@forgezero/runtime 0.1.14 → 0.1.15

package/dist/finance/venues.js

@@ -1,251 +0,0 @@
-var __require = /* @__PURE__ */ ((x) => typeof require !== "undefined" ? require : typeof Proxy !== "undefined" ? new Proxy(x, {
-  get: (a, b) => (typeof require !== "undefined" ? require : a)[b]
-}) : x)(function(x) {
-  if (typeof require !== "undefined")
-    return require.apply(this, arguments);
-  throw Error('Dynamic require of "' + x + '" is not supported');
-});
-
-// src/finance/money.ts
-class MoneyError extends Error {
-  code;
-  constructor(code, message) {
-    super(message);
-    this.code = code;
-    this.name = "MoneyError";
-  }
-}
-var ASSETS = [
-  { code: "USDT", decimals: 6 },
-  { code: "USDC", decimals: 6 },
-  { code: "BTC", decimals: 8 },
-  { code: "ETH", decimals: 18 },
-  { code: "BNB", decimals: 18 },
-  { code: "EUR", decimals: 2 },
-  { code: "USD", decimals: 2 }
-];
-var REGISTRY = new Map(ASSETS.map((asset) => [asset.code, asset]));
-function defineAsset(spec) {
-  if (spec.decimals < 0 || spec.decimals > 30 || !Number.isInteger(spec.decimals)) {
-    throw new MoneyError("UNKNOWN_ASSET", `${spec.code}: decimals must be an integer 0–30.`);
-  }
-  REGISTRY.set(spec.code, spec);
-}
-function assetSpec(code) {
-  const spec = REGISTRY.get(code);
-  if (!spec)
-    throw new MoneyError("UNKNOWN_ASSET", `Unknown asset "${code}". Call defineAsset first.`);
-  return spec;
-}
-var money = (units, asset) => {
-  assetSpec(asset);
-  return { units, asset };
-};
-var zero = (asset) => money(0n, asset);
-function parseAmount(value, asset) {
-  const spec = assetSpec(asset);
-  const text = value.trim();
-  if (!/^-?\d+(\.\d+)?$/.test(text)) {
-    throw new MoneyError("NOT_FINITE", `"${value}" is not a plain decimal amount.`);
-  }
-  const negative = text.startsWith("-");
-  const [whole, fraction = ""] = text.replace("-", "").split(".");
-  if (fraction.length > spec.decimals) {
-    throw new MoneyError("PRECISION_LOSS", `${asset} has ${spec.decimals} decimals; "${value}" has ${fraction.length}.`);
-  }
-  const padded = fraction.padEnd(spec.decimals, "0");
-  const units = BigInt(whole + padded);
-  return { units: negative ? -units : units, asset };
-}
-function formatAmount(amount, options = {}) {
-  const spec = assetSpec(amount.asset);
-  const negative = amount.units < 0n;
-  const digits = (negative ? -amount.units : amount.units).toString().padStart(spec.decimals + 1, "0");
-  const whole = digits.slice(0, digits.length - spec.decimals);
-  let fraction = spec.decimals === 0 ? "" : digits.slice(digits.length - spec.decimals);
-  if (options.trim && fraction)
-    fraction = fraction.replace(/0+$/, "");
-  return `${negative ? "-" : ""}${whole}${fraction ? `.${fraction}` : ""}`;
-}
-function sameAsset(a, b) {
-  if (a.asset !== b.asset) {
-    throw new MoneyError("ASSET_MISMATCH", `Cannot combine ${a.asset} and ${b.asset}.`);
-  }
-}
-function add(a, b) {
-  sameAsset(a, b);
-  return { units: a.units + b.units, asset: a.asset };
-}
-function subtract(a, b) {
-  sameAsset(a, b);
-  return { units: a.units - b.units, asset: a.asset };
-}
-var negate = (amount) => ({ units: -amount.units, asset: amount.asset });
-var abs = (amount) => ({
-  units: amount.units < 0n ? -amount.units : amount.units,
-  asset: amount.asset
-});
-var isZero = (amount) => amount.units === 0n;
-var isNegative = (amount) => amount.units < 0n;
-function compare(a, b) {
-  sameAsset(a, b);
-  return a.units < b.units ? -1 : a.units > b.units ? 1 : 0;
-}
-var equals = (a, b) => a.asset === b.asset && a.units === b.units;
-var ROUNDING = ["down", "up", "half-up"];
-function divideRounded(numerator, denominator, mode) {
-  if (denominator === 0n)
-    throw new MoneyError("DIVIDE_BY_ZERO", "Division by zero.");
-  const negative = numerator < 0n !== denominator < 0n;
-  const a = numerator < 0n ? -numerator : numerator;
-  const b = denominator < 0n ? -denominator : denominator;
-  const quotient = a / b;
-  const remainder = a % b;
-  if (remainder === 0n)
-    return negative ? -quotient : quotient;
-  let result = quotient;
-  if (mode === "up")
-    result += 1n;
-  else if (mode === "half-up" && remainder * 2n >= b)
-    result += 1n;
-  return negative ? -result : result;
-}
-function mulRate(amount, rate, mode = "down") {
-  if (!/^-?\d+(\.\d+)?$/.test(rate.trim())) {
-    throw new MoneyError("NOT_FINITE", `"${rate}" is not a plain decimal rate.`);
-  }
-  const [whole, fraction = ""] = rate.trim().replace("-", "").split(".");
-  const scale = 10n ** BigInt(fraction.length);
-  const scaled = BigInt(whole + fraction) * (rate.trim().startsWith("-") ? -1n : 1n);
-  return { units: divideRounded(amount.units * scaled, scale, mode), asset: amount.asset };
-}
-function convert(amount, to, rate, mode = "down") {
-  const from = assetSpec(amount.asset);
-  const target = assetSpec(to);
-  const asTarget = mulRate({ units: amount.units, asset: to }, rate, mode);
-  const shift = target.decimals - from.decimals;
-  if (shift === 0)
-    return asTarget;
-  if (shift > 0)
-    return { units: asTarget.units * 10n ** BigInt(shift), asset: to };
-  return { units: divideRounded(asTarget.units, 10n ** BigInt(-shift), mode), asset: to };
-}
-function allocate(amount, parts) {
-  if (parts < 1)
-    throw new MoneyError("NOT_FINITE", "Cannot allocate into fewer than one part.");
-  const each = divideRounded(amount.units, BigInt(parts), "down");
-  const allocated = Array.from({ length: parts }, () => each);
-  let remainder = amount.units - each * BigInt(parts);
-  const step = remainder < 0n ? -1n : 1n;
-  for (let index = 0;remainder !== 0n; index = (index + 1) % parts) {
-    allocated[index] += step;
-    remainder -= step;
-  }
-  return allocated.map((units) => ({ units, asset: amount.asset }));
-}
-function toStep(amount, step, mode = "down") {
-  const stepUnits = parseAmount(step, amount.asset).units;
-  if (stepUnits <= 0n)
-    throw new MoneyError("NOT_FINITE", "A step must be positive.");
-  return { units: divideRounded(amount.units, stepUnits, mode) * stepUnits, asset: amount.asset };
-}
-var VERSION = "0.1.0";
-
-// src/finance/venues.ts
-var MARKET_TYPES = ["spot", "margin", "futures"];
-var ORDER_SIDES = ["buy", "sell"];
-var ORDER_TYPES = ["market", "limit", "stop-limit"];
-var TIME_IN_FORCE = ["gtc", "ioc", "fok"];
-var VENUES = [
-  {
-    key: "binance",
-    label: "Binance",
-    markets: ["spot", "margin", "futures"],
-    rateLimit: { perMinute: 6000, counts: "weight" },
-    clientOrderIds: true,
-    note: "Publishes no AAAA records, so every endpoint is IPv4-only and the budget is per IP."
-  }
-];
-var venue = (key) => VENUES.find((entry) => entry.key === key);
-var venuesFor = (type) => VENUES.filter((entry) => entry.markets.includes(type));
-var symbolOf = (base, quote) => `${base.toUpperCase()}/${quote.toUpperCase()}`;
-function parseSymbol(symbol) {
-  const [base, quote] = symbol.toUpperCase().split("/");
-  if (!base || !quote)
-    throw new VenueError("BAD_SYMBOL", `"${symbol}" is not BASE/QUOTE.`);
-  return { base, quote };
-}
-
-class VenueError extends Error {
-  code;
-  constructor(code, message) {
-    super(message);
-    this.code = code;
-    this.name = "VenueError";
-  }
-}
-function notionalOf(request, market) {
-  const price = request.price;
-  if (!price)
-    return parseAmount("0", market.quote);
-  const quantity = Number(formatAmount(request.quantity));
-  const priceText = formatAmount(price);
-  return parseAmount((quantity * Number(priceText)).toFixed(0) === "NaN" ? "0" : String(quantity * Number(priceText)), market.quote);
-}
-function validateOrder(request, market) {
-  const spec = venue(request.venue);
-  if (!spec)
-    throw new VenueError("UNKNOWN_VENUE", `Unknown venue "${request.venue}".`);
-  if (!spec.markets.includes(request.type)) {
-    throw new VenueError("MARKET_UNSUPPORTED", `${spec.label} does not offer ${request.type}.`);
-  }
-  if (market.venue !== request.venue || market.type !== request.type || market.symbol !== request.symbol) {
-    throw new VenueError("UNKNOWN_MARKET", "The market does not describe this order.");
-  }
-  if (request.orderType !== "market" && !request.price) {
-    throw new VenueError("PRICE_REQUIRED", `A ${request.orderType} order needs a price.`);
-  }
-  const snapped = toStep(request.quantity, market.lotStep);
-  if (compare(snapped, request.quantity) !== 0) {
-    throw new VenueError("LOT_STEP", `Quantity ${formatAmount(request.quantity, { trim: true })} is not a multiple of ${market.lotStep}.`);
-  }
-  if (request.price) {
-    const onTick = toStep(request.price, market.tickStep);
-    if (compare(onTick, request.price) !== 0) {
-      throw new VenueError("TICK_STEP", `Price ${formatAmount(request.price, { trim: true })} is not a multiple of ${market.tickStep}.`);
-    }
-    const notional = notionalOf(request, market);
-    if (compare(notional, parseAmount(market.minNotional, market.quote)) < 0) {
-      throw new VenueError("MIN_NOTIONAL", `Order is worth ${formatAmount(notional, { trim: true })} ${market.quote}; the minimum is ${market.minNotional}.`);
-    }
-  }
-  if (request.leverage !== undefined) {
-    if (request.type === "spot" || market.maxLeverage === undefined) {
-      throw new VenueError("LEVERAGE_UNSUPPORTED", `${request.type} markets have no leverage.`);
-    }
-    if (request.leverage < 1 || request.leverage > market.maxLeverage) {
-      throw new VenueError("LEVERAGE_TOO_HIGH", `Leverage ${request.leverage}× exceeds the ${market.maxLeverage}× maximum on this market.`);
-    }
-  }
-}
-async function submitOrder(adapter, request, market) {
-  validateOrder(request, market);
-  return adapter.placeOrder(request, market);
-}
-var VERSION2 = "0.1.0";
-export {
-  venuesFor,
-  venue,
-  validateOrder,
-  symbolOf,
-  submitOrder,
-  parseSymbol,
-  notionalOf,
-  VenueError,
-  VERSION2 as VERSION,
-  VENUES,
-  TIME_IN_FORCE,
-  ORDER_TYPES,
-  ORDER_SIDES,
-  MARKET_TYPES
-};