@123456btc/123456btc-cli 1.0.4 → 1.0.6

package/dist/exchange/v2/adapters/base.d.ts

@@ -0,0 +1,130 @@
+/**
+ * Institutional Order Execution Module — Abstract Adapter Base
+ * Provides: interface contract, HMAC signing, request helpers, error normalisation
+ */
+import type { ExchangeId, ExchangeCredentials, MarketType, OrderStatus, OrderResponse, AccountSnapshot, PositionInfo, TickerInfo, SymbolInfo, OHLCVBar, OrderBook, FundingInfo, RawOrderParams, BatchOrderResponse, AmendOrderRequest, OrderHistoryQuery, OrderHistoryResponse, TradeHistoryQuery, TradeHistoryResponse, CancelAllOrdersRequest, MarginModeRequest } from '../types';
+export declare class ExchangeError extends Error {
+    readonly exchange: ExchangeId;
+    readonly code?: string | number | undefined;
+    readonly raw?: unknown | undefined;
+    constructor(message: string, exchange: ExchangeId, code?: string | number | undefined, raw?: unknown | undefined);
+}
+export declare class InsufficientFundsError extends ExchangeError {
+}
+export declare class RateLimitError extends ExchangeError {
+}
+export declare class InvalidSymbolError extends ExchangeError {
+}
+export declare class OrderNotFoundError extends ExchangeError {
+}
+export interface IExchangeAdapter {
+    readonly exchangeId: ExchangeId;
+    getTicker(symbol: string): Promise<TickerInfo>;
+    getSymbolInfo(symbol: string): Promise<SymbolInfo>;
+    getOHLCV(symbol: string, timeframe: string, limit?: number): Promise<OHLCVBar[]>;
+    getOrderBook(symbol: string, depth?: number): Promise<OrderBook>;
+    getFundingInfo(symbol: string): Promise<FundingInfo | null>;
+    listSymbols(marketType: MarketType): Promise<string[]>;
+    getAccount(): Promise<AccountSnapshot>;
+    getPositions(symbol?: string): Promise<PositionInfo[]>;
+    placeOrder(params: RawOrderParams): Promise<OrderResponse>;
+    /** Batch order submission. Default impl falls back to sequential placeOrder calls. */
+    placeOrders?(batch: {
+        orders: RawOrderParams[];
+        grouping?: string;
+    }): Promise<BatchOrderResponse>;
+    cancelOrder(orderId: string, symbol: string): Promise<boolean>;
+    /** Batch cancel. Default impl falls back to sequential cancelOrder calls. */
+    cancelOrders?(orderIds: string[], symbol: string): Promise<boolean[]>;
+    /** Cancel all open orders for a symbol or globally. */
+    cancelAllOrders?(request?: CancelAllOrdersRequest): Promise<boolean>;
+    getOrderStatus(orderId: string, symbol: string): Promise<OrderResponse>;
+    /** Query order history (closed/cancelled/filled orders). */
+    getOrderHistory?(query: OrderHistoryQuery): Promise<OrderHistoryResponse>;
+    getOpenOrders(symbol?: string): Promise<OrderResponse[]>;
+    /** Query individual fill / trade history. */
+    getFills?(query: TradeHistoryQuery): Promise<TradeHistoryResponse>;
+    /** Amend an existing order (price / quantity). */
+    amendOrder?(request: AmendOrderRequest): Promise<OrderResponse>;
+    /** Validate order params against exchange rules before submission. Returns array of error messages (empty = valid). */
+    validateOrder?(params: RawOrderParams, symbolInfo: SymbolInfo): Promise<string[]>;
+    setLeverage?(symbol: string, leverage: number, marginMode?: 'cross' | 'isolated'): Promise<void>;
+    setMarginMode?(request: MarginModeRequest): Promise<void>;
+    ping?(): Promise<number>;
+}
+export declare function hmacSha256Hex(secret: string, message: string): Promise<string>;
+export declare function hmacSha256Base64(secret: string, message: string): Promise<string>;
+/** Stable query string builder — sorts keys alphabetically for consistent signing */
+export declare function buildQueryString(params: Record<string, string | number | boolean | undefined>): string;
+/** Unsorted query string (for exchanges that require insertion order) */
+export declare function buildQueryStringOrdered(params: Record<string, string | number | boolean | undefined>): string;
+export interface RequestOptions {
+    method: 'GET' | 'POST' | 'PUT' | 'DELETE';
+    path: string;
+    query?: Record<string, string | number | boolean | undefined>;
+    body?: unknown;
+    headers?: Record<string, string>;
+    baseUrl?: string;
+}
+export interface RateLimitInfo {
+    exchange: ExchangeId;
+    usedWeight?: number;
+    weightLimit?: number;
+    remaining?: number;
+    resetAt?: number;
+}
+export interface AdapterConfig {
+    credentials: ExchangeCredentials;
+    baseUrl: string;
+    testnetUrl?: string;
+    onRateLimit?: (info: RateLimitInfo) => void;
+}
+export declare abstract class BaseExchangeAdapter implements IExchangeAdapter {
+    abstract readonly exchangeId: ExchangeId;
+    protected readonly creds: ExchangeCredentials;
+    protected readonly baseUrl: string;
+    protected readonly testnet: boolean;
+    private onRateLimit?;
+    constructor(config: AdapterConfig);
+    protected request<T = unknown>(opts: RequestOptions): Promise<T>;
+    /** Override in subclass to unwrap exchange envelope, e.g. { code: 0, data: [...] } */
+    protected unwrapResponse<T>(json: unknown, _status: number): T;
+    /** Override in subclass to map HTTP error codes to typed errors */
+    protected throwExchangeError(status: number, message: string, raw?: unknown): never;
+    /** Parse exchange-specific rate limit headers and emit via callback */
+    private _parseRateLimitHeaders;
+    protected normaliseStatus(raw: string): OrderStatus;
+    placeOrders(batch: {
+        orders: RawOrderParams[];
+        grouping?: string;
+    }): Promise<BatchOrderResponse>;
+    cancelOrders(orderIds: string[], symbol: string): Promise<boolean[]>;
+    cancelAllOrders(_request?: CancelAllOrdersRequest): Promise<boolean>;
+    getOrderHistory(_query: OrderHistoryQuery): Promise<OrderHistoryResponse>;
+    getFills(_query: TradeHistoryQuery): Promise<TradeHistoryResponse>;
+    amendOrder(_request: AmendOrderRequest): Promise<OrderResponse>;
+    validateOrder(params: RawOrderParams, symbolInfo: SymbolInfo): Promise<string[]>;
+    setLeverage(_symbol: string, _leverage: number, _marginMode?: 'cross' | 'isolated'): Promise<void>;
+    setMarginMode(_request: MarginModeRequest): Promise<void>;
+    ping(): Promise<number>;
+    abstract getTicker(symbol: string): Promise<TickerInfo>;
+    abstract getSymbolInfo(symbol: string): Promise<SymbolInfo>;
+    abstract getOHLCV(symbol: string, timeframe: string, limit?: number): Promise<OHLCVBar[]>;
+    abstract getOrderBook(symbol: string, depth?: number): Promise<OrderBook>;
+    abstract getFundingInfo(symbol: string): Promise<FundingInfo | null>;
+    abstract listSymbols(marketType: MarketType): Promise<string[]>;
+    abstract getAccount(): Promise<AccountSnapshot>;
+    abstract getPositions(symbol?: string): Promise<PositionInfo[]>;
+    abstract placeOrder(params: RawOrderParams): Promise<OrderResponse>;
+    abstract cancelOrder(orderId: string, symbol: string): Promise<boolean>;
+    abstract getOrderStatus(orderId: string, symbol: string): Promise<OrderResponse>;
+    abstract getOpenOrders(symbol?: string): Promise<OrderResponse[]>;
+}
+export declare const TIMEFRAME_MS: Record<string, number>;
+/** Round quantity to stepSize precision */
+export declare function roundToStep(value: number, step: number): number;
+/** Round price to tickSize precision */
+export declare function roundToTick(value: number, tick: number): number;
+/** Generate a short random client order ID */
+export declare function genClientOrderId(prefix?: string): string;
+//# sourceMappingURL=base.d.ts.map

package/dist/exchange/v2/adapters/base.d.ts.map

@@ -0,0 +1 @@
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package/dist/exchange/v2/adapters/base.js

@@ -0,0 +1,296 @@
+"use strict";
+/**
+ * Institutional Order Execution Module — Abstract Adapter Base
+ * Provides: interface contract, HMAC signing, request helpers, error normalisation
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.TIMEFRAME_MS = exports.BaseExchangeAdapter = exports.OrderNotFoundError = exports.InvalidSymbolError = exports.RateLimitError = exports.InsufficientFundsError = exports.ExchangeError = void 0;
+exports.hmacSha256Hex = hmacSha256Hex;
+exports.hmacSha256Base64 = hmacSha256Base64;
+exports.buildQueryString = buildQueryString;
+exports.buildQueryStringOrdered = buildQueryStringOrdered;
+exports.roundToStep = roundToStep;
+exports.roundToTick = roundToTick;
+exports.genClientOrderId = genClientOrderId;
+// ─── Normalised Error ──────────────────────────────────────────────────────
+class ExchangeError extends Error {
+    exchange;
+    code;
+    raw;
+    constructor(message, exchange, code, raw) {
+        super(message);
+        this.exchange = exchange;
+        this.code = code;
+        this.raw = raw;
+        this.name = 'ExchangeError';
+    }
+}
+exports.ExchangeError = ExchangeError;
+class InsufficientFundsError extends ExchangeError {
+}
+exports.InsufficientFundsError = InsufficientFundsError;
+class RateLimitError extends ExchangeError {
+}
+exports.RateLimitError = RateLimitError;
+class InvalidSymbolError extends ExchangeError {
+}
+exports.InvalidSymbolError = InvalidSymbolError;
+class OrderNotFoundError extends ExchangeError {
+}
+exports.OrderNotFoundError = OrderNotFoundError;
+// ─── HMAC Signing Utilities ────────────────────────────────────────────────
+async function hmacSha256Hex(secret, message) {
+    const enc = new TextEncoder();
+    const key = await crypto.subtle.importKey('raw', enc.encode(secret), { name: 'HMAC', hash: 'SHA-256' }, false, ['sign']);
+    const sig = await crypto.subtle.sign('HMAC', key, enc.encode(message));
+    return Array.from(new Uint8Array(sig)).map(b => b.toString(16).padStart(2, '0')).join('');
+}
+async function hmacSha256Base64(secret, message) {
+    const enc = new TextEncoder();
+    const key = await crypto.subtle.importKey('raw', enc.encode(secret), { name: 'HMAC', hash: 'SHA-256' }, false, ['sign']);
+    const sig = await crypto.subtle.sign('HMAC', key, enc.encode(message));
+    return btoa(String.fromCharCode(...new Uint8Array(sig)));
+}
+/** Stable query string builder — sorts keys alphabetically for consistent signing */
+function buildQueryString(params) {
+    return Object.entries(params)
+        .filter(([, v]) => v !== undefined && v !== null)
+        .sort(([a], [b]) => a.localeCompare(b))
+        .map(([k, v]) => `${encodeURIComponent(k)}=${encodeURIComponent(String(v))}`)
+        .join('&');
+}
+/** Unsorted query string (for exchanges that require insertion order) */
+function buildQueryStringOrdered(params) {
+    return Object.entries(params)
+        .filter(([, v]) => v !== undefined && v !== null)
+        .map(([k, v]) => `${encodeURIComponent(k)}=${encodeURIComponent(String(v))}`)
+        .join('&');
+}
+// ─── Abstract Base Class ───────────────────────────────────────────────────
+class BaseExchangeAdapter {
+    creds;
+    baseUrl;
+    testnet;
+    onRateLimit;
+    constructor(config) {
+        this.creds = config.credentials;
+        this.testnet = config.credentials.testnet ?? false;
+        this.baseUrl = this.testnet && config.testnetUrl
+            ? config.testnetUrl
+            : config.baseUrl;
+        this.onRateLimit = config.onRateLimit;
+    }
+    // ── Core HTTP ──
+    async request(opts) {
+        const url = new URL(`${opts.baseUrl ?? this.baseUrl}${opts.path}`);
+        if (opts.query) {
+            for (const [k, v] of Object.entries(opts.query)) {
+                if (v !== undefined && v !== null)
+                    url.searchParams.set(k, String(v));
+            }
+        }
+        const fetchOpts = {
+            method: opts.method,
+            headers: { 'Content-Type': 'application/json', ...opts.headers },
+        };
+        if (opts.body !== undefined) {
+            fetchOpts.body = JSON.stringify(opts.body);
+        }
+        const res = await fetch(url.toString(), fetchOpts);
+        const text = await res.text();
+        // Cloudflare CDN rate-limit page 检测（HTML 响应，包含 "error code: 1015"）
+        // 交易所 API 均部署在 Cloudflare 后，Cloudflare Worker 与其共享 CDN IP 段，
+        // 高频调用时触发 CF 的 Ray-ID 限流，返回 HTML 而非 JSON。
+        if (text.includes('error code: 1015') || text.includes('error code:1015')) {
+            throw new RateLimitError('交易所 API 请求频率过高（Cloudflare rate limit 1015）。请降低 Bot 运行频率，稍后重试。', this.exchangeId, 1015);
+        }
+        // Parse rate limit headers from major exchanges
+        this._parseRateLimitHeaders(res.headers);
+        let json;
+        try {
+            json = JSON.parse(text);
+        }
+        catch {
+            json = text;
+        }
+        if (!res.ok) {
+            const msg = typeof json === 'object' && json !== null
+                ? JSON.stringify(json)
+                : text.slice(0, 200); // 截断 HTML 防止超长错误信息
+            this.throwExchangeError(res.status, msg, json);
+        }
+        return this.unwrapResponse(json, res.status);
+    }
+    /** Override in subclass to unwrap exchange envelope, e.g. { code: 0, data: [...] } */
+    unwrapResponse(json, _status) {
+        return json;
+    }
+    /** Override in subclass to map HTTP error codes to typed errors */
+    throwExchangeError(status, message, raw) {
+        if (status === 429)
+            throw new RateLimitError(message, this.exchangeId, status, raw);
+        throw new ExchangeError(message, this.exchangeId, status, raw);
+    }
+    /** Parse exchange-specific rate limit headers and emit via callback */
+    _parseRateLimitHeaders(headers) {
+        if (!this.onRateLimit)
+            return;
+        const info = { exchange: this.exchangeId };
+        // Binance: X-MBX-USED-WEIGHT-1M
+        const binanceWeight = headers.get('x-mbx-used-weight-1m');
+        if (binanceWeight) {
+            info.usedWeight = parseInt(binanceWeight, 10);
+            info.weightLimit = 1200; // Binance default per minute
+        }
+        // Binance alternative: X-SAPI-USED-IP-WEIGHT-1M
+        const sapiWeight = headers.get('x-sapi-used-ip-weight-1m');
+        if (sapiWeight && !info.usedWeight) {
+            info.usedWeight = parseInt(sapiWeight, 10);
+            info.weightLimit = 12000;
+        }
+        // OKX / generic: X-RateLimit-Remaining
+        const remaining = headers.get('x-ratelimit-remaining');
+        if (remaining) {
+            info.remaining = parseInt(remaining, 10);
+        }
+        // OKX / generic: X-RateLimit-Limit
+        const limit = headers.get('x-ratelimit-limit');
+        if (limit) {
+            info.weightLimit = parseInt(limit, 10);
+        }
+        // OKX / generic: X-RateLimit-Reset
+        const reset = headers.get('x-ratelimit-reset');
+        if (reset) {
+            info.resetAt = parseInt(reset, 10) * 1000;
+        }
+        // Bitget: X-Rate-Limit-Remaining
+        const bitgetRemaining = headers.get('x-rate-limit-remaining');
+        if (bitgetRemaining && info.remaining === undefined) {
+            info.remaining = parseInt(bitgetRemaining, 10);
+        }
+        // Bitget: X-Rate-Limit-Reset
+        const bitgetReset = headers.get('x-rate-limit-reset');
+        if (bitgetReset && info.resetAt === undefined) {
+            info.resetAt = parseInt(bitgetReset, 10) * 1000;
+        }
+        if (info.usedWeight !== undefined || info.remaining !== undefined) {
+            this.onRateLimit(info);
+        }
+    }
+    // ── Order Status Normalisation ──
+    normaliseStatus(raw) {
+        const s = raw.toLowerCase();
+        if (s.includes('fill') && s.includes('partial'))
+            return 'partially_filled';
+        if (s.includes('fill') || s === 'closed')
+            return 'filled';
+        if (s.includes('cancel'))
+            return 'cancelled';
+        if (s.includes('reject') || s.includes('failed') || s.includes('fail'))
+            return 'rejected';
+        if (s.includes('expir'))
+            return 'expired';
+        if (s.includes('open') || s.includes('live') || s === 'new')
+            return 'open';
+        return 'pending';
+    }
+    // ── Default no-op implementations for optional methods ──
+    // ── Default batch implementations (sequential fallback) ──
+    async placeOrders(batch) {
+        const results = [];
+        const failed = [];
+        for (let i = 0; i < batch.orders.length; i++) {
+            try {
+                const resp = await this.placeOrder(batch.orders[i]);
+                results.push(resp);
+            }
+            catch (err) {
+                failed.push({ index: i, error: err instanceof Error ? err.message : String(err) });
+            }
+        }
+        return { results, failed };
+    }
+    async cancelOrders(orderIds, symbol) {
+        return Promise.all(orderIds.map(id => this.cancelOrder(id, symbol)));
+    }
+    async cancelAllOrders(_request) {
+        throw new ExchangeError('cancelAllOrders not implemented for this exchange', this.exchangeId);
+    }
+    async getOrderHistory(_query) {
+        throw new ExchangeError('getOrderHistory not implemented for this exchange', this.exchangeId);
+    }
+    async getFills(_query) {
+        throw new ExchangeError('getFills not implemented for this exchange', this.exchangeId);
+    }
+    async amendOrder(_request) {
+        throw new ExchangeError('amendOrder not implemented for this exchange', this.exchangeId);
+    }
+    async validateOrder(params, symbolInfo) {
+        const errors = [];
+        if (params.quantity !== undefined) {
+            if (params.quantity < symbolInfo.minQty)
+                errors.push(`Quantity ${params.quantity} below min ${symbolInfo.minQty}`);
+            if (params.quantity > symbolInfo.maxQty)
+                errors.push(`Quantity ${params.quantity} above max ${symbolInfo.maxQty}`);
+            const rounded = roundToStep(params.quantity, symbolInfo.stepSize);
+            if (Math.abs(rounded - params.quantity) > 1e-12)
+                errors.push(`Quantity ${params.quantity} does not match step size ${symbolInfo.stepSize}`);
+        }
+        if (params.price !== undefined && params.price > 0) {
+            const rounded = roundToTick(params.price, symbolInfo.tickSize);
+            if (Math.abs(rounded - params.price) > 1e-12)
+                errors.push(`Price ${params.price} does not match tick size ${symbolInfo.tickSize}`);
+        }
+        if (params.price !== undefined && params.quantity !== undefined) {
+            const notional = params.price * params.quantity;
+            if (notional < symbolInfo.minNotional)
+                errors.push(`Notional ${notional} below min ${symbolInfo.minNotional}`);
+        }
+        return errors;
+    }
+    // ── Lifecycle defaults ──
+    async setLeverage(_symbol, _leverage, _marginMode) {
+        // no-op for spot-only adapters; override in futures adapters
+    }
+    async setMarginMode(_request) {
+        throw new ExchangeError('setMarginMode not implemented for this exchange', this.exchangeId);
+    }
+    async ping() {
+        const start = Date.now();
+        await this.getTicker('BTC-USDT');
+        return Date.now() - start;
+    }
+}
+exports.BaseExchangeAdapter = BaseExchangeAdapter;
+// ─── Timeframe Map Helper ──────────────────────────────────────────────────
+exports.TIMEFRAME_MS = {
+    '1m': 60_000,
+    '3m': 3 * 60_000,
+    '5m': 5 * 60_000,
+    '15m': 15 * 60_000,
+    '30m': 30 * 60_000,
+    '1h': 60 * 60_000,
+    '2h': 2 * 60 * 60_000,
+    '4h': 4 * 60 * 60_000,
+    '6h': 6 * 60 * 60_000,
+    '12h': 12 * 60 * 60_000,
+    '1d': 24 * 60 * 60_000,
+    '3d': 3 * 24 * 60 * 60_000,
+    '1w': 7 * 24 * 60 * 60_000,
+};
+// ─── Precision Helpers ─────────────────────────────────────────────────────
+/** Round quantity to stepSize precision */
+function roundToStep(value, step) {
+    const decimals = Math.max(0, -Math.floor(Math.log10(step)));
+    return parseFloat((Math.floor(value / step) * step).toFixed(decimals));
+}
+/** Round price to tickSize precision */
+function roundToTick(value, tick) {
+    const decimals = Math.max(0, -Math.floor(Math.log10(tick)));
+    return parseFloat((Math.round(value / tick) * tick).toFixed(decimals));
+}
+/** Generate a short random client order ID */
+function genClientOrderId(prefix = 'bbt') {
+    return `${prefix}${Date.now()}${crypto.randomUUID().replace(/-/g, '').slice(0, 7)}`;
+}
+//# sourceMappingURL=base.js.map

package/dist/exchange/v2/adapters/base.js.map

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package/dist/exchange/v2/adapters/binance.d.ts

@@ -0,0 +1,51 @@
+/**
+ * Binance Exchange Adapter — Institutional v2
+ * Supports: spot (/api/v3), USDT-M futures (/fapi/v1), COIN-M futures (/dapi/v1)
+ * Auth: HMAC-SHA256 hex appended to query string
+ * Features: market/limit/stop/TP/SL/OCO/trailing, auto-routing spot vs futures
+ */
+import { BaseExchangeAdapter } from './base';
+import type { ExchangeId, MarketType, TickerInfo, SymbolInfo, OHLCVBar, OrderBook, FundingInfo, AccountSnapshot, PositionInfo, OrderResponse, RawOrderParams, ExchangeCredentials } from '../types';
+export declare class BinanceAdapter extends BaseExchangeAdapter {
+    readonly exchangeId: ExchangeId;
+    private readonly spotUrl;
+    private readonly fapiUrl;
+    private readonly dapiUrl;
+    constructor(creds: ExchangeCredentials);
+    /** Detect route from symbol: ends with PERP or numeric expiry → fapi; COIN-M → dapi; else spot */
+    private detectRoute;
+    private baseUrlFor;
+    private signedQuery;
+    private apiKeyHeader;
+    private signedGet;
+    private signedPost;
+    private signedDelete;
+    private publicGet;
+    private handleResponse;
+    getTicker(symbol: string): Promise<TickerInfo>;
+    getSymbolInfo(symbol: string): Promise<SymbolInfo>;
+    getOHLCV(symbol: string, timeframe: string, limit?: number): Promise<OHLCVBar[]>;
+    getOrderBook(symbol: string, depth?: number): Promise<OrderBook>;
+    getFundingInfo(symbol: string): Promise<FundingInfo | null>;
+    listSymbols(marketType: MarketType): Promise<string[]>;
+    getAccount(): Promise<AccountSnapshot>;
+    getPositions(symbol?: string): Promise<PositionInfo[]>;
+    setLeverage(symbol: string, leverage: number, marginMode?: 'cross' | 'isolated'): Promise<void>;
+    placeOrder(params: RawOrderParams): Promise<OrderResponse>;
+    private placeSpotOrder;
+    private placeOCO;
+    private placeFuturesOrder;
+    private mapSpotOrderType;
+    private mapFuturesOrderType;
+    private mapTIF;
+    private cleanUndefined;
+    private mapStatus;
+    private mapSpotOrder;
+    private mapFuturesOrder;
+    cancelOrder(orderId: string, symbol: string): Promise<boolean>;
+    getOrderStatus(orderId: string, symbol: string): Promise<OrderResponse>;
+    getOpenOrders(symbol?: string): Promise<OrderResponse[]>;
+    getOrderHistory(query: import('../types').OrderHistoryQuery): Promise<import('../types').OrderHistoryResponse>;
+    getFills(query: import('../types').TradeHistoryQuery): Promise<import('../types').TradeHistoryResponse>;
+}
+//# sourceMappingURL=binance.d.ts.map

package/dist/exchange/v2/adapters/binance.d.ts.map

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