@metaflux/fluxaction 0.1.3 → 0.1.5
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/core/RiskManager.js +9 -3
- package/dist/core/exchange.js +2 -1
- package/dist/core/logicalOrders.js +2 -1
- package/dist/core/results.js +2 -1
- package/dist/exchanges/GateSpotAdapter.js +29 -15
- package/dist/index.js +17 -9
- package/package.json +1 -2
- package/tsconfig.json +3 -4
package/dist/core/RiskManager.js
CHANGED
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@@ -1,4 +1,7 @@
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-
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.RiskManager = void 0;
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class RiskManager {
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constructor(cfg) {
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this.orders = new Map();
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this.started = false;
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@@ -50,10 +53,11 @@ export class RiskManager {
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return [...this.orders.values()];
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}
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startPolling() {
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var _a;
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if (this.started)
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return;
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this.started = true;
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-
const interval = this.cfg.pollIntervalMs
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const interval = (_a = this.cfg.pollIntervalMs) !== null && _a !== void 0 ? _a : 3000;
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setInterval(() => {
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this.tick().catch((e) => {
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console.error('[RiskManager] tick error', e);
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@@ -127,6 +131,7 @@ export class RiskManager {
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}
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}
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async executeAndClear(ex, o, price) {
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var _a, _b;
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console.log('[RiskManager] EXIT', {
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exchangeId: ex.id,
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symbol: o.symbol,
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@@ -145,7 +150,7 @@ export class RiskManager {
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}
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const bal = await ex.fetchBalance();
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const base = o.symbol.split('/')[0];
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-
const free = bal[base]
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const free = (_b = (_a = bal[base]) === null || _a === void 0 ? void 0 : _a.free) !== null && _b !== void 0 ? _b : 0;
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const rawQty = Math.min(o.qty, free * 0.995);
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if (rawQty <= 0) {
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console.warn('[RiskManager] skip exit: qty <= 0', { symbol: o.symbol, base, free, requested: o.qty });
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@@ -177,3 +182,4 @@ export class RiskManager {
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}
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}
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}
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exports.RiskManager = RiskManager;
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package/dist/core/exchange.js
CHANGED
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@@ -1 +1,2 @@
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-
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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@@ -1 +1,2 @@
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-
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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package/dist/core/results.js
CHANGED
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@@ -1 +1,2 @@
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-
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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@@ -1,9 +1,16 @@
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"use strict";
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var __importDefault = (this && this.__importDefault) || function (mod) {
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return (mod && mod.__esModule) ? mod : { "default": mod };
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.GateSpotAdapter = void 0;
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const ccxt_1 = __importDefault(require("ccxt"));
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class GateSpotAdapter {
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constructor(cfg) {
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var _a;
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this.id = cfg.id;
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-
this.label = cfg.label
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this.ex = new
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this.label = (_a = cfg.label) !== null && _a !== void 0 ? _a : 'gate-spot';
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this.ex = new ccxt_1.default.gateio({
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apiKey: cfg.apiKey,
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secret: cfg.secret,
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enableRateLimit: true,
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@@ -29,14 +36,16 @@ export class GateSpotAdapter {
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await this.ex.loadMarkets();
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}
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hasSpotMarket(symbol) {
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var _a;
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const m = (_a = this.ex.markets) === null || _a === void 0 ? void 0 : _a[symbol];
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return !!m && m.type === 'spot';
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}
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hasFuturesMarket() {
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return false;
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}
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getMarket(symbol) {
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-
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var _a, _b, _c, _d, _e, _f, _g;
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const m = (_a = this.ex.markets) === null || _a === void 0 ? void 0 : _a[symbol];
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if (!m)
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return undefined;
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return {
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@@ -44,26 +53,29 @@ export class GateSpotAdapter {
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base: m.base,
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quote: m.quote,
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type: m.type,
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precisionAmount: m.precision
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precisionPrice: m.precision
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minCost: m.limits
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minAmount: m.limits
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precisionAmount: (_b = m.precision) === null || _b === void 0 ? void 0 : _b.amount,
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precisionPrice: (_c = m.precision) === null || _c === void 0 ? void 0 : _c.price,
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minCost: (_e = (_d = m.limits) === null || _d === void 0 ? void 0 : _d.cost) === null || _e === void 0 ? void 0 : _e.min,
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minAmount: (_g = (_f = m.limits) === null || _f === void 0 ? void 0 : _f.amount) === null || _g === void 0 ? void 0 : _g.min,
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};
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}
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roundAmount(symbol, amount) {
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var _a;
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const m = (_a = this.ex.markets) === null || _a === void 0 ? void 0 : _a[symbol];
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if (!m)
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return amount;
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return Number(this.ex.amountToPrecision(symbol, amount));
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}
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roundPrice(symbol, price) {
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var _a;
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const m = (_a = this.ex.markets) === null || _a === void 0 ? void 0 : _a[symbol];
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if (!m)
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return price;
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return Number(this.ex.priceToPrecision(symbol, price));
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}
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mapOrder(symbol, o) {
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var _a, _b;
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const price = (_b = (_a = o.price) !== null && _a !== void 0 ? _a : o.average) !== null && _b !== void 0 ? _b : o.avgPrice;
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let baseAmount;
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if (price && o.cost) {
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baseAmount = o.cost / price;
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@@ -89,8 +101,9 @@ export class GateSpotAdapter {
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};
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}
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async fetchTicker(symbol) {
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var _a;
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const t = await this.ex.fetchTicker(symbol);
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return { last: t.last
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return { last: (_a = t.last) !== null && _a !== void 0 ? _a : 0 };
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}
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async fetchBalance() {
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const bal = await this.ex.fetchBalance();
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@@ -109,7 +122,7 @@ export class GateSpotAdapter {
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throw new Error(`gate-spot invalid price for ${symbol}: ${ticker.last}`);
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}
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const m = this.getMarket(symbol);
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if (m
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if ((m === null || m === void 0 ? void 0 : m.minCost) && quoteCost < m.minCost) {
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throw new Error(`gate-spot buy violates minCost: ${quoteCost} < ${m.minCost} ${m.quote}`);
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}
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const order = await this.ex.createMarketBuyOrderWithCost(symbol, quoteCost, {
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@@ -144,3 +157,4 @@ export class GateSpotAdapter {
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return [];
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}
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}
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exports.GateSpotAdapter = GateSpotAdapter;
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package/dist/index.js
CHANGED
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@@ -1,19 +1,23 @@
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.GateSpotAdapter = exports.RiskManager = exports.FluxAction = void 0;
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const RiskManager_1 = require("./core/RiskManager");
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const GateSpotAdapter_1 = require("./exchanges/GateSpotAdapter");
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class FluxAction {
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constructor(cfg) {
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var _a;
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this.adapters = {};
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if (cfg.gate) {
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const gate = new GateSpotAdapter({
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const gate = new GateSpotAdapter_1.GateSpotAdapter({
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id: 'gate-spot',
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apiKey: cfg.gate.apiKey,
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secret: cfg.gate.secret,
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});
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this.adapters[gate.id] = gate;
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}
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this.risk = new RiskManager({
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this.risk = new RiskManager_1.RiskManager({
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exchanges: this.adapters,
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pollIntervalMs: cfg.risk
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pollIntervalMs: (_a = cfg.risk) === null || _a === void 0 ? void 0 : _a.pollIntervalMs,
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});
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}
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async init() {
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@@ -23,12 +27,13 @@ export class FluxAction {
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return this.adapters[id];
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}
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async openSpotPosition(params) {
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var _a;
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const ex = this.requireExchange(params.exchangeId);
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const order = await ex.marketBuySpot(params.symbol, params.quoteCost);
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return {
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orderId: order.id,
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filledBase: order.amount,
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avgPrice: order.price
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avgPrice: (_a = order.price) !== null && _a !== void 0 ? _a : 0,
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};
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}
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async closeSpotMarket(params) {
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@@ -66,5 +71,8 @@ export class FluxAction {
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return ex;
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}
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}
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exports.FluxAction = FluxAction;
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var RiskManager_2 = require("./core/RiskManager");
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Object.defineProperty(exports, "RiskManager", { enumerable: true, get: function () { return RiskManager_2.RiskManager; } });
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var GateSpotAdapter_2 = require("./exchanges/GateSpotAdapter");
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Object.defineProperty(exports, "GateSpotAdapter", { enumerable: true, get: function () { return GateSpotAdapter_2.GateSpotAdapter; } });
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package/package.json
CHANGED
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{
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"name": "@metaflux/fluxaction",
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"version": "0.1.
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"version": "0.1.5",
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"description": "Programmatic spot trading actions (TP/SL/trailing) for crypto exchanges",
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"main": "dist/index.js",
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"module": "dist/index.js",
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"types": "dist/index.d.ts",
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"publishConfig": {
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"access": "public"
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package/tsconfig.json
CHANGED
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{
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"compilerOptions": {
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"target": "
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"module": "
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"target": "ES2019",
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"module": "CommonJS",
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"moduleResolution": "Node",
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"declaration": true,
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"outDir": "dist",
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"rootDir": "src",
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"strict": true,
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"esModuleInterop": true,
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"
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"strict": true,
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"skipLibCheck": true
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},
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"include": ["src"]
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