@luxfi/dex 1.2.1 → 2.0.0

package/dist/marketData.js

@@ -1,253 +0,0 @@
-"use strict";
-/**
- * Market data, liquidation, and settlement features for LX TypeScript SDK
- */
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.MarketDataProviders = exports.LiquidationMonitor = exports.MarketDataClient = void 0;
-const ws_1 = __importDefault(require("ws"));
-class MarketDataClient {
-    constructor(jsonRpcClient) {
-        this.jsonRpc = jsonRpcClient;
-    }
-    /**
-     * Get market data from a specific source
-     */
-    async getMarketData(symbol, source) {
-        const result = await this.jsonRpc.call('market_data.get', {
-            symbol,
-            source
-        });
-        return {
-            name: result.name,
-            symbol: result.symbol,
-            price: result.price,
-            bid: result.bid,
-            ask: result.ask,
-            volume: result.volume,
-            latencyNs: result.latency_ns,
-            provider: result.provider
-        };
-    }
-    /**
-     * Get aggregated market data from all sources
-     */
-    async getAggregatedMarketData(symbol) {
-        const result = await this.jsonRpc.call('market_data.aggregate', {
-            symbol
-        });
-        return result.map((data) => ({
-            name: data.name,
-            symbol: data.symbol,
-            price: data.price,
-            bid: data.bid,
-            ask: data.ask,
-            volume: data.volume,
-            latencyNs: data.latency_ns,
-            provider: data.provider
-        }));
-    }
-    /**
-     * Get recent liquidations
-     */
-    async getLiquidations(symbol, limit = 100) {
-        const result = await this.jsonRpc.call('liquidations.get', {
-            symbol,
-            limit
-        });
-        return result.map((liq) => ({
-            userId: liq.user_id,
-            positionId: liq.position_id,
-            symbol: liq.symbol,
-            size: liq.size,
-            liquidationPrice: liq.liquidation_price,
-            markPrice: liq.mark_price,
-            status: liq.status,
-            timestamp: new Date(liq.timestamp)
-        }));
-    }
-    /**
-     * Get settlement batch information
-     */
-    async getSettlementBatch(batchId) {
-        const result = await this.jsonRpc.call('settlement.batch', {
-            batch_id: batchId
-        });
-        return {
-            batchId: result.batch_id,
-            orderIds: result.order_ids,
-            status: result.status,
-            txHash: result.tx_hash,
-            gasUsed: result.gas_used,
-            timestamp: new Date(result.timestamp)
-        };
-    }
-    /**
-     * Get margin information for a user
-     */
-    async getMarginInfo(userId) {
-        const result = await this.jsonRpc.call('margin.info', {
-            user_id: userId
-        });
-        return {
-            userId: result.user_id,
-            initialMargin: result.initial_margin,
-            maintenanceMargin: result.maintenance_margin,
-            marginRatio: result.margin_ratio,
-            freeMargin: result.free_margin,
-            marginLevel: result.margin_level
-        };
-    }
-    /**
-     * Check liquidation risk for a user
-     */
-    async checkLiquidationRisk(userId) {
-        const result = await this.jsonRpc.call('margin.liquidation_risk', {
-            user_id: userId
-        });
-        return {
-            userId: result.user_id,
-            riskLevel: result.risk_level,
-            marginLevel: result.margin_level,
-            liquidationPrice: result.liquidation_price,
-            timeToLiquidation: result.time_to_liquidation,
-            recommendations: result.recommendations || []
-        };
-    }
-    /**
-     * Get insurance fund status
-     */
-    async getInsuranceFundStatus() {
-        const result = await this.jsonRpc.call('insurance_fund.status');
-        return {
-            totalFund: result.total_fund,
-            availableFund: result.available_fund,
-            usedFund: result.used_fund,
-            pendingClaims: result.pending_claims,
-            lastUpdate: new Date(result.last_update)
-        };
-    }
-    /**
-     * Get list of available market data sources
-     */
-    async getMarketDataSources() {
-        return await this.jsonRpc.call('market_data.sources');
-    }
-    /**
-     * Get comprehensive market statistics
-     */
-    async getMarketStats(symbol) {
-        const result = await this.jsonRpc.call('market.stats', {
-            symbol
-        });
-        return {
-            symbol: result.symbol,
-            volume24h: result.volume_24h,
-            high24h: result.high_24h,
-            low24h: result.low_24h,
-            priceChange24h: result.price_change_24h,
-            priceChangePercent24h: result.price_change_percent_24h,
-            openInterest: result.open_interest,
-            fundingRate: result.funding_rate,
-            nextFundingTime: new Date(result.next_funding_time)
-        };
-    }
-}
-exports.MarketDataClient = MarketDataClient;
-class LiquidationMonitor {
-    constructor(wsConnection) {
-        this.callbacks = new Map();
-        this.ws = wsConnection;
-    }
-    /**
-     * Set WebSocket connection
-     */
-    setWebSocket(ws) {
-        this.ws = ws;
-    }
-    /**
-     * Subscribe to liquidation events
-     */
-    subscribeLiquidations(callback) {
-        if (!this.callbacks.has('liquidations')) {
-            this.callbacks.set('liquidations', []);
-        }
-        this.callbacks.get('liquidations').push(callback);
-        if (this.ws && this.ws.readyState === ws_1.default.OPEN) {
-            this.ws.send(JSON.stringify({
-                type: 'subscribe',
-                channel: 'liquidations'
-            }));
-        }
-    }
-    /**
-     * Subscribe to settlement events
-     */
-    subscribeSettlements(callback) {
-        if (!this.callbacks.has('settlements')) {
-            this.callbacks.set('settlements', []);
-        }
-        this.callbacks.get('settlements').push(callback);
-        if (this.ws && this.ws.readyState === ws_1.default.OPEN) {
-            this.ws.send(JSON.stringify({
-                type: 'subscribe',
-                channel: 'settlements'
-            }));
-        }
-    }
-    /**
-     * Subscribe to margin call events for a user
-     */
-    subscribeMarginCalls(userId, callback) {
-        const channel = `margin_calls:${userId}`;
-        if (!this.callbacks.has(channel)) {
-            this.callbacks.set(channel, []);
-        }
-        this.callbacks.get(channel).push(callback);
-        if (this.ws && this.ws.readyState === ws_1.default.OPEN) {
-            this.ws.send(JSON.stringify({
-                type: 'subscribe',
-                channel
-            }));
-        }
-    }
-    /**
-     * Unsubscribe from a channel
-     */
-    unsubscribe(channel) {
-        this.callbacks.delete(channel);
-        if (this.ws && this.ws.readyState === ws_1.default.OPEN) {
-            this.ws.send(JSON.stringify({
-                type: 'unsubscribe',
-                channel
-            }));
-        }
-    }
-    /**
-     * Handle incoming message
-     */
-    handleMessage(channel, data) {
-        const callbacks = this.callbacks.get(channel);
-        if (callbacks) {
-            callbacks.forEach(cb => cb(data));
-        }
-    }
-}
-exports.LiquidationMonitor = LiquidationMonitor;
-/**
- * Market data sources supported by LX
- */
-exports.MarketDataProviders = {
-    ALPACA: 'alpaca',
-    NYSE_ARCA: 'nyse_arca',
-    IEX_CLOUD: 'iex',
-    POLYGON: 'polygon',
-    CME_GROUP: 'cme',
-    REFINITIV: 'refinitiv',
-    ICE_DATA: 'ice',
-    BLOOMBERG: 'bloomberg',
-    NASDAQ_TOTALVIEW: 'nasdaq',
-    COINBASE_PRO: 'coinbase'
-};

package/src/marketData.ts

@@ -1,351 +0,0 @@
-/**
- * Market data, liquidation, and settlement features for LX TypeScript SDK
- */
-
-import WebSocket from 'ws';
-
-export interface MarketDataSource {
-  name: string;
-  symbol: string;
-  price: number;
-  bid: number;
-  ask: number;
-  volume: number;
-  latencyNs: number;
-  provider: string;
-}
-
-export interface LiquidationInfo {
-  userId: string;
-  positionId: string;
-  symbol: string;
-  size: number;
-  liquidationPrice: number;
-  markPrice: number;
-  status: string;
-  timestamp: Date;
-}
-
-export interface SettlementBatch {
-  batchId: number;
-  orderIds: number[];
-  status: string;
-  txHash?: string;
-  gasUsed?: number;
-  timestamp: Date;
-}
-
-export interface MarginInfo {
-  userId: string;
-  initialMargin: number;
-  maintenanceMargin: number;
-  marginRatio: number;
-  freeMargin: number;
-  marginLevel: number;
-}
-
-export interface InsuranceFundStatus {
-  totalFund: number;
-  availableFund: number;
-  usedFund: number;
-  pendingClaims: number;
-  lastUpdate: Date;
-}
-
-export interface MarketStats {
-  symbol: string;
-  volume24h: number;
-  high24h: number;
-  low24h: number;
-  priceChange24h: number;
-  priceChangePercent24h: number;
-  openInterest: number;
-  fundingRate: number;
-  nextFundingTime: Date;
-}
-
-export interface LiquidationRisk {
-  userId: string;
-  riskLevel: 'low' | 'medium' | 'high' | 'critical';
-  marginLevel: number;
-  liquidationPrice: number;
-  timeToLiquidation: number | null;
-  recommendations: string[];
-}
-
-export class MarketDataClient {
-  private jsonRpc: any;
-
-  constructor(jsonRpcClient: any) {
-    this.jsonRpc = jsonRpcClient;
-  }
-
-  /**
-   * Get market data from a specific source
-   */
-  async getMarketData(symbol: string, source: string): Promise<MarketDataSource> {
-    const result = await this.jsonRpc.call('market_data.get', {
-      symbol,
-      source
-    });
-
-    return {
-      name: result.name,
-      symbol: result.symbol,
-      price: result.price,
-      bid: result.bid,
-      ask: result.ask,
-      volume: result.volume,
-      latencyNs: result.latency_ns,
-      provider: result.provider
-    };
-  }
-
-  /**
-   * Get aggregated market data from all sources
-   */
-  async getAggregatedMarketData(symbol: string): Promise<MarketDataSource[]> {
-    const result = await this.jsonRpc.call('market_data.aggregate', {
-      symbol
-    });
-
-    return result.map((data: any) => ({
-      name: data.name,
-      symbol: data.symbol,
-      price: data.price,
-      bid: data.bid,
-      ask: data.ask,
-      volume: data.volume,
-      latencyNs: data.latency_ns,
-      provider: data.provider
-    }));
-  }
-
-  /**
-   * Get recent liquidations
-   */
-  async getLiquidations(symbol: string, limit: number = 100): Promise<LiquidationInfo[]> {
-    const result = await this.jsonRpc.call('liquidations.get', {
-      symbol,
-      limit
-    });
-
-    return result.map((liq: any) => ({
-      userId: liq.user_id,
-      positionId: liq.position_id,
-      symbol: liq.symbol,
-      size: liq.size,
-      liquidationPrice: liq.liquidation_price,
-      markPrice: liq.mark_price,
-      status: liq.status,
-      timestamp: new Date(liq.timestamp)
-    }));
-  }
-
-  /**
-   * Get settlement batch information
-   */
-  async getSettlementBatch(batchId: number): Promise<SettlementBatch> {
-    const result = await this.jsonRpc.call('settlement.batch', {
-      batch_id: batchId
-    });
-
-    return {
-      batchId: result.batch_id,
-      orderIds: result.order_ids,
-      status: result.status,
-      txHash: result.tx_hash,
-      gasUsed: result.gas_used,
-      timestamp: new Date(result.timestamp)
-    };
-  }
-
-  /**
-   * Get margin information for a user
-   */
-  async getMarginInfo(userId: string): Promise<MarginInfo> {
-    const result = await this.jsonRpc.call('margin.info', {
-      user_id: userId
-    });
-
-    return {
-      userId: result.user_id,
-      initialMargin: result.initial_margin,
-      maintenanceMargin: result.maintenance_margin,
-      marginRatio: result.margin_ratio,
-      freeMargin: result.free_margin,
-      marginLevel: result.margin_level
-    };
-  }
-
-  /**
-   * Check liquidation risk for a user
-   */
-  async checkLiquidationRisk(userId: string): Promise<LiquidationRisk> {
-    const result = await this.jsonRpc.call('margin.liquidation_risk', {
-      user_id: userId
-    });
-
-    return {
-      userId: result.user_id,
-      riskLevel: result.risk_level,
-      marginLevel: result.margin_level,
-      liquidationPrice: result.liquidation_price,
-      timeToLiquidation: result.time_to_liquidation,
-      recommendations: result.recommendations || []
-    };
-  }
-
-  /**
-   * Get insurance fund status
-   */
-  async getInsuranceFundStatus(): Promise<InsuranceFundStatus> {
-    const result = await this.jsonRpc.call('insurance_fund.status');
-
-    return {
-      totalFund: result.total_fund,
-      availableFund: result.available_fund,
-      usedFund: result.used_fund,
-      pendingClaims: result.pending_claims,
-      lastUpdate: new Date(result.last_update)
-    };
-  }
-
-  /**
-   * Get list of available market data sources
-   */
-  async getMarketDataSources(): Promise<string[]> {
-    return await this.jsonRpc.call('market_data.sources');
-  }
-
-  /**
-   * Get comprehensive market statistics
-   */
-  async getMarketStats(symbol: string): Promise<MarketStats> {
-    const result = await this.jsonRpc.call('market.stats', {
-      symbol
-    });
-
-    return {
-      symbol: result.symbol,
-      volume24h: result.volume_24h,
-      high24h: result.high_24h,
-      low24h: result.low_24h,
-      priceChange24h: result.price_change_24h,
-      priceChangePercent24h: result.price_change_percent_24h,
-      openInterest: result.open_interest,
-      fundingRate: result.funding_rate,
-      nextFundingTime: new Date(result.next_funding_time)
-    };
-  }
-}
-
-export class LiquidationMonitor {
-  private ws: WebSocket | null;
-  private callbacks: Map<string, Function[]> = new Map();
-
-  constructor(wsConnection: WebSocket | null) {
-    this.ws = wsConnection;
-  }
-
-  /**
-   * Set WebSocket connection
-   */
-  setWebSocket(ws: WebSocket): void {
-    this.ws = ws;
-  }
-
-  /**
-   * Subscribe to liquidation events
-   */
-  subscribeLiquidations(callback: (liquidation: LiquidationInfo) => void): void {
-    if (!this.callbacks.has('liquidations')) {
-      this.callbacks.set('liquidations', []);
-    }
-    this.callbacks.get('liquidations')!.push(callback);
-
-    if (this.ws && this.ws.readyState === WebSocket.OPEN) {
-      this.ws.send(JSON.stringify({
-        type: 'subscribe',
-        channel: 'liquidations'
-      }));
-    }
-  }
-
-  /**
-   * Subscribe to settlement events
-   */
-  subscribeSettlements(callback: (settlement: SettlementBatch) => void): void {
-    if (!this.callbacks.has('settlements')) {
-      this.callbacks.set('settlements', []);
-    }
-    this.callbacks.get('settlements')!.push(callback);
-
-    if (this.ws && this.ws.readyState === WebSocket.OPEN) {
-      this.ws.send(JSON.stringify({
-        type: 'subscribe',
-        channel: 'settlements'
-      }));
-    }
-  }
-
-  /**
-   * Subscribe to margin call events for a user
-   */
-  subscribeMarginCalls(userId: string, callback: (marginCall: any) => void): void {
-    const channel = `margin_calls:${userId}`;
-    if (!this.callbacks.has(channel)) {
-      this.callbacks.set(channel, []);
-    }
-    this.callbacks.get(channel)!.push(callback);
-
-    if (this.ws && this.ws.readyState === WebSocket.OPEN) {
-      this.ws.send(JSON.stringify({
-        type: 'subscribe',
-        channel
-      }));
-    }
-  }
-
-  /**
-   * Unsubscribe from a channel
-   */
-  unsubscribe(channel: string): void {
-    this.callbacks.delete(channel);
-
-    if (this.ws && this.ws.readyState === WebSocket.OPEN) {
-      this.ws.send(JSON.stringify({
-        type: 'unsubscribe',
-        channel
-      }));
-    }
-  }
-
-  /**
-   * Handle incoming message
-   */
-  handleMessage(channel: string, data: any): void {
-    const callbacks = this.callbacks.get(channel);
-    if (callbacks) {
-      callbacks.forEach(cb => cb(data));
-    }
-  }
-}
-
-/**
- * Market data sources supported by LX
- */
-export const MarketDataProviders = {
-  ALPACA: 'alpaca',
-  NYSE_ARCA: 'nyse_arca',
-  IEX_CLOUD: 'iex',
-  POLYGON: 'polygon',
-  CME_GROUP: 'cme',
-  REFINITIV: 'refinitiv',
-  ICE_DATA: 'ice',
-  BLOOMBERG: 'bloomberg',
-  NASDAQ_TOTALVIEW: 'nasdaq',
-  COINBASE_PRO: 'coinbase'
-} as const;
-
-export type MarketDataProvider = typeof MarketDataProviders[keyof typeof MarketDataProviders];

package/tsconfig.json

@@ -1,19 +0,0 @@
-{
-  "compilerOptions": {
-    "target": "ES2020",
-    "module": "commonjs",
-    "lib": ["ES2020"],
-    "declaration": true,
-    "declarationMap": true,
-    "outDir": "./dist",
-    "rootDir": "./src",
-    "strict": true,
-    "esModuleInterop": true,
-    "skipLibCheck": true,
-    "forceConsistentCasingInFileNames": true,
-    "resolveJsonModule": true,
-    "moduleResolution": "node"
-  },
-  "include": ["src/**/*"],
-  "exclude": ["node_modules", "dist"]
-}