@solncebro/exchange-engine 0.1.0

package/dist/http/BinanceSpotHttpClient.js

@@ -0,0 +1,98 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BinanceSpotHttpClient = void 0;
+const binanceAuth_1 = require("../auth/binanceAuth");
+const binance_1 = require("../constants/binance");
+const BaseHttpClient_1 = require("./BaseHttpClient");
+class BinanceSpotHttpClient extends BaseHttpClient_1.BaseHttpClient {
+    secret;
+    constructor(apiKey, secret, logger) {
+        super(binance_1.BINANCE_SPOT_BASE_URL, apiKey, logger, binance_1.BINANCE_REQUEST_TIMEOUT);
+        this.secret = secret;
+    }
+    async fetchExchangeInfo() {
+        return this.get('/api/v3/exchangeInfo');
+    }
+    async fetchTickers() {
+        return this.get('/api/v3/ticker/24hr');
+    }
+    async fetchOrderBook(symbol, limit) {
+        const params = { symbol };
+        if (limit !== undefined) {
+            params.limit = limit;
+        }
+        return this.get('/api/v3/depth', params);
+    }
+    async fetchKlines(symbol, interval, options) {
+        const params = { symbol, interval };
+        if (options?.startTime !== undefined) {
+            params.startTime = options.startTime;
+        }
+        if (options?.endTime !== undefined) {
+            params.endTime = options.endTime;
+        }
+        if (options?.limit !== undefined) {
+            params.limit = options.limit;
+        }
+        return this.get('/api/v3/klines', params);
+    }
+    async fetchTrades(symbol, limit) {
+        const params = { symbol };
+        if (limit !== undefined) {
+            params.limit = limit;
+        }
+        return this.get('/api/v3/trades', params);
+    }
+    async createOrder(params) {
+        const signedParams = (0, binanceAuth_1.buildBinanceSignedParams)({
+            params: params,
+            secret: this.secret,
+        });
+        const headers = (0, binanceAuth_1.buildBinanceAuthHeaders)(this.apiKey);
+        return this.post('/api/v3/order', signedParams, headers);
+    }
+    async cancelOrder(symbol, orderId) {
+        const signedParams = (0, binanceAuth_1.buildBinanceSignedParams)({
+            params: { symbol, orderId },
+            secret: this.secret,
+        });
+        const headers = (0, binanceAuth_1.buildBinanceAuthHeaders)(this.apiKey);
+        return this.delete('/api/v3/order', signedParams, headers);
+    }
+    async getOrder(symbol, orderId) {
+        const signedParams = (0, binanceAuth_1.buildBinanceSignedParams)({
+            params: { symbol, orderId },
+            secret: this.secret,
+        });
+        const headers = (0, binanceAuth_1.buildBinanceAuthHeaders)(this.apiKey);
+        return this.get('/api/v3/order', signedParams, headers);
+    }
+    async getOpenOrders(symbol) {
+        const rawParams = {};
+        if (symbol !== undefined) {
+            rawParams.symbol = symbol;
+        }
+        const signedParams = (0, binanceAuth_1.buildBinanceSignedParams)({ params: rawParams, secret: this.secret });
+        const headers = (0, binanceAuth_1.buildBinanceAuthHeaders)(this.apiKey);
+        return this.get('/api/v3/openOrders', signedParams, headers);
+    }
+    async fetchAccount() {
+        const signedParams = (0, binanceAuth_1.buildBinanceSignedParams)({ params: {}, secret: this.secret });
+        const headers = (0, binanceAuth_1.buildBinanceAuthHeaders)(this.apiKey);
+        return this.get('/api/v3/account', signedParams, headers);
+    }
+    async createListenKey() {
+        const headers = (0, binanceAuth_1.buildBinanceAuthHeaders)(this.apiKey);
+        return this.post('/api/v3/userDataStream', {}, headers);
+    }
+    async keepAliveListenKey(listenKey) {
+        const headers = (0, binanceAuth_1.buildBinanceAuthHeaders)(this.apiKey);
+        await this.put('/api/v3/userDataStream', { listenKey }, headers);
+    }
+    async deleteListenKey(listenKey) {
+        const headers = (0, binanceAuth_1.buildBinanceAuthHeaders)(this.apiKey);
+        await this.delete('/api/v3/userDataStream', { listenKey }, headers);
+    }
+}
+exports.BinanceSpotHttpClient = BinanceSpotHttpClient;
+//# sourceMappingURL=BinanceSpotHttpClient.js.map

package/dist/http/BinanceSpotHttpClient.js.map

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package/dist/http/BybitHttpClient.d.ts

@@ -0,0 +1,143 @@
+import { ExchangeLogger } from '../types/common';
+import { BaseHttpClient } from './BaseHttpClient';
+export declare class BybitHttpClient extends BaseHttpClient {
+    private readonly secret;
+    constructor(apiKey: string, secret: string, logger: ExchangeLogger);
+    private buildAuthHeaders;
+    private toQueryString;
+    fetchInstrumentsInfo(category: string, options?: {
+        symbol?: string;
+    }): Promise<{
+        result: {
+            list: Array<Record<string, unknown>>;
+        };
+    }>;
+    fetchTickers(category: string, options?: {
+        symbol?: string;
+    }): Promise<{
+        result: {
+            list: Array<Record<string, unknown>>;
+        };
+    }>;
+    fetchOrderBook(category: string, symbol: string, limit?: number): Promise<{
+        result: {
+            a: string[][];
+            b: string[][];
+        };
+    }>;
+    fetchKline(category: string, symbol: string, interval: string, options?: {
+        startTime?: number;
+        endTime?: number;
+        limit?: number;
+    }): Promise<{
+        result: {
+            list: string[][];
+        };
+    }>;
+    fetchFundingHistory(category: string, symbol: string, options?: {
+        startTime?: number;
+        endTime?: number;
+        limit?: number;
+    }): Promise<{
+        result: {
+            list: Array<Record<string, unknown>>;
+        };
+    }>;
+    fetchOpenInterest(category: string, symbol: string, options?: {
+        period?: string;
+        limit?: number;
+    }): Promise<{
+        result: {
+            list: Array<Record<string, unknown>>;
+        };
+    }>;
+    fetchRecentTrades(category: string, symbol: string, limit?: number): Promise<{
+        result: {
+            list: Array<Record<string, unknown>>;
+        };
+    }>;
+    createOrder(params: Record<string, unknown>): Promise<{
+        result: {
+            orderId: string;
+        };
+    }>;
+    amendOrder(params: Record<string, unknown>): Promise<{
+        result: Record<string, unknown>;
+    }>;
+    cancelOrder(params: Record<string, unknown>): Promise<{
+        result: Record<string, unknown>;
+    }>;
+    cancelAllOrders(category: string, symbol?: string): Promise<{
+        result: {
+            list: Array<Record<string, unknown>>;
+        };
+    }>;
+    getOpenOrders(category: string, options?: {
+        symbol?: string;
+        limit?: number;
+    }): Promise<{
+        result: {
+            list: Array<Record<string, unknown>>;
+        };
+    }>;
+    getOrderHistory(category: string, options?: {
+        symbol?: string;
+        limit?: number;
+    }): Promise<{
+        result: {
+            list: Array<Record<string, unknown>>;
+        };
+    }>;
+    createBatchOrders(category: string, requestList: Array<Record<string, unknown>>): Promise<{
+        result: {
+            list: Array<Record<string, unknown>>;
+        };
+    }>;
+    cancelBatchOrders(category: string, requestList: Array<Record<string, unknown>>): Promise<{
+        result: {
+            list: Array<Record<string, unknown>>;
+        };
+    }>;
+    getPositionList(category: string, options?: {
+        symbol?: string;
+        limit?: number;
+    }): Promise<{
+        result: {
+            list: Array<Record<string, unknown>>;
+        };
+    }>;
+    setLeverage(category: string, symbol: string, buyLeverage: number, sellLeverage: number): Promise<Record<string, unknown>>;
+    switchIsolated(category: string, symbol: string, tradeMode: number, buyLeverage: number, sellLeverage: number): Promise<Record<string, unknown>>;
+    setTradingStop(params: Record<string, unknown>): Promise<Record<string, unknown>>;
+    getClosedPnl(category: string, options?: {
+        symbol?: string;
+        limit?: number;
+    }): Promise<{
+        result: {
+            list: Array<Record<string, unknown>>;
+        };
+    }>;
+    fetchWalletBalance(accountType: string): Promise<{
+        result: {
+            list: Array<Record<string, unknown>>;
+        };
+    }>;
+    fetchAccountInfo(): Promise<{
+        result: Record<string, unknown>;
+    }>;
+    fetchFeeRate(category: string, options?: {
+        symbol?: string;
+    }): Promise<{
+        result: Record<string, unknown>;
+    }>;
+    setMarginMode(mode: string): Promise<Record<string, unknown>>;
+    fetchTransactionLog(options?: {
+        category?: string;
+        limit?: number;
+    }): Promise<{
+        result: {
+            list: Array<Record<string, unknown>>;
+        };
+    }>;
+}
+//# sourceMappingURL=BybitHttpClient.d.ts.map

package/dist/http/BybitHttpClient.d.ts.map

@@ -0,0 +1 @@
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package/dist/http/BybitHttpClient.js

@@ -0,0 +1,233 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BybitHttpClient = void 0;
+const bybitAuth_1 = require("../auth/bybitAuth");
+const bybit_1 = require("../constants/bybit");
+const BaseHttpClient_1 = require("./BaseHttpClient");
+class BybitHttpClient extends BaseHttpClient_1.BaseHttpClient {
+    secret;
+    constructor(apiKey, secret, logger) {
+        super(bybit_1.BYBIT_BASE_URL, apiKey, logger, bybit_1.BYBIT_REQUEST_TIMEOUT);
+        this.secret = secret;
+    }
+    buildAuthHeaders(payload) {
+        return (0, bybitAuth_1.buildBybitAuthHeaders)({
+            apiKey: this.apiKey,
+            secret: this.secret,
+            timestamp: Date.now(),
+            payload,
+        });
+    }
+    toQueryString(params) {
+        const urlParams = new URLSearchParams();
+        for (const [k, v] of Object.entries(params)) {
+            urlParams.append(k, String(v));
+        }
+        return urlParams.toString();
+    }
+    async fetchInstrumentsInfo(category, options) {
+        const params = { category };
+        if (options?.symbol !== undefined) {
+            params.symbol = options.symbol;
+        }
+        const headers = this.buildAuthHeaders(this.toQueryString(params));
+        return this.get('/v5/market/instruments-info', params, headers);
+    }
+    async fetchTickers(category, options) {
+        const params = { category };
+        if (options?.symbol !== undefined) {
+            params.symbol = options.symbol;
+        }
+        const headers = this.buildAuthHeaders(this.toQueryString(params));
+        return this.get('/v5/market/tickers', params, headers);
+    }
+    async fetchOrderBook(category, symbol, limit) {
+        const params = { category, symbol };
+        if (limit !== undefined) {
+            params.limit = limit;
+        }
+        const headers = this.buildAuthHeaders(this.toQueryString(params));
+        return this.get('/v5/market/orderbook', params, headers);
+    }
+    async fetchKline(category, symbol, interval, options) {
+        const params = { category, symbol, interval };
+        if (options?.startTime !== undefined) {
+            params.startTime = options.startTime;
+        }
+        if (options?.endTime !== undefined) {
+            params.endTime = options.endTime;
+        }
+        if (options?.limit !== undefined) {
+            params.limit = options.limit;
+        }
+        const headers = this.buildAuthHeaders(this.toQueryString(params));
+        return this.get('/v5/market/kline', params, headers);
+    }
+    async fetchFundingHistory(category, symbol, options) {
+        const params = { category, symbol };
+        if (options?.startTime !== undefined) {
+            params.startTime = options.startTime;
+        }
+        if (options?.endTime !== undefined) {
+            params.endTime = options.endTime;
+        }
+        if (options?.limit !== undefined) {
+            params.limit = options.limit;
+        }
+        const headers = this.buildAuthHeaders(this.toQueryString(params));
+        return this.get('/v5/market/funding/history', params, headers);
+    }
+    async fetchOpenInterest(category, symbol, options) {
+        const params = { category, symbol };
+        if (options?.period !== undefined) {
+            params.period = options.period;
+        }
+        if (options?.limit !== undefined) {
+            params.limit = options.limit;
+        }
+        const headers = this.buildAuthHeaders(this.toQueryString(params));
+        return this.get('/v5/market/open-interest', params, headers);
+    }
+    async fetchRecentTrades(category, symbol, limit) {
+        const params = { category, symbol };
+        if (limit !== undefined) {
+            params.limit = limit;
+        }
+        const headers = this.buildAuthHeaders(this.toQueryString(params));
+        return this.get('/v5/market/recent-trade', params, headers);
+    }
+    async createOrder(params) {
+        const body = params;
+        const headers = this.buildAuthHeaders(JSON.stringify(body));
+        return this.post('/v5/order/create', body, headers);
+    }
+    async amendOrder(params) {
+        const body = params;
+        const headers = this.buildAuthHeaders(JSON.stringify(body));
+        return this.post('/v5/order/amend', body, headers);
+    }
+    async cancelOrder(params) {
+        const body = params;
+        const headers = this.buildAuthHeaders(JSON.stringify(body));
+        return this.post('/v5/order/cancel', body, headers);
+    }
+    async cancelAllOrders(category, symbol) {
+        const body = { category };
+        if (symbol !== undefined) {
+            body.symbol = symbol;
+        }
+        const headers = this.buildAuthHeaders(JSON.stringify(body));
+        return this.post('/v5/order/cancel-all', body, headers);
+    }
+    async getOpenOrders(category, options) {
+        const params = { category };
+        if (options?.symbol !== undefined) {
+            params.symbol = options.symbol;
+        }
+        if (options?.limit !== undefined) {
+            params.limit = options.limit;
+        }
+        const headers = this.buildAuthHeaders(this.toQueryString(params));
+        return this.get('/v5/order/realtime', params, headers);
+    }
+    async getOrderHistory(category, options) {
+        const params = { category };
+        if (options?.symbol !== undefined) {
+            params.symbol = options.symbol;
+        }
+        if (options?.limit !== undefined) {
+            params.limit = options.limit;
+        }
+        const headers = this.buildAuthHeaders(this.toQueryString(params));
+        return this.get('/v5/order/history', params, headers);
+    }
+    async createBatchOrders(category, requestList) {
+        const body = { category, request: requestList };
+        const headers = this.buildAuthHeaders(JSON.stringify(body));
+        return this.post('/v5/order/create-batch', body, headers);
+    }
+    async cancelBatchOrders(category, requestList) {
+        const body = { category, request: requestList };
+        const headers = this.buildAuthHeaders(JSON.stringify(body));
+        return this.post('/v5/order/cancel-batch', body, headers);
+    }
+    async getPositionList(category, options) {
+        const params = { category };
+        if (options?.symbol !== undefined) {
+            params.symbol = options.symbol;
+        }
+        if (options?.limit !== undefined) {
+            params.limit = options.limit;
+        }
+        const headers = this.buildAuthHeaders(this.toQueryString(params));
+        return this.get('/v5/position/list', params, headers);
+    }
+    async setLeverage(category, symbol, buyLeverage, sellLeverage) {
+        const body = { category, symbol, buyLeverage: String(buyLeverage), sellLeverage: String(sellLeverage) };
+        const headers = this.buildAuthHeaders(JSON.stringify(body));
+        return this.post('/v5/position/set-leverage', body, headers);
+    }
+    async switchIsolated(category, symbol, tradeMode, buyLeverage, sellLeverage) {
+        const body = {
+            category,
+            symbol,
+            tradeMode,
+            buyLeverage: String(buyLeverage),
+            sellLeverage: String(sellLeverage),
+        };
+        const headers = this.buildAuthHeaders(JSON.stringify(body));
+        return this.post('/v5/position/switch-isolated', body, headers);
+    }
+    async setTradingStop(params) {
+        const body = params;
+        const headers = this.buildAuthHeaders(JSON.stringify(body));
+        return this.post('/v5/position/trading-stop', body, headers);
+    }
+    async getClosedPnl(category, options) {
+        const params = { category };
+        if (options?.symbol !== undefined) {
+            params.symbol = options.symbol;
+        }
+        if (options?.limit !== undefined) {
+            params.limit = options.limit;
+        }
+        const headers = this.buildAuthHeaders(this.toQueryString(params));
+        return this.get('/v5/position/closed-pnl', params, headers);
+    }
+    async fetchWalletBalance(accountType) {
+        const params = { accountType };
+        const headers = this.buildAuthHeaders(this.toQueryString(params));
+        return this.get('/v5/account/wallet-balance', params, headers);
+    }
+    async fetchAccountInfo() {
+        const params = {};
+        const headers = this.buildAuthHeaders(this.toQueryString(params));
+        return this.get('/v5/account/info', params, headers);
+    }
+    async fetchFeeRate(category, options) {
+        const params = { category };
+        if (options?.symbol !== undefined) {
+            params.symbol = options.symbol;
+        }
+        const headers = this.buildAuthHeaders(this.toQueryString(params));
+        return this.get('/v5/account/fee-rate', params, headers);
+    }
+    async setMarginMode(mode) {
+        const body = { setMarginMode: mode };
+        const headers = this.buildAuthHeaders(JSON.stringify(body));
+        return this.post('/v5/account/set-margin-mode', body, headers);
+    }
+    async fetchTransactionLog(options) {
+        const params = {};
+        if (options?.category !== undefined) {
+            params.category = options.category;
+        }
+        if (options?.limit !== undefined) {
+            params.limit = options.limit;
+        }
+        const headers = this.buildAuthHeaders(this.toQueryString(params));
+        return this.get('/v5/account/transaction-log', params, headers);
+    }
+}
+exports.BybitHttpClient = BybitHttpClient;
+//# sourceMappingURL=BybitHttpClient.js.map

package/dist/http/BybitHttpClient.js.map

@@ -0,0 +1 @@
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package/dist/index.d.ts

@@ -0,0 +1,4 @@
+export { Exchange } from './exchanges/Exchange';
+export type { ExchangeClient, ExchangeArgs, CreateOrderWsArgs, FetchKlinesArgs, SubscribeKlinesArgs, } from './types/exchange';
+export type { ExchangeName, OrderSide, OrderType, MarginMode, PositionSide, MarketType, TimeInForce, KlineInterval, ExchangeConfig, ExchangeLogger, Ticker, TickerBySymbol, Kline, Market, MarketBySymbol, MarketFilter, Position, Order, Balance, BalanceByAsset, } from './types/common';
+//# sourceMappingURL=index.d.ts.map

package/dist/index.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,sBAAsB,CAAC;AAEhD,YAAY,EACV,cAAc,EACd,YAAY,EACZ,iBAAiB,EACjB,eAAe,EACf,mBAAmB,GACpB,MAAM,kBAAkB,CAAC;AAE1B,YAAY,EACV,YAAY,EACZ,SAAS,EACT,SAAS,EACT,UAAU,EACV,YAAY,EACZ,UAAU,EACV,WAAW,EACX,aAAa,EACb,cAAc,EACd,cAAc,EACd,MAAM,EACN,cAAc,EACd,KAAK,EACL,MAAM,EACN,cAAc,EACd,YAAY,EACZ,QAAQ,EACR,KAAK,EACL,OAAO,EACP,cAAc,GACf,MAAM,gBAAgB,CAAC"}

package/dist/index.js

@@ -0,0 +1,6 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.Exchange = void 0;
+var Exchange_1 = require("./exchanges/Exchange");
+Object.defineProperty(exports, "Exchange", { enumerable: true, get: function () { return Exchange_1.Exchange; } });
+//# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;AAAA,iDAAgD;AAAvC,oGAAA,QAAQ,OAAA"}

package/dist/normalizers/binanceNormalizer.d.ts

@@ -0,0 +1,79 @@
+import { TickerBySymbol, Kline, MarketBySymbol, Position, Order, BalanceByAsset } from '../types/common';
+interface BinanceRawFilter {
+    filterType: string;
+    tickSize?: string;
+    stepSize?: string;
+    minQty?: string;
+    maxQty?: string;
+    minNotional?: string;
+    notional?: string;
+}
+interface BinanceRawSymbol {
+    symbol: string;
+    status: string;
+    baseAsset: string;
+    quoteAsset: string;
+    contractType?: string;
+    marginAsset?: string;
+    filters: BinanceRawFilter[];
+}
+export interface BinanceRawExchangeInfo {
+    symbols: BinanceRawSymbol[];
+}
+export interface BinanceRawTicker24hr {
+    symbol: string;
+    lastPrice: string;
+    priceChangePercent: string;
+    time: number;
+}
+export interface BinanceRawWsKline {
+    t: number;
+    o: string;
+    h: string;
+    l: string;
+    c: string;
+    v: string;
+    T: number;
+    q: string;
+    n: number;
+}
+export interface BinanceRawPositionRisk {
+    symbol: string;
+    positionSide: string;
+    positionAmt: string;
+    entryPrice: string;
+    markPrice: string;
+    unRealizedProfit: string;
+    leverage: string;
+    marginType: string;
+    liquidationPrice: string;
+    notional: string;
+    isolatedMargin: string;
+}
+export interface BinanceRawOrderResponse {
+    orderId: number;
+    symbol: string;
+    side: string;
+    type: string;
+    origQty: string;
+    price: string;
+    status: string;
+    updateTime: number;
+}
+interface BinanceRawBalance {
+    asset: string;
+    free: string;
+    locked: string;
+}
+export interface BinanceRawAccount {
+    balances: BinanceRawBalance[];
+}
+export declare function normalizeBinanceMarkets(raw: BinanceRawExchangeInfo): MarketBySymbol;
+export declare function normalizeBinanceTickers(rawList: BinanceRawTicker24hr[]): TickerBySymbol;
+export declare function normalizeBinanceKlines(rawList: unknown[][]): Kline[];
+export declare function normalizeBinanceKlineWsMessage(raw: BinanceRawWsKline): Kline;
+export declare function normalizeBinancePosition(raw: BinanceRawPositionRisk): Position;
+export declare function normalizeBinanceOrder(raw: BinanceRawOrderResponse): Order;
+export declare function normalizeBinanceBalance(raw: BinanceRawAccount): BalanceByAsset;
+export {};
+//# sourceMappingURL=binanceNormalizer.d.ts.map

package/dist/normalizers/binanceNormalizer.d.ts.map

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