@imbingox/acex 0.3.1-beta.0 → 0.4.0-beta.10

package/src/types/account.ts

@@ -1,4 +1,3 @@
-import type BigNumber from "bignumber.js";
 import type {
   PrivateRuntimeReason,
   PrivateRuntimeStatus,
@@ -52,9 +51,9 @@ export interface BalanceSnapshot {
   accountId: string;
   venue: Venue;
   asset: string;
-  free: BigNumber;
-  used: BigNumber;
-  total: BigNumber;
+  free: string;
+  used: string;
+  total: string;
   exchangeTs?: number;
   receivedAt: number;
   updatedAt: number;
@@ -63,12 +62,12 @@ export interface BalanceSnapshot {
 }
 
 export interface LendingBalanceFacet {
-  supplied: BigNumber;
-  borrowed: BigNumber;
-  interest: BigNumber;
-  netAsset: BigNumber;
-  supplyAPY?: BigNumber;
-  borrowAPY?: BigNumber;
+  supplied: string;
+  borrowed: string;
+  interest: string;
+  netAsset: string;
+  supplyAPY?: string;
+  borrowAPY?: string;
 }
 
 export interface PositionSnapshot {
@@ -76,12 +75,12 @@ export interface PositionSnapshot {
   venue: Venue;
   symbol: string;
   side: PositionSide;
-  size: BigNumber;
-  entryPrice?: BigNumber;
-  markPrice?: BigNumber;
-  unrealizedPnl?: BigNumber;
-  leverage?: BigNumber;
-  liquidationPrice?: BigNumber;
+  size: string;
+  entryPrice?: string;
+  markPrice?: string;
+  unrealizedPnl?: string;
+  leverage?: string;
+  liquidationPrice?: string;
   exchangeTs?: number;
   receivedAt: number;
   updatedAt: number;
@@ -91,12 +90,12 @@ export interface PositionSnapshot {
 export interface RiskSnapshot {
   accountId: string;
   venue: Venue;
-  netEquity?: BigNumber;
-  riskEquity?: BigNumber;
-  riskRatio?: BigNumber;
-  riskLeverage?: BigNumber;
-  initialMargin?: BigNumber;
-  maintenanceMargin?: BigNumber;
+  netEquity?: string;
+  riskEquity?: string;
+  riskRatio?: string;
+  riskLeverage?: string;
+  initialMargin?: string;
+  maintenanceMargin?: string;
   exchangeTs?: number;
   receivedAt: number;
   updatedAt: number;
@@ -105,12 +104,12 @@ export interface RiskSnapshot {
 }
 
 export interface LendingRiskFacet {
-  marginLevel?: BigNumber;
-  healthFactor?: BigNumber;
-  ltv?: BigNumber;
-  liquidationThreshold?: BigNumber;
-  totalCollateralUSD?: BigNumber;
-  totalDebtUSD?: BigNumber;
+  marginLevel?: string;
+  healthFactor?: string;
+  ltv?: string;
+  liquidationThreshold?: string;
+  totalCollateralUSD?: string;
+  totalDebtUSD?: string;
 }
 
 export interface AccountSnapshot {

package/src/types/client.ts

@@ -83,6 +83,7 @@ export type OrderTimeInForceCapability = "gtc" | "post_only";
 
 export interface VenueMarketCapabilities {
   catalog: VenueCapabilitySupport;
+  serverTime: VenueCapabilitySupport;
   l1Book: VenueCapabilitySupport;
   fundingRate: FundingRateCapability;
   marketTypes: MarketType[];

package/src/types/market.ts

@@ -1,4 +1,5 @@
 import type BigNumber from "bignumber.js";
+import type { AcexError } from "../errors.ts";
 import type { MarketFreshness, SubscriptionActivity, Venue } from "./shared.ts";
 
 export type MarketType = "spot" | "swap" | "future";
@@ -15,17 +16,39 @@ export interface MarketDefinition {
   contract: boolean;
   linear?: boolean;
   inverse?: boolean;
-  contractSize?: BigNumber;
+  contractSize?: string;
   pricePrecision: number;
   amountPrecision: number;
-  priceStep: BigNumber;
-  amountStep: BigNumber;
-  minAmount?: BigNumber;
-  minNotional?: BigNumber;
+  priceStep: string;
+  amountStep: string;
+  minAmount?: string;
+  minNotional?: string;
   expiry?: number;
   raw: Record<string, unknown>;
 }
 
+export interface MarketCatalogReloadSummary {
+  venue: Venue;
+  added: string[];
+  removed: string[];
+  total: number;
+  ok: boolean;
+  error?: AcexError;
+}
+
+export interface VenueServerTime {
+  /** Exchange server time in epoch milliseconds. Binance currently measures the USDM cluster. */
+  serverTime: number;
+  /** Local wall-clock timestamp captured immediately before the HTTP request is sent. */
+  requestSentAt: number;
+  /** Local wall-clock timestamp captured immediately after the HTTP response is received. */
+  responseReceivedAt: number;
+  /** Round trip duration measured with a monotonic clock, in milliseconds. */
+  roundTripMs: number;
+  /** NTP-style offset estimate: serverTime - midpoint(requestSentAt, responseReceivedAt). */
+  estimatedOffsetMs: number;
+}
+
 export interface MarketDataStatus {
   venue: Venue;
   symbol: string;
@@ -92,10 +115,10 @@ export interface MarketEventFilter {
 export interface L1Book {
   venue: Venue;
   symbol: string;
-  bidPrice: BigNumber;
-  bidSize: BigNumber;
-  askPrice: BigNumber;
-  askSize: BigNumber;
+  bidPrice: string;
+  bidSize: string;
+  askPrice: string;
+  askSize: string;
   exchangeTs?: number;
   receivedAt: number;
   updatedAt: number;
@@ -106,10 +129,10 @@ export interface L1Book {
 export interface FundingRateSnapshot {
   venue: Venue;
   symbol: string;
-  fundingRate: BigNumber;
+  fundingRate: string;
   nextFundingTime?: number;
-  markPrice?: BigNumber;
-  indexPrice?: BigNumber;
+  markPrice?: string;
+  indexPrice?: string;
   exchangeTs?: number;
   receivedAt: number;
   updatedAt: number;
@@ -159,6 +182,8 @@ export interface MarketManager {
   readonly events: MarketEventStreams;
 
   loadMarkets(): Promise<void>;
+  reloadMarkets(venue?: Venue): Promise<MarketCatalogReloadSummary[]>;
+  fetchServerTime(venue: Venue): Promise<VenueServerTime>;
   subscribeL1Book(input: SubscribeL1BookInput): Promise<void>;
   unsubscribeL1Book(input: SubscribeL1BookInput): Promise<void>;
   subscribeFundingRate(input: SubscribeFundingRateInput): Promise<void>;

package/src/types/order.ts

@@ -1,4 +1,3 @@
-import type BigNumber from "bignumber.js";
 import type { PositionSide } from "./account.ts";
 import type {
   PrivateRuntimeReason,
@@ -49,6 +48,7 @@ export interface UnsubscribeOrdersInput {
 
 export interface GetOrderInput {
   accountId: string;
+  symbol?: string;
   orderId?: string;
   clientOrderId?: string;
 }
@@ -102,14 +102,14 @@ 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/types/shared.ts

@@ -24,6 +24,63 @@ export interface Logger {
   error(msg: string, context?: Record<string, unknown>): void;
 }
 
+export interface TimeProvider {
+  /** Millisecond timestamp used for outbound request/signing timestamps. */
+  now(): number;
+}
+
+export interface RateLimitScope {
+  venue: Venue;
+  accountId?: string;
+  endpointKey: string;
+}
+
+export interface RateLimitUsage {
+  /** Exchange request-weight usage by interval key, e.g. "1m". */
+  weight?: Record<string, number>;
+  /** Exchange order-count usage by interval key, separate from request weight. */
+  orderCount?: Record<string, number>;
+}
+
+export interface RateLimitRequestContext {
+  scope: RateLimitScope;
+}
+
+export interface RateLimitResponseContext {
+  status: number;
+  headers?: Headers;
+  usage?: RateLimitUsage;
+}
+
+export interface RateLimitTransportErrorContext {
+  status?: number;
+  headers?: Headers;
+  retryAfterMs?: number;
+  usage?: RateLimitUsage;
+}
+
+export interface RateLimitSnapshot {
+  scope: RateLimitScope;
+  usage?: RateLimitUsage;
+  blockedUntil?: number;
+  retryAfterMs?: number;
+  state: "ok" | "rate_limited" | "banned";
+  updatedAt?: number;
+}
+
+export interface RateLimiter {
+  beforeRequest(ctx: RateLimitRequestContext): Promise<void> | void;
+  afterResponse(
+    ctx: RateLimitRequestContext,
+    response: RateLimitResponseContext,
+  ): Promise<void> | void;
+  onTransportError(
+    ctx: RateLimitRequestContext,
+    error: RateLimitTransportErrorContext,
+  ): Promise<void> | void;
+  getSnapshot(scope: RateLimitScope): RateLimitSnapshot | undefined;
+}
+
 export interface MarketRuntimeOptions {
   l1InitialMessageTimeoutMs?: number;
   l1StaleAfterMs?: number;
@@ -38,6 +95,7 @@ export interface AccountRuntimeOptions {
   listenKeyKeepAliveMs?: number;
   binance?: {
     riskPollIntervalMs?: number;
+    privateReconcileIntervalMs?: number;
   };
   juplend?: {
     pollIntervalMs?: number;
@@ -46,12 +104,20 @@ export interface AccountRuntimeOptions {
   };
 }
 
+export interface OrderRuntimeOptions {
+  maxClosedOrdersPerSymbol?: number;
+}
+
 export interface CreateClientOptions {
   sandbox?: boolean;
+  /** Request/signing clock; local receivedAt/freshness clocks stay independent. */
+  clock?: TimeProvider;
+  rateLimiter?: RateLimiter;
   logger?: Logger;
   logLevel?: LogLevel;
   market?: MarketRuntimeOptions;
   account?: AccountRuntimeOptions;
+  order?: OrderRuntimeOptions;
 }
 
 export interface AccountCredentials {