@solncebro/exchange-engine 0.1.1 → 0.2.0

package/dist/normalizers/binanceNormalizer.js.map

@@ -1 +1 @@
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package/dist/normalizers/bybitNormalizer.d.ts

@@ -1,13 +1,17 @@
-import { TickerBySymbol, Kline, MarketBySymbol, Position, Order, BalanceByAsset } from '../types/common';
-interface BybitRawLotSizeFilter {
+import type { TickerBySymbol, Kline, TradeSymbolBySymbol, Position, Order, BalanceByAsset } from '../types/common';
+import type { CreateOrderWebSocketArgs } from '../types/exchange';
+interface BybitLotSizeFilterRaw {
+    basePrecision?: string;
     qtyStep?: string;
     minOrderQty?: string;
     maxOrderQty?: string;
+    minNotionalValue?: string;
+    minOrderAmt?: string;
 }
-interface BybitRawPriceFilter {
+interface BybitPriceFilterRaw {
     tickSize?: string;
 }
-export interface BybitRawInstrumentInfo {
+export interface BybitInstrumentInfoRaw {
     symbol: string;
     status: string;
     baseCoin: string;
@@ -15,16 +19,16 @@ export interface BybitRawInstrumentInfo {
     settleCoin?: string;
     contractType?: string;
     contractSize?: string;
-    lotSizeFilter?: BybitRawLotSizeFilter;
-    priceFilter?: BybitRawPriceFilter;
+    lotSizeFilter?: BybitLotSizeFilterRaw;
+    priceFilter?: BybitPriceFilterRaw;
 }
-export interface BybitRawTicker {
+export interface BybitTickerRaw {
     symbol: string;
     lastPrice: string;
     price24hPcnt: string;
     time?: number;
 }
-export interface BybitRawWsKline {
+export interface BybitWebSocketKlineRaw {
     start: number;
     open: string;
     high: string;
@@ -35,7 +39,7 @@ export interface BybitRawWsKline {
     confirm: boolean;
     timestamp: number;
 }
-export interface BybitRawPosition {
+export interface BybitPositionRaw {
     symbol: string;
     side: string;
     size: string;
@@ -46,8 +50,9 @@ export interface BybitRawPosition {
     tradeMode: number;
     liqPrice: string;
     positionIdx: number;
+    [key: string]: unknown;
 }
-export interface BybitRawOrderResponse {
+export interface BybitOrderResponseRaw {
     orderId: string;
     symbol: string;
     side: string;
@@ -57,7 +62,7 @@ export interface BybitRawOrderResponse {
     orderStatus: string;
     createdTime: string;
 }
-interface BybitRawCoin {
+interface BybitCoinRaw {
     coin: string;
     availableToWithdraw?: string;
     walletBalance?: string;
@@ -65,15 +70,16 @@ interface BybitRawCoin {
     locked?: string;
     frozenAmount?: string;
 }
-export interface BybitRawWalletBalance {
-    list: BybitRawCoin[];
+export interface BybitWalletBalanceRaw {
+    list: BybitCoinRaw[];
 }
-export declare function normalizeBybitMarkets(rawList: BybitRawInstrumentInfo[]): MarketBySymbol;
-export declare function normalizeBybitTickers(rawList: BybitRawTicker[]): TickerBySymbol;
+export declare function normalizeBybitTradeSymbols(rawList: BybitInstrumentInfoRaw[]): TradeSymbolBySymbol;
+export declare function normalizeBybitTickers(rawList: BybitTickerRaw[]): TickerBySymbol;
 export declare function normalizeBybitKlines(rawList: string[][]): Kline[];
-export declare function normalizeBybitKlineWsMessage(raw: BybitRawWsKline): Kline;
-export declare function normalizeBybitPosition(raw: BybitRawPosition): Position;
-export declare function normalizeBybitOrder(raw: BybitRawOrderResponse): Order;
-export declare function normalizeBybitBalance(raw: BybitRawWalletBalance): BalanceByAsset;
+export declare function normalizeBybitKlineWebSocketMessage(raw: BybitWebSocketKlineRaw): Kline;
+export declare function normalizeBybitPosition(raw: BybitPositionRaw): Position;
+export declare function normalizeBybitOrder(raw: BybitOrderResponseRaw): Order;
+export declare function buildBybitOrderFromCreateResponse(args: CreateOrderWebSocketArgs, orderId: string): Order;
+export declare function normalizeBybitBalance(raw: BybitWalletBalanceRaw): BalanceByAsset;
 export {};
 //# sourceMappingURL=bybitNormalizer.d.ts.map

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

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

@@ -1,35 +1,48 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.normalizeBybitMarkets = normalizeBybitMarkets;
+exports.normalizeBybitTradeSymbols = normalizeBybitTradeSymbols;
 exports.normalizeBybitTickers = normalizeBybitTickers;
 exports.normalizeBybitKlines = normalizeBybitKlines;
-exports.normalizeBybitKlineWsMessage = normalizeBybitKlineWsMessage;
+exports.normalizeBybitKlineWebSocketMessage = normalizeBybitKlineWebSocketMessage;
 exports.normalizeBybitPosition = normalizeBybitPosition;
 exports.normalizeBybitOrder = normalizeBybitOrder;
+exports.buildBybitOrderFromCreateResponse = buildBybitOrderFromCreateResponse;
 exports.normalizeBybitBalance = normalizeBybitBalance;
+const common_1 = require("../types/common");
+const mappings_1 = require("../constants/mappings");
 const LINEAR_CONTRACT_TYPES = new Set(['LinearPerpetual', 'LinearFutures']);
-function normalizeBybitMarkets(rawList) {
+function normalizeBybitTradeSymbols(rawList) {
     const result = new Map();
     for (const raw of rawList) {
         const isLinear = LINEAR_CONTRACT_TYPES.has(raw.contractType ?? '');
         const isSpot = raw.contractType === undefined || raw.contractType === '';
-        const market = {
+        let tradeSymbolType = common_1.TradeSymbolType.Future;
+        if (isLinear) {
+            tradeSymbolType = common_1.TradeSymbolType.Swap;
+        }
+        else if (isSpot) {
+            tradeSymbolType = common_1.TradeSymbolType.Spot;
+        }
+        const tradeSymbol = {
             symbol: raw.symbol,
             baseAsset: raw.baseCoin,
             quoteAsset: raw.quoteCoin,
             settle: isLinear ? (raw.settleCoin ?? 'USDT') : '',
-            active: raw.status === 'Trading',
-            type: isLinear ? 'swap' : isSpot ? 'spot' : 'future',
-            linear: isLinear,
+            isActive: raw.status === 'Trading',
+            type: tradeSymbolType,
+            isLinear,
             contractSize: parseFloat(raw.contractSize ?? '1'),
             filter: {
                 tickSize: raw.priceFilter?.tickSize ?? '0',
-                stepSize: raw.lotSizeFilter?.qtyStep ?? '0',
+                stepSize: raw.lotSizeFilter?.qtyStep ?? raw.lotSizeFilter?.basePrecision ?? '0',
                 minQty: raw.lotSizeFilter?.minOrderQty ?? '0',
                 maxQty: raw.lotSizeFilter?.maxOrderQty ?? '0',
+                minNotional: raw.lotSizeFilter?.minNotionalValue
+                    ?? raw.lotSizeFilter?.minOrderAmt
+                    ?? '0',
             },
         };
-        result.set(raw.symbol, market);
+        result.set(raw.symbol, tradeSymbol);
     }
     return result;
 }
@@ -48,37 +61,37 @@ function normalizeBybitTickers(rawList) {
 }
 function normalizeBybitKlines(rawList) {
     return rawList.map((row) => ({
-        openTime: parseFloat(row[0]),
-        open: parseFloat(row[1]),
-        high: parseFloat(row[2]),
-        low: parseFloat(row[3]),
-        close: parseFloat(row[4]),
+        openTimestamp: parseFloat(row[0]),
+        openPrice: parseFloat(row[1]),
+        highPrice: parseFloat(row[2]),
+        lowPrice: parseFloat(row[3]),
+        closePrice: parseFloat(row[4]),
         volume: parseFloat(row[5]),
-        closeTime: 0,
-        quoteVolume: parseFloat(row[6]),
-        trades: 0,
+        closeTimestamp: 0,
+        quoteAssetVolume: parseFloat(row[6]),
+        numberOfTrades: 0,
+        takerBuyBaseAssetVolume: 0,
+        takerBuyQuoteAssetVolume: 0,
     }));
 }
-function normalizeBybitKlineWsMessage(raw) {
+function normalizeBybitKlineWebSocketMessage(raw) {
     return {
-        openTime: raw.start,
-        open: parseFloat(raw.open),
-        high: parseFloat(raw.high),
-        low: parseFloat(raw.low),
-        close: parseFloat(raw.close),
+        openTimestamp: raw.start,
+        openPrice: parseFloat(raw.open),
+        highPrice: parseFloat(raw.high),
+        lowPrice: parseFloat(raw.low),
+        closePrice: parseFloat(raw.close),
         volume: parseFloat(raw.volume),
-        closeTime: raw.timestamp,
-        quoteVolume: parseFloat(raw.turnover),
-        trades: 0,
+        closeTimestamp: raw.timestamp,
+        quoteAssetVolume: parseFloat(raw.turnover),
+        numberOfTrades: 0,
+        takerBuyBaseAssetVolume: 0,
+        takerBuyQuoteAssetVolume: 0,
     };
 }
 function normalizeBybitPosition(raw) {
-    const sideMap = {
-        Buy: 'long',
-        Sell: 'short',
-    };
-    const side = sideMap[raw.side] ?? 'both';
-    const marginMode = raw.tradeMode === 0 ? 'cross' : 'isolated';
+    const side = mappings_1.BYBIT_POSITION_SIDE[raw.side] ?? common_1.PositionSide.Both;
+    const marginMode = raw.tradeMode === 0 ? common_1.MarginMode.Cross : common_1.MarginMode.Isolated;
     const liquidationPriceRaw = parseFloat(raw.liqPrice);
     return {
         symbol: raw.symbol,
@@ -93,29 +106,31 @@ function normalizeBybitPosition(raw) {
         info: raw,
     };
 }
-const BYBIT_ORDER_STATUS_MAP = {
-    New: 'open',
-    PartiallyFilled: 'open',
-    Untriggered: 'open',
-    Filled: 'closed',
-    Cancelled: 'canceled',
-    PartiallyFilledCanceled: 'canceled',
-    Rejected: 'rejected',
-    Deactivated: 'canceled',
-};
 function normalizeBybitOrder(raw) {
-    const status = BYBIT_ORDER_STATUS_MAP[raw.orderStatus] ?? raw.orderStatus.toLowerCase();
+    const status = mappings_1.BYBIT_ORDER_STATUS[raw.orderStatus] ?? raw.orderStatus.toLowerCase();
     return {
         id: raw.orderId,
         symbol: raw.symbol,
-        side: raw.side.toLowerCase(),
-        type: raw.orderType.toLowerCase(),
+        side: mappings_1.BYBIT_ORDER_SIDE[raw.side],
+        type: mappings_1.BYBIT_ORDER_TYPE[raw.orderType],
         amount: parseFloat(raw.qty),
         price: parseFloat(raw.price),
         status,
         timestamp: parseFloat(raw.createdTime),
     };
 }
+function buildBybitOrderFromCreateResponse(args, orderId) {
+    return {
+        id: orderId,
+        symbol: args.symbol,
+        side: args.side,
+        type: args.type,
+        amount: args.amount,
+        price: args.price,
+        status: 'open',
+        timestamp: Date.now(),
+    };
+}
 function normalizeBybitBalance(raw) {
     const result = new Map();
     for (const coin of raw.list) {

package/dist/normalizers/bybitNormalizer.js.map

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

@@ -1,6 +1,6 @@
-import { Market } from '../types/common';
+import type { TradeSymbol } from '../types/common';
 export declare function countDecimalPlaces(step: string): number;
 export declare function roundToStep(value: number, step: string): string;
-export declare function amountToPrecision(market: Market, amount: number): string;
-export declare function priceToPrecision(market: Market, price: number): string;
+export declare function amountToPrecision(tradeSymbol: TradeSymbol, amount: number): string;
+export declare function priceToPrecision(tradeSymbol: TradeSymbol, price: number): string;
 //# sourceMappingURL=precision.d.ts.map

package/dist/precision/precision.d.ts.map

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+{"version":3,"file":"precision.d.ts","sourceRoot":"","sources":["../../src/precision/precision.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,iBAAiB,CAAC;AAEnD,wBAAgB,kBAAkB,CAAC,IAAI,EAAE,MAAM,GAAG,MAAM,CAQvD;AAED,wBAAgB,WAAW,CAAC,KAAK,EAAE,MAAM,EAAE,IAAI,EAAE,MAAM,GAAG,MAAM,CAW/D;AAED,wBAAgB,iBAAiB,CAAC,WAAW,EAAE,WAAW,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAElF;AAED,wBAAgB,gBAAgB,CAAC,WAAW,EAAE,WAAW,EAAE,KAAK,EAAE,MAAM,GAAG,MAAM,CAEhF"}

package/dist/precision/precision.js

@@ -20,10 +20,10 @@ function roundToStep(value, step) {
     const rounded = Math.round(value / stepValue) * stepValue;
     return rounded.toFixed(decimals);
 }
-function amountToPrecision(market, amount) {
-    return roundToStep(amount, market.filter.stepSize);
+function amountToPrecision(tradeSymbol, amount) {
+    return roundToStep(amount, tradeSymbol.filter.stepSize);
 }
-function priceToPrecision(market, price) {
-    return roundToStep(price, market.filter.tickSize);
+function priceToPrecision(tradeSymbol, price) {
+    return roundToStep(price, tradeSymbol.filter.tickSize);
 }
 //# sourceMappingURL=precision.js.map

package/dist/precision/precision.js.map

@@ -1 +1 @@
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package/dist/types/common.d.ts

@@ -1,15 +1,41 @@
-export type ExchangeName = 'binance' | 'bybit';
-export type OrderSide = 'buy' | 'sell';
-export type OrderType = 'market' | 'limit';
-export type MarginMode = 'isolated' | 'cross';
-export type PositionSide = 'long' | 'short' | 'both';
-export type MarketType = 'spot' | 'swap' | 'future';
-export type TimeInForce = 'GTC' | 'IOC' | 'FOK' | 'PostOnly';
+export declare enum ExchangeName {
+    Binance = "binance",
+    Bybit = "bybit"
+}
+export declare enum OrderSide {
+    Buy = "buy",
+    Sell = "sell"
+}
+export declare enum OrderType {
+    Market = "market",
+    Limit = "limit"
+}
+export declare enum MarginMode {
+    Isolated = "isolated",
+    Cross = "cross"
+}
+export declare enum PositionSide {
+    Long = "long",
+    Short = "short",
+    Both = "both"
+}
+export declare enum TradeSymbolType {
+    Spot = "spot",
+    Swap = "swap",
+    Future = "future"
+}
+export declare enum TimeInForce {
+    Gtc = "GTC",
+    Ioc = "IOC",
+    Fok = "FOK",
+    PostOnly = "PostOnly"
+}
 export type KlineInterval = '1m' | '3m' | '5m' | '15m' | '30m' | '1h' | '2h' | '4h' | '6h' | '12h' | '1d' | '3d' | '1w' | '1M';
 export interface ExchangeConfig {
     apiKey: string;
     secret: string;
     recvWindow?: number;
+    isDemoMode?: boolean;
 }
 export interface ExchangeLogger {
     debug(message: string, ...args: unknown[]): void;
@@ -26,34 +52,37 @@ export interface Ticker {
 }
 export type TickerBySymbol = Map<string, Ticker>;
 export interface Kline {
-    openTime: number;
-    open: number;
-    high: number;
-    low: number;
-    close: number;
+    openTimestamp: number;
+    openPrice: number;
+    highPrice: number;
+    lowPrice: number;
+    closePrice: number;
     volume: number;
-    closeTime: number;
-    quoteVolume: number;
-    trades: number;
+    closeTimestamp: number;
+    quoteAssetVolume: number;
+    numberOfTrades: number;
+    takerBuyBaseAssetVolume: number;
+    takerBuyQuoteAssetVolume: number;
 }
-export interface MarketFilter {
+export interface TradeSymbolFilter {
     tickSize: string;
     stepSize: string;
     minQty: string;
     maxQty: string;
+    minNotional: string;
 }
-export interface Market {
+export interface TradeSymbol {
     symbol: string;
     baseAsset: string;
     quoteAsset: string;
     settle: string;
-    active: boolean;
-    type: MarketType;
-    linear: boolean;
+    isActive: boolean;
+    type: TradeSymbolType;
+    isLinear: boolean;
     contractSize: number;
-    filter: MarketFilter;
+    filter: TradeSymbolFilter;
 }
-export type MarketBySymbol = Map<string, Market>;
+export type TradeSymbolBySymbol = Map<string, TradeSymbol>;
 export interface Position {
     symbol: string;
     side: PositionSide;
@@ -83,4 +112,10 @@ export interface Balance {
     total: number;
 }
 export type BalanceByAsset = Map<string, Balance>;
+export interface FundingRateHistory {
+    symbol: string;
+    fundingRate: number;
+    fundingTime: number;
+    markPrice: number | null;
+}
 //# sourceMappingURL=common.d.ts.map

package/dist/types/common.d.ts.map

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package/dist/types/common.js

@@ -1,3 +1,43 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
+exports.TimeInForce = exports.TradeSymbolType = exports.PositionSide = exports.MarginMode = exports.OrderType = exports.OrderSide = exports.ExchangeName = void 0;
+var ExchangeName;
+(function (ExchangeName) {
+    ExchangeName["Binance"] = "binance";
+    ExchangeName["Bybit"] = "bybit";
+})(ExchangeName || (exports.ExchangeName = ExchangeName = {}));
+var OrderSide;
+(function (OrderSide) {
+    OrderSide["Buy"] = "buy";
+    OrderSide["Sell"] = "sell";
+})(OrderSide || (exports.OrderSide = OrderSide = {}));
+var OrderType;
+(function (OrderType) {
+    OrderType["Market"] = "market";
+    OrderType["Limit"] = "limit";
+})(OrderType || (exports.OrderType = OrderType = {}));
+var MarginMode;
+(function (MarginMode) {
+    MarginMode["Isolated"] = "isolated";
+    MarginMode["Cross"] = "cross";
+})(MarginMode || (exports.MarginMode = MarginMode = {}));
+var PositionSide;
+(function (PositionSide) {
+    PositionSide["Long"] = "long";
+    PositionSide["Short"] = "short";
+    PositionSide["Both"] = "both";
+})(PositionSide || (exports.PositionSide = PositionSide = {}));
+var TradeSymbolType;
+(function (TradeSymbolType) {
+    TradeSymbolType["Spot"] = "spot";
+    TradeSymbolType["Swap"] = "swap";
+    TradeSymbolType["Future"] = "future";
+})(TradeSymbolType || (exports.TradeSymbolType = TradeSymbolType = {}));
+var TimeInForce;
+(function (TimeInForce) {
+    TimeInForce["Gtc"] = "GTC";
+    TimeInForce["Ioc"] = "IOC";
+    TimeInForce["Fok"] = "FOK";
+    TimeInForce["PostOnly"] = "PostOnly";
+})(TimeInForce || (exports.TimeInForce = TimeInForce = {}));
 //# sourceMappingURL=common.js.map

package/dist/types/common.js.map

@@ -1 +1 @@
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package/dist/types/exchange.d.ts

@@ -1,10 +1,11 @@
-import { ExchangeConfig, ExchangeLogger, KlineInterval, Kline, MarginMode, MarketBySymbol, Order, OrderSide, OrderType, TickerBySymbol, BalanceByAsset, Position } from './common';
+import type { ExchangeConfig, ExchangeLogger, KlineInterval, Kline, TradeSymbolBySymbol, Order, TickerBySymbol, BalanceByAsset, Position, FundingRateHistory } from './common';
+import { MarginMode, OrderSide, OrderType } from './common';
 export interface ExchangeArgs {
     config: ExchangeConfig;
     logger: ExchangeLogger;
     onNotify?: (message: string) => void | Promise<void>;
 }
-export interface CreateOrderWsArgs {
+export interface CreateOrderWebSocketArgs {
     symbol: string;
     type: OrderType;
     side: OrderSide;
@@ -12,29 +13,34 @@ export interface CreateOrderWsArgs {
     price: number;
     params?: Record<string, unknown>;
 }
-export interface FetchKlinesArgs {
+export interface FetchPageWithLimitArgs {
     startTime?: number;
     endTime?: number;
     limit?: number;
 }
+export type KlineHandler = (symbol: string, kline: Kline) => void;
 export interface SubscribeKlinesArgs {
     symbol: string;
     interval: KlineInterval;
-    handler: (kline: Kline) => void;
+    handler: KlineHandler;
 }
 export interface ExchangeClient {
     readonly apiKey: string;
-    readonly markets: MarketBySymbol;
-    loadMarkets(reload?: boolean): Promise<MarketBySymbol>;
+    readonly tradeSymbols: TradeSymbolBySymbol;
+    loadTradeSymbols(shouldReload?: boolean): Promise<TradeSymbolBySymbol>;
     fetchTickers(): Promise<TickerBySymbol>;
-    fetchKlines(symbol: string, interval: KlineInterval, options?: FetchKlinesArgs): Promise<Kline[]>;
+    fetchKlines(symbol: string, interval: KlineInterval, options?: FetchPageWithLimitArgs): Promise<Kline[]>;
+    fetchAllKlines(symbolList: string[], interval: KlineInterval): Promise<Map<string, Kline[]>>;
     fetchBalance(): Promise<BalanceByAsset>;
+    fetchFundingRateHistory(symbol: string, options?: FetchPageWithLimitArgs): Promise<FundingRateHistory[]>;
     fetchPosition(symbol: string): Promise<Position>;
     setLeverage(leverage: number, symbol: string): Promise<void>;
     setMarginMode(marginMode: MarginMode, symbol: string): Promise<void>;
     amountToPrecision(symbol: string, amount: number): string;
     priceToPrecision(symbol: string, price: number): string;
-    createOrderWs(args: CreateOrderWsArgs): Promise<Order>;
+    getMinOrderQty(symbol: string): number;
+    getMinNotional(symbol: string): number;
+    createOrderWebSocket(args: CreateOrderWebSocketArgs): Promise<Order>;
     close(): Promise<void>;
     watchTickers(): AsyncGenerator<TickerBySymbol>;
     subscribeKlines(args: SubscribeKlinesArgs): void;

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