@imbingox/acex 0.3.0-beta.1 → 0.3.0-beta.3

package/src/managers/market-manager.ts

@@ -18,7 +18,6 @@ import { AcexError } from "../errors.ts";
 import { AsyncEventBus } from "../internal/async-event-bus.ts";
 import { matchesMarketFilter } from "../internal/filters.ts";
 import type {
-  Exchange,
   FundingRateSnapshot,
   FundingRateUpdatedEvent,
   L1Book,
@@ -36,6 +35,7 @@ import type {
   SubscribeFundingRateInput,
   SubscribeL1BookInput,
   SubscriptionActivity,
+  Venue,
 } from "../types/index.ts";
 
 export interface MarketManagerOptions {
@@ -46,7 +46,7 @@ export interface MarketManagerOptions {
 }
 
 interface MarketRecord {
-  exchange: Exchange;
+  venue: Venue;
   symbol: string;
   market?: MarketDefinition;
   l1Book?: L1Book;
@@ -68,7 +68,7 @@ const DEFAULT_L1_RECONNECT_DELAY_MS = 1_000;
 const DEFAULT_L1_RECONNECT_MAX_DELAY_MS = 10_000;
 
 function marketKey(input: MarketKeyInput): string {
-  return `${input.exchange}:${input.symbol}`;
+  return `${input.venue}:${input.symbol}`;
 }
 
 function cloneMarketStatus(status: MarketDataStatus): MarketDataStatus {
@@ -169,7 +169,7 @@ export class MarketManagerImpl
     this.context.assertStarted();
     const market = await this.resolveMarketDefinition(input);
     const record = this.getOrCreateRecord({
-      exchange: input.exchange,
+      venue: input.venue,
       symbol: market.symbol,
     });
 
@@ -202,7 +202,7 @@ export class MarketManagerImpl
     const market = await this.resolveMarketDefinition(input);
     this.assertFundingRateSupported(market);
     const record = this.getOrCreateRecord({
-      exchange: input.exchange,
+      venue: input.venue,
       symbol: market.symbol,
     });
 
@@ -232,22 +232,22 @@ export class MarketManagerImpl
     this.recomputeAndPublishStatus(record, this.context.now());
   }
 
-  getMarket(exchange: Exchange, symbol: string): MarketDefinition | undefined {
-    const market = this.definitions.get(marketKey({ exchange, symbol }));
+  getMarket(venue: Venue, symbol: string): MarketDefinition | undefined {
+    const market = this.definitions.get(marketKey({ venue, symbol }));
     return market ? cloneMarketDefinition(market) : undefined;
   }
 
   getMarkets(symbol: string): MarketDefinition[] {
     return [...this.definitions.values()]
       .filter((market) => market.symbol === symbol)
-      .sort((left, right) => left.exchange.localeCompare(right.exchange))
+      .sort((left, right) => left.venue.localeCompare(right.venue))
       .map((market) => cloneMarketDefinition(market));
   }
 
-  listMarkets(exchange?: Exchange): MarketDefinition[] {
+  listMarkets(venue?: Venue): MarketDefinition[] {
     const values = [...this.definitions.values()];
-    const filtered = exchange
-      ? values.filter((market) => market.exchange === exchange)
+    const filtered = venue
+      ? values.filter((market) => market.venue === venue)
       : values;
     return filtered
       .sort((left, right) => left.symbol.localeCompare(right.symbol))
@@ -324,7 +324,7 @@ export class MarketManagerImpl
           record.symbol === symbol && Boolean(record.l1Book),
       )
       .map((record) => cloneL1Book(record.l1Book))
-      .sort((left, right) => left.exchange.localeCompare(right.exchange));
+      .sort((left, right) => left.venue.localeCompare(right.venue));
   }
 
   getFundingRate(key: MarketKeyInput): FundingRateSnapshot | undefined {
@@ -341,7 +341,7 @@ export class MarketManagerImpl
           record.symbol === symbol && Boolean(record.fundingRate),
       )
       .map((record) => cloneFundingRate(record.fundingRate))
-      .sort((left, right) => left.exchange.localeCompare(right.exchange));
+      .sort((left, right) => left.venue.localeCompare(right.venue));
   }
 
   getMarketStatus(key: MarketKeyInput): MarketDataStatus | undefined {
@@ -406,8 +406,8 @@ export class MarketManagerImpl
     return [...this.records.values()]
       .map((record) => cloneMarketStatus(record.status))
       .sort((left, right) =>
-        `${left.exchange}:${left.symbol}`.localeCompare(
-          `${right.exchange}:${right.symbol}`,
+        `${left.venue}:${left.symbol}`.localeCompare(
+          `${right.venue}:${right.symbol}`,
         ),
       );
   }
@@ -450,17 +450,17 @@ export class MarketManagerImpl
         error instanceof Error
           ? error
           : new Error("Unknown catalog load failure"),
-        { exchange: this.adapter.exchange },
+        { venue: this.adapter.venue },
       );
       throw wrapped;
     }
   }
 
   private async resolveMarketDefinition(input: {
-    exchange: Exchange;
+    venue: Venue;
     symbol: string;
   }): Promise<MarketDefinition> {
-    this.assertSupportedExchange(input.exchange);
+    this.assertSupportedVenue(input.venue);
     await this.loadMarketCatalog();
 
     const market = this.definitions.get(marketKey(input));
@@ -468,7 +468,7 @@ export class MarketManagerImpl
       throw this.createError(
         "MARKET_NOT_FOUND",
         `Unknown market symbol: ${input.symbol}`,
-        { exchange: input.exchange, symbol: input.symbol },
+        { venue: input.venue, symbol: input.symbol },
         "market",
       );
     }
@@ -477,7 +477,7 @@ export class MarketManagerImpl
       throw this.createError(
         "MARKET_INACTIVE",
         `Inactive market symbol: ${input.symbol}`,
-        { exchange: input.exchange, symbol: input.symbol },
+        { venue: input.venue, symbol: input.symbol },
         "market",
       );
     }
@@ -491,7 +491,7 @@ export class MarketManagerImpl
       throw this.createError(
         "MARKET_NOT_FOUND",
         `Unknown market symbol: ${input.symbol}`,
-        { exchange: input.exchange, symbol: input.symbol },
+        { venue: input.venue, symbol: input.symbol },
         "market",
       );
     }
@@ -499,15 +499,15 @@ export class MarketManagerImpl
     return market;
   }
 
-  private assertSupportedExchange(exchange: Exchange): void {
-    if (exchange === this.adapter.exchange) {
+  private assertSupportedVenue(venue: Venue): void {
+    if (venue === this.adapter.venue) {
       return;
     }
 
     throw this.createError(
-      "EXCHANGE_NOT_SUPPORTED",
-      `Exchange is not supported yet: ${exchange}`,
-      { exchange },
+      "VENUE_NOT_SUPPORTED",
+      `Venue is not supported yet: ${venue}`,
+      { venue },
       "client",
     );
   }
@@ -520,13 +520,13 @@ export class MarketManagerImpl
     throw this.createError(
       "MARKET_FUNDING_RATE_UNSUPPORTED",
       `Funding rate is not supported for market: ${market.symbol}`,
-      { exchange: market.exchange, symbol: market.symbol },
+      { venue: market.venue, symbol: market.symbol },
       "market",
     );
   }
 
   private getOrCreateRecord(input: {
-    exchange: Exchange;
+    venue: Venue;
     symbol: string;
   }): MarketRecord {
     const key = marketKey(input);
@@ -536,12 +536,12 @@ export class MarketManagerImpl
     }
 
     const record: MarketRecord = {
-      exchange: input.exchange,
+      venue: input.venue,
       symbol: input.symbol,
       l1BookSubscribed: false,
       fundingRateSubscribed: false,
       status: {
-        exchange: input.exchange,
+        venue: input.venue,
         symbol: input.symbol,
         activity: "inactive",
         ready: false,
@@ -572,7 +572,7 @@ export class MarketManagerImpl
         `Timed out waiting for market data: ${market.symbol}`,
       );
       this.context.publishRuntimeError("runtime", timeoutError, {
-        exchange: market.exchange,
+        venue: market.venue,
         symbol: market.symbol,
       });
       this.updateConnectionState(record, "l1Book", "stale", "ws_disconnected");
@@ -600,7 +600,7 @@ export class MarketManagerImpl
         `Timed out waiting for market data: ${market.symbol}`,
       );
       this.context.publishRuntimeError("runtime", timeoutError, {
-        exchange: market.exchange,
+        venue: market.venue,
         symbol: market.symbol,
       });
       this.updateConnectionState(
@@ -620,7 +620,7 @@ export class MarketManagerImpl
     const callbacks: L1BookStreamCallbacks = {
       onUpdate: (update: RawL1BookUpdate) => {
         record.l1Book = this.createL1Book(
-          record.exchange,
+          record.venue,
           record.symbol,
           update,
           record.l1Book,
@@ -631,7 +631,7 @@ export class MarketManagerImpl
 
         const event: L1BookUpdatedEvent = {
           type: "l1_book.updated",
-          exchange: record.exchange,
+          venue: record.venue,
           symbol: record.symbol,
           snapshot: cloneL1Book(record.l1Book),
           ts: this.context.now(),
@@ -653,7 +653,7 @@ export class MarketManagerImpl
       },
       onError: (error) => {
         this.context.publishRuntimeError("runtime", error, {
-          exchange: record.exchange,
+          venue: record.venue,
           symbol: record.symbol,
         });
       },
@@ -677,7 +677,7 @@ export class MarketManagerImpl
     const callbacks: FundingRateStreamCallbacks = {
       onUpdate: (update: RawFundingRateUpdate) => {
         record.fundingRate = this.createFundingRate(
-          record.exchange,
+          record.venue,
           record.symbol,
           update,
           record.fundingRate,
@@ -688,7 +688,7 @@ export class MarketManagerImpl
 
         const event: FundingRateUpdatedEvent = {
           type: "funding_rate.updated",
-          exchange: record.exchange,
+          venue: record.venue,
           symbol: record.symbol,
           snapshot: cloneFundingRate(record.fundingRate),
           ts: this.context.now(),
@@ -710,7 +710,7 @@ export class MarketManagerImpl
       },
       onError: (error) => {
         this.context.publishRuntimeError("runtime", error, {
-          exchange: record.exchange,
+          venue: record.venue,
           symbol: record.symbol,
         });
       },
@@ -728,13 +728,13 @@ export class MarketManagerImpl
   }
 
   private createL1Book(
-    exchange: Exchange,
+    venue: Venue,
     symbol: string,
     input: RawL1BookUpdate,
     previous?: L1Book,
   ): L1Book {
     return {
-      exchange,
+      venue,
       symbol,
       bidPrice: new BigNumber(input.bidPrice),
       bidSize: new BigNumber(input.bidSize),
@@ -755,13 +755,13 @@ export class MarketManagerImpl
   }
 
   private createFundingRate(
-    exchange: Exchange,
+    venue: Venue,
     symbol: string,
     input: RawFundingRateUpdate,
     previous?: FundingRateSnapshot,
   ): FundingRateSnapshot {
     return {
-      exchange,
+      venue,
       symbol,
       fundingRate: new BigNumber(input.fundingRate),
       nextFundingTime: input.nextFundingTime,
@@ -936,7 +936,7 @@ export class MarketManagerImpl
   private publishStatus(record: MarketRecord): void {
     const event: MarketStatusChangedEvent = {
       type: "market.status_changed",
-      exchange: record.exchange,
+      venue: record.venue,
       symbol: record.symbol,
       status: cloneMarketStatus(record.status),
       ts: this.context.now(),
@@ -985,9 +985,9 @@ export class MarketManagerImpl
       | "MARKET_NOT_FOUND"
       | "MARKET_INACTIVE"
       | "MARKET_FUNDING_RATE_UNSUPPORTED"
-      | "EXCHANGE_NOT_SUPPORTED",
+      | "VENUE_NOT_SUPPORTED",
     message: string,
-    metadata?: { exchange?: Exchange; symbol?: string },
+    metadata?: { venue?: Venue; symbol?: string },
     source: "market" | "client" = "market",
   ): AcexError {
     const error = new AcexError(code, message);

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 {