@solncebro/exchange-engine 0.1.1 → 0.2.0

package/dist/http/BybitHttpClient.js

@@ -2,13 +2,14 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.BybitHttpClient = void 0;
 const bybitAuth_1 = require("../auth/bybitAuth");
+const httpParams_1 = require("../utils/httpParams");
 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;
+    constructor(args) {
+        super({ baseUrl: args.baseUrl, apiKey: args.apiKey, logger: args.logger, timeout: bybit_1.BYBIT_REQUEST_TIMEOUT });
+        this.secret = args.secret;
     }
     buildAuthHeaders(payload) {
         return (0, bybitAuth_1.buildBybitAuthHeaders)({
@@ -20,62 +21,50 @@ class BybitHttpClient extends BaseHttpClient_1.BaseHttpClient {
     }
     toQueryString(params) {
         const urlParams = new URLSearchParams();
-        for (const [k, v] of Object.entries(params)) {
-            urlParams.append(k, String(v));
+        for (const [key, value] of Object.entries(params)) {
+            urlParams.append(key, String(value));
         }
         return urlParams.toString();
     }
+    authenticatedGet(path, params) {
+        const headers = this.buildAuthHeaders(this.toQueryString(params));
+        return this.get(path, params, headers);
+    }
+    authenticatedPost(path, body) {
+        const headers = this.buildAuthHeaders(JSON.stringify(body));
+        return this.post(path, body, headers);
+    }
     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);
+        return this.authenticatedGet('/v5/market/instruments-info', params);
     }
     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);
+        return this.authenticatedGet('/v5/market/tickers', params);
     }
     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);
+        return this.authenticatedGet('/v5/market/orderbook', params);
     }
-    async fetchKline(category, symbol, interval, options) {
+    async fetchKline(args) {
+        const { category, symbol, interval, options } = args;
         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);
+        (0, httpParams_1.applyTimeRangeOptions)(params, options);
+        return this.authenticatedGet('/v5/market/kline', params);
     }
     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);
+        (0, httpParams_1.applyTimeRangeOptions)(params, options);
+        return this.authenticatedGet('/v5/market/funding/history', params);
     }
     async fetchOpenInterest(category, symbol, options) {
         const params = { category, symbol };
@@ -85,39 +74,34 @@ class BybitHttpClient extends BaseHttpClient_1.BaseHttpClient {
         if (options?.limit !== undefined) {
             params.limit = options.limit;
         }
-        const headers = this.buildAuthHeaders(this.toQueryString(params));
-        return this.get('/v5/market/open-interest', params, headers);
+        return this.authenticatedGet('/v5/market/open-interest', params);
     }
     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);
+        return this.authenticatedGet('/v5/market/recent-trade', params);
     }
     async createOrder(params) {
-        const body = params;
-        const headers = this.buildAuthHeaders(JSON.stringify(body));
-        return this.post('/v5/order/create', body, headers);
+        const response = await this.authenticatedPost('/v5/order/create', params);
+        if (response.retCode !== 0) {
+            throw new Error(`Bybit API error ${response.retCode}: ${response.retMsg}`);
+        }
+        return response;
     }
     async amendOrder(params) {
-        const body = params;
-        const headers = this.buildAuthHeaders(JSON.stringify(body));
-        return this.post('/v5/order/amend', body, headers);
+        return this.authenticatedPost('/v5/order/amend', params);
     }
     async cancelOrder(params) {
-        const body = params;
-        const headers = this.buildAuthHeaders(JSON.stringify(body));
-        return this.post('/v5/order/cancel', body, headers);
+        return this.authenticatedPost('/v5/order/cancel', params);
     }
     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);
+        return this.authenticatedPost('/v5/order/cancel-all', body);
     }
     async getOpenOrders(category, options) {
         const params = { category };
@@ -127,8 +111,7 @@ class BybitHttpClient extends BaseHttpClient_1.BaseHttpClient {
         if (options?.limit !== undefined) {
             params.limit = options.limit;
         }
-        const headers = this.buildAuthHeaders(this.toQueryString(params));
-        return this.get('/v5/order/realtime', params, headers);
+        return this.authenticatedGet('/v5/order/realtime', params);
     }
     async getOrderHistory(category, options) {
         const params = { category };
@@ -138,18 +121,13 @@ class BybitHttpClient extends BaseHttpClient_1.BaseHttpClient {
         if (options?.limit !== undefined) {
             params.limit = options.limit;
         }
-        const headers = this.buildAuthHeaders(this.toQueryString(params));
-        return this.get('/v5/order/history', params, headers);
+        return this.authenticatedGet('/v5/order/history', params);
     }
     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);
+        return this.authenticatedPost('/v5/order/create-batch', { category, request: requestList });
     }
     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);
+        return this.authenticatedPost('/v5/order/cancel-batch', { category, request: requestList });
     }
     async getPositionList(category, options) {
         const params = { category };
@@ -159,29 +137,27 @@ class BybitHttpClient extends BaseHttpClient_1.BaseHttpClient {
         if (options?.limit !== undefined) {
             params.limit = options.limit;
         }
-        const headers = this.buildAuthHeaders(this.toQueryString(params));
-        return this.get('/v5/position/list', params, headers);
+        return this.authenticatedGet('/v5/position/list', params);
     }
-    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 setLeverage(args) {
+        return this.authenticatedPost('/v5/position/set-leverage', {
+            category: args.category,
+            symbol: args.symbol,
+            buyLeverage: String(args.buyLeverage),
+            sellLeverage: String(args.sellLeverage),
+        });
+    }
+    async switchIsolated(args) {
+        return this.authenticatedPost('/v5/position/switch-isolated', {
+            category: args.category,
+            symbol: args.symbol,
+            tradeMode: args.tradeMode,
+            buyLeverage: String(args.buyLeverage),
+            sellLeverage: String(args.sellLeverage),
+        });
     }
     async setTradingStop(params) {
-        const body = params;
-        const headers = this.buildAuthHeaders(JSON.stringify(body));
-        return this.post('/v5/position/trading-stop', body, headers);
+        return this.authenticatedPost('/v5/position/trading-stop', params);
     }
     async getClosedPnl(category, options) {
         const params = { category };
@@ -191,31 +167,23 @@ class BybitHttpClient extends BaseHttpClient_1.BaseHttpClient {
         if (options?.limit !== undefined) {
             params.limit = options.limit;
         }
-        const headers = this.buildAuthHeaders(this.toQueryString(params));
-        return this.get('/v5/position/closed-pnl', params, headers);
+        return this.authenticatedGet('/v5/position/closed-pnl', params);
     }
     async fetchWalletBalance(accountType) {
-        const params = { accountType };
-        const headers = this.buildAuthHeaders(this.toQueryString(params));
-        return this.get('/v5/account/wallet-balance', params, headers);
+        return this.authenticatedGet('/v5/account/wallet-balance', { accountType });
     }
     async fetchAccountInfo() {
-        const params = {};
-        const headers = this.buildAuthHeaders(this.toQueryString(params));
-        return this.get('/v5/account/info', params, headers);
+        return this.authenticatedGet('/v5/account/info', {});
     }
     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);
+        return this.authenticatedGet('/v5/account/fee-rate', params);
     }
     async setMarginMode(mode) {
-        const body = { setMarginMode: mode };
-        const headers = this.buildAuthHeaders(JSON.stringify(body));
-        return this.post('/v5/account/set-margin-mode', body, headers);
+        return this.authenticatedPost('/v5/account/set-margin-mode', { setMarginMode: mode });
     }
     async fetchTransactionLog(options) {
         const params = {};
@@ -225,8 +193,7 @@ class BybitHttpClient extends BaseHttpClient_1.BaseHttpClient {
         if (options?.limit !== undefined) {
             params.limit = options.limit;
         }
-        const headers = this.buildAuthHeaders(this.toQueryString(params));
-        return this.get('/v5/account/transaction-log', params, headers);
+        return this.authenticatedGet('/v5/account/transaction-log', params);
     }
 }
 exports.BybitHttpClient = BybitHttpClient;

package/dist/http/BybitHttpClient.js.map

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

@@ -1,4 +1,5 @@
 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';
+export type { ExchangeClient, ExchangeArgs, CreateOrderWebSocketArgs, FetchPageWithLimitArgs, SubscribeKlinesArgs, KlineHandler, } from './types/exchange';
+export { ExchangeName, OrderSide, OrderType, MarginMode, PositionSide, TradeSymbolType, TimeInForce, } from './types/common';
+export type { KlineInterval, ExchangeConfig, ExchangeLogger, Ticker, TickerBySymbol, Kline, TradeSymbol, TradeSymbolBySymbol, TradeSymbolFilter, Position, Order, Balance, BalanceByAsset, FundingRateHistory, } from './types/common';
 //# sourceMappingURL=index.d.ts.map

package/dist/index.d.ts.map

@@ -1 +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"}
+{"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,wBAAwB,EACxB,sBAAsB,EACtB,mBAAmB,EACnB,YAAY,GACb,MAAM,kBAAkB,CAAC;AAE1B,OAAO,EACL,YAAY,EACZ,SAAS,EACT,SAAS,EACT,UAAU,EACV,YAAY,EACZ,eAAe,EACf,WAAW,GACZ,MAAM,gBAAgB,CAAC;AAExB,YAAY,EACV,aAAa,EACb,cAAc,EACd,cAAc,EACd,MAAM,EACN,cAAc,EACd,KAAK,EACL,WAAW,EACX,mBAAmB,EACnB,iBAAiB,EACjB,QAAQ,EACR,KAAK,EACL,OAAO,EACP,cAAc,EACd,kBAAkB,GACnB,MAAM,gBAAgB,CAAC"}

package/dist/index.js

@@ -1,6 +1,14 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.Exchange = void 0;
+exports.TimeInForce = exports.TradeSymbolType = exports.PositionSide = exports.MarginMode = exports.OrderType = exports.OrderSide = exports.ExchangeName = exports.Exchange = void 0;
 var Exchange_1 = require("./exchanges/Exchange");
 Object.defineProperty(exports, "Exchange", { enumerable: true, get: function () { return Exchange_1.Exchange; } });
+var common_1 = require("./types/common");
+Object.defineProperty(exports, "ExchangeName", { enumerable: true, get: function () { return common_1.ExchangeName; } });
+Object.defineProperty(exports, "OrderSide", { enumerable: true, get: function () { return common_1.OrderSide; } });
+Object.defineProperty(exports, "OrderType", { enumerable: true, get: function () { return common_1.OrderType; } });
+Object.defineProperty(exports, "MarginMode", { enumerable: true, get: function () { return common_1.MarginMode; } });
+Object.defineProperty(exports, "PositionSide", { enumerable: true, get: function () { return common_1.PositionSide; } });
+Object.defineProperty(exports, "TradeSymbolType", { enumerable: true, get: function () { return common_1.TradeSymbolType; } });
+Object.defineProperty(exports, "TimeInForce", { enumerable: true, get: function () { return common_1.TimeInForce; } });
 //# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;AAAA,iDAAgD;AAAvC,oGAAA,QAAQ,OAAA"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;AAAA,iDAAgD;AAAvC,oGAAA,QAAQ,OAAA;AAWjB,yCAQwB;AAPtB,sGAAA,YAAY,OAAA;AACZ,mGAAA,SAAS,OAAA;AACT,mGAAA,SAAS,OAAA;AACT,oGAAA,UAAU,OAAA;AACV,sGAAA,YAAY,OAAA;AACZ,yGAAA,eAAe,OAAA;AACf,qGAAA,WAAW,OAAA"}

package/dist/normalizers/binanceNormalizer.d.ts

@@ -1,5 +1,5 @@
-import { TickerBySymbol, Kline, MarketBySymbol, Position, Order, BalanceByAsset } from '../types/common';
-interface BinanceRawFilter {
+import type { TickerBySymbol, Kline, TradeSymbolBySymbol, Position, Order, BalanceByAsset, FundingRateHistory } from '../types/common';
+interface BinanceFilterRaw {
     filterType: string;
     tickSize?: string;
     stepSize?: string;
@@ -8,25 +8,25 @@ interface BinanceRawFilter {
     minNotional?: string;
     notional?: string;
 }
-interface BinanceRawSymbol {
+interface BinanceSymbolRaw {
     symbol: string;
     status: string;
     baseAsset: string;
     quoteAsset: string;
     contractType?: string;
     marginAsset?: string;
-    filters: BinanceRawFilter[];
+    filters: BinanceFilterRaw[];
 }
-export interface BinanceRawExchangeInfo {
-    symbols: BinanceRawSymbol[];
+export interface BinanceExchangeInfoRaw {
+    symbols: BinanceSymbolRaw[];
 }
-export interface BinanceRawTicker24hr {
+export interface BinanceTicker24hrRaw {
     symbol: string;
     lastPrice: string;
     priceChangePercent: string;
     time: number;
 }
-export interface BinanceRawWsKline {
+export interface BinanceWebSocketKlineRaw {
     t: number;
     o: string;
     h: string;
@@ -36,8 +36,10 @@ export interface BinanceRawWsKline {
     T: number;
     q: string;
     n: number;
+    V: string;
+    Q: string;
 }
-export interface BinanceRawPositionRisk {
+export interface BinancePositionRiskRaw {
     symbol: string;
     positionSide: string;
     positionAmt: string;
@@ -49,8 +51,9 @@ export interface BinanceRawPositionRisk {
     liquidationPrice: string;
     notional: string;
     isolatedMargin: string;
+    [key: string]: unknown;
 }
-export interface BinanceRawOrderResponse {
+export interface BinanceOrderResponseRaw {
     orderId: number;
     symbol: string;
     side: string;
@@ -60,20 +63,27 @@ export interface BinanceRawOrderResponse {
     status: string;
     updateTime: number;
 }
-interface BinanceRawBalance {
+interface BinanceBalanceRaw {
     asset: string;
     free: string;
     locked: string;
 }
-export interface BinanceRawAccount {
-    balances: BinanceRawBalance[];
+export interface BinanceAccountRaw {
+    balances: BinanceBalanceRaw[];
 }
-export declare function normalizeBinanceMarkets(raw: BinanceRawExchangeInfo): MarketBySymbol;
-export declare function normalizeBinanceTickers(rawList: BinanceRawTicker24hr[]): TickerBySymbol;
+export declare function normalizeBinanceTradeSymbols(raw: BinanceExchangeInfoRaw): TradeSymbolBySymbol;
+export declare function normalizeBinanceTickers(rawList: BinanceTicker24hrRaw[]): 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 declare function normalizeBinanceKlineWebSocketMessage(raw: BinanceWebSocketKlineRaw): Kline;
+export declare function normalizeBinancePosition(raw: BinancePositionRiskRaw): Position;
+export declare function normalizeBinanceOrder(raw: BinanceOrderResponseRaw): Order;
+export declare function normalizeBinanceBalance(raw: BinanceAccountRaw): BalanceByAsset;
+export interface BinanceFundingRateHistoryRaw {
+    symbol: string;
+    fundingRate: string;
+    fundingTime: number;
+    markPrice: string;
+}
+export declare function normalizeBinanceFundingRateHistory(rawList: BinanceFundingRateHistoryRaw[]): FundingRateHistory[];
 export {};
 //# sourceMappingURL=binanceNormalizer.d.ts.map

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

@@ -1 +1 @@
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package/dist/normalizers/binanceNormalizer.js

@@ -1,16 +1,19 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.normalizeBinanceMarkets = normalizeBinanceMarkets;
+exports.normalizeBinanceTradeSymbols = normalizeBinanceTradeSymbols;
 exports.normalizeBinanceTickers = normalizeBinanceTickers;
 exports.normalizeBinanceKlines = normalizeBinanceKlines;
-exports.normalizeBinanceKlineWsMessage = normalizeBinanceKlineWsMessage;
+exports.normalizeBinanceKlineWebSocketMessage = normalizeBinanceKlineWebSocketMessage;
 exports.normalizeBinancePosition = normalizeBinancePosition;
 exports.normalizeBinanceOrder = normalizeBinanceOrder;
 exports.normalizeBinanceBalance = normalizeBinanceBalance;
+exports.normalizeBinanceFundingRateHistory = normalizeBinanceFundingRateHistory;
+const common_1 = require("../types/common");
+const mappings_1 = require("../constants/mappings");
 function extractFilter(filterList, filterType) {
-    return filterList.find((f) => f.filterType === filterType);
+    return filterList.find((filter) => filter.filterType === filterType);
 }
-function normalizeBinanceMarkets(raw) {
+function normalizeBinanceTradeSymbols(raw) {
     const result = new Map();
     for (const symbol of raw.symbols) {
         const priceFilter = extractFilter(symbol.filters, 'PRICE_FILTER');
@@ -19,23 +22,33 @@ function normalizeBinanceMarkets(raw) {
             extractFilter(symbol.filters, 'NOTIONAL');
         const isPerp = symbol.contractType === 'PERPETUAL';
         const isSpot = symbol.contractType === undefined || symbol.contractType === '';
-        const market = {
+        let tradeSymbolType = common_1.TradeSymbolType.Future;
+        if (isPerp) {
+            tradeSymbolType = common_1.TradeSymbolType.Swap;
+        }
+        else if (isSpot) {
+            tradeSymbolType = common_1.TradeSymbolType.Spot;
+        }
+        const tradeSymbol = {
             symbol: symbol.symbol,
             baseAsset: symbol.baseAsset,
             quoteAsset: symbol.quoteAsset,
             settle: isPerp ? 'USDT' : '',
-            active: symbol.status === 'TRADING',
-            type: isPerp ? 'swap' : isSpot ? 'spot' : 'future',
-            linear: isPerp,
+            isActive: symbol.status === 'TRADING',
+            type: tradeSymbolType,
+            isLinear: isPerp,
             contractSize: 1,
             filter: {
                 tickSize: priceFilter?.tickSize ?? '0',
                 stepSize: lotSizeFilter?.stepSize ?? '0',
                 minQty: lotSizeFilter?.minQty ?? '0',
                 maxQty: lotSizeFilter?.maxQty ?? '0',
+                minNotional: minNotionalFilter?.notional
+                    ?? minNotionalFilter?.minNotional
+                    ?? '0',
             },
         };
-        result.set(symbol.symbol, market);
+        result.set(symbol.symbol, tradeSymbol);
     }
     return result;
 }
@@ -54,38 +67,37 @@ function normalizeBinanceTickers(rawList) {
 }
 function normalizeBinanceKlines(rawList) {
     return rawList.map((row) => ({
-        openTime: row[0],
-        open: parseFloat(row[1]),
-        high: parseFloat(row[2]),
-        low: parseFloat(row[3]),
-        close: parseFloat(row[4]),
+        openTimestamp: row[0],
+        openPrice: parseFloat(row[1]),
+        highPrice: parseFloat(row[2]),
+        lowPrice: parseFloat(row[3]),
+        closePrice: parseFloat(row[4]),
         volume: parseFloat(row[5]),
-        closeTime: row[6],
-        quoteVolume: parseFloat(row[7]),
-        trades: row[8],
+        closeTimestamp: row[6],
+        quoteAssetVolume: parseFloat(row[7]),
+        numberOfTrades: row[8],
+        takerBuyBaseAssetVolume: parseFloat(row[9]),
+        takerBuyQuoteAssetVolume: parseFloat(row[10]),
     }));
 }
-function normalizeBinanceKlineWsMessage(raw) {
+function normalizeBinanceKlineWebSocketMessage(raw) {
     return {
-        openTime: raw.t,
-        open: parseFloat(raw.o),
-        high: parseFloat(raw.h),
-        low: parseFloat(raw.l),
-        close: parseFloat(raw.c),
+        openTimestamp: raw.t,
+        openPrice: parseFloat(raw.o),
+        highPrice: parseFloat(raw.h),
+        lowPrice: parseFloat(raw.l),
+        closePrice: parseFloat(raw.c),
         volume: parseFloat(raw.v),
-        closeTime: raw.T,
-        quoteVolume: parseFloat(raw.q),
-        trades: raw.n,
+        closeTimestamp: raw.T,
+        quoteAssetVolume: parseFloat(raw.q),
+        numberOfTrades: raw.n,
+        takerBuyBaseAssetVolume: parseFloat(raw.V),
+        takerBuyQuoteAssetVolume: parseFloat(raw.Q),
     };
 }
 function normalizeBinancePosition(raw) {
-    const sideMap = {
-        LONG: 'long',
-        SHORT: 'short',
-        BOTH: 'both',
-    };
-    const side = sideMap[raw.positionSide] ?? 'both';
-    const marginMode = raw.marginType === 'ISOLATED' ? 'isolated' : 'cross';
+    const side = mappings_1.BINANCE_POSITION_SIDE[raw.positionSide] ?? common_1.PositionSide.Both;
+    const marginMode = raw.marginType === 'ISOLATED' ? common_1.MarginMode.Isolated : common_1.MarginMode.Cross;
     const liquidationPriceRaw = parseFloat(raw.liquidationPrice);
     return {
         symbol: raw.symbol,
@@ -104,8 +116,8 @@ function normalizeBinanceOrder(raw) {
     return {
         id: String(raw.orderId),
         symbol: raw.symbol,
-        side: raw.side.toLowerCase(),
-        type: raw.type.toLowerCase(),
+        side: mappings_1.BINANCE_ORDER_SIDE[raw.side],
+        type: mappings_1.BINANCE_ORDER_TYPE[raw.type],
         amount: parseFloat(raw.origQty),
         price: parseFloat(raw.price),
         status: raw.status.toLowerCase(),
@@ -130,4 +142,12 @@ function normalizeBinanceBalance(raw) {
     }
     return result;
 }
+function normalizeBinanceFundingRateHistory(rawList) {
+    return rawList.map((raw) => ({
+        symbol: raw.symbol,
+        fundingRate: parseFloat(raw.fundingRate),
+        fundingTime: raw.fundingTime,
+        markPrice: raw.markPrice !== '' ? parseFloat(raw.markPrice) : null,
+    }));
+}
 //# sourceMappingURL=binanceNormalizer.js.map