@solncebro/exchange-engine 0.1.1 → 0.1.2
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/CHANGELOG.md +17 -0
- package/README.md +7 -7
- package/dist/auth/binanceAuth.js +3 -6
- package/dist/auth/binanceAuth.js.map +1 -1
- package/dist/auth/bybitAuth.d.ts +0 -1
- package/dist/auth/bybitAuth.d.ts.map +1 -1
- package/dist/auth/bybitAuth.js +2 -9
- package/dist/auth/bybitAuth.js.map +1 -1
- package/dist/constants/binance.d.ts +5 -1
- package/dist/constants/binance.d.ts.map +1 -1
- package/dist/constants/binance.js +7 -4
- package/dist/constants/binance.js.map +1 -1
- package/dist/constants/bybit.d.ts +3 -5
- package/dist/constants/bybit.d.ts.map +1 -1
- package/dist/constants/bybit.js +6 -9
- package/dist/constants/bybit.js.map +1 -1
- package/dist/exchanges/BaseExchangeClient.d.ts +36 -0
- package/dist/exchanges/BaseExchangeClient.d.ts.map +1 -0
- package/dist/exchanges/BaseExchangeClient.js +91 -0
- package/dist/exchanges/BaseExchangeClient.js.map +1 -0
- package/dist/exchanges/BinanceBaseClient.d.ts +21 -0
- package/dist/exchanges/BinanceBaseClient.d.ts.map +1 -0
- package/dist/exchanges/BinanceBaseClient.js +65 -0
- package/dist/exchanges/BinanceBaseClient.js.map +1 -0
- package/dist/exchanges/BinanceFutures.d.ts +7 -21
- package/dist/exchanges/BinanceFutures.d.ts.map +1 -1
- package/dist/exchanges/BinanceFutures.js +17 -94
- package/dist/exchanges/BinanceFutures.js.map +1 -1
- package/dist/exchanges/BinanceSpot.d.ts +7 -21
- package/dist/exchanges/BinanceSpot.d.ts.map +1 -1
- package/dist/exchanges/BinanceSpot.js +14 -95
- package/dist/exchanges/BinanceSpot.js.map +1 -1
- package/dist/exchanges/BybitLinear.d.ts +15 -18
- package/dist/exchanges/BybitLinear.d.ts.map +1 -1
- package/dist/exchanges/BybitLinear.js +58 -67
- package/dist/exchanges/BybitLinear.js.map +1 -1
- package/dist/exchanges/BybitSpot.d.ts +13 -17
- package/dist/exchanges/BybitSpot.d.ts.map +1 -1
- package/dist/exchanges/BybitSpot.js +36 -62
- package/dist/exchanges/BybitSpot.js.map +1 -1
- package/dist/http/BaseHttpClient.d.ts +10 -1
- package/dist/http/BaseHttpClient.d.ts.map +1 -1
- package/dist/http/BaseHttpClient.js +27 -5
- package/dist/http/BaseHttpClient.js.map +1 -1
- package/dist/http/BinanceBaseHttpClient.d.ts +49 -0
- package/dist/http/BinanceBaseHttpClient.d.ts.map +1 -0
- package/dist/http/BinanceBaseHttpClient.js +86 -0
- package/dist/http/BinanceBaseHttpClient.js.map +1 -0
- package/dist/http/BinanceFuturesHttpClient.d.ts +11 -40
- package/dist/http/BinanceFuturesHttpClient.d.ts.map +1 -1
- package/dist/http/BinanceFuturesHttpClient.js +36 -180
- package/dist/http/BinanceFuturesHttpClient.js.map +1 -1
- package/dist/http/BinanceSpotHttpClient.d.ts +5 -24
- package/dist/http/BinanceSpotHttpClient.d.ts.map +1 -1
- package/dist/http/BinanceSpotHttpClient.js +15 -90
- package/dist/http/BinanceSpotHttpClient.js.map +1 -1
- package/dist/http/BybitHttpClient.d.ts +81 -134
- package/dist/http/BybitHttpClient.d.ts.map +1 -1
- package/dist/http/BybitHttpClient.js +61 -94
- package/dist/http/BybitHttpClient.js.map +1 -1
- package/dist/index.d.ts +3 -1
- package/dist/index.d.ts.map +1 -1
- package/dist/index.js +6 -1
- package/dist/index.js.map +1 -1
- package/dist/normalizers/binanceNormalizer.d.ts +2 -1
- package/dist/normalizers/binanceNormalizer.d.ts.map +1 -1
- package/dist/normalizers/binanceNormalizer.js +8 -5
- package/dist/normalizers/binanceNormalizer.js.map +1 -1
- package/dist/normalizers/bybitNormalizer.d.ts +7 -1
- package/dist/normalizers/bybitNormalizer.d.ts.map +1 -1
- package/dist/normalizers/bybitNormalizer.js +21 -5
- package/dist/normalizers/bybitNormalizer.js.map +1 -1
- package/dist/types/common.d.ts +4 -2
- package/dist/types/common.d.ts.map +1 -1
- package/dist/types/exchange.d.ts +6 -2
- package/dist/types/exchange.d.ts.map +1 -1
- package/dist/types/stream.d.ts +10 -0
- package/dist/types/stream.d.ts.map +1 -0
- package/dist/types/stream.js +3 -0
- package/dist/types/stream.js.map +1 -0
- package/dist/utils/crypto.d.ts +2 -0
- package/dist/utils/crypto.d.ts.map +1 -0
- package/dist/utils/crypto.js +11 -0
- package/dist/utils/crypto.js.map +1 -0
- package/dist/utils/httpParams.d.ts +3 -0
- package/dist/utils/httpParams.d.ts.map +1 -0
- package/dist/utils/httpParams.js +15 -0
- package/dist/utils/httpParams.js.map +1 -0
- package/dist/utils/klineLoader.d.ts +10 -0
- package/dist/utils/klineLoader.d.ts.map +1 -0
- package/dist/utils/klineLoader.js +19 -0
- package/dist/utils/klineLoader.js.map +1 -0
- package/dist/ws/BinanceFuturesPublicStream.d.ts +6 -5
- package/dist/ws/BinanceFuturesPublicStream.d.ts.map +1 -1
- package/dist/ws/BinanceFuturesPublicStream.js +27 -56
- package/dist/ws/BinanceFuturesPublicStream.js.map +1 -1
- package/dist/ws/BinanceSpotPublicStream.d.ts +7 -5
- package/dist/ws/BinanceSpotPublicStream.d.ts.map +1 -1
- package/dist/ws/BinanceSpotPublicStream.js +17 -22
- package/dist/ws/BinanceSpotPublicStream.js.map +1 -1
- package/dist/ws/BinanceUserDataStream.d.ts +1 -1
- package/dist/ws/BinanceUserDataStream.d.ts.map +1 -1
- package/dist/ws/BinanceUserDataStream.js +7 -7
- package/dist/ws/BinanceUserDataStream.js.map +1 -1
- package/dist/ws/BybitPrivateStream.d.ts +1 -1
- package/dist/ws/BybitPrivateStream.d.ts.map +1 -1
- package/dist/ws/BybitPrivateStream.js +11 -28
- package/dist/ws/BybitPrivateStream.js.map +1 -1
- package/dist/ws/BybitPublicStream.d.ts +5 -4
- package/dist/ws/BybitPublicStream.d.ts.map +1 -1
- package/dist/ws/BybitPublicStream.js +14 -19
- package/dist/ws/BybitPublicStream.js.map +1 -1
- package/dist/ws/BybitTradeStream.d.ts +4 -2
- package/dist/ws/BybitTradeStream.d.ts.map +1 -1
- package/dist/ws/BybitTradeStream.js +24 -40
- package/dist/ws/BybitTradeStream.js.map +1 -1
- package/dist/ws/binanceWsUtils.d.ts +4 -0
- package/dist/ws/binanceWsUtils.d.ts.map +1 -0
- package/dist/ws/binanceWsUtils.js +13 -0
- package/dist/ws/binanceWsUtils.js.map +1 -0
- package/dist/ws/bybitWsUtils.d.ts +29 -0
- package/dist/ws/bybitWsUtils.d.ts.map +1 -0
- package/dist/ws/bybitWsUtils.js +29 -0
- package/dist/ws/bybitWsUtils.js.map +1 -0
- package/package.json +17 -3
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@@ -1 +1 @@
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{"version":3,"file":"binanceNormalizer.d.ts","sourceRoot":"","sources":["../../src/normalizers/binanceNormalizer.ts"],"names":[],"mappings":"AAAA,OAAO,
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{"version":3,"file":"binanceNormalizer.d.ts","sourceRoot":"","sources":["../../src/normalizers/binanceNormalizer.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAEV,cAAc,EACd,KAAK,EAEL,cAAc,EACd,QAAQ,EAGR,KAAK,EAEL,cAAc,EACf,MAAM,iBAAiB,CAAC;AAEzB,UAAU,gBAAgB;IACxB,UAAU,EAAE,MAAM,CAAC;IACnB,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,WAAW,CAAC,EAAE,MAAM,CAAC;IACrB,QAAQ,CAAC,EAAE,MAAM,CAAC;CACnB;AAED,UAAU,gBAAgB;IACxB,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,MAAM,CAAC;IACf,SAAS,EAAE,MAAM,CAAC;IAClB,UAAU,EAAE,MAAM,CAAC;IACnB,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,WAAW,CAAC,EAAE,MAAM,CAAC;IACrB,OAAO,EAAE,gBAAgB,EAAE,CAAC;CAC7B;AAED,MAAM,WAAW,sBAAsB;IACrC,OAAO,EAAE,gBAAgB,EAAE,CAAC;CAC7B;AAED,MAAM,WAAW,oBAAoB;IACnC,MAAM,EAAE,MAAM,CAAC;IACf,SAAS,EAAE,MAAM,CAAC;IAClB,kBAAkB,EAAE,MAAM,CAAC;IAC3B,IAAI,EAAE,MAAM,CAAC;CACd;AAED,MAAM,WAAW,iBAAiB;IAChC,CAAC,EAAE,MAAM,CAAC;IACV,CAAC,EAAE,MAAM,CAAC;IACV,CAAC,EAAE,MAAM,CAAC;IACV,CAAC,EAAE,MAAM,CAAC;IACV,CAAC,EAAE,MAAM,CAAC;IACV,CAAC,EAAE,MAAM,CAAC;IACV,CAAC,EAAE,MAAM,CAAC;IACV,CAAC,EAAE,MAAM,CAAC;IACV,CAAC,EAAE,MAAM,CAAC;CACX;AAED,MAAM,WAAW,sBAAsB;IACrC,MAAM,EAAE,MAAM,CAAC;IACf,YAAY,EAAE,MAAM,CAAC;IACrB,WAAW,EAAE,MAAM,CAAC;IACpB,UAAU,EAAE,MAAM,CAAC;IACnB,SAAS,EAAE,MAAM,CAAC;IAClB,gBAAgB,EAAE,MAAM,CAAC;IACzB,QAAQ,EAAE,MAAM,CAAC;IACjB,UAAU,EAAE,MAAM,CAAC;IACnB,gBAAgB,EAAE,MAAM,CAAC;IACzB,QAAQ,EAAE,MAAM,CAAC;IACjB,cAAc,EAAE,MAAM,CAAC;IACvB,CAAC,GAAG,EAAE,MAAM,GAAG,OAAO,CAAC;CACxB;AAED,MAAM,WAAW,uBAAuB;IACtC,OAAO,EAAE,MAAM,CAAC;IAChB,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE,MAAM,CAAC;IACb,OAAO,EAAE,MAAM,CAAC;IAChB,KAAK,EAAE,MAAM,CAAC;IACd,MAAM,EAAE,MAAM,CAAC;IACf,UAAU,EAAE,MAAM,CAAC;CACpB;AAED,UAAU,iBAAiB;IACzB,KAAK,EAAE,MAAM,CAAC;IACd,IAAI,EAAE,MAAM,CAAC;IACb,MAAM,EAAE,MAAM,CAAC;CAChB;AAED,MAAM,WAAW,iBAAiB;IAChC,QAAQ,EAAE,iBAAiB,EAAE,CAAC;CAC/B;AAMD,wBAAgB,uBAAuB,CAAC,GAAG,EAAE,sBAAsB,GAAG,cAAc,CAoCnF;AAED,wBAAgB,uBAAuB,CAAC,OAAO,EAAE,oBAAoB,EAAE,GAAG,cAAc,CAevF;AAED,wBAAgB,sBAAsB,CAAC,OAAO,EAAE,OAAO,EAAE,EAAE,GAAG,KAAK,EAAE,CAYpE;AAED,wBAAgB,8BAA8B,CAAC,GAAG,EAAE,iBAAiB,GAAG,KAAK,CAY5E;AAED,wBAAgB,wBAAwB,CAAC,GAAG,EAAE,sBAAsB,GAAG,QAAQ,CAuB9E;AAED,wBAAgB,qBAAqB,CAAC,GAAG,EAAE,uBAAuB,GAAG,KAAK,CAWzE;AAED,wBAAgB,uBAAuB,CAAC,GAAG,EAAE,iBAAiB,GAAG,cAAc,CAsB9E"}
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@@ -8,7 +8,7 @@ exports.normalizeBinancePosition = normalizeBinancePosition;
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exports.normalizeBinanceOrder = normalizeBinanceOrder;
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exports.normalizeBinanceBalance = normalizeBinanceBalance;
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function extractFilter(filterList, filterType) {
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return filterList.find((
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return filterList.find((filter) => filter.filterType === filterType);
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}
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function normalizeBinanceMarkets(raw) {
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const result = new Map();
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stepSize: lotSizeFilter?.stepSize ?? '0',
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minQty: lotSizeFilter?.minQty ?? '0',
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maxQty: lotSizeFilter?.maxQty ?? '0',
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minNotional: minNotionalFilter?.notional
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?? minNotionalFilter?.minNotional
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?? '0',
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},
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};
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result.set(symbol.symbol, market);
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}
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function normalizeBinanceKlines(rawList) {
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return rawList.map((row) => ({
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openTimestamp: row[0],
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open: parseFloat(row[1]),
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high: parseFloat(row[2]),
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low: parseFloat(row[3]),
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close: parseFloat(row[4]),
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volume: parseFloat(row[5]),
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closeTimestamp: row[6],
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quoteVolume: parseFloat(row[7]),
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trades: row[8],
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}));
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}
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function normalizeBinanceKlineWsMessage(raw) {
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return {
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openTimestamp: raw.t,
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open: parseFloat(raw.o),
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high: parseFloat(raw.h),
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low: parseFloat(raw.l),
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close: parseFloat(raw.c),
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volume: parseFloat(raw.v),
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closeTimestamp: raw.T,
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quoteVolume: parseFloat(raw.q),
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trades: raw.n,
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};
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{"version":3,"file":"binanceNormalizer.js","sourceRoot":"","sources":["../../src/normalizers/binanceNormalizer.ts"],"names":[],"mappings":";;
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{"version":3,"file":"binanceNormalizer.js","sourceRoot":"","sources":["../../src/normalizers/binanceNormalizer.ts"],"names":[],"mappings":";;AAiGA,0DAoCC;AAED,0DAeC;AAED,wDAYC;AAED,wEAYC;AAED,4DAuBC;AAED,sDAWC;AAED,0DAsBC;AAnJD,SAAS,aAAa,CAAC,UAA8B,EAAE,UAAkB;IACvE,OAAO,UAAU,CAAC,IAAI,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC;AACvE,CAAC;AAED,SAAgB,uBAAuB,CAAC,GAA2B;IACjE,MAAM,MAAM,GAAG,IAAI,GAAG,EAAkB,CAAC;IAEzC,KAAK,MAAM,MAAM,IAAI,GAAG,CAAC,OAAO,EAAE,CAAC;QACjC,MAAM,WAAW,GAAG,aAAa,CAAC,MAAM,CAAC,OAAO,EAAE,cAAc,CAAC,CAAC;QAClE,MAAM,aAAa,GAAG,aAAa,CAAC,MAAM,CAAC,OAAO,EAAE,UAAU,CAAC,CAAC;QAChE,MAAM,iBAAiB,GACrB,aAAa,CAAC,MAAM,CAAC,OAAO,EAAE,cAAc,CAAC;YAC7C,aAAa,CAAC,MAAM,CAAC,OAAO,EAAE,UAAU,CAAC,CAAC;QAE5C,MAAM,MAAM,GAAG,MAAM,CAAC,YAAY,KAAK,WAAW,CAAC;QACnD,MAAM,MAAM,GAAG,MAAM,CAAC,YAAY,KAAK,SAAS,IAAI,MAAM,CAAC,YAAY,KAAK,EAAE,CAAC;QAC/E,MAAM,MAAM,GAAW;YACrB,MAAM,EAAE,MAAM,CAAC,MAAM;YACrB,SAAS,EAAE,MAAM,CAAC,SAAS;YAC3B,UAAU,EAAE,MAAM,CAAC,UAAU;YAC7B,MAAM,EAAE,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE;YAC5B,MAAM,EAAE,MAAM,CAAC,MAAM,KAAK,SAAS;YACnC,IAAI,EAAE,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,QAAQ;YAClD,MAAM,EAAE,MAAM;YACd,YAAY,EAAE,CAAC;YACf,MAAM,EAAE;gBACN,QAAQ,EAAE,WAAW,EAAE,QAAQ,IAAI,GAAG;gBACtC,QAAQ,EAAE,aAAa,EAAE,QAAQ,IAAI,GAAG;gBACxC,MAAM,EAAE,aAAa,EAAE,MAAM,IAAI,GAAG;gBACpC,MAAM,EAAE,aAAa,EAAE,MAAM,IAAI,GAAG;gBACpC,WAAW,EAAE,iBAAiB,EAAE,QAAQ;uBACnC,iBAAiB,EAAE,WAAW;uBAC9B,GAAG;aACT;SACF,CAAC;QAEF,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;IACpC,CAAC;IAED,OAAO,MAAM,CAAC;AAChB,CAAC;AAED,SAAgB,uBAAuB,CAAC,OAA+B;IACrE,MAAM,MAAM,GAAG,IAAI,GAAG,EAAkB,CAAC;IAEzC,KAAK,MAAM,GAAG,IAAI,OAAO,EAAE,CAAC;QAC1B,MAAM,MAAM,GAAW;YACrB,MAAM,EAAE,GAAG,CAAC,MAAM;YAClB,KAAK,EAAE,UAAU,CAAC,GAAG,CAAC,SAAS,CAAC;YAChC,UAAU,EAAE,UAAU,CAAC,GAAG,CAAC,kBAAkB,CAAC;YAC9C,SAAS,EAAE,GAAG,CAAC,IAAI;SACpB,CAAC;QAEF,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;IACjC,CAAC;IAED,OAAO,MAAM,CAAC;AAChB,CAAC;AAED,SAAgB,sBAAsB,CAAC,OAAoB;IACzD,OAAO,OAAO,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC;QAC3B,aAAa,EAAE,GAAG,CAAC,CAAC,CAAW;QAC/B,IAAI,EAAE,UAAU,CAAC,GAAG,CAAC,CAAC,CAAW,CAAC;QAClC,IAAI,EAAE,UAAU,CAAC,GAAG,CAAC,CAAC,CAAW,CAAC;QAClC,GAAG,EAAE,UAAU,CAAC,GAAG,CAAC,CAAC,CAAW,CAAC;QACjC,KAAK,EAAE,UAAU,CAAC,GAAG,CAAC,CAAC,CAAW,CAAC;QACnC,MAAM,EAAE,UAAU,CAAC,GAAG,CAAC,CAAC,CAAW,CAAC;QACpC,cAAc,EAAE,GAAG,CAAC,CAAC,CAAW;QAChC,WAAW,EAAE,UAAU,CAAC,GAAG,CAAC,CAAC,CAAW,CAAC;QACzC,MAAM,EAAE,GAAG,CAAC,CAAC,CAAW;KACzB,CAAC,CAAC,CAAC;AACN,CAAC;AAED,SAAgB,8BAA8B,CAAC,GAAsB;IACnE,OAAO;QACL,aAAa,EAAE,GAAG,CAAC,CAAC;QACpB,IAAI,EAAE,UAAU,CAAC,GAAG,CAAC,CAAC,CAAC;QACvB,IAAI,EAAE,UAAU,CAAC,GAAG,CAAC,CAAC,CAAC;QACvB,GAAG,EAAE,UAAU,CAAC,GAAG,CAAC,CAAC,CAAC;QACtB,KAAK,EAAE,UAAU,CAAC,GAAG,CAAC,CAAC,CAAC;QACxB,MAAM,EAAE,UAAU,CAAC,GAAG,CAAC,CAAC,CAAC;QACzB,cAAc,EAAE,GAAG,CAAC,CAAC;QACrB,WAAW,EAAE,UAAU,CAAC,GAAG,CAAC,CAAC,CAAC;QAC9B,MAAM,EAAE,GAAG,CAAC,CAAC;KACd,CAAC;AACJ,CAAC;AAED,SAAgB,wBAAwB,CAAC,GAA2B;IAClE,MAAM,OAAO,GAAiC;QAC5C,IAAI,EAAE,MAAM;QACZ,KAAK,EAAE,OAAO;QACd,IAAI,EAAE,MAAM;KACb,CAAC;IAEF,MAAM,IAAI,GAAiB,OAAO,CAAC,GAAG,CAAC,YAAY,CAAC,IAAI,MAAM,CAAC;IAC/D,MAAM,UAAU,GAAe,GAAG,CAAC,UAAU,KAAK,UAAU,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC,OAAO,CAAC;IACpF,MAAM,mBAAmB,GAAG,UAAU,CAAC,GAAG,CAAC,gBAAgB,CAAC,CAAC;IAE7D,OAAO;QACL,MAAM,EAAE,GAAG,CAAC,MAAM;QAClB,IAAI;QACJ,SAAS,EAAE,UAAU,CAAC,GAAG,CAAC,WAAW,CAAC;QACtC,UAAU,EAAE,UAAU,CAAC,GAAG,CAAC,UAAU,CAAC;QACtC,SAAS,EAAE,UAAU,CAAC,GAAG,CAAC,SAAS,CAAC;QACpC,aAAa,EAAE,UAAU,CAAC,GAAG,CAAC,gBAAgB,CAAC;QAC/C,QAAQ,EAAE,UAAU,CAAC,GAAG,CAAC,QAAQ,CAAC;QAClC,UAAU;QACV,gBAAgB,EAAE,KAAK,CAAC,mBAAmB,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,mBAAmB;QACtE,IAAI,EAAE,GAAG;KACV,CAAC;AACJ,CAAC;AAED,SAAgB,qBAAqB,CAAC,GAA4B;IAChE,OAAO;QACL,EAAE,EAAE,MAAM,CAAC,GAAG,CAAC,OAAO,CAAC;QACvB,MAAM,EAAE,GAAG,CAAC,MAAM;QAClB,IAAI,EAAE,GAAG,CAAC,IAAI,CAAC,WAAW,EAAmB;QAC7C,IAAI,EAAE,GAAG,CAAC,IAAI,CAAC,WAAW,EAAmB;QAC7C,MAAM,EAAE,UAAU,CAAC,GAAG,CAAC,OAAO,CAAC;QAC/B,KAAK,EAAE,UAAU,CAAC,GAAG,CAAC,KAAK,CAAC;QAC5B,MAAM,EAAE,GAAG,CAAC,MAAM,CAAC,WAAW,EAAE;QAChC,SAAS,EAAE,GAAG,CAAC,UAAU;KAC1B,CAAC;AACJ,CAAC;AAED,SAAgB,uBAAuB,CAAC,GAAsB;IAC5D,MAAM,MAAM,GAAG,IAAI,GAAG,EAAmB,CAAC;IAE1C,KAAK,MAAM,KAAK,IAAI,GAAG,CAAC,QAAQ,EAAE,CAAC;QACjC,MAAM,IAAI,GAAG,UAAU,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC;QACpC,MAAM,MAAM,GAAG,UAAU,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;QAExC,IAAI,IAAI,GAAG,MAAM,KAAK,CAAC,EAAE,CAAC;YACxB,SAAS;QACX,CAAC;QAED,MAAM,OAAO,GAAY;YACvB,KAAK,EAAE,KAAK,CAAC,KAAK;YAClB,IAAI;YACJ,MAAM;YACN,KAAK,EAAE,IAAI,GAAG,MAAM;SACrB,CAAC;QAEF,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,KAAK,EAAE,OAAO,CAAC,CAAC;IACnC,CAAC;IAED,OAAO,MAAM,CAAC;AAChB,CAAC"}
|
|
@@ -1,8 +1,12 @@
|
|
|
1
|
-
import { TickerBySymbol, Kline, MarketBySymbol, Position, Order, BalanceByAsset } from '../types/common';
|
|
1
|
+
import type { TickerBySymbol, Kline, MarketBySymbol, Position, Order, BalanceByAsset } from '../types/common';
|
|
2
|
+
import type { CreateOrderWsArgs } from '../types/exchange';
|
|
2
3
|
interface BybitRawLotSizeFilter {
|
|
4
|
+
basePrecision?: string;
|
|
3
5
|
qtyStep?: string;
|
|
4
6
|
minOrderQty?: string;
|
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5
7
|
maxOrderQty?: string;
|
|
8
|
+
minNotionalValue?: string;
|
|
9
|
+
minOrderAmt?: string;
|
|
6
10
|
}
|
|
7
11
|
interface BybitRawPriceFilter {
|
|
8
12
|
tickSize?: string;
|
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@@ -46,6 +50,7 @@ export interface BybitRawPosition {
|
|
|
46
50
|
tradeMode: number;
|
|
47
51
|
liqPrice: string;
|
|
48
52
|
positionIdx: number;
|
|
53
|
+
[key: string]: unknown;
|
|
49
54
|
}
|
|
50
55
|
export interface BybitRawOrderResponse {
|
|
51
56
|
orderId: string;
|
|
@@ -74,6 +79,7 @@ export declare function normalizeBybitKlines(rawList: string[][]): Kline[];
|
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|
74
79
|
export declare function normalizeBybitKlineWsMessage(raw: BybitRawWsKline): Kline;
|
|
75
80
|
export declare function normalizeBybitPosition(raw: BybitRawPosition): Position;
|
|
76
81
|
export declare function normalizeBybitOrder(raw: BybitRawOrderResponse): Order;
|
|
82
|
+
export declare function buildBybitOrderFromCreateResponse(args: CreateOrderWsArgs, orderId: string): Order;
|
|
77
83
|
export declare function normalizeBybitBalance(raw: BybitRawWalletBalance): BalanceByAsset;
|
|
78
84
|
export {};
|
|
79
85
|
//# sourceMappingURL=bybitNormalizer.d.ts.map
|
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@@ -1 +1 @@
|
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|
1
|
-
{"version":3,"file":"bybitNormalizer.d.ts","sourceRoot":"","sources":["../../src/normalizers/bybitNormalizer.ts"],"names":[],"mappings":"AAAA,OAAO,
|
|
1
|
+
{"version":3,"file":"bybitNormalizer.d.ts","sourceRoot":"","sources":["../../src/normalizers/bybitNormalizer.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAEV,cAAc,EACd,KAAK,EAEL,cAAc,EACd,QAAQ,EAGR,KAAK,EAEL,cAAc,EACf,MAAM,iBAAiB,CAAC;AACzB,OAAO,KAAK,EAAE,iBAAiB,EAAE,MAAM,mBAAmB,CAAC;AAE3D,UAAU,qBAAqB;IAC7B,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,WAAW,CAAC,EAAE,MAAM,CAAC;IACrB,WAAW,CAAC,EAAE,MAAM,CAAC;IACrB,gBAAgB,CAAC,EAAE,MAAM,CAAC;IAC1B,WAAW,CAAC,EAAE,MAAM,CAAC;CACtB;AAED,UAAU,mBAAmB;IAC3B,QAAQ,CAAC,EAAE,MAAM,CAAC;CACnB;AAED,MAAM,WAAW,sBAAsB;IACrC,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,MAAM,CAAC;IACjB,SAAS,EAAE,MAAM,CAAC;IAClB,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,aAAa,CAAC,EAAE,qBAAqB,CAAC;IACtC,WAAW,CAAC,EAAE,mBAAmB,CAAC;CACnC;AAED,MAAM,WAAW,cAAc;IAC7B,MAAM,EAAE,MAAM,CAAC;IACf,SAAS,EAAE,MAAM,CAAC;IAClB,YAAY,EAAE,MAAM,CAAC;IACrB,IAAI,CAAC,EAAE,MAAM,CAAC;CACf;AAED,MAAM,WAAW,eAAe;IAC9B,KAAK,EAAE,MAAM,CAAC;IACd,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE,MAAM,CAAC;IACb,GAAG,EAAE,MAAM,CAAC;IACZ,KAAK,EAAE,MAAM,CAAC;IACd,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,MAAM,CAAC;IACjB,OAAO,EAAE,OAAO,CAAC;IACjB,SAAS,EAAE,MAAM,CAAC;CACnB;AAED,MAAM,WAAW,gBAAgB;IAC/B,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE,MAAM,CAAC;IACb,QAAQ,EAAE,MAAM,CAAC;IACjB,SAAS,EAAE,MAAM,CAAC;IAClB,aAAa,EAAE,MAAM,CAAC;IACtB,QAAQ,EAAE,MAAM,CAAC;IACjB,SAAS,EAAE,MAAM,CAAC;IAClB,QAAQ,EAAE,MAAM,CAAC;IACjB,WAAW,EAAE,MAAM,CAAC;IACpB,CAAC,GAAG,EAAE,MAAM,GAAG,OAAO,CAAC;CACxB;AAED,MAAM,WAAW,qBAAqB;IACpC,OAAO,EAAE,MAAM,CAAC;IAChB,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE,MAAM,CAAC;IACb,SAAS,EAAE,MAAM,CAAC;IAClB,GAAG,EAAE,MAAM,CAAC;IACZ,KAAK,EAAE,MAAM,CAAC;IACd,WAAW,EAAE,MAAM,CAAC;IACpB,WAAW,EAAE,MAAM,CAAC;CACrB;AAED,UAAU,YAAY;IACpB,IAAI,EAAE,MAAM,CAAC;IACb,mBAAmB,CAAC,EAAE,MAAM,CAAC;IAC7B,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,YAAY,CAAC,EAAE,MAAM,CAAC;CACvB;AAED,MAAM,WAAW,qBAAqB;IACpC,IAAI,EAAE,YAAY,EAAE,CAAC;CACtB;AAID,wBAAgB,qBAAqB,CAAC,OAAO,EAAE,sBAAsB,EAAE,GAAG,cAAc,CA8BvF;AAED,wBAAgB,qBAAqB,CAAC,OAAO,EAAE,cAAc,EAAE,GAAG,cAAc,CAe/E;AAED,wBAAgB,oBAAoB,CAAC,OAAO,EAAE,MAAM,EAAE,EAAE,GAAG,KAAK,EAAE,CAYjE;AAED,wBAAgB,4BAA4B,CAAC,GAAG,EAAE,eAAe,GAAG,KAAK,CAYxE;AAED,wBAAgB,sBAAsB,CAAC,GAAG,EAAE,gBAAgB,GAAG,QAAQ,CAsBtE;AAaD,wBAAgB,mBAAmB,CAAC,GAAG,EAAE,qBAAqB,GAAG,KAAK,CAarE;AAED,wBAAgB,iCAAiC,CAAC,IAAI,EAAE,iBAAiB,EAAE,OAAO,EAAE,MAAM,GAAG,KAAK,CAWjG;AAED,wBAAgB,qBAAqB,CAAC,GAAG,EAAE,qBAAqB,GAAG,cAAc,CAuChF"}
|
|
@@ -6,6 +6,7 @@ exports.normalizeBybitKlines = normalizeBybitKlines;
|
|
|
6
6
|
exports.normalizeBybitKlineWsMessage = normalizeBybitKlineWsMessage;
|
|
7
7
|
exports.normalizeBybitPosition = normalizeBybitPosition;
|
|
8
8
|
exports.normalizeBybitOrder = normalizeBybitOrder;
|
|
9
|
+
exports.buildBybitOrderFromCreateResponse = buildBybitOrderFromCreateResponse;
|
|
9
10
|
exports.normalizeBybitBalance = normalizeBybitBalance;
|
|
10
11
|
const LINEAR_CONTRACT_TYPES = new Set(['LinearPerpetual', 'LinearFutures']);
|
|
11
12
|
function normalizeBybitMarkets(rawList) {
|
|
@@ -24,9 +25,12 @@ function normalizeBybitMarkets(rawList) {
|
|
|
24
25
|
contractSize: parseFloat(raw.contractSize ?? '1'),
|
|
25
26
|
filter: {
|
|
26
27
|
tickSize: raw.priceFilter?.tickSize ?? '0',
|
|
27
|
-
stepSize: raw.lotSizeFilter?.qtyStep ?? '0',
|
|
28
|
+
stepSize: raw.lotSizeFilter?.qtyStep ?? raw.lotSizeFilter?.basePrecision ?? '0',
|
|
28
29
|
minQty: raw.lotSizeFilter?.minOrderQty ?? '0',
|
|
29
30
|
maxQty: raw.lotSizeFilter?.maxOrderQty ?? '0',
|
|
31
|
+
minNotional: raw.lotSizeFilter?.minNotionalValue
|
|
32
|
+
?? raw.lotSizeFilter?.minOrderAmt
|
|
33
|
+
?? '0',
|
|
30
34
|
},
|
|
31
35
|
};
|
|
32
36
|
result.set(raw.symbol, market);
|
|
@@ -48,26 +52,26 @@ function normalizeBybitTickers(rawList) {
|
|
|
48
52
|
}
|
|
49
53
|
function normalizeBybitKlines(rawList) {
|
|
50
54
|
return rawList.map((row) => ({
|
|
51
|
-
|
|
55
|
+
openTimestamp: parseFloat(row[0]),
|
|
52
56
|
open: parseFloat(row[1]),
|
|
53
57
|
high: parseFloat(row[2]),
|
|
54
58
|
low: parseFloat(row[3]),
|
|
55
59
|
close: parseFloat(row[4]),
|
|
56
60
|
volume: parseFloat(row[5]),
|
|
57
|
-
|
|
61
|
+
closeTimestamp: 0,
|
|
58
62
|
quoteVolume: parseFloat(row[6]),
|
|
59
63
|
trades: 0,
|
|
60
64
|
}));
|
|
61
65
|
}
|
|
62
66
|
function normalizeBybitKlineWsMessage(raw) {
|
|
63
67
|
return {
|
|
64
|
-
|
|
68
|
+
openTimestamp: raw.start,
|
|
65
69
|
open: parseFloat(raw.open),
|
|
66
70
|
high: parseFloat(raw.high),
|
|
67
71
|
low: parseFloat(raw.low),
|
|
68
72
|
close: parseFloat(raw.close),
|
|
69
73
|
volume: parseFloat(raw.volume),
|
|
70
|
-
|
|
74
|
+
closeTimestamp: raw.timestamp,
|
|
71
75
|
quoteVolume: parseFloat(raw.turnover),
|
|
72
76
|
trades: 0,
|
|
73
77
|
};
|
|
@@ -116,6 +120,18 @@ function normalizeBybitOrder(raw) {
|
|
|
116
120
|
timestamp: parseFloat(raw.createdTime),
|
|
117
121
|
};
|
|
118
122
|
}
|
|
123
|
+
function buildBybitOrderFromCreateResponse(args, orderId) {
|
|
124
|
+
return {
|
|
125
|
+
id: orderId,
|
|
126
|
+
symbol: args.symbol,
|
|
127
|
+
side: args.side,
|
|
128
|
+
type: args.type,
|
|
129
|
+
amount: args.amount,
|
|
130
|
+
price: args.price,
|
|
131
|
+
status: 'open',
|
|
132
|
+
timestamp: Date.now(),
|
|
133
|
+
};
|
|
134
|
+
}
|
|
119
135
|
function normalizeBybitBalance(raw) {
|
|
120
136
|
const result = new Map();
|
|
121
137
|
for (const coin of raw.list) {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"bybitNormalizer.js","sourceRoot":"","sources":["../../src/normalizers/bybitNormalizer.ts"],"names":[],"mappings":";;
|
|
1
|
+
{"version":3,"file":"bybitNormalizer.js","sourceRoot":"","sources":["../../src/normalizers/bybitNormalizer.ts"],"names":[],"mappings":";;AAmGA,sDA8BC;AAED,sDAeC;AAED,oDAYC;AAED,oEAYC;AAED,wDAsBC;AAaD,kDAaC;AAED,8EAWC;AAED,sDAuCC;AArLD,MAAM,qBAAqB,GAAG,IAAI,GAAG,CAAC,CAAC,iBAAiB,EAAE,eAAe,CAAC,CAAC,CAAC;AAE5E,SAAgB,qBAAqB,CAAC,OAAiC;IACrE,MAAM,MAAM,GAAG,IAAI,GAAG,EAAkB,CAAC;IAEzC,KAAK,MAAM,GAAG,IAAI,OAAO,EAAE,CAAC;QAC1B,MAAM,QAAQ,GAAG,qBAAqB,CAAC,GAAG,CAAC,GAAG,CAAC,YAAY,IAAI,EAAE,CAAC,CAAC;QACnE,MAAM,MAAM,GAAG,GAAG,CAAC,YAAY,KAAK,SAAS,IAAI,GAAG,CAAC,YAAY,KAAK,EAAE,CAAC;QACzE,MAAM,MAAM,GAAW;YACrB,MAAM,EAAE,GAAG,CAAC,MAAM;YAClB,SAAS,EAAE,GAAG,CAAC,QAAQ;YACvB,UAAU,EAAE,GAAG,CAAC,SAAS;YACzB,MAAM,EAAE,QAAQ,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,UAAU,IAAI,MAAM,CAAC,CAAC,CAAC,CAAC,EAAE;YAClD,MAAM,EAAE,GAAG,CAAC,MAAM,KAAK,SAAS;YAChC,IAAI,EAAE,QAAQ,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,QAAQ;YACpD,MAAM,EAAE,QAAQ;YAChB,YAAY,EAAE,UAAU,CAAC,GAAG,CAAC,YAAY,IAAI,GAAG,CAAC;YACjD,MAAM,EAAE;gBACN,QAAQ,EAAE,GAAG,CAAC,WAAW,EAAE,QAAQ,IAAI,GAAG;gBAC1C,QAAQ,EAAE,GAAG,CAAC,aAAa,EAAE,OAAO,IAAI,GAAG,CAAC,aAAa,EAAE,aAAa,IAAI,GAAG;gBAC/E,MAAM,EAAE,GAAG,CAAC,aAAa,EAAE,WAAW,IAAI,GAAG;gBAC7C,MAAM,EAAE,GAAG,CAAC,aAAa,EAAE,WAAW,IAAI,GAAG;gBAC7C,WAAW,EAAE,GAAG,CAAC,aAAa,EAAE,gBAAgB;uBAC3C,GAAG,CAAC,aAAa,EAAE,WAAW;uBAC9B,GAAG;aACT;SACF,CAAC;QAEF,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;IACjC,CAAC;IAED,OAAO,MAAM,CAAC;AAChB,CAAC;AAED,SAAgB,qBAAqB,CAAC,OAAyB;IAC7D,MAAM,MAAM,GAAG,IAAI,GAAG,EAAkB,CAAC;IAEzC,KAAK,MAAM,GAAG,IAAI,OAAO,EAAE,CAAC;QAC1B,MAAM,MAAM,GAAW;YACrB,MAAM,EAAE,GAAG,CAAC,MAAM;YAClB,KAAK,EAAE,UAAU,CAAC,GAAG,CAAC,SAAS,CAAC;YAChC,UAAU,EAAE,UAAU,CAAC,GAAG,CAAC,YAAY,CAAC,GAAG,GAAG;YAC9C,SAAS,EAAE,GAAG,CAAC,IAAI,IAAI,IAAI,CAAC,GAAG,EAAE;SAClC,CAAC;QAEF,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;IACjC,CAAC;IAED,OAAO,MAAM,CAAC;AAChB,CAAC;AAED,SAAgB,oBAAoB,CAAC,OAAmB;IACtD,OAAO,OAAO,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC;QAC3B,aAAa,EAAE,UAAU,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;QACjC,IAAI,EAAE,UAAU,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;QACxB,IAAI,EAAE,UAAU,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;QACxB,GAAG,EAAE,UAAU,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;QACvB,KAAK,EAAE,UAAU,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;QACzB,MAAM,EAAE,UAAU,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;QAC1B,cAAc,EAAE,CAAC;QACjB,WAAW,EAAE,UAAU,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;QAC/B,MAAM,EAAE,CAAC;KACV,CAAC,CAAC,CAAC;AACN,CAAC;AAED,SAAgB,4BAA4B,CAAC,GAAoB;IAC/D,OAAO;QACL,aAAa,EAAE,GAAG,CAAC,KAAK;QACxB,IAAI,EAAE,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC;QAC1B,IAAI,EAAE,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC;QAC1B,GAAG,EAAE,UAAU,CAAC,GAAG,CAAC,GAAG,CAAC;QACxB,KAAK,EAAE,UAAU,CAAC,GAAG,CAAC,KAAK,CAAC;QAC5B,MAAM,EAAE,UAAU,CAAC,GAAG,CAAC,MAAM,CAAC;QAC9B,cAAc,EAAE,GAAG,CAAC,SAAS;QAC7B,WAAW,EAAE,UAAU,CAAC,GAAG,CAAC,QAAQ,CAAC;QACrC,MAAM,EAAE,CAAC;KACV,CAAC;AACJ,CAAC;AAED,SAAgB,sBAAsB,CAAC,GAAqB;IAC1D,MAAM,OAAO,GAAiC;QAC5C,GAAG,EAAE,MAAM;QACX,IAAI,EAAE,OAAO;KACd,CAAC;IAEF,MAAM,IAAI,GAAiB,OAAO,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,MAAM,CAAC;IACvD,MAAM,UAAU,GAAe,GAAG,CAAC,SAAS,KAAK,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,UAAU,CAAC;IAC1E,MAAM,mBAAmB,GAAG,UAAU,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;IAErD,OAAO;QACL,MAAM,EAAE,GAAG,CAAC,MAAM;QAClB,IAAI;QACJ,SAAS,EAAE,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC;QAC/B,UAAU,EAAE,UAAU,CAAC,GAAG,CAAC,QAAQ,CAAC;QACpC,SAAS,EAAE,UAAU,CAAC,GAAG,CAAC,SAAS,CAAC;QACpC,aAAa,EAAE,UAAU,CAAC,GAAG,CAAC,aAAa,CAAC;QAC5C,QAAQ,EAAE,UAAU,CAAC,GAAG,CAAC,QAAQ,CAAC;QAClC,UAAU;QACV,gBAAgB,EAAE,KAAK,CAAC,mBAAmB,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,mBAAmB;QACtE,IAAI,EAAE,GAAG;KACV,CAAC;AACJ,CAAC;AAED,MAAM,sBAAsB,GAA2B;IACrD,GAAG,EAAE,MAAM;IACX,eAAe,EAAE,MAAM;IACvB,WAAW,EAAE,MAAM;IACnB,MAAM,EAAE,QAAQ;IAChB,SAAS,EAAE,UAAU;IACrB,uBAAuB,EAAE,UAAU;IACnC,QAAQ,EAAE,UAAU;IACpB,WAAW,EAAE,UAAU;CACxB,CAAC;AAEF,SAAgB,mBAAmB,CAAC,GAA0B;IAC5D,MAAM,MAAM,GAAG,sBAAsB,CAAC,GAAG,CAAC,WAAW,CAAC,IAAI,GAAG,CAAC,WAAW,CAAC,WAAW,EAAE,CAAC;IAExF,OAAO;QACL,EAAE,EAAE,GAAG,CAAC,OAAO;QACf,MAAM,EAAE,GAAG,CAAC,MAAM;QAClB,IAAI,EAAE,GAAG,CAAC,IAAI,CAAC,WAAW,EAAmB;QAC7C,IAAI,EAAE,GAAG,CAAC,SAAS,CAAC,WAAW,EAAmB;QAClD,MAAM,EAAE,UAAU,CAAC,GAAG,CAAC,GAAG,CAAC;QAC3B,KAAK,EAAE,UAAU,CAAC,GAAG,CAAC,KAAK,CAAC;QAC5B,MAAM;QACN,SAAS,EAAE,UAAU,CAAC,GAAG,CAAC,WAAW,CAAC;KACvC,CAAC;AACJ,CAAC;AAED,SAAgB,iCAAiC,CAAC,IAAuB,EAAE,OAAe;IACxF,OAAO;QACL,EAAE,EAAE,OAAO;QACX,MAAM,EAAE,IAAI,CAAC,MAAM;QACnB,IAAI,EAAE,IAAI,CAAC,IAAI;QACf,IAAI,EAAE,IAAI,CAAC,IAAI;QACf,MAAM,EAAE,IAAI,CAAC,MAAM;QACnB,KAAK,EAAE,IAAI,CAAC,KAAK;QACjB,MAAM,EAAE,MAAM;QACd,SAAS,EAAE,IAAI,CAAC,GAAG,EAAE;KACtB,CAAC;AACJ,CAAC;AAED,SAAgB,qBAAqB,CAAC,GAA0B;IAC9D,MAAM,MAAM,GAAG,IAAI,GAAG,EAAmB,CAAC;IAE1C,KAAK,MAAM,IAAI,IAAI,GAAG,CAAC,IAAI,EAAE,CAAC;QAC5B,MAAM,IAAI,GAAG,UAAU,CAAC,IAAI,CAAC,mBAAmB,IAAI,IAAI,CAAC,IAAI,IAAI,GAAG,CAAC,CAAC;QACtE,MAAM,aAAa,GAAG,UAAU,CAAC,IAAI,CAAC,aAAa,IAAI,GAAG,CAAC,CAAC;QAC5D,MAAM,MAAM,GAAG,UAAU,CAAC,IAAI,CAAC,YAAY,IAAI,IAAI,CAAC,MAAM,IAAI,GAAG,CAAC,CAAC;QACnE,MAAM,MAAM,GAAG,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,aAAa,GAAG,IAAI,CAAC,CAAC,CAAC,MAAM,CAAC;QAE7D,IAAI,IAAI,GAAG,MAAM,KAAK,CAAC,EAAE,CAAC;YACxB,SAAS;QACX,CAAC;QAED,MAAM,QAAQ,GAAG,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;QAEvC,IAAI,QAAQ,KAAK,SAAS,EAAE,CAAC;YAC3B,MAAM,OAAO,GAAY;gBACvB,KAAK,EAAE,IAAI,CAAC,IAAI;gBAChB,IAAI,EAAE,QAAQ,CAAC,IAAI,GAAG,IAAI;gBAC1B,MAAM,EAAE,QAAQ,CAAC,MAAM,GAAG,MAAM;gBAChC,KAAK,EAAE,QAAQ,CAAC,KAAK,GAAG,IAAI,GAAG,MAAM;aACtC,CAAC;YAEF,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,EAAE,OAAO,CAAC,CAAC;YAE/B,SAAS;QACX,CAAC;QAED,MAAM,OAAO,GAAY;YACvB,KAAK,EAAE,IAAI,CAAC,IAAI;YAChB,IAAI;YACJ,MAAM;YACN,KAAK,EAAE,IAAI,GAAG,MAAM;SACrB,CAAC;QAEF,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,EAAE,OAAO,CAAC,CAAC;IACjC,CAAC;IAED,OAAO,MAAM,CAAC;AAChB,CAAC"}
|
package/dist/types/common.d.ts
CHANGED
|
@@ -10,6 +10,7 @@ export interface ExchangeConfig {
|
|
|
10
10
|
apiKey: string;
|
|
11
11
|
secret: string;
|
|
12
12
|
recvWindow?: number;
|
|
13
|
+
demoMode?: boolean;
|
|
13
14
|
}
|
|
14
15
|
export interface ExchangeLogger {
|
|
15
16
|
debug(message: string, ...args: unknown[]): void;
|
|
@@ -26,13 +27,13 @@ export interface Ticker {
|
|
|
26
27
|
}
|
|
27
28
|
export type TickerBySymbol = Map<string, Ticker>;
|
|
28
29
|
export interface Kline {
|
|
29
|
-
|
|
30
|
+
openTimestamp: number;
|
|
30
31
|
open: number;
|
|
31
32
|
high: number;
|
|
32
33
|
low: number;
|
|
33
34
|
close: number;
|
|
34
35
|
volume: number;
|
|
35
|
-
|
|
36
|
+
closeTimestamp: number;
|
|
36
37
|
quoteVolume: number;
|
|
37
38
|
trades: number;
|
|
38
39
|
}
|
|
@@ -41,6 +42,7 @@ export interface MarketFilter {
|
|
|
41
42
|
stepSize: string;
|
|
42
43
|
minQty: string;
|
|
43
44
|
maxQty: string;
|
|
45
|
+
minNotional: string;
|
|
44
46
|
}
|
|
45
47
|
export interface Market {
|
|
46
48
|
symbol: string;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"common.d.ts","sourceRoot":"","sources":["../../src/types/common.ts"],"names":[],"mappings":"AAAA,MAAM,MAAM,YAAY,GAAG,SAAS,GAAG,OAAO,CAAC;AAE/C,MAAM,MAAM,SAAS,GAAG,KAAK,GAAG,MAAM,CAAC;AAEvC,MAAM,MAAM,SAAS,GAAG,QAAQ,GAAG,OAAO,CAAC;AAE3C,MAAM,MAAM,UAAU,GAAG,UAAU,GAAG,OAAO,CAAC;AAE9C,MAAM,MAAM,YAAY,GAAG,MAAM,GAAG,OAAO,GAAG,MAAM,CAAC;AAErD,MAAM,MAAM,UAAU,GAAG,MAAM,GAAG,MAAM,GAAG,QAAQ,CAAC;AAEpD,MAAM,MAAM,WAAW,GAAG,KAAK,GAAG,KAAK,GAAG,KAAK,GAAG,UAAU,CAAC;AAE7D,MAAM,MAAM,aAAa,GACrB,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,KAAK,GACL,KAAK,GACL,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,KAAK,GACL,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,IAAI,CAAC;AAET,MAAM,WAAW,cAAc;IAC7B,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,MAAM,CAAC;IACf,UAAU,CAAC,EAAE,MAAM,CAAC;
|
|
1
|
+
{"version":3,"file":"common.d.ts","sourceRoot":"","sources":["../../src/types/common.ts"],"names":[],"mappings":"AAAA,MAAM,MAAM,YAAY,GAAG,SAAS,GAAG,OAAO,CAAC;AAE/C,MAAM,MAAM,SAAS,GAAG,KAAK,GAAG,MAAM,CAAC;AAEvC,MAAM,MAAM,SAAS,GAAG,QAAQ,GAAG,OAAO,CAAC;AAE3C,MAAM,MAAM,UAAU,GAAG,UAAU,GAAG,OAAO,CAAC;AAE9C,MAAM,MAAM,YAAY,GAAG,MAAM,GAAG,OAAO,GAAG,MAAM,CAAC;AAErD,MAAM,MAAM,UAAU,GAAG,MAAM,GAAG,MAAM,GAAG,QAAQ,CAAC;AAEpD,MAAM,MAAM,WAAW,GAAG,KAAK,GAAG,KAAK,GAAG,KAAK,GAAG,UAAU,CAAC;AAE7D,MAAM,MAAM,aAAa,GACrB,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,KAAK,GACL,KAAK,GACL,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,KAAK,GACL,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,IAAI,CAAC;AAET,MAAM,WAAW,cAAc;IAC7B,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,MAAM,CAAC;IACf,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,QAAQ,CAAC,EAAE,OAAO,CAAC;CACpB;AAED,MAAM,WAAW,cAAc;IAC7B,KAAK,CAAC,OAAO,EAAE,MAAM,EAAE,GAAG,IAAI,EAAE,OAAO,EAAE,GAAG,IAAI,CAAC;IACjD,IAAI,CAAC,OAAO,EAAE,MAAM,EAAE,GAAG,IAAI,EAAE,OAAO,EAAE,GAAG,IAAI,CAAC;IAChD,IAAI,CAAC,OAAO,EAAE,MAAM,EAAE,GAAG,IAAI,EAAE,OAAO,EAAE,GAAG,IAAI,CAAC;IAChD,KAAK,CAAC,OAAO,EAAE,MAAM,EAAE,GAAG,IAAI,EAAE,OAAO,EAAE,GAAG,IAAI,CAAC;IACjD,KAAK,CAAC,OAAO,EAAE,MAAM,EAAE,GAAG,IAAI,EAAE,OAAO,EAAE,GAAG,IAAI,CAAC;CAClD;AAED,MAAM,WAAW,MAAM;IACrB,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,MAAM,CAAC;IACd,UAAU,EAAE,MAAM,CAAC;IACnB,SAAS,EAAE,MAAM,CAAC;CACnB;AAED,MAAM,MAAM,cAAc,GAAG,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;AAEjD,MAAM,WAAW,KAAK;IACpB,aAAa,EAAE,MAAM,CAAC;IACtB,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE,MAAM,CAAC;IACb,GAAG,EAAE,MAAM,CAAC;IACZ,KAAK,EAAE,MAAM,CAAC;IACd,MAAM,EAAE,MAAM,CAAC;IACf,cAAc,EAAE,MAAM,CAAC;IACvB,WAAW,EAAE,MAAM,CAAC;IACpB,MAAM,EAAE,MAAM,CAAC;CAChB;AAED,MAAM,WAAW,YAAY;IAC3B,QAAQ,EAAE,MAAM,CAAC;IACjB,QAAQ,EAAE,MAAM,CAAC;IACjB,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,MAAM,CAAC;IACf,WAAW,EAAE,MAAM,CAAC;CACrB;AAED,MAAM,WAAW,MAAM;IACrB,MAAM,EAAE,MAAM,CAAC;IACf,SAAS,EAAE,MAAM,CAAC;IAClB,UAAU,EAAE,MAAM,CAAC;IACnB,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,OAAO,CAAC;IAChB,IAAI,EAAE,UAAU,CAAC;IACjB,MAAM,EAAE,OAAO,CAAC;IAChB,YAAY,EAAE,MAAM,CAAC;IACrB,MAAM,EAAE,YAAY,CAAC;CACtB;AAED,MAAM,MAAM,cAAc,GAAG,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;AAEjD,MAAM,WAAW,QAAQ;IACvB,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE,YAAY,CAAC;IACnB,SAAS,EAAE,MAAM,CAAC;IAClB,UAAU,EAAE,MAAM,CAAC;IACnB,SAAS,EAAE,MAAM,CAAC;IAClB,aAAa,EAAE,MAAM,CAAC;IACtB,QAAQ,EAAE,MAAM,CAAC;IACjB,UAAU,EAAE,UAAU,CAAC;IACvB,gBAAgB,EAAE,MAAM,CAAC;IACzB,IAAI,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC;CAC/B;AAED,MAAM,WAAW,KAAK;IACpB,EAAE,EAAE,MAAM,CAAC;IACX,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE,SAAS,CAAC;IAChB,IAAI,EAAE,SAAS,CAAC;IAChB,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,MAAM,CAAC;IACd,MAAM,EAAE,MAAM,CAAC;IACf,SAAS,EAAE,MAAM,CAAC;CACnB;AAED,MAAM,WAAW,OAAO;IACtB,KAAK,EAAE,MAAM,CAAC;IACd,IAAI,EAAE,MAAM,CAAC;IACb,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,MAAM,CAAC;CACf;AAED,MAAM,MAAM,cAAc,GAAG,GAAG,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC"}
|
package/dist/types/exchange.d.ts
CHANGED
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
import { ExchangeConfig, ExchangeLogger, KlineInterval, Kline, MarginMode, MarketBySymbol, Order, OrderSide, OrderType, TickerBySymbol, BalanceByAsset, Position } from './common';
|
|
1
|
+
import type { ExchangeConfig, ExchangeLogger, KlineInterval, Kline, MarginMode, MarketBySymbol, Order, OrderSide, OrderType, TickerBySymbol, BalanceByAsset, Position } from './common';
|
|
2
2
|
export interface ExchangeArgs {
|
|
3
3
|
config: ExchangeConfig;
|
|
4
4
|
logger: ExchangeLogger;
|
|
@@ -17,10 +17,11 @@ export interface FetchKlinesArgs {
|
|
|
17
17
|
endTime?: number;
|
|
18
18
|
limit?: number;
|
|
19
19
|
}
|
|
20
|
+
export type KlineHandler = (symbol: string, kline: Kline) => void;
|
|
20
21
|
export interface SubscribeKlinesArgs {
|
|
21
22
|
symbol: string;
|
|
22
23
|
interval: KlineInterval;
|
|
23
|
-
handler:
|
|
24
|
+
handler: KlineHandler;
|
|
24
25
|
}
|
|
25
26
|
export interface ExchangeClient {
|
|
26
27
|
readonly apiKey: string;
|
|
@@ -28,12 +29,15 @@ export interface ExchangeClient {
|
|
|
28
29
|
loadMarkets(reload?: boolean): Promise<MarketBySymbol>;
|
|
29
30
|
fetchTickers(): Promise<TickerBySymbol>;
|
|
30
31
|
fetchKlines(symbol: string, interval: KlineInterval, options?: FetchKlinesArgs): Promise<Kline[]>;
|
|
32
|
+
fetchAllKlines(symbolList: string[], interval: KlineInterval): Promise<Map<string, Kline[]>>;
|
|
31
33
|
fetchBalance(): Promise<BalanceByAsset>;
|
|
32
34
|
fetchPosition(symbol: string): Promise<Position>;
|
|
33
35
|
setLeverage(leverage: number, symbol: string): Promise<void>;
|
|
34
36
|
setMarginMode(marginMode: MarginMode, symbol: string): Promise<void>;
|
|
35
37
|
amountToPrecision(symbol: string, amount: number): string;
|
|
36
38
|
priceToPrecision(symbol: string, price: number): string;
|
|
39
|
+
getMinOrderQty(symbol: string): number;
|
|
40
|
+
getMinNotional(symbol: string): number;
|
|
37
41
|
createOrderWs(args: CreateOrderWsArgs): Promise<Order>;
|
|
38
42
|
close(): Promise<void>;
|
|
39
43
|
watchTickers(): AsyncGenerator<TickerBySymbol>;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"exchange.d.ts","sourceRoot":"","sources":["../../src/types/exchange.ts"],"names":[],"mappings":"AAAA,OAAO,
|
|
1
|
+
{"version":3,"file":"exchange.d.ts","sourceRoot":"","sources":["../../src/types/exchange.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EACV,cAAc,EACd,cAAc,EACd,aAAa,EACb,KAAK,EACL,UAAU,EACV,cAAc,EACd,KAAK,EACL,SAAS,EACT,SAAS,EACT,cAAc,EACd,cAAc,EACd,QAAQ,EACT,MAAM,UAAU,CAAC;AAElB,MAAM,WAAW,YAAY;IAC3B,MAAM,EAAE,cAAc,CAAC;IACvB,MAAM,EAAE,cAAc,CAAC;IACvB,QAAQ,CAAC,EAAE,CAAC,OAAO,EAAE,MAAM,KAAK,IAAI,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;CACtD;AAED,MAAM,WAAW,iBAAiB;IAChC,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE,SAAS,CAAC;IAChB,IAAI,EAAE,SAAS,CAAC;IAChB,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,MAAM,CAAC;IACd,MAAM,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC;CAClC;AAED,MAAM,WAAW,eAAe;IAC9B,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,KAAK,CAAC,EAAE,MAAM,CAAC;CAChB;AAED,MAAM,MAAM,YAAY,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,KAAK,EAAE,KAAK,KAAK,IAAI,CAAC;AAElE,MAAM,WAAW,mBAAmB;IAClC,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,aAAa,CAAC;IACxB,OAAO,EAAE,YAAY,CAAC;CACvB;AAED,MAAM,WAAW,cAAc;IAC7B,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAC;IACxB,QAAQ,CAAC,OAAO,EAAE,cAAc,CAAC;IAEjC,WAAW,CAAC,MAAM,CAAC,EAAE,OAAO,GAAG,OAAO,CAAC,cAAc,CAAC,CAAC;IACvD,YAAY,IAAI,OAAO,CAAC,cAAc,CAAC,CAAC;IACxC,WAAW,CAAC,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,aAAa,EAAE,OAAO,CAAC,EAAE,eAAe,GAAG,OAAO,CAAC,KAAK,EAAE,CAAC,CAAC;IAClG,cAAc,CAAC,UAAU,EAAE,MAAM,EAAE,EAAE,QAAQ,EAAE,aAAa,GAAG,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC;IAC7F,YAAY,IAAI,OAAO,CAAC,cAAc,CAAC,CAAC;IACxC,aAAa,CAAC,MAAM,EAAE,MAAM,GAAG,OAAO,CAAC,QAAQ,CAAC,CAAC;IACjD,WAAW,CAAC,QAAQ,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;IAC7D,aAAa,CAAC,UAAU,EAAE,UAAU,EAAE,MAAM,EAAE,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;IACrE,iBAAiB,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAAC;IAC1D,gBAAgB,CAAC,MAAM,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;IACxD,cAAc,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,CAAC;IACvC,cAAc,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,CAAC;IACvC,aAAa,CAAC,IAAI,EAAE,iBAAiB,GAAG,OAAO,CAAC,KAAK,CAAC,CAAC;IACvD,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC,CAAC;IAEvB,YAAY,IAAI,cAAc,CAAC,cAAc,CAAC,CAAC;IAC/C,eAAe,CAAC,IAAI,EAAE,mBAAmB,GAAG,IAAI,CAAC;IACjD,iBAAiB,CAAC,IAAI,EAAE,mBAAmB,GAAG,IAAI,CAAC;CACpD"}
|
|
@@ -0,0 +1,10 @@
|
|
|
1
|
+
import type { KlineInterval, TickerBySymbol } from './common';
|
|
2
|
+
import type { KlineHandler } from './exchange';
|
|
3
|
+
interface PublicStreamLike {
|
|
4
|
+
subscribeAllTickers(handler: (tickers: TickerBySymbol) => void): void;
|
|
5
|
+
subscribeKlines(symbol: string, interval: KlineInterval, handler: KlineHandler): void;
|
|
6
|
+
unsubscribeKlines(symbol: string, interval: KlineInterval, handler: KlineHandler): void;
|
|
7
|
+
close(): void;
|
|
8
|
+
}
|
|
9
|
+
export type { PublicStreamLike };
|
|
10
|
+
//# sourceMappingURL=stream.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"stream.d.ts","sourceRoot":"","sources":["../../src/types/stream.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,aAAa,EAAE,cAAc,EAAE,MAAM,UAAU,CAAC;AAC9D,OAAO,KAAK,EAAE,YAAY,EAAE,MAAM,YAAY,CAAC;AAE/C,UAAU,gBAAgB;IACxB,mBAAmB,CAAC,OAAO,EAAE,CAAC,OAAO,EAAE,cAAc,KAAK,IAAI,GAAG,IAAI,CAAC;IACtE,eAAe,CAAC,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,aAAa,EAAE,OAAO,EAAE,YAAY,GAAG,IAAI,CAAC;IACtF,iBAAiB,CAAC,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,aAAa,EAAE,OAAO,EAAE,YAAY,GAAG,IAAI,CAAC;IACxF,KAAK,IAAI,IAAI,CAAC;CACf;AAED,YAAY,EAAE,gBAAgB,EAAE,CAAC"}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"stream.js","sourceRoot":"","sources":["../../src/types/stream.ts"],"names":[],"mappings":""}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"crypto.d.ts","sourceRoot":"","sources":["../../src/utils/crypto.ts"],"names":[],"mappings":"AAEA,wBAAgB,UAAU,CAAC,OAAO,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAElE"}
|
|
@@ -0,0 +1,11 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
var __importDefault = (this && this.__importDefault) || function (mod) {
|
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3
|
+
return (mod && mod.__esModule) ? mod : { "default": mod };
|
|
4
|
+
};
|
|
5
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
6
|
+
exports.hmacSha256 = hmacSha256;
|
|
7
|
+
const node_crypto_1 = __importDefault(require("node:crypto"));
|
|
8
|
+
function hmacSha256(payload, secret) {
|
|
9
|
+
return node_crypto_1.default.createHmac('sha256', secret).update(payload).digest('hex');
|
|
10
|
+
}
|
|
11
|
+
//# sourceMappingURL=crypto.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"crypto.js","sourceRoot":"","sources":["../../src/utils/crypto.ts"],"names":[],"mappings":";;;;;AAEA,gCAEC;AAJD,8DAAiC;AAEjC,SAAgB,UAAU,CAAC,OAAe,EAAE,MAAc;IACxD,OAAO,qBAAM,CAAC,UAAU,CAAC,QAAQ,EAAE,MAAM,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;AAC3E,CAAC"}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"httpParams.d.ts","sourceRoot":"","sources":["../../src/utils/httpParams.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,eAAe,EAAE,MAAM,mBAAmB,CAAC;AAEzD,wBAAgB,qBAAqB,CACnC,MAAM,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,GAAG,OAAO,CAAC,EACjD,OAAO,CAAC,EAAE,eAAe,GACxB,IAAI,CAYN"}
|
|
@@ -0,0 +1,15 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.applyTimeRangeOptions = applyTimeRangeOptions;
|
|
4
|
+
function applyTimeRangeOptions(params, options) {
|
|
5
|
+
if (options?.startTime !== undefined) {
|
|
6
|
+
params.startTime = options.startTime;
|
|
7
|
+
}
|
|
8
|
+
if (options?.endTime !== undefined) {
|
|
9
|
+
params.endTime = options.endTime;
|
|
10
|
+
}
|
|
11
|
+
if (options?.limit !== undefined) {
|
|
12
|
+
params.limit = options.limit;
|
|
13
|
+
}
|
|
14
|
+
}
|
|
15
|
+
//# sourceMappingURL=httpParams.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"httpParams.js","sourceRoot":"","sources":["../../src/utils/httpParams.ts"],"names":[],"mappings":";;AAEA,sDAeC;AAfD,SAAgB,qBAAqB,CACnC,MAAiD,EACjD,OAAyB;IAEzB,IAAI,OAAO,EAAE,SAAS,KAAK,SAAS,EAAE,CAAC;QACrC,MAAM,CAAC,SAAS,GAAG,OAAO,CAAC,SAAS,CAAC;IACvC,CAAC;IAED,IAAI,OAAO,EAAE,OAAO,KAAK,SAAS,EAAE,CAAC;QACnC,MAAM,CAAC,OAAO,GAAG,OAAO,CAAC,OAAO,CAAC;IACnC,CAAC;IAED,IAAI,OAAO,EAAE,KAAK,KAAK,SAAS,EAAE,CAAC;QACjC,MAAM,CAAC,KAAK,GAAG,OAAO,CAAC,KAAK,CAAC;IAC/B,CAAC;AACH,CAAC"}
|
|
@@ -0,0 +1,10 @@
|
|
|
1
|
+
import type { ExchangeLogger, Kline } from '../types/common';
|
|
2
|
+
export declare const KLINE_CHUNK_SIZE = 200;
|
|
3
|
+
export interface LoadKlinesInChunksArgs {
|
|
4
|
+
fetchKlines: (symbol: string) => Promise<Kline[]>;
|
|
5
|
+
symbolList: string[];
|
|
6
|
+
logger: ExchangeLogger;
|
|
7
|
+
chunkSize?: number;
|
|
8
|
+
}
|
|
9
|
+
export declare function loadKlinesInChunks(args: LoadKlinesInChunksArgs): Promise<Map<string, Kline[]>>;
|
|
10
|
+
//# sourceMappingURL=klineLoader.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"klineLoader.d.ts","sourceRoot":"","sources":["../../src/utils/klineLoader.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,cAAc,EAAE,KAAK,EAAE,MAAM,iBAAiB,CAAC;AAE7D,eAAO,MAAM,gBAAgB,MAAM,CAAC;AAEpC,MAAM,WAAW,sBAAsB;IACrC,WAAW,EAAE,CAAC,MAAM,EAAE,MAAM,KAAK,OAAO,CAAC,KAAK,EAAE,CAAC,CAAC;IAClD,UAAU,EAAE,MAAM,EAAE,CAAC;IACrB,MAAM,EAAE,cAAc,CAAC;IACvB,SAAS,CAAC,EAAE,MAAM,CAAC;CACpB;AAED,wBAAsB,kBAAkB,CAAC,IAAI,EAAE,sBAAsB,GAAG,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,CAmBpG"}
|
|
@@ -0,0 +1,19 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.KLINE_CHUNK_SIZE = void 0;
|
|
4
|
+
exports.loadKlinesInChunks = loadKlinesInChunks;
|
|
5
|
+
exports.KLINE_CHUNK_SIZE = 200;
|
|
6
|
+
async function loadKlinesInChunks(args) {
|
|
7
|
+
const { fetchKlines, symbolList, logger, chunkSize = exports.KLINE_CHUNK_SIZE } = args;
|
|
8
|
+
const klineListBySymbol = new Map();
|
|
9
|
+
for (let i = 0; i < symbolList.length; i += chunkSize) {
|
|
10
|
+
const chunk = symbolList.slice(i, i + chunkSize);
|
|
11
|
+
const chunkResultList = await Promise.all(chunk.map(async (symbol) => ({ symbol, klineList: await fetchKlines(symbol) })));
|
|
12
|
+
for (const { symbol, klineList } of chunkResultList) {
|
|
13
|
+
klineListBySymbol.set(symbol, klineList);
|
|
14
|
+
}
|
|
15
|
+
logger.info(`Loaded klines for ${Math.min(i + chunkSize, symbolList.length)}/${symbolList.length} symbols`);
|
|
16
|
+
}
|
|
17
|
+
return klineListBySymbol;
|
|
18
|
+
}
|
|
19
|
+
//# sourceMappingURL=klineLoader.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"klineLoader.js","sourceRoot":"","sources":["../../src/utils/klineLoader.ts"],"names":[],"mappings":";;;AAWA,gDAmBC;AA5BY,QAAA,gBAAgB,GAAG,GAAG,CAAC;AAS7B,KAAK,UAAU,kBAAkB,CAAC,IAA4B;IACnE,MAAM,EAAE,WAAW,EAAE,UAAU,EAAE,MAAM,EAAE,SAAS,GAAG,wBAAgB,EAAE,GAAG,IAAI,CAAC;IAC/E,MAAM,iBAAiB,GAAG,IAAI,GAAG,EAAmB,CAAC;IAErD,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,UAAU,CAAC,MAAM,EAAE,CAAC,IAAI,SAAS,EAAE,CAAC;QACtD,MAAM,KAAK,GAAG,UAAU,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,GAAG,SAAS,CAAC,CAAC;QAEjD,MAAM,eAAe,GAAG,MAAM,OAAO,CAAC,GAAG,CACvC,KAAK,CAAC,GAAG,CAAC,KAAK,EAAE,MAAM,EAAE,EAAE,CAAC,CAAC,EAAE,MAAM,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,CAChF,CAAC;QAEF,KAAK,MAAM,EAAE,MAAM,EAAE,SAAS,EAAE,IAAI,eAAe,EAAE,CAAC;YACpD,iBAAiB,CAAC,GAAG,CAAC,MAAM,EAAE,SAAS,CAAC,CAAC;QAC3C,CAAC;QAED,MAAM,CAAC,IAAI,CAAC,qBAAqB,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,SAAS,EAAE,UAAU,CAAC,MAAM,CAAC,IAAI,UAAU,CAAC,MAAM,UAAU,CAAC,CAAC;IAC9G,CAAC;IAED,OAAO,iBAAiB,CAAC;AAC3B,CAAC"}
|
|
@@ -1,9 +1,11 @@
|
|
|
1
|
-
import type { ExchangeLogger,
|
|
1
|
+
import type { ExchangeLogger, KlineInterval, TickerBySymbol } from '../types/common';
|
|
2
|
+
import type { KlineHandler } from '../types/exchange';
|
|
2
3
|
interface BinanceCombinedMessage {
|
|
3
4
|
stream?: string;
|
|
4
5
|
data?: unknown;
|
|
5
6
|
}
|
|
6
7
|
declare class BinanceFuturesPublicStream {
|
|
8
|
+
private readonly wsCombinedUrl;
|
|
7
9
|
private readonly logger;
|
|
8
10
|
private readonly onNotify?;
|
|
9
11
|
private readonly tickerHandlerSet;
|
|
@@ -11,18 +13,17 @@ declare class BinanceFuturesPublicStream {
|
|
|
11
13
|
private readonly connections;
|
|
12
14
|
private connectScheduled;
|
|
13
15
|
private subscriptionIdCounter;
|
|
14
|
-
constructor(logger: ExchangeLogger, onNotify?: (message: string) => void | Promise<void>);
|
|
16
|
+
constructor(wsCombinedUrl: string, logger: ExchangeLogger, onNotify?: (message: string) => void | Promise<void>);
|
|
15
17
|
subscribeAllTickers(handler: (tickers: TickerBySymbol) => void): void;
|
|
16
18
|
unsubscribeAllTickers(handler: (tickers: TickerBySymbol) => void): void;
|
|
17
|
-
subscribeKlines(symbol: string, interval: KlineInterval, handler:
|
|
18
|
-
unsubscribeKlines(symbol: string, interval: KlineInterval, handler:
|
|
19
|
+
subscribeKlines(symbol: string, interval: KlineInterval, handler: KlineHandler): void;
|
|
20
|
+
unsubscribeKlines(symbol: string, interval: KlineInterval, handler: KlineHandler): void;
|
|
19
21
|
close(): void;
|
|
20
22
|
private scheduleConnect;
|
|
21
23
|
private createConnections;
|
|
22
24
|
private createConnection;
|
|
23
25
|
private addStreamToConnection;
|
|
24
26
|
private removeStreamFromConnection;
|
|
25
|
-
private sendSubscribe;
|
|
26
27
|
private handleMessage;
|
|
27
28
|
}
|
|
28
29
|
export { BinanceFuturesPublicStream };
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"BinanceFuturesPublicStream.d.ts","sourceRoot":"","sources":["../../src/ws/BinanceFuturesPublicStream.ts"],"names":[],"mappings":"AAGA,OAAO,KAAK,EAAE,cAAc,EAAE,
|
|
1
|
+
{"version":3,"file":"BinanceFuturesPublicStream.d.ts","sourceRoot":"","sources":["../../src/ws/BinanceFuturesPublicStream.ts"],"names":[],"mappings":"AAGA,OAAO,KAAK,EAAE,cAAc,EAAS,aAAa,EAAE,cAAc,EAAE,MAAM,iBAAiB,CAAC;AAC5F,OAAO,KAAK,EAAE,YAAY,EAAE,MAAM,mBAAmB,CAAC;AAQtD,UAAU,sBAAsB;IAC9B,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,IAAI,CAAC,EAAE,OAAO,CAAC;CAChB;AA0BD,cAAM,0BAA0B;IAC9B,OAAO,CAAC,QAAQ,CAAC,aAAa,CAAS;IACvC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAiB;IACxC,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAA4C;IACtE,OAAO,CAAC,QAAQ,CAAC,gBAAgB,CAAqD;IACtF,OAAO,CAAC,QAAQ,CAAC,iBAAiB,CAA6C;IAC/E,OAAO,CAAC,QAAQ,CAAC,WAAW,CAA2B;IACvD,OAAO,CAAC,gBAAgB,CAAS;IACjC,OAAO,CAAC,qBAAqB,CAAK;gBAEtB,aAAa,EAAE,MAAM,EAAE,MAAM,EAAE,cAAc,EAAE,QAAQ,CAAC,EAAE,CAAC,OAAO,EAAE,MAAM,KAAK,IAAI,GAAG,OAAO,CAAC,IAAI,CAAC;IAM/G,mBAAmB,CAAC,OAAO,EAAE,CAAC,OAAO,EAAE,cAAc,KAAK,IAAI,GAAG,IAAI;IAKrE,qBAAqB,CAAC,OAAO,EAAE,CAAC,OAAO,EAAE,cAAc,KAAK,IAAI,GAAG,IAAI;IAIvE,eAAe,CAAC,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,aAAa,EAAE,OAAO,EAAE,YAAY,GAAG,IAAI;IAkBrF,iBAAiB,CAAC,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,aAAa,EAAE,OAAO,EAAE,YAAY,GAAG,IAAI;IAmBvF,KAAK,IAAI,IAAI;IAQb,OAAO,CAAC,eAAe;IAavB,OAAO,CAAC,iBAAiB;IAmBzB,OAAO,CAAC,gBAAgB;IAoBxB,OAAO,CAAC,qBAAqB;IAsB7B,OAAO,CAAC,0BAA0B;IAqBlC,OAAO,CAAC,aAAa;CAsCtB;AAED,OAAO,EAAE,0BAA0B,EAAE,CAAC;AACtC,YAAY,EAAE,sBAAsB,EAAE,CAAC"}
|