@imbingox/acex 0.4.0-beta.1 → 0.4.0-beta.10

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";
@@ -26,6 +27,28 @@ export interface MarketDefinition {
   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;
@@ -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

@@ -48,6 +48,7 @@ export interface UnsubscribeOrdersInput {
 
 export interface GetOrderInput {
   accountId: string;
+  symbol?: string;
   orderId?: string;
   clientOrderId?: string;
 }

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 {