@imbingox/acex 0.1.0-beta.1 → 0.1.0-beta.3

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Files changed (19) hide show
  1. package/README.md +664 -7
  2. package/package.json +26 -2
  3. package/src/adapters/binance/market-catalog.ts +16 -9
  4. package/src/adapters/binance/private-adapter.ts +833 -0
  5. package/src/adapters/types.ts +145 -1
  6. package/src/client/context.ts +63 -0
  7. package/src/client/private-subscription-coordinator.ts +512 -0
  8. package/src/client/runtime.ts +129 -2
  9. package/src/errors.ts +7 -1
  10. package/src/index.ts +1 -0
  11. package/src/internal/filters.ts +12 -14
  12. package/src/internal/managed-websocket.ts +24 -2
  13. package/src/managers/account-manager.ts +346 -52
  14. package/src/managers/market-manager.ts +21 -10
  15. package/src/managers/order-manager.ts +427 -46
  16. package/src/types/account.ts +16 -19
  17. package/src/types/market.ts +16 -14
  18. package/src/types/order.ts +47 -12
  19. package/src/types/shared.ts +15 -0
package/package.json CHANGED
@@ -1,25 +1,49 @@
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  {
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  "name": "@imbingox/acex",
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- "version": "0.1.0-beta.1",
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+ "version": "0.1.0-beta.3",
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  "description": "Multi-exchange trading SDK for market data, account, and order management",
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+ "repository": {
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+ "type": "git",
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+ "url": "https://github.com/imbingox/acex"
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+ },
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  "module": "index.ts",
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  "type": "module",
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  "exports": {
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  ".": "./index.ts"
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  },
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+ "publishConfig": {
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+ "access": "public"
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+ },
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  "files": [
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  "index.ts",
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  "src/"
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  ],
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  "scripts": {
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+ "changeset": "changeset",
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  "lint": "biome check .",
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  "lint:fix": "biome check --write .",
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+ "release": "changeset publish",
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  "type-check": "tsc --noEmit",
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- "test": "bun test"
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+ "test": "bun test --max-concurrency=1",
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+ "test:live:account": "bun run scripts/live-account-smoke.ts",
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+ "test:live:account:smoke": "bun run scripts/live-account-smoke.ts --duration 10",
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+ "test:live:account:soak": "bun run scripts/live-account-smoke.ts --duration 60 --disconnect-after 5",
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+ "test:live:market": "bun run scripts/live-market-smoke.ts",
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+ "test:live:market:smoke": "bun run scripts/live-market-smoke.ts --duration 10",
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+ "test:live:market:soak": "bun run scripts/live-market-smoke.ts --duration 60 --disconnect-after 5 --disconnect-target perp",
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+ "test:live:order": "bun run scripts/live-order-smoke.ts",
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+ "test:live:order:smoke": "bun run scripts/live-order-smoke.ts --duration 10",
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+ "test:live:order:soak": "bun run scripts/live-order-smoke.ts --duration 60 --disconnect-after 5",
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+ "version-packages": "changeset version"
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  },
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  "devDependencies": {
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  "@biomejs/biome": "^2.4.10",
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+ "@changesets/cli": "^2.31.0",
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  "@types/bun": "latest",
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  "typescript": "^6.0.2"
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+ },
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+ "dependencies": {
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+ "@mindfoldhq/trellis": "^0.4.0",
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+ "bignumber.js": "^11.0.0"
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  }
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  }
package/src/adapters/binance/market-catalog.ts CHANGED
@@ -1,3 +1,4 @@
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+ import BigNumber from "bignumber.js";
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  import type { MarketDefinition, MarketType } from "../../types/index.ts";
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  type FetchLike = typeof fetch;
@@ -131,6 +132,7 @@ function normalizeSpotSymbol(
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  getFilter(symbol.filters, "MIN_NOTIONAL");
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  const priceStep = normalizeStep(priceFilter?.tickSize);
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  const amountStep = normalizeStep(lotSizeFilter?.stepSize);
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+ const notionalValue = notionalFilter?.minNotional ?? notionalFilter?.notional;
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  return {
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  exchange: "binance",
@@ -144,10 +146,12 @@ function normalizeSpotSymbol(
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  contract: false,
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  pricePrecision: precisionFromStep(priceStep),
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  amountPrecision: precisionFromStep(amountStep),
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- priceStep,
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- amountStep,
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- minAmount: lotSizeFilter?.minQty,
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- minNotional: notionalFilter?.minNotional ?? notionalFilter?.notional,
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+ priceStep: new BigNumber(priceStep),
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+ amountStep: new BigNumber(amountStep),
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+ minAmount: lotSizeFilter?.minQty
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+ ? new BigNumber(lotSizeFilter.minQty)
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+ : undefined,
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+ minNotional: notionalValue ? new BigNumber(notionalValue) : undefined,
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  raw: toRecord(symbol),
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  };
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  }
@@ -173,6 +177,7 @@ function normalizeDerivativesSymbol(
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  : family === "usdm"
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  ? "1"
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  : undefined;
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+ const notionalValue = notionalFilter?.minNotional ?? notionalFilter?.notional;
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  return {
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  exchange: "binance",
@@ -193,13 +198,15 @@ function normalizeDerivativesSymbol(
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  contract: true,
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  linear: family === "usdm",
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  inverse: family === "coinm",
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- contractSize,
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+ contractSize: contractSize ? new BigNumber(contractSize) : undefined,
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  pricePrecision: precisionFromStep(priceStep),
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  amountPrecision: precisionFromStep(amountStep),
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- priceStep,
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- amountStep,
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- minAmount: lotSizeFilter?.minQty,
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- minNotional: notionalFilter?.minNotional ?? notionalFilter?.notional,
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+ priceStep: new BigNumber(priceStep),
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+ amountStep: new BigNumber(amountStep),
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+ minAmount: lotSizeFilter?.minQty
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+ ? new BigNumber(lotSizeFilter.minQty)
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+ : undefined,
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+ minNotional: notionalValue ? new BigNumber(notionalValue) : undefined,
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  expiry: type === "future" ? symbol.deliveryDate : undefined,
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  raw: toRecord(symbol),
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  };