@imbingox/acex 0.4.0-beta.13 → 0.4.0-beta.14

package/CHANGELOG.md

@@ -0,0 +1,176 @@
+# @imbingox/acex
+
+## 0.4.0-beta.14
+
+### Patch Changes
+
+- a57b1a0: Include `README.md` and `CHANGELOG.md` in the published npm package so downstream consumers can inspect package usage and release notes from the installed tarball.
+
+## 0.4.0-beta.13
+
+### Patch Changes
+
+- 3581ced: Binance private user streams now recover from `listenKeyExpired`, listenKey keepalive failure, and private stream message watchdog timeout by rotating the listenKey and rebuilding the WebSocket, then triggering the existing account/order reconcile path. Added optional `account.binance.privateStreamStaleAfterMs` tuning and a live order smoke entry for listenKey invalidation recovery.
+
+## 0.4.0-beta.12
+
+### Patch Changes
+
+- e98dba3: Fix Binance `cancelAllOrders` parsing of the PAPI `{code,msg}` response as an order array, which previously always threw against the live API after the venue had already canceled the orders. The adapter now pre-fetches symbol open orders and returns them as canceled snapshots after the cancel-all response succeeds.
+
+## 0.4.0-beta.11
+
+### Patch Changes
+
+- acbdfd8: OrderManager 内部订单主键改为 SDK 生成的 `localOrderId`，并维护 venue `orderId` / `clientOrderId` 反向索引与下单 pending claim，避免 REST 返回前早到的 WS 更新双建订单。公开 API 与类型不变。
+
+  行为变化：调用 `createOrder()` 未传 `clientOrderId` 时，SDK 现在会生成合规的 `acex-*` client id 并作为 Binance `newClientOrderId` 发送，返回的 `snapshot.clientOrderId` 也会是该生成值，而不再依赖 Binance 自动生成。
+
+## 0.4.0-beta.10
+
+### Patch Changes
+
+- 89f846e: OrderManager 内部订单存储改为 open / closed 分层（按 symbol 嵌套）+ 复合身份索引，终态订单不再无界累积：closed 订单按 symbol 保留最近 N 个（新增可选 `CreateClientOptions.order.maxClosedOrdersPerSymbol`，默认 500，超限按 FIFO 批量裁剪），`getOpenOrders()` 查询不再随历史订单数量增长而变慢。`getOrder()` 对外行为保持不变（仍可只按 `orderId` 或 `clientOrderId` 查询、可省略 `symbol`），`clientOrderId` 多命中时返回最新一笔。
+
+## 0.4.0-beta.9
+
+### Patch Changes
+
+- 153e2d8: Binance public market catalog now treats `TRADIFI_PERPETUAL` USDⓈ-M symbols as perpetual swaps, so TradFi Perps such as `AAPLUSDT` normalize to `AAPL/USDT:USDT` and support the existing L1 book and funding-rate public WebSocket subscriptions.
+
+## 0.4.0-beta.8
+
+### Minor Changes
+
+- d874b29: 公开 `AcexError.details` 与 `AcexError.cause`，让调用方在捕获订单、市场目录、server time、market stream 首包超时、account/order bootstrap 等失败时，既能继续使用稳定的 `error.code` 分支，也能读取交易所结构化拒绝原因（`details.venueError.code/message`）和已脱敏的 transport 诊断信息（`details.transport`）。
+
+## 0.4.0-beta.7
+
+### Minor Changes
+
+- dac87aa: Add `client.market.fetchServerTime(venue)` with Binance USDM server-time support, RTT measurement, estimated clock offset, venue capability reporting, and a structured failure code.
+
+## 0.4.0-beta.6
+
+### Minor Changes
+
+- f65bab7: 新增 `client.market.reloadMarkets(venue?)` 主动刷新市场目录能力，并公开 `MarketCatalogReloadSummary` 返回每个 venue 的新增、移除、总数和失败摘要。刷新失败会保留旧目录并在对应 summary 中返回错误，方便长运行进程在交易所新增 symbol 后无需重启即可加载新目录。
+
+## 0.4.0-beta.5
+
+### Patch Changes
+
+- e61f10f: private 编排层改为按 adapter capability 分派，移除残留的 venue 字面量：下单命令是否支持按 `orderCapabilities.supported`、订单订阅按 `orderCapabilities.updates`、private credentials 是否必需按 `accountCapabilities.credentialsRequired`、account stream 启动顺序按 `accountCapabilities.updates`（polling 先 bootstrap、websocket 先建流）、REST account refresh polling 按 adapter 是否实现可选的 `refreshAccount()` 判别。juplend 轮询间隔从内部 `PrivateStreamOptions` 收口进 adapter 构造。公开 API、公共类型与运行时行为均不变，为后续接入新交易所做准备。
+
+## 0.4.0-beta.4
+
+### Minor Changes
+
+- 0d99377: Add a public `RateLimiter` seam via `CreateClientOptions.rateLimiter`. The default reactive limiter tracks venue-provided REST usage metadata and honors `Retry-After` after 429/418 responses without proactively throttling normal requests or replaying non-idempotent order commands.
+
+## 0.4.0-beta.3
+
+### Minor Changes
+
+- c3c9460: Add an injectable request signing clock via `CreateClientOptions.clock` and the public `TimeProvider` type. The default remains the local system clock; this does not add server-time calibration.
+
+## 0.4.0-beta.2
+
+### Patch Changes
+
+- d9bacb6: 对外错误信息不再泄漏签名与密钥。请求失败时，错误的 `message` 与 URL 会对 `signature`、API key、`listenKey`、`token`、`passphrase` 等敏感 query 参数及对应的 JSON body 字段做脱敏（替换为 `[REDACTED]`），私有订阅 bootstrap 失败路径同样会对透传的错误信息脱敏。此前这些敏感值可能随错误信息进入日志。属向后兼容的行为修复，不改变公共类型与 API 形状。
+
+## 0.4.0-beta.1
+
+### Minor Changes
+
+- adc9274: 公共 snapshot / market 数值字段（包括 `L1Book`、`FundingRateSnapshot`、`OrderSnapshot`、`BalanceSnapshot`、`PositionSnapshot`、`RiskSnapshot`、`MarketDefinition` 及 lending facets）由 `BigNumber` 改为 canonical 十进制 string。
+
+  这是破坏性 public contract 变更：`snapshot.bidPrice.minus(...)`、`.multipliedBy(...)` 等链式调用不再可用，消费者需要改为 `new BigNumber(field)` 自行解析后运算（SDK 仍保留 `export { BigNumber }`）。不要用 `parseFloat()` 解析这些字段，否则会退回 JS 浮点精度。输入侧 `DecimalInput` 不变，仍接受 string / number / `BigNumber`。
+
+## 0.3.1-beta.0
+
+### Patch Changes
+
+- 19f60bc: Binance 行情订阅现在复用 WebSocket 连接：同一 connectionKey / base URL 下多个 symbol 复用物理连接（例如 USDM L1 与 funding 因 base URL 不同会分开），通过 JSON `SUBSCRIBE`/`UNSUBSCRIBE` 动态增删订阅，断线重连后自动重放，单连接订阅数达上限会自动开新连接。行情层改为按 venue 分派 adapter，为接入更多交易所打基础。公开 API 不变。
+
+## 0.3.0
+
+### Minor Changes
+
+- 14d25cb: 重命名账户风险权益字段并拆分净值与风控口径。`RiskSnapshot.equity` 替换为 `netEquity` / `riskEquity`，`actualLeverage` 替换为 `riskLeverage`；Binance 使用 `actualEquity` / `accountEquity` 分别映射净权益和风控折算权益，Juplend 使用清算阈值折算权益填充 `riskEquity`。
+- 50e4e09: 通过周期性 REST polling 刷新 Binance 账户风险和 mark-to-market 仓位字段。`RiskSnapshot` 现在暴露风控口径的 `riskLeverage`，Binance 账户运行时配置新增 `account.binance.riskPollIntervalMs`。
+- 680e315: Add strict-symbol market data aggregation APIs for markets, L1 books, and funding rates. Also update Binance USDⓈ-M funding mark price streams to use the current market websocket endpoint and default 3s `markPrice` stream.
+- 68356a0: Replace Juplend's portfolio-backed lending account implementation with native `@jup-ag/lend-read` reads. Juplend accounts no longer require credentials, can be loaded by `walletAddress` or direct `vaultId + positionId`, support optional RPC and Jup API enrichment via `SOL_HELIUS_RPC` / `account.juplend.rpcUrl` and `JUP_API` / `account.juplend.jupApiKey`, and now report more accurate lending balances, debt, collateral, and risk data from native vault sources.
+- c411b69: Add venue-based account registration and Juplend read-only lending account support. `Exchange` is renamed to `Venue`, account risk now uses unified `riskRatio`, and `RegisterAccountInput` is venue-specific so Juplend requires `credentials.apiKey` plus `options.walletAddress` with optional `positionId` filtering. Juplend account polling exposes lending balance/risk facets, replaces full snapshots to clear closed positions, and includes live smoke coverage.
+- 9dad2f0: Add post-only limit order support and market order input normalization. Binance PAPI UM limit orders now map `postOnly: true` to `timeInForce=GTX`, and callers can normalize price and amount strings with `market.normalizeOrderInput()` before placing orders.
+- ea9a4a7: Add top-level venue capability queries for SDK runtime support by venue.
+
+### Patch Changes
+
+- 46d1291: Include `docs/api.md` in the published npm package.
+
+## 0.3.0-beta.6
+
+### Minor Changes
+
+- 68356a0: Replace Juplend's portfolio-backed lending account implementation with native `@jup-ag/lend-read` reads. Juplend accounts no longer require credentials, can be loaded by `walletAddress` or direct `vaultId + positionId`, support optional RPC and Jup API enrichment via `SOL_HELIUS_RPC` / `account.juplend.rpcUrl` and `JUP_API` / `account.juplend.jupApiKey`, and now report more accurate lending balances, debt, collateral, and risk data from native vault sources.
+
+## 0.3.0-beta.5
+
+### Minor Changes
+
+- 14d25cb: 重命名账户风险权益字段并拆分净值与风控口径。`RiskSnapshot.equity` 替换为 `netEquity` / `riskEquity`，`actualLeverage` 替换为 `riskLeverage`；Binance 使用 `actualEquity` / `accountEquity` 分别映射净权益和风控折算权益，Juplend 使用清算阈值折算权益填充 `riskEquity`。
+
+## 0.3.0-beta.4
+
+### Minor Changes
+
+- 50e4e09: 通过周期性 REST polling 刷新 Binance 账户风险和 mark-to-market 仓位字段。`RiskSnapshot` 现在暴露 `actualLeverage`，Binance 账户运行时配置新增 `account.binance.riskPollIntervalMs`。
+
+## 0.3.0-beta.3
+
+### Minor Changes
+
+- ea9a4a7: Add top-level venue capability queries for SDK runtime support by venue.
+
+### Patch Changes
+
+- 46d1291: Include `docs/api.md` in the published npm package.
+
+## 0.3.0-beta.2
+
+### Minor Changes
+
+- c411b69: Add venue-based account registration and Juplend read-only lending account support. `Exchange` is renamed to `Venue`, account risk now uses unified `riskRatio`, and `RegisterAccountInput` is venue-specific so Juplend requires `credentials.apiKey` plus `options.walletAddress` with optional `positionId` filtering. Juplend account polling exposes lending balance/risk facets, replaces full snapshots to clear closed positions, and includes live smoke coverage.
+
+## 0.3.0-beta.1
+
+### Minor Changes
+
+- 9dad2f0: Add post-only limit order support and market order input normalization. Binance PAPI UM limit orders now map `postOnly: true` to `timeInForce=GTX`, and callers can normalize price and amount strings with `market.normalizeOrderInput()` before placing orders.
+
+## 0.3.0-beta.0
+
+### Minor Changes
+
+- 680e315: Add strict-symbol market data aggregation APIs for markets, L1 books, and funding rates. Also update Binance USDⓈ-M funding mark price streams to use the current market websocket endpoint and default 3s `markPrice` stream.
+
+## 0.2.0
+
+### Minor Changes
+
+- 5dcc3c1: Add Binance funding rate market data stream with per-stream market data status.
+- baeab15: Add Binance PAPI private account and order support, including the first `createOrder`, `cancelOrder`, and `cancelAllOrders` APIs.
+
+## 0.1.0-beta.4
+
+### Minor Changes
+
+- 5dcc3c1: Add Binance funding rate market data stream with per-stream market data status.
+
+## 0.1.0-beta.3
+
+### Minor Changes
+
+- baeab15: Add Binance PAPI private account and order support, including the first `createOrder`, `cancelOrder`, and `cancelAllOrders` APIs.

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@imbingox/acex",
-  "version": "0.4.0-beta.13",
+  "version": "0.4.0-beta.14",
   "description": "Multi-exchange trading SDK for market data, account, and order management",
   "repository": {
     "type": "git",
@@ -17,7 +17,9 @@
   "files": [
     "index.ts",
     "src/",
-    "docs/api.md"
+    "docs/api.md",
+    "README.md",
+    "CHANGELOG.md"
   ],
   "scripts": {
     "changeset": "changeset",
@@ -25,7 +27,9 @@
     "changeset:pre:exit": "changeset pre exit && if [ -f .changeset/pre.json ]; then biome check --write .changeset/pre.json; fi",
     "lint": "biome check .",
     "lint:fix": "biome check --write .",
+    "pack:check": "bun run scripts/check-npm-pack.ts",
     "release": "changeset publish",
+    "release:notes": "bun run scripts/extract-changelog-section.ts",
     "type-check": "tsc --noEmit",
     "test": "bun test --max-concurrency=1 tests/unit tests/integration",
     "test:live:account": "bun run scripts/live-account-smoke.ts",