@imbingox/acex 0.4.0-beta.7 → 0.4.0-beta.9

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package/docs/api.md CHANGED
@@ -1,36 +1,36 @@
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- # acex 使用手册
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+ # @imbingox/acex API 使用手册
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- 本手册是 `@imbingox/acex` 的对外参考文档。安装与项目定位见 [README](../README.md)。
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+ 本文面向 SDK 下游调用方:策略服务、风控面板、交易执行器和数据采集进程。目标是说明如何正确持有 `AcexClient`、查询当前 runtime 能力、订阅状态型数据、执行订单命令,以及在接入时处理错误和限制。
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  ## 目录
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- 1. [关于 acex](#1-关于-acex)
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- 2. [快速上手](#2-快速上手)
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- 3. [核心概念](#3-核心概念)
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- 4. [Client 生命周期](#4-client-生命周期)
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- 5. [MarketManager](#5-marketmanager)
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- 6. [AccountManager](#6-accountmanager)
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- 7. [OrderManager](#7-ordermanager)
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- 8. [健康与错误事件](#8-健康与错误事件)
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- 9. [数据类型参考](#9-数据类型参考)
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- 10. [错误处理](#10-错误处理)
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- 11. [当前限制](#11-当前限制)
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+ - [1. 当前能力](#1-当前能力)
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+ - [2. 快速接入](#2-快速接入)
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+ - [3. 核心概念](#3-核心概念)
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+ - [4. Client 生命周期](#4-client-生命周期)
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+ - [5. MarketManager](#5-marketmanager)
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+ - [6. AccountManager](#6-accountmanager)
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+ - [7. OrderManager](#7-ordermanager)
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+ - [8. 健康与错误事件](#8-健康与错误事件)
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+ - [9. 数据类型速查](#9-数据类型速查)
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+ - [10. 错误处理](#10-错误处理)
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+ - [11. 当前限制](#11-当前限制)
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- ## 1. 关于 acex
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+ ## 1. 当前能力
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- `acex` 是一个面向交易场景的 **状态型** SDK:调用方只持有一个 `AcexClient`,通过统一的 `market` / `account` / `order` manager 读取最新快照、消费增量事件、观察健康状态,并执行下单/撤单命令。SDK 内部维护本地缓存、ready barrier websocket 生命周期,调用方不需要自己做这些事。
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+ `@imbingox/acex` 是状态型多 venue SDK。调用方创建一个 `AcexClient`,通过 `market` / `account` / `order` 三个 manager 读取最新快照、消费事件流、执行命令;SDK 内部维护本地缓存、ready barrier、WebSocket 生命周期、自动重连、REST timeout / retry / 错误脱敏和 reactive rate limiter。
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- SDK 的心智模型是一组三元语义:
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+ 当前 runtime 落地:
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- | 动作 | 语义 |
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- |---|---|
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- | `subscribe*()` | SDK 开始持续维护这份数据。`await` 返回时,对应 `get*()` 已可用 |
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- | `get*()` | 读取本地快照。不走网络、不阻塞 |
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- | `events.*()` | 订阅增量事件流。只消费,不会隐式触发 `subscribe` |
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+ | Venue | Market | Account | Order |
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+ |---|---|---|---|
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+ | `binance` | Spot / USDⓈ-M / COIN-M catalog(含 TradFi Perps);L1 Book;永续 funding rate;USDM server time | PAPI UM 私有账户流 + REST risk refresh | PAPI UM `limit` / `market` 下单、撤单、按 symbol 全撤 |
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+ | `juplend` | 不支持 | Jupiter Lend 只读账户 polling | 不支持,read-only |
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+ | `okx` / `bybit` / `gate` | 类型占位 | 类型占位 | 类型占位 |
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- 当前 MVP 阶段覆盖:Binance 现货与 USDⓈ-M / COIN-M 合约的 L1 Book、Binance 永续合约 Funding Rate,Binance PAPI UM 私有链路的账户与订单,Juplend 只读借贷账户视图,以及第一版下单/撤单命令。详见 [§11 当前限制](#11-当前限制)。
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+ ## 2. 快速接入
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- ## 2. 快速上手
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+ ### 2.1 安装和初始化
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  ```bash
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  bun add @imbingox/acex
@@ -40,6 +40,17 @@ bun add @imbingox/acex
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  import { createClient } from "@imbingox/acex";
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  const client = createClient();
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+
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+ await client.start();
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+ // ... use client.market / client.account / client.order
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+ await client.stop();
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+ ```
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+
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+ `createClient()` 不建立网络连接。`start()` 后才能调用订阅类方法;`loadMarkets()`、`reloadMarkets()`、`fetchServerTime()` 和 capability 查询不要求 client 已 start。
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+
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+ ### 2.2 订阅 Binance L1 Book
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+
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+ ```ts
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  await client.start();
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  await client.market.subscribeL1Book({
@@ -51,7 +62,8 @@ const book = client.market.getL1Book({
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  venue: "binance",
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  symbol: "BTC/USDT:USDT",
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  });
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- console.log(`bid=${book?.bidPrice} ask=${book?.askPrice}`);
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+
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+ console.log(book?.bidPrice, book?.askPrice, book?.status.freshness);
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  for await (const event of client.market.events.l1BookUpdates({
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  venue: "binance",
@@ -60,18 +72,41 @@ for await (const event of client.market.events.l1BookUpdates({
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  console.log(event.snapshot.bidPrice);
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  break;
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  }
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+ ```
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- await client.stop();
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+ `subscribeL1Book()` 会等待该 logical subscription 的首条有效数据到达后才 resolve。首条数据超时会抛 `MARKET_STREAM_TIMEOUT`。
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+
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+ ### 2.3 注册 Binance 交易账户
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+
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+ ```ts
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+ await client.registerAccount({
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+ accountId: "main-binance",
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+ venue: "binance",
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+ credentials: {
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+ apiKey: process.env.BINANCE_PAPI_API_KEY,
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+ secret: process.env.BINANCE_PAPI_SECRET,
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+ },
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+ options: {
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+ recvWindow: 5_000,
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+ },
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+ });
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+
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+ await client.start();
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+
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+ await client.account.subscribeAccount({ accountId: "main-binance" });
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+ await client.order.subscribeOrders({ accountId: "main-binance" });
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+
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+ const risk = client.account.getRiskSnapshot("main-binance");
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+ const openOrders = client.order.getOpenOrders("main-binance");
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  ```
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- 同一个 client 可以同时注册 Binance 交易账户和 Juplend 借贷只读账户。`account.binance.riskPollIntervalMs` 只配置 Binance 风险/仓位校准间隔;`account.juplend.pollIntervalMs` / `rpcUrl` / `jupApiKey` 只配置 Juplend polling、RPC 和 Jup API,不会把 client 限定为某个 venue:
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+ Binance 账户能力当前面向 PAPI UM。账户风险字段会由私有 WS 事件和 `/papi/v1/account` + `/papi/v1/um/positionRisk` REST refresh 共同维护。
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+
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+ ### 2.4 注册 Juplend 只读账户
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106
 
69
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  ```ts
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  const client = createClient({
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  account: {
72
- binance: {
73
- riskPollIntervalMs: 5_000,
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- },
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  juplend: {
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  pollIntervalMs: 30_000,
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  rpcUrl: process.env.SOL_HELIUS_RPC,
@@ -79,16 +114,6 @@ const client = createClient({
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  },
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  },
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  });
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- await client.start();
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-
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- await client.registerAccount({
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- accountId: "main-binance",
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- venue: "binance",
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- credentials: {
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- apiKey: process.env.BINANCE_PAPI_API_KEY,
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- secret: process.env.BINANCE_PAPI_SECRET,
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- },
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- });
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117
 
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  await client.registerAccount({
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  accountId: "jup-loop-a",
@@ -99,6 +124,16 @@ await client.registerAccount({
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  },
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  });
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+ await client.start();
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+ await client.account.subscribeAccount({ accountId: "jup-loop-a" });
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+
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+ const balances = client.account.getBalances("jup-loop-a");
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+ const risk = client.account.getRiskSnapshot("jup-loop-a");
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+ ```
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+
134
+ 也可以用已知 vault + position 直接读取单仓,不扫全钱包:
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+
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+ ```ts
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137
  await client.registerAccount({
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  accountId: "jup-loop-direct",
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  venue: "juplend",
@@ -107,109 +142,92 @@ await client.registerAccount({
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  positionId: "<nft-position-id>",
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  },
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  });
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-
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- await client.account.subscribeAccount({ accountId: "main-binance" });
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- await client.account.subscribeAccount({ accountId: "jup-loop-a" });
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-
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- const binanceRisk = client.account.getRiskSnapshot("main-binance");
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- const juplendRisk = client.account.getRiskSnapshot("jup-loop-a");
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-
117
- console.log(binanceRisk?.riskRatio);
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- console.log(juplendRisk?.riskRatio);
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145
  ```
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146
 
121
- 需要账户或订单能力时,在 `start()` 前后任意时刻 `registerAccount()`:
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+ Juplend 不需要私钥,不支持 supply / borrow / repay / withdraw。`accountId` SDK 内的逻辑账户名,不是钱包地址。
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148
 
123
- ```ts
124
- const client = createClient();
125
- await client.start();
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+ ### 2.5 下单和撤单
126
150
 
127
- await client.registerAccount({
151
+ ```ts
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+ const order = await client.order.createOrder({
128
153
  accountId: "main-binance",
129
- venue: "binance",
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- credentials: {
131
- apiKey: process.env.BINANCE_PAPI_API_KEY,
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- secret: process.env.BINANCE_PAPI_SECRET,
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- },
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+ symbol: "BTC/USDT:USDT",
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+ side: "buy",
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+ type: "limit",
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+ price: "60000",
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+ amount: "0.001",
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+ postOnly: true,
160
+ clientOrderId: "strategy-001",
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+ positionSide: "long",
134
162
  });
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163
 
136
- await client.account.subscribeAccount({ accountId: "main-binance" });
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- await client.order.subscribeOrders({ accountId: "main-binance" });
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+ const canceled = await client.order.cancelOrder({
165
+ accountId: "main-binance",
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+ symbol: "BTC/USDT:USDT",
167
+ clientOrderId: "strategy-001",
168
+ });
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169
 
139
- await client.stop();
170
+ const batch = await client.order.cancelAllOrders({
171
+ accountId: "main-binance",
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+ symbol: "BTC/USDT:USDT",
173
+ });
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174
  ```
141
175
 
176
+ 下单命令由 `accountId` 对应的 venue 决定,不在 order input 里再传 venue。Juplend 和 type-only venue 会被 runtime 拒绝。
177
+
142
178
  ## 3. 核心概念
143
179
 
144
- ### 3.1 状态型 SDK
180
+ ### 3.1 Stateful client
145
181
 
146
- SDK 本地维护最新快照。读快照用 `get*()`,**不会** 触发网络请求。这意味着:
182
+ `AcexClient` 是长生命周期对象。manager 内部持有快照、状态、事件总线和订阅句柄。下游服务应复用同一个 client,而不是每次读取都重新创建。
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183
 
148
- - `get*()` 返回 `undefined` 表示「从未订阅」或「首次快照还没到」
149
- - 跨 symbol 做决策(套利、对冲)时,在事件回调里用 `get*()` 拿各 symbol 最新值,比读 `event.snapshot` 更一致
184
+ ### 3.2 Ready barrier
150
185
 
151
- ### 3.2 subscribe ready barrier
186
+ 订阅方法 resolve 之后,相关 getter 应已有第一份可读快照:
152
187
 
153
188
  ```ts
154
- await client.market.subscribeL1Book({ venue, symbol });
155
- // await 返回之后,getL1Book({ venue, symbol }) 一定已经有值
189
+ await client.market.subscribeL1Book({ venue: "binance", symbol });
190
+ const snapshot = client.market.getL1Book({ venue: "binance", symbol });
156
191
  ```
157
192
 
158
- `subscribe*()` 会等首条可用快照到达后才 resolve。超时则抛出 `MARKET_STREAM_TIMEOUT`。默认超时 15s,可通过 `CreateClientOptions.market.l1InitialMessageTimeoutMs` 调整。
159
-
160
- ### 3.2.1 subscribe / unsubscribe 行为
161
-
162
- - 同一个 `(venue, symbol)` 反复调用 `subscribe*()` 是幂等的:已存在的流不会重复创建,只会继续等待原有流进入 ready
163
- - `unsubscribe*()` 可以和 `subscribe*()` 动态交替调用;退订后该 stream 停止维护,但 `get*()` 仍可读到最后一份快照
164
- - `unsubscribe*()` 对未订阅目标是安全的 no-op
165
- - 退订后再次 `subscribe*()` 会重新恢复该 stream 的维护与更新
166
- - `subscribeL1Book()` 和 `subscribeFundingRate()` 彼此独立;退订其中一个不会影响另一个
167
-
168
- ### 3.3 event vs snapshot
169
-
170
- `event.snapshot` 是事件发生那一刻的快照。由于事件是异步消费的,你在 `for await` 处理时,SDK 内部状态可能已经更新到下一版。因此:
171
-
172
- - 单 symbol 场景,直接用 `event.snapshot` 即可
173
- - 跨 symbol 决策场景,把事件当触发器,用 `get*()` 读所有 symbol 的当下值
174
-
175
- ### 3.4 activity vs freshness vs runtime status
176
-
177
- | 字段 | 语义 | 出现在 |
178
- |---|---|---|
179
- | `activity` | `"active"` 表示 SDK 仍在维护;`"inactive"` 表示已退订或未订阅 | 所有 `*DataStatus` |
180
- | `freshness` | market 数据的新鲜度:`"fresh"` / `"stale"` / `"reconciling"` | `MarketDataStatus` |
181
- | `runtimeStatus` | 私有链路运行态:`"bootstrap_pending"` / `"healthy"` / `"degraded"` / `"reconnecting"` / `"reconciling"` / `"stopped"` | `AccountDataStatus`、`OrderDataStatus` |
193
+ 如果首条数据迟迟不到,订阅 promise reject。稳态期间断线不会清空旧快照;快照上的 `status.freshness` 会转为 `stale`。
182
194
 
183
- 退订后 `activity` 变为 `"inactive"`,但最后一份快照仍可读——不要把它当实时值。
195
+ ### 3.3 Decimal string
184
196
 
185
- ### 3.5 Decimal string 约定
186
-
187
- 输出侧的价格、数量、金额统一是 canonical 十进制 string:无损、无科学计数法、不补尾零。SDK 仍 re-export `BigNumber`(来自 [bignumber.js](https://github.com/MikeMcl/bignumber.js))作为可选工具;需要运算时由调用方显式解析:
197
+ 所有 public snapshot / market 数值字段都是 canonical decimal string:无损、无科学计数法、不补尾零。SDK 仍 re-export `BigNumber` 作为下游计算工具:
188
198
 
189
199
  ```ts
190
200
  import { BigNumber } from "@imbingox/acex";
191
201
 
192
- const book = client.market.getL1Book({ venue, symbol });
193
- const spread = new BigNumber(book!.askPrice).minus(new BigNumber(book!.bidPrice));
194
- console.log(spread.toFixed());
202
+ const book = client.market.getL1Book({ venue: "binance", symbol });
203
+ const spread = new BigNumber(book!.askPrice).minus(book!.bidPrice);
195
204
  ```
196
205
 
197
- 不要用 `parseFloat()` 解析输出字段,否则会退回 JS 浮点精度。输入侧保持宽进严出:`createOrder()` 的 `price` / `amount` decimal string,`normalizeOrderInput()` 的 `DecimalInput` 仍接受 string / number / `BigNumber`,但公共输出一律是 canonical decimal string。
206
+ 不要用 `parseFloat()` 处理金额、数量、价格和比率。`createOrder()` 的 `price` / `amount` 必须传 decimal string;`normalizeOrderInput()` 的 `DecimalInput` 可接受 string / number / `BigNumber`。
198
207
 
199
- ## 4. Client 生命周期
208
+ ### 3.4 状态字段
200
209
 
201
- ### 4.1 `createClient(options?)`
210
+ 常见状态字段:
202
211
 
203
- ```ts
204
- function createClient(options?: CreateClientOptions): AcexClient;
205
- ```
212
+ | 字段 | 语义 |
213
+ |---|---|
214
+ | `activity` | `"active"` 表示当前订阅活跃;`"inactive"` 表示已退订或停止 |
215
+ | `ready` | 是否已有首份可读数据 |
216
+ | `freshness` | market stream 新鲜度:`"fresh"` / `"stale"` / `"reconciling"` |
217
+ | `runtimeStatus` | private stream 状态:`"bootstrap_pending"` / `"healthy"` / `"degraded"` / `"reconnecting"` / `"reconciling"` / `"stopped"` |
218
+ | `reason` | 状态原因,如 `credentials_missing`、`http_failed`、`rate_limited`、`ws_disconnected` |
206
219
 
207
- 只创建对象,不建立任何网络连接。`CreateClientOptions` 见 [§9 数据类型参考](#9-数据类型参考)。
220
+ 退订后旧快照仍可读,但不再代表实时值。
208
221
 
209
- 运行时真正生效的配置当前是 `market.*` `account.*`:
222
+ ## 4. Client 生命周期
223
+
224
+ ### 4.1 `createClient(options?)`
210
225
 
211
226
  ```ts
212
227
  const client = createClient({
228
+ clock: {
229
+ now: () => Date.now(),
230
+ },
213
231
  market: {
214
232
  l1InitialMessageTimeoutMs: 15_000,
215
233
  l1StaleAfterMs: 15_000,
@@ -227,116 +245,57 @@ const client = createClient({
227
245
  juplend: {
228
246
  pollIntervalMs: 30_000,
229
247
  rpcUrl: process.env.SOL_HELIUS_RPC,
248
+ jupApiKey: process.env.JUP_API,
230
249
  },
231
250
  },
232
251
  });
233
252
  ```
234
253
 
235
- `sandbox`、`logger`、`logLevel` 是预留位,当前不生效。
254
+ `clock` 只用于 outbound request / signing timestamp,不驱动 WebSocket freshness 的 received-at 时钟。需要自定义 REST 限流行为时可传 `rateLimiter`,否则使用默认 reactive limiter。`sandbox`、`logger`、`logLevel` 目前是预留位。
236
255
 
237
256
  ### 4.2 `start()` / `stop()`
238
257
 
239
258
  ```ts
240
259
  await client.start();
241
- // ...
242
260
  await client.stop();
243
- await client.stop({ graceful: true, timeoutMs: 5_000 });
244
261
  ```
245
262
 
246
- Client 状态机:`idle → starting → running → stopping → stopped`,可通过 `client.getStatus()` 读取。`start()` / `stop()` 都幂等。
247
-
248
- 在 `start()` 之前调 `subscribe*()` 会直接失败,抛 `CLIENT_NOT_STARTED`。
263
+ 状态机是 `idle → starting → running → stopping → stopped`。`start()` `stop()` 幂等。`stop(options?)` 的 `graceful` / `timeoutMs` 当前是预留参数,不要依赖它们提供额外 drain 语义。
249
264
 
250
265
  ### 4.3 Venue capabilities
251
266
 
252
267
  ```ts
253
268
  const binance = client.getVenueCapabilities("binance");
254
- const allVenues = client.listVenueCapabilities();
269
+ const all = client.listVenueCapabilities();
255
270
  ```
256
271
 
257
- `getVenueCapabilities()` / `listVenueCapabilities()` 不需要 `start()`,也不会建立网络连接。返回值表达的是 **当前 SDK runtime 已实现能力**,不是交易所官网完整能力,也不会检查 API key 是否开通交易权限。
272
+ Capability 查询不访问网络,不要求 `start()`。返回值表达当前 SDK runtime 已实现能力,不代表交易所官网完整能力,也不检查 API key 权限。
258
273
 
259
- 典型用途是在 UI 或策略启动前预检查 venue 能力:
274
+ 当前摘要:
275
+
276
+ | Venue | runtimeStatus | readOnly | 关键能力 |
277
+ |---|---|---:|---|
278
+ | `binance` | `available` | false | market catalog / server time / L1;funding rate 为 `market_dependent`;order supported |
279
+ | `juplend` | `available` | true | account polling + lending;order reason 为 `read_only` |
280
+ | `okx` / `bybit` / `gate` | `type_only` | false | runtime 未接入,order reason 为 `not_implemented` |
281
+
282
+ 下游应先查 capability 再展示或启用功能:
260
283
 
261
284
  ```ts
262
285
  if (!client.getVenueCapabilities("juplend").order.supported) {
263
- // Juplend 是只读 lending 账户,不能通过 OrderManager 下单
286
+ // 不展示下单按钮
264
287
  }
265
288
  ```
266
289
 
267
- 当前 venue 级能力摘要:
268
-
269
- | Venue | runtimeStatus | readOnly | Market | Account | Order |
270
- |---|---|---:|---|---|---|
271
- | `binance` | `available` | false | catalog / L1 支持;funding rate 为 `market_dependent` | WebSocket 私有账户流 | 支持 `limit` / `market` 下单、撤单、按 symbol 全撤 |
272
- | `juplend` | `available` | true | 不支持 | polling 只读 lending 账户 | 不支持,`reason = "read_only"` |
273
- | `okx` / `bybit` / `gate` | `type_only` | false | 当前未实现 | 当前未实现 | 当前未实现,`reason = "not_implemented"` |
274
-
275
- 第一版只提供 venue 级查询,不提供 symbol/market 级 capability。像 funding rate 这类依赖 market type 的能力会用 `market_dependent` 表达,具体 symbol 仍以实际 `subscribeFundingRate()` / `MARKET_FUNDING_RATE_UNSUPPORTED` 为准。
276
-
277
- Binance 的 `order.supported = true` 只表示当前 SDK 有 Binance 订单命令链路;第一版命令固定走 Binance PAPI UM,主要面向 USDⓈ-M symbol,不代表 Binance spot、COIN-M 或交割合约都可通过 `OrderManager` 下单。需要按具体 symbol 预检时,应等后续 market-level capability。
278
-
279
- ### 4.4 账户注册
290
+ ### 4.4 账户管理
280
291
 
281
292
  ```ts
282
- await client.registerAccount({
283
- accountId: "main-binance",
284
- venue: "binance",
285
- credentials: { apiKey, secret },
286
- });
287
-
293
+ await client.registerAccount(input);
288
294
  await client.updateAccountCredentials("main-binance", { apiKey, secret });
289
-
290
295
  await client.removeAccount("main-binance");
291
296
  ```
292
297
 
293
- `RegisterAccountInput` 是按 `venue` 区分的 union。不同 venue 的初始化参数不同,TypeScript 会在注册时提示/校验:
294
-
295
- ```ts
296
- await client.registerAccount({
297
- accountId: "main-binance",
298
- venue: "binance",
299
- credentials: { apiKey, secret },
300
- options: {
301
- recvWindow: 5000,
302
- timestamp: Date.now(),
303
- },
304
- });
305
-
306
- await client.registerAccount({
307
- accountId: "jup-loop-a",
308
- venue: "juplend",
309
- options: {
310
- walletAddress,
311
- positionId: "101", // 可选;不传则聚合该钱包全部 Juplend positions
312
- },
313
- });
314
-
315
- await client.registerAccount({
316
- accountId: "jup-loop-direct",
317
- venue: "juplend",
318
- options: {
319
- vaultId: "1",
320
- positionId: "101", // 直接读取单个 vault 内的 NFT position
321
- },
322
- });
323
- ```
324
-
325
- 约束:
326
-
327
- - `accountId` 在单个 `AcexClient` 实例内全局唯一。重复注册抛 `ACCOUNT_ALREADY_EXISTS`
328
- - 凭证校验发生在 `subscribeAccount()` / `subscribeOrders()` 时,不是注册时
329
- - `updateAccountCredentials()` 可以在私有订阅活跃时调用,SDK 会按需重建私有链路
330
- - `removeAccount()` 比 `unsubscribeAccount()` 更彻底:账户配置、凭证、账户级缓存都会清理
331
- - Juplend 的 `accountId` 是自定义逻辑账户名;可传 `options.walletAddress` 聚合钱包全部仓位,或传 `options.vaultId + options.positionId` 直接读取单个仓位
332
- - Juplend 不要求 `credentials`;原生 read 默认读取 `SOL_HELIUS_RPC`,也可通过 `account.juplend.rpcUrl` 显式覆盖;token metadata / price 优先读取 `account.juplend.jupApiKey` 或环境变量 `JUP_API`
333
-
334
- ### 4.5 `getStatus()` / `getHealth()`
335
-
336
- ```ts
337
- client.getStatus(); // ClientStatus
338
- client.getHealth(); // ClientHealthSnapshot(聚合所有 market/account/order 状态)
339
- ```
298
+ `RegisterAccountInput` venue 区分。CEX venue 使用 `AccountCredentials`;Juplend 必须显式提供 `walletAddress` 或 `vaultId + positionId`。虽然 public `Venue` 包含 type-only venue,但注册成功不代表该 venue runtime 能订阅或下单,仍以 capability 和实际调用结果为准。
340
299
 
341
300
  ## 5. MarketManager
342
301
 
@@ -346,6 +305,8 @@ interface MarketManager {
346
305
 
347
306
  loadMarkets(): Promise<void>;
348
307
  reloadMarkets(venue?: Venue): Promise<MarketCatalogReloadSummary[]>;
308
+ fetchServerTime(venue: Venue): Promise<VenueServerTime>;
309
+
349
310
  listMarkets(venue?: Venue): MarketDefinition[];
350
311
  getMarket(venue: Venue, symbol: string): MarketDefinition | undefined;
351
312
  getMarkets(symbol: string): MarketDefinition[];
@@ -367,754 +328,357 @@ interface MarketManager {
367
328
 
368
329
  ### 5.1 Market catalog
369
330
 
370
- ```ts
371
- await client.market.loadMarkets();
372
- const reloadSummaries = await client.market.reloadMarkets("binance");
373
-
374
- const all = client.market.listMarkets();
375
- const binanceOnly = client.market.listMarkets("binance");
376
-
377
- const btcPerp = client.market.getMarket("binance", "BTC/USDT:USDT");
378
- const allBtcPerp = client.market.getMarkets("BTC/USDT:USDT");
379
- ```
380
-
381
- `getMarkets(symbol)` 严格按完整统一 symbol 匹配。
382
-
383
- `loadMarkets()` 会懒加载并缓存当前已注册 venue 的市场目录;已加载过的 venue 不会重复拉取。`reloadMarkets(venue?)` 用于主动刷新市场目录:传入 `venue` 时只刷新该 venue,省略时刷新所有已注册 market adapter。它和 `loadMarkets()` 一样不要求 client 已 `start()`,因此可在 `start()` 前或 `stop()` 后调用。
384
-
385
- `reloadMarkets()` 返回每个 venue 的刷新摘要:
386
-
387
- ```ts
388
- type MarketCatalogReloadSummary = {
389
- venue: Venue;
390
- added: string[];
391
- removed: string[];
392
- total: number;
393
- ok: boolean;
394
- error?: AcexError;
395
- };
396
- ```
397
-
398
- `added` / `removed` 是本次刷新相对旧目录变化的 symbol 列表,`total` 是刷新后该 venue 的目录数量。catalog 拉取失败时,对应 summary 为 `ok: false`,`error.code = "MARKET_CATALOG_LOAD_FAILED"`,旧目录会保留,方法不会因为该 venue 的 catalog 失败而 reject;未注册 runtime adapter 的合法 venue(例如当前 market adapter 未接入的 `bybit`)仍会抛 `VENUE_NOT_SUPPORTED`。
399
-
400
- 如果刷新会新增 symbol,调用方应先 `await client.market.reloadMarkets(venue)`,再按 summary 订阅新增 symbol。已加载 venue 上的后台 reload 不会阻塞并发 `subscribe*()`;reload 完成前订阅新增 symbol 仍可能按旧目录返回 `MARKET_NOT_FOUND`。
401
-
402
- `MarketDefinition` 见 [§9](#9-数据类型参考)。价格/数量相关字段(`priceStep`、`amountStep`、`contractSize`、`minAmount`、`minNotional`)都是 canonical decimal string;需要运算时用 `new BigNumber(field)` 自行解析。
403
-
404
- 归一化下单价格和数量:
331
+ `loadMarkets()` 懒加载所有已实现 market runtime 的 venue 目录;`reloadMarkets(venue?)` 主动刷新目录,返回新增/移除/总数/错误摘要。订阅方法会自动确保对应 venue 的 catalog 已加载。
405
332
 
406
333
  ```ts
407
334
  await client.market.loadMarkets();
408
-
409
- const normalized = client.market.normalizeOrderInput({
410
- venue: "binance",
411
- symbol: "BTC/USDT:USDT",
412
- price: "101000.123456789",
413
- amount: "0.010987654321",
414
- });
415
-
416
- if (normalized.accepted) {
417
- await client.order.createOrder({
418
- accountId: "main-binance",
419
- symbol: "BTC/USDT:USDT",
420
- side: "buy",
421
- type: "limit",
422
- price: normalized.price,
423
- amount: normalized.amount,
424
- });
425
- }
426
- ```
427
-
428
- `normalizeOrderInput()` 会按该 market 的 `priceStep` / `amountStep` 向下取整,返回 decimal string,避免浮点科学计数法;并基于归一化后的值检查 `minAmount` / `minNotional`。
429
-
430
- 如果归一化后的结果不满足最小下单条件,接口不会抛错,而是返回 `accepted: false` 和 `rejectReason`,调用方应避免继续下单:
431
-
432
- ```ts
433
- const normalized = client.market.normalizeOrderInput({
434
- venue: "binance",
435
- symbol: "BTC/USDT:USDT",
436
- price: "1000.09",
437
- amount: "0.0049",
438
- });
439
-
440
- // 示例返回:
441
- // {
442
- // price: "1000",
443
- // amount: "0.004",
444
- // rawPrice: "1000.09",
445
- // rawAmount: "0.0049",
446
- // adjusted: true,
447
- // accepted: false,
448
- // rejectReason: "notional_below_min",
449
- // priceStep: "0.1",
450
- // amountStep: "0.001",
451
- // minAmount: "0.001",
452
- // minNotional: "5"
453
- // }
454
- ```
455
-
456
- `rejectReason` 当前可能是:`price_not_positive`、`amount_not_positive`、`amount_below_min`、`notional_below_min`。
457
-
458
- **统一 symbol 约定:**
459
-
460
- | 格式 | 含义 | 示例 |
461
- |---|---|---|
462
- | `BASE/QUOTE` | 现货 | `BTC/USDT` |
463
- | `BASE/QUOTE:SETTLE` | USDⓈ-M 永续 | `BTC/USDT:USDT` |
464
- | `BASE/USD:BASE` | COIN-M 永续 | `BTC/USD:BTC` |
465
- | `BASE/USD:BASE-YYYYMMDD` | COIN-M 交割 | `BTC/USD:BTC-20250627` |
466
-
467
- `subscribeL1Book()` 内部会自动确保 catalog 已加载,所以不必手动先 `loadMarkets()`;只在需要枚举或读取精度字段时主动调用。
468
-
469
- ### 5.2 L1 Book
470
-
471
- ```ts
472
- await client.market.subscribeL1Book({
473
- venue: "binance",
474
- symbol: "BTC/USDT:USDT",
475
- });
476
-
477
- const book = client.market.getL1Book({
478
- venue: "binance",
479
- symbol: "BTC/USDT:USDT",
480
- });
481
-
482
- if (book) {
483
- const spread = new BigNumber(book.askPrice).minus(new BigNumber(book.bidPrice));
484
- console.log(`spread=${spread.toFixed()}`);
485
- }
486
- ```
487
-
488
- 消费增量事件:
489
-
490
- ```ts
491
- for await (const event of client.market.events.l1BookUpdates({
492
- venue: "binance",
493
- symbol: "BTC/USDT:USDT",
494
- })) {
495
- console.log(event.snapshot.bidPrice);
496
- }
497
- ```
498
-
499
- 不传 filter 会拿到所有 symbol 的更新:
500
-
501
- ```ts
502
- for await (const event of client.market.events.l1BookUpdates()) {
503
- console.log(event.venue, event.symbol);
504
- }
505
- ```
506
-
507
- **事件当触发器模式**(跨 symbol 决策推荐):
508
-
509
- ```ts
510
- const pairs = [
511
- { venue: "binance", symbol: "BTC/USDT:USDT" },
512
- { venue: "binance", symbol: "BTC/USD:BTC" },
513
- ];
514
-
515
- for (const pair of pairs) await client.market.subscribeL1Book(pair);
516
-
517
- for await (const _ of client.market.events.l1BookUpdates()) {
518
- const books = pairs.map((p) => ({ ...p, book: client.market.getL1Book(p) }));
519
- if (books.some((b) => !b.book)) continue;
520
- // 用 books 里的最新值做决策
521
- }
522
- ```
523
-
524
- 退订:
525
-
526
- ```ts
527
- await client.market.unsubscribeL1Book({
528
- venue: "binance",
529
- symbol: "BTC/USDT:USDT",
530
- });
531
- ```
532
-
533
- 退订后最后一份快照仍可读,但 `getMarketStatus().activity` 变为 `"inactive"`。
534
-
535
- L1 Book 支持动态重复 `subscribe` / `unsubscribe`;对同一个 market 重复 `subscribeL1Book()` 不会重复开流,退订后再次订阅会恢复维护。
536
-
537
- ### 5.3 Funding Rate
538
-
539
- Funding Rate 当前通过 Binance mark price websocket 实时更新,仅支持永续合约(`MarketDefinition.type === "swap"`)。订阅 spot 或交割合约会抛出 `MARKET_FUNDING_RATE_UNSUPPORTED`。
540
-
541
- ```ts
542
- await client.market.subscribeFundingRate({
543
- venue: "binance",
544
- symbol: "BTC/USDT:USDT",
545
- });
546
-
547
- const funding = client.market.getFundingRate({
548
- venue: "binance",
549
- symbol: "BTC/USDT:USDT",
550
- });
551
-
552
- if (funding) {
553
- console.log(funding.fundingRate);
554
- console.log(funding.markPrice);
555
- console.log(funding.indexPrice);
556
- console.log(funding.nextFundingTime);
557
- console.log(funding.status.freshness);
558
- }
335
+ const markets = client.market.listMarkets("binance");
336
+ const market = client.market.getMarket("binance", "BTC/USDT:USDT");
559
337
  ```
560
338
 
561
- 消费增量事件:
339
+ `MarketDefinition` 里的 `priceStep`、`amountStep`、`contractSize`、`minAmount`、`minNotional` 都是 decimal string。
562
340
 
563
- ```ts
564
- for await (const event of client.market.events.fundingRateUpdates({
565
- venue: "binance",
566
- symbol: "BTC/USDT:USDT",
567
- })) {
568
- console.log(event.snapshot.fundingRate);
569
- }
570
- ```
571
-
572
- 字段映射来自 Binance mark price stream:`r` → `fundingRate`,`p` → `markPrice`,`i` → `indexPrice`,`T` → `nextFundingTime`,`E` → `exchangeTs`。
573
-
574
- Funding Rate 也支持动态重复 `subscribe` / `unsubscribe`;对同一个 market 重复 `subscribeFundingRate()` 不会重复开流,退订后再次订阅会恢复维护。
341
+ Binance TradFi Perps 会按 USDⓈ-M 永续合约暴露,例如 `AAPLUSDT` 归一为 `AAPL/USDT:USDT`,可使用同一套 L1 Book 与 Funding Rate 订阅接口。
575
342
 
576
- ### 5.4 订阅状态
343
+ ### 5.2 订单输入归一
577
344
 
578
345
  ```ts
579
- const status = client.market.getMarketStatus({
346
+ const normalized = client.market.normalizeOrderInput({
580
347
  venue: "binance",
581
348
  symbol: "BTC/USDT:USDT",
349
+ price: "60000.123",
350
+ amount: "0.001234",
582
351
  });
583
352
 
584
- if (status) {
585
- status.activity; // "active" | "inactive"
586
- status.ready; // 首次 ready 是否完成
587
- status.freshness; // "fresh" | "stale" | "reconciling"
588
- status.lastReceivedAt; // 最后收到数据的时间
589
- status.reason; // "ws_disconnected" | "heartbeat_timeout" | "reconciling"
590
- }
591
- ```
592
-
593
- `getMarketStatus()` 是 `(venue, symbol)` 级聚合状态:同一个 market 下任意 active stream(例如 L1 Book 或 Funding Rate)变 stale,聚合状态也会 stale。更精确的下游判断应优先读取快照自带的 stream 级状态:
594
-
595
- ```ts
596
- const book = client.market.getL1Book({ venue, symbol });
597
- book?.status.freshness; // 只代表 L1 Book stream
598
-
599
- const funding = client.market.getFundingRate({ venue, symbol });
600
- funding?.status.freshness; // 只代表 Funding Rate stream
601
- ```
602
-
603
- `freshness` 区分两种异常:
604
-
605
- - `ws_disconnected`:底层连接已断
606
- - `heartbeat_timeout`:连接仍在但长时间没收到消息
607
-
608
- 自动重连由 SDK 负责,调用方不需要手工处理。
609
-
610
- ## 6. AccountManager
611
-
612
- ```ts
613
- interface AccountManager {
614
- readonly events: AccountEventStreams;
615
-
616
- subscribeAccount(input: SubscribeAccountInput): Promise<void>;
617
- unsubscribeAccount(input: UnsubscribeAccountInput): Promise<void>;
618
-
619
- getAccountSnapshot(accountId: string): AccountSnapshot | undefined;
620
- getBalances(accountId: string): BalanceSnapshot[];
621
- getBalance(accountId: string, asset: string): BalanceSnapshot | undefined;
622
- getPositions(accountId: string, symbol?: string): PositionSnapshot[];
623
- getPosition(input: PositionKeyInput): PositionSnapshot | undefined;
624
- getRiskSnapshot(accountId: string): RiskSnapshot | undefined;
625
- getAccountStatus(accountId: string): AccountDataStatus | undefined;
626
- }
627
- ```
628
-
629
- ### 6.1 订阅与退订
630
-
631
- ```ts
632
- await client.account.subscribeAccount({ accountId: "main-binance" });
633
- await client.account.unsubscribeAccount({ accountId: "main-binance" });
634
- ```
635
-
636
- - 调用前需要先 `registerAccount()`
637
- - 凭证不足抛 `CREDENTIALS_MISSING`
638
- - bootstrap 失败抛 `ACCOUNT_BOOTSTRAP_FAILED`
639
-
640
- ### 6.2 读快照
641
-
642
- ```ts
643
- const snapshot = client.account.getAccountSnapshot("main-binance");
644
- // AccountSnapshot.balances 是 Record<string, BalanceSnapshot>(按 asset 索引)
645
-
646
- const balances = client.account.getBalances("main-binance");
647
- // BalanceSnapshot[](数组视图)
648
-
649
- const usdt = client.account.getBalance("main-binance", "USDT");
650
- // BalanceSnapshot | undefined
651
-
652
- const positions = client.account.getPositions("main-binance");
653
- const btcPosition = client.account.getPosition({
654
- accountId: "main-binance",
655
- symbol: "BTC/USDT:USDT",
656
- side: "long", // 双向持仓时必传;单向持仓可省略
657
- });
658
-
659
- const risk = client.account.getRiskSnapshot("main-binance");
660
- ```
661
-
662
- 所有数量字段(`free` / `used` / `total` / `size` / `entryPrice` / `netEquity` / `riskEquity` / ...)都是 canonical decimal string;需要运算时用 `new BigNumber(field)` 自行解析。
663
-
664
- `RiskSnapshot.netEquity` 表示不含风控折算的净资产价值;`riskEquity` 表示抵押系数或清算阈值折算后的风控净权益。Binance 使用 `actualEquity` / `accountEquity` 映射这两个字段;Juplend 使用 `totalCollateralUsd - totalDebtUsd` / `Σ(suppliedValue × liquidationThreshold) - totalDebtUsd`。
665
-
666
- > **注意**:`AccountSnapshot.balances` 是 `Record<string, BalanceSnapshot>`,不是数组;需要数组视图用 `getBalances()`。
667
-
668
- ### 6.3 事件
669
-
670
- ```ts
671
- for await (const event of client.account.events.updates({
672
- accountId: "main-binance",
673
- })) {
674
- switch (event.type) {
675
- case "balance.updated":
676
- console.log(event.asset, event.snapshot.free);
677
- break;
678
- case "position.updated":
679
- console.log(event.symbol, event.snapshot.size);
680
- break;
681
- case "risk.updated":
682
- console.log(event.snapshot.riskRatio);
683
- break;
684
- case "account.snapshot_replaced":
685
- // 私有链路重连/重对账后的全量替换
686
- break;
687
- }
688
- }
689
- ```
690
-
691
- ### 6.4 订阅状态
692
-
693
- ```ts
694
- const status = client.account.getAccountStatus("main-binance");
695
- status?.runtimeStatus;
696
- // "bootstrap_pending" | "healthy" | "degraded" | "reconnecting" | "reconciling" | "stopped"
697
- status?.reason;
698
- // "credentials_missing" | "auth_failed" | "http_failed" | "rate_limited" | "ws_disconnected" | "heartbeat_timeout" | "reconciling"
699
- ```
700
-
701
- ## 7. OrderManager
702
-
703
- ```ts
704
- interface OrderManager {
705
- readonly events: OrderEventStreams;
706
-
707
- subscribeOrders(input: SubscribeOrdersInput): Promise<void>;
708
- unsubscribeOrders(input: UnsubscribeOrdersInput): Promise<void>;
709
-
710
- createOrder(input: CreateOrderInput): Promise<OrderSnapshot>;
711
- cancelOrder(input: CancelOrderInput): Promise<OrderSnapshot>;
712
- cancelAllOrders(input: CancelAllOrdersInput): Promise<OrderSnapshot[]>;
713
-
714
- getOrder(input: GetOrderInput): OrderSnapshot | undefined;
715
- getOpenOrders(accountId: string, symbol?: string): OrderSnapshot[];
716
- getOrderStatus(accountId: string): OrderDataStatus | undefined;
353
+ if (!normalized.accepted) {
354
+ console.log(normalized.rejectReason);
717
355
  }
718
356
  ```
719
357
 
720
- ### 7.1 订阅订单流
721
-
722
- ```ts
723
- await client.order.subscribeOrders({ accountId: "main-binance" });
724
- await client.order.unsubscribeOrders({ accountId: "main-binance" });
725
- ```
726
-
727
- - 需要先 `registerAccount()`
728
- - 凭证不足抛 `CREDENTIALS_MISSING`
729
- - bootstrap(open orders 拉取)失败抛 `ORDER_BOOTSTRAP_FAILED`
730
-
731
- ### 7.2 读快照
732
-
733
- ```ts
734
- const openOrders = client.order.getOpenOrders("main-binance");
735
- const btcOrders = client.order.getOpenOrders("main-binance", "BTC/USDT:USDT");
736
-
737
- const order = client.order.getOrder({
738
- accountId: "main-binance",
739
- orderId: "12345",
740
- // 或 clientOrderId: "my-order-1"
741
- });
742
-
743
- const status = client.order.getOrderStatus("main-binance");
744
- ```
745
-
746
- ### 7.3 下单
358
+ `normalizeOrderInput()` 会按 `priceStep` / `amountStep` 向下取整,并检查 `minAmount` / `minNotional`。它不会自动帮你下单,调用方需要把归一后的 string 放入 `createOrder()`。
747
359
 
748
- `createOrder()` 第一版支持 `limit` / `market` 两种类型。`price` / `amount` 是 decimal string。
360
+ ### 5.3 Server time
749
361
 
750
362
  ```ts
751
- const limit = await client.order.createOrder({
752
- accountId: "main-binance",
753
- symbol: "BTC/USDT:USDT",
754
- side: "buy",
755
- type: "limit",
756
- price: "71830.6",
757
- amount: "0.001",
758
- clientOrderId: "my-order-1", // 可选
759
- reduceOnly: false, // 可选
760
- postOnly: true, // 可选:仅限 limit,Binance 映射为 GTX
761
- });
762
-
763
- const market = await client.order.createOrder({
764
- accountId: "main-binance",
765
- symbol: "BTC/USDT:USDT",
766
- side: "sell",
767
- type: "market",
768
- amount: "0.001",
769
- });
770
- ```
771
-
772
- **双向持仓模式(hedge mode)必须显式传 `positionSide`**:
773
-
774
- ```ts
775
- const hedge = await client.order.createOrder({
776
- accountId: "main-binance",
777
- symbol: "BTC/USDT:USDT",
778
- side: "buy",
779
- type: "limit",
780
- price: "71900.9",
781
- amount: "0.001",
782
- positionSide: "long", // "long" | "short"
783
- });
363
+ const time = await client.market.fetchServerTime("binance");
364
+ console.log(time.serverTime, time.roundTripMs, time.estimatedOffsetMs);
784
365
  ```
785
366
 
786
- 单向持仓模式可以省略 `positionSide`,返回的 snapshot 通常归一成 `"net"`。
367
+ 当前 Binance server time 测量源固定为 USDⓈ-M REST `/fapi/v1/time`。失败会包装为 `MARKET_SERVER_TIME_FETCH_FAILED`。
787
368
 
788
- `postOnly` 仅对 `limit` 单有效;当前 Binance PAPI UM adapter 会把普通 limit 单映射为 `timeInForce=GTC`,把 `postOnly: true` 映射为 `timeInForce=GTX`。
369
+ ### 5.4 Funding rate
789
370
 
790
- 失败时抛 `ORDER_CREATE_FAILED`;输入本身不合法(比如 limit 单缺 price)抛 `ORDER_INPUT_INVALID`。
371
+ Funding Rate 当前通过 Binance mark price websocket 更新,仅支持永续合约(`MarketDefinition.type === "swap"`,包括 Binance TradFi Perps)。spot 或 future 订阅会抛 `MARKET_FUNDING_RATE_UNSUPPORTED`。
791
372
 
792
- ### 7.4 撤单
373
+ ## 6. AccountManager
793
374
 
794
375
  ```ts
795
- const canceled = await client.order.cancelOrder({
796
- accountId: "main-binance",
797
- symbol: "BTC/USDT:USDT",
798
- orderId: "12345",
799
- // 或 clientOrderId: "my-order-1"
800
- });
801
-
802
- const batch = await client.order.cancelAllOrders({
803
- accountId: "main-binance",
804
- symbol: "BTC/USDT:USDT", // 当前必填,不支持账户级全撤
805
- });
806
- ```
376
+ interface AccountManager {
377
+ readonly events: AccountEventStreams;
807
378
 
808
- `cancelOrder()` 要求 `orderId` / `clientOrderId` 至少一个,否则本地校验失败抛 `ORDER_INPUT_INVALID`。命令失败抛 `ORDER_CANCEL_FAILED` / `ORDER_CANCEL_ALL_FAILED`。
379
+ subscribeAccount(input: SubscribeAccountInput): Promise<void>;
380
+ unsubscribeAccount(input: UnsubscribeAccountInput): Promise<void>;
809
381
 
810
- ### 7.5 命令结果 vs 事件流
382
+ getAccountSnapshot(accountId: string): AccountSnapshot | undefined;
383
+ getBalances(accountId: string): BalanceSnapshot[];
384
+ getBalance(accountId: string, asset: string): BalanceSnapshot | undefined;
385
+ getPositions(accountId: string, symbol?: string): PositionSnapshot[];
386
+ getPosition(input: PositionKeyInput): PositionSnapshot | undefined;
387
+ getRiskSnapshot(accountId: string): RiskSnapshot | undefined;
388
+ getAccountStatus(accountId: string): AccountDataStatus | undefined;
389
+ }
390
+ ```
811
391
 
812
- - `createOrder()` / `cancelOrder()` resolve 的是 **REST 成功后标准化的 `OrderSnapshot`**
813
- - `events.updates()` 是订单的 **后续生命周期变化流**,不是唯一 ack 来源
392
+ `AccountSnapshot.balances` `Record<string, BalanceSnapshot>`,数组视图用 `getBalances()`。
814
393
 
815
- 也就是说,命令 resolve 不代表订单已终结。想追踪完整生命周期(部分成交 完全成交 / 撤销 / 拒绝)要同时消费事件。
394
+ Binance account update REST bootstrap + WS 增量 + REST risk refresh 的组合。Juplend 每次 poll 都是全量快照,成功 poll 会替换 balances / positions / risk,用于清理已关闭或不再匹配的 position。
816
395
 
817
- ### 7.6 事件
396
+ Account 事件用于消费余额、仓位、风险或全量快照替换:
818
397
 
819
398
  ```ts
820
- for await (const event of client.order.events.updates({
399
+ for await (const event of client.account.events.updates({
821
400
  accountId: "main-binance",
822
401
  })) {
823
- switch (event.type) {
824
- case "order.updated":
825
- console.log("更新", event.snapshot.status, event.snapshot.filled);
826
- break;
827
- case "order.filled":
828
- console.log("全部成交", event.snapshot.avgFillPrice);
829
- break;
830
- case "order.canceled":
831
- console.log("已撤单");
832
- break;
833
- case "order.rejected":
834
- console.log("被拒绝");
835
- break;
836
- case "order.snapshot_replaced":
837
- // 私有链路重连/重对账后的全量订单集合替换
838
- break;
402
+ if (event.type === "risk.updated") {
403
+ console.log(event.snapshot.riskRatio);
839
404
  }
405
+ break;
840
406
  }
841
407
  ```
842
408
 
843
- ### 7.7 Binance PAPI UM 精度约束
844
-
845
- `price` / `amount` 必须满足 `MarketDefinition.priceStep`、`amountStep`、`minAmount`、`minNotional`。**SDK 第一版不自动纠偏**——调用方自己用这些字段做字符串格式化。违反约束的订单会被交易所拒绝,SDK 对外表现为对应命令失败。
846
-
847
- ## 8. 健康与错误事件
848
-
849
- ### 8.1 `getHealth()`
409
+ ## 7. OrderManager
850
410
 
851
411
  ```ts
852
- const health = client.getHealth();
853
- // {
854
- // clientStatus: "running",
855
- // markets: MarketDataStatus[],
856
- // accounts: AccountDataStatus[],
857
- // orders: OrderDataStatus[],
858
- // updatedAt: 1710000000000,
859
- // }
860
- ```
412
+ interface OrderManager {
413
+ readonly events: OrderEventStreams;
861
414
 
862
- ### 8.2 `events.health()`
415
+ subscribeOrders(input: SubscribeOrdersInput): Promise<void>;
416
+ unsubscribeOrders(input: UnsubscribeOrdersInput): Promise<void>;
863
417
 
864
- ```ts
865
- for await (const event of client.events.health()) {
866
- switch (event.type) {
867
- case "client.status_changed":
868
- console.log("client", event.status);
869
- break;
870
- case "market.status_changed":
871
- console.log("market", event.venue, event.symbol, event.status.activity);
872
- break;
873
- case "account.status_changed":
874
- console.log("account", event.accountId, event.status.runtimeStatus);
875
- break;
876
- case "order.status_changed":
877
- console.log("order", event.accountId, event.status.runtimeStatus);
878
- break;
879
- }
418
+ createOrder(input: CreateOrderInput): Promise<OrderSnapshot>;
419
+ cancelOrder(input: CancelOrderInput): Promise<OrderSnapshot>;
420
+ cancelAllOrders(input: CancelAllOrdersInput): Promise<OrderSnapshot[]>;
421
+
422
+ getOrder(input: GetOrderInput): OrderSnapshot | undefined;
423
+ getOpenOrders(accountId: string, symbol?: string): OrderSnapshot[];
424
+ getOrderStatus(accountId: string): OrderDataStatus | undefined;
880
425
  }
881
426
  ```
882
427
 
883
- 可以用 `HealthEventFilter` 过滤:
428
+ ### 7.1 支持范围
884
429
 
885
- ```ts
886
- // 只看 market 范围
887
- for await (const e of client.events.health({ scope: "market" })) { /* ... */ }
430
+ - `createOrder()` 支持 `limit` / `market`
431
+ - `limit` 可传 `postOnly: true`,Binance PAPI UM 映射为 `timeInForce=GTX`
432
+ - `cancelOrder()` 必须传 `orderId` `clientOrderId`
433
+ - `cancelAllOrders()` 必须传 `symbol`,不支持账户级全撤
434
+ - hedge mode 下必须显式传 `positionSide: "long" | "short"`
888
435
 
889
- // 只看某个 venue
890
- for await (const e of client.events.health({ venue: "binance" })) { /* ... */ }
436
+ ### 7.2 精度限制
891
437
 
892
- // 只看某个 account
893
- for await (const e of client.events.health({ accountId: "main-binance" })) { /* ... */ }
894
- ```
438
+ `createOrder()` 不会自动纠偏。调用方应先用 `MarketDefinition.priceStep`、`amountStep`、`minAmount`、`minNotional` 和 `normalizeOrderInput()` 处理输入。交易所拒单会包装成 `ORDER_CREATE_FAILED`。
895
439
 
896
- ### 8.3 `events.errors()`
440
+ Order 事件用于消费订单状态变化和 open orders 全量替换:
897
441
 
898
442
  ```ts
899
- for await (const err of client.events.errors()) {
900
- console.error(`[${err.source}] ${err.error.message}`, {
901
- venue: err.venue,
902
- accountId: err.accountId,
903
- symbol: err.symbol,
904
- });
443
+ for await (const event of client.order.events.updates({
444
+ accountId: "main-binance",
445
+ symbol: "BTC/USDT:USDT",
446
+ })) {
447
+ if (event.type === "order.filled") {
448
+ console.log(event.snapshot.filled);
449
+ }
450
+ break;
905
451
  }
906
452
  ```
907
453
 
908
- `AcexInternalError.source` 枚举:`"client" | "market" | "account" | "order" | "adapter" | "runtime"`。适合桥接到日志或告警系统。
454
+ ## 8. 健康与错误事件
909
455
 
910
- ## 9. 数据类型参考
456
+ ```ts
457
+ const health = client.getHealth();
911
458
 
912
- 所有 public 类型都从包顶层 import:
459
+ for await (const event of client.events.health({ venue: "binance" })) {
460
+ console.log(event.type);
461
+ break;
462
+ }
913
463
 
914
- ```ts
915
- import type {
916
- Venue, ClientStatus, CreateClientOptions, VenueCapabilities,
917
- VenueRuntimeStatus, VenueCapabilitySupport, VenueCapabilityReason,
918
- FundingRateCapability, PrivateUpdateCapability,
919
- CancelAllOrdersCapability, PositionSideCapability,
920
- OrderTimeInForceCapability,
921
- AccountCredentials,
922
- MarketDefinition, L1Book, FundingRateSnapshot, MarketDataStatus,
923
- MarketDataStreamStatus,
924
- BalanceSnapshot, PositionSnapshot, RiskSnapshot, AccountSnapshot,
925
- AccountDataStatus, CreateOrderInput, CancelOrderInput, CancelAllOrdersInput,
926
- OrderSnapshot, OrderDataStatus, OrderSide, OrderStatus, PositionSide,
927
- MarketEvent, AccountEvent, OrderEvent, HealthEvent,
928
- AcexInternalError,
929
- } from "@imbingox/acex";
930
- import { BigNumber, AcexError } from "@imbingox/acex";
464
+ for await (const error of client.events.errors()) {
465
+ console.error(error.source, error.error);
466
+ break;
467
+ }
931
468
  ```
932
469
 
933
- ### 9.1 基础
470
+ `getHealth()` 聚合 client、market、account、order 的当前状态。`events.health(filter)` 只返回满足 filter 的事件;如果事件没有 filter 请求的字段,会被过滤掉。
934
471
 
935
- ```ts
936
- const SUPPORTED_VENUES = ["binance", "okx", "bybit", "gate", "juplend"] as const;
937
- type Venue = (typeof SUPPORTED_VENUES)[number];
472
+ ## 9. 数据类型速查
473
+
474
+ 以下类型均从 `@imbingox/acex` 根入口导出;以 package public types 为准。这里列常用形状,完整字段可由 TypeScript 自动补全。
938
475
 
476
+ ```ts
477
+ type Venue = "binance" | "okx" | "bybit" | "gate" | "juplend";
939
478
  type ClientStatus = "idle" | "starting" | "running" | "stopping" | "stopped";
940
- type VenueRuntimeStatus = "available" | "type_only" | "reserved";
941
- type VenueCapabilitySupport = "supported" | "unsupported";
942
- type VenueCapabilityReason =
943
- | "not_implemented" | "read_only"
944
- | "market_type_unsupported" | "sdk_reserved";
479
+ type MarketType = "spot" | "swap" | "future";
480
+ type PositionSide = "long" | "short" | "net";
481
+ type CreateOrderType = "limit" | "market";
482
+ type OrderSide = "buy" | "sell";
483
+ type OrderStatus =
484
+ | "open"
485
+ | "partially_filled"
486
+ | "filled"
487
+ | "canceled"
488
+ | "rejected"
489
+ | "expired";
490
+
491
+ type PrivateRuntimeReason =
492
+ | "credentials_missing"
493
+ | "auth_failed"
494
+ | "http_failed"
495
+ | "rate_limited"
496
+ | "ws_disconnected"
497
+ | "heartbeat_timeout"
498
+ | "reconciling";
945
499
 
946
500
  type SubscriptionActivity = "active" | "inactive";
947
501
  type MarketFreshness = "fresh" | "stale" | "reconciling";
948
502
  type PrivateRuntimeStatus =
949
- | "bootstrap_pending" | "healthy" | "degraded"
950
- | "reconnecting" | "reconciling" | "stopped";
951
- type PrivateRuntimeReason =
952
- | "credentials_missing" | "auth_failed" | "http_failed" | "rate_limited"
953
- | "ws_disconnected" | "heartbeat_timeout" | "reconciling";
954
-
955
- type OrderSide = "buy" | "sell";
956
- type OrderStatus =
957
- | "open" | "partially_filled" | "filled"
958
- | "canceled" | "rejected" | "expired";
959
- type PositionSide = "long" | "short" | "net";
960
- type CreateOrderType = "limit" | "market";
961
- type MarketType = "spot" | "swap" | "future";
503
+ | "bootstrap_pending"
504
+ | "healthy"
505
+ | "degraded"
506
+ | "reconnecting"
507
+ | "reconciling"
508
+ | "stopped";
962
509
  ```
963
510
 
964
- ### 9.2 Client 配置
965
-
966
511
  ```ts
967
- interface MarketRuntimeOptions {
968
- l1InitialMessageTimeoutMs?: number; // 默认 15_000
969
- l1StaleAfterMs?: number; // 默认 15_000
970
- l1ReconnectDelayMs?: number; // 默认 1_000
971
- l1ReconnectMaxDelayMs?: number; // 默认 10_000
512
+ interface VenueCapabilities {
513
+ venue: Venue;
514
+ runtimeStatus: "available" | "type_only" | "reserved";
515
+ readOnly: boolean;
516
+ notes: string[];
517
+ market: {
518
+ catalog: "supported" | "unsupported";
519
+ serverTime: "supported" | "unsupported";
520
+ l1Book: "supported" | "unsupported";
521
+ fundingRate: "supported" | "unsupported" | "market_dependent";
522
+ marketTypes: MarketType[];
523
+ };
524
+ account: {
525
+ register: "supported" | "unsupported";
526
+ snapshot: "supported" | "unsupported";
527
+ updates: "websocket" | "polling" | "unsupported";
528
+ balances: "supported" | "unsupported";
529
+ positions: "supported" | "unsupported";
530
+ risk: "supported" | "unsupported";
531
+ lending: "supported" | "unsupported";
532
+ credentialsRequired: boolean;
533
+ };
534
+ order: {
535
+ supported: boolean;
536
+ openOrders: "supported" | "unsupported";
537
+ updates: "websocket" | "polling" | "unsupported";
538
+ create: "supported" | "unsupported";
539
+ cancel: "supported" | "unsupported";
540
+ cancelAll: "symbol" | "account" | "unsupported";
541
+ orderTypes: CreateOrderType[];
542
+ timeInForce: Array<"gtc" | "post_only">;
543
+ postOnly: boolean;
544
+ reduceOnly: boolean;
545
+ positionSide: "optional" | "required_for_hedge" | "unsupported";
546
+ clientOrderId: boolean;
547
+ reason?:
548
+ | "not_implemented"
549
+ | "read_only"
550
+ | "market_type_unsupported"
551
+ | "sdk_reserved";
552
+ };
972
553
  }
554
+ ```
973
555
 
974
- interface AccountRuntimeOptions {
975
- streamOpenTimeoutMs?: number;
976
- streamReconnectDelayMs?: number;
977
- streamReconnectMaxDelayMs?: number;
978
- listenKeyKeepAliveMs?: number;
979
- binance?: {
980
- riskPollIntervalMs?: number; // 默认 5_000
556
+ ```ts
557
+ interface CreateClientOptions {
558
+ sandbox?: boolean;
559
+ clock?: { now(): number };
560
+ rateLimiter?: RateLimiter;
561
+ logger?: Logger;
562
+ logLevel?: "debug" | "info" | "warn" | "error";
563
+ market?: {
564
+ l1InitialMessageTimeoutMs?: number;
565
+ l1StaleAfterMs?: number;
566
+ l1ReconnectDelayMs?: number;
567
+ l1ReconnectMaxDelayMs?: number;
981
568
  };
982
- juplend?: {
983
- pollIntervalMs?: number;
984
- rpcUrl?: string;
985
- jupApiKey?: string;
569
+ account?: {
570
+ streamOpenTimeoutMs?: number;
571
+ streamReconnectDelayMs?: number;
572
+ streamReconnectMaxDelayMs?: number;
573
+ listenKeyKeepAliveMs?: number;
574
+ binance?: {
575
+ riskPollIntervalMs?: number;
576
+ };
577
+ juplend?: {
578
+ pollIntervalMs?: number;
579
+ rpcUrl?: string;
580
+ jupApiKey?: string;
581
+ };
986
582
  };
987
583
  }
988
584
 
989
- interface CreateClientOptions {
990
- sandbox?: boolean; // 预留,当前不生效
991
- clock?: TimeProvider; // 注入签名/请求时钟,默认本地时钟
992
- rateLimiter?: RateLimiter; // 注入限流器,默认 reactive(观测 + Retry-After 退避,不主动节流)
993
- logger?: Logger; // 预留
994
- logLevel?: LogLevel; // 预留
995
- market?: MarketRuntimeOptions;
996
- account?: AccountRuntimeOptions;
585
+ interface RateLimitScope {
586
+ venue: Venue;
587
+ accountId?: string;
588
+ endpointKey: string;
997
589
  }
998
590
 
999
- interface AccountCredentials {
1000
- apiKey?: string;
1001
- secret?: string;
1002
- password?: string;
1003
- extra?: Record<string, string>;
591
+ interface RateLimitUsage {
592
+ weight?: Record<string, number>;
593
+ orderCount?: Record<string, number>;
1004
594
  }
1005
595
 
1006
- interface BinanceAccountOptions {
1007
- timestamp?: number;
1008
- recvWindow?: number;
596
+ interface RateLimitRequestContext {
597
+ scope: RateLimitScope;
1009
598
  }
1010
599
 
1011
- type JuplendAccountOptions =
1012
- | {
1013
- walletAddress: string;
1014
- vaultId?: string;
1015
- positionId?: string;
1016
- }
1017
- | {
1018
- walletAddress?: string;
1019
- vaultId: string;
1020
- positionId: string;
1021
- };
600
+ interface RateLimitResponseContext {
601
+ status: number;
602
+ headers?: Headers;
603
+ usage?: RateLimitUsage;
604
+ }
605
+
606
+ interface RateLimitTransportErrorContext {
607
+ status?: number;
608
+ headers?: Headers;
609
+ retryAfterMs?: number;
610
+ usage?: RateLimitUsage;
611
+ }
612
+
613
+ interface RateLimitSnapshot {
614
+ scope: RateLimitScope;
615
+ usage?: RateLimitUsage;
616
+ blockedUntil?: number;
617
+ retryAfterMs?: number;
618
+ state: "ok" | "rate_limited" | "banned";
619
+ updatedAt?: number;
620
+ }
621
+
622
+ interface RateLimiter {
623
+ beforeRequest(ctx: RateLimitRequestContext): Promise<void> | void;
624
+ afterResponse(
625
+ ctx: RateLimitRequestContext,
626
+ response: RateLimitResponseContext,
627
+ ): Promise<void> | void;
628
+ onTransportError(
629
+ ctx: RateLimitRequestContext,
630
+ error: RateLimitTransportErrorContext,
631
+ ): Promise<void> | void;
632
+ getSnapshot(scope: RateLimitScope): RateLimitSnapshot | undefined;
633
+ }
634
+
635
+ interface Logger {
636
+ debug(msg: string, context?: Record<string, unknown>): void;
637
+ info(msg: string, context?: Record<string, unknown>): void;
638
+ warn(msg: string, context?: Record<string, unknown>): void;
639
+ error(msg: string, context?: Record<string, unknown>): void;
640
+ }
1022
641
 
1023
642
  type RegisterAccountInput =
1024
643
  | {
1025
644
  accountId: string;
1026
645
  venue: "binance" | "okx" | "bybit" | "gate";
1027
646
  credentials?: AccountCredentials;
1028
- options?: BinanceAccountOptions;
647
+ options?: {
648
+ timestamp?: number;
649
+ recvWindow?: number;
650
+ };
1029
651
  }
1030
652
  | {
1031
653
  accountId: string;
1032
654
  venue: "juplend";
1033
655
  credentials?: AccountCredentials;
1034
- options: JuplendAccountOptions;
656
+ options:
657
+ | {
658
+ walletAddress: string;
659
+ vaultId?: string;
660
+ positionId?: string;
661
+ }
662
+ | {
663
+ walletAddress?: string;
664
+ vaultId: string;
665
+ positionId: string;
666
+ };
1035
667
  };
1036
668
 
1037
- interface RegisterAccountResult {
1038
- accountId: string;
1039
- venue: Venue;
1040
- }
1041
-
1042
- interface StopOptions {
1043
- graceful?: boolean;
1044
- timeoutMs?: number;
1045
- }
1046
- ```
1047
-
1048
- ### 9.2.1 Venue Capabilities
1049
-
1050
- ```ts
1051
- type FundingRateCapability =
1052
- | VenueCapabilitySupport
1053
- | "market_dependent";
1054
-
1055
- type PrivateUpdateCapability =
1056
- | "websocket"
1057
- | "polling"
1058
- | "unsupported";
1059
-
1060
- type CancelAllOrdersCapability =
1061
- | "symbol"
1062
- | "account"
1063
- | "unsupported";
1064
-
1065
- type PositionSideCapability =
1066
- | "optional"
1067
- | "required_for_hedge"
1068
- | "unsupported";
1069
-
1070
- type OrderTimeInForceCapability = "gtc" | "post_only";
1071
-
1072
- interface VenueCapabilities {
1073
- venue: Venue;
1074
- runtimeStatus: VenueRuntimeStatus;
1075
- readOnly: boolean;
1076
- notes: string[];
1077
- market: {
1078
- catalog: VenueCapabilitySupport;
1079
- l1Book: VenueCapabilitySupport;
1080
- fundingRate: FundingRateCapability;
1081
- marketTypes: MarketType[];
1082
- };
1083
- account: {
1084
- register: VenueCapabilitySupport;
1085
- snapshot: VenueCapabilitySupport;
1086
- updates: PrivateUpdateCapability;
1087
- balances: VenueCapabilitySupport;
1088
- positions: VenueCapabilitySupport;
1089
- risk: VenueCapabilitySupport;
1090
- lending: VenueCapabilitySupport;
1091
- credentialsRequired: boolean;
1092
- };
1093
- order: {
1094
- supported: boolean;
1095
- openOrders: VenueCapabilitySupport;
1096
- updates: PrivateUpdateCapability;
1097
- create: VenueCapabilitySupport;
1098
- cancel: VenueCapabilitySupport;
1099
- cancelAll: CancelAllOrdersCapability;
1100
- orderTypes: CreateOrderType[];
1101
- timeInForce: OrderTimeInForceCapability[];
1102
- postOnly: boolean;
1103
- reduceOnly: boolean;
1104
- positionSide: PositionSideCapability;
1105
- clientOrderId: boolean;
1106
- reason?: VenueCapabilityReason;
1107
- };
669
+ interface AccountCredentials {
670
+ apiKey?: string;
671
+ secret?: string;
672
+ password?: string;
673
+ extra?: Record<string, string>;
1108
674
  }
1109
675
  ```
1110
676
 
1111
- ### 9.3 Market
1112
-
1113
677
  ```ts
1114
678
  interface MarketDefinition {
1115
679
  venue: Venue;
1116
- symbol: string; // 统一 symbol
1117
- id: string; // 交易所原始 symbol
680
+ symbol: string;
681
+ id: string;
1118
682
  type: MarketType;
1119
683
  base: string;
1120
684
  quote: string;
@@ -1134,45 +698,12 @@ interface MarketDefinition {
1134
698
  raw: Record<string, unknown>;
1135
699
  }
1136
700
 
1137
- interface MarketKeyInput {
1138
- venue: Venue;
1139
- symbol: string;
1140
- }
1141
-
1142
- type DecimalInput = string | number | BigNumber;
1143
-
1144
- type NormalizeOrderInputRejectReason =
1145
- | "price_not_positive"
1146
- | "amount_not_positive"
1147
- | "amount_below_min"
1148
- | "notional_below_min";
1149
-
1150
- interface NormalizeOrderInputInput extends MarketKeyInput {
1151
- price: DecimalInput;
1152
- amount: DecimalInput;
1153
- }
1154
-
1155
- interface NormalizedOrderInput {
1156
- price: string;
1157
- amount: string;
1158
- rawPrice: string;
1159
- rawAmount: string;
1160
- adjusted: boolean;
1161
- accepted: boolean;
1162
- rejectReason?: NormalizeOrderInputRejectReason;
1163
- priceStep: string;
1164
- amountStep: string;
1165
- minAmount?: string;
1166
- minNotional?: string;
1167
- }
1168
-
1169
- interface SubscribeL1BookInput extends MarketKeyInput {}
1170
-
1171
- interface SubscribeFundingRateInput extends MarketKeyInput {}
1172
-
1173
- interface MarketEventFilter {
1174
- venue?: Venue;
1175
- symbol?: string;
701
+ interface VenueServerTime {
702
+ serverTime: number;
703
+ requestSentAt: number;
704
+ responseReceivedAt: number;
705
+ roundTripMs: number;
706
+ estimatedOffsetMs: number;
1176
707
  }
1177
708
 
1178
709
  interface L1Book {
@@ -1182,21 +713,6 @@ interface L1Book {
1182
713
  bidSize: string;
1183
714
  askPrice: string;
1184
715
  askSize: string;
1185
- exchangeTs?: number;
1186
- receivedAt: number;
1187
- updatedAt: number;
1188
- version: number;
1189
- status: MarketDataStreamStatus;
1190
- }
1191
-
1192
- interface FundingRateSnapshot {
1193
- venue: Venue;
1194
- symbol: string;
1195
- fundingRate: string;
1196
- nextFundingTime?: number;
1197
- markPrice?: string;
1198
- indexPrice?: string;
1199
- exchangeTs?: number;
1200
716
  receivedAt: number;
1201
717
  updatedAt: number;
1202
718
  version: number;
@@ -1213,22 +729,24 @@ interface MarketDataStreamStatus {
1213
729
  reason?: "ws_disconnected" | "heartbeat_timeout" | "reconciling";
1214
730
  }
1215
731
 
1216
- interface MarketDataStatus {
732
+ interface MarketDataStatus extends MarketDataStreamStatus {
1217
733
  venue: Venue;
1218
734
  symbol: string;
1219
- activity: SubscriptionActivity;
1220
- ready: boolean;
1221
- freshness?: MarketFreshness;
1222
- lastReceivedAt?: number;
1223
- lastReadyAt?: number;
1224
- inactiveSince?: number;
1225
- reason?: "ws_disconnected" | "heartbeat_timeout" | "reconciling";
1226
735
  }
1227
- ```
1228
736
 
1229
- ### 9.4 Account
737
+ interface FundingRateSnapshot {
738
+ venue: Venue;
739
+ symbol: string;
740
+ fundingRate: string;
741
+ nextFundingTime?: number;
742
+ markPrice?: string;
743
+ indexPrice?: string;
744
+ receivedAt: number;
745
+ updatedAt: number;
746
+ version: number;
747
+ status: MarketDataStreamStatus;
748
+ }
1230
749
 
1231
- ```ts
1232
750
  interface BalanceSnapshot {
1233
751
  accountId: string;
1234
752
  venue: Venue;
@@ -1236,20 +754,14 @@ interface BalanceSnapshot {
1236
754
  free: string;
1237
755
  used: string;
1238
756
  total: string;
1239
- exchangeTs?: number;
1240
- receivedAt: number;
1241
- updatedAt: number;
1242
- seq: number;
1243
- lending?: LendingBalanceFacet;
1244
- }
1245
-
1246
- interface LendingBalanceFacet {
1247
- supplied: string;
1248
- borrowed: string;
1249
- interest: string;
1250
- netAsset: string;
1251
- supplyAPY?: string;
1252
- borrowAPY?: string;
757
+ lending?: {
758
+ supplied: string;
759
+ borrowed: string;
760
+ interest: string;
761
+ netAsset: string;
762
+ supplyAPY?: string;
763
+ borrowAPY?: string;
764
+ };
1253
765
  }
1254
766
 
1255
767
  interface PositionSnapshot {
@@ -1263,10 +775,6 @@ interface PositionSnapshot {
1263
775
  unrealizedPnl?: string;
1264
776
  leverage?: string;
1265
777
  liquidationPrice?: string;
1266
- exchangeTs?: number;
1267
- receivedAt: number;
1268
- updatedAt: number;
1269
- seq: number;
1270
778
  }
1271
779
 
1272
780
  interface RiskSnapshot {
@@ -1276,33 +784,22 @@ interface RiskSnapshot {
1276
784
  riskEquity?: string;
1277
785
  riskRatio?: string;
1278
786
  riskLeverage?: string;
1279
- initialMargin?: string;
1280
- maintenanceMargin?: string;
1281
- exchangeTs?: number;
1282
- receivedAt: number;
1283
- updatedAt: number;
1284
- seq: number;
1285
- lending?: LendingRiskFacet;
1286
- }
1287
-
1288
- interface LendingRiskFacet {
1289
- marginLevel?: string;
1290
- healthFactor?: string;
1291
- ltv?: string;
1292
- liquidationThreshold?: string;
1293
- totalCollateralUSD?: string;
1294
- totalDebtUSD?: string;
787
+ lending?: {
788
+ marginLevel?: string;
789
+ healthFactor?: string;
790
+ ltv?: string;
791
+ liquidationThreshold?: string;
792
+ totalCollateralUSD?: string;
793
+ totalDebtUSD?: string;
794
+ };
1295
795
  }
1296
796
 
1297
797
  interface AccountSnapshot {
1298
798
  accountId: string;
1299
799
  venue: Venue;
1300
- balances: Record<string, BalanceSnapshot>; // 按 asset 索引
800
+ balances: Record<string, BalanceSnapshot>;
1301
801
  positions: PositionSnapshot[];
1302
802
  risk?: RiskSnapshot;
1303
- exchangeTs?: number;
1304
- receivedAt: number;
1305
- updatedAt: number;
1306
803
  }
1307
804
 
1308
805
  interface AccountDataStatus {
@@ -1311,25 +808,19 @@ interface AccountDataStatus {
1311
808
  activity: SubscriptionActivity;
1312
809
  ready: boolean;
1313
810
  runtimeStatus?: PrivateRuntimeStatus;
1314
- lastReceivedAt?: number;
1315
- lastReadyAt?: number;
1316
- inactiveSince?: number;
1317
811
  reason?: PrivateRuntimeReason;
1318
812
  }
1319
813
  ```
1320
814
 
1321
- ### 9.5 Order
1322
-
1323
815
  ```ts
1324
- // limit / market 两个 variant
1325
816
  type CreateOrderInput =
1326
817
  | {
1327
818
  accountId: string;
1328
819
  symbol: string;
1329
820
  side: OrderSide;
1330
821
  type: "limit";
1331
- price: string; // decimal string
1332
- amount: string; // decimal string
822
+ price: string;
823
+ amount: string;
1333
824
  postOnly?: boolean;
1334
825
  clientOrderId?: string;
1335
826
  reduceOnly?: boolean;
@@ -1340,7 +831,7 @@ type CreateOrderInput =
1340
831
  symbol: string;
1341
832
  side: OrderSide;
1342
833
  type: "market";
1343
- amount: string; // decimal string
834
+ amount: string;
1344
835
  clientOrderId?: string;
1345
836
  reduceOnly?: boolean;
1346
837
  positionSide?: PositionSide;
@@ -1358,12 +849,6 @@ interface CancelAllOrdersInput {
1358
849
  symbol: string;
1359
850
  }
1360
851
 
1361
- interface GetOrderInput {
1362
- accountId: string;
1363
- orderId?: string;
1364
- clientOrderId?: string;
1365
- }
1366
-
1367
852
  interface OrderSnapshot {
1368
853
  accountId: string;
1369
854
  venue: Venue;
@@ -1371,20 +856,13 @@ interface OrderSnapshot {
1371
856
  clientOrderId?: string;
1372
857
  symbol: string;
1373
858
  side: OrderSide;
1374
- type: string; // 交易所原始 type 字符串
859
+ type: string;
1375
860
  status: OrderStatus;
1376
861
  price?: string;
1377
- triggerPrice?: string;
1378
862
  amount: string;
1379
863
  filled: string;
1380
864
  remaining?: string;
1381
- reduceOnly?: boolean;
1382
865
  positionSide?: PositionSide;
1383
- avgFillPrice?: string;
1384
- exchangeTs?: number;
1385
- receivedAt: number;
1386
- updatedAt: number;
1387
- seq: number;
1388
866
  }
1389
867
 
1390
868
  interface OrderDataStatus {
@@ -1393,123 +871,81 @@ interface OrderDataStatus {
1393
871
  activity: SubscriptionActivity;
1394
872
  ready: boolean;
1395
873
  runtimeStatus?: PrivateRuntimeStatus;
1396
- lastReceivedAt?: number;
1397
- lastReadyAt?: number;
1398
- inactiveSince?: number;
1399
874
  reason?: PrivateRuntimeReason;
1400
875
  }
1401
876
  ```
1402
877
 
1403
- ### 9.6 事件
1404
-
1405
878
  ```ts
1406
- // Market
1407
879
  type MarketEvent =
1408
880
  | { type: "l1_book.updated"; venue: Venue; symbol: string; snapshot: L1Book; ts: number }
1409
881
  | { type: "funding_rate.updated"; venue: Venue; symbol: string; snapshot: FundingRateSnapshot; ts: number }
1410
882
  | { type: "market.status_changed"; venue: Venue; symbol: string; status: MarketDataStatus; ts: number };
1411
883
 
1412
- // Account
1413
884
  type AccountEvent =
1414
- | { type: "balance.updated"; accountId: string; venue: Venue; ts: number; asset: string; snapshot: BalanceSnapshot }
1415
- | { type: "position.updated"; accountId: string; venue: Venue; ts: number; symbol: string; snapshot: PositionSnapshot }
1416
- | { type: "risk.updated"; accountId: string; venue: Venue; ts: number; snapshot: RiskSnapshot }
1417
- | { type: "account.snapshot_replaced"; accountId: string; venue: Venue; ts: number; snapshot: AccountSnapshot };
885
+ | { type: "balance.updated"; accountId: string; venue: Venue; asset: string; snapshot: BalanceSnapshot; ts: number }
886
+ | { type: "position.updated"; accountId: string; venue: Venue; symbol: string; snapshot: PositionSnapshot; ts: number }
887
+ | { type: "risk.updated"; accountId: string; venue: Venue; snapshot: RiskSnapshot; ts: number }
888
+ | { type: "account.snapshot_replaced"; accountId: string; venue: Venue; snapshot: AccountSnapshot; ts: number };
1418
889
 
1419
- // Order
1420
890
  type OrderEvent =
1421
- | { type: "order.updated"; accountId: string; venue: Venue; symbol: string; ts: number; snapshot: OrderSnapshot }
1422
- | { type: "order.filled"; accountId: string; venue: Venue; symbol: string; ts: number; snapshot: OrderSnapshot }
1423
- | { type: "order.canceled"; accountId: string; venue: Venue; symbol: string; ts: number; snapshot: OrderSnapshot }
1424
- | { type: "order.rejected"; accountId: string; venue: Venue; symbol: string; ts: number; snapshot: OrderSnapshot }
1425
- | { type: "order.snapshot_replaced"; accountId: string; venue: Venue; ts: number; snapshot: OrderSnapshot[] };
1426
-
1427
- // Health
1428
- type HealthEvent =
1429
- | { type: "client.status_changed"; status: ClientStatus; ts: number }
1430
- | { type: "market.status_changed"; venue: Venue; symbol: string; status: MarketDataStatus; ts: number }
1431
- | { type: "account.status_changed"; accountId: string; venue: Venue; status: AccountDataStatus; ts: number }
1432
- | { type: "order.status_changed"; accountId: string; venue: Venue; status: OrderDataStatus; ts: number };
1433
- ```
1434
-
1435
- 过滤器:
1436
-
1437
- ```ts
1438
- interface MarketEventFilter { venue?: Venue; symbol?: string; }
1439
- interface AccountEventFilter { accountId?: string; venue?: Venue; symbol?: string; }
1440
- interface OrderEventFilter { accountId?: string; venue?: Venue; symbol?: string; }
1441
- interface HealthEventFilter {
1442
- scope?: "client" | "market" | "account" | "order";
1443
- venue?: Venue;
1444
- accountId?: string;
1445
- symbol?: string;
1446
- }
1447
- ```
1448
-
1449
- ### 9.7 错误
1450
-
1451
- ```ts
1452
- interface AcexInternalError {
1453
- source: "client" | "market" | "account" | "order" | "adapter" | "runtime";
1454
- venue?: Venue;
1455
- accountId?: string;
1456
- symbol?: string;
1457
- error: Error;
1458
- ts: number;
1459
- }
1460
-
1461
- class AcexError extends Error {
1462
- readonly code: AcexErrorCode;
1463
- }
891
+ | { type: "order.updated"; accountId: string; venue: Venue; symbol: string; snapshot: OrderSnapshot; ts: number }
892
+ | { type: "order.filled"; accountId: string; venue: Venue; symbol: string; snapshot: OrderSnapshot; ts: number }
893
+ | { type: "order.canceled"; accountId: string; venue: Venue; symbol: string; snapshot: OrderSnapshot; ts: number }
894
+ | { type: "order.rejected"; accountId: string; venue: Venue; symbol: string; snapshot: OrderSnapshot; ts: number }
895
+ | { type: "order.snapshot_replaced"; accountId: string; venue: Venue; snapshot: OrderSnapshot[]; ts: number };
1464
896
  ```
1465
897
 
1466
898
  ## 10. 错误处理
1467
899
 
1468
- 可预期错误统一通过 `AcexError` 抛出,`code` 字段可用于分支判断:
900
+ 可预期错误统一抛 `AcexError`:
1469
901
 
1470
902
  ```ts
1471
903
  import { AcexError } from "@imbingox/acex";
1472
904
 
1473
905
  try {
1474
906
  await client.market.subscribeL1Book({ venue: "binance", symbol: "X/Y:Z" });
1475
- } catch (err) {
1476
- if (err instanceof AcexError) {
1477
- console.log(err.code, err.message);
907
+ } catch (error) {
908
+ if (error instanceof AcexError) {
909
+ console.log(error.code);
910
+ console.log(error.details?.venueError?.code);
911
+ console.log(error.details?.transport?.status);
1478
912
  }
1479
913
  }
1480
914
  ```
1481
915
 
1482
- 完整错误码列表:
916
+ `details.venueError` 是读取交易所结构化拒绝原因的首选字段;`details.transport` 保存已脱敏的 HTTP / transport 诊断信息;`cause` 保留底层错误链。
917
+
918
+ 完整错误码:
1483
919
 
1484
920
  | Code | 典型场景 |
1485
921
  |---|---|
1486
- | `CLIENT_NOT_STARTED` | 未 `start()` 就调用 `subscribe*()` |
1487
- | `VENUE_NOT_SUPPORTED` | venue 当前未实现,或 Juplend 这类只读 venue 被用于下单 |
1488
- | `MARKET_CATALOG_LOAD_FAILED` | `loadMarkets()` 拉取失败 |
922
+ | `CLIENT_NOT_STARTED` | 未 start 就调用订阅方法 |
923
+ | `VENUE_NOT_SUPPORTED` | venue runtime 未实现,或 read-only venue 被用于下单 |
924
+ | `MARKET_CATALOG_LOAD_FAILED` | market catalog 拉取失败 |
925
+ | `MARKET_SERVER_TIME_FETCH_FAILED` | server time 请求失败或响应结构不合法 |
926
+ | `MARKET_INACTIVE` | catalog 中 market 不活跃 |
927
+ | `MARKET_FUNDING_RATE_UNSUPPORTED` | 指定 market 不支持 funding rate |
1489
928
  | `MARKET_NOT_FOUND` | 指定 symbol 不存在 |
1490
- | `MARKET_INACTIVE` | 指定 symbol 在 catalog 中但不可交易 |
1491
- | `MARKET_FUNDING_RATE_UNSUPPORTED` | 指定 market 不支持资金费率订阅 |
1492
929
  | `MARKET_STREAM_TIMEOUT` | market stream 首条消息超时 |
1493
- | `ACCOUNT_ALREADY_EXISTS` | 重复注册同一个 `accountId` |
1494
- | `ACCOUNT_NOT_FOUND` | `accountId` 未注册或已被移除 |
1495
- | `ACCOUNT_BOOTSTRAP_FAILED` | `subscribeAccount()` 过程中账户快照拉取失败,例如 Juplend HTTP/API 失败、缺 `options.walletAddress`,或 direct 模式下缺失/提供了无效的 `options.vaultId`、`options.positionId` |
1496
- | `CREDENTIALS_MISSING` | 私有订阅 / 下单缺必要凭证,例如 Binance 缺 `apiKey/secret` |
1497
- | `ORDER_BOOTSTRAP_FAILED` | `subscribeOrders()` 过程中 open orders 拉取失败 |
1498
- | `ORDER_INPUT_INVALID` | 下单/撤单本地输入校验失败(如缺 price、缺 id) |
1499
- | `ORDER_CREATE_FAILED` | 交易所拒单 / REST 报错 |
930
+ | `ACCOUNT_ALREADY_EXISTS` | 重复注册 accountId |
931
+ | `ACCOUNT_BOOTSTRAP_FAILED` | account bootstrap 失败 |
932
+ | `ACCOUNT_NOT_FOUND` | accountId 未注册或已移除 |
933
+ | `CREDENTIALS_MISSING` | private 订阅或下单缺凭证 |
934
+ | `ORDER_BOOTSTRAP_FAILED` | open orders bootstrap 失败 |
935
+ | `ORDER_INPUT_INVALID` | 本地订单输入校验失败 |
936
+ | `ORDER_CREATE_FAILED` | 下单 REST 失败或交易所拒单 |
1500
937
  | `ORDER_CANCEL_FAILED` | 撤单失败 |
1501
938
  | `ORDER_CANCEL_ALL_FAILED` | 批量撤单失败 |
1502
939
 
1503
940
  ## 11. 当前限制
1504
941
 
1505
- - **Venue**:market/order 运行时只支持 `binance`;account 运行时支持 `binance` 与只读 `juplend`。`okx` / `bybit` / `gate` 仅在 `SUPPORTED_VENUES` 类型里声明,未接入
1506
- - **市场数据**:真实落地 Binance L1 Book(Spot + USDⓈ-M + COIN-M)和 Binance 永续 Funding Rate
1507
- - **私有链路**:Binance PAPI UM 使用 listenKey/WebSocket;Juplend 使用 HTTP polling,只提供账户只读视图
1508
- - **Juplend 写操作**:不支持 supply / borrow / repay / withdraw,不支持 `OrderManager` 下单撤单
1509
- - **Juplend 数据源**:账户主数据来自 `@jup-ag/lend-read` 原生 position read;token metadata / spot price 优先来自 Jup 官方 `Tokens V2 + Price V3`,lite vault metadata 只做 fallback
1510
- - **Funding Rate**:仅永续合约支持,来自 mark price websocket;不支持现货和交割合约
1511
- - **下单类型**:`createOrder()` 仅支持 `limit` / `market`;条件单、改单不支持
1512
- - **撤单范围**:`cancelAllOrders()` 必须传 `symbol`,不支持账户级全撤
1513
- - **双向持仓**:hedge mode `createOrder()` 必须显式传 `positionSide`
1514
- - **精度纠偏**:SDK 不自动按 `priceStep` / `amountStep` / `minNotional` 调整下单输入
1515
- - **Client options**:`sandbox` / `logger` / `logLevel` 是预留位,当前不生效
942
+ - market/order runtime 当前只支持 `binance`
943
+ - account runtime 支持 `binance` 和只读 `juplend`
944
+ - `okx` / `bybit` / `gate` 只在 `Venue` 类型中声明
945
+ - Funding Rate 仅支持 Binance 永续合约,包括 Binance TradFi Perps
946
+ - Binance order 命令固定走 PAPI UM,venue `order.supported = true` 不代表 spot、COIN-M 或交割合约都能下单
947
+ - `cancelAllOrders()` 必须带 `symbol`,不支持账户级全撤
948
+ - `createOrder()` 不支持条件单、改单
949
+ - SDK 不自动纠偏订单精度;下游应使用 `normalizeOrderInput()`
950
+ - Juplend 只读,不支持链上写操作和 `OrderManager`
951
+ - `sandbox`、`logger`、`logLevel` 为预留位