@usherlabs/cex-broker 0.2.37 → 0.2.38

package/dist/commands/cli.js

@@ -334375,6 +334375,62 @@ function isBinanceBalanceUserDataEvent(event) {
 function isBinanceOrderUserDataEvent(event) {
   return event.e === "executionReport" || event.e === "listStatus";
 }
+
+// src/helpers/binance-user-data-normalization.ts
+function requireQuantity(entry, key) {
+  const value = entry[key];
+  if (typeof value === "string" && value.trim().length > 0) {
+    return value;
+  }
+  if (typeof value === "number" && Number.isFinite(value)) {
+    return String(value);
+  }
+  throw new Error(`Invalid Binance balance quantity: ${key}`);
+}
+async function normalizeBinanceSpotBalanceEvent(exchange, event) {
+  if (event.e !== "outboundAccountPosition") {
+    return exchange.fetchBalance({ type: "spot" });
+  }
+  if (!Array.isArray(event.B)) {
+    throw new Error("Invalid Binance outboundAccountPosition balances");
+  }
+  const timestamp = typeof event.E === "number" && Number.isFinite(event.E) ? event.E : undefined;
+  const balance = {
+    info: event,
+    ...timestamp !== undefined && {
+      timestamp,
+      datetime: new Date(timestamp).toISOString()
+    }
+  };
+  for (const rawEntry of event.B) {
+    const entry = asRecord(rawEntry);
+    const asset = entry?.a;
+    if (!entry || typeof asset !== "string" || asset.length === 0) {
+      throw new Error("Invalid Binance outboundAccountPosition asset");
+    }
+    balance[asset] = {
+      free: requireQuantity(entry, "f"),
+      used: requireQuantity(entry, "l")
+    };
+  }
+  return exchange.safeBalance(balance);
+}
+function getTradeId(value) {
+  if (typeof value === "number" && Number.isFinite(value) || typeof value === "string" && value.length > 0) {
+    const tradeId = String(value);
+    return tradeId === "-1" ? undefined : tradeId;
+  }
+  return;
+}
+function normalizeBinanceExecutionReport(exchange, event) {
+  const parsed = asRecord(exchange.parseWsOrder(event));
+  if (!parsed) {
+    throw new Error("Binance executionReport did not parse as an order");
+  }
+  const { fee: _fee, fees: _fees, ...order } = parsed;
+  const tradeId = getTradeId(event.t);
+  return tradeId === undefined ? order : { ...order, tradeId };
+}
 // src/helpers/market-data-archive/ohlcv-bootstrap.ts
 var DEFAULT_OHLCV_BOOTSTRAP_LIMIT = 100;
 var MAX_OHLCV_BOOTSTRAP_LIMIT = 1000;
@@ -334521,17 +334577,6 @@ async function streamBinanceUserData(call, broker, symbol2, subscriptionType, is
         }
       }
       const receivedTimestamp = Date.now();
-      if (!await writeSubscribeFrame(call, isClosed, {
-        data: JSON.stringify({
-          subscriptionId: message.subscriptionId,
-          event
-        }),
-        timestamp: receivedTimestamp,
-        symbol: symbol2,
-        type: subscriptionType
-      })) {
-        break;
-      }
       const archiveSubscriptionType = subscriptionType === SubscriptionType.BALANCE ? "BALANCE" : "ORDERS";
       archiveSubscribeStreamInBackground(archiveContext?.archiver, {
         exchange: archiveContext?.exchange ?? "binance",
@@ -334552,6 +334597,18 @@ async function streamBinanceUserData(call, broker, symbol2, subscriptionType, is
           receivedTimestamp
         });
       }
+      if (subscriptionType === SubscriptionType.ORDERS && event.e === "listStatus") {
+        continue;
+      }
+      const data = subscriptionType === SubscriptionType.BALANCE ? await normalizeBinanceSpotBalanceEvent(broker, event) : normalizeBinanceExecutionReport(broker, event);
+      if (!await writeSubscribeFrame(call, isClosed, {
+        data: JSON.stringify(data),
+        timestamp: receivedTimestamp,
+        symbol: symbol2,
+        type: subscriptionType
+      })) {
+        break;
+      }
     }
   } finally {
     userDataStream.close();

package/dist/helpers/binance-user-data-normalization.d.ts

@@ -0,0 +1,3 @@
+import type { Exchange } from "@usherlabs/ccxt";
+export declare function normalizeBinanceSpotBalanceEvent(exchange: Exchange, event: Record<string, unknown>): Promise<unknown>;
+export declare function normalizeBinanceExecutionReport(exchange: Exchange, event: Record<string, unknown>): Record<string, unknown>;

package/dist/index.js

@@ -309889,6 +309889,62 @@ function isBinanceBalanceUserDataEvent(event) {
 function isBinanceOrderUserDataEvent(event) {
   return event.e === "executionReport" || event.e === "listStatus";
 }
+
+// src/helpers/binance-user-data-normalization.ts
+function requireQuantity(entry, key) {
+  const value = entry[key];
+  if (typeof value === "string" && value.trim().length > 0) {
+    return value;
+  }
+  if (typeof value === "number" && Number.isFinite(value)) {
+    return String(value);
+  }
+  throw new Error(`Invalid Binance balance quantity: ${key}`);
+}
+async function normalizeBinanceSpotBalanceEvent(exchange, event) {
+  if (event.e !== "outboundAccountPosition") {
+    return exchange.fetchBalance({ type: "spot" });
+  }
+  if (!Array.isArray(event.B)) {
+    throw new Error("Invalid Binance outboundAccountPosition balances");
+  }
+  const timestamp = typeof event.E === "number" && Number.isFinite(event.E) ? event.E : undefined;
+  const balance = {
+    info: event,
+    ...timestamp !== undefined && {
+      timestamp,
+      datetime: new Date(timestamp).toISOString()
+    }
+  };
+  for (const rawEntry of event.B) {
+    const entry = asRecord(rawEntry);
+    const asset = entry?.a;
+    if (!entry || typeof asset !== "string" || asset.length === 0) {
+      throw new Error("Invalid Binance outboundAccountPosition asset");
+    }
+    balance[asset] = {
+      free: requireQuantity(entry, "f"),
+      used: requireQuantity(entry, "l")
+    };
+  }
+  return exchange.safeBalance(balance);
+}
+function getTradeId(value) {
+  if (typeof value === "number" && Number.isFinite(value) || typeof value === "string" && value.length > 0) {
+    const tradeId = String(value);
+    return tradeId === "-1" ? undefined : tradeId;
+  }
+  return;
+}
+function normalizeBinanceExecutionReport(exchange, event) {
+  const parsed = asRecord(exchange.parseWsOrder(event));
+  if (!parsed) {
+    throw new Error("Binance executionReport did not parse as an order");
+  }
+  const { fee: _fee, fees: _fees, ...order } = parsed;
+  const tradeId = getTradeId(event.t);
+  return tradeId === undefined ? order : { ...order, tradeId };
+}
 // src/helpers/market-data-archive/ohlcv-bootstrap.ts
 var DEFAULT_OHLCV_BOOTSTRAP_LIMIT = 100;
 var MAX_OHLCV_BOOTSTRAP_LIMIT = 1000;
@@ -310035,17 +310091,6 @@ async function streamBinanceUserData(call, broker, symbol2, subscriptionType, is
         }
       }
       const receivedTimestamp = Date.now();
-      if (!await writeSubscribeFrame(call, isClosed, {
-        data: JSON.stringify({
-          subscriptionId: message.subscriptionId,
-          event
-        }),
-        timestamp: receivedTimestamp,
-        symbol: symbol2,
-        type: subscriptionType
-      })) {
-        break;
-      }
       const archiveSubscriptionType = subscriptionType === SubscriptionType.BALANCE ? "BALANCE" : "ORDERS";
       archiveSubscribeStreamInBackground(archiveContext?.archiver, {
         exchange: archiveContext?.exchange ?? "binance",
@@ -310066,6 +310111,18 @@ async function streamBinanceUserData(call, broker, symbol2, subscriptionType, is
           receivedTimestamp
         });
       }
+      if (subscriptionType === SubscriptionType.ORDERS && event.e === "listStatus") {
+        continue;
+      }
+      const data = subscriptionType === SubscriptionType.BALANCE ? await normalizeBinanceSpotBalanceEvent(broker, event) : normalizeBinanceExecutionReport(broker, event);
+      if (!await writeSubscribeFrame(call, isClosed, {
+        data: JSON.stringify(data),
+        timestamp: receivedTimestamp,
+        symbol: symbol2,
+        type: subscriptionType
+      })) {
+        break;
+      }
     }
   } finally {
     userDataStream.close();
@@ -311031,4 +311088,4 @@ export {
   CEXBroker as default
 };
 
-//# debugId=89161A06846CFA7064756E2164756E21
+//# debugId=4F503765D539243C64756E2164756E21