@imbingox/acex 0.3.0-beta.0 → 0.3.0-beta.2

package/src/managers/order-manager.ts

@@ -15,7 +15,6 @@ import type {
   CancelAllOrdersInput,
   CancelOrderInput,
   CreateOrderInput,
-  Exchange,
   GetOrderInput,
   OrderDataStatus,
   OrderEvent,
@@ -26,11 +25,12 @@ import type {
   OrderStatusChangedEvent,
   SubscribeOrdersInput,
   UnsubscribeOrdersInput,
+  Venue,
 } from "../types/index.ts";
 
 interface OrderRecord {
   accountId: string;
-  exchange: Exchange;
+  venue: Venue;
   subscribed: boolean;
   snapshots: Map<string, OrderSnapshot>;
   status: OrderDataStatus;
@@ -78,7 +78,7 @@ export class OrderManagerImpl
       status: (filter) =>
         this.orderStatusBus.stream((event) =>
           matchesOrderFilter(
-            { accountId: event.accountId, exchange: event.exchange },
+            { accountId: event.accountId, venue: event.venue },
             filter,
           ),
         ),
@@ -87,7 +87,7 @@ export class OrderManagerImpl
           matchesOrderFilter(
             {
               accountId: event.accountId,
-              exchange: event.exchange,
+              venue: event.venue,
               symbol: "symbol" in event ? event.symbol : undefined,
             },
             filter,
@@ -103,7 +103,7 @@ export class OrderManagerImpl
     const account = this.context.getRegisteredAccount(input.accountId);
     this.context.ensurePrivateCredentials(input.accountId);
 
-    const record = this.getOrCreateRecord(input.accountId, account.exchange);
+    const record = this.getOrCreateRecord(input.accountId, account.venue);
     record.subscribed = true;
 
     try {
@@ -136,11 +136,11 @@ export class OrderManagerImpl
     this.context.assertStarted();
     const account = this.context.getRegisteredAccount(input.accountId);
     this.context.ensurePrivateCredentials(input.accountId);
-    this.validateCreateOrderInput(input, account.exchange);
+    this.validateCreateOrderInput(input, account.venue);
 
     try {
       const update = await this.context.createOrder(input);
-      return this.applyCommandUpdate(input.accountId, account.exchange, update);
+      return this.applyCommandUpdate(input.accountId, account.venue, update);
     } catch (error) {
       throw this.wrapCommandError(
         "ORDER_CREATE_FAILED",
@@ -148,7 +148,7 @@ export class OrderManagerImpl
         error,
         {
           accountId: input.accountId,
-          exchange: account.exchange,
+          venue: account.venue,
           symbol: input.symbol,
         },
       );
@@ -159,11 +159,11 @@ export class OrderManagerImpl
     this.context.assertStarted();
     const account = this.context.getRegisteredAccount(input.accountId);
     this.context.ensurePrivateCredentials(input.accountId);
-    this.validateCancelOrderInput(input, account.exchange);
+    this.validateCancelOrderInput(input, account.venue);
 
     try {
       const update = await this.context.cancelOrder(input);
-      return this.applyCommandUpdate(input.accountId, account.exchange, update);
+      return this.applyCommandUpdate(input.accountId, account.venue, update);
     } catch (error) {
       throw this.wrapCommandError(
         "ORDER_CANCEL_FAILED",
@@ -171,7 +171,7 @@ export class OrderManagerImpl
         error,
         {
           accountId: input.accountId,
-          exchange: account.exchange,
+          venue: account.venue,
           symbol: input.symbol,
         },
       );
@@ -185,11 +185,7 @@ export class OrderManagerImpl
 
     try {
       const updates = await this.context.cancelAllOrders(input);
-      return this.applyCommandUpdates(
-        input.accountId,
-        account.exchange,
-        updates,
-      );
+      return this.applyCommandUpdates(input.accountId, account.venue, updates);
     } catch (error) {
       throw this.wrapCommandError(
         "ORDER_CANCEL_ALL_FAILED",
@@ -197,7 +193,7 @@ export class OrderManagerImpl
         error,
         {
           accountId: input.accountId,
-          exchange: account.exchange,
+          venue: account.venue,
           symbol: input.symbol,
         },
       );
@@ -293,25 +289,25 @@ export class OrderManagerImpl
     this.records.delete(accountId);
   }
 
-  onCredentialsUpdated(accountId: string, exchange: Exchange): void {
+  onCredentialsUpdated(accountId: string, venue: Venue): void {
     const record = this.records.get(accountId);
     if (!record?.subscribed) {
       return;
     }
 
-    this.onPrivateOrderPending(accountId, exchange);
+    this.onPrivateOrderPending(accountId, venue);
   }
 
   // --- PrivateOrderDataConsumer ---
 
-  onPrivateOrderPending(accountId: string, exchange: Exchange): void {
-    const record = this.getOrCreateRecord(accountId, exchange);
+  onPrivateOrderPending(accountId: string, venue: Venue): void {
+    const record = this.getOrCreateRecord(accountId, venue);
     if (!record.subscribed) {
       return;
     }
 
     record.status = {
-      ...this.createStatus(accountId, exchange, "active"),
+      ...this.createStatus(accountId, venue, "active"),
       ready: record.snapshots.size > 0,
       runtimeStatus: "bootstrap_pending",
       reason: undefined,
@@ -324,10 +320,10 @@ export class OrderManagerImpl
 
   onPrivateOrderBootstrap(
     accountId: string,
-    exchange: Exchange,
+    venue: Venue,
     snapshots: RawOrderUpdate[],
   ): void {
-    const record = this.getOrCreateRecord(accountId, exchange);
+    const record = this.getOrCreateRecord(accountId, venue);
     if (!record.subscribed) {
       return;
     }
@@ -336,7 +332,7 @@ export class OrderManagerImpl
     for (const update of snapshots) {
       const snapshot = this.createSnapshot(
         accountId,
-        exchange,
+        venue,
         update,
         this.getExistingSnapshot(record, update),
       );
@@ -363,7 +359,7 @@ export class OrderManagerImpl
     const event: OrderSnapshotReplacedEvent = {
       type: "order.snapshot_replaced",
       accountId,
-      exchange,
+      venue,
       snapshot: orderedSnapshots,
       ts: this.context.now(),
     };
@@ -374,16 +370,16 @@ export class OrderManagerImpl
 
   onPrivateOrderUpdate(
     accountId: string,
-    exchange: Exchange,
+    venue: Venue,
     update: RawOrderUpdate,
   ): void {
-    const record = this.getOrCreateRecord(accountId, exchange);
+    const record = this.getOrCreateRecord(accountId, venue);
     if (!record.subscribed) {
       return;
     }
 
     const previous = this.getExistingSnapshot(record, update);
-    const snapshot = this.createSnapshot(accountId, exchange, update, previous);
+    const snapshot = this.createSnapshot(accountId, venue, update, previous);
     this.setSnapshot(record.snapshots, snapshot);
 
     const eventType =
@@ -398,7 +394,7 @@ export class OrderManagerImpl
     this.orderBus.publish({
       type: eventType,
       accountId,
-      exchange,
+      venue,
       symbol: snapshot.symbol,
       snapshot,
       ts: this.context.now(),
@@ -419,10 +415,10 @@ export class OrderManagerImpl
 
   onPrivateOrderStreamState(
     accountId: string,
-    exchange: Exchange,
+    venue: Venue,
     state: PrivateSubscriptionState,
   ): void {
-    const record = this.getOrCreateRecord(accountId, exchange);
+    const record = this.getOrCreateRecord(accountId, venue);
     if (!record.subscribed) {
       return;
     }
@@ -446,18 +442,15 @@ export class OrderManagerImpl
     return [...this.records.values()]
       .map((record) => cloneOrderStatus(record.status))
       .sort((left, right) =>
-        `${left.exchange}:${left.accountId}`.localeCompare(
-          `${right.exchange}:${right.accountId}`,
+        `${left.venue}:${left.accountId}`.localeCompare(
+          `${right.venue}:${right.accountId}`,
         ),
       );
   }
 
   // --- Internal helpers ---
 
-  private getOrCreateRecord(
-    accountId: string,
-    exchange: Exchange,
-  ): OrderRecord {
+  private getOrCreateRecord(accountId: string, venue: Venue): OrderRecord {
     const existing = this.records.get(accountId);
     if (existing) {
       return existing;
@@ -465,10 +458,10 @@ export class OrderManagerImpl
 
     const record: OrderRecord = {
       accountId,
-      exchange,
+      venue,
       subscribed: false,
       snapshots: new Map(),
-      status: this.createStatus(accountId, exchange, "inactive"),
+      status: this.createStatus(accountId, venue, "inactive"),
     };
 
     this.records.set(accountId, record);
@@ -477,12 +470,12 @@ export class OrderManagerImpl
 
   private createStatus(
     accountId: string,
-    exchange: Exchange,
+    venue: Venue,
     activity: "active" | "inactive",
   ): OrderDataStatus {
     return {
       accountId,
-      exchange,
+      venue,
       activity,
       ready: false,
       runtimeStatus: activity === "active" ? "bootstrap_pending" : "stopped",
@@ -525,7 +518,7 @@ export class OrderManagerImpl
 
   private createSnapshot(
     accountId: string,
-    exchange: Exchange,
+    venue: Venue,
     input: RawOrderUpdate,
     previous?: OrderSnapshot,
   ): OrderSnapshot {
@@ -538,7 +531,7 @@ export class OrderManagerImpl
 
     return {
       accountId,
-      exchange,
+      venue,
       orderId: input.orderId,
       clientOrderId: input.clientOrderId,
       symbol: input.symbol,
@@ -573,7 +566,7 @@ export class OrderManagerImpl
     const event: OrderStatusChangedEvent = {
       type: "order.status_changed",
       accountId: record.accountId,
-      exchange: record.exchange,
+      venue: record.venue,
       status: cloneOrderStatus(record.status),
       ts: this.context.now(),
     };
@@ -584,7 +577,7 @@ export class OrderManagerImpl
 
   private validateCreateOrderInput(
     input: CreateOrderInput,
-    exchange: Exchange,
+    venue: Venue,
   ): void {
     if (input.type === "limit" && !input.price) {
       throw this.createError(
@@ -592,7 +585,7 @@ export class OrderManagerImpl
         `Limit orders require price: ${input.accountId}`,
         {
           accountId: input.accountId,
-          exchange,
+          venue,
           symbol: input.symbol,
         },
       );
@@ -601,7 +594,7 @@ export class OrderManagerImpl
 
   private validateCancelOrderInput(
     input: CancelOrderInput,
-    exchange: Exchange,
+    venue: Venue,
   ): void {
     if (input.orderId || input.clientOrderId) {
       return;
@@ -612,7 +605,7 @@ export class OrderManagerImpl
       `cancelOrder requires orderId or clientOrderId: ${input.accountId}`,
       {
         accountId: input.accountId,
-        exchange,
+        venue,
         symbol: input.symbol,
       },
     );
@@ -620,23 +613,23 @@ export class OrderManagerImpl
 
   private applyCommandUpdate(
     accountId: string,
-    exchange: Exchange,
+    venue: Venue,
     update: RawOrderUpdate,
   ): OrderSnapshot {
-    const record = this.getOrCreateRecord(accountId, exchange);
+    const record = this.getOrCreateRecord(accountId, venue);
     const previous = this.getExistingSnapshot(record, update);
-    const snapshot = this.createSnapshot(accountId, exchange, update, previous);
+    const snapshot = this.createSnapshot(accountId, venue, update, previous);
     this.setSnapshot(record.snapshots, snapshot);
     return snapshot;
   }
 
   private applyCommandUpdates(
     accountId: string,
-    exchange: Exchange,
+    venue: Venue,
     updates: RawOrderUpdate[],
   ): OrderSnapshot[] {
     return updates.map((update) =>
-      this.applyCommandUpdate(accountId, exchange, update),
+      this.applyCommandUpdate(accountId, venue, update),
     );
   }
 
@@ -649,7 +642,7 @@ export class OrderManagerImpl
     message: string,
     metadata: {
       accountId: string;
-      exchange: Exchange;
+      venue: Venue;
       symbol?: string;
     },
   ): AcexError {
@@ -667,7 +660,7 @@ export class OrderManagerImpl
     error: unknown,
     metadata: {
       accountId: string;
-      exchange: Exchange;
+      venue: Venue;
       symbol: string;
     },
   ): AcexError {

package/src/types/account.ts

@@ -1,14 +1,14 @@
 import type BigNumber from "bignumber.js";
 import type {
-  Exchange,
   PrivateRuntimeReason,
   PrivateRuntimeStatus,
   SubscriptionActivity,
+  Venue,
 } from "./shared.ts";
 
 export interface AccountDataStatus {
   accountId: string;
-  exchange: Exchange;
+  venue: Venue;
   activity: SubscriptionActivity;
   ready: boolean;
   runtimeStatus?: PrivateRuntimeStatus;
@@ -21,7 +21,7 @@ export interface AccountDataStatus {
 export interface AccountStatusChangedEvent {
   type: "account.status_changed";
   accountId: string;
-  exchange: Exchange;
+  venue: Venue;
   status: AccountDataStatus;
   ts: number;
 }
@@ -44,13 +44,13 @@ export interface PositionKeyInput {
 
 export interface AccountEventFilter {
   accountId?: string;
-  exchange?: Exchange;
+  venue?: Venue;
   symbol?: string;
 }
 
 export interface BalanceSnapshot {
   accountId: string;
-  exchange: Exchange;
+  venue: Venue;
   asset: string;
   free: BigNumber;
   used: BigNumber;
@@ -59,11 +59,21 @@ export interface BalanceSnapshot {
   receivedAt: number;
   updatedAt: number;
   seq: number;
+  lending?: LendingBalanceFacet;
+}
+
+export interface LendingBalanceFacet {
+  supplied: BigNumber;
+  borrowed: BigNumber;
+  interest: BigNumber;
+  netAsset: BigNumber;
+  supplyAPY?: BigNumber;
+  borrowAPY?: BigNumber;
 }
 
 export interface PositionSnapshot {
   accountId: string;
-  exchange: Exchange;
+  venue: Venue;
   symbol: string;
   side: PositionSide;
   size: BigNumber;
@@ -80,20 +90,30 @@ export interface PositionSnapshot {
 
 export interface RiskSnapshot {
   accountId: string;
-  exchange: Exchange;
+  venue: Venue;
   equity?: BigNumber;
-  marginRatio?: BigNumber;
+  riskRatio?: BigNumber;
   initialMargin?: BigNumber;
   maintenanceMargin?: BigNumber;
   exchangeTs?: number;
   receivedAt: number;
   updatedAt: number;
   seq: number;
+  lending?: LendingRiskFacet;
+}
+
+export interface LendingRiskFacet {
+  marginLevel?: BigNumber;
+  healthFactor?: BigNumber;
+  ltv?: BigNumber;
+  liquidationThreshold?: BigNumber;
+  totalCollateralUSD?: BigNumber;
+  totalDebtUSD?: BigNumber;
 }
 
 export interface AccountSnapshot {
   accountId: string;
-  exchange: Exchange;
+  venue: Venue;
   balances: Record<string, BalanceSnapshot>;
   positions: PositionSnapshot[];
   risk?: RiskSnapshot;
@@ -104,7 +124,7 @@ export interface AccountSnapshot {
 
 export interface AccountEventBase {
   accountId: string;
-  exchange: Exchange;
+  venue: Venue;
   ts: number;
 }
 

package/src/types/client.ts

@@ -18,10 +18,10 @@ import type {
   AcexInternalError,
   ClientStatus,
   CreateClientOptions,
-  Exchange,
   RegisterAccountInput,
   RegisterAccountResult,
   StopOptions,
+  Venue,
 } from "./shared.ts";
 
 export interface ClientHealthSnapshot {
@@ -46,7 +46,7 @@ export type HealthEvent =
 
 export interface HealthEventFilter {
   scope?: "client" | "market" | "account" | "order";
-  exchange?: Exchange;
+  venue?: Venue;
   accountId?: string;
   symbol?: string;
 }

package/src/types/market.ts

@@ -1,14 +1,10 @@
 import type BigNumber from "bignumber.js";
-import type {
-  Exchange,
-  MarketFreshness,
-  SubscriptionActivity,
-} from "./shared.ts";
+import type { MarketFreshness, SubscriptionActivity, Venue } from "./shared.ts";
 
 export type MarketType = "spot" | "swap" | "future";
 
 export interface MarketDefinition {
-  exchange: Exchange;
+  venue: Venue;
   symbol: string;
   id: string;
   type: MarketType;
@@ -31,7 +27,7 @@ export interface MarketDefinition {
 }
 
 export interface MarketDataStatus {
-  exchange: Exchange;
+  venue: Venue;
   symbol: string;
   activity: SubscriptionActivity;
   ready: boolean;
@@ -53,21 +49,48 @@ export interface MarketDataStreamStatus {
 }
 
 export interface MarketKeyInput {
-  exchange: Exchange;
+  venue: Venue;
   symbol: string;
 }
 
+export type DecimalInput = string | number | BigNumber;
+
+export type NormalizeOrderInputRejectReason =
+  | "price_not_positive"
+  | "amount_not_positive"
+  | "amount_below_min"
+  | "notional_below_min";
+
+export interface NormalizeOrderInputInput extends MarketKeyInput {
+  price: DecimalInput;
+  amount: DecimalInput;
+}
+
+export interface NormalizedOrderInput {
+  price: string;
+  amount: string;
+  rawPrice: string;
+  rawAmount: string;
+  adjusted: boolean;
+  accepted: boolean;
+  rejectReason?: NormalizeOrderInputRejectReason;
+  priceStep: string;
+  amountStep: string;
+  minAmount?: string;
+  minNotional?: string;
+}
+
 export interface SubscribeL1BookInput extends MarketKeyInput {}
 
 export interface SubscribeFundingRateInput extends MarketKeyInput {}
 
 export interface MarketEventFilter {
-  exchange?: Exchange;
+  venue?: Venue;
   symbol?: string;
 }
 
 export interface L1Book {
-  exchange: Exchange;
+  venue: Venue;
   symbol: string;
   bidPrice: BigNumber;
   bidSize: BigNumber;
@@ -81,7 +104,7 @@ export interface L1Book {
 }
 
 export interface FundingRateSnapshot {
-  exchange: Exchange;
+  venue: Venue;
   symbol: string;
   fundingRate: BigNumber;
   nextFundingTime?: number;
@@ -96,7 +119,7 @@ export interface FundingRateSnapshot {
 
 export interface MarketStatusChangedEvent {
   type: "market.status_changed";
-  exchange: Exchange;
+  venue: Venue;
   symbol: string;
   status: MarketDataStatus;
   ts: number;
@@ -104,7 +127,7 @@ export interface MarketStatusChangedEvent {
 
 export interface L1BookUpdatedEvent {
   type: "l1_book.updated";
-  exchange: Exchange;
+  venue: Venue;
   symbol: string;
   snapshot: L1Book;
   ts: number;
@@ -112,7 +135,7 @@ export interface L1BookUpdatedEvent {
 
 export interface FundingRateUpdatedEvent {
   type: "funding_rate.updated";
-  exchange: Exchange;
+  venue: Venue;
   symbol: string;
   snapshot: FundingRateSnapshot;
   ts: number;
@@ -141,9 +164,10 @@ export interface MarketManager {
   subscribeFundingRate(input: SubscribeFundingRateInput): Promise<void>;
   unsubscribeFundingRate(input: SubscribeFundingRateInput): Promise<void>;
 
-  getMarket(exchange: Exchange, symbol: string): MarketDefinition | undefined;
+  getMarket(venue: Venue, symbol: string): MarketDefinition | undefined;
   getMarkets(symbol: string): MarketDefinition[];
-  listMarkets(exchange?: Exchange): MarketDefinition[];
+  listMarkets(venue?: Venue): MarketDefinition[];
+  normalizeOrderInput(input: NormalizeOrderInputInput): NormalizedOrderInput;
   getL1Book(key: MarketKeyInput): L1Book | undefined;
   getL1Books(symbol: string): L1Book[];
   getFundingRate(key: MarketKeyInput): FundingRateSnapshot | undefined;

package/src/types/order.ts

@@ -1,15 +1,15 @@
 import type BigNumber from "bignumber.js";
 import type { PositionSide } from "./account.ts";
 import type {
-  Exchange,
   PrivateRuntimeReason,
   PrivateRuntimeStatus,
   SubscriptionActivity,
+  Venue,
 } from "./shared.ts";
 
 export interface OrderDataStatus {
   accountId: string;
-  exchange: Exchange;
+  venue: Venue;
   activity: SubscriptionActivity;
   ready: boolean;
   runtimeStatus?: PrivateRuntimeStatus;
@@ -22,7 +22,7 @@ export interface OrderDataStatus {
 export interface OrderStatusChangedEvent {
   type: "order.status_changed";
   accountId: string;
-  exchange: Exchange;
+  venue: Venue;
   status: OrderDataStatus;
   ts: number;
 }
@@ -66,6 +66,7 @@ interface CreateOrderInputBase {
 export interface CreateLimitOrderInput extends CreateOrderInputBase {
   type: "limit";
   price: string;
+  postOnly?: boolean;
 }
 
 export interface CreateMarketOrderInput extends CreateOrderInputBase {
@@ -88,13 +89,13 @@ export interface CancelAllOrdersInput {
 
 export interface OrderEventFilter {
   accountId?: string;
-  exchange?: Exchange;
+  venue?: Venue;
   symbol?: string;
 }
 
 export interface OrderSnapshot {
   accountId: string;
-  exchange: Exchange;
+  venue: Venue;
   orderId?: string;
   clientOrderId?: string;
   symbol: string;
@@ -117,7 +118,7 @@ export interface OrderSnapshot {
 
 export interface OrderEventBase {
   accountId: string;
-  exchange: Exchange;
+  venue: Venue;
   symbol: string;
   ts: number;
 }
@@ -145,7 +146,7 @@ export interface OrderRejectedEvent extends OrderEventBase {
 export interface OrderSnapshotReplacedEvent {
   type: "order.snapshot_replaced";
   accountId: string;
-  exchange: Exchange;
+  venue: Venue;
   snapshot: OrderSnapshot[];
   ts: number;
 }