@imbingox/acex 0.1.0-beta.2 → 0.1.0-beta.4

package/package.json

@@ -1,24 +1,46 @@
 {
   "name": "@imbingox/acex",
-  "version": "0.1.0-beta.2",
+  "version": "0.1.0-beta.4",
   "description": "Multi-exchange trading SDK for market data, account, and order management",
+  "repository": {
+    "type": "git",
+    "url": "https://github.com/imbingox/acex"
+  },
   "module": "index.ts",
   "type": "module",
   "exports": {
     ".": "./index.ts"
   },
+  "publishConfig": {
+    "access": "public"
+  },
   "files": [
     "index.ts",
     "src/"
   ],
   "scripts": {
+    "changeset": "changeset",
+    "changeset:pre:enter:beta": "changeset pre enter beta && if [ -f .changeset/pre.json ]; then biome check --write .changeset/pre.json; fi",
+    "changeset:pre:exit": "changeset pre exit && if [ -f .changeset/pre.json ]; then biome check --write .changeset/pre.json; fi",
     "lint": "biome check .",
     "lint:fix": "biome check --write .",
+    "release": "changeset publish",
     "type-check": "tsc --noEmit",
-    "test": "bun test"
+    "test": "bun test --max-concurrency=1",
+    "test:live:account": "bun run scripts/live-account-smoke.ts",
+    "test:live:account:smoke": "bun run scripts/live-account-smoke.ts --duration 10",
+    "test:live:account:soak": "bun run scripts/live-account-smoke.ts --duration 60 --disconnect-after 5",
+    "test:live:market": "bun run scripts/live-market-smoke.ts",
+    "test:live:market:smoke": "bun run scripts/live-market-smoke.ts --duration 10",
+    "test:live:market:soak": "bun run scripts/live-market-smoke.ts --duration 60 --disconnect-after 5 --disconnect-target perp",
+    "test:live:order": "bun run scripts/live-order-smoke.ts",
+    "test:live:order:smoke": "bun run scripts/live-order-smoke.ts --duration 10",
+    "test:live:order:soak": "bun run scripts/live-order-smoke.ts --duration 60 --disconnect-after 5",
+    "version-packages": "changeset version && files=\"package.json\"; if [ -f .changeset/pre.json ]; then files=\"$files .changeset/pre.json\"; fi; if [ -f CHANGELOG.md ]; then files=\"$files CHANGELOG.md\"; fi; biome check --write $files"
   },
   "devDependencies": {
     "@biomejs/biome": "^2.4.10",
+    "@changesets/cli": "^2.31.0",
     "@types/bun": "latest",
     "typescript": "^6.0.2"
   },

package/src/adapters/binance/adapter.ts

@@ -1,11 +1,14 @@
 import type { MarketDefinition } from "../../types/index.ts";
 import type {
+  FundingRateStreamCallbacks,
+  FundingRateStreamOptions,
   L1BookStreamCallbacks,
   L1BookStreamOptions,
   MarketAdapter,
   StreamHandle,
 } from "../types.ts";
 import { subscribeBinanceBookTicker } from "./book-ticker.ts";
+import { subscribeBinanceMarkPrice } from "./mark-price.ts";
 import {
   type BinanceMarketDefinition,
   loadBinanceMarkets,
@@ -50,4 +53,28 @@ export class BinanceMarketAdapter implements MarketAdapter {
       options,
     );
   }
+
+  createFundingRateStream(
+    market: MarketDefinition,
+    callbacks: FundingRateStreamCallbacks,
+    options: FundingRateStreamOptions,
+  ): StreamHandle {
+    const binanceMarket = this.definitions.get(market.symbol);
+    if (!binanceMarket) {
+      throw new Error(`Unknown Binance market: ${market.symbol}`);
+    }
+
+    return subscribeBinanceMarkPrice(
+      binanceMarket,
+      {
+        onFundingRate(update) {
+          callbacks.onUpdate(update);
+        },
+        onFreshnessChange: callbacks.onFreshnessChange,
+        onDisconnected: callbacks.onDisconnected,
+        onError: callbacks.onError,
+      },
+      options,
+    );
+  }
 }

package/src/adapters/binance/mark-price.ts

@@ -0,0 +1,126 @@
+import { createManagedWebSocket } from "../../internal/managed-websocket.ts";
+import type { BinanceMarketDefinition } from "./market-catalog.ts";
+
+export interface BinanceFundingRateUpdate {
+  fundingRate: string;
+  nextFundingTime?: number;
+  markPrice?: string;
+  indexPrice?: string;
+  exchangeTs?: number;
+  receivedAt: number;
+}
+
+export interface BinanceMarkPriceSubscription {
+  readonly ready: Promise<void>;
+  close(): void;
+}
+
+export interface BinanceMarkPriceCallbacks {
+  onFundingRate(update: BinanceFundingRateUpdate): void;
+  onFreshnessChange(
+    freshness: "fresh" | "stale",
+    reason?: "heartbeat_timeout",
+  ): void;
+  onDisconnected(): void;
+  onError?(error: Error): void;
+}
+
+export interface BinanceMarkPriceOptions {
+  initialMessageTimeoutMs: number;
+  staleAfterMs: number;
+  reconnectDelayMs: number;
+  reconnectMaxDelayMs: number;
+  now?: () => number;
+}
+
+interface BinanceMarkPriceMessage {
+  e?: string;
+  E?: number;
+  s?: string;
+  p?: string;
+  i?: string;
+  r?: string;
+  T?: number;
+}
+
+const BINANCE_USDM_WS_BASE_URL = "wss://fstream.binance.com/ws";
+const BINANCE_COINM_WS_BASE_URL = "wss://dstream.binance.com/ws";
+
+function getWsBaseUrl(market: BinanceMarketDefinition): string {
+  switch (market.family) {
+    case "usdm":
+      return BINANCE_USDM_WS_BASE_URL;
+    case "coinm":
+      return BINANCE_COINM_WS_BASE_URL;
+    case "spot":
+      throw new Error(
+        `Funding rate is not supported for spot market: ${market.symbol}`,
+      );
+  }
+}
+
+function buildMarkPriceUrl(market: BinanceMarketDefinition): string {
+  return `${getWsBaseUrl(market)}/${market.id.toLowerCase()}@markPrice@1s`;
+}
+
+function parseMarkPriceMessage(
+  data: string,
+): BinanceMarkPriceMessage | undefined {
+  const parsed = JSON.parse(data) as BinanceMarkPriceMessage;
+  if (!parsed.r) {
+    return undefined;
+  }
+
+  return parsed;
+}
+
+export function subscribeBinanceMarkPrice(
+  market: BinanceMarketDefinition,
+  callbacks: BinanceMarkPriceCallbacks,
+  options: BinanceMarkPriceOptions,
+): BinanceMarkPriceSubscription {
+  const session = createManagedWebSocket<BinanceMarkPriceMessage>({
+    url: buildMarkPriceUrl(market),
+    initialMessageTimeoutMs: options.initialMessageTimeoutMs,
+    now: options.now,
+    messageWatchdog: {
+      staleAfterMs: options.staleAfterMs,
+      onStale() {
+        callbacks.onFreshnessChange("stale", "heartbeat_timeout");
+      },
+    },
+    reconnect: {
+      initialDelayMs: options.reconnectDelayMs,
+      maxDelayMs: options.reconnectMaxDelayMs,
+    },
+    parseMessage: parseMarkPriceMessage,
+    onMessage(message, receivedAt) {
+      if (!message.r) {
+        return;
+      }
+
+      callbacks.onFundingRate({
+        fundingRate: message.r,
+        nextFundingTime: message.T,
+        markPrice: message.p,
+        indexPrice: message.i,
+        exchangeTs: message.E,
+        receivedAt,
+      });
+      callbacks.onFreshnessChange("fresh");
+    },
+    onUnexpectedClose() {
+      callbacks.onDisconnected();
+    },
+    onError() {
+      callbacks.onError?.(new Error(`WebSocket error for ${market.symbol}`));
+    },
+  });
+
+  return {
+    ready: session.ready,
+    close() {
+      session.close();
+    },
+  };
+}