@imbingox/acex 0.3.0-beta.4 → 0.3.0-beta.5

package/docs/api.md

@@ -618,7 +618,9 @@ const btcPosition = client.account.getPosition({
 const risk = client.account.getRiskSnapshot("main-binance");
 ```
 
-所有数量字段（`free` / `used` / `total` / `size` / `entryPrice` / `equity` / ...）都是 `BigNumber`。
+所有数量字段（`free` / `used` / `total` / `size` / `entryPrice` / `netEquity` / `riskEquity` / ...）都是 `BigNumber`。
+
+`RiskSnapshot.netEquity` 表示不含风控折算的净资产价值；`riskEquity` 表示抵押系数或清算阈值折算后的风控净权益。Binance 使用 `actualEquity` / `accountEquity` 映射这两个字段；Juplend 使用 `totalCollateralUsd - totalDebtUsd` / `Σ(suppliedValue × liquidationThreshold) - totalDebtUsd`。
 
 > **注意**：`AccountSnapshot.balances` 是 `Record<string, BalanceSnapshot>`，不是数组；需要数组视图用 `getBalances()`。
 
@@ -1222,9 +1224,10 @@ interface PositionSnapshot {
 interface RiskSnapshot {
   accountId: string;
   venue: Venue;
-  equity?: BigNumber;
+  netEquity?: BigNumber;
+  riskEquity?: BigNumber;
   riskRatio?: BigNumber;
-  actualLeverage?: BigNumber;
+  riskLeverage?: BigNumber;
   initialMargin?: BigNumber;
   maintenanceMargin?: BigNumber;
   exchangeTs?: number;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@imbingox/acex",
-  "version": "0.3.0-beta.4",
+  "version": "0.3.0-beta.5",
   "description": "Multi-exchange trading SDK for market data, account, and order management",
   "repository": {
     "type": "git",

package/src/adapters/binance/private-adapter.ts

@@ -38,6 +38,7 @@ interface BinancePapiBalance {
 
 interface BinancePapiAccount {
   accountEquity?: string;
+  actualEquity?: string;
   totalEquity?: string;
   accountInitialMargin?: string;
   totalInitialMargin?: string;
@@ -292,12 +293,14 @@ function mapAccountRisk(
   const riskRatio = uniMmr
     ? new BigNumber(1).dividedBy(uniMmr).toString(10)
     : undefined;
-  const equity = firstString(input.accountEquity, input.totalEquity);
-  const actualLeverage = calculateActualLeverage(equity, positions);
+  const netEquity = firstString(input.actualEquity);
+  const riskEquity = firstString(input.accountEquity, input.totalEquity);
+  const riskLeverage = calculateRiskLeverage(riskEquity, positions);
   const risk: RawRiskUpdate = {
-    equity,
+    netEquity,
+    riskEquity,
     riskRatio,
-    actualLeverage,
+    riskLeverage,
     initialMargin: firstString(
       input.accountInitialMargin,
       input.totalInitialMargin,
@@ -311,9 +314,10 @@ function mapAccountRisk(
   };
 
   if (
-    !risk.equity &&
+    !risk.netEquity &&
+    !risk.riskEquity &&
     !risk.riskRatio &&
-    !risk.actualLeverage &&
+    !risk.riskLeverage &&
     !risk.initialMargin &&
     !risk.maintenanceMargin
   ) {
@@ -323,16 +327,16 @@ function mapAccountRisk(
   return risk;
 }
 
-function calculateActualLeverage(
-  equity: string | undefined,
+function calculateRiskLeverage(
+  riskEquity: string | undefined,
   positions: BinancePapiUmPosition[],
 ): string | undefined {
-  if (!equity) {
+  if (!riskEquity) {
     return undefined;
   }
 
-  const equityValue = new BigNumber(equity);
-  if (!equityValue.isFinite() || equityValue.isZero()) {
+  const riskEquityValue = new BigNumber(riskEquity);
+  if (!riskEquityValue.isFinite() || riskEquityValue.isZero()) {
     return undefined;
   }
 
@@ -348,7 +352,7 @@ function calculateActualLeverage(
 
   return grossExposure.isZero()
     ? undefined
-    : grossExposure.dividedBy(equityValue).toString(10);
+    : grossExposure.dividedBy(riskEquityValue).toString(10);
 }
 
 function mapUmPosition(

package/src/adapters/juplend/private-adapter.ts

@@ -222,7 +222,8 @@ function buildRisk(input: {
     : undefined;
 
   return {
-    equity: totalCollateralUsd.minus(totalDebtUsd).toString(10),
+    netEquity: totalCollateralUsd.minus(totalDebtUsd).toString(10),
+    riskEquity: weightedLiquidationValueUsd.minus(totalDebtUsd).toString(10),
     riskRatio,
     receivedAt: input.receivedAt,
     lending: {

package/src/adapters/types.ts

@@ -119,9 +119,10 @@ export interface RawPositionUpdate {
 }
 
 export interface RawRiskUpdate {
-  equity?: string;
+  netEquity?: string;
+  riskEquity?: string;
   riskRatio?: string;
-  actualLeverage?: string;
+  riskLeverage?: string;
   initialMargin?: string;
   maintenanceMargin?: string;
   exchangeTs?: number;

package/src/managers/account-manager.ts

@@ -589,18 +589,22 @@ export class AccountManagerImpl
     return {
       accountId,
       venue,
-      equity:
-        input.equity === undefined
-          ? previous?.equity
-          : new BigNumber(input.equity),
+      netEquity:
+        input.netEquity === undefined
+          ? previous?.netEquity
+          : new BigNumber(input.netEquity),
+      riskEquity:
+        input.riskEquity === undefined
+          ? previous?.riskEquity
+          : new BigNumber(input.riskEquity),
       riskRatio:
         input.riskRatio === undefined
           ? previous?.riskRatio
           : new BigNumber(input.riskRatio),
-      actualLeverage:
-        input.actualLeverage === undefined
-          ? previous?.actualLeverage
-          : new BigNumber(input.actualLeverage),
+      riskLeverage:
+        input.riskLeverage === undefined
+          ? previous?.riskLeverage
+          : new BigNumber(input.riskLeverage),
       initialMargin:
         input.initialMargin === undefined
           ? previous?.initialMargin

package/src/types/account.ts

@@ -91,9 +91,10 @@ export interface PositionSnapshot {
 export interface RiskSnapshot {
   accountId: string;
   venue: Venue;
-  equity?: BigNumber;
+  netEquity?: BigNumber;
+  riskEquity?: BigNumber;
   riskRatio?: BigNumber;
-  actualLeverage?: BigNumber;
+  riskLeverage?: BigNumber;
   initialMargin?: BigNumber;
   maintenanceMargin?: BigNumber;
   exchangeTs?: number;