@123456btc/123456btc-cli 1.0.5 → 1.0.6

package/dist/exchange/v2/registry.js

@@ -0,0 +1,101 @@
+"use strict";
+/**
+ * Adapter Registry / Factory
+ * Creates exchange adapters and fully-configured OrderEngines.
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.ExchangeRegistry = void 0;
+exports.createAdapter = createAdapter;
+exports.createEngine = createEngine;
+const okx_1 = require("./adapters/okx");
+const binance_1 = require("./adapters/binance");
+const bitget_1 = require("./adapters/bitget");
+const hyperliquid_1 = require("./adapters/hyperliquid");
+const core_1 = require("./executor/core");
+function createAdapter(options) {
+    const { exchange, credentials, hyperliquidSignerFn } = options;
+    switch (exchange) {
+        case 'okx':
+            return new okx_1.OKXAdapter(credentials);
+        case 'binance':
+            return new binance_1.BinanceAdapter(credentials);
+        case 'bitget':
+            return new bitget_1.BitgetAdapter(credentials);
+        case 'hyperliquid':
+            return new hyperliquid_1.HyperliquidAdapter(credentials, hyperliquidSignerFn);
+        default:
+            throw new Error(`Unsupported exchange: ${exchange}`);
+    }
+}
+// ─── Engine Factory ───────────────────────────────────────────────────────
+function createEngine(adapterOptions, engineConfig) {
+    const adapter = createAdapter(adapterOptions);
+    const config = {
+        exchange: adapterOptions.exchange,
+        credentials: adapterOptions.credentials,
+        ...engineConfig,
+    };
+    return new core_1.OrderEngine(adapter, config);
+}
+// ─── Multi-Exchange Registry ──────────────────────────────────────────────
+/**
+ * Manages multiple exchange engines in one registry.
+ * Useful for cross-exchange strategies and arbitrage.
+ */
+class ExchangeRegistry {
+    engines = new Map();
+    /** Add or replace an engine by key (e.g. 'okx_main', 'binance_futures') */
+    add(key, options, engineConfig) {
+        const engine = createEngine(options, engineConfig);
+        this.engines.set(key, engine);
+        return engine;
+    }
+    get(key) {
+        const engine = this.engines.get(key);
+        if (!engine)
+            throw new Error(`No engine registered for key: ${key}`);
+        return engine;
+    }
+    has(key) {
+        return this.engines.has(key);
+    }
+    keys() {
+        return Array.from(this.engines.keys());
+    }
+    remove(key) {
+        this.engines.delete(key);
+    }
+    /**
+     * Fetch the same ticker from all registered engines in parallel.
+     * Useful for finding the best bid/ask across exchanges.
+     */
+    async fetchTickers(symbol) {
+        const results = new Map();
+        await Promise.all(Array.from(this.engines.entries()).map(async ([key, engine]) => {
+            try {
+                const ticker = await engine.getTicker(symbol);
+                results.set(key, ticker);
+            }
+            catch { /* skip offline exchange */ }
+        }));
+        return results;
+    }
+    /**
+     * Find the best bid (sell into) and ask (buy from) across all registered exchanges.
+     * Returns: { bestBid: { key, price }, bestAsk: { key, price } }
+     */
+    async bestBidAsk(symbol) {
+        const tickers = await this.fetchTickers(symbol);
+        let bestBid = null;
+        let bestAsk = null;
+        for (const [key, ticker] of tickers) {
+            if (!bestBid || ticker.bid > bestBid.price)
+                bestBid = { key, price: ticker.bid };
+            if (!bestAsk || ticker.ask < bestAsk.price)
+                bestAsk = { key, price: ticker.ask };
+        }
+        return { bestBid, bestAsk };
+    }
+}
+exports.ExchangeRegistry = ExchangeRegistry;
+//# sourceMappingURL=registry.js.map

package/dist/exchange/v2/registry.js.map

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package/dist/exchange/v2/types.d.ts

@@ -0,0 +1,413 @@
+import type { Price, Quantity, Pnl, Fee, Notional } from '../../types/financial';
+/**
+ * Institutional Order Execution Module — Unified Type System
+ * v2.0 — reusable across any project
+ */
+export type ExchangeId = 'okx' | 'binance' | 'bitget' | 'hyperliquid';
+export type MarketType = 'spot' | 'futures' | 'swap' | 'option';
+export type OrderSide = 'buy' | 'sell';
+export type PositionSide = 'long' | 'short' | 'net';
+export type OrderType = 'market' | 'limit' | 'stop_market' | 'stop_limit' | 'take_profit_market' | 'take_profit_limit' | 'trailing_stop' | 'twap' | 'vwap' | 'iceberg' | 'bracket' | 'oco';
+export type TimeInForce = 'GTC' | 'IOC' | 'FOK' | 'PO' | 'GTD' | 'GTX';
+export type OrderStatus = 'pending' | 'open' | 'partially_filled' | 'filled' | 'cancelled' | 'rejected' | 'expired' | 'failed';
+export type MarginMode = 'cross' | 'isolated';
+export interface ExchangeCredentials {
+    apiKey: string;
+    apiSecret: string;
+    passphrase?: string;
+    /** Raw hex private key for Hyperliquid (0x...) */
+    privateKey?: string;
+    testnet?: boolean;
+}
+export interface TickerInfo {
+    symbol: string;
+    bid: number;
+    ask: number;
+    last: number;
+    volume24h: number;
+    openInterest?: number;
+    markPrice?: Price;
+    indexPrice?: Price;
+    fundingRate?: number;
+}
+export interface SymbolInfo {
+    symbol: string;
+    base: string;
+    quote: string;
+    marketType: MarketType;
+    minQty: Quantity;
+    maxQty: Quantity;
+    stepSize: number;
+    tickSize: Price;
+    minNotional: Notional;
+    maxLeverage?: number;
+    settleCurrency?: string;
+}
+export interface OHLCVBar {
+    timestamp: number;
+    open: number;
+    high: number;
+    low: number;
+    close: number;
+    volume: number;
+    turnover?: number;
+}
+export interface OrderBookLevel {
+    price: Price;
+    quantity: Quantity;
+}
+export interface OrderBook {
+    symbol: string;
+    bids: OrderBookLevel[];
+    asks: OrderBookLevel[];
+    timestamp: number;
+}
+export interface FundingInfo {
+    symbol: string;
+    fundingRate: number;
+    nextFundingTime: number;
+    openInterest: number;
+    historyRates: Array<{
+        rate: number;
+        timestamp: number;
+    }>;
+}
+export interface AssetBalance {
+    asset: string;
+    free: number;
+    locked: number;
+    total: number;
+}
+export interface AccountSnapshot {
+    balances: AssetBalance[];
+    totalEquity: number;
+    availableMargin: number;
+    usedMargin?: number;
+    unrealizedPnl?: Pnl;
+    marginRatio?: number;
+}
+export interface PositionInfo {
+    symbol: string;
+    side: PositionSide;
+    size: Quantity;
+    entryPrice: Price;
+    markPrice: Price;
+    notional: Notional;
+    leverage?: number;
+    marginMode?: MarginMode;
+    unrealizedPnl: Pnl;
+    realizedPnl?: Pnl;
+    liquidationPrice?: Price;
+    margin?: number;
+    openedAt: number;
+}
+/** Base fields shared by all order requests */
+export interface BaseOrderRequest {
+    clientOrderId?: string;
+    runId?: string;
+    symbol: string;
+    side: OrderSide;
+    reduceOnly?: boolean;
+    positionSide?: PositionSide;
+    marginMode?: MarginMode;
+    leverage?: number;
+    tag?: string;
+}
+export interface MarketOrderRequest extends BaseOrderRequest {
+    type: 'market';
+    quantity: Quantity;
+    quoteQuantity?: Quantity;
+}
+export interface LimitOrderRequest extends BaseOrderRequest {
+    type: 'limit';
+    quantity: Quantity;
+    price: Price;
+    timeInForce?: TimeInForce;
+    postOnly?: boolean;
+}
+export interface StopOrderRequest extends BaseOrderRequest {
+    type: 'stop_market' | 'stop_limit' | 'take_profit_market' | 'take_profit_limit';
+    quantity: Quantity;
+    stopPrice: Price;
+    price?: Price;
+    timeInForce?: TimeInForce;
+}
+export interface TrailingStopRequest extends BaseOrderRequest {
+    type: 'trailing_stop';
+    quantity: Quantity;
+    /** Callback rate in percent (e.g., 1.5 means 1.5% trailing) */
+    callbackRate?: number;
+    /** Or absolute price distance */
+    callbackValue?: number;
+    activationPrice?: Price;
+}
+export interface BracketOrderRequest extends BaseOrderRequest {
+    type: 'bracket';
+    quantity: Quantity;
+    entryType: 'market' | 'limit';
+    entryPrice?: Price;
+    takeProfitPrice: Price;
+    stopLossPrice: Price;
+    timeInForce?: TimeInForce;
+}
+export interface OCOOrderRequest extends BaseOrderRequest {
+    type: 'oco';
+    quantity: Quantity;
+    price: Price;
+    stopPrice: Price;
+    stopLimitPrice?: Price;
+}
+/** TWAP execution params */
+export interface TwapParams {
+    totalQuantity: Quantity;
+    durationMs: number;
+    intervals: number;
+    priceLimit?: Price;
+    side: OrderSide;
+    symbol: string;
+}
+/** VWAP execution params */
+export interface VwapParams {
+    totalQuantity: Quantity;
+    durationMs: number;
+    participationRate: number;
+    priceLimit?: Price;
+    side: OrderSide;
+    symbol: string;
+}
+/** Iceberg order params */
+export interface IcebergParams {
+    totalQuantity: Quantity;
+    visibleQuantity: Quantity;
+    price?: Price;
+    intervalMs?: number;
+    priceDeviation?: Price;
+    side: OrderSide;
+    symbol: string;
+}
+export type OrderRequest = MarketOrderRequest | LimitOrderRequest | StopOrderRequest | TrailingStopRequest | BracketOrderRequest | OCOOrderRequest;
+export interface OrderResponse {
+    orderId: string;
+    clientOrderId?: string;
+    symbol: string;
+    side: OrderSide;
+    type: OrderType;
+    quantity: Quantity;
+    price?: Price;
+    stopPrice?: Price;
+    status: OrderStatus;
+    filledQuantity: Quantity;
+    avgFillPrice?: Price;
+    fee?: Fee;
+    feeCurrency?: string;
+    createdAt: number;
+    updatedAt?: number;
+    /** For bracket/algo, child order IDs */
+    childOrderIds?: string[];
+    /** Raw response from exchange for debugging */
+    raw?: unknown;
+}
+export interface AlgoSlice {
+    sliceIndex: number;
+    orderId: string;
+    quantity: Quantity;
+    price?: Price;
+    status: OrderStatus;
+    filledQuantity: Quantity;
+    avgFillPrice?: Price;
+    executedAt: number;
+}
+export interface AlgoOrderResult {
+    algoId: string;
+    type: 'twap' | 'vwap' | 'iceberg';
+    symbol: string;
+    side: OrderSide;
+    totalQuantity: Quantity;
+    filledQuantity: Quantity;
+    avgFillPrice: Price;
+    slices: AlgoSlice[];
+    status: 'running' | 'completed' | 'cancelled' | 'failed';
+    startedAt: number;
+    completedAt?: number;
+    error?: string;
+}
+export type RiskAction = 'allow' | 'block' | 'reduce' | 'warn';
+export interface RiskRuleResult {
+    rule: string;
+    action: RiskAction;
+    message: string;
+    adjustedQuantity?: Quantity;
+}
+export interface RiskCheckResult {
+    passed: boolean;
+    action: RiskAction;
+    results: RiskRuleResult[];
+    adjustedRequest?: OrderRequest;
+}
+export interface RiskLimits {
+    maxPositionSize?: Notional;
+    maxOrderSize?: Notional;
+    maxDailyLoss?: number;
+    maxLeverage?: number;
+    maxOpenOrders?: number;
+    allowedSymbols?: string[];
+    blockedSymbols?: string[];
+    maxSlippage?: number;
+    portfolio?: {
+        maxTotalExposurePct?: number;
+        maxSymbolConcentrationPct?: number;
+        maxNetDirectionPct?: number;
+    };
+}
+export type OrderEvent = 'submit' | 'ack' | 'partial_fill' | 'fill' | 'cancel_request' | 'cancelled' | 'reject' | 'expire' | 'error';
+export interface OrderStateTransition {
+    from: OrderStatus;
+    event: OrderEvent;
+    to: OrderStatus;
+    timestamp: number;
+    detail?: string;
+}
+export interface TrackedOrder {
+    orderId: string;
+    clientOrderId: string;
+    runId?: string;
+    exchange: ExchangeId;
+    request: OrderRequest;
+    response?: OrderResponse;
+    status: OrderStatus;
+    transitions: OrderStateTransition[];
+    retryCount: number;
+    createdAt: number;
+    updatedAt: number;
+    error?: string;
+    /** Parent order ID for algo/OMS child orders */
+    parentOrderId?: string;
+    /** Child order IDs for parent orders */
+    childOrderIds?: string[];
+}
+/** Low-level order that adapters send to exchange REST APIs */
+export interface RawOrderParams {
+    symbol: string;
+    side: OrderSide;
+    type: string;
+    quantity?: Quantity;
+    quoteQuantity?: Quantity;
+    price?: Price;
+    stopPrice?: Price;
+    timeInForce?: string;
+    reduceOnly?: boolean;
+    postOnly?: boolean;
+    clientOrderId?: string;
+    /** Extra fields specific to exchange (merged into body) */
+    extra?: Record<string, unknown>;
+}
+export interface BatchOrderRequest {
+    orders: OrderRequest[];
+    /** Exchange-specific grouping (e.g. OKX normalTpsl / positionTpsl) */
+    grouping?: string;
+}
+export interface BatchOrderResponse {
+    results: OrderResponse[];
+    /** Indices of orders that failed + reason */
+    failed: {
+        index: number;
+        error: string;
+    }[];
+}
+export interface AmendOrderRequest {
+    orderId: string;
+    symbol: string;
+    newPrice?: Price;
+    newQuantity?: Quantity;
+    newStopPrice?: Price;
+}
+export interface OrderHistoryQuery {
+    symbol?: string;
+    status?: OrderStatus | OrderStatus[];
+    startTime?: number;
+    endTime?: number;
+    limit?: number;
+    /** Pagination cursor */
+    nextCursor?: string;
+}
+export interface OrderHistoryResponse {
+    orders: OrderResponse[];
+    nextCursor?: string;
+    hasMore: boolean;
+}
+export interface Fill {
+    fillId: string;
+    orderId: string;
+    symbol: string;
+    side: OrderSide;
+    quantity: Quantity;
+    price: Price;
+    fee: Fee;
+    feeCurrency: string;
+    /** Whether this fill added liquidity (maker) or removed it (taker) */
+    liquidity: 'maker' | 'taker';
+    timestamp: number;
+    raw?: unknown;
+}
+export interface TradeHistoryQuery {
+    symbol?: string;
+    orderId?: string;
+    startTime?: number;
+    endTime?: number;
+    limit?: number;
+    nextCursor?: string;
+}
+export interface TradeHistoryResponse {
+    fills: Fill[];
+    nextCursor?: string;
+    hasMore: boolean;
+}
+export interface CancelAllOrdersRequest {
+    symbol?: string;
+    side?: OrderSide;
+}
+export interface MarginModeRequest {
+    symbol: string;
+    mode: MarginMode;
+}
+export interface OrderRateLimitConfig {
+    /** Global rate limit across all venues */
+    global: {
+        maxOrdersPerSecond: number;
+        burstSize: number;
+    };
+    /** Per-venue overrides */
+    perVenue?: Partial<Record<ExchangeId, {
+        maxOrdersPerSecond: number;
+        burstSize: number;
+    }>>;
+    /** Per-symbol overrides */
+    perSymbol?: Record<string, {
+        maxOrdersPerSecond: number;
+        burstSize: number;
+    }>;
+}
+export interface EngineConfig {
+    exchange: ExchangeId;
+    credentials: ExchangeCredentials;
+    defaultMarketType?: MarketType;
+    defaultMarginMode?: MarginMode;
+    defaultLeverage?: number;
+    retryPolicy?: RetryPolicy;
+    riskLimits?: RiskLimits;
+    riskStatePersistence?: import('./executor/risk').RiskStatePersistence;
+    circuitBreaker?: import('./executor/circuit-breaker').CircuitBreakerConfig;
+    /** Called on every order state change */
+    onOrderUpdate?: (order: TrackedOrder) => void | Promise<void>;
+    /** Called on execution errors */
+    onError?: (error: Error, context: unknown) => void;
+}
+export interface RetryPolicy {
+    maxAttempts: number;
+    baseDelayMs: number;
+    maxDelayMs: number;
+    backoffFactor: number;
+    retryOn?: string[];
+    noRetryOn?: string[];
+}
+//# sourceMappingURL=types.d.ts.map

package/dist/exchange/v2/types.d.ts.map

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

@@ -0,0 +1,3 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=types.js.map

package/dist/exchange/v2/types.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../../../src/exchange/v2/types.ts"],"names":[],"mappings":""}

package/dist/index.d.ts

@@ -1,23 +1,106 @@
-/**
- * 123456btc-cli Module Entry
- * Export main classes for programmatic usage
- */
-export { ApiClient } from './api/client';
-export { AuthApi } from './api/auth';
-export { StrategyApi } from './api/strategy';
-export { WalletApi } from './api/wallet';
-export { SignalsApi } from './api/signals';
-export { StrategyStream } from './api/strategy-stream';
-export { SolanaProvider } from './providers/solana';
-export { IdentityVerifier } from './providers/verification';
-export { loadCredentials, getSolanaRpcUrl } from './config';
-export { VaultManager, getVault, resetVault } from './vault';
-export type { VaultEntry, VaultMeta, SecureBuffer } from './vault/types';
-export type { ApiKey, ApiResponse, ApiError, Strategy, StrategyDispatchRequest, StrategyDispatchResponse, StrategyStatus, GasBalance, GasSettlement, IdentityTier, PackageInfo, } from './types/api';
-export type { Signal, SignalAckResponse, } from './api/signals';
-export type { StrategyConfig, StrategyResult, ExecutorContext, StrategyState, OrderStatus, OrderEvent, OrderStateTransition, TrackedStrategy, RiskLimits, RiskCheckResult, TwapParams, VwapParams, IcebergParams, StrategySlice, } from './types/strategy';
-export type { WalletInfo, BillingRecord, } from './api/wallet';
-export { StrategyExecutor, ExecutionManager } from './providers/executor';
-export { OrderStateManager } from './providers/state';
-export { RiskGuard } from './providers/risk';
+import type { Price, Quantity } from './types/financial';
+export interface ExchangeConfig {
+    apiKey: string;
+    apiSecret: string;
+    passphrase?: string;
+    privateKey?: string;
+}
+export interface OrderRequest {
+    symbol: string;
+    side: 'buy' | 'sell';
+    type: 'market' | 'limit';
+    quantity?: Quantity;
+    price?: Price;
+}
+export interface OrderResponse {
+    orderId: string;
+    symbol: string;
+    side: string;
+    status: string;
+    price: string;
+    quantity: string;
+    executedQty: string;
+}
+export interface PositionInfo {
+    symbol: string;
+    side: 'long' | 'short';
+    entryPrice: string;
+    quantity: string;
+    unrealizedPnl: string;
+}
+export interface BalanceInfo {
+    asset: string;
+    free: string;
+    locked: string;
+}
+export interface KLine {
+    time: number;
+    open: number;
+    high: number;
+    low: number;
+    close: number;
+    volume: number;
+}
+export declare const EXCHANGE_CONFIG: {
+    readonly okx: {
+        readonly name: "OKX";
+        readonly fields: readonly [{
+            readonly key: "apiKey";
+            readonly label: "API Key";
+            readonly required: true;
+        }, {
+            readonly key: "apiSecret";
+            readonly label: "API Secret";
+            readonly required: true;
+        }, {
+            readonly key: "passphrase";
+            readonly label: "Passphrase";
+            readonly required: true;
+        }];
+        readonly docs: "https://www.okx.com/cn/trade-blog/7439";
+    };
+    readonly bitget: {
+        readonly name: "Bitget";
+        readonly fields: readonly [{
+            readonly key: "apiKey";
+            readonly label: "API Key";
+            readonly required: true;
+        }, {
+            readonly key: "apiSecret";
+            readonly label: "API Secret";
+            readonly required: true;
+        }, {
+            readonly key: "passphrase";
+            readonly label: "Passphrase";
+            readonly required: false;
+        }];
+        readonly docs: "https://www.bitget.com/zh-CN/doc/7843";
+    };
+    readonly binance: {
+        readonly name: "Binance";
+        readonly fields: readonly [{
+            readonly key: "apiKey";
+            readonly label: "API Key";
+            readonly required: true;
+        }, {
+            readonly key: "apiSecret";
+            readonly label: "API Secret";
+            readonly required: true;
+        }];
+        readonly docs: "https://www.binance.com/zh-CN/doc/7843";
+    };
+    readonly hyperliquid: {
+        readonly name: "Hyperliquid";
+        readonly fields: readonly [{
+            readonly key: "apiKey";
+            readonly label: "钱包地址 (主账户地址，非API密钥地址)";
+            readonly required: true;
+        }, {
+            readonly key: "privateKey";
+            readonly label: "API Private Key (交易密钥私钥)";
+            readonly required: true;
+        }];
+        readonly docs: "https://hyperliquid.gitbook.io/hyperliquid-docs";
+    };
+};
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