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1033 lines
33 KiB
TypeScript
1033 lines
33 KiB
TypeScript
import ccxt, {
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type Balances,
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type Order as CcxtOrder,
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type OrderBook as CcxtOrderBook,
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type OHLCV as CcxtOhlcv,
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type Ticker as CcxtTicker,
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} from "ccxt";
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import { createRequire } from "module";
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import type {
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AsterAccountAsset,
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AsterAccountSnapshot,
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AsterDepth,
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AsterKline,
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AsterOrder,
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AsterTicker,
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CreateOrderParams,
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OrderType,
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} from "../types";
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import type {
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AccountListener,
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DepthListener,
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KlineListener,
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OrderListener,
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TickerListener,
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} from "../adapter";
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import { extractMessage } from "../../utils/errors";
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const require = createRequire(import.meta.url);
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function loadCcxtPro(): any | null {
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try {
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// eslint-disable-next-line @typescript-eslint/no-var-requires
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const mod = require("ccxt.pro");
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return mod?.default ?? mod;
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} catch (_error) {
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return null;
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}
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}
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export interface ParadexGatewayOptions {
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symbol: string;
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displaySymbol: string;
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privateKey?: string;
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walletAddress?: string;
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paradexAccount?: {
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privateKey: string;
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publicKey: string;
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address: string;
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};
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sandbox?: boolean;
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logger?: (context: string, error: unknown) => void;
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pollIntervals?: {
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account?: number;
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orders?: number;
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depth?: number;
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ticker?: number;
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klines?: number;
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};
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usePro?: boolean;
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watchReconnectDelayMs?: number;
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}
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interface ProLoopControl {
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running: boolean;
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}
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type ParadexPollingConfig = {
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account: number;
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orders: number;
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depth: number;
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ticker: number;
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klines: number;
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};
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export class ParadexGateway {
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private readonly exchange: any;
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private readonly hasPro: boolean;
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private readonly symbol: string;
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private marketSymbol: string;
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private readonly displaySymbol: string;
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private readonly logger: (context: string, error: unknown) => void;
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private readonly pollIntervals: ParadexPollingConfig;
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private readonly reconnectDelayMs: number;
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private initialized = false;
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private initPromise: Promise<void> | null = null;
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private destroyed = false;
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private onboardingChecked = false;
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private accountListeners = new Set<AccountListener>();
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private orderListeners = new Set<OrderListener>();
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private depthListeners = new Set<DepthListener>();
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private tickerListeners = new Set<TickerListener>();
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private klineListeners = new Map<string, Set<KlineListener>>();
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private readonly localOrders = new Map<string, AsterOrder>();
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private lastBalanceSnapshot: AsterAccountSnapshot | null = null;
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private accountPollTimer: NodeJS.Timeout | null = null;
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private orderPollTimer: NodeJS.Timeout | null = null;
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private depthPollTimer: NodeJS.Timeout | null = null;
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private tickerPollTimer: NodeJS.Timeout | null = null;
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private klinePollTimers = new Map<string, NodeJS.Timeout>();
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private proLoops = new Map<string, ProLoopControl>();
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private klineProLoops = new Map<string, ProLoopControl>();
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constructor(options: ParadexGatewayOptions) {
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this.symbol = options.symbol;
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this.marketSymbol = this.symbol;
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this.displaySymbol = options.displaySymbol;
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this.logger = options.logger ?? ((context, error) => console.error(`[ParadexGateway] ${context}:`, error));
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this.pollIntervals = {
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account: options.pollIntervals?.account ?? 5000,
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orders: options.pollIntervals?.orders ?? 2000,
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depth: options.pollIntervals?.depth ?? 1000,
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ticker: options.pollIntervals?.ticker ?? 2000,
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klines: options.pollIntervals?.klines ?? 5000,
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};
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this.reconnectDelayMs = options.watchReconnectDelayMs ?? 2000;
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const ccxtProModule = options.usePro === false ? null : loadCcxtPro();
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this.hasPro = Boolean(ccxtProModule && ccxtProModule.paradex);
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const ExchangeCtor = this.hasPro ? ccxtProModule.paradex : (ccxt as any).paradex;
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const exchangeOptions: Record<string, unknown> = {
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enableRateLimit: true,
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timeout: 30000,
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sandboxMode: options.sandbox ?? false,
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};
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if (options.privateKey) {
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exchangeOptions.privateKey = options.privateKey;
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}
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exchangeOptions.walletAddress = options.walletAddress;
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this.exchange = new ExchangeCtor(exchangeOptions);
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}
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async ensureInitialized(symbol?: string): Promise<void> {
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if (this.destroyed) {
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throw new Error("Paradex gateway destroyed");
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}
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if (this.initialized) {
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if (symbol && symbol.toUpperCase() !== this.marketSymbol) {
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const resolved = this.resolveMarketSymbol(symbol.toUpperCase());
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if (!resolved) {
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throw new Error(`Symbol ${symbol} not found in Paradex markets`);
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}
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this.marketSymbol = resolved;
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}
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return;
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}
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if (this.initPromise) return this.initPromise;
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this.initPromise = this.doInitialize(symbol)
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.then((value) => {
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this.initialized = true;
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return value;
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})
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.catch((error) => {
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this.initPromise = null;
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throw error;
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});
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return this.initPromise;
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}
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private async doInitialize(symbol?: string): Promise<void> {
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try {
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await this.exchange.loadMarkets();
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const requested = symbol ?? this.symbol;
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const resolved = this.resolveMarketSymbol(requested);
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if (!resolved) {
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throw new Error(`Symbol ${requested} not found in Paradex markets`);
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}
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this.marketSymbol = resolved;
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await this.verifyAccountAccess();
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this.logger("initialize", `Paradex gateway initialized for ${this.marketSymbol}${this.hasPro ? " (pro)" : ""}`);
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} catch (error) {
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this.logger("initialize", error);
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throw error;
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}
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}
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private resolveMarketSymbol(requested: string): string | null {
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const symbol = (requested ?? "").trim();
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if (!symbol) {
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return null;
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}
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const markets = this.exchange.markets ?? {};
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const marketsById = this.exchange.markets_by_id ?? {};
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if (markets[symbol]) {
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return markets[symbol].symbol;
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}
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if (typeof this.exchange.market === "function") {
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try {
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const market = this.exchange.market(symbol);
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if (market?.symbol) {
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return market.symbol;
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}
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} catch {
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/* ignore */
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}
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}
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const lower = symbol.toLowerCase();
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for (const candidate of this.exchange.symbols ?? []) {
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if (candidate.toLowerCase() === lower && markets[candidate]) {
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return markets[candidate].symbol;
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}
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}
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if (marketsById[symbol]) {
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const entry = marketsById[symbol];
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if (Array.isArray(entry) && entry.length > 0) {
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return (entry[0] as any).symbol ?? null;
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}
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return (entry as any).symbol ?? null;
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}
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for (const [id, market] of Object.entries(marketsById)) {
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if (id.toLowerCase() === lower) {
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if (Array.isArray(market) && market.length > 0) {
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return (market[0] as any).symbol ?? null;
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}
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return (market as any).symbol ?? null;
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}
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}
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return null;
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}
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destroy(): void {
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this.destroyed = true;
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for (const [, control] of this.proLoops) {
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control.running = false;
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}
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for (const [, control] of this.klineProLoops) {
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control.running = false;
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}
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this.clearPolling();
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if (typeof this.exchange.close === "function") {
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try {
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void this.exchange.close();
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} catch (error) {
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this.logger("destroy", error);
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}
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}
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}
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private clearPolling(): void {
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if (this.accountPollTimer) {
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clearInterval(this.accountPollTimer);
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this.accountPollTimer = null;
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}
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if (this.orderPollTimer) {
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clearInterval(this.orderPollTimer);
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this.orderPollTimer = null;
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}
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if (this.depthPollTimer) {
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clearInterval(this.depthPollTimer);
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this.depthPollTimer = null;
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}
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if (this.tickerPollTimer) {
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clearInterval(this.tickerPollTimer);
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this.tickerPollTimer = null;
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}
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for (const timer of this.klinePollTimers.values()) {
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clearInterval(timer);
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}
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this.klinePollTimers.clear();
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}
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onAccount(callback: AccountListener): void {
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this.accountListeners.add(callback);
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if (this.lastBalanceSnapshot) {
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try {
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callback(this.lastBalanceSnapshot);
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} catch (error) {
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this.logger("accountReplay", error);
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}
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}
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if (this.hasPro) {
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this.startProLoop("account", () => this.watchAccountLoop());
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} else {
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this.startAccountPolling();
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}
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}
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onOrders(callback: OrderListener): void {
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this.orderListeners.add(callback);
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this.emitCurrentOrders();
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if (this.hasPro) {
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this.startProLoop("orders", () => this.watchOrdersLoop());
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} else {
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this.startOrderPolling();
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}
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}
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onDepth(callback: DepthListener): void {
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this.depthListeners.add(callback);
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if (this.hasPro) {
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this.startProLoop("depth", () => this.watchDepthLoop());
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} else {
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this.startDepthPolling();
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}
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}
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onTicker(callback: TickerListener): void {
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this.tickerListeners.add(callback);
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if (this.hasPro) {
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this.startProLoop("ticker", () => this.watchTickerLoop());
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} else {
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this.startTickerPolling();
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}
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}
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watchKlines(interval: string, callback: KlineListener): void {
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const normalizedInterval = this.normalizeInterval(interval);
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if (!this.klineListeners.has(normalizedInterval)) {
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this.klineListeners.set(normalizedInterval, new Set());
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}
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this.klineListeners.get(normalizedInterval)?.add(callback);
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if (this.hasPro) {
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this.startKlineProLoop(normalizedInterval);
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} else {
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this.startKlinePolling(normalizedInterval);
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}
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}
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private startProLoop(key: string, pump: () => Promise<void>): void {
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if (this.proLoops.has(key)) return;
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const control: ProLoopControl = { running: true };
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this.proLoops.set(key, control);
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void this.runProLoop(key, control, pump);
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}
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private async runProLoop(key: string, control: ProLoopControl, pump: () => Promise<void>): Promise<void> {
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while (!this.destroyed && control.running) {
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try {
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await this.ensureInitialized();
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await pump();
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} catch (error) {
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this.logger(`${key}Loop`, error);
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await this.sleep(this.reconnectDelayMs);
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}
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}
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this.proLoops.delete(key);
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}
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private startKlineProLoop(interval: string): void {
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if (this.klineProLoops.has(interval)) return;
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const control: ProLoopControl = { running: true };
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this.klineProLoops.set(interval, control);
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void this.runKlineProLoop(interval, control);
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}
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private async runKlineProLoop(interval: string, control: ProLoopControl): Promise<void> {
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const key = `klines:${interval}`;
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while (!this.destroyed && control.running) {
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try {
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await this.ensureInitialized();
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if (!this.klineListeners.get(interval)?.size) {
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await this.sleep(500);
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continue;
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}
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const raw = (await this.exchange.watchOHLCV(this.marketSymbol, interval)) as unknown;
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const candles = Array.isArray(raw) && Array.isArray(raw[0]) ? (raw as CcxtOhlcv[]) : [raw as CcxtOhlcv];
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const klines = candles
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.filter((candle) => Array.isArray(candle) && candle.length >= 6)
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.map((candle) => this.mapOHLCVToKline(candle as CcxtOhlcv, interval));
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for (const listener of this.klineListeners.get(interval) ?? []) {
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listener(klines);
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}
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} catch (error) {
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this.logger(key, error);
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await this.sleep(this.reconnectDelayMs);
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}
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}
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this.klineProLoops.delete(interval);
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}
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private async watchAccountLoop(): Promise<void> {
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if (!this.accountListeners.size) {
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await this.sleep(500);
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return;
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}
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await this.fetchAndEmitAccount();
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const hasWatchPositions = typeof (this.exchange as any).watchPositions === "function";
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if (hasWatchPositions) {
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try {
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const raw = await (this.exchange as any).watchPositions([this.marketSymbol]);
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this.logger("watchPositionsRaw", JSON.stringify(raw));
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if (Array.isArray(raw)) {
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const snapshot = this.mapBalanceToAccountSnapshotFromPositions(raw);
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this.lastBalanceSnapshot = snapshot;
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for (const listener of this.accountListeners) {
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listener(snapshot);
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}
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}
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} catch (error) {
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this.logger("watchPositions", error);
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}
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}
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await this.sleep(this.pollIntervals.account);
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}
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private async watchOrdersLoop(): Promise<void> {
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if (!this.orderListeners.size) {
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await this.sleep(500);
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return;
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}
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const rawSymbol = this.exchange.marketId(this.displaySymbol) ?? this.marketSymbol;
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const raw = (await this.exchange.watchOrders(rawSymbol)) as unknown;
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const ordersArray = Array.isArray(raw) ? (raw as CcxtOrder[]) : [raw as CcxtOrder];
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this.updateOrdersFromRemote(ordersArray, []);
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}
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private async watchDepthLoop(): Promise<void> {
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if (!this.depthListeners.size) {
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await this.sleep(500);
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return;
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}
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const depth = (await this.exchange.watchOrderBook(this.marketSymbol, 50)) as CcxtOrderBook;
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const mapped = this.mapOrderBookToDepth(depth);
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for (const listener of this.depthListeners) {
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listener(mapped);
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}
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}
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private async watchTickerLoop(): Promise<void> {
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if (!this.tickerListeners.size) {
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await this.sleep(500);
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return;
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}
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const ticker = (await this.exchange.watchTicker(this.marketSymbol)) as CcxtTicker;
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const mapped = this.mapTickerToAsterTicker(ticker);
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for (const listener of this.tickerListeners) {
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listener(mapped);
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}
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}
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private startAccountPolling(): void {
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if (this.accountPollTimer) return;
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const poll = async () => {
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try {
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await this.ensureInitialized();
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await this.fetchAndEmitAccount();
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} catch (error) {
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this.logger("accountPoll", error);
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}
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};
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void poll();
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this.accountPollTimer = setInterval(() => void poll(), this.pollIntervals.account);
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}
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private startOrderPolling(): void {
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if (this.orderPollTimer) return;
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const poll = async () => {
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try {
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await this.ensureInitialized();
|
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let openOrders: CcxtOrder[] = [];
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let closedOrders: CcxtOrder[] = [];
|
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|
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try {
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openOrders = (await this.exchange.fetchOpenOrders(this.marketSymbol)) as CcxtOrder[];
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} catch (error) {
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this.logger("orderPollOpen", error);
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}
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|
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try {
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closedOrders = (await this.exchange.fetchClosedOrders(
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this.marketSymbol,
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undefined,
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50
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)) as CcxtOrder[];
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} catch (error) {
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this.logger("orderPollClosed", error);
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}
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this.updateOrdersFromRemote(openOrders, closedOrders);
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} catch (error) {
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this.logger("orderPoll", error);
|
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this.emitCurrentOrders();
|
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}
|
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};
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void poll();
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this.orderPollTimer = setInterval(() => void poll(), this.pollIntervals.orders);
|
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}
|
|
|
|
private startDepthPolling(): void {
|
|
if (this.depthPollTimer) return;
|
|
const poll = async () => {
|
|
try {
|
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await this.ensureInitialized();
|
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const orderbook = (await this.exchange.fetchOrderBook(this.marketSymbol, 50)) as CcxtOrderBook;
|
|
const depth = this.mapOrderBookToDepth(orderbook);
|
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for (const listener of this.depthListeners) {
|
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listener(depth);
|
|
}
|
|
} catch (error) {
|
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this.logger("depthPoll", error);
|
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}
|
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};
|
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void poll();
|
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this.depthPollTimer = setInterval(() => void poll(), this.pollIntervals.depth);
|
|
}
|
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|
|
private startTickerPolling(): void {
|
|
if (this.tickerPollTimer) return;
|
|
const poll = async () => {
|
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try {
|
|
await this.ensureInitialized();
|
|
const ticker = (await this.exchange.fetchTicker(this.marketSymbol)) as CcxtTicker;
|
|
const mapped = this.mapTickerToAsterTicker(ticker);
|
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for (const listener of this.tickerListeners) {
|
|
listener(mapped);
|
|
}
|
|
} catch (error) {
|
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this.logger("tickerPoll", error);
|
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}
|
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};
|
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void poll();
|
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this.tickerPollTimer = setInterval(() => void poll(), this.pollIntervals.ticker);
|
|
}
|
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|
|
private startKlinePolling(interval: string): void {
|
|
if (this.klinePollTimers.has(interval)) return;
|
|
const poll = async () => {
|
|
try {
|
|
await this.ensureInitialized();
|
|
const ohlcv = (await this.exchange.fetchOHLCV(this.marketSymbol, interval, undefined, 100)) as CcxtOhlcv[];
|
|
const klines = ohlcv
|
|
.filter((candle) => Array.isArray(candle) && candle.length >= 6)
|
|
.map((candle) => this.mapOHLCVToKline(candle as CcxtOhlcv, interval));
|
|
for (const listener of this.klineListeners.get(interval) ?? []) {
|
|
listener(klines);
|
|
}
|
|
} catch (error) {
|
|
this.logger(`klinePoll:${interval}`, error);
|
|
}
|
|
};
|
|
void poll();
|
|
this.klinePollTimers.set(interval, setInterval(() => void poll(), this.pollIntervals.klines));
|
|
}
|
|
|
|
async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
|
|
await this.ensureInitialized(params.symbol);
|
|
const symbol = this.marketSymbol;
|
|
const type = this.mapOrderTypeToCcxt(params.type);
|
|
const side = params.side.toLowerCase();
|
|
let amount = params.quantity;
|
|
const price = params.price;
|
|
|
|
const extraParams: Record<string, unknown> = {};
|
|
if (params.stopPrice !== undefined) extraParams.stopPrice = params.stopPrice;
|
|
if (params.timeInForce) extraParams.timeInForce = params.timeInForce;
|
|
if (params.reduceOnly !== undefined) {
|
|
extraParams.reduceOnly = params.reduceOnly === "true";
|
|
}
|
|
if (params.closePosition !== undefined) {
|
|
// propagate closePosition flag to the exchange params when provided
|
|
(extraParams as any).closePosition = params.closePosition === "true";
|
|
}
|
|
|
|
// Normalize amount for Paradex according to market precision/limits.
|
|
// Particularly important for STOP_MARKET closePosition orders where rounding
|
|
// upstream may result in 0 due to larger strategy qtyStep.
|
|
try {
|
|
const market = typeof (this.exchange as any).market === "function"
|
|
? (this.exchange as any).market(symbol)
|
|
: (this.exchange.markets ?? {})[symbol];
|
|
const precisionDigits = Number((market?.precision?.amount ?? market?.amountPrecision));
|
|
const limitMin = Number(market?.limits?.amount?.min);
|
|
// Only trust explicit exchange min limit; do NOT infer 1 from precision=0
|
|
const minAmount = Number.isFinite(limitMin) && limitMin > 0 ? limitMin : undefined;
|
|
|
|
// If closePosition is requested and amount is missing or too small, bump to minimum allowed
|
|
const isClosePosition = (extraParams as any).closePosition === true;
|
|
if (isClosePosition) {
|
|
const current = Number(amount);
|
|
if (!Number.isFinite(current) || current <= 0 || (minAmount !== undefined && current < minAmount)) {
|
|
amount = (minAmount as number) ?? 1e-5; // fallback if market data is missing
|
|
}
|
|
}
|
|
|
|
// Quantize to exchange precision if helper is available
|
|
if (!isClosePosition && typeof (this.exchange as any).amountToPrecision === "function" && Number.isFinite(Number(amount))) {
|
|
amount = Number((this.exchange as any).amountToPrecision(symbol, amount));
|
|
}
|
|
} catch (_normalizeError) {
|
|
// Swallow precision normalization errors and let exchange validation surface if any
|
|
}
|
|
|
|
try {
|
|
const isClosePosition = (extraParams as any).closePosition === true;
|
|
// When closePosition is true, many exchanges (incl. Paradex) accept omitting amount
|
|
// and will close the entire position. Passing a larger min amount may violate reduceOnly.
|
|
const amountArg: any = isClosePosition ? undefined : amount;
|
|
const order = (await this.exchange.createOrder(
|
|
symbol,
|
|
type,
|
|
side,
|
|
amountArg,
|
|
price,
|
|
extraParams
|
|
)) as CcxtOrder;
|
|
const mapped = this.mapOrderToAsterOrder(order);
|
|
this.upsertLocalOrder(mapped);
|
|
return mapped;
|
|
} catch (error) {
|
|
throw new Error(`Paradex createOrder failed: ${extractMessage(error)}`);
|
|
}
|
|
}
|
|
|
|
async cancelOrder(params: { symbol: string; orderId: number | string }): Promise<void> {
|
|
await this.ensureInitialized(params.symbol);
|
|
try {
|
|
await this.exchange.cancelOrder(params.orderId, this.marketSymbol);
|
|
this.removeLocalOrder(String(params.orderId));
|
|
} catch (error) {
|
|
throw new Error(`Paradex cancelOrder failed: ${extractMessage(error)}`);
|
|
}
|
|
}
|
|
|
|
async cancelOrders(params: { symbol: string; orderIdList: Array<number | string> }): Promise<void> {
|
|
await this.ensureInitialized(params.symbol);
|
|
const errors: Array<{ id: number | string; error: unknown }> = [];
|
|
await Promise.all(
|
|
params.orderIdList.map(async (orderId) => {
|
|
try {
|
|
await this.exchange.cancelOrder(orderId, this.marketSymbol);
|
|
this.removeLocalOrder(String(orderId));
|
|
} catch (error) {
|
|
errors.push({ id: orderId, error });
|
|
}
|
|
})
|
|
);
|
|
if (errors.length) {
|
|
const messages = errors.map((entry) => `${entry.id}: ${extractMessage(entry.error)}`).join("; ");
|
|
throw new Error(`Paradex cancelOrders failed for ${messages}`);
|
|
}
|
|
}
|
|
|
|
async cancelAllOrders(_params: { symbol: string }): Promise<void> {
|
|
await this.ensureInitialized();
|
|
try {
|
|
if (typeof this.exchange.cancelAllOrders === "function") {
|
|
await this.exchange.cancelAllOrders(this.marketSymbol);
|
|
} else {
|
|
const openOrders = (await this.exchange.fetchOpenOrders(this.marketSymbol)) as CcxtOrder[];
|
|
await Promise.all(openOrders.map((order) => this.exchange.cancelOrder(order.id, this.marketSymbol)));
|
|
}
|
|
this.localOrders.clear();
|
|
this.emitCurrentOrders();
|
|
} catch (error) {
|
|
throw new Error(`Paradex cancelAllOrders failed: ${extractMessage(error)}`);
|
|
}
|
|
}
|
|
|
|
private mapBalanceToAccountSnapshot(balance: Balances): AsterAccountSnapshot {
|
|
const now = Date.now();
|
|
|
|
const rawPositions = (() => {
|
|
const info = (balance as unknown as { info?: { positions?: unknown } })?.info;
|
|
const positionsValue = info?.positions;
|
|
if (!positionsValue) return [] as Array<any>;
|
|
if (Array.isArray(positionsValue)) return positionsValue as Array<any>;
|
|
return Object.values(positionsValue as Record<string, unknown>);
|
|
})();
|
|
|
|
const positions = this.normalizePositions(rawPositions, now);
|
|
this.logger("positions", JSON.stringify({ raw: rawPositions, mapped: positions }));
|
|
|
|
this.logger(
|
|
"balanceSnapshot",
|
|
JSON.stringify({
|
|
total: balance.total,
|
|
free: balance.free,
|
|
used: balance.used,
|
|
})
|
|
);
|
|
|
|
const free = (balance.free ?? {}) as Record<string, number | undefined>;
|
|
const used = (balance.used ?? {}) as Record<string, number | undefined>;
|
|
const total = (balance.total ?? {}) as Record<string, number | undefined>;
|
|
|
|
const assetKeys = new Set<string>([
|
|
...Object.keys(free),
|
|
...Object.keys(used),
|
|
...Object.keys(total),
|
|
]);
|
|
|
|
const assets: AsterAccountAsset[] = Array.from(assetKeys).map((asset) => ({
|
|
asset,
|
|
walletBalance: String(total[asset] ?? 0),
|
|
availableBalance: String(free[asset] ?? 0),
|
|
updateTime: now,
|
|
}));
|
|
|
|
const totalWalletBalance = Array.from(assetKeys).reduce((acc, asset) => {
|
|
const value = total[asset];
|
|
return acc + (typeof value === "number" ? value : Number(value ?? 0));
|
|
}, 0);
|
|
|
|
return {
|
|
canTrade: true,
|
|
canDeposit: true,
|
|
canWithdraw: true,
|
|
updateTime: now,
|
|
totalWalletBalance: totalWalletBalance.toString(),
|
|
totalUnrealizedProfit: positions
|
|
.reduce((acc, pos) => acc + Number(pos.unrealizedProfit ?? 0), 0)
|
|
.toString(),
|
|
positions,
|
|
assets,
|
|
};
|
|
}
|
|
|
|
private mapBalanceToAccountSnapshotFromPositions(rawPositions: any[]): AsterAccountSnapshot {
|
|
const now = Date.now();
|
|
const positions = this.normalizePositions(rawPositions, now);
|
|
this.logger("positions", JSON.stringify({ raw: rawPositions, mapped: positions }));
|
|
const snapshot = this.lastBalanceSnapshot ?? {
|
|
canTrade: true,
|
|
canDeposit: true,
|
|
canWithdraw: true,
|
|
updateTime: now,
|
|
totalWalletBalance: "0",
|
|
totalUnrealizedProfit: "0",
|
|
positions: [],
|
|
assets: [],
|
|
};
|
|
return {
|
|
...snapshot,
|
|
updateTime: now,
|
|
totalUnrealizedProfit: positions
|
|
.reduce((acc, pos) => acc + Number(pos.unrealizedProfit ?? 0), 0)
|
|
.toString(),
|
|
positions,
|
|
};
|
|
}
|
|
|
|
private normalizePositions(rawPositions: any[], now: number): AsterAccountSnapshot["positions"] {
|
|
return rawPositions
|
|
.filter((pos) => pos)
|
|
.map((pos: any) => {
|
|
const rawSymbol =
|
|
pos?.symbol ?? pos?.instrument ?? pos?.market ?? pos?.info?.market ?? this.marketSymbol;
|
|
const normalizedSymbol =
|
|
rawSymbol === this.marketSymbol || rawSymbol === this.displaySymbol
|
|
? this.displaySymbol
|
|
: String(rawSymbol ?? this.displaySymbol);
|
|
|
|
const quantityRaw =
|
|
pos?.positionAmt ?? pos?.contracts ?? pos?.size ?? pos?.amount ?? pos?.info?.size ?? 0;
|
|
let quantityNum = Number(quantityRaw);
|
|
if (!Number.isFinite(quantityNum)) {
|
|
quantityNum = Number(pos?.size ?? pos?.positionAmt ?? 0);
|
|
}
|
|
const rawSide = String(
|
|
pos?.side ?? pos?.info?.side ?? pos?.positionSide ?? pos?.position_side ?? ""
|
|
).toLowerCase();
|
|
const isShort = rawSide.includes("short") || rawSide.includes("sell");
|
|
const positionAmt = isShort ? -Math.abs(quantityNum) : Math.abs(quantityNum);
|
|
|
|
const entryPrice =
|
|
pos?.entryPrice ??
|
|
pos?.averageEntryPrice ??
|
|
pos?.info?.average_entry_price ??
|
|
pos?.entry_price ??
|
|
"0";
|
|
const unrealized =
|
|
pos?.unrealizedPnl ??
|
|
pos?.info?.unrealized_pnl ??
|
|
pos?.unrealized_profit ??
|
|
"0";
|
|
|
|
return {
|
|
symbol: normalizedSymbol,
|
|
positionAmt: positionAmt.toString(),
|
|
entryPrice: String(entryPrice ?? "0"),
|
|
unrealizedProfit: String(unrealized ?? "0"),
|
|
positionSide: "BOTH" as const,
|
|
updateTime: now,
|
|
};
|
|
});
|
|
}
|
|
|
|
private mapOrderToAsterOrder(order: CcxtOrder): AsterOrder {
|
|
const side = (order.side ?? "buy").toUpperCase() as "BUY" | "SELL";
|
|
const mappedType = this.mapCcxtOrderTypeToAster(order.type);
|
|
return {
|
|
orderId: String(order.id ?? ""),
|
|
clientOrderId: (order.clientOrderId as any as string) || "",
|
|
symbol: this.displaySymbol,
|
|
side,
|
|
type: mappedType,
|
|
status: (order.status as any as string) || "",
|
|
price: order.price?.toString() || "0",
|
|
origQty: order.amount?.toString() || "0",
|
|
executedQty: order.filled?.toString() || "0",
|
|
stopPrice: order.stopPrice?.toString() || "0",
|
|
time: order.timestamp || Date.now(),
|
|
updateTime: order.lastUpdateTimestamp || Date.now(),
|
|
reduceOnly: Boolean((order.info?.reduceOnly as boolean | undefined) ?? false),
|
|
closePosition: Boolean((order.info?.closePosition as boolean | undefined) ?? false),
|
|
avgPrice: order.average?.toString(),
|
|
cumQuote: order.cost?.toString(),
|
|
};
|
|
}
|
|
|
|
private mapOrderBookToDepth(orderbook: CcxtOrderBook): AsterDepth {
|
|
return {
|
|
lastUpdateId: orderbook.nonce || Date.now(),
|
|
bids: (orderbook.bids || [])
|
|
.filter((t) => t && t.length >= 2)
|
|
.map(([price, amount]) => [String(price ?? 0), String(amount ?? 0)]),
|
|
asks: (orderbook.asks || [])
|
|
.filter((t) => t && t.length >= 2)
|
|
.map(([price, amount]) => [String(price ?? 0), String(amount ?? 0)]),
|
|
eventTime: orderbook.timestamp,
|
|
};
|
|
}
|
|
|
|
private mapTickerToAsterTicker(ticker: CcxtTicker): AsterTicker {
|
|
return {
|
|
symbol: ticker.symbol,
|
|
lastPrice: ticker.last?.toString() || "0",
|
|
openPrice: ticker.open?.toString() || "0",
|
|
highPrice: ticker.high?.toString() || "0",
|
|
lowPrice: ticker.low?.toString() || "0",
|
|
volume: ticker.baseVolume?.toString() || "0",
|
|
quoteVolume: ticker.quoteVolume?.toString() || "0",
|
|
eventTime: ticker.timestamp,
|
|
};
|
|
}
|
|
|
|
private mapOHLCVToKline(candle: CcxtOhlcv, interval: string): AsterKline {
|
|
const [timestampRaw, openRaw, highRaw, lowRaw, closeRaw, volumeRaw] = candle;
|
|
const timestamp = typeof timestampRaw === "number" && Number.isFinite(timestampRaw)
|
|
? timestampRaw
|
|
: Date.now();
|
|
const open = Number(openRaw ?? 0);
|
|
const high = Number(highRaw ?? 0);
|
|
const low = Number(lowRaw ?? 0);
|
|
const close = Number(closeRaw ?? 0);
|
|
const volume = Number(volumeRaw ?? 0);
|
|
return {
|
|
openTime: timestamp,
|
|
closeTime: timestamp + this.getIntervalMs(interval),
|
|
open: open.toString(),
|
|
high: high.toString(),
|
|
low: low.toString(),
|
|
close: close.toString(),
|
|
volume: volume.toString(),
|
|
numberOfTrades: 0,
|
|
};
|
|
}
|
|
|
|
private mapOrderTypeToCcxt(type: string): string {
|
|
const typeMap: Record<string, string> = {
|
|
LIMIT: "limit",
|
|
MARKET: "market",
|
|
STOP_MARKET: "stop",
|
|
TRAILING_STOP_MARKET: "trailing-stop",
|
|
};
|
|
return typeMap[type] || "limit";
|
|
}
|
|
|
|
private mapCcxtOrderTypeToAster(type: string | undefined): OrderType {
|
|
const typeMap: Record<string, OrderType> = {
|
|
limit: "LIMIT",
|
|
market: "MARKET",
|
|
stop: "STOP_MARKET",
|
|
"trailing-stop": "TRAILING_STOP_MARKET",
|
|
};
|
|
return type ? typeMap[type] ?? "LIMIT" : "LIMIT";
|
|
}
|
|
|
|
private normalizeInterval(interval: string): string {
|
|
const map: Record<string, string> = {
|
|
"1m": "1m",
|
|
"3m": "3m",
|
|
"5m": "5m",
|
|
"15m": "15m",
|
|
"30m": "30m",
|
|
"1h": "1h",
|
|
"4h": "4h",
|
|
"1d": "1d",
|
|
};
|
|
return map[interval] ?? "1m";
|
|
}
|
|
|
|
private getIntervalMs(interval: string): number {
|
|
const base: Record<string, number> = {
|
|
"1m": 60 * 1000,
|
|
"3m": 3 * 60 * 1000,
|
|
"5m": 5 * 60 * 1000,
|
|
"15m": 15 * 60 * 1000,
|
|
"30m": 30 * 60 * 1000,
|
|
"1h": 60 * 60 * 1000,
|
|
"4h": 4 * 60 * 60 * 1000,
|
|
"1d": 24 * 60 * 60 * 1000,
|
|
};
|
|
return base[interval] ?? 60 * 1000;
|
|
}
|
|
|
|
private upsertLocalOrder(order: AsterOrder): void {
|
|
const key = String(order.orderId);
|
|
if (this.isOrderClosed(order)) {
|
|
this.localOrders.delete(key);
|
|
this.emitCurrentOrders();
|
|
return;
|
|
}
|
|
this.localOrders.set(key, order);
|
|
this.emitCurrentOrders();
|
|
}
|
|
|
|
private removeLocalOrder(orderId: string): void {
|
|
if (this.localOrders.delete(orderId)) {
|
|
this.emitCurrentOrders();
|
|
}
|
|
}
|
|
|
|
private updateOrdersFromRemote(open: CcxtOrder[], closed: CcxtOrder[]): void {
|
|
const nextOpen = new Map<string, AsterOrder>();
|
|
|
|
for (const order of open) {
|
|
const mapped = this.mapOrderToAsterOrder(order);
|
|
if (!this.isOrderClosed(mapped)) {
|
|
nextOpen.set(String(mapped.orderId), mapped);
|
|
}
|
|
}
|
|
|
|
this.localOrders.clear();
|
|
for (const [id, order] of nextOpen.entries()) {
|
|
this.localOrders.set(id, order);
|
|
}
|
|
|
|
this.emitCurrentOrders();
|
|
}
|
|
|
|
private emitCurrentOrders(): void {
|
|
if (!this.orderListeners.size) return;
|
|
const open = Array.from(this.localOrders.values()).filter((order) => !this.isOrderClosed(order));
|
|
for (const listener of this.orderListeners) {
|
|
try {
|
|
listener(open);
|
|
} catch (error) {
|
|
this.logger("emitOrders", error);
|
|
}
|
|
}
|
|
}
|
|
|
|
private isOrderClosed(order: AsterOrder): boolean {
|
|
const status = (order.status ?? "").toUpperCase();
|
|
if (
|
|
status.includes("CLOSE") ||
|
|
status.includes("FILLED") ||
|
|
status.includes("CANCEL") ||
|
|
status.includes("REJECT")
|
|
) {
|
|
return true;
|
|
}
|
|
const orig = Number(order.origQty ?? 0);
|
|
const filled = Number(order.executedQty ?? 0);
|
|
if (Number.isFinite(orig) && Number.isFinite(filled) && Math.abs(orig - filled) < 1e-12) {
|
|
return true;
|
|
}
|
|
return false;
|
|
}
|
|
|
|
private sleep(duration: number): Promise<void> {
|
|
return new Promise((resolve) => {
|
|
setTimeout(resolve, duration);
|
|
});
|
|
}
|
|
|
|
private async fetchAndEmitAccount(): Promise<void> {
|
|
const balance = (await this.exchange.fetchBalance()) as Balances;
|
|
await this.attachPositions(balance);
|
|
const snapshot = this.mapBalanceToAccountSnapshot(balance);
|
|
this.lastBalanceSnapshot = snapshot;
|
|
for (const listener of this.accountListeners) {
|
|
listener(snapshot);
|
|
}
|
|
}
|
|
|
|
private async attachPositions(balance: Balances): Promise<void> {
|
|
const fetchPositions = (this.exchange as any).fetchPositions;
|
|
if (typeof fetchPositions !== "function") return;
|
|
try {
|
|
const positions = await fetchPositions.call(this.exchange);
|
|
this.logger("fetchPositionsResponse", JSON.stringify(positions));
|
|
if (Array.isArray(positions)) {
|
|
((balance as unknown as { info?: Record<string, unknown> }).info ??= {}).positions = positions;
|
|
}
|
|
} catch (error) {
|
|
this.logger("fetchPositions", error);
|
|
}
|
|
}
|
|
|
|
private async verifyAccountAccess(): Promise<void> {
|
|
if (this.onboardingChecked) return;
|
|
try {
|
|
await this.exchange.fetchBalance();
|
|
this.onboardingChecked = true;
|
|
} catch (error) {
|
|
if (this.isNotOnboardedError(error)) {
|
|
throw new Error(
|
|
"Paradex account is not onboarded. Please complete the /onboarding flow on Paradex before running the bot."
|
|
);
|
|
}
|
|
throw error;
|
|
}
|
|
}
|
|
|
|
private isNotOnboardedError(error: unknown): boolean {
|
|
const message = extractMessage(error).toUpperCase();
|
|
if (message.includes("NOT_ONBOARDED")) return true;
|
|
const body = (error as any)?.body ?? (error as any)?.response;
|
|
if (typeof body === "string" && body.toUpperCase().includes("NOT_ONBOARDED")) return true;
|
|
if (body && typeof body === "object") {
|
|
const serialized = JSON.stringify(body).toUpperCase();
|
|
if (serialized.includes("NOT_ONBOARDED")) return true;
|
|
}
|
|
return false;
|
|
}
|
|
}
|