@imbingox/acex 0.3.0 → 0.4.0-beta.1

package/src/types/order.ts

@@ -1,4 +1,3 @@
-import type BigNumber from "bignumber.js";
 import type { PositionSide } from "./account.ts";
 import type {
   PrivateRuntimeReason,
@@ -102,14 +101,14 @@ export interface OrderSnapshot {
   side: OrderSide;
   type: string;
   status: OrderStatus;
-  price?: BigNumber;
-  triggerPrice?: BigNumber;
-  amount: BigNumber;
-  filled: BigNumber;
-  remaining?: BigNumber;
+  price?: string;
+  triggerPrice?: string;
+  amount: string;
+  filled: string;
+  remaining?: string;
   reduceOnly?: boolean;
   positionSide?: PositionSide;
-  avgFillPrice?: BigNumber;
+  avgFillPrice?: string;
   exchangeTs?: number;
   receivedAt: number;
   updatedAt: number;

package/src/adapters/binance/book-ticker.ts

@@ -1,123 +0,0 @@
-import { createManagedWebSocket } from "../../internal/managed-websocket.ts";
-import type { BinanceMarketDefinition } from "./market-catalog.ts";
-
-export interface BinanceL1BookUpdate {
-  bidPrice: string;
-  bidSize: string;
-  askPrice: string;
-  askSize: string;
-  exchangeTs?: number;
-  receivedAt: number;
-}
-
-export interface BinanceBookTickerSubscription {
-  readonly ready: Promise<void>;
-  close(): void;
-}
-
-export interface BinanceBookTickerCallbacks {
-  onBookTicker(update: BinanceL1BookUpdate): void;
-  onFreshnessChange(
-    freshness: "fresh" | "stale",
-    reason?: "heartbeat_timeout",
-  ): void;
-  onDisconnected(): void;
-  onError?(error: Error): void;
-}
-
-export interface BinanceBookTickerOptions {
-  initialMessageTimeoutMs: number;
-  staleAfterMs: number;
-  reconnectDelayMs: number;
-  reconnectMaxDelayMs: number;
-  now?: () => number;
-}
-
-interface BinanceBookTickerMessage {
-  b?: string;
-  B?: string;
-  a?: string;
-  A?: string;
-  T?: number;
-}
-
-const BINANCE_SPOT_WS_BASE_URL = "wss://stream.binance.com:9443/ws";
-const BINANCE_USDM_WS_BASE_URL = "wss://fstream.binance.com/ws";
-const BINANCE_COINM_WS_BASE_URL = "wss://dstream.binance.com/ws";
-
-function getWsBaseUrl(market: BinanceMarketDefinition): string {
-  switch (market.family) {
-    case "spot":
-      return BINANCE_SPOT_WS_BASE_URL;
-    case "usdm":
-      return BINANCE_USDM_WS_BASE_URL;
-    case "coinm":
-      return BINANCE_COINM_WS_BASE_URL;
-  }
-}
-
-function buildBookTickerUrl(market: BinanceMarketDefinition): string {
-  return `${getWsBaseUrl(market)}/${market.id.toLowerCase()}@bookTicker`;
-}
-
-function parseBookTickerMessage(
-  data: string,
-): BinanceBookTickerMessage | undefined {
-  const parsed = JSON.parse(data) as BinanceBookTickerMessage;
-  if (!parsed.b || !parsed.B || !parsed.a || !parsed.A) {
-    return undefined;
-  }
-
-  return parsed;
-}
-
-export function subscribeBinanceBookTicker(
-  market: BinanceMarketDefinition,
-  callbacks: BinanceBookTickerCallbacks,
-  options: BinanceBookTickerOptions,
-): BinanceBookTickerSubscription {
-  const session = createManagedWebSocket<BinanceBookTickerMessage>({
-    url: buildBookTickerUrl(market),
-    initialMessageTimeoutMs: options.initialMessageTimeoutMs,
-    now: options.now,
-    messageWatchdog: {
-      staleAfterMs: options.staleAfterMs,
-      onStale() {
-        callbacks.onFreshnessChange("stale", "heartbeat_timeout");
-      },
-    },
-    reconnect: {
-      initialDelayMs: options.reconnectDelayMs,
-      maxDelayMs: options.reconnectMaxDelayMs,
-    },
-    parseMessage: parseBookTickerMessage,
-    onMessage(message, receivedAt) {
-      if (!message.b || !message.B || !message.a || !message.A) {
-        return;
-      }
-
-      callbacks.onBookTicker({
-        bidPrice: message.b,
-        bidSize: message.B,
-        askPrice: message.a,
-        askSize: message.A,
-        exchangeTs: message.T,
-        receivedAt,
-      });
-      callbacks.onFreshnessChange("fresh");
-    },
-    onUnexpectedClose() {
-      callbacks.onDisconnected();
-    },
-    onError() {
-      callbacks.onError?.(new Error(`WebSocket error for ${market.symbol}`));
-    },
-  });
-
-  return {
-    ready: session.ready,
-    close() {
-      session.close();
-    },
-  };
-}

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

@@ -1,126 +0,0 @@
-import { createManagedWebSocket } from "../../internal/managed-websocket.ts";
-import type { BinanceMarketDefinition } from "./market-catalog.ts";
-
-export interface BinanceFundingRateUpdate {
-  fundingRate: string;
-  nextFundingTime?: number;
-  markPrice?: string;
-  indexPrice?: string;
-  exchangeTs?: number;
-  receivedAt: number;
-}
-
-export interface BinanceMarkPriceSubscription {
-  readonly ready: Promise<void>;
-  close(): void;
-}
-
-export interface BinanceMarkPriceCallbacks {
-  onFundingRate(update: BinanceFundingRateUpdate): void;
-  onFreshnessChange(
-    freshness: "fresh" | "stale",
-    reason?: "heartbeat_timeout",
-  ): void;
-  onDisconnected(): void;
-  onError?(error: Error): void;
-}
-
-export interface BinanceMarkPriceOptions {
-  initialMessageTimeoutMs: number;
-  staleAfterMs: number;
-  reconnectDelayMs: number;
-  reconnectMaxDelayMs: number;
-  now?: () => number;
-}
-
-interface BinanceMarkPriceMessage {
-  e?: string;
-  E?: number;
-  s?: string;
-  p?: string;
-  i?: string;
-  r?: string;
-  T?: number;
-}
-
-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_MARKET_WS_BASE_URL;
-    case "coinm":
-      return BINANCE_COINM_WS_BASE_URL;
-    case "spot":
-      throw new Error(
-        `Funding rate is not supported for spot market: ${market.symbol}`,
-      );
-  }
-}
-
-function buildMarkPriceUrl(market: BinanceMarketDefinition): string {
-  return `${getWsBaseUrl(market)}/${market.id.toLowerCase()}@markPrice`;
-}
-
-function parseMarkPriceMessage(
-  data: string,
-): BinanceMarkPriceMessage | undefined {
-  const parsed = JSON.parse(data) as BinanceMarkPriceMessage;
-  if (!parsed.r) {
-    return undefined;
-  }
-
-  return parsed;
-}
-
-export function subscribeBinanceMarkPrice(
-  market: BinanceMarketDefinition,
-  callbacks: BinanceMarkPriceCallbacks,
-  options: BinanceMarkPriceOptions,
-): BinanceMarkPriceSubscription {
-  const session = createManagedWebSocket<BinanceMarkPriceMessage>({
-    url: buildMarkPriceUrl(market),
-    initialMessageTimeoutMs: options.initialMessageTimeoutMs,
-    now: options.now,
-    messageWatchdog: {
-      staleAfterMs: options.staleAfterMs,
-      onStale() {
-        callbacks.onFreshnessChange("stale", "heartbeat_timeout");
-      },
-    },
-    reconnect: {
-      initialDelayMs: options.reconnectDelayMs,
-      maxDelayMs: options.reconnectMaxDelayMs,
-    },
-    parseMessage: parseMarkPriceMessage,
-    onMessage(message, receivedAt) {
-      if (!message.r) {
-        return;
-      }
-
-      callbacks.onFundingRate({
-        fundingRate: message.r,
-        nextFundingTime: message.T,
-        markPrice: message.p,
-        indexPrice: message.i,
-        exchangeTs: message.E,
-        receivedAt,
-      });
-      callbacks.onFreshnessChange("fresh");
-    },
-    onUnexpectedClose() {
-      callbacks.onDisconnected();
-    },
-    onError() {
-      callbacks.onError?.(new Error(`WebSocket error for ${market.symbol}`));
-    },
-  });
-
-  return {
-    ready: session.ready,
-    close() {
-      session.close();
-    },
-  };
-}