Files
ritmex-bot/src/config.ts
T
discountry 598f2a0eb6 Add token expiry and Telegram notification features
- Introduced `STANDX_TOKEN_EXPIRY` configuration to manage token expiration, including handling logic for active, expired, and silent states.
- Implemented Telegram notifications for key events such as order filled, position opened/closed, stop loss triggered, and token expiration.
- Updated Maker Points engine to integrate token expiry checks and notification sending, enhancing user awareness of trading conditions.
- Enhanced documentation to include details on configuring token expiry and Telegram notifications for improved user guidance.
2026-01-10 12:44:52 +08:00

305 lines
12 KiB
TypeScript

/**
* Trading Configuration
*
*/
import { resolveExchangeId, type SupportedExchangeId } from "./exchanges/create-adapter";
import { language, type Language } from "./i18n";
export interface StandxTokenConfig {
expiryTimestamp: number | null;
}
function parseTimestamp(value: string | undefined): number | null {
if (!value || !value.trim()) return null;
const trimmed = value.trim();
const asNumber = Number(trimmed);
if (Number.isFinite(asNumber) && asNumber > 0) {
return asNumber < 1e12 ? asNumber * 1000 : asNumber;
}
const asDate = Date.parse(trimmed);
if (Number.isFinite(asDate) && asDate > 0) {
return asDate;
}
return null;
}
export const standxTokenConfig: StandxTokenConfig = {
expiryTimestamp: parseTimestamp(process.env.STANDX_TOKEN_EXPIRY),
};
export function isStandxTokenExpired(): boolean {
const expiry = standxTokenConfig.expiryTimestamp;
if (expiry == null) return false;
return Date.now() >= expiry;
}
export function getStandxTokenExpiryInfo(): { expired: boolean; expiryTimestamp: number | null; remainingMs: number | null } {
const expiry = standxTokenConfig.expiryTimestamp;
if (expiry == null) {
return { expired: false, expiryTimestamp: null, remainingMs: null };
}
const now = Date.now();
const expired = now >= expiry;
const remainingMs = expired ? 0 : expiry - now;
return { expired, expiryTimestamp: expiry, remainingMs };
}
export interface TradingConfig {
symbol: string;
tradeAmount: number;
lossLimit: number;
trailingProfit: number;
trailingCallbackRate: number;
profitLockTriggerUsd: number;
profitLockOffsetUsd: number;
pollIntervalMs: number;
maxLogEntries: number;
klineInterval: string;
maxCloseSlippagePct: number;
priceTick: number; // price tick size, e.g. 0.1 for BTCUSDT
qtyStep: number; // quantity step size, e.g. 0.001 BTC
bollingerLength: number;
bollingerStdMultiplier: number;
minBollingerBandwidth: number;
}
const SYMBOL_PRIORITY_BY_EXCHANGE: Record<SupportedExchangeId, { envKeys: string[]; fallback: string }> = {
aster: { envKeys: ["ASTER_SYMBOL", "TRADE_SYMBOL"], fallback: "BTCUSDT" },
grvt: { envKeys: ["GRVT_SYMBOL", "TRADE_SYMBOL"], fallback: "BTCUSDT" },
lighter: { envKeys: ["LIGHTER_SYMBOL", "TRADE_SYMBOL"], fallback: "BTCUSDT" },
backpack: { envKeys: ["BACKPACK_SYMBOL", "TRADE_SYMBOL"], fallback: "BTCUSDC" },
paradex: { envKeys: ["PARADEX_SYMBOL", "TRADE_SYMBOL"], fallback: "BTC/USDC" },
nado: { envKeys: ["NADO_SYMBOL", "TRADE_SYMBOL"], fallback: "BTC-PERP" },
standx: { envKeys: ["STANDX_SYMBOL", "TRADE_SYMBOL"], fallback: "BTC-USD" },
};
export function resolveSymbolFromEnv(explicitExchangeId?: SupportedExchangeId | string | null): string {
const exchangeId = explicitExchangeId
? resolveExchangeId(explicitExchangeId)
: resolveExchangeId();
const { envKeys, fallback } = SYMBOL_PRIORITY_BY_EXCHANGE[exchangeId];
for (const key of envKeys) {
const value = process.env[key];
if (value && value.trim()) {
return value.trim();
}
}
return fallback;
}
function parseNumber(value: string | undefined, fallback: number): number {
if (!value) return fallback;
const next = Number(value);
return Number.isFinite(next) ? next : fallback;
}
function parseBoolean(value: string | undefined, fallback: boolean): boolean {
if (!value) return fallback;
const normalized = value.trim().toLowerCase();
if (!normalized) return fallback;
if (normalized === "1" || normalized === "true" || normalized === "yes" || normalized === "on") return true;
if (normalized === "0" || normalized === "false" || normalized === "no" || normalized === "off") return false;
return fallback;
}
export const tradingConfig: TradingConfig = {
symbol: resolveSymbolFromEnv(),
tradeAmount: parseNumber(process.env.TRADE_AMOUNT, 0.001),
lossLimit: parseNumber(process.env.LOSS_LIMIT, 0.03),
trailingProfit: parseNumber(process.env.TRAILING_PROFIT, 0.2),
trailingCallbackRate: parseNumber(process.env.TRAILING_CALLBACK_RATE, 0.2),
profitLockTriggerUsd: parseNumber(process.env.PROFIT_LOCK_TRIGGER_USD, 0.1),
profitLockOffsetUsd: parseNumber(process.env.PROFIT_LOCK_OFFSET_USD, 0.05),
pollIntervalMs: parseNumber(process.env.POLL_INTERVAL_MS, 500),
maxLogEntries: parseNumber(process.env.MAX_LOG_ENTRIES, 200),
klineInterval: process.env.KLINE_INTERVAL ?? "1m",
maxCloseSlippagePct: parseNumber(process.env.MAX_CLOSE_SLIPPAGE_PCT, 0.05),
priceTick: parseNumber(process.env.PRICE_TICK, 0.1),
qtyStep: parseNumber(process.env.QTY_STEP, 0.001),
bollingerLength: parseNumber(process.env.BOLLINGER_LENGTH, 20),
bollingerStdMultiplier: parseNumber(process.env.BOLLINGER_STD_MULTIPLIER, 2),
minBollingerBandwidth: parseNumber(process.env.MIN_BOLLINGER_BANDWIDTH, 0.001),
};
export interface MakerConfig {
symbol: string;
tradeAmount: number;
lossLimit: number;
bidOffset: number;
askOffset: number;
refreshIntervalMs: number;
maxLogEntries: number;
maxCloseSlippagePct: number;
priceTick: number;
}
export const makerConfig: MakerConfig = {
symbol: resolveSymbolFromEnv(),
tradeAmount: parseNumber(process.env.TRADE_AMOUNT, 0.001),
lossLimit: parseNumber(process.env.MAKER_LOSS_LIMIT, parseNumber(process.env.LOSS_LIMIT, 0.03)),
bidOffset: parseNumber(process.env.MAKER_BID_OFFSET, 0),
askOffset: parseNumber(process.env.MAKER_ASK_OFFSET, 0),
refreshIntervalMs: parseNumber(process.env.MAKER_REFRESH_INTERVAL_MS, 500),
maxLogEntries: parseNumber(process.env.MAKER_MAX_LOG_ENTRIES, 200),
maxCloseSlippagePct: parseNumber(
process.env.MAKER_MAX_CLOSE_SLIPPAGE_PCT ?? process.env.MAX_CLOSE_SLIPPAGE_PCT,
0.05
),
priceTick: parseNumber(process.env.MAKER_PRICE_TICK ?? process.env.PRICE_TICK, 0.1),
};
export interface MakerPointsConfig {
symbol: string;
perOrderAmount: number;
closeThreshold: number;
stopLossUsd: number;
refreshIntervalMs: number;
maxLogEntries: number;
maxCloseSlippagePct: number;
priceTick: number;
qtyStep: number;
enableBand0To10: boolean;
enableBand10To30: boolean;
enableBand30To100: boolean;
minRepriceBps: number;
}
export const makerPointsConfig: MakerPointsConfig = {
symbol: resolveSymbolFromEnv("standx"),
perOrderAmount: parseNumber(process.env.MAKER_POINTS_ORDER_AMOUNT, parseNumber(process.env.TRADE_AMOUNT, 0.001)),
closeThreshold: parseNumber(process.env.MAKER_POINTS_CLOSE_THRESHOLD, 0),
stopLossUsd: parseNumber(process.env.MAKER_POINTS_STOP_LOSS_USD, 0),
refreshIntervalMs: parseNumber(process.env.MAKER_POINTS_REFRESH_INTERVAL_MS, 500),
maxLogEntries: parseNumber(process.env.MAKER_POINTS_MAX_LOG_ENTRIES, 200),
maxCloseSlippagePct: parseNumber(
process.env.MAKER_POINTS_MAX_CLOSE_SLIPPAGE_PCT ?? process.env.MAX_CLOSE_SLIPPAGE_PCT,
0.05
),
priceTick: parseNumber(process.env.MAKER_POINTS_PRICE_TICK ?? process.env.PRICE_TICK, 0.1),
qtyStep: parseNumber(process.env.MAKER_POINTS_QTY_STEP ?? process.env.QTY_STEP, 0.001),
enableBand0To10: parseBoolean(process.env.MAKER_POINTS_BAND_0_10, true),
enableBand10To30: parseBoolean(process.env.MAKER_POINTS_BAND_10_30, true),
enableBand30To100: parseBoolean(process.env.MAKER_POINTS_BAND_30_100, true),
minRepriceBps: parseNumber(process.env.MAKER_POINTS_MIN_REPRICE_BPS, 3),
};
export interface BasisArbConfig {
futuresSymbol: string;
spotSymbol: string;
refreshIntervalMs: number;
maxLogEntries: number;
takerFeeRate: number;
arbAmount: number; // base asset amount to arb (e.g., ASTER amount when ASTERUSDT)
}
export type GridDirection = "both" | "long" | "short";
export interface GridConfig {
symbol: string;
lowerPrice: number;
upperPrice: number;
gridLevels: number;
orderSize: number;
maxPositionSize: number;
refreshIntervalMs: number;
maxLogEntries: number;
priceTick: number;
qtyStep: number;
direction: GridDirection;
stopLossPct: number;
restartTriggerPct: number;
autoRestart: boolean;
gridMode: "geometric";
maxCloseSlippagePct: number;
}
const resolveBasisSymbol = (envKeys: string[], fallback: string): string => {
for (const key of envKeys) {
const value = process.env[key];
if (value && value.trim()) {
return value.trim().toUpperCase();
}
}
return fallback.toUpperCase();
};
export const basisConfig: BasisArbConfig = {
// Default symbols depend on venue: Nado uses product symbols (e.g. BTC-PERP / KBTC), while Aster uses pair symbols.
// Users can always override via BASIS_* env vars.
futuresSymbol: resolveBasisSymbol(
["BASIS_FUTURES_SYMBOL", "ASTER_FUTURES_SYMBOL", "ASTER_SYMBOL", "TRADE_SYMBOL"],
(() => {
const exchange = (process.env.EXCHANGE ?? "").trim().toLowerCase();
if (exchange === "nado") return "BTC-PERP";
if (exchange === "standx") return "BTC-USD";
return "ASTERUSDT";
})()
),
spotSymbol: resolveBasisSymbol(
["BASIS_SPOT_SYMBOL", "ASTER_SPOT_SYMBOL", "ASTER_SYMBOL", "TRADE_SYMBOL"],
(() => {
const exchange = (process.env.EXCHANGE ?? "").trim().toLowerCase();
if (exchange === "nado") return "KBTC";
if (exchange === "standx") return "BTC-USD";
return "ASTERUSDT";
})()
),
refreshIntervalMs: parseNumber(process.env.BASIS_REFRESH_INTERVAL_MS, 1000),
maxLogEntries: parseNumber(process.env.BASIS_MAX_LOG_ENTRIES, 200),
takerFeeRate: parseNumber(process.env.BASIS_TAKER_FEE_RATE, 0.0004),
arbAmount: parseNumber(process.env.ARB_AMOUNT, parseNumber(process.env.TRADE_AMOUNT, 0)),
};
const resolveGridDirection = (raw: string | undefined, fallback: GridDirection): GridDirection => {
if (!raw) return fallback;
const normalized = raw.trim().toLowerCase();
if (normalized === "long" || normalized === "long-only") return "long";
if (normalized === "short" || normalized === "short-only") return "short";
if (normalized === "both" || normalized === "dual" || normalized === "bi" || normalized === "two-way") return "both";
return fallback;
};
const resolveGridMaxPosition = (orderSize: number, levels: number): number => {
const fallback = Math.max(orderSize * Math.max(levels - 1, 1), orderSize);
const raw = process.env.GRID_MAX_POSITION_SIZE ?? process.env.GRID_MAX_POSITION ?? process.env.GRID_POSITION_CAP;
const parsed = parseNumber(raw, fallback);
return parsed > 0 ? parsed : fallback;
};
export const gridConfig: GridConfig = {
symbol: resolveSymbolFromEnv(),
lowerPrice: parseNumber(process.env.GRID_LOWER_PRICE ?? process.env.GRID_LOWER_BOUND, 0),
upperPrice: parseNumber(process.env.GRID_UPPER_PRICE ?? process.env.GRID_UPPER_BOUND, 0),
gridLevels: Math.max(2, Math.floor(parseNumber(process.env.GRID_LEVELS, 10))),
orderSize: parseNumber(process.env.GRID_ORDER_SIZE, parseNumber(process.env.TRADE_AMOUNT, 0.001)),
maxPositionSize: 0, // placeholder, replaced below
refreshIntervalMs: parseNumber(process.env.GRID_REFRESH_INTERVAL_MS, 1_000),
maxLogEntries: parseNumber(process.env.GRID_MAX_LOG_ENTRIES, 200),
priceTick: parseNumber(process.env.GRID_PRICE_TICK ?? process.env.PRICE_TICK, 0.1),
qtyStep: parseNumber(process.env.GRID_QTY_STEP ?? process.env.QTY_STEP, 0.001),
direction: resolveGridDirection(process.env.GRID_DIRECTION, "both"),
stopLossPct: Math.max(0, parseNumber(process.env.GRID_STOP_LOSS_PCT, 0.01)),
restartTriggerPct: Math.max(0, parseNumber(process.env.GRID_RESTART_TRIGGER_PCT, 0.01)),
autoRestart: parseBoolean(process.env.GRID_AUTO_RESTART_ENABLED ?? process.env.GRID_ENABLE_AUTO_RESTART, true),
gridMode: "geometric",
maxCloseSlippagePct: Math.max(
0,
parseNumber(
process.env.GRID_MAX_CLOSE_SLIPPAGE_PCT ?? process.env.MAX_CLOSE_SLIPPAGE_PCT,
0.05
)
),
};
gridConfig.maxPositionSize = resolveGridMaxPosition(gridConfig.orderSize, gridConfig.gridLevels);
export function isBasisStrategyEnabled(): boolean {
const raw = process.env.ENABLE_BASIS_STRATEGY;
if (!raw) return false;
const normalized = raw.trim().toLowerCase();
return normalized === "1" || normalized === "true" || normalized === "yes";
}
export const uiLanguage: Language = language;