@imbingox/acex 0.2.0 → 0.3.0-beta.0

package/README.md

@@ -29,7 +29,9 @@ const book = client.market.getL1Book({
   exchange: "binance",
   symbol: "BTC/USDT:USDT",
 });
+const books = client.market.getL1Books("BTC/USDT:USDT");
 console.log(`bid=${book?.bidPrice.toFixed()} ask=${book?.askPrice.toFixed()}`);
+console.log(`venues=${books.length}`);
 console.log(`book freshness=${book?.status.freshness}`);
 
 await client.market.subscribeFundingRate({
@@ -41,7 +43,9 @@ const funding = client.market.getFundingRate({
   exchange: "binance",
   symbol: "BTC/USDT:USDT",
 });
+const fundingRates = client.market.getFundingRates("BTC/USDT:USDT");
 console.log(`funding=${funding?.fundingRate.toFixed()}`);
+console.log(`funding venues=${fundingRates.length}`);
 
 for await (const event of client.market.events.l1BookUpdates({
   exchange: "binance",
@@ -141,7 +145,7 @@ bun run test:live:order:soak
 
 覆盖内容：
 
-- `market`：`loadMarkets()`、`subscribeL1Book()`、`subscribeFundingRate()`、`getL1Book()` / `getFundingRate()`、对应事件流和可选断线重连（`--disconnect-target funding` 可单独验证资金费率重连）
+- `market`：`loadMarkets()`、`subscribeL1Book()`、`subscribeFundingRate()`、`getL1Book()` / `getL1Books()`、`getFundingRate()` / `getFundingRates()`、对应事件流和可选断线重连（`--disconnect-target funding` 可单独验证资金费率重连）
 - `account`：Binance PAPI UM 账户 bootstrap、余额/仓位/风险投影、private stream 更新和可选重连
 - `order`：open orders bootstrap、`subscribeOrders()`、订单事件投影和可选重连
 

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@imbingox/acex",
-  "version": "0.2.0",
+  "version": "0.3.0-beta.0",
   "description": "Multi-exchange trading SDK for market data, account, and order management",
   "repository": {
     "type": "git",

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

@@ -43,13 +43,13 @@ interface BinanceMarkPriceMessage {
   T?: number;
 }
 
-const BINANCE_USDM_WS_BASE_URL = "wss://fstream.binance.com/ws";
+const BINANCE_USDM_MARKET_WS_BASE_URL = "wss://fstream.binance.com/market/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;
+      return BINANCE_USDM_MARKET_WS_BASE_URL;
     case "coinm":
       return BINANCE_COINM_WS_BASE_URL;
     case "spot":
@@ -60,7 +60,7 @@ function getWsBaseUrl(market: BinanceMarketDefinition): string {
 }
 
 function buildMarkPriceUrl(market: BinanceMarketDefinition): string {
-  return `${getWsBaseUrl(market)}/${market.id.toLowerCase()}@markPrice@1s`;
+  return `${getWsBaseUrl(market)}/${market.id.toLowerCase()}@markPrice`;
 }
 
 function parseMarkPriceMessage(

package/src/managers/market-manager.ts

@@ -224,9 +224,10 @@ export class MarketManagerImpl
     return market ? cloneMarketDefinition(market) : undefined;
   }
 
-  findMarkets(symbol: string): MarketDefinition[] {
+  getMarkets(symbol: string): MarketDefinition[] {
     return [...this.definitions.values()]
       .filter((market) => market.symbol === symbol)
+      .sort((left, right) => left.exchange.localeCompare(right.exchange))
       .map((market) => cloneMarketDefinition(market));
   }
 
@@ -245,11 +246,33 @@ export class MarketManagerImpl
     return book ? cloneL1Book(book) : undefined;
   }
 
+  getL1Books(symbol: string): L1Book[] {
+    return [...this.records.values()]
+      .filter(
+        (record): record is MarketRecord & { l1Book: L1Book } =>
+          record.symbol === symbol && Boolean(record.l1Book),
+      )
+      .map((record) => cloneL1Book(record.l1Book))
+      .sort((left, right) => left.exchange.localeCompare(right.exchange));
+  }
+
   getFundingRate(key: MarketKeyInput): FundingRateSnapshot | undefined {
     const fundingRate = this.records.get(marketKey(key))?.fundingRate;
     return fundingRate ? cloneFundingRate(fundingRate) : undefined;
   }
 
+  getFundingRates(symbol: string): FundingRateSnapshot[] {
+    return [...this.records.values()]
+      .filter(
+        (
+          record,
+        ): record is MarketRecord & { fundingRate: FundingRateSnapshot } =>
+          record.symbol === symbol && Boolean(record.fundingRate),
+      )
+      .map((record) => cloneFundingRate(record.fundingRate))
+      .sort((left, right) => left.exchange.localeCompare(right.exchange));
+  }
+
   getMarketStatus(key: MarketKeyInput): MarketDataStatus | undefined {
     const status = this.records.get(marketKey(key))?.status;
     return status ? cloneMarketStatus(status) : undefined;

package/src/types/market.ts

@@ -142,9 +142,11 @@ export interface MarketManager {
   unsubscribeFundingRate(input: SubscribeFundingRateInput): Promise<void>;
 
   getMarket(exchange: Exchange, symbol: string): MarketDefinition | undefined;
-  findMarkets(symbol: string): MarketDefinition[];
+  getMarkets(symbol: string): MarketDefinition[];
   listMarkets(exchange?: Exchange): MarketDefinition[];
   getL1Book(key: MarketKeyInput): L1Book | undefined;
+  getL1Books(symbol: string): L1Book[];
   getFundingRate(key: MarketKeyInput): FundingRateSnapshot | undefined;
+  getFundingRates(symbol: string): FundingRateSnapshot[];
   getMarketStatus(key: MarketKeyInput): MarketDataStatus | undefined;
 }