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

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

@@ -7,8 +7,10 @@ import type {
   MarketDataStatus,
   MarketManager,
   MarketStatusChangedEvent,
+  MarketType,
 } from "./market.ts";
 import type {
+  CreateOrderType,
   OrderDataStatus,
   OrderManager,
   OrderStatusChangedEvent,
@@ -18,10 +20,10 @@ import type {
   AcexInternalError,
   ClientStatus,
   CreateClientOptions,
-  Exchange,
   RegisterAccountInput,
   RegisterAccountResult,
   StopOptions,
+  Venue,
 } from "./shared.ts";
 
 export interface ClientHealthSnapshot {
@@ -46,7 +48,7 @@ export type HealthEvent =
 
 export interface HealthEventFilter {
   scope?: "client" | "market" | "account" | "order";
-  exchange?: Exchange;
+  venue?: Venue;
   accountId?: string;
   symbol?: string;
 }
@@ -56,6 +58,73 @@ export interface ClientEventStreams {
   errors(): AsyncIterable<AcexInternalError>;
 }
 
+export type VenueRuntimeStatus = "available" | "type_only" | "reserved";
+
+export type VenueCapabilitySupport = "supported" | "unsupported";
+
+export type VenueCapabilityReason =
+  | "not_implemented"
+  | "read_only"
+  | "market_type_unsupported"
+  | "sdk_reserved";
+
+export type FundingRateCapability = VenueCapabilitySupport | "market_dependent";
+
+export type PrivateUpdateCapability = "websocket" | "polling" | "unsupported";
+
+export type CancelAllOrdersCapability = "symbol" | "account" | "unsupported";
+
+export type PositionSideCapability =
+  | "optional"
+  | "required_for_hedge"
+  | "unsupported";
+
+export type OrderTimeInForceCapability = "gtc" | "post_only";
+
+export interface VenueMarketCapabilities {
+  catalog: VenueCapabilitySupport;
+  l1Book: VenueCapabilitySupport;
+  fundingRate: FundingRateCapability;
+  marketTypes: MarketType[];
+}
+
+export interface VenueAccountCapabilities {
+  register: VenueCapabilitySupport;
+  snapshot: VenueCapabilitySupport;
+  updates: PrivateUpdateCapability;
+  balances: VenueCapabilitySupport;
+  positions: VenueCapabilitySupport;
+  risk: VenueCapabilitySupport;
+  lending: VenueCapabilitySupport;
+  credentialsRequired: boolean;
+}
+
+export interface VenueOrderCapabilities {
+  supported: boolean;
+  openOrders: VenueCapabilitySupport;
+  updates: PrivateUpdateCapability;
+  create: VenueCapabilitySupport;
+  cancel: VenueCapabilitySupport;
+  cancelAll: CancelAllOrdersCapability;
+  orderTypes: CreateOrderType[];
+  timeInForce: OrderTimeInForceCapability[];
+  postOnly: boolean;
+  reduceOnly: boolean;
+  positionSide: PositionSideCapability;
+  clientOrderId: boolean;
+  reason?: VenueCapabilityReason;
+}
+
+export interface VenueCapabilities {
+  venue: Venue;
+  runtimeStatus: VenueRuntimeStatus;
+  readOnly: boolean;
+  notes: string[];
+  market: VenueMarketCapabilities;
+  account: VenueAccountCapabilities;
+  order: VenueOrderCapabilities;
+}
+
 export interface AcexClient {
   readonly market: MarketManager;
   readonly account: AccountManager;
@@ -64,6 +133,8 @@ export interface AcexClient {
 
   getStatus(): ClientStatus;
   getHealth(): ClientHealthSnapshot;
+  getVenueCapabilities(venue: Venue): VenueCapabilities;
+  listVenueCapabilities(): VenueCapabilities[];
 
   registerAccount(input: RegisterAccountInput): Promise<RegisterAccountResult>;
   updateAccountCredentials(

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;
@@ -53,7 +49,7 @@ export interface MarketDataStreamStatus {
 }
 
 export interface MarketKeyInput {
-  exchange: Exchange;
+  venue: Venue;
   symbol: string;
 }
 
@@ -89,12 +85,12 @@ 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;
@@ -108,7 +104,7 @@ export interface L1Book {
 }
 
 export interface FundingRateSnapshot {
-  exchange: Exchange;
+  venue: Venue;
   symbol: string;
   fundingRate: BigNumber;
   nextFundingTime?: number;
@@ -123,7 +119,7 @@ export interface FundingRateSnapshot {
 
 export interface MarketStatusChangedEvent {
   type: "market.status_changed";
-  exchange: Exchange;
+  venue: Venue;
   symbol: string;
   status: MarketDataStatus;
   ts: number;
@@ -131,7 +127,7 @@ export interface MarketStatusChangedEvent {
 
 export interface L1BookUpdatedEvent {
   type: "l1_book.updated";
-  exchange: Exchange;
+  venue: Venue;
   symbol: string;
   snapshot: L1Book;
   ts: number;
@@ -139,7 +135,7 @@ export interface L1BookUpdatedEvent {
 
 export interface FundingRateUpdatedEvent {
   type: "funding_rate.updated";
-  exchange: Exchange;
+  venue: Venue;
   symbol: string;
   snapshot: FundingRateSnapshot;
   ts: number;
@@ -168,9 +164,9 @@ 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[];

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;
 }
@@ -89,13 +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;
@@ -118,7 +118,7 @@ export interface OrderSnapshot {
 
 export interface OrderEventBase {
   accountId: string;
-  exchange: Exchange;
+  venue: Venue;
   symbol: string;
   ts: number;
 }
@@ -146,7 +146,7 @@ export interface OrderRejectedEvent extends OrderEventBase {
 export interface OrderSnapshotReplacedEvent {
   type: "order.snapshot_replaced";
   accountId: string;
-  exchange: Exchange;
+  venue: Venue;
   snapshot: OrderSnapshot[];
   ts: number;
 }

package/src/types/shared.ts

@@ -1,6 +1,12 @@
-export const SUPPORTED_EXCHANGES = ["binance", "okx", "bybit", "gate"] as const;
+export const SUPPORTED_VENUES = [
+  "binance",
+  "okx",
+  "bybit",
+  "gate",
+  "juplend",
+] as const;
 
-export type Exchange = (typeof SUPPORTED_EXCHANGES)[number];
+export type Venue = (typeof SUPPORTED_VENUES)[number];
 
 export type ClientStatus =
   | "idle"
@@ -30,6 +36,9 @@ export interface AccountRuntimeOptions {
   streamReconnectDelayMs?: number;
   streamReconnectMaxDelayMs?: number;
   listenKeyKeepAliveMs?: number;
+  juplend?: {
+    pollIntervalMs?: number;
+  };
 }
 
 export interface CreateClientOptions {
@@ -47,16 +56,41 @@ export interface AccountCredentials {
   extra?: Record<string, string>;
 }
 
-export interface RegisterAccountInput {
+export interface BinanceAccountOptions {
+  timestamp?: number;
+  recvWindow?: number;
+}
+
+export interface JuplendAccountCredentials {
+  apiKey: string;
+}
+
+export interface JuplendAccountOptions {
+  walletAddress: string;
+  positionId?: string;
+}
+
+export interface RegisterCexAccountInput {
   accountId: string;
-  exchange: Exchange;
+  venue: Exclude<Venue, "juplend">;
   credentials?: AccountCredentials;
-  options?: Record<string, unknown>;
+  options?: BinanceAccountOptions;
 }
 
+export interface RegisterJuplendAccountInput {
+  accountId: string;
+  venue: "juplend";
+  credentials: JuplendAccountCredentials;
+  options: JuplendAccountOptions;
+}
+
+export type RegisterAccountInput =
+  | RegisterCexAccountInput
+  | RegisterJuplendAccountInput;
+
 export interface RegisterAccountResult {
   accountId: string;
-  exchange: Exchange;
+  venue: Venue;
 }
 
 export interface StopOptions {
@@ -66,7 +100,7 @@ export interface StopOptions {
 
 export interface AcexInternalError {
   source: "client" | "market" | "account" | "order" | "adapter" | "runtime";
-  exchange?: Exchange;
+  venue?: Venue;
   accountId?: string;
   symbol?: string;
   error: Error;
@@ -88,6 +122,8 @@ export type PrivateRuntimeStatus =
 export type PrivateRuntimeReason =
   | "credentials_missing"
   | "auth_failed"
+  | "http_failed"
+  | "rate_limited"
   | "ws_disconnected"
   | "heartbeat_timeout"
   | "reconciling";