|
||||
{ key: "depth", label: t("maker.feed.depth") },
|
||||
{ key: "ticker", label: t("maker.feed.ticker") },
|
||||
{ key: "binance", label: t("makerPoints.feed.binance") },
|
||||
];
|
||||
const readyStatus = snapshot.ready ? t("status.live") : t("status.waitingData");
|
||||
const imbalanceStatus = snapshot.binanceDepth?.imbalance ?? "balanced";
|
||||
const imbalanceLabel =
|
||||
imbalanceStatus === "buy_dominant"
|
||||
? t("offset.imbalance.buy")
|
||||
: imbalanceStatus === "sell_dominant"
|
||||
? t("offset.imbalance.sell")
|
||||
: t("offset.imbalance.balanced");
|
||||
const quoteMode = snapshot.quoteStatus.closeOnly ? t("makerPoints.mode.closeOnly") : t("makerPoints.mode.normal");
|
||||
|
||||
return (
|
||||
<Box flexDirection="column" paddingX={1}>
|
||||
<Box flexDirection="column" marginBottom={1}>
|
||||
<Text color="cyanBright">{t("makerPoints.title")}</Text>
|
||||
<Text>
|
||||
{t("makerPoints.headerLine", {
|
||||
exchange: exchangeName,
|
||||
symbol: snapshot.symbol,
|
||||
bid: formatNumber(topBid, priceDigits),
|
||||
ask: formatNumber(topAsk, priceDigits),
|
||||
spread: spreadDisplay,
|
||||
})}
|
||||
</Text>
|
||||
<Text color="gray">{t("trend.statusLine", { status: readyStatus })}</Text>
|
||||
<Text>
|
||||
{t("makerPoints.quoteLine", {
|
||||
mode: quoteMode,
|
||||
buy: snapshot.quoteStatus.skipBuy ? t("common.disabled") : t("common.enabled"),
|
||||
sell: snapshot.quoteStatus.skipSell ? t("common.disabled") : t("common.enabled"),
|
||||
})}
|
||||
</Text>
|
||||
<Text>
|
||||
{t("makerPoints.binanceLine", {
|
||||
buy: formatNumber(snapshot.binanceDepth?.buySum ?? 0, 4),
|
||||
sell: formatNumber(snapshot.binanceDepth?.sellSum ?? 0, 4),
|
||||
status: imbalanceLabel,
|
||||
})}
|
||||
</Text>
|
||||
<Text>
|
||||
{t("maker.dataStatus")}
|
||||
{feedEntries.map((entry, index) => (
|
||||
<Text key={entry.key} color={feedStatus[entry.key] ? "green" : "red"}>
|
||||
{index === 0 ? " " : " "}
|
||||
{entry.label}
|
||||
</Text>
|
||||
))}
|
||||
</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>
|
||||
);
|
||||
}
|
||||
@@ -61,3 +61,27 @@ export function isInsufficientBalanceError(error: unknown): boolean {
|
||||
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")
|
||||
);
|
||||
}
|
||||
|
||||
@@ -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 };
|
||||
Reference in New Issue
Block a user