@solncebro/exchange-engine 0.1.1 → 0.1.2

package/CHANGELOG.md

@@ -5,6 +5,22 @@ All notable changes to this project will be documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## [0.1.2] - 2026-03-03
+
+### Added
+- Test suite: 204 tests (Jest + ts-jest) covering auth, HTTP clients, normalizers, WebSocket utils, exchange clients, precision formatting, and public exports
+- HTTP retry for GET requests with exponential backoff
+- `package.json` exports map and `sideEffects: false` for tree-shaking support
+- Test gate in `prepublishOnly` script
+
+### Fixed
+- README: corrected Kline field names (`openTimestamp`/`closeTimestamp`), Map API for markets, `FetchKlinesArgs` parameter type
+
+### Internal
+- Utility modules: `crypto.ts`, `httpParams.ts`, `klineLoader.ts`
+- WebSocket helpers: `binanceWsUtils.ts`, `bybitWsUtils.ts`
+- Base classes: `BaseExchangeClient`, `BinanceBaseClient`, `BinanceBaseHttpClient`
+
 ## [0.1.0] - 2026-02-25
 
 ### Added
@@ -51,4 +67,5 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - Private endpoints (balance, position, orders) require valid credentials
 - WebSocket subscriptions are stateless and can be re-established on reconnect
 
+[0.1.2]: https://github.com/solncebro/exchange-engine/releases/tag/v0.1.2
 [0.1.0]: https://github.com/solncebro/exchange-engine/releases/tag/v0.1.0

package/README.md

@@ -37,7 +37,7 @@ await exchange.futures.loadMarkets();
 
 // Fetch historical klines
 const klines = await exchange.futures.fetchKlines('BTCUSDT', '1h', { limit: 100 });
-console.log(klines[0]); // { openTime, open, high, low, close, volume, ... }
+console.log(klines[0]); // { openTimestamp, open, high, low, close, volume, ... }
 
 // Get current tickers
 const tickers = await exchange.futures.fetchTickers();
@@ -47,7 +47,7 @@ exchange.futures.subscribeKlines({
   symbol: 'BTCUSDT',
   interval: '1m',
   handler: (kline) => {
-    console.log(`[${kline.openTime}] ${kline.close}`);
+    console.log(`[${kline.openTimestamp}] ${kline.close}`);
   },
 });
 
@@ -102,7 +102,7 @@ All four classes (BinanceFutures, BinanceSpot, BybitLinear, BybitSpot) implement
 await client.loadMarkets(reload?: boolean): Promise<MarketBySymbol>;
 
 // Get all markets (already loaded)
-const markets = client.markets; // Record<string, Market>
+const markets = client.markets; // Map<string, Market>
 
 // Fetch current ticker prices
 await client.fetchTickers(): Promise<TickerBySymbol>;
@@ -111,7 +111,7 @@ await client.fetchTickers(): Promise<TickerBySymbol>;
 await client.fetchKlines(
   symbol: string,
   interval: KlineInterval,
-  opts?: { limit?: number; startTime?: number; endTime?: number }
+  options?: FetchKlinesArgs
 ): Promise<Kline[]>;
 
 // Get account balance
@@ -176,13 +176,13 @@ All types are normalized across exchanges. No raw exchange formats leak out.
 ```typescript
 // Candlestick
 interface Kline {
-  openTime: number;
+  openTimestamp: number;
   open: number;
   high: number;
   low: number;
   close: number;
   volume: number;
-  closeTime: number;
+  closeTimestamp: number;
   quoteVolume: number;
   trades: number;
 }
@@ -314,7 +314,7 @@ These differences are transparent — the same code works for both.
 2. **Reuse markets** — call `loadMarkets()` once at startup
    ```typescript
    await client.loadMarkets();
-   const symbols = Object.keys(client.markets);
+   const symbols = [...client.markets.keys()];
    ```
 
 3. **Limit historical data** — fetch only needed range

package/dist/auth/binanceAuth.js

@@ -1,14 +1,11 @@
 "use strict";
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.buildBinanceSignature = buildBinanceSignature;
 exports.buildBinanceSignedParams = buildBinanceSignedParams;
 exports.buildBinanceAuthHeaders = buildBinanceAuthHeaders;
-const crypto_1 = __importDefault(require("crypto"));
+const crypto_1 = require("../utils/crypto");
 function buildBinanceSignature(queryString, secret) {
-    return crypto_1.default.createHmac('sha256', secret).update(queryString).digest('hex');
+    return (0, crypto_1.hmacSha256)(queryString, secret);
 }
 function buildBinanceSignedParams(args) {
     const { params, secret, recvWindow = 5000 } = args;
@@ -18,7 +15,7 @@ function buildBinanceSignedParams(args) {
         timestamp,
         recvWindow,
     };
-    const queryString = new URLSearchParams(Object.entries(signedParams).map(([k, v]) => [k, String(v)])).toString();
+    const queryString = new URLSearchParams(Object.entries(signedParams).map(([key, value]) => [key, String(value)])).toString();
     const signature = buildBinanceSignature(queryString, secret);
     signedParams.signature = signature;
     return signedParams;

package/dist/auth/binanceAuth.js.map

@@ -1 +1 @@
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+{"version":3,"file":"binanceAuth.js","sourceRoot":"","sources":["../../src/auth/binanceAuth.ts"],"names":[],"mappings":";;AAEA,sDAEC;AAQD,4DAkBC;AAED,0DAIC;AApCD,4CAA6C;AAE7C,SAAgB,qBAAqB,CAAC,WAAmB,EAAE,MAAc;IACvE,OAAO,IAAA,mBAAU,EAAC,WAAW,EAAE,MAAM,CAAC,CAAC;AACzC,CAAC;AAQD,SAAgB,wBAAwB,CAAC,IAAkC;IACzE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,GAAG,IAAI,EAAE,GAAG,IAAI,CAAC;IACnD,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;IAC7B,MAAM,YAAY,GAAoC;QACpD,GAAG,MAAM;QACT,SAAS;QACT,UAAU;KACX,CAAC;IAEF,MAAM,WAAW,GAAG,IAAI,eAAe,CACrC,MAAM,CAAC,OAAO,CAAC,YAAY,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,EAAE,KAAK,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,EAAE,MAAM,CAAC,KAAK,CAAC,CAAC,CAAuB,CAC/F,CAAC,QAAQ,EAAE,CAAC;IAEb,MAAM,SAAS,GAAG,qBAAqB,CAAC,WAAW,EAAE,MAAM,CAAC,CAAC;IAE7D,YAAY,CAAC,SAAS,GAAG,SAAS,CAAC;IAEnC,OAAO,YAAY,CAAC;AACtB,CAAC;AAED,SAAgB,uBAAuB,CAAC,MAAc;IACpD,OAAO;QACL,cAAc,EAAE,MAAM;KACvB,CAAC;AACJ,CAAC"}

package/dist/auth/bybitAuth.d.ts

@@ -6,5 +6,4 @@ export interface BuildBybitAuthHeadersArgs {
     payload: string;
 }
 export declare function buildBybitAuthHeaders(args: BuildBybitAuthHeadersArgs): Record<string, string>;
-export declare function getCurrentTimestamp(): number;
 //# sourceMappingURL=bybitAuth.d.ts.map

package/dist/auth/bybitAuth.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"bybitAuth.d.ts","sourceRoot":"","sources":["../../src/auth/bybitAuth.ts"],"names":[],"mappings":"AAEA,MAAM,WAAW,yBAAyB;IACxC,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,MAAM,CAAC;IACf,SAAS,EAAE,MAAM,CAAC;IAClB,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,OAAO,EAAE,MAAM,CAAC;CACjB;AAED,wBAAgB,qBAAqB,CAAC,IAAI,EAAE,yBAAyB,GAAG,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAW7F;AAED,wBAAgB,mBAAmB,IAAI,MAAM,CAE5C"}
+{"version":3,"file":"bybitAuth.d.ts","sourceRoot":"","sources":["../../src/auth/bybitAuth.ts"],"names":[],"mappings":"AAEA,MAAM,WAAW,yBAAyB;IACxC,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,MAAM,CAAC;IACf,SAAS,EAAE,MAAM,CAAC;IAClB,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,OAAO,EAAE,MAAM,CAAC;CACjB;AAED,wBAAgB,qBAAqB,CAAC,IAAI,EAAE,yBAAyB,GAAG,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAW7F"}

package/dist/auth/bybitAuth.js

@@ -1,15 +1,11 @@
 "use strict";
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.buildBybitAuthHeaders = buildBybitAuthHeaders;
-exports.getCurrentTimestamp = getCurrentTimestamp;
-const crypto_1 = __importDefault(require("crypto"));
+const crypto_1 = require("../utils/crypto");
 function buildBybitAuthHeaders(args) {
     const { apiKey, secret, timestamp, recvWindow = 5000, payload } = args;
     const signPayload = `${timestamp}${apiKey}${recvWindow}${payload}`;
-    const signature = crypto_1.default.createHmac('sha256', secret).update(signPayload).digest('hex');
+    const signature = (0, crypto_1.hmacSha256)(signPayload, secret);
     return {
         'X-BAPI-API-KEY': apiKey,
         'X-BAPI-TIMESTAMP': String(timestamp),
@@ -17,7 +13,4 @@ function buildBybitAuthHeaders(args) {
         'X-BAPI-RECV-WINDOW': String(recvWindow),
     };
 }
-function getCurrentTimestamp() {
-    return Date.now();
-}
 //# sourceMappingURL=bybitAuth.js.map

package/dist/auth/bybitAuth.js.map

@@ -1 +1 @@
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+{"version":3,"file":"bybitAuth.js","sourceRoot":"","sources":["../../src/auth/bybitAuth.ts"],"names":[],"mappings":";;AAUA,sDAWC;AArBD,4CAA6C;AAU7C,SAAgB,qBAAqB,CAAC,IAA+B;IACnE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,SAAS,EAAE,UAAU,GAAG,IAAI,EAAE,OAAO,EAAE,GAAG,IAAI,CAAC;IACvE,MAAM,WAAW,GAAG,GAAG,SAAS,GAAG,MAAM,GAAG,UAAU,GAAG,OAAO,EAAE,CAAC;IACnE,MAAM,SAAS,GAAG,IAAA,mBAAU,EAAC,WAAW,EAAE,MAAM,CAAC,CAAC;IAElD,OAAO;QACL,gBAAgB,EAAE,MAAM;QACxB,kBAAkB,EAAE,MAAM,CAAC,SAAS,CAAC;QACrC,aAAa,EAAE,SAAS;QACxB,oBAAoB,EAAE,MAAM,CAAC,UAAU,CAAC;KACzC,CAAC;AACJ,CAAC"}

package/dist/constants/binance.d.ts

@@ -1,9 +1,13 @@
 export declare const BINANCE_SPOT_BASE_URL = "https://api.binance.com";
 export declare const BINANCE_FUTURES_BASE_URL = "https://fapi.binance.com";
-export declare const BINANCE_FUTURES_TESTNET_BASE_URL = "https://testnet.binancefuture.com";
+export declare const BINANCE_DEMO_SPOT_BASE_URL = "https://demo-api.binance.com";
+export declare const BINANCE_DEMO_FUTURES_BASE_URL = "https://demo-fapi.binance.com";
 export declare const BINANCE_FUTURES_WS_STREAM_URL = "wss://fstream.binance.com/ws";
 export declare const BINANCE_FUTURES_WS_COMBINED_URL = "wss://fstream.binance.com/stream";
 export declare const BINANCE_SPOT_WS_STREAM_URL = "wss://stream.binance.com:9443/ws";
+export declare const BINANCE_DEMO_FUTURES_WS_COMBINED_URL = "wss://fstream.binancefuture.com/stream";
 export declare const BINANCE_REQUEST_TIMEOUT = 30000;
+export declare const BINANCE_KLINE_LIMIT_SPOT = 1000;
+export declare const BINANCE_KLINE_LIMIT_FUTURES = 499;
 export declare const BINANCE_KLINE_INTERVAL: Record<string, string>;
 //# sourceMappingURL=binance.d.ts.map

package/dist/constants/binance.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"binance.d.ts","sourceRoot":"","sources":["../../src/constants/binance.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,qBAAqB,4BAA4B,CAAC;AAC/D,eAAO,MAAM,wBAAwB,6BAA6B,CAAC;AAEnE,eAAO,MAAM,0BAA0B,iCAAiC,CAAC;AACzE,eAAO,MAAM,6BAA6B,kCAAkC,CAAC;AAE7E,eAAO,MAAM,6BAA6B,iCAAiC,CAAC;AAC5E,eAAO,MAAM,+BAA+B,qCAAqC,CAAC;AAClF,eAAO,MAAM,0BAA0B,qCAAqC,CAAC;AAE7E,eAAO,MAAM,oCAAoC,2CAA2C,CAAC;AAE7F,eAAO,MAAM,uBAAuB,QAAQ,CAAC;AAE7C,eAAO,MAAM,wBAAwB,OAAO,CAAC;AAC7C,eAAO,MAAM,2BAA2B,MAAM,CAAC;AAE/C,eAAO,MAAM,sBAAsB,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAezD,CAAC"}

package/dist/constants/binance.js

@@ -1,14 +1,17 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.BINANCE_KLINE_INTERVAL = exports.BINANCE_REQUEST_TIMEOUT = exports.BINANCE_SPOT_WS_STREAM_URL = exports.BINANCE_FUTURES_WS_COMBINED_URL = exports.BINANCE_FUTURES_WS_STREAM_URL = exports.BINANCE_FUTURES_TESTNET_BASE_URL = exports.BINANCE_FUTURES_BASE_URL = exports.BINANCE_SPOT_BASE_URL = void 0;
+exports.BINANCE_KLINE_INTERVAL = exports.BINANCE_KLINE_LIMIT_FUTURES = exports.BINANCE_KLINE_LIMIT_SPOT = exports.BINANCE_REQUEST_TIMEOUT = exports.BINANCE_DEMO_FUTURES_WS_COMBINED_URL = exports.BINANCE_SPOT_WS_STREAM_URL = exports.BINANCE_FUTURES_WS_COMBINED_URL = exports.BINANCE_FUTURES_WS_STREAM_URL = exports.BINANCE_DEMO_FUTURES_BASE_URL = exports.BINANCE_DEMO_SPOT_BASE_URL = exports.BINANCE_FUTURES_BASE_URL = exports.BINANCE_SPOT_BASE_URL = void 0;
 exports.BINANCE_SPOT_BASE_URL = 'https://api.binance.com';
 exports.BINANCE_FUTURES_BASE_URL = 'https://fapi.binance.com';
-exports.BINANCE_FUTURES_TESTNET_BASE_URL = 'https://testnet.binancefuture.com';
+exports.BINANCE_DEMO_SPOT_BASE_URL = 'https://demo-api.binance.com';
+exports.BINANCE_DEMO_FUTURES_BASE_URL = 'https://demo-fapi.binance.com';
 exports.BINANCE_FUTURES_WS_STREAM_URL = 'wss://fstream.binance.com/ws';
 exports.BINANCE_FUTURES_WS_COMBINED_URL = 'wss://fstream.binance.com/stream';
 exports.BINANCE_SPOT_WS_STREAM_URL = 'wss://stream.binance.com:9443/ws';
-exports.BINANCE_REQUEST_TIMEOUT = 30000; // 30 seconds
-// Маппинг унифицированного KlineInterval -> формат Binance (совпадает 1:1)
+exports.BINANCE_DEMO_FUTURES_WS_COMBINED_URL = 'wss://fstream.binancefuture.com/stream';
+exports.BINANCE_REQUEST_TIMEOUT = 30000;
+exports.BINANCE_KLINE_LIMIT_SPOT = 1000;
+exports.BINANCE_KLINE_LIMIT_FUTURES = 499;
 exports.BINANCE_KLINE_INTERVAL = {
     '1m': '1m',
     '3m': '3m',

package/dist/constants/binance.js.map

@@ -1 +1 @@
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package/dist/constants/bybit.d.ts

@@ -1,13 +1,11 @@
 export declare const BYBIT_BASE_URL = "https://api.bybit.com";
-export declare const BYBIT_TESTNET_BASE_URL = "https://api-testnet.bybit.com";
+export declare const BYBIT_DEMO_BASE_URL = "https://api-demo.bybit.com";
 export declare const BYBIT_PUBLIC_LINEAR_WS_URL = "wss://stream.bybit.com/v5/public/linear";
 export declare const BYBIT_PUBLIC_SPOT_WS_URL = "wss://stream.bybit.com/v5/public/spot";
 export declare const BYBIT_PRIVATE_WS_URL = "wss://stream.bybit.com/v5/private";
 export declare const BYBIT_TRADE_WS_URL = "wss://stream.bybit.com/v5/trade";
-export declare const BYBIT_PUBLIC_LINEAR_WS_TESTNET_URL = "wss://stream-testnet.bybit.com/v5/public/linear";
-export declare const BYBIT_PUBLIC_SPOT_WS_TESTNET_URL = "wss://stream-testnet.bybit.com/v5/public/spot";
-export declare const BYBIT_PRIVATE_WS_TESTNET_URL = "wss://stream-testnet.bybit.com/v5/private";
-export declare const BYBIT_TRADE_WS_TESTNET_URL = "wss://stream-testnet.bybit.com/v5/trade";
+export declare const BYBIT_DEMO_PUBLIC_LINEAR_WS_URL = "wss://stream-demo.bybit.com/v5/public/linear";
+export declare const BYBIT_DEMO_PUBLIC_SPOT_WS_URL = "wss://stream-demo.bybit.com/v5/public/spot";
 export declare const BYBIT_RECV_WINDOW = 7000;
 export declare const BYBIT_REQUEST_TIMEOUT = 30000;
 export declare const BYBIT_KLINE_INTERVAL: Record<string, string>;

package/dist/constants/bybit.d.ts.map

@@ -1 +1 @@
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package/dist/constants/bybit.js

@@ -1,19 +1,16 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.BYBIT_KLINE_INTERVAL = exports.BYBIT_REQUEST_TIMEOUT = exports.BYBIT_RECV_WINDOW = exports.BYBIT_TRADE_WS_TESTNET_URL = exports.BYBIT_PRIVATE_WS_TESTNET_URL = exports.BYBIT_PUBLIC_SPOT_WS_TESTNET_URL = exports.BYBIT_PUBLIC_LINEAR_WS_TESTNET_URL = exports.BYBIT_TRADE_WS_URL = exports.BYBIT_PRIVATE_WS_URL = exports.BYBIT_PUBLIC_SPOT_WS_URL = exports.BYBIT_PUBLIC_LINEAR_WS_URL = exports.BYBIT_TESTNET_BASE_URL = exports.BYBIT_BASE_URL = void 0;
+exports.BYBIT_KLINE_INTERVAL = exports.BYBIT_REQUEST_TIMEOUT = exports.BYBIT_RECV_WINDOW = exports.BYBIT_DEMO_PUBLIC_SPOT_WS_URL = exports.BYBIT_DEMO_PUBLIC_LINEAR_WS_URL = exports.BYBIT_TRADE_WS_URL = exports.BYBIT_PRIVATE_WS_URL = exports.BYBIT_PUBLIC_SPOT_WS_URL = exports.BYBIT_PUBLIC_LINEAR_WS_URL = exports.BYBIT_DEMO_BASE_URL = exports.BYBIT_BASE_URL = void 0;
 exports.BYBIT_BASE_URL = 'https://api.bybit.com';
-exports.BYBIT_TESTNET_BASE_URL = 'https://api-testnet.bybit.com';
+exports.BYBIT_DEMO_BASE_URL = 'https://api-demo.bybit.com';
 exports.BYBIT_PUBLIC_LINEAR_WS_URL = 'wss://stream.bybit.com/v5/public/linear';
 exports.BYBIT_PUBLIC_SPOT_WS_URL = 'wss://stream.bybit.com/v5/public/spot';
 exports.BYBIT_PRIVATE_WS_URL = 'wss://stream.bybit.com/v5/private';
 exports.BYBIT_TRADE_WS_URL = 'wss://stream.bybit.com/v5/trade';
-exports.BYBIT_PUBLIC_LINEAR_WS_TESTNET_URL = 'wss://stream-testnet.bybit.com/v5/public/linear';
-exports.BYBIT_PUBLIC_SPOT_WS_TESTNET_URL = 'wss://stream-testnet.bybit.com/v5/public/spot';
-exports.BYBIT_PRIVATE_WS_TESTNET_URL = 'wss://stream-testnet.bybit.com/v5/private';
-exports.BYBIT_TRADE_WS_TESTNET_URL = 'wss://stream-testnet.bybit.com/v5/trade';
-exports.BYBIT_RECV_WINDOW = 7000; // milliseconds
-exports.BYBIT_REQUEST_TIMEOUT = 30000; // 30 seconds
-// Маппинг KlineInterval -> формат Bybit (числа минут или D/W/M)
+exports.BYBIT_DEMO_PUBLIC_LINEAR_WS_URL = 'wss://stream-demo.bybit.com/v5/public/linear';
+exports.BYBIT_DEMO_PUBLIC_SPOT_WS_URL = 'wss://stream-demo.bybit.com/v5/public/spot';
+exports.BYBIT_RECV_WINDOW = 7000;
+exports.BYBIT_REQUEST_TIMEOUT = 30000;
 exports.BYBIT_KLINE_INTERVAL = {
     '1m': '1',
     '3m': '3',

package/dist/constants/bybit.js.map

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package/dist/exchanges/BaseExchangeClient.d.ts

@@ -0,0 +1,36 @@
+import type { ExchangeClient, ExchangeArgs, FetchKlinesArgs, SubscribeKlinesArgs } from '../types/exchange';
+import type { ExchangeLogger, Kline, KlineInterval, MarketBySymbol, TickerBySymbol, BalanceByAsset } from '../types/common';
+import type { PublicStreamLike } from '../types/stream';
+declare abstract class BaseExchangeClient implements ExchangeClient {
+    readonly apiKey: string;
+    readonly markets: MarketBySymbol;
+    protected readonly logger: ExchangeLogger;
+    protected readonly onNotify?: (message: string) => void | Promise<void>;
+    protected abstract readonly marketLabel: string;
+    protected abstract readonly klineLimit: number;
+    constructor(args: ExchangeArgs);
+    protected abstract getPublicStream(): PublicStreamLike;
+    protected abstract fetchAndNormalizeMarkets(): Promise<MarketBySymbol>;
+    protected abstract fetchAndNormalizeTickers(): Promise<TickerBySymbol>;
+    protected abstract fetchAndNormalizeKlines(symbol: string, interval: KlineInterval, options?: FetchKlinesArgs): Promise<Kline[]>;
+    protected abstract fetchAndNormalizeBalance(): Promise<BalanceByAsset>;
+    loadMarkets(reload?: boolean): Promise<MarketBySymbol>;
+    fetchTickers(): Promise<TickerBySymbol>;
+    fetchKlines(symbol: string, interval: KlineInterval, options?: FetchKlinesArgs): Promise<Kline[]>;
+    fetchAllKlines(symbolList: string[], interval: KlineInterval): Promise<Map<string, Kline[]>>;
+    fetchBalance(): Promise<BalanceByAsset>;
+    watchTickers(): AsyncGenerator<TickerBySymbol>;
+    subscribeKlines(args: SubscribeKlinesArgs): void;
+    unsubscribeKlines(args: SubscribeKlinesArgs): void;
+    amountToPrecision(symbol: string, amount: number): string;
+    priceToPrecision(symbol: string, price: number): string;
+    getMinOrderQty(symbol: string): number;
+    getMinNotional(symbol: string): number;
+    abstract createOrderWs(...args: Parameters<ExchangeClient['createOrderWs']>): ReturnType<ExchangeClient['createOrderWs']>;
+    abstract fetchPosition(...args: Parameters<ExchangeClient['fetchPosition']>): ReturnType<ExchangeClient['fetchPosition']>;
+    abstract setLeverage(...args: Parameters<ExchangeClient['setLeverage']>): ReturnType<ExchangeClient['setLeverage']>;
+    abstract setMarginMode(...args: Parameters<ExchangeClient['setMarginMode']>): ReturnType<ExchangeClient['setMarginMode']>;
+    abstract close(): Promise<void>;
+}
+export { BaseExchangeClient };
+//# sourceMappingURL=BaseExchangeClient.d.ts.map

package/dist/exchanges/BaseExchangeClient.d.ts.map

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package/dist/exchanges/BaseExchangeClient.js

@@ -0,0 +1,91 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BaseExchangeClient = void 0;
+const klineLoader_1 = require("../utils/klineLoader");
+const precision_1 = require("../precision/precision");
+class BaseExchangeClient {
+    apiKey;
+    markets = new Map();
+    logger;
+    onNotify;
+    constructor(args) {
+        this.apiKey = args.config.apiKey;
+        this.logger = args.logger;
+        this.onNotify = args.onNotify;
+    }
+    async loadMarkets(reload = false) {
+        if (!reload && this.markets.size > 0) {
+            return this.markets;
+        }
+        this.logger.info(`Loading ${this.marketLabel} markets`);
+        const normalized = await this.fetchAndNormalizeMarkets();
+        for (const [symbol, market] of normalized) {
+            this.markets.set(symbol, market);
+        }
+        this.logger.info(`Loaded ${this.markets.size} ${this.marketLabel} markets`);
+        return this.markets;
+    }
+    async fetchTickers() {
+        this.logger.debug(`Fetching ${this.marketLabel} tickers`);
+        return this.fetchAndNormalizeTickers();
+    }
+    async fetchKlines(symbol, interval, options) {
+        this.logger.debug(`Fetching klines for ${symbol} ${interval}`);
+        return this.fetchAndNormalizeKlines(symbol, interval, options);
+    }
+    async fetchAllKlines(symbolList, interval) {
+        return (0, klineLoader_1.loadKlinesInChunks)({
+            fetchKlines: (symbol) => this.fetchKlines(symbol, interval, { limit: this.klineLimit }),
+            symbolList,
+            logger: this.logger,
+        });
+    }
+    async fetchBalance() {
+        this.logger.debug('Fetching balance');
+        return this.fetchAndNormalizeBalance();
+    }
+    async *watchTickers() {
+        this.getPublicStream().subscribeAllTickers(() => { });
+        yield await this.fetchTickers();
+    }
+    subscribeKlines(args) {
+        this.getPublicStream().subscribeKlines(args.symbol, args.interval, args.handler);
+    }
+    unsubscribeKlines(args) {
+        this.getPublicStream().unsubscribeKlines(args.symbol, args.interval, args.handler);
+    }
+    amountToPrecision(symbol, amount) {
+        const market = this.markets.get(symbol);
+        if (!market) {
+            this.logger.warn(`Market ${symbol} not found, using raw amount`);
+            return String(amount);
+        }
+        return (0, precision_1.amountToPrecision)(market, amount);
+    }
+    priceToPrecision(symbol, price) {
+        const market = this.markets.get(symbol);
+        if (!market) {
+            this.logger.warn(`Market ${symbol} not found, using raw price`);
+            return String(price);
+        }
+        return (0, precision_1.priceToPrecision)(market, price);
+    }
+    getMinOrderQty(symbol) {
+        const market = this.markets.get(symbol);
+        if (!market) {
+            this.logger.warn(`Market ${symbol} not found, returning 0 for minOrderQty`);
+            return 0;
+        }
+        return parseFloat(market.filter.minQty);
+    }
+    getMinNotional(symbol) {
+        const market = this.markets.get(symbol);
+        if (!market) {
+            this.logger.warn(`Market ${symbol} not found, returning 0 for minNotional`);
+            return 0;
+        }
+        return parseFloat(market.filter.minNotional);
+    }
+}
+exports.BaseExchangeClient = BaseExchangeClient;
+//# sourceMappingURL=BaseExchangeClient.js.map

package/dist/exchanges/BaseExchangeClient.js.map

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

@@ -0,0 +1,21 @@
+import type { CreateOrderWsArgs, ExchangeArgs, FetchKlinesArgs } from '../types/exchange';
+import type { Kline, KlineInterval, MarketBySymbol, TickerBySymbol, BalanceByAsset, Order } from '../types/common';
+import type { PublicStreamLike } from '../types/stream';
+import type { BinanceBaseHttpClient } from '../http/BinanceBaseHttpClient';
+import { BinanceUserDataStream } from '../ws/BinanceUserDataStream';
+import { BaseExchangeClient } from './BaseExchangeClient';
+declare abstract class BinanceBaseClient<T extends BinanceBaseHttpClient> extends BaseExchangeClient {
+    protected readonly httpClient: T;
+    protected userDataStream: BinanceUserDataStream | null;
+    private readonly publicStream;
+    constructor(args: ExchangeArgs, httpClient: T, publicStream: PublicStreamLike);
+    protected getPublicStream(): PublicStreamLike;
+    protected fetchAndNormalizeMarkets(): Promise<MarketBySymbol>;
+    protected fetchAndNormalizeTickers(): Promise<TickerBySymbol>;
+    protected fetchAndNormalizeKlines(symbol: string, interval: KlineInterval, options?: FetchKlinesArgs): Promise<Kline[]>;
+    protected fetchAndNormalizeBalance(): Promise<BalanceByAsset>;
+    createOrderWs(args: CreateOrderWsArgs): Promise<Order>;
+    close(): Promise<void>;
+}
+export { BinanceBaseClient };
+//# sourceMappingURL=BinanceBaseClient.d.ts.map

package/dist/exchanges/BinanceBaseClient.d.ts.map

@@ -0,0 +1 @@
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package/dist/exchanges/BinanceBaseClient.js

@@ -0,0 +1,65 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BinanceBaseClient = void 0;
+const binanceNormalizer_1 = require("../normalizers/binanceNormalizer");
+const binance_1 = require("../constants/binance");
+const BaseExchangeClient_1 = require("./BaseExchangeClient");
+class BinanceBaseClient extends BaseExchangeClient_1.BaseExchangeClient {
+    httpClient;
+    userDataStream = null;
+    publicStream;
+    constructor(args, httpClient, publicStream) {
+        super(args);
+        this.httpClient = httpClient;
+        this.publicStream = publicStream;
+    }
+    getPublicStream() {
+        return this.publicStream;
+    }
+    async fetchAndNormalizeMarkets() {
+        const raw = await this.httpClient.fetchExchangeInfo();
+        return (0, binanceNormalizer_1.normalizeBinanceMarkets)(raw);
+    }
+    async fetchAndNormalizeTickers() {
+        const rawTickerList = await this.httpClient.fetchTickers();
+        return (0, binanceNormalizer_1.normalizeBinanceTickers)(rawTickerList);
+    }
+    async fetchAndNormalizeKlines(symbol, interval, options) {
+        const binanceInterval = binance_1.BINANCE_KLINE_INTERVAL[interval];
+        const rawKlineList = await this.httpClient.fetchKlines(symbol, binanceInterval, options);
+        return (0, binanceNormalizer_1.normalizeBinanceKlines)(rawKlineList);
+    }
+    async fetchAndNormalizeBalance() {
+        const raw = await this.httpClient.fetchAccount();
+        return (0, binanceNormalizer_1.normalizeBinanceBalance)(raw);
+    }
+    async createOrderWs(args) {
+        this.logger.debug(`Creating order via REST: ${args.symbol}`);
+        const orderParams = {
+            symbol: args.symbol,
+            side: args.side.toUpperCase(),
+            type: args.type.toUpperCase(),
+            quantity: this.amountToPrecision(args.symbol, args.amount),
+            ...args.params,
+        };
+        if (args.type === 'limit') {
+            if (args.price > 0) {
+                orderParams.price = this.priceToPrecision(args.symbol, args.price);
+            }
+            if (orderParams.timeInForce === undefined) {
+                orderParams.timeInForce = 'GTC';
+            }
+        }
+        const raw = await this.httpClient.createOrder(orderParams);
+        return (0, binanceNormalizer_1.normalizeBinanceOrder)(raw);
+    }
+    async close() {
+        this.logger.info(`Closing Binance ${this.marketLabel} connection`);
+        if (this.userDataStream) {
+            this.userDataStream.close();
+        }
+        this.publicStream.close();
+    }
+}
+exports.BinanceBaseClient = BinanceBaseClient;
+//# sourceMappingURL=BinanceBaseClient.js.map

package/dist/exchanges/BinanceBaseClient.js.map

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

@@ -1,28 +1,14 @@
-import type { ExchangeClient, ExchangeArgs, CreateOrderWsArgs, FetchKlinesArgs, SubscribeKlinesArgs } from '../types/exchange';
-import type { Kline, KlineInterval, MarketBySymbol, TickerBySymbol, BalanceByAsset, Position, Order, MarginMode } from '../types/common';
-declare class BinanceFutures implements ExchangeClient {
-    readonly apiKey: string;
-    readonly markets: MarketBySymbol;
-    private httpClient;
-    private publicStream;
-    private userDataStream;
-    private logger;
-    private onNotify?;
+import type { ExchangeArgs } from '../types/exchange';
+import type { Position, MarginMode } from '../types/common';
+import { BinanceFuturesHttpClient } from '../http/BinanceFuturesHttpClient';
+import { BinanceBaseClient } from './BinanceBaseClient';
+declare class BinanceFutures extends BinanceBaseClient<BinanceFuturesHttpClient> {
+    protected readonly marketLabel = "futures";
+    protected readonly klineLimit = 499;
     constructor(args: ExchangeArgs);
-    loadMarkets(reload?: boolean): Promise<MarketBySymbol>;
-    fetchTickers(): Promise<TickerBySymbol>;
-    fetchKlines(symbol: string, interval: KlineInterval, options?: FetchKlinesArgs): Promise<Kline[]>;
-    watchTickers(): AsyncGenerator<TickerBySymbol>;
-    subscribeKlines(args: SubscribeKlinesArgs): void;
-    unsubscribeKlines(args: SubscribeKlinesArgs): void;
-    createOrderWs(args: CreateOrderWsArgs): Promise<Order>;
     fetchPosition(symbol: string): Promise<Position>;
     setLeverage(leverage: number, symbol: string): Promise<void>;
     setMarginMode(marginMode: MarginMode, symbol: string): Promise<void>;
-    fetchBalance(): Promise<BalanceByAsset>;
-    amountToPrecision(symbol: string, amount: number): string;
-    priceToPrecision(symbol: string, price: number): string;
-    close(): Promise<void>;
 }
 export { BinanceFutures };
 //# sourceMappingURL=BinanceFutures.d.ts.map

package/dist/exchanges/BinanceFutures.d.ts.map

@@ -1 +1 @@
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