@imbingox/acex 0.1.0 → 0.3.0-beta.0

package/src/managers/account-manager.ts

@@ -0,0 +1,609 @@
+import BigNumber from "bignumber.js";
+import type {
+  RawAccountBootstrap,
+  RawAccountUpdate,
+  RawBalanceUpdate,
+  RawPositionUpdate,
+  RawRiskUpdate,
+} from "../adapters/types.ts";
+import type {
+  AccountAwareManager,
+  ClientContext,
+  HealthReporter,
+  ManagerLifecycle,
+  PrivateAccountDataConsumer,
+  PrivateSubscriptionState,
+} from "../client/context.ts";
+import { AsyncEventBus } from "../internal/async-event-bus.ts";
+import { matchesAccountFilter } from "../internal/filters.ts";
+import type {
+  AccountDataStatus,
+  AccountEvent,
+  AccountEventStreams,
+  AccountManager,
+  AccountSnapshot,
+  AccountSnapshotReplacedEvent,
+  AccountStatusChangedEvent,
+  BalanceSnapshot,
+  Exchange,
+  PositionKeyInput,
+  PositionSnapshot,
+  RiskSnapshot,
+  SubscribeAccountInput,
+  UnsubscribeAccountInput,
+} from "../types/index.ts";
+
+interface AccountRecord {
+  accountId: string;
+  exchange: Exchange;
+  subscribed: boolean;
+  snapshot?: AccountSnapshot;
+  status: AccountDataStatus;
+}
+
+function cloneAccountStatus(status: AccountDataStatus): AccountDataStatus {
+  return { ...status };
+}
+
+function positionKey(symbol: string, side: PositionSnapshot["side"]): string {
+  return `${symbol}:${side}`;
+}
+
+function getBigNumber(
+  value: string | undefined,
+  fallback: BigNumber,
+): BigNumber {
+  return value === undefined ? fallback : new BigNumber(value);
+}
+
+export class AccountManagerImpl
+  implements
+    AccountManager,
+    ManagerLifecycle,
+    AccountAwareManager,
+    HealthReporter<AccountDataStatus>,
+    PrivateAccountDataConsumer
+{
+  readonly events: AccountEventStreams;
+
+  private readonly context: ClientContext;
+  private readonly accountBus = new AsyncEventBus<AccountEvent>();
+  private readonly accountStatusBus =
+    new AsyncEventBus<AccountStatusChangedEvent>();
+  private readonly records = new Map<string, AccountRecord>();
+
+  constructor(context: ClientContext) {
+    this.context = context;
+
+    this.events = {
+      status: (filter) =>
+        this.accountStatusBus.stream((event) =>
+          matchesAccountFilter(
+            { accountId: event.accountId, exchange: event.exchange },
+            filter,
+          ),
+        ),
+      updates: (filter) =>
+        this.accountBus.stream((event) =>
+          matchesAccountFilter(
+            {
+              accountId: event.accountId,
+              exchange: event.exchange,
+              symbol: "symbol" in event ? event.symbol : undefined,
+            },
+            filter,
+          ),
+        ),
+    };
+  }
+
+  // --- AccountManager public API ---
+
+  async subscribeAccount(input: SubscribeAccountInput): Promise<void> {
+    this.context.assertStarted();
+    const account = this.context.getRegisteredAccount(input.accountId);
+    this.context.ensurePrivateCredentials(input.accountId);
+
+    const record = this.getOrCreateRecord(input.accountId, account.exchange);
+    record.subscribed = true;
+
+    try {
+      await this.context.subscribePrivateAccountFeed(input.accountId);
+    } catch (error) {
+      record.subscribed = false;
+      throw error;
+    }
+  }
+
+  async unsubscribeAccount(input: UnsubscribeAccountInput): Promise<void> {
+    const record = this.records.get(input.accountId);
+    if (!record?.subscribed) {
+      return;
+    }
+
+    this.context.unsubscribePrivateAccountFeed(input.accountId);
+    record.subscribed = false;
+    record.status = {
+      ...record.status,
+      activity: "inactive",
+      runtimeStatus: "stopped",
+      reason: undefined,
+      inactiveSince: this.context.now(),
+    };
+    this.publishStatus(record);
+  }
+
+  getAccountSnapshot(accountId: string): AccountSnapshot | undefined {
+    return this.records.get(accountId)?.snapshot;
+  }
+
+  getBalance(accountId: string, asset: string): BalanceSnapshot | undefined {
+    return this.records.get(accountId)?.snapshot?.balances[asset];
+  }
+
+  getBalances(accountId: string): BalanceSnapshot[] {
+    const balances = this.records.get(accountId)?.snapshot?.balances;
+    return balances ? Object.values(balances) : [];
+  }
+
+  getPosition(input: PositionKeyInput): PositionSnapshot | undefined {
+    return this.getPositions(input.accountId, input.symbol).find(
+      (position) => input.side === undefined || position.side === input.side,
+    );
+  }
+
+  getPositions(accountId: string, symbol?: string): PositionSnapshot[] {
+    const positions = this.records.get(accountId)?.snapshot?.positions ?? [];
+    if (!symbol) {
+      return [...positions];
+    }
+    return positions.filter((position) => position.symbol === symbol);
+  }
+
+  getRiskSnapshot(accountId: string): RiskSnapshot | undefined {
+    return this.records.get(accountId)?.snapshot?.risk;
+  }
+
+  getAccountStatus(accountId: string): AccountDataStatus | undefined {
+    const status = this.records.get(accountId)?.status;
+    return status ? cloneAccountStatus(status) : undefined;
+  }
+
+  // --- ManagerLifecycle ---
+
+  onClientStarted(): void {}
+
+  onClientStopping(now: number): void {
+    for (const record of this.records.values()) {
+      if (!record.subscribed) {
+        continue;
+      }
+
+      record.status = {
+        ...record.status,
+        activity: "inactive",
+        runtimeStatus: "stopped",
+        reason: undefined,
+        inactiveSince: now,
+      };
+      this.publishStatus(record);
+    }
+  }
+
+  // --- AccountAwareManager ---
+
+  onAccountRemoved(accountId: string, now: number): void {
+    const record = this.records.get(accountId);
+    if (!record) {
+      return;
+    }
+
+    record.subscribed = false;
+    record.status = {
+      ...record.status,
+      activity: "inactive",
+      runtimeStatus: "stopped",
+      reason: undefined,
+      inactiveSince: now,
+    };
+    this.publishStatus(record);
+    this.records.delete(accountId);
+  }
+
+  onCredentialsUpdated(accountId: string, exchange: Exchange): void {
+    const record = this.records.get(accountId);
+    if (!record?.subscribed) {
+      return;
+    }
+
+    this.onPrivateAccountPending(accountId, exchange);
+  }
+
+  // --- PrivateAccountDataConsumer ---
+
+  onPrivateAccountPending(accountId: string, exchange: Exchange): void {
+    const record = this.getOrCreateRecord(accountId, exchange);
+    if (!record.subscribed) {
+      return;
+    }
+
+    record.status = {
+      ...this.createStatus(accountId, exchange, "active"),
+      ready: Boolean(record.snapshot),
+      runtimeStatus: "bootstrap_pending",
+      reason: undefined,
+      lastReceivedAt: record.snapshot?.updatedAt,
+      lastReadyAt: record.snapshot?.updatedAt,
+      inactiveSince: undefined,
+    };
+    this.publishStatus(record);
+  }
+
+  onPrivateAccountBootstrap(
+    accountId: string,
+    exchange: Exchange,
+    bootstrap: RawAccountBootstrap,
+  ): void {
+    const record = this.getOrCreateRecord(accountId, exchange);
+    if (!record.subscribed) {
+      return;
+    }
+
+    record.snapshot = this.createBootstrapSnapshot(
+      accountId,
+      exchange,
+      bootstrap,
+    );
+    record.status = {
+      ...record.status,
+      activity: "active",
+      ready: true,
+      runtimeStatus: "healthy",
+      reason: undefined,
+      lastReceivedAt: record.snapshot.receivedAt,
+      lastReadyAt: record.snapshot.updatedAt,
+      inactiveSince: undefined,
+    };
+
+    const event: AccountSnapshotReplacedEvent = {
+      type: "account.snapshot_replaced",
+      accountId,
+      exchange,
+      snapshot: record.snapshot,
+      ts: this.context.now(),
+    };
+
+    this.accountBus.publish(event);
+    this.publishStatus(record);
+  }
+
+  onPrivateAccountUpdate(
+    accountId: string,
+    exchange: Exchange,
+    update: RawAccountUpdate,
+  ): void {
+    const record = this.getOrCreateRecord(accountId, exchange);
+    if (!record.subscribed) {
+      return;
+    }
+
+    const previous =
+      record.snapshot ?? this.createEmptySnapshot(accountId, exchange);
+    const balances = { ...previous.balances };
+    const positions = new Map(
+      previous.positions.map((position) => [
+        positionKey(position.symbol, position.side),
+        position,
+      ]),
+    );
+    let risk = previous.risk;
+
+    for (const balance of update.balances ?? []) {
+      const nextBalance = this.createBalance(
+        accountId,
+        exchange,
+        balance,
+        balances[balance.asset],
+      );
+      balances[balance.asset] = nextBalance;
+      this.accountBus.publish({
+        type: "balance.updated",
+        accountId,
+        exchange,
+        asset: balance.asset,
+        snapshot: nextBalance,
+        ts: this.context.now(),
+      });
+    }
+
+    for (const position of update.positions ?? []) {
+      const key = positionKey(position.symbol, position.side);
+      const nextPosition = this.createPosition(
+        accountId,
+        exchange,
+        position,
+        positions.get(key),
+      );
+
+      if (nextPosition.size.isZero()) {
+        positions.delete(key);
+      } else {
+        positions.set(key, nextPosition);
+      }
+
+      this.accountBus.publish({
+        type: "position.updated",
+        accountId,
+        exchange,
+        symbol: position.symbol,
+        snapshot: nextPosition,
+        ts: this.context.now(),
+      });
+    }
+
+    if (update.risk) {
+      risk = this.createRisk(accountId, exchange, update.risk, previous.risk);
+      this.accountBus.publish({
+        type: "risk.updated",
+        accountId,
+        exchange,
+        snapshot: risk,
+        ts: this.context.now(),
+      });
+    }
+
+    record.snapshot = {
+      accountId,
+      exchange,
+      balances,
+      positions: [...positions.values()],
+      risk,
+      exchangeTs: update.exchangeTs ?? previous.exchangeTs,
+      receivedAt: update.receivedAt,
+      updatedAt: update.receivedAt,
+    };
+    record.status = {
+      ...record.status,
+      activity: "active",
+      ready: true,
+      runtimeStatus: "healthy",
+      reason: undefined,
+      lastReceivedAt: update.receivedAt,
+      lastReadyAt: update.receivedAt,
+      inactiveSince: undefined,
+    };
+    this.publishStatus(record);
+  }
+
+  onPrivateAccountStreamState(
+    accountId: string,
+    exchange: Exchange,
+    state: PrivateSubscriptionState,
+  ): void {
+    const record = this.getOrCreateRecord(accountId, exchange);
+    if (!record.subscribed) {
+      return;
+    }
+
+    record.status = {
+      ...record.status,
+      activity: "active",
+      ready: state.ready,
+      runtimeStatus: state.runtimeStatus,
+      reason: state.reason,
+      lastReceivedAt: state.lastReceivedAt ?? record.status.lastReceivedAt,
+      lastReadyAt: state.lastReadyAt ?? record.status.lastReadyAt,
+      inactiveSince: undefined,
+    };
+    this.publishStatus(record);
+  }
+
+  // --- HealthReporter ---
+
+  getStatuses(): AccountDataStatus[] {
+    return [...this.records.values()]
+      .map((record) => cloneAccountStatus(record.status))
+      .sort((left, right) =>
+        `${left.exchange}:${left.accountId}`.localeCompare(
+          `${right.exchange}:${right.accountId}`,
+        ),
+      );
+  }
+
+  // --- Internal helpers ---
+
+  private getOrCreateRecord(
+    accountId: string,
+    exchange: Exchange,
+  ): AccountRecord {
+    const existing = this.records.get(accountId);
+    if (existing) {
+      return existing;
+    }
+
+    const record: AccountRecord = {
+      accountId,
+      exchange,
+      subscribed: false,
+      status: this.createStatus(accountId, exchange, "inactive"),
+    };
+
+    this.records.set(accountId, record);
+    return record;
+  }
+
+  private createStatus(
+    accountId: string,
+    exchange: Exchange,
+    activity: "active" | "inactive",
+  ): AccountDataStatus {
+    return {
+      accountId,
+      exchange,
+      activity,
+      ready: false,
+      runtimeStatus: activity === "active" ? "bootstrap_pending" : "stopped",
+    };
+  }
+
+  private createBootstrapSnapshot(
+    accountId: string,
+    exchange: Exchange,
+    bootstrap: RawAccountBootstrap,
+  ): AccountSnapshot {
+    const balances = Object.fromEntries(
+      bootstrap.balances.map((balance) => [
+        balance.asset,
+        this.createBalance(accountId, exchange, balance),
+      ]),
+    );
+    const positions = bootstrap.positions
+      .map((position) => this.createPosition(accountId, exchange, position))
+      .filter((position) => !position.size.isZero());
+    const risk = bootstrap.risk
+      ? this.createRisk(accountId, exchange, bootstrap.risk)
+      : undefined;
+
+    return {
+      accountId,
+      exchange,
+      balances,
+      positions,
+      risk,
+      exchangeTs: bootstrap.exchangeTs,
+      receivedAt: bootstrap.receivedAt,
+      updatedAt: bootstrap.receivedAt,
+    };
+  }
+
+  private createEmptySnapshot(
+    accountId: string,
+    exchange: Exchange,
+  ): AccountSnapshot {
+    const now = this.context.now();
+    return {
+      accountId,
+      exchange,
+      balances: {},
+      positions: [],
+      receivedAt: now,
+      updatedAt: now,
+    };
+  }
+
+  private createBalance(
+    accountId: string,
+    exchange: Exchange,
+    input: RawBalanceUpdate,
+    previous?: BalanceSnapshot,
+  ): BalanceSnapshot {
+    const previousFree = previous?.free ?? new BigNumber(0);
+    const previousUsed = previous?.used ?? new BigNumber(0);
+    const previousTotal = previous?.total ?? previousFree.plus(previousUsed);
+    const free = getBigNumber(input.free, previousFree);
+    const total = getBigNumber(input.total, previousTotal);
+    const used =
+      input.used !== undefined
+        ? new BigNumber(input.used)
+        : input.total !== undefined || input.free !== undefined
+          ? total.minus(free)
+          : previousUsed;
+
+    return {
+      accountId,
+      exchange,
+      asset: input.asset,
+      free,
+      used,
+      total,
+      exchangeTs: input.exchangeTs,
+      receivedAt: input.receivedAt,
+      updatedAt: input.receivedAt,
+      seq: (previous?.seq ?? 0) + 1,
+    };
+  }
+
+  private createPosition(
+    accountId: string,
+    exchange: Exchange,
+    input: RawPositionUpdate,
+    previous?: PositionSnapshot,
+  ): PositionSnapshot {
+    return {
+      accountId,
+      exchange,
+      symbol: input.symbol,
+      side: input.side,
+      size: new BigNumber(input.size),
+      entryPrice:
+        input.entryPrice === undefined
+          ? previous?.entryPrice
+          : new BigNumber(input.entryPrice),
+      markPrice:
+        input.markPrice === undefined
+          ? previous?.markPrice
+          : new BigNumber(input.markPrice),
+      unrealizedPnl:
+        input.unrealizedPnl === undefined
+          ? previous?.unrealizedPnl
+          : new BigNumber(input.unrealizedPnl),
+      leverage:
+        input.leverage === undefined
+          ? previous?.leverage
+          : new BigNumber(input.leverage),
+      liquidationPrice:
+        input.liquidationPrice === undefined
+          ? previous?.liquidationPrice
+          : new BigNumber(input.liquidationPrice),
+      exchangeTs: input.exchangeTs,
+      receivedAt: input.receivedAt,
+      updatedAt: input.receivedAt,
+      seq: (previous?.seq ?? 0) + 1,
+    };
+  }
+
+  private createRisk(
+    accountId: string,
+    exchange: Exchange,
+    input: RawRiskUpdate,
+    previous?: RiskSnapshot,
+  ): RiskSnapshot {
+    return {
+      accountId,
+      exchange,
+      equity:
+        input.equity === undefined
+          ? previous?.equity
+          : new BigNumber(input.equity),
+      marginRatio:
+        input.marginRatio === undefined
+          ? previous?.marginRatio
+          : new BigNumber(input.marginRatio),
+      initialMargin:
+        input.initialMargin === undefined
+          ? previous?.initialMargin
+          : new BigNumber(input.initialMargin),
+      maintenanceMargin:
+        input.maintenanceMargin === undefined
+          ? previous?.maintenanceMargin
+          : new BigNumber(input.maintenanceMargin),
+      exchangeTs: input.exchangeTs,
+      receivedAt: input.receivedAt,
+      updatedAt: input.receivedAt,
+      seq: (previous?.seq ?? 0) + 1,
+    };
+  }
+
+  private publishStatus(record: AccountRecord): void {
+    const event: AccountStatusChangedEvent = {
+      type: "account.status_changed",
+      accountId: record.accountId,
+      exchange: record.exchange,
+      status: cloneAccountStatus(record.status),
+      ts: this.context.now(),
+    };
+
+    this.accountStatusBus.publish(event);
+    this.context.publishHealthEvent(event);
+  }
+}