mirror of
https://github.com/discountry/ritmex-bot.git
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discountry
12e8e3e064
- Revised the `.env.example` and `maker-points-guide.md` to reflect the updated token creation date from 2025-01-15 to 2026-01-15. - Enhanced the `order-coordinator.ts`, `order-schema.ts`, and `types.ts` files to support stop-loss and take-profit price parameters in order intents. - Updated the `StandxGateway` and `order.ts` to handle new stop-loss and take-profit parameters in order creation. - Improved the `MakerPointsEngine` to calculate stop-loss prices based on order type, enhancing order management capabilities.
633 lines
13 KiB
TypeScript
633 lines
13 KiB
TypeScript
export type StringBoolean = "true" | "false";
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export type OrderSide = "BUY" | "SELL";
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export type OrderType =
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| "LIMIT"
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| "MARKET"
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| "STOP"
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| "STOP_MARKET"
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| "TAKE_PROFIT"
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| "TAKE_PROFIT_MARKET"
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| "TRAILING_STOP_MARKET";
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export type PositionSide = "BOTH" | "LONG" | "SHORT";
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export type TimeInForce = "GTC" | "IOC" | "FOK" | "GTX";
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export interface CreateOrderParams {
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symbol: string;
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side: OrderSide;
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type: OrderType;
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quantity?: number;
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price?: number;
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stopPrice?: number;
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activationPrice?: number;
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callbackRate?: number;
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timeInForce?: TimeInForce;
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reduceOnly?: StringBoolean;
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closePosition?: StringBoolean;
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triggerType?: "UNSPECIFIED" | "TAKE_PROFIT" | "STOP_LOSS";
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// StandX TPSL 参数
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slPrice?: number; // 止损价格
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tpPrice?: number; // 止盈价格
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}
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export interface AsterAccountPosition {
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symbol: string;
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positionAmt: string;
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entryPrice: string;
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unrealizedProfit: string;
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positionSide: PositionSide;
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updateTime: number;
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initialMargin?: string;
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maintMargin?: string;
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positionInitialMargin?: string;
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openOrderInitialMargin?: string;
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leverage?: string;
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isolated?: boolean;
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maxNotional?: string;
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marginType?: string;
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isolatedMargin?: string;
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isAutoAddMargin?: string;
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liquidationPrice?: string;
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markPrice?: string;
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}
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export interface GrvtOrderLeg {
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instrument: string;
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size: string;
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limit_price?: string;
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is_buying_asset?: boolean;
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}
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export type GrvtTimeInForce =
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| "GOOD_TILL_TIME"
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| "ALL_OR_NONE"
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| "IMMEDIATE_OR_CANCEL"
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| "FILL_OR_KILL";
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export interface GrvtOrderMetadata {
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client_order_id?: string;
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create_time?: string;
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broker?: string | null;
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trigger?: GrvtTriggerMetadata;
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}
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export interface GrvtOrderState {
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status?: string;
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reject_reason?: string | null;
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book_size?: string[];
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traded_size?: string[];
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update_time?: string;
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avg_fill_price?: string[];
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}
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export interface GrvtOrder {
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order_id: string;
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client_order_id?: string;
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sub_account_id?: string;
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is_market?: boolean;
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time_in_force?: GrvtTimeInForce;
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post_only?: boolean;
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reduce_only?: boolean;
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legs?: GrvtOrderLeg[];
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metadata?: GrvtOrderMetadata;
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state?: GrvtOrderState;
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instrument?: string;
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}
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export interface GrvtTrade {
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price: string;
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size: string;
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taker_side: "BUY" | "SELL";
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timestamp: string;
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}
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export interface GrvtTradeHistoryResponse {
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result?: GrvtTrade[];
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}
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export interface GrvtWebsocketMessage<T> {
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stream: string;
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selector: string;
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sequence_number?: string;
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feed: T;
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}
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export interface GrvtOrderUpdateFeed {
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order_id: string;
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client_order_id?: string;
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sub_account_id?: string;
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state?: GrvtOrderState;
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traded_size?: string[];
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update_time?: string;
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}
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export interface GrvtPositionUpdateFeed {
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instrument: string;
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size: string;
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entry_price?: string;
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mark_price?: string;
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unrealized_pnl?: string;
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sub_account_id?: string;
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update_time?: string;
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}
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export interface GrvtDepthUpdateFeed {
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instrument: string;
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bids: GrvtDepthLevel[];
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asks: GrvtDepthLevel[];
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event_time?: string;
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}
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export interface GrvtTickerUpdateFeed {
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instrument: string;
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mark_price?: string;
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last_trade_price?: string;
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best_bid_price?: string;
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best_ask_price?: string;
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volume_24h?: string;
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}
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export interface GrvtOpenOrdersResponse {
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result?: GrvtOrder[];
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}
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export interface GrvtPositionsResponse {
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result?: GrvtPosition[];
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}
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export interface GrvtPosition {
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instrument: string;
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size: string;
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entry_price?: string;
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mark_price?: string;
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unrealized_pnl?: string;
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}
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export interface GrvtAccountSnapshot {
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total_unrealized_pnl?: string;
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positions: GrvtPosition[];
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settle_currency?: string;
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available_balance?: string;
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}
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export interface GrvtBalancesResponse {
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result?: {
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total_unrealized_pnl?: string;
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positions?: GrvtPosition[];
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};
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}
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export interface GrvtDepthLevel {
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price: string;
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size: string;
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}
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export interface GrvtDepth {
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instrument: string;
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event_time?: string;
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bids: GrvtDepthLevel[];
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asks: GrvtDepthLevel[];
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}
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export interface GrvtTicker {
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instrument: string;
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mark_price?: string;
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last_trade_price?: string;
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best_bid_price?: string;
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best_ask_price?: string;
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volume_24h?: string;
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}
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export interface GrvtKline {
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open_time: number;
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close_time: number;
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open: string;
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high: string;
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low: string;
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close: string;
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volume: string;
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number_of_trades?: number;
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}
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export interface GrvtSignature {
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signer: string;
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r: string;
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s: string;
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v: number;
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expiration: string;
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nonce: number;
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}
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export interface GrvtUnsignedOrderLeg {
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instrument: string;
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size: string;
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limit_price?: string;
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is_buying_asset: boolean;
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}
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export interface GrvtTriggerMetadata {
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trigger_type: "UNSPECIFIED" | "TAKE_PROFIT" | "STOP_LOSS";
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tpsl: {
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trigger_by: "UNSPECIFIED" | "INDEX" | "LAST" | "MID" | "MARK";
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trigger_price: string;
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close_position: boolean;
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};
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}
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export interface GrvtOrderMetadataInput {
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client_order_id: string;
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trigger?: GrvtTriggerMetadata;
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broker?: string | null;
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}
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export interface GrvtUnsignedOrder {
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sub_account_id: string;
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is_market: boolean;
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time_in_force: GrvtTimeInForce;
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post_only: boolean;
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reduce_only: boolean;
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legs: GrvtUnsignedOrderLeg[];
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metadata: GrvtOrderMetadataInput;
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}
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export interface GrvtSignedOrder extends GrvtUnsignedOrder {
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signature: GrvtSignature;
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}
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export interface AsterAccountAsset {
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asset: string;
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walletBalance: string;
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availableBalance: string;
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updateTime: number;
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assetId?: number;
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unrealizedProfit?: string;
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marginBalance?: string;
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maintMargin?: string;
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initialMargin?: string;
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positionInitialMargin?: string;
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openOrderInitialMargin?: string;
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crossWalletBalance?: string;
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crossUnPnl?: string;
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maxWithdrawAmount?: string;
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marginAvailable?: boolean;
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}
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export interface AsterAccountSnapshot {
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canTrade: boolean;
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canDeposit: boolean;
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canWithdraw: boolean;
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updateTime: number;
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totalWalletBalance: string;
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totalUnrealizedProfit: string;
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totalMarginBalance?: string;
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totalInitialMargin?: string;
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totalMaintMargin?: string;
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totalPositionInitialMargin?: string;
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totalOpenOrderInitialMargin?: string;
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totalCrossWalletBalance?: string;
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totalCrossUnPnl?: string;
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availableBalance?: string;
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maxWithdrawAmount?: string;
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positions: AsterAccountPosition[];
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assets: AsterAccountAsset[];
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marketType?: "perp" | "spot";
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baseAsset?: string;
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quoteAsset?: string;
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baseAssetId?: number;
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quoteAssetId?: number;
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}
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export interface AsterDepthLevel extends Array<string> {
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0: string; // price
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1: string; // quantity
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}
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export interface AsterDepth {
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lastUpdateId: number;
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bids: AsterDepthLevel[];
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asks: AsterDepthLevel[];
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eventTime?: number;
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eventType?: string;
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tradeTime?: number;
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symbol?: string;
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}
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export interface AsterTicker {
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symbol: string;
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lastPrice: string;
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openPrice: string;
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highPrice: string;
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lowPrice: string;
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volume: string;
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quoteVolume: string;
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eventTime?: number;
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eventType?: string;
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priceChange?: string;
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priceChangePercent?: string;
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weightedAvgPrice?: string;
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bidPrice?: string;
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askPrice?: string;
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markPrice?: string;
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lastQty?: string;
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openTime?: number;
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closeTime?: number;
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firstId?: number;
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lastId?: number;
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count?: number;
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}
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export interface AsterSpotRateLimit {
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rateLimitType: string;
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interval: string;
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intervalNum: number;
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limit: number;
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}
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export interface AsterSpotExchangeFilter {
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filterType: string;
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[key: string]: string | number | boolean | undefined;
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}
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export interface AsterFuturesSymbolFilter {
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filterType: string;
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tickSize?: string;
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stepSize?: string;
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minPrice?: string;
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maxPrice?: string;
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minQty?: string;
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maxQty?: string;
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[key: string]: string | number | boolean | undefined;
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}
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export interface AsterFuturesSymbolInfo {
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symbol: string;
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pair?: string;
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contractType?: string;
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pricePrecision?: number;
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quantityPrecision?: number;
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baseAssetPrecision?: number;
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quotePrecision?: number;
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underlyingType?: string;
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filters?: AsterFuturesSymbolFilter[];
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}
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export interface AsterFuturesExchangeInfo {
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timezone?: string;
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serverTime?: number;
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symbols?: AsterFuturesSymbolInfo[];
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}
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export interface AsterSpotAssetInfo {
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asset: string;
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}
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export interface AsterSpotSymbolInfo {
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symbol: string;
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status: string;
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baseAsset: string;
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quoteAsset: string;
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baseAssetPrecision?: number;
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quotePrecision?: number;
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pricePrecision?: number;
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quantityPrecision?: number;
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orderTypes: string[];
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timeInForce: string[];
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ocoAllowed: boolean;
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filters: AsterSpotExchangeFilter[];
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}
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export interface AsterSpotExchangeInfo {
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timezone: string;
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serverTime: number;
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rateLimits: AsterSpotRateLimit[];
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exchangeFilters: AsterSpotExchangeFilter[];
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assets?: AsterSpotAssetInfo[];
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symbols: AsterSpotSymbolInfo[];
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}
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export interface AsterSpotDepth {
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lastUpdateId: number;
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E?: number;
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T?: number;
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bids: AsterDepthLevel[];
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asks: AsterDepthLevel[];
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}
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export interface AsterSpotTrade {
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id: number;
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price: string;
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qty: string;
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baseQty?: string;
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quoteQty?: string;
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time: number;
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isBuyerMaker: boolean;
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}
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export interface AsterSpotHistoricalTrade extends AsterSpotTrade {
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isBestMatch?: boolean;
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}
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export interface AsterSpotAggTrade {
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a: number;
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p: string;
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q: string;
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f: number;
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l: number;
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T: number;
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m: boolean;
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M?: boolean;
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}
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export interface AsterSpotKline {
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openTime: number;
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open: string;
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high: string;
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low: string;
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close: string;
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volume: string;
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closeTime: number;
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quoteAssetVolume: string;
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numberOfTrades: number;
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takerBuyBaseAssetVolume: string;
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takerBuyQuoteAssetVolume: string;
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}
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export interface AsterSpotTicker24h {
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symbol: string;
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priceChange: string;
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priceChangePercent: string;
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weightedAvgPrice: string;
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prevClosePrice: string;
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lastPrice: string;
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lastQty: string;
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bidPrice: string;
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bidQty: string;
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askPrice: string;
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askQty: string;
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openPrice: string;
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highPrice: string;
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lowPrice: string;
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volume: string;
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quoteVolume: string;
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openTime: number;
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closeTime: number;
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firstId: number;
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lastId: number;
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count: number;
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baseAsset?: string;
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quoteAsset?: string;
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}
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export interface AsterSpotPriceTicker {
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symbol: string;
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price: string;
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time?: number;
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}
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export interface AsterSpotBookTicker {
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symbol: string;
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bidPrice: string;
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bidQty: string;
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askPrice: string;
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askQty: string;
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time?: number;
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}
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export interface AsterSpotCommissionRate {
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symbol: string;
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makerCommissionRate: string;
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takerCommissionRate: string;
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}
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export interface CreateSpotOrderParams {
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symbol: string;
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side: OrderSide;
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type: OrderType;
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timeInForce?: TimeInForce;
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quantity?: number | string;
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quoteOrderQty?: number | string;
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price?: number | string;
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newClientOrderId?: string;
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stopPrice?: number | string;
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recvWindow?: number;
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}
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export interface CancelSpotOrderParams {
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symbol: string;
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orderId?: number | string;
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origClientOrderId?: string;
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recvWindow?: number;
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}
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export interface QuerySpotOrderParams extends CancelSpotOrderParams {}
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export interface SpotOpenOrdersParams {
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symbol?: string;
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recvWindow?: number;
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orderIdList?: Array<number | string>;
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origClientOrderIdList?: string[];
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}
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export interface SpotAllOrdersParams {
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symbol: string;
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orderId?: number;
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startTime?: number;
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endTime?: number;
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limit?: number;
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recvWindow?: number;
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}
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export interface AsterSpotAccountBalance {
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asset: string;
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free: string;
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locked: string;
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}
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export interface AsterSpotAccount {
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feeTier: number;
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canTrade: boolean;
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canDeposit: boolean;
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canWithdraw: boolean;
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canBurnAsset?: boolean;
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updateTime: number;
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makerCommission?: string;
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takerCommission?: string;
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buyerCommission?: string;
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sellerCommission?: string;
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balances: AsterSpotAccountBalance[];
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}
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export interface SpotUserTradesParams {
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symbol?: string;
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orderId?: number;
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startTime?: number;
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endTime?: number;
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fromId?: number;
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limit?: number;
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recvWindow?: number;
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}
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export interface AsterSpotUserTrade {
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symbol: string;
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id: number;
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orderId: number;
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side: OrderSide;
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price: string;
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qty: string;
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quoteQty?: string;
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commission: string;
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commissionAsset: string;
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time: number;
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counterpartyId?: number;
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maker: boolean;
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buyer: boolean;
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}
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export interface AsterKline {
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eventType?: string;
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eventTime?: number;
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symbol?: string;
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interval?: string;
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openTime: number;
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open: string;
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high: string;
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low: string;
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close: string;
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volume: string;
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closeTime: number;
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firstTradeId?: number;
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lastTradeId?: number;
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quoteAssetVolume?: string;
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numberOfTrades: number;
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takerBuyBaseAssetVolume?: string;
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takerBuyQuoteAssetVolume?: string;
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isClosed?: boolean;
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}
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export interface AsterOrder {
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orderId: number | string;
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clientOrderId: string;
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symbol: string;
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side: OrderSide;
|
|
type: OrderType;
|
|
status: string;
|
|
price: string;
|
|
origQty: string;
|
|
executedQty: string;
|
|
stopPrice: string;
|
|
time: number;
|
|
updateTime: number;
|
|
reduceOnly: boolean;
|
|
closePosition: boolean;
|
|
workingType?: string;
|
|
activationPrice?: string;
|
|
avgPrice?: string;
|
|
cumQuote?: string;
|
|
origType?: string;
|
|
positionSide?: PositionSide;
|
|
timeInForce?: TimeInForce;
|
|
activatePrice?: string;
|
|
priceRate?: string;
|
|
priceProtect?: boolean;
|
|
}
|