@3rd-eye-labs/openmm 0.1.5 → 0.1.7

package/dist/api/routes/price.js

@@ -0,0 +1,124 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.priceRoutes = priceRoutes;
+const exchange_factory_1 = require("../../cli/exchange-factory");
+async function priceRoutes(app) {
+    // GET /price/compare - Cross-exchange price comparison (QBT-367)
+    app.get('/price/compare', {
+        schema: {
+            tags: ['Price'],
+            summary: 'Cross-exchange price comparison',
+            description: 'Compares prices across multiple exchanges and identifies arbitrage opportunities.',
+            querystring: {
+                type: 'object',
+                required: ['symbol'],
+                properties: {
+                    symbol: { type: 'string', description: 'Trading pair', example: 'BTC/USDT' },
+                    exchanges: {
+                        type: 'string',
+                        description: 'Comma-separated list of exchanges (default: all)',
+                        example: 'mexc,gateio,bitget',
+                    },
+                },
+            },
+            response: {
+                200: {
+                    type: 'object',
+                    properties: {
+                        symbol: { type: 'string' },
+                        prices: {
+                            type: 'array',
+                            items: {
+                                type: 'object',
+                                properties: {
+                                    exchange: { type: 'string' },
+                                    bid: { type: 'number' },
+                                    ask: { type: 'number' },
+                                    last: { type: 'number' },
+                                    spread: { type: 'number' },
+                                    spreadPercent: { type: 'number' },
+                                },
+                            },
+                        },
+                        bestBid: {
+                            type: 'object',
+                            properties: {
+                                exchange: { type: 'string' },
+                                price: { type: 'number' },
+                            },
+                        },
+                        bestAsk: {
+                            type: 'object',
+                            properties: {
+                                exchange: { type: 'string' },
+                                price: { type: 'number' },
+                            },
+                        },
+                        arbitrageOpportunity: { type: 'number', description: 'Best bid - best ask (positive = arb exists)' },
+                        arbitragePercent: { type: 'number', description: 'Arbitrage as percentage' },
+                        timestamp: { type: 'number' },
+                    },
+                },
+                500: {
+                    type: 'object',
+                    properties: { error: { type: 'string' } },
+                },
+            },
+        },
+    }, async (request, reply) => {
+        const { symbol, exchanges: exchangesParam } = request.query;
+        const allExchanges = ['mexc', 'gateio', 'bitget', 'kraken'];
+        const targetExchanges = exchangesParam
+            ? exchangesParam.split(',').filter(e => allExchanges.includes(e))
+            : allExchanges;
+        const prices = [];
+        // Fetch prices from all exchanges in parallel
+        const results = await Promise.allSettled(targetExchanges.map(async (exchange) => {
+            try {
+                const connector = await exchange_factory_1.ExchangeFactory.getExchange(exchange);
+                const ticker = await connector.getTicker(symbol);
+                const spread = ticker.ask - ticker.bid;
+                const midPrice = (ticker.ask + ticker.bid) / 2;
+                const spreadPercent = midPrice > 0 ? (spread / midPrice) * 100 : 0;
+                return {
+                    exchange,
+                    bid: ticker.bid,
+                    ask: ticker.ask,
+                    last: ticker.last,
+                    spread,
+                    spreadPercent: Math.round(spreadPercent * 10000) / 10000,
+                };
+            }
+            catch {
+                return null;
+            }
+        }));
+        // Collect successful results
+        for (const result of results) {
+            if (result.status === 'fulfilled' && result.value) {
+                prices.push(result.value);
+            }
+        }
+        if (prices.length === 0) {
+            return reply.status(500).send({ error: 'Failed to fetch prices from any exchange' });
+        }
+        // Find best bid and ask
+        const bestBidPrice = prices.reduce((max, p) => p.bid > max.bid ? p : max, prices[0]);
+        const bestAskPrice = prices.reduce((min, p) => p.ask < min.ask ? p : min, prices[0]);
+        // Calculate arbitrage opportunity
+        const arbitrageOpportunity = bestBidPrice.bid - bestAskPrice.ask;
+        const arbitragePercent = bestAskPrice.ask > 0
+            ? (arbitrageOpportunity / bestAskPrice.ask) * 100
+            : 0;
+        return {
+            symbol,
+            prices,
+            bestBid: { exchange: bestBidPrice.exchange, price: bestBidPrice.bid },
+            bestAsk: { exchange: bestAskPrice.exchange, price: bestAskPrice.ask },
+            arbitrageOpportunity: Math.round(arbitrageOpportunity * 100000000) / 100000000,
+            arbitragePercent: Math.round(arbitragePercent * 10000) / 10000,
+            timestamp: Date.now(),
+        };
+    });
+}
+//# sourceMappingURL=price.js.map

package/dist/api/routes/price.js.map

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package/dist/api/routes/strategy.d.ts

@@ -0,0 +1,3 @@
+import { FastifyInstance } from 'fastify';
+export declare function strategyRoutes(app: FastifyInstance): Promise<void>;
+//# sourceMappingURL=strategy.d.ts.map

package/dist/api/routes/strategy.d.ts.map

@@ -0,0 +1 @@
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package/dist/api/routes/strategy.js

@@ -0,0 +1,345 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.strategyRoutes = strategyRoutes;
+const grid_strategy_1 = require("../../strategies/grid/grid-strategy");
+const exchange_factory_1 = require("../../cli/exchange-factory");
+const utils_1 = require("../../utils");
+const logger = (0, utils_1.createLogger)('strategy-api');
+// In-memory strategy store (for demo - production would use persistent storage)
+const activeStrategies = new Map();
+async function strategyRoutes(app) {
+    // POST /strategy/grid - Start a grid strategy (QBT-362)
+    app.post('/strategy/grid', {
+        schema: {
+            tags: ['Strategy'],
+            summary: 'Start a grid trading strategy',
+            description: 'Creates and starts a new grid trading strategy with the specified parameters.',
+            body: {
+                type: 'object',
+                required: ['exchange', 'symbol', 'lowerPrice', 'upperPrice', 'gridLevels', 'orderSize'],
+                properties: {
+                    exchange: { type: 'string', enum: ['mexc', 'gateio', 'bitget', 'kraken'] },
+                    symbol: { type: 'string', description: 'Trading pair', example: 'BTC/USDT' },
+                    lowerPrice: { type: 'number', minimum: 0, description: 'Lower price bound' },
+                    upperPrice: { type: 'number', minimum: 0, description: 'Upper price bound' },
+                    gridLevels: { type: 'integer', minimum: 2, maximum: 100, description: 'Number of grid levels' },
+                    orderSize: { type: 'number', minimum: 0, description: 'Size per order in quote currency' },
+                    gridSpacing: { type: 'number', minimum: 0, description: 'Custom spacing (default: auto-calculated)' },
+                },
+            },
+            response: {
+                200: {
+                    type: 'object',
+                    properties: {
+                        id: { type: 'string' },
+                        status: { type: 'string' },
+                        message: { type: 'string' },
+                        config: {
+                            type: 'object',
+                            properties: {
+                                exchange: { type: 'string' },
+                                symbol: { type: 'string' },
+                                lowerPrice: { type: 'number' },
+                                upperPrice: { type: 'number' },
+                                gridLevels: { type: 'number' },
+                                orderSize: { type: 'number' },
+                                gridSpacing: { type: 'number' },
+                            },
+                        },
+                    },
+                },
+                400: {
+                    type: 'object',
+                    properties: { error: { type: 'string' } },
+                },
+                500: {
+                    type: 'object',
+                    properties: { error: { type: 'string' } },
+                },
+            },
+        },
+    }, async (request, reply) => {
+        const { exchange, symbol, lowerPrice, upperPrice, gridLevels, orderSize, gridSpacing } = request.body;
+        // Validate price range
+        if (lowerPrice >= upperPrice) {
+            return reply.status(400).send({ error: 'lowerPrice must be less than upperPrice' });
+        }
+        // Calculate grid spacing if not provided
+        const calculatedSpacing = gridSpacing ?? (upperPrice - lowerPrice) / gridLevels;
+        // Generate unique strategy ID
+        const strategyId = `grid-${exchange}-${symbol.replace('/', '-')}-${Date.now()}`;
+        try {
+            // Get exchange connector
+            const connector = await exchange_factory_1.ExchangeFactory.getExchange(exchange);
+            // Create strategy config
+            const config = {
+                id: strategyId,
+                type: 'grid',
+                symbol,
+                exchange,
+                accountId: 'default',
+                enabled: true,
+                gridConfig: {
+                    symbol,
+                    gridLevels,
+                    gridSpacing: calculatedSpacing,
+                    orderSize,
+                    minConfidence: 0.6,
+                    priceDeviationThreshold: 0.015,
+                    adjustmentDebounce: 2000,
+                },
+                parameters: {
+                    gridLevels,
+                    gridSpacing: calculatedSpacing,
+                    orderSize,
+                    upperPrice,
+                    lowerPrice,
+                },
+            };
+            // Create and initialize strategy
+            const strategy = new grid_strategy_1.GridStrategy(strategyId);
+            strategy.setExchangeConnector(connector);
+            await strategy.initialize(config);
+            // Store strategy reference
+            activeStrategies.set(strategyId, {
+                strategy,
+                config,
+                startedAt: Date.now(),
+                filledOrders: 0,
+                profit: 0,
+            });
+            // Start strategy (async - don't await)
+            strategy.start().catch((err) => {
+                logger.error(`Strategy ${strategyId} failed: ${err instanceof Error ? err.message : String(err)}`);
+                const stored = activeStrategies.get(strategyId);
+                if (stored) {
+                    stored.strategy.stop();
+                }
+            });
+            logger.info(`Started grid strategy: ${strategyId}`);
+            return {
+                id: strategyId,
+                status: 'running',
+                message: 'Grid strategy started successfully',
+                config: {
+                    exchange,
+                    symbol,
+                    lowerPrice,
+                    upperPrice,
+                    gridLevels,
+                    orderSize,
+                    gridSpacing: calculatedSpacing,
+                },
+            };
+        }
+        catch (error) {
+            const message = error instanceof Error ? error.message : 'Unknown error';
+            logger.error(`Failed to start grid strategy: ${message}`);
+            return reply.status(500).send({ error: `Failed to start strategy: ${message}` });
+        }
+    });
+    // DELETE /strategy/grid - Stop a grid strategy (QBT-363)
+    app.delete('/strategy/grid', {
+        schema: {
+            tags: ['Strategy'],
+            summary: 'Stop a grid trading strategy',
+            description: 'Stops a running grid strategy and optionally cancels all open orders.',
+            body: {
+                type: 'object',
+                required: ['id'],
+                properties: {
+                    id: { type: 'string', description: 'Strategy ID to stop' },
+                    cancelOrders: { type: 'boolean', default: true, description: 'Cancel all open orders' },
+                },
+            },
+            response: {
+                200: {
+                    type: 'object',
+                    properties: {
+                        success: { type: 'boolean' },
+                        id: { type: 'string' },
+                        message: { type: 'string' },
+                        summary: {
+                            type: 'object',
+                            properties: {
+                                runningTime: { type: 'number', description: 'Running time in ms' },
+                                filledOrders: { type: 'number' },
+                                profit: { type: 'number' },
+                            },
+                        },
+                    },
+                },
+                404: {
+                    type: 'object',
+                    properties: { error: { type: 'string' } },
+                },
+                500: {
+                    type: 'object',
+                    properties: { error: { type: 'string' } },
+                },
+            },
+        },
+    }, async (request, reply) => {
+        const { id, cancelOrders = true } = request.body;
+        const stored = activeStrategies.get(id);
+        if (!stored) {
+            return reply.status(404).send({ error: `Strategy not found: ${id}` });
+        }
+        try {
+            // Stop the strategy
+            await stored.strategy.stop();
+            // Calculate summary
+            const runningTime = Date.now() - stored.startedAt;
+            const summary = {
+                runningTime,
+                filledOrders: stored.filledOrders,
+                profit: stored.profit,
+            };
+            // Remove from active strategies
+            activeStrategies.delete(id);
+            logger.info(`Stopped grid strategy: ${id}`);
+            return {
+                success: true,
+                id,
+                message: `Strategy stopped${cancelOrders ? ' and orders cancelled' : ''}`,
+                summary,
+            };
+        }
+        catch (error) {
+            const message = error instanceof Error ? error.message : 'Unknown error';
+            logger.error(`Failed to stop grid strategy: ${message}`);
+            return reply.status(500).send({ error: `Failed to stop strategy: ${message}` });
+        }
+    });
+    // GET /strategy/grid/status - Get grid strategy status (QBT-364)
+    app.get('/strategy/grid/status', {
+        schema: {
+            tags: ['Strategy'],
+            summary: 'Get grid strategy status',
+            description: 'Returns the status of a specific strategy or all active strategies.',
+            querystring: {
+                type: 'object',
+                properties: {
+                    id: { type: 'string', description: 'Strategy ID (optional, returns all if omitted)' },
+                },
+            },
+            response: {
+                200: {
+                    type: 'object',
+                    properties: {
+                        strategies: {
+                            type: 'array',
+                            items: {
+                                type: 'object',
+                                properties: {
+                                    id: { type: 'string' },
+                                    status: { type: 'string' },
+                                    exchange: { type: 'string' },
+                                    symbol: { type: 'string' },
+                                    lowerPrice: { type: 'number' },
+                                    upperPrice: { type: 'number' },
+                                    gridLevels: { type: 'number' },
+                                    orderSize: { type: 'number' },
+                                    openOrders: { type: 'number' },
+                                    filledOrders: { type: 'number' },
+                                    profit: { type: 'number' },
+                                    startedAt: { type: 'number' },
+                                    runningTime: { type: 'number' },
+                                },
+                            },
+                        },
+                        count: { type: 'number' },
+                    },
+                },
+                404: {
+                    type: 'object',
+                    properties: { error: { type: 'string' } },
+                },
+            },
+        },
+    }, async (request, reply) => {
+        const { id } = request.query;
+        // If specific ID requested
+        if (id) {
+            const stored = activeStrategies.get(id);
+            if (!stored) {
+                return reply.status(404).send({ error: `Strategy not found: ${id}` });
+            }
+            const status = buildStrategyStatus(id, stored);
+            return {
+                strategies: [status],
+                count: 1,
+            };
+        }
+        // Return all active strategies
+        const strategies = [];
+        for (const [strategyId, stored] of activeStrategies.entries()) {
+            strategies.push(buildStrategyStatus(strategyId, stored));
+        }
+        return {
+            strategies,
+            count: strategies.length,
+        };
+    });
+    // GET /strategy/grid/list - List all active grid strategies
+    app.get('/strategy/grid/list', {
+        schema: {
+            tags: ['Strategy'],
+            summary: 'List all active grid strategies',
+            description: 'Returns a list of all currently running grid strategies.',
+            response: {
+                200: {
+                    type: 'object',
+                    properties: {
+                        strategies: {
+                            type: 'array',
+                            items: {
+                                type: 'object',
+                                properties: {
+                                    id: { type: 'string' },
+                                    exchange: { type: 'string' },
+                                    symbol: { type: 'string' },
+                                    status: { type: 'string' },
+                                    startedAt: { type: 'number' },
+                                },
+                            },
+                        },
+                        count: { type: 'number' },
+                    },
+                },
+            },
+        },
+    }, async () => {
+        const strategies = Array.from(activeStrategies.entries()).map(([id, stored]) => ({
+            id,
+            exchange: stored.config.exchange,
+            symbol: stored.config.symbol,
+            status: stored.strategy.currentStatus,
+            startedAt: stored.startedAt,
+        }));
+        return {
+            strategies,
+            count: strategies.length,
+        };
+    });
+}
+// Helper function to build status response
+function buildStrategyStatus(id, stored) {
+    const now = Date.now();
+    return {
+        id,
+        status: stored.strategy.currentStatus,
+        exchange: stored.config.exchange,
+        symbol: stored.config.symbol,
+        lowerPrice: stored.config.parameters.lowerPrice,
+        upperPrice: stored.config.parameters.upperPrice,
+        gridLevels: stored.config.parameters.gridLevels,
+        orderSize: stored.config.parameters.orderSize,
+        openOrders: 0, // TODO: Implement getOpenOrders in GridStrategy
+        filledOrders: stored.filledOrders,
+        profit: stored.profit,
+        startedAt: stored.startedAt,
+        runningTime: now - stored.startedAt,
+    };
+}
+//# sourceMappingURL=strategy.js.map

package/dist/api/routes/strategy.js.map

@@ -0,0 +1 @@
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package/dist/api/routes/ticker.d.ts

@@ -0,0 +1,3 @@
+import { FastifyInstance } from 'fastify';
+export declare function tickerRoutes(app: FastifyInstance): Promise<void>;
+//# sourceMappingURL=ticker.d.ts.map

package/dist/api/routes/ticker.d.ts.map

@@ -0,0 +1 @@
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package/dist/api/routes/ticker.js

@@ -0,0 +1,91 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.tickerRoutes = tickerRoutes;
+const exchange_factory_1 = require("../../cli/exchange-factory");
+async function tickerRoutes(app) {
+    app.get('/ticker', {
+        schema: {
+            tags: ['Market Data'],
+            summary: 'Get ticker data for a trading pair',
+            description: 'Returns current price, bid/ask, spread, and 24h statistics for a trading pair on a specific exchange.',
+            querystring: {
+                type: 'object',
+                required: ['exchange', 'symbol'],
+                properties: {
+                    exchange: {
+                        type: 'string',
+                        enum: ['mexc', 'gateio', 'bitget', 'kraken'],
+                        description: 'Exchange to query',
+                    },
+                    symbol: {
+                        type: 'string',
+                        description: 'Trading pair (e.g., BTC/USDT, ETH/USDT)',
+                        example: 'BTC/USDT',
+                    },
+                },
+            },
+            response: {
+                200: {
+                    type: 'object',
+                    properties: {
+                        exchange: { type: 'string' },
+                        symbol: { type: 'string' },
+                        last: { type: 'number', description: 'Last traded price' },
+                        bid: { type: 'number', description: 'Best bid price' },
+                        ask: { type: 'number', description: 'Best ask price' },
+                        spread: { type: 'number', description: 'Absolute spread (ask - bid)' },
+                        spreadPercent: { type: 'number', description: 'Spread as percentage of mid price' },
+                        baseVolume: { type: 'number', description: '24h volume in base currency' },
+                        quoteVolume: { type: 'number', description: '24h volume in quote currency' },
+                        timestamp: { type: 'number', description: 'Data timestamp (ms)' },
+                    },
+                },
+                400: {
+                    type: 'object',
+                    properties: {
+                        error: { type: 'string' },
+                    },
+                },
+                500: {
+                    type: 'object',
+                    properties: {
+                        error: { type: 'string' },
+                    },
+                },
+            },
+        },
+    }, async (request, reply) => {
+        const { exchange, symbol } = request.query;
+        if (!exchange || !symbol) {
+            return reply.status(400).send({ error: 'Missing required parameters: exchange and symbol' });
+        }
+        const validExchanges = ['mexc', 'gateio', 'bitget', 'kraken'];
+        if (!validExchanges.includes(exchange)) {
+            return reply.status(400).send({ error: `Invalid exchange. Must be one of: ${validExchanges.join(', ')}` });
+        }
+        try {
+            const connector = await exchange_factory_1.ExchangeFactory.getExchange(exchange);
+            const ticker = await connector.getTicker(symbol);
+            const spread = ticker.ask - ticker.bid;
+            const midPrice = (ticker.ask + ticker.bid) / 2;
+            const spreadPercent = midPrice > 0 ? (spread / midPrice) * 100 : 0;
+            return {
+                exchange,
+                symbol: ticker.symbol,
+                last: ticker.last,
+                bid: ticker.bid,
+                ask: ticker.ask,
+                spread,
+                spreadPercent: Math.round(spreadPercent * 10000) / 10000, // 4 decimal places
+                baseVolume: ticker.baseVolume,
+                quoteVolume: ticker.quoteVolume,
+                timestamp: ticker.timestamp || Date.now(),
+            };
+        }
+        catch (error) {
+            const message = error instanceof Error ? error.message : 'Unknown error';
+            return reply.status(500).send({ error: `Failed to fetch ticker: ${message}` });
+        }
+    });
+}
+//# sourceMappingURL=ticker.js.map

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package/dist/api/routes/trades.d.ts

@@ -0,0 +1,3 @@
+import { FastifyInstance } from 'fastify';
+export declare function tradesRoutes(app: FastifyInstance): Promise<void>;
+//# sourceMappingURL=trades.d.ts.map

package/dist/api/routes/trades.d.ts.map

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