import crypto from "crypto"; import { setInterval, clearInterval, setTimeout, clearTimeout } from "timers"; import type { AsterAccountPosition, AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker, CreateOrderParams, PositionSide, } from "../types"; process.env.NODE_TLS_REJECT_UNAUTHORIZED = "0"; const REST_BASE = "https://fapi.asterdex.com"; const WS_PUBLIC_URL = "wss://fstream.asterdex.com/ws"; const WS_LISTEN_KEY_URL = "wss://fstream.asterdex.com/ws/"; const FINAL_ORDER_STATUSES = new Set(["FILLED", "CANCELED", "REJECTED", "EXPIRED"]); const DEFAULT_DEPTH_LEVEL = 20; const DEFAULT_DEPTH_SPEED = "100ms"; const DEFAULT_KLINE_LIMIT = 120; const KLINE_REFRESH_INTERVAL_MS = 60_000; const LISTEN_KEY_KEEPALIVE_MS = 30 * 60 * 1000; const RECONNECT_DELAY_MS = 2000; const POSITION_SYNC_INTERVAL_MS = 5000; function requireEnv(value: string | undefined, key: string): string { if (!value) { throw new Error(`Missing required environment variable ${key}`); } return value; } function toDepth(streamSymbol: string, data: any): AsterDepth { return { eventType: data.e, eventTime: data.E, tradeTime: data.T, symbol: streamSymbol, lastUpdateId: data.u, bids: (data.b ?? []).map(([price, qty]: [string, string]) => [price, qty]), asks: (data.a ?? []).map(([price, qty]: [string, string]) => [price, qty]), }; } function toTicker(data: any): AsterTicker { return { eventType: data.e, eventTime: data.E, symbol: data.s, lastPrice: data.c, openPrice: data.o, highPrice: data.h, lowPrice: data.l, volume: data.q ?? data.v ?? "0", quoteVolume: data.Q ?? data.V ?? "0", priceChange: data.p, priceChangePercent: data.P, weightedAvgPrice: data.w, lastQty: data.l ?? data.L, openTime: data.O, closeTime: data.C, firstId: data.F, lastId: data.L, count: data.n, }; } function toKline(data: any): AsterKline { return { eventType: data.e, eventTime: data.E, symbol: data.s, interval: data.k.i, openTime: data.k.t, closeTime: data.k.T, firstTradeId: data.k.f, lastTradeId: data.k.L, open: data.k.o, high: data.k.h, low: data.k.l, close: data.k.c, volume: data.k.v, numberOfTrades: data.k.n, quoteAssetVolume: data.k.q, takerBuyBaseAssetVolume: data.k.V, takerBuyQuoteAssetVolume: data.k.Q, isClosed: Boolean(data.k.x), }; } function fromRestKline(entry: any[], interval: string, symbol: string): AsterKline { return { eventType: undefined, eventTime: undefined, symbol, interval, openTime: entry[0], open: String(entry[1]), high: String(entry[2]), low: String(entry[3]), close: String(entry[4]), volume: String(entry[5]), closeTime: entry[6], quoteAssetVolume: String(entry[7]), numberOfTrades: Number(entry[8] ?? 0), takerBuyBaseAssetVolume: String(entry[9] ?? "0"), takerBuyQuoteAssetVolume: String(entry[10] ?? "0"), isClosed: Boolean(entry[11]), }; } function toOrderFromRest(raw: any): AsterOrder { return { avgPrice: raw.avgPrice ?? "0", clientOrderId: raw.clientOrderId ?? "", cumQuote: raw.cumQuote ?? "0", executedQty: raw.executedQty ?? "0", orderId: raw.orderId, origQty: raw.origQty ?? raw.quantity ?? "0", origType: raw.origType ?? raw.type ?? "", price: raw.price ?? "0", reduceOnly: Boolean(raw.reduceOnly), side: raw.side ?? "", positionSide: raw.positionSide ?? "BOTH", status: raw.status ?? "NEW", stopPrice: raw.stopPrice ?? raw.triggerPrice ?? "0", closePosition: Boolean(raw.closePosition), symbol: raw.symbol ?? "", time: raw.time ?? raw.updateTime ?? Date.now(), timeInForce: raw.timeInForce ?? "GTC", type: raw.type ?? "LIMIT", activatePrice: raw.activatePrice, priceRate: raw.priceRate, updateTime: raw.updateTime ?? Date.now(), workingType: raw.workingType ?? "CONTRACT_PRICE", priceProtect: Boolean(raw.priceProtect), }; } function toOrderFromEvent(event: any): AsterOrder { return { avgPrice: event.ap ?? "0", clientOrderId: event.c ?? "", cumQuote: event.z ?? "0", executedQty: event.z ?? "0", orderId: event.i, origQty: event.q ?? "0", origType: event.ot ?? event.o ?? "", price: event.p ?? "0", reduceOnly: Boolean(event.R), side: event.S, positionSide: event.ps ?? "BOTH", status: event.X, stopPrice: event.sp ?? "0", closePosition: Boolean(event.cp), symbol: event.s, time: event.T ?? Date.now(), timeInForce: event.f ?? "GTC", type: event.o ?? "LIMIT", activatePrice: event.AP, priceRate: event.cr, updateTime: event.T ?? Date.now(), workingType: event.wt ?? "CONTRACT_PRICE", priceProtect: Boolean(event.PP), }; } function toPositionFromRisk(raw: any): AsterAccountPosition { const positionSide = String(raw.positionSide ?? raw.ps ?? "BOTH").toUpperCase() as PositionSide; return { symbol: raw.symbol ?? raw.s ?? "", positionAmt: raw.positionAmt ?? raw.pa ?? "0", entryPrice: raw.entryPrice ?? raw.ep ?? "0", unrealizedProfit: raw.unRealizedProfit ?? raw.unrealizedProfit ?? raw.up ?? "0", positionSide, updateTime: raw.updateTime ?? Date.now(), initialMargin: raw.initialMargin ?? raw.positionInitialMargin, maintMargin: raw.maintMargin, positionInitialMargin: raw.positionInitialMargin, openOrderInitialMargin: raw.openOrderInitialMargin, leverage: raw.leverage, isolated: typeof raw.isolated === "boolean" ? raw.isolated : undefined, maxNotional: raw.maxNotionalValue ?? raw.maxNotional, marginType: raw.marginType, isolatedMargin: raw.isolatedMargin, isAutoAddMargin: raw.isAutoAddMargin, liquidationPrice: raw.liquidationPrice, markPrice: raw.markPrice, }; } function deepCloneAccount(snapshot: AsterAccountSnapshot | null): AsterAccountSnapshot | null { return snapshot ? JSON.parse(JSON.stringify(snapshot)) : null; } function sumUnrealizedProfit(positions: AsterAccountPosition[]): string { const total = positions.reduce((acc, position) => acc + Number(position.unrealizedProfit ?? 0), 0); return total.toFixed(8); } function clonePositions(positions: AsterAccountPosition[]): AsterAccountPosition[] { return positions.map((position) => ({ ...position, updateTime: position.updateTime ?? Date.now(), })); } class SimpleEvent { private readonly listeners = new Set<(payload: T) => void>(); add(listener: (payload: T) => void): void { this.listeners.add(listener); } remove(listener: (payload: T) => void): void { this.listeners.delete(listener); } emit(payload: T): void { for (const listener of Array.from(this.listeners)) { try { listener(payload); } catch (error) { console.error("[SimpleEvent] listener failure", error); } } } listenerCount(): number { return this.listeners.size; } } export interface ListenKeyResponse { listenKey: string; } export class AsterRestClient { private readonly apiKey: string; private readonly apiSecret: string; constructor(options: { apiKey?: string; apiSecret?: string } = {}) { this.apiKey = requireEnv(options.apiKey ?? process.env.ASTER_API_KEY, "ASTER_API_KEY"); this.apiSecret = requireEnv(options.apiSecret ?? process.env.ASTER_API_SECRET, "ASTER_API_SECRET"); } async getAccount(): Promise { return this.signedRequest({ path: "/fapi/v2/account", method: "GET", params: {} }); } async getOpenOrders(symbol?: string): Promise { const params: Record = {}; if (symbol) params.symbol = symbol; const raw = await this.signedRequest({ path: "/fapi/v1/openOrders", method: "GET", params }); return raw.map(toOrderFromRest); } async getPositions(symbol?: string): Promise { const params: Record = {}; if (symbol) params.symbol = symbol.toUpperCase(); const raw = await this.signedRequest({ path: "/fapi/v2/positionRisk", method: "GET", params }); return raw.map(toPositionFromRisk); } async createOrder(params: CreateOrderParams): Promise { const payload: Record = { ...params }; const response = await this.signedRequest({ path: "/fapi/v1/order", method: "POST", params: payload }); return toOrderFromRest(response); } async cancelOrder(params: { symbol: string; orderId?: number; origClientOrderId?: string }): Promise { const response = await this.signedRequest({ path: "/fapi/v1/order", method: "DELETE", params }); return toOrderFromRest(response); } async cancelOrders(params: { symbol: string; orderIdList?: Array; origClientOrderIdList?: string[] }): Promise { const payload: Record = { symbol: params.symbol }; if (params.orderIdList?.length) { payload.orderIdList = `[${params.orderIdList .map((id) => (typeof id === "string" ? id.trim() : String(id))) .join(",")}]`; } if (params.origClientOrderIdList?.length) { payload.origClientOrderIdList = JSON.stringify(params.origClientOrderIdList); } const response = await this.signedRequest({ path: "/fapi/v1/batchOrders", method: "DELETE", params: payload }); return response.map(toOrderFromRest); } async cancelAllOrders(params: { symbol: string }): Promise { await this.signedRequest({ path: "/fapi/v1/allOpenOrders", method: "DELETE", params }); } async getKlines(symbol: string, interval: string, limit = DEFAULT_KLINE_LIMIT): Promise { const upper = symbol.toUpperCase(); const url = `${REST_BASE}/fapi/v1/continuousKlines?pair=${upper}&contractType=PERPETUAL&interval=${encodeURIComponent(interval)}&limit=${limit}`; let response: Response; try { response = await fetch(url); } catch (error) { throw new Error(`[AsterRestClient] 获取K线失败 ${String(error)}`); } const text = await response.text(); if (!response.ok) { throw new Error(`HTTP ${response.status} ${text}`); } try { const payload = JSON.parse(text) as any[]; return payload.map((entry) => fromRestKline(entry, interval, upper)); } catch (error) { throw new Error(`[AsterRestClient] 无法解析K线响应: ${text.slice(0, 200)}`); } } async getListenKey(): Promise { const response = await this.signedRequest({ path: "/fapi/v1/listenKey", method: "POST", params: {} }); return response.listenKey; } async keepAliveListenKey(listenKey: string): Promise { await this.signedRequest({ path: "/fapi/v1/listenKey", method: "PUT", params: { listenKey } }); } async closeListenKey(listenKey: string): Promise { await this.signedRequest({ path: "/fapi/v1/listenKey", method: "DELETE", params: { listenKey } }); } private async signedRequest({ path, method, params }: { path: string; method: string; params: Record }): Promise { const timestamp = Date.now(); const payload = { ...params, timestamp, recvWindow: 5000 }; const query = this.serialize(payload); const signature = crypto.createHmac("sha256", this.apiSecret).update(query).digest("hex"); const url = `${REST_BASE}${path}?${query}&signature=${signature}`; const init: RequestInit = { method, headers: { "X-MBX-APIKEY": this.apiKey, "Content-Type": "application/x-www-form-urlencoded", }, }; let response: Response; try { response = await fetch(url, init); } catch (error) { throw new Error(`[AsterRestClient] 请求失败 ${String(error)}`); } const text = await response.text(); if (!response.ok) { throw new Error(`HTTP ${response.status} ${text}`); } try { return JSON.parse(text) as T; } catch (error) { throw new Error(`[AsterRestClient] 无法解析响应: ${text.slice(0, 200)}`); } } private serialize(params: Record): string { return Object.keys(params) .filter((key) => params[key] !== undefined && params[key] !== null) .sort() .map((key) => `${key}=${encodeURIComponent(String(params[key]))}`) .join("&"); } } type DepthHandler = (depth: AsterDepth) => void; type TickerHandler = (ticker: AsterTicker) => void; type KlineHandler = (kline: AsterKline) => void; type StreamKind = "depth" | "ticker" | "kline"; interface StreamState { stream: string; kind: StreamKind; symbol: string; interval?: string; } export class AsterPublicStreams { private ws: WebSocket | null = null; private reconnectTimeout: ReturnType | null = null; private readonly streams = new Map(); private readonly depthHandlers = new Map>(); private readonly tickerHandlers = new Map>(); private readonly klineHandlers = new Map>(); private nextRequestId = 1; subscribeDepth(symbol: string, handler: DepthHandler): void { const upper = symbol.toUpperCase(); const stream = `${upper.toLowerCase()}@depth${DEFAULT_DEPTH_LEVEL}@${DEFAULT_DEPTH_SPEED}`; this.addHandler(this.depthHandlers, upper, handler); this.registerStream(stream, { stream, kind: "depth", symbol: upper }); } subscribeTicker(symbol: string, handler: TickerHandler): void { const upper = symbol.toUpperCase(); const stream = `${upper.toLowerCase()}@miniTicker`; this.addHandler(this.tickerHandlers, upper, handler); this.registerStream(stream, { stream, kind: "ticker", symbol: upper }); } subscribeKline(symbol: string, interval: string, handler: KlineHandler): void { const upper = symbol.toUpperCase(); const stream = `${upper.toLowerCase()}@kline_${interval}`; this.addHandler(this.klineHandlers, `${upper}:${interval}`, handler); this.registerStream(stream, { stream, kind: "kline", symbol: upper, interval }); } private addHandler(map: Map>, key: string, handler: T): void { let set = map.get(key); if (!set) { set = new Set(); map.set(key, set); } set.add(handler); this.ensureConnection(); } private registerStream(stream: string, state: StreamState): void { if (!this.streams.has(stream)) { this.streams.set(stream, state); this.send({ method: "SUBSCRIBE", params: [stream], id: this.nextRequestId++ }); } } private ensureConnection(): void { if (this.ws && (this.ws.readyState === WebSocket.OPEN || this.ws.readyState === WebSocket.CONNECTING)) { return; } this.connect(); } private connect(): void { if (this.reconnectTimeout) { clearTimeout(this.reconnectTimeout); this.reconnectTimeout = null; } this.ws = new WebSocket(WS_PUBLIC_URL); this.ws.onopen = () => { const streams = Array.from(this.streams.keys()); if (streams.length) { this.send({ method: "SUBSCRIBE", params: streams, id: this.nextRequestId++ }); } }; this.ws.onmessage = (event) => { let payload: any; if (typeof event.data === "string") { try { payload = JSON.parse(event.data); } catch (error) { console.error("[AsterPublicStreams] 无法解析消息", error, event.data); return; } } else { payload = event.data; } if (!payload) return; if (payload.result !== undefined) return; // subscription ack const data = payload.data ?? payload; if (!data.e) return; switch (data.e) { case "depthUpdate": this.dispatchDepth(data); break; case "24hrMiniTicker": this.dispatchTicker(data); break; case "kline": this.dispatchKline(data); break; default: break; } }; this.ws.onclose = () => { this.scheduleReconnect(); }; this.ws.onerror = () => { this.ws?.close(); }; } private scheduleReconnect(): void { if (this.reconnectTimeout) return; this.reconnectTimeout = setTimeout(() => { this.connect(); }, RECONNECT_DELAY_MS); } private send(message: Record): void { if (this.ws && this.ws.readyState === WebSocket.OPEN) { this.ws.send(JSON.stringify(message)); } } private dispatchDepth(data: any): void { const symbol = String(data.s ?? "").toUpperCase(); const handlers = this.depthHandlers.get(symbol); if (!handlers || !handlers.size) return; const depth = toDepth(symbol, data); handlers.forEach((handler) => handler(depth)); } private dispatchTicker(data: any): void { const symbol = String(data.s ?? "").toUpperCase(); const handlers = this.tickerHandlers.get(symbol); if (!handlers || !handlers.size) return; const ticker = toTicker(data); handlers.forEach((handler) => handler(ticker)); } private dispatchKline(data: any): void { const symbol = String(data.s ?? "").toUpperCase(); const interval = data.k?.i ?? ""; const key = `${symbol}:${interval}`; const handlers = this.klineHandlers.get(key); if (!handlers || !handlers.size) return; const kline = toKline(data); handlers.forEach((handler) => handler(kline)); } } interface AccountUpdatePayload { B: Array<{ a: string; wb: string; cw: string; bc: string; wbBalance?: string; } & Record>; P: Array<{ s: string; pa: string; ep: string; cr: string; up: string; mt: string; iw?: string; ps: string; pc?: string; } & Record>; } interface OrderUpdatePayload extends Record {} export class AsterUserStream { private readonly rest: AsterRestClient; private listenKey: string | null = null; private ws: WebSocket | null = null; private keepAliveTimer: ReturnType | null = null; private reconnectTimeout: ReturnType | null = null; private readonly accountEvent = new SimpleEvent<{ eventTime: number; payload: AccountUpdatePayload }>(); private readonly orderEvent = new SimpleEvent<{ eventTime: number; payload: OrderUpdatePayload }>(); private readonly connectEvent = new SimpleEvent(); private isRunning = false; constructor(rest: AsterRestClient) { this.rest = rest; } onAccount(listener: (payload: { eventTime: number; payload: AccountUpdatePayload }) => void): void { this.accountEvent.add(listener); } onOrder(listener: (payload: { eventTime: number; payload: OrderUpdatePayload }) => void): void { this.orderEvent.add(listener); } onConnect(listener: () => void): void { this.connectEvent.add(listener); } async start(): Promise { if (this.isRunning) return; this.isRunning = true; await this.ensureListenKey(); this.openSocket(); this.scheduleKeepAlive(); } stop(): void { this.isRunning = false; if (this.keepAliveTimer) { clearInterval(this.keepAliveTimer); this.keepAliveTimer = null; } if (this.ws) { this.ws.close(); this.ws = null; } if (this.listenKey) { void this.rest.closeListenKey(this.listenKey).catch(() => undefined); this.listenKey = null; } } private async ensureListenKey(): Promise { if (this.listenKey) return; this.listenKey = await this.rest.getListenKey(); } private scheduleKeepAlive(): void { if (this.keepAliveTimer) return; this.keepAliveTimer = setInterval(() => { if (!this.listenKey) return; void this.rest.keepAliveListenKey(this.listenKey).catch((error) => { console.error("[AsterUserStream] keepAlive error", error); }); }, LISTEN_KEY_KEEPALIVE_MS / 2); } private openSocket(): void { if (!this.listenKey) return; if (this.ws && (this.ws.readyState === WebSocket.OPEN || this.ws.readyState === WebSocket.CONNECTING)) { return; } const url = `${WS_LISTEN_KEY_URL}${this.listenKey}`; this.ws = new WebSocket(url); this.ws.onopen = () => { this.connectEvent.emit(); }; this.ws.onmessage = (event) => { let payload: any; if (typeof event.data === "string") { try { payload = JSON.parse(event.data); } catch (error) { console.error("[AsterUserStream] 无法解析消息", error, event.data); return; } } else { payload = event.data; } if (!payload) return; if (payload === "ping") { this.ws?.send("pong"); return; } switch (payload.e) { case "ACCOUNT_UPDATE": this.accountEvent.emit({ eventTime: payload.E, payload: payload.a }); break; case "ORDER_TRADE_UPDATE": this.orderEvent.emit({ eventTime: payload.E, payload: payload.o }); break; case "listenKeyExpired": this.handleListenKeyExpired(); break; default: break; } }; this.ws.onclose = () => { this.scheduleReconnect(); }; this.ws.onerror = () => { this.ws?.close(); }; } private async handleListenKeyExpired(): Promise { this.listenKey = null; await this.ensureListenKey(); this.openSocket(); } private scheduleReconnect(): void { if (!this.isRunning) return; if (this.reconnectTimeout) return; this.reconnectTimeout = setTimeout(() => { this.reconnectTimeout = null; this.openSocket(); }, RECONNECT_DELAY_MS); } } function updateAccountSnapshot(snapshot: AsterAccountSnapshot | null, event: { eventTime: number; payload: AccountUpdatePayload }): AsterAccountSnapshot | null { if (!snapshot) return snapshot; const next = deepCloneAccount(snapshot); if (!next) return snapshot; next.updateTime = event.eventTime; const balances = event.payload.B ?? []; for (const balance of balances) { const asset = balance.a; let assetEntry = next.assets.find((item) => item.asset === asset); if (!assetEntry) { assetEntry = { asset, walletBalance: "0", availableBalance: "0", updateTime: event.eventTime, }; next.assets.push(assetEntry); } if (balance.wb !== undefined) assetEntry.walletBalance = balance.wb; if (balance.cw !== undefined) assetEntry.crossWalletBalance = balance.cw; if (balance.bc !== undefined) assetEntry.availableBalance = balance.bc; assetEntry.updateTime = event.eventTime; } const positions = event.payload.P ?? []; const unrealizedTotals = positions.reduce((acc, item) => acc + parseFloat(item.up ?? "0"), 0); next.totalUnrealizedProfit = unrealizedTotals.toFixed(8); for (const position of positions) { const symbol = position.s; let positionEntry = next.positions.find((item) => item.symbol === symbol && item.positionSide === (position.ps as PositionSide)); if (!positionEntry) { positionEntry = { symbol, positionAmt: "0", entryPrice: "0", unrealizedProfit: "0", positionSide: position.ps as PositionSide, updateTime: event.eventTime, }; next.positions.push(positionEntry); } positionEntry.positionAmt = position.pa ?? positionEntry.positionAmt; positionEntry.entryPrice = position.ep ?? positionEntry.entryPrice; positionEntry.unrealizedProfit = position.up ?? positionEntry.unrealizedProfit; positionEntry.updateTime = event.eventTime; } return next; } function mergeOrderSnapshot(map: Map, order: AsterOrder): void { const rawId = order.orderId; if (rawId === undefined || rawId === null) return; const key = String(rawId); if (!key) return; if (FINAL_ORDER_STATUSES.has(order.status)) { map.delete(key); } else { map.set(key, { ...order, orderId: key }); } } export class AsterGateway { private readonly rest: AsterRestClient; private readonly publicStreams: AsterPublicStreams; private readonly userStream: AsterUserStream; private accountSnapshot: AsterAccountSnapshot | null = null; private readonly openOrders = new Map(); private positionSyncTimer: ReturnType | null = null; private positionSyncInFlight = false; private readonly accountEvent = new SimpleEvent(); private readonly ordersEvent = new SimpleEvent(); private readonly depthEvents = new Map>(); private readonly tickerEvents = new Map>(); private readonly klineEvents = new Map>(); private readonly klineStores = new Map(); private readonly klineRefreshTimers = new Map>(); private readonly klineInitialFetches = new Map>(); private initialized = false; private initializing: Promise | null = null; constructor(options: { apiKey?: string; apiSecret?: string } = {}) { this.rest = new AsterRestClient(options); this.publicStreams = new AsterPublicStreams(); this.userStream = new AsterUserStream(this.rest); this.userStream.onAccount((event) => { const updated = updateAccountSnapshot(this.accountSnapshot, event); if (updated) { this.accountSnapshot = updated; this.accountEvent.emit(updated); } }); this.userStream.onOrder((event) => { const order = toOrderFromEvent(event.payload); mergeOrderSnapshot(this.openOrders, order); this.ordersEvent.emit(Array.from(this.openOrders.values())); const execType = typeof event.payload?.x === "string" ? event.payload.x.toUpperCase() : ""; const status = typeof event.payload?.X === "string" ? event.payload.X.toUpperCase() : ""; if (execType === "TRADE" || status === "FILLED" || status === "PARTIALLY_FILLED") { void this.refreshPositions(); } }); this.userStream.onConnect(() => { void this.refreshSnapshots(); }); } async ensureInitialized(symbol: string): Promise { if (this.initialized) return; if (this.initializing) return this.initializing; this.initializing = (async () => { await this.refreshSnapshots(); this.initialized = true; await this.userStream.start(); this.startPositionSync(); })().catch((error) => { this.initializing = null; throw error; }); return this.initializing; } onAccount(listener: (snapshot: AsterAccountSnapshot) => void): void { this.accountEvent.add(listener); if (this.accountSnapshot) listener(this.accountSnapshot); } onOrders(listener: (orders: AsterOrder[]) => void): void { this.ordersEvent.add(listener); listener(Array.from(this.openOrders.values())); } onDepth(symbol: string, listener: (depth: AsterDepth) => void): void { const upper = symbol.toUpperCase(); let event = this.depthEvents.get(upper); if (!event) { event = new SimpleEvent(); this.depthEvents.set(upper, event); this.publicStreams.subscribeDepth(upper, (depth) => { event?.emit(depth); }); } event.add(listener); } onTicker(symbol: string, listener: (ticker: AsterTicker) => void): void { const upper = symbol.toUpperCase(); let event = this.tickerEvents.get(upper); if (!event) { event = new SimpleEvent(); this.tickerEvents.set(upper, event); this.publicStreams.subscribeTicker(upper, (ticker) => { event?.emit(ticker); }); } event.add(listener); } onKlines(symbol: string, interval: string, listener: (klines: AsterKline[]) => void): void { const upper = symbol.toUpperCase(); const key = `${upper}:${interval}`; let event = this.klineEvents.get(key); if (!event) { event = new SimpleEvent(); this.klineEvents.set(key, event); this.publicStreams.subscribeKline(symbol, interval, (kline) => { const storeKey = `${upper}:${interval}`; let store = this.klineStores.get(storeKey); if (!store) { store = []; this.klineStores.set(storeKey, store); } const index = store.findIndex((item) => item.openTime === kline.openTime); if (index >= 0) { store[index] = kline; } else { store.push(kline); store.sort((a, b) => a.openTime - b.openTime); if (store.length > DEFAULT_KLINE_LIMIT) { store.shift(); } } event?.emit([...store]); }); void this.ensureKlineSeed(upper, interval); } event.add(listener); const existing = this.klineStores.get(key); if (existing && existing.length) { listener([...existing]); } else { void this.ensureKlineSeed(upper, interval); } } private ensureKlineSeed(symbol: string, interval: string): Promise { const key = `${symbol}:${interval}`; const existing = this.klineInitialFetches.get(key); if (existing) return existing; const task = (async () => { try { const klines = await this.rest.getKlines(symbol, interval, DEFAULT_KLINE_LIMIT); klines.sort((a, b) => a.openTime - b.openTime); this.klineStores.set(key, klines); const event = this.klineEvents.get(key); if (event) { event.emit([...klines]); } } catch (error) { console.error("[AsterGateway] seed klines failed", error); } finally { this.startKlineRefresh(symbol, interval); } })(); this.klineInitialFetches.set(key, task); return task; } private startKlineRefresh(symbol: string, interval: string): void { const key = `${symbol}:${interval}`; if (this.klineRefreshTimers.has(key)) return; const timer = setInterval(async () => { try { const klines = await this.rest.getKlines(symbol, interval, DEFAULT_KLINE_LIMIT); klines.sort((a, b) => a.openTime - b.openTime); this.klineStores.set(key, klines); const event = this.klineEvents.get(key); if (event) { event.emit([...klines]); } } catch (error) { console.error("[AsterGateway] refresh klines failed", error); } }, KLINE_REFRESH_INTERVAL_MS); this.klineRefreshTimers.set(key, timer); } private async refreshSnapshots(): Promise { try { const account = await this.rest.getAccount(); let positions = account.positions ?? []; try { const latestPositions = await this.rest.getPositions(); if (Array.isArray(latestPositions) && latestPositions.length) { positions = latestPositions; } } catch (positionError) { console.error("[AsterGateway] 刷新持仓失败", positionError); } const normalizedPositions = clonePositions(positions); const snapshot: AsterAccountSnapshot = { ...account, positions: normalizedPositions, totalUnrealizedProfit: sumUnrealizedProfit(normalizedPositions), updateTime: Date.now(), }; this.accountSnapshot = snapshot; this.accountEvent.emit(snapshot); } catch (error) { console.error("[AsterGateway] 刷新账户信息失败", error); } try { const orders = await this.rest.getOpenOrders(); this.openOrders.clear(); orders.forEach((order) => mergeOrderSnapshot(this.openOrders, order)); this.ordersEvent.emit(Array.from(this.openOrders.values())); } catch (error) { console.error("[AsterGateway] 刷新挂单失败", error); } } private startPositionSync(): void { if (this.positionSyncTimer) return; const tick = () => { void this.refreshPositions(); }; void this.refreshPositions(); this.positionSyncTimer = setInterval(tick, POSITION_SYNC_INTERVAL_MS); } private async refreshPositions(): Promise { if (this.positionSyncInFlight) return; this.positionSyncInFlight = true; try { const positions = await this.rest.getPositions(); if (!Array.isArray(positions)) return; const normalizedPositions = clonePositions(positions); if (!this.accountSnapshot) { const snapshot: AsterAccountSnapshot = { canTrade: true, canDeposit: true, canWithdraw: true, updateTime: Date.now(), totalWalletBalance: "0", totalUnrealizedProfit: sumUnrealizedProfit(normalizedPositions), positions: normalizedPositions, assets: [], }; this.accountSnapshot = snapshot; this.accountEvent.emit(snapshot); return; } const nextSnapshot: AsterAccountSnapshot = { ...this.accountSnapshot, positions: normalizedPositions, totalUnrealizedProfit: sumUnrealizedProfit(normalizedPositions), updateTime: Date.now(), }; this.accountSnapshot = nextSnapshot; this.accountEvent.emit(nextSnapshot); } catch (error) { console.error("[AsterGateway] 同步持仓失败", error); } finally { this.positionSyncInFlight = false; } } getAccountSnapshot(): AsterAccountSnapshot | null { return this.accountSnapshot; } getOpenOrdersSnapshot(): AsterOrder[] { return Array.from(this.openOrders.values()); } async createOrder(params: CreateOrderParams): Promise { const order = await this.rest.createOrder(params); mergeOrderSnapshot(this.openOrders, order); this.ordersEvent.emit(Array.from(this.openOrders.values())); return order; } async cancelOrder(params: { symbol: string; orderId?: number; origClientOrderId?: string }): Promise { const result = await this.rest.cancelOrder(params); mergeOrderSnapshot(this.openOrders, result); this.ordersEvent.emit(Array.from(this.openOrders.values())); } async cancelOrders(params: { symbol: string; orderIdList?: Array; origClientOrderIdList?: string[] }): Promise { const results = await this.rest.cancelOrders(params); results.forEach((order) => mergeOrderSnapshot(this.openOrders, order)); this.ordersEvent.emit(Array.from(this.openOrders.values())); } async cancelAllOrders(params: { symbol: string }): Promise { await this.rest.cancelAllOrders(params); for (const [key, order] of Array.from(this.openOrders.entries())) { if (order.symbol === params.symbol) { this.openOrders.delete(key); } } this.ordersEvent.emit(Array.from(this.openOrders.values())); } }