@imbingox/acex 0.1.0 → 0.2.0

package/dist/adapters/binance/composite-adapter.d.ts

@@ -1,116 +0,0 @@
-import type { ExchangeAdapter, NormalizedAccountEvent, NormalizedMarketEvent, NormalizedOrderEvent } from "../types.js";
-interface BinanceMarketInfoRecord {
-    exchange: string;
-    symbol: string;
-    baseAsset: string;
-    quoteAsset: string;
-    marketType: string;
-    pricePrecision: number;
-    amountPrecision: number;
-    active: boolean;
-}
-interface BinanceCompositeMarketAdapter extends ExchangeAdapter {
-    fetchMarketInfo(): Promise<BinanceMarketInfoRecord[]>;
-}
-export declare class BinanceCompositeAdapter implements ExchangeAdapter {
-    private readonly input;
-    readonly exchange = "binance";
-    constructor(input: {
-        marketAdapter: BinanceCompositeMarketAdapter;
-        privateAdapter: ExchangeAdapter;
-    });
-    get capabilities(): {
-        publicWs: boolean;
-        l1BookStream: boolean;
-        fundingRateStream: boolean;
-        fetchMarketInfo: boolean;
-        privateWs: boolean;
-        accountStream: boolean;
-        orderStream: boolean;
-        fetchBalances: boolean;
-        fetchPositions: boolean;
-        fetchRisk: boolean;
-        fetchOpenOrders: boolean;
-        fetchMyTrades: boolean;
-        fetchOrderById: boolean;
-    };
-    start(): Promise<void>;
-    stop(): Promise<void>;
-    subscribeL1Book(input: {
-        exchange: string;
-        symbol: string;
-    }): Promise<void>;
-    subscribeFundingRate(input: {
-        exchange: string;
-        symbol: string;
-    }): Promise<void>;
-    fetchMarketInfo(): Promise<BinanceMarketInfoRecord[]>;
-    watchMarketEvents(): AsyncIterable<NormalizedMarketEvent>;
-    setMarketEventSink(sink: ((event: NormalizedMarketEvent) => void) | undefined): void;
-    watchInternalErrors(): AsyncGenerator<Error, void, any>;
-    subscribeOrders(input: {
-        accountId: string;
-    }): Promise<void>;
-    fetchOpenOrdersBaseline(accountId: string): Promise<({
-        accountId: string;
-        exchange: string;
-        symbol: string;
-        side: "buy" | "sell";
-        type: string;
-        status: string;
-        amount: string;
-        filled: string;
-        price?: string;
-        seq: number;
-        receivedAt: number;
-        updatedAt: number;
-        orderId?: string;
-        clientOrderId?: string;
-    } | {
-        accountId: string;
-        exchange: string;
-        symbol: string;
-        side: "buy" | "sell";
-        type: string;
-        status: string;
-        amount: string;
-        filled: string;
-        price?: string;
-        seq: number;
-        receivedAt: number;
-        updatedAt: number;
-        orderId?: string;
-        clientOrderId?: string;
-    })[]>;
-    watchOrderEvents(): AsyncIterable<NormalizedOrderEvent>;
-    setOrderEventSink(sink: ((event: NormalizedOrderEvent) => void) | undefined): void;
-    fetchAccountBaseline(accountId: string): Promise<import("../types.js").AdapterAccountBaseline>;
-    watchAccountEvents(): AsyncIterable<NormalizedAccountEvent>;
-    setAccountEventSink(sink: ((event: NormalizedAccountEvent) => void) | undefined): void;
-    placeOrder(input: Parameters<ExchangeAdapter["placeOrder"]>[0]): Promise<{
-        clientOrderId?: string;
-        orderId?: string;
-        receivedAt: number;
-    }>;
-    amendOrder(input: Parameters<ExchangeAdapter["amendOrder"]>[0]): Promise<{
-        clientOrderId?: string;
-        orderId?: string;
-        receivedAt: number;
-    }>;
-    cancelOrder(input: Parameters<ExchangeAdapter["cancelOrder"]>[0]): Promise<{
-        clientOrderId?: string;
-        orderId?: string;
-        receivedAt: number;
-    }>;
-    cancelAllOrders(input: Parameters<ExchangeAdapter["cancelAllOrders"]>[0]): Promise<{
-        accountId: string;
-        exchange: string;
-        canceledCount: number;
-    }>;
-    getHealth(): {
-        exchange: string;
-        status: string;
-        wsConnected: boolean;
-    };
-}
-export {};

package/dist/adapters/binance/composite-adapter.js

@@ -1,121 +0,0 @@
-import { createAsyncQueue } from "../../runtime/async-queue.js";
-function toError(error) {
-    return error instanceof Error ? error : new Error(String(error));
-}
-async function* mergeErrors(left, right) {
-    const queue = createAsyncQueue({ maxBufferSize: 20 });
-    let completedStreams = 0;
-    const forward = async (source) => {
-        try {
-            for await (const error of source) {
-                queue.push(error);
-            }
-        }
-        catch (error) {
-            queue.push(toError(error));
-        }
-        finally {
-            completedStreams += 1;
-            if (completedStreams === 2) {
-                queue.close();
-            }
-        }
-    };
-    void forward(left);
-    void forward(right);
-    yield* queue;
-}
-export class BinanceCompositeAdapter {
-    input;
-    exchange = "binance";
-    constructor(input) {
-        this.input = input;
-    }
-    get capabilities() {
-        return {
-            ...this.input.privateAdapter.capabilities,
-            publicWs: this.input.marketAdapter.capabilities.publicWs,
-            l1BookStream: this.input.marketAdapter.capabilities.l1BookStream,
-            fundingRateStream: this.input.marketAdapter.capabilities.fundingRateStream,
-            fetchMarketInfo: this.input.marketAdapter.capabilities.fetchMarketInfo,
-        };
-    }
-    async start() {
-        await this.input.marketAdapter.start();
-        try {
-            await this.input.privateAdapter.start();
-        }
-        catch (error) {
-            await this.input.marketAdapter.stop();
-            throw error;
-        }
-    }
-    async stop() {
-        await Promise.allSettled([this.input.marketAdapter.stop(), this.input.privateAdapter.stop()]);
-    }
-    async subscribeL1Book(input) {
-        return this.input.marketAdapter.subscribeL1Book(input);
-    }
-    async subscribeFundingRate(input) {
-        return this.input.marketAdapter.subscribeFundingRate(input);
-    }
-    async fetchMarketInfo() {
-        return this.input.marketAdapter.fetchMarketInfo();
-    }
-    watchMarketEvents() {
-        return this.input.marketAdapter.watchMarketEvents();
-    }
-    setMarketEventSink(sink) {
-        this.input.marketAdapter.setMarketEventSink?.(sink);
-    }
-    watchInternalErrors() {
-        return mergeErrors(this.input.marketAdapter.watchInternalErrors(), this.input.privateAdapter.watchInternalErrors());
-    }
-    async subscribeOrders(input) {
-        return this.input.privateAdapter.subscribeOrders(input);
-    }
-    async fetchOpenOrdersBaseline(accountId) {
-        return this.input.privateAdapter.fetchOpenOrdersBaseline(accountId);
-    }
-    watchOrderEvents() {
-        return this.input.privateAdapter.watchOrderEvents();
-    }
-    setOrderEventSink(sink) {
-        this.input.privateAdapter.setOrderEventSink?.(sink);
-    }
-    async fetchAccountBaseline(accountId) {
-        return this.input.privateAdapter.fetchAccountBaseline(accountId);
-    }
-    watchAccountEvents() {
-        return this.input.privateAdapter.watchAccountEvents();
-    }
-    setAccountEventSink(sink) {
-        this.input.privateAdapter.setAccountEventSink?.(sink);
-    }
-    async placeOrder(input) {
-        return this.input.privateAdapter.placeOrder(input);
-    }
-    async amendOrder(input) {
-        return this.input.privateAdapter.amendOrder(input);
-    }
-    async cancelOrder(input) {
-        return this.input.privateAdapter.cancelOrder(input);
-    }
-    async cancelAllOrders(input) {
-        return this.input.privateAdapter.cancelAllOrders(input);
-    }
-    getHealth() {
-        const market = this.input.marketAdapter.getHealth();
-        const privateHealth = this.input.privateAdapter.getHealth();
-        const status = market.status === "healthy" && privateHealth.status === "healthy"
-            ? "healthy"
-            : market.status === "idle" && privateHealth.status === "idle"
-                ? "idle"
-                : "degraded";
-        return {
-            exchange: this.exchange,
-            status,
-            wsConnected: market.wsConnected && privateHealth.wsConnected,
-        };
-    }
-}

package/dist/adapters/binance/market-types.d.ts

@@ -1,63 +0,0 @@
-export type BinanceMarketFamily = "spot" | "usdm" | "coinm";
-export interface BinanceSymbolFilter {
-    filterType: string;
-    tickSize?: string;
-    stepSize?: string;
-}
-export interface BinanceSpotExchangeInfo {
-    symbols: Array<{
-        symbol: string;
-        status: string;
-        baseAsset: string;
-        quoteAsset: string;
-        filters: BinanceSymbolFilter[];
-    }>;
-}
-export interface BinanceUsdmExchangeInfo {
-    symbols: Array<{
-        symbol: string;
-        pair: string;
-        status: string;
-        contractType: string;
-        baseAsset: string;
-        quoteAsset: string;
-        marginAsset: string;
-        pricePrecision: number;
-        quantityPrecision: number;
-        filters: BinanceSymbolFilter[];
-    }>;
-}
-export interface BinanceCoinmExchangeInfo {
-    symbols: Array<{
-        symbol: string;
-        pair: string;
-        contractType: string;
-        contractStatus: string;
-        baseAsset: string;
-        quoteAsset: string;
-        marginAsset: string;
-        deliveryDate?: number;
-        pricePrecision: number;
-        quantityPrecision: number;
-        filters: BinanceSymbolFilter[];
-    }>;
-}
-export interface BinanceMarketRecord {
-    exchange: "binance";
-    family: BinanceMarketFamily;
-    nativeSymbol: string;
-    unifiedSymbol: string;
-    baseAsset: string;
-    quoteAsset: string;
-    settleAsset?: string;
-    contractType?: string;
-    fundingEligible: boolean;
-    active: boolean;
-    pricePrecision: number;
-    amountPrecision: number;
-}
-export interface BinanceMarketIndex {
-    byUnifiedSymbol: Map<string, BinanceMarketRecord>;
-    byNativeSymbol: Map<string, BinanceMarketRecord>;
-    markets: BinanceMarketRecord[];
-}

package/dist/adapters/binance/market-types.js

@@ -1 +0,0 @@
-export {};

package/dist/adapters/binance/native-market-adapter.d.ts

@@ -1,102 +0,0 @@
-import type { AdapterAccountBaseline, ExchangeAdapter, ExchangeCapabilities, NormalizedAccountEvent, NormalizedMarketEvent, NormalizedOrderEvent } from "../types.js";
-import type { BinanceMarketFamily } from "./market-types.js";
-import { type BinanceMarketRestClient } from "./rest-client.js";
-import { type BinanceMarketWsTransport } from "./ws-client.js";
-export interface CreateBinanceNativeMarketAdapterInput {
-    restClient?: BinanceMarketRestClient;
-    createTransport?: (input: {
-        family: BinanceMarketFamily;
-    }) => BinanceMarketWsTransport;
-    now?: () => number;
-}
-export declare class BinanceNativeMarketAdapter implements ExchangeAdapter {
-    #private;
-    readonly exchange = "binance";
-    readonly capabilities: ExchangeCapabilities;
-    constructor(input?: CreateBinanceNativeMarketAdapterInput);
-    start(): Promise<void>;
-    stop(): Promise<void>;
-    fetchMarketInfo(): Promise<{
-        exchange: string;
-        symbol: string;
-        baseAsset: string;
-        quoteAsset: string;
-        marketType: "spot" | "swap" | "future";
-        pricePrecision: number;
-        amountPrecision: number;
-        active: boolean;
-    }[]>;
-    subscribeL1Book(input: {
-        exchange: string;
-        symbol: string;
-    }): Promise<void>;
-    subscribeFundingRate(input: {
-        exchange: string;
-        symbol: string;
-    }): Promise<void>;
-    watchMarketEvents(): import("../../runtime/async-queue.js").AsyncQueue<NormalizedMarketEvent>;
-    setMarketEventSink(sink: ((event: NormalizedMarketEvent) => void) | undefined): void;
-    watchInternalErrors(): import("../../runtime/async-queue.js").AsyncQueue<Error>;
-    subscribeOrders(_input: {
-        accountId: string;
-    }): Promise<void>;
-    fetchOpenOrdersBaseline(_accountId: string): Promise<NormalizedOrderEvent["snapshot"][]>;
-    watchOrderEvents(): import("../../runtime/async-queue.js").AsyncQueue<NormalizedOrderEvent>;
-    setOrderEventSink(sink: ((event: NormalizedOrderEvent) => void) | undefined): void;
-    fetchAccountBaseline(_accountId: string): Promise<AdapterAccountBaseline>;
-    watchAccountEvents(): import("../../runtime/async-queue.js").AsyncQueue<NormalizedAccountEvent>;
-    setAccountEventSink(sink: ((event: NormalizedAccountEvent) => void) | undefined): void;
-    placeOrder(_input: {
-        accountId: string;
-        exchange: string;
-        symbol: string;
-        side: "buy" | "sell";
-        amount: string;
-        clientOrderId: string;
-        type: string;
-        price?: string;
-        reduceOnly?: boolean;
-    }): Promise<{
-        clientOrderId?: string;
-        orderId?: string;
-        receivedAt: number;
-    }>;
-    amendOrder(_input: {
-        accountId: string;
-        exchange: string;
-        clientOrderId?: string;
-        orderId?: string;
-        symbol?: string;
-        newPrice?: string;
-    }): Promise<{
-        clientOrderId?: string;
-        orderId?: string;
-        receivedAt: number;
-    }>;
-    cancelOrder(_input: {
-        accountId: string;
-        exchange: string;
-        clientOrderId?: string;
-        orderId?: string;
-    }): Promise<{
-        clientOrderId?: string;
-        orderId?: string;
-        receivedAt: number;
-    }>;
-    cancelAllOrders(_input: {
-        accountId: string;
-        exchange: string;
-    }): Promise<{
-        accountId: string;
-        exchange: string;
-        canceledCount: number;
-    }>;
-    getHealth(): {
-        exchange: string;
-        status: string;
-        wsConnected: boolean;
-    };
-    handleTransportMessage(family: BinanceMarketFamily, payload: unknown): void;
-    handleTransportClose(family: BinanceMarketFamily): void;
-    handleTransportReconnect(family: BinanceMarketFamily): Promise<void>;
-}