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

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@imbingox/acex",
-  "version": "0.3.1-beta.0",
+  "version": "0.4.0-beta.10",
   "description": "Multi-exchange trading SDK for market data, account, and order management",
   "repository": {
     "type": "git",

package/src/adapters/binance/adapter.ts

@@ -1,7 +1,9 @@
 import { SubscriptionMultiplexer } from "../../internal/subscription-multiplexer.ts";
 import type {
   MarketDefinition,
+  RateLimiter,
   VenueMarketCapabilities,
+  VenueServerTime,
 } from "../../types/index.ts";
 import type {
   FundingRateStreamCallbacks,
@@ -15,6 +17,7 @@ import {
   type BinanceMarketDefinition,
   loadBinanceMarkets,
 } from "./market-catalog.ts";
+import { fetchBinanceServerTime } from "./server-time.ts";
 import {
   type BinanceStreamDescriptor,
   type BinanceStreamMessage,
@@ -44,6 +47,7 @@ export class BinanceMarketAdapter implements MarketAdapter {
   readonly venue = "binance" as const;
   readonly marketCapabilities: VenueMarketCapabilities = {
     catalog: "supported",
+    serverTime: "supported",
     l1Book: "supported",
     fundingRate: "market_dependent",
     marketTypes: ["spot", "swap", "future"],
@@ -53,8 +57,16 @@ export class BinanceMarketAdapter implements MarketAdapter {
   private multiplexer: BinanceMarketMultiplexer | undefined;
   private multiplexerConfig: BinanceMultiplexerConfig | undefined;
 
+  constructor(
+    private readonly options: {
+      readonly rateLimiter?: RateLimiter;
+    } = {},
+  ) {}
+
   async loadMarkets(): Promise<MarketDefinition[]> {
-    const markets = await loadBinanceMarkets();
+    const markets = await loadBinanceMarkets(fetch, {
+      rateLimiter: this.options.rateLimiter,
+    });
     this.definitions.clear();
 
     for (const market of markets) {
@@ -64,6 +76,12 @@ export class BinanceMarketAdapter implements MarketAdapter {
     return markets;
   }
 
+  async fetchServerTime(): Promise<VenueServerTime> {
+    return await fetchBinanceServerTime({
+      rateLimiter: this.options.rateLimiter,
+    });
+  }
+
   createL1BookStream(
     market: MarketDefinition,
     callbacks: L1BookStreamCallbacks,

package/src/adapters/binance/market-catalog.ts

@@ -1,5 +1,16 @@
-import BigNumber from "bignumber.js";
-import type { MarketDefinition, MarketType } from "../../types/index.ts";
+import { toCanonical } from "../../internal/decimal.ts";
+import {
+  type HttpClientMessages,
+  httpRequest,
+  isTransportError,
+} from "../../internal/http-client.ts";
+import type {
+  MarketDefinition,
+  MarketType,
+  RateLimiter,
+  RateLimitScope,
+} from "../../types/index.ts";
+import { parseBinanceRateLimitUsage } from "./rate-limit.ts";
 
 type FetchLike = typeof fetch;
 
@@ -54,6 +65,11 @@ const BINANCE_USDM_EXCHANGE_INFO_URL =
   "https://fapi.binance.com/fapi/v1/exchangeInfo";
 const BINANCE_COINM_EXCHANGE_INFO_URL =
   "https://dapi.binance.com/dapi/v1/exchangeInfo";
+const DEFAULT_HTTP_TIMEOUT_MS = 10_000;
+const BINANCE_CATALOG_HTTP_MESSAGES: HttpClientMessages = {
+  http: ({ status, statusText }) =>
+    `Binance request failed: ${status} ${statusText ?? ""}`,
+};
 
 function toRecord(value: unknown): Record<string, unknown> {
   if (!value || typeof value !== "object" || Array.isArray(value)) {
@@ -96,7 +112,9 @@ function inferContractType(
   contractType: string | undefined,
   deliveryDate: number | undefined,
 ): MarketType {
-  if (contractType === "PERPETUAL") {
+  // Binance TradFi perpetuals expose a far-future deliveryDate, so the
+  // contractType is authoritative for perpetual classification.
+  if (contractType === "PERPETUAL" || contractType === "TRADIFI_PERPETUAL") {
     return "swap";
   }
 
@@ -146,12 +164,12 @@ function normalizeSpotSymbol(
     contract: false,
     pricePrecision: precisionFromStep(priceStep),
     amountPrecision: precisionFromStep(amountStep),
-    priceStep: new BigNumber(priceStep),
-    amountStep: new BigNumber(amountStep),
+    priceStep: toCanonical(priceStep),
+    amountStep: toCanonical(amountStep),
     minAmount: lotSizeFilter?.minQty
-      ? new BigNumber(lotSizeFilter.minQty)
+      ? toCanonical(lotSizeFilter.minQty)
       : undefined,
-    minNotional: notionalValue ? new BigNumber(notionalValue) : undefined,
+    minNotional: notionalValue ? toCanonical(notionalValue) : undefined,
     raw: toRecord(symbol),
   };
 }
@@ -198,29 +216,72 @@ function normalizeDerivativesSymbol(
     contract: true,
     linear: family === "usdm",
     inverse: family === "coinm",
-    contractSize: contractSize ? new BigNumber(contractSize) : undefined,
+    contractSize: contractSize ? toCanonical(contractSize) : undefined,
     pricePrecision: precisionFromStep(priceStep),
     amountPrecision: precisionFromStep(amountStep),
-    priceStep: new BigNumber(priceStep),
-    amountStep: new BigNumber(amountStep),
+    priceStep: toCanonical(priceStep),
+    amountStep: toCanonical(amountStep),
     minAmount: lotSizeFilter?.minQty
-      ? new BigNumber(lotSizeFilter.minQty)
+      ? toCanonical(lotSizeFilter.minQty)
       : undefined,
-    minNotional: notionalValue ? new BigNumber(notionalValue) : undefined,
+    minNotional: notionalValue ? toCanonical(notionalValue) : undefined,
     expiry: type === "future" ? symbol.deliveryDate : undefined,
     raw: toRecord(symbol),
   };
 }
 
-async function fetchJson<T>(fetchFn: FetchLike, url: string): Promise<T> {
-  const response = await fetchFn(url);
-  if (!response.ok) {
-    throw new Error(
-      `Binance request failed: ${response.status} ${response.statusText}`,
+async function requestCatalogJson<T>(
+  fetchFn: FetchLike,
+  url: string,
+  rateLimiter: RateLimiter | undefined,
+  endpointKey: string,
+): Promise<T> {
+  const scope: RateLimitScope = {
+    venue: "binance",
+    endpointKey,
+  };
+
+  await rateLimiter?.beforeRequest({ scope });
+
+  try {
+    const response = await httpRequest<T>({
+      fetchFn,
+      url,
+      timeoutMs: DEFAULT_HTTP_TIMEOUT_MS,
+      parseAs: "json",
+      jsonParseMode: "response",
+      retryPolicy: {
+        idempotent: true,
+        maxAttempts: 3,
+      },
+      messages: BINANCE_CATALOG_HTTP_MESSAGES,
+    });
+
+    await rateLimiter?.afterResponse(
+      { scope },
+      {
+        status: response.status,
+        headers: response.headers,
+        usage: parseBinanceRateLimitUsage(response.headers),
+      },
     );
-  }
 
-  return (await response.json()) as T;
+    return response.body;
+  } catch (error) {
+    if (isTransportError(error)) {
+      await rateLimiter?.onTransportError(
+        { scope },
+        {
+          status: error.status,
+          headers: error.headers,
+          retryAfterMs: error.retryAfterMs,
+          usage: parseBinanceRateLimitUsage(error.headers),
+        },
+      );
+    }
+
+    throw error;
+  }
 }
 
 function sortMarkets(
@@ -233,16 +294,26 @@ function sortMarkets(
 
 export async function loadBinanceMarkets(
   fetchFn: FetchLike = fetch,
+  options: { readonly rateLimiter?: RateLimiter } = {},
 ): Promise<BinanceMarketDefinition[]> {
   const [spot, usdm, coinm] = await Promise.all([
-    fetchJson<BinanceSpotExchangeInfo>(fetchFn, BINANCE_SPOT_EXCHANGE_INFO_URL),
-    fetchJson<BinanceDerivativesExchangeInfo>(
+    requestCatalogJson<BinanceSpotExchangeInfo>(
+      fetchFn,
+      BINANCE_SPOT_EXCHANGE_INFO_URL,
+      options.rateLimiter,
+      "GET /api/v3/exchangeInfo",
+    ),
+    requestCatalogJson<BinanceDerivativesExchangeInfo>(
       fetchFn,
       BINANCE_USDM_EXCHANGE_INFO_URL,
+      options.rateLimiter,
+      "GET /fapi/v1/exchangeInfo",
     ),
-    fetchJson<BinanceDerivativesExchangeInfo>(
+    requestCatalogJson<BinanceDerivativesExchangeInfo>(
       fetchFn,
       BINANCE_COINM_EXCHANGE_INFO_URL,
+      options.rateLimiter,
+      "GET /dapi/v1/exchangeInfo",
     ),
   ]);