bandkit 1.0.1 → 1.0.3
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/README.md +222 -77
- package/dist/BandPanel.d.ts.map +1 -1
- package/dist/BandPanel.js +23 -2
- package/dist/BandPanel.js.map +1 -1
- package/dist/BotDecisionPanel.d.ts +7 -0
- package/dist/BotDecisionPanel.d.ts.map +1 -0
- package/dist/BotDecisionPanel.js +124 -0
- package/dist/BotDecisionPanel.js.map +1 -0
- package/dist/ContractEventFeed.d.ts +7 -0
- package/dist/ContractEventFeed.d.ts.map +1 -0
- package/dist/ContractEventFeed.js +76 -0
- package/dist/ContractEventFeed.js.map +1 -0
- package/dist/GasBadge.d.ts +6 -0
- package/dist/GasBadge.d.ts.map +1 -0
- package/dist/GasBadge.js +37 -0
- package/dist/GasBadge.js.map +1 -0
- package/dist/OrderBookWidget.d.ts +8 -0
- package/dist/OrderBookWidget.d.ts.map +1 -0
- package/dist/OrderBookWidget.js +92 -0
- package/dist/OrderBookWidget.js.map +1 -0
- package/dist/RegimeBadge.d.ts +6 -0
- package/dist/RegimeBadge.d.ts.map +1 -0
- package/dist/RegimeBadge.js +39 -0
- package/dist/RegimeBadge.js.map +1 -0
- package/dist/TradeTape.d.ts +8 -0
- package/dist/TradeTape.d.ts.map +1 -0
- package/dist/TradeTape.js +67 -0
- package/dist/TradeTape.js.map +1 -0
- package/dist/decisionEngine.d.ts +41 -0
- package/dist/decisionEngine.d.ts.map +1 -0
- package/dist/decisionEngine.js +166 -0
- package/dist/decisionEngine.js.map +1 -0
- package/dist/index.d.ts +14 -0
- package/dist/index.d.ts.map +1 -1
- package/dist/index.js +18 -0
- package/dist/index.js.map +1 -1
- package/dist/useBinanceOrderBook.d.ts +27 -0
- package/dist/useBinanceOrderBook.d.ts.map +1 -0
- package/dist/useBinanceOrderBook.js +95 -0
- package/dist/useBinanceOrderBook.js.map +1 -0
- package/dist/useBinanceTrades.d.ts +23 -0
- package/dist/useBinanceTrades.d.ts.map +1 -0
- package/dist/useBinanceTrades.js +77 -0
- package/dist/useBinanceTrades.js.map +1 -0
- package/dist/useBotDecision.d.ts +32 -0
- package/dist/useBotDecision.d.ts.map +1 -0
- package/dist/useBotDecision.js +104 -0
- package/dist/useBotDecision.js.map +1 -0
- package/dist/useCoinbaseTicker.d.ts +28 -0
- package/dist/useCoinbaseTicker.d.ts.map +1 -0
- package/dist/useCoinbaseTicker.js +87 -0
- package/dist/useCoinbaseTicker.js.map +1 -0
- package/dist/useGasPrice.d.ts +18 -0
- package/dist/useGasPrice.d.ts.map +1 -0
- package/dist/useGasPrice.js +44 -0
- package/dist/useGasPrice.js.map +1 -0
- package/dist/useStrategyContractEvents.d.ts +23 -0
- package/dist/useStrategyContractEvents.d.ts.map +1 -0
- package/dist/useStrategyContractEvents.js +79 -0
- package/dist/useStrategyContractEvents.js.map +1 -0
- package/dist/useVolatilityRegime.d.ts +17 -0
- package/dist/useVolatilityRegime.d.ts.map +1 -0
- package/dist/useVolatilityRegime.js +48 -0
- package/dist/useVolatilityRegime.js.map +1 -0
- package/package.json +4 -2
- package/scripts/test-decision-stream.cjs +417 -0
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export const DEFAULT_DECISION_THRESHOLDS = {
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imbalanceThreshold: 0.15,
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flowThreshold: 0.1,
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spreadWidePct: 0.05,
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divergenceBps: 5,
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minDepthEth: 50
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};
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export function computeBotDecision(inputs, thresholds = DEFAULT_DECISION_THRESHOLDS) {
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const reasons = [];
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// Regime gate
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if (inputs.regime === "UNKNOWN") {
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return {
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decision: "WAIT",
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confidence: 0,
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reasons: [{ text: "Volatility classifier still warming up", tone: "neutral" }]
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};
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}
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if (inputs.regime === "TRENDING") {
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return {
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decision: "STAND DOWN",
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confidence: 90,
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reasons: [
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{ text: "Regime: TRENDING — range bot sits out", tone: "bad" },
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{ text: "Re-engages when price stabilises in a range", tone: "neutral" }
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]
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};
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}
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let scoreBuy = 0;
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let scoreSell = 0;
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let confidence = inputs.regime === "RANGING" ? 45 : 30;
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if (inputs.regime === "RANGING") {
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reasons.push({ text: "Regime: RANGING (favourable)", tone: "good" });
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}
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else {
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reasons.push({ text: "Regime: MIXED", tone: "neutral" });
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}
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// Book imbalance
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if (inputs.bookImbalance >= thresholds.imbalanceThreshold) {
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const pct = inputs.bookImbalance * 100;
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scoreBuy += 25;
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reasons.push({ text: `Book imbalance +${pct.toFixed(0)}% bid-heavy`, tone: "good" });
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}
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else if (inputs.bookImbalance <= -thresholds.imbalanceThreshold) {
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const pct = inputs.bookImbalance * 100;
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scoreSell += 25;
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reasons.push({ text: `Book imbalance ${pct.toFixed(0)}% ask-heavy`, tone: "good" });
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}
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else {
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reasons.push({
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text: `Book imbalance balanced (${(inputs.bookImbalance * 100).toFixed(0)}%)`,
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tone: "neutral"
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});
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}
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// Trade flow (last 60s)
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if (inputs.tradeImbalance >= thresholds.flowThreshold) {
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const buyPct = (0.5 + inputs.tradeImbalance / 2) * 100;
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scoreBuy += 20;
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reasons.push({ text: `Recent flow ${buyPct.toFixed(0)}% buys`, tone: "good" });
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}
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else if (inputs.tradeImbalance <= -thresholds.flowThreshold) {
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const sellPct = (0.5 - inputs.tradeImbalance / 2) * 100;
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scoreSell += 20;
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reasons.push({ text: `Recent flow ${sellPct.toFixed(0)}% sells`, tone: "good" });
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}
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else {
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reasons.push({ text: "Recent flow balanced", tone: "neutral" });
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}
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// Spread
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if (inputs.spreadPct > thresholds.spreadWidePct) {
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confidence -= 10;
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reasons.push({ text: `Spread wide (${inputs.spreadPct.toFixed(3)}%)`, tone: "bad" });
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}
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else {
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confidence += 5;
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reasons.push({ text: `Spread tight (${inputs.spreadPct.toFixed(3)}%)`, tone: "good" });
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}
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// Cross-venue divergence
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if (inputs.venueDivergenceBps !== null && Number.isFinite(inputs.venueDivergenceBps)) {
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if (inputs.venueDivergenceBps > thresholds.divergenceBps) {
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scoreBuy += 12;
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reasons.push({
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text: `Binance leading +${inputs.venueDivergenceBps.toFixed(1)} bps vs Coinbase`,
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tone: "good"
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});
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}
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else if (inputs.venueDivergenceBps < -thresholds.divergenceBps) {
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scoreSell += 12;
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reasons.push({
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text: `Binance lagging ${inputs.venueDivergenceBps.toFixed(1)} bps vs Coinbase`,
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tone: "good"
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});
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}
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else {
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reasons.push({
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text: `Venue divergence ${inputs.venueDivergenceBps.toFixed(1)} bps (aligned)`,
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tone: "neutral"
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});
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}
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}
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// Depth check
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if (inputs.bookDepthWithinHalfPctEth < thresholds.minDepthEth) {
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confidence -= 15;
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reasons.push({
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text: `Thin book — ${inputs.bookDepthWithinHalfPctEth.toFixed(0)} ETH within ±0.5%`,
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tone: "bad"
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});
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}
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else {
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confidence += 5;
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reasons.push({
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text: `Book depth healthy (${inputs.bookDepthWithinHalfPctEth.toFixed(0)} ETH within ±0.5%)`,
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tone: "good"
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});
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}
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let decision;
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let finalConfidence = confidence;
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if (scoreBuy > scoreSell + 12) {
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decision = "BUY";
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finalConfidence = Math.min(100, Math.max(0, confidence + scoreBuy));
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}
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else if (scoreSell > scoreBuy + 12) {
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decision = "SELL";
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finalConfidence = Math.min(100, Math.max(0, confidence + scoreSell));
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}
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else {
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decision = "WAIT";
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finalConfidence = Math.min(100, Math.max(0, confidence + Math.max(scoreBuy, scoreSell) / 2));
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reasons.push({ text: "Signals mixed — no clear direction", tone: "neutral" });
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}
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return { decision, confidence: finalConfidence, reasons };
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}
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export function computeBookImbalance(bids, asks, midPrice, withinPct = 0.005) {
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const lowerBound = midPrice * (1 - withinPct);
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const upperBound = midPrice * (1 + withinPct);
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const bidSize = bids.filter((b) => b.price >= lowerBound).reduce((sum, b) => sum + b.size, 0);
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const askSize = asks.filter((a) => a.price <= upperBound).reduce((sum, a) => sum + a.size, 0);
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const total = bidSize + askSize;
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if (total <= 0)
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return 0;
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return (bidSize - askSize) / total;
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}
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export function computeBookDepth(bids, asks, midPrice, withinPct = 0.005) {
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const lowerBound = midPrice * (1 - withinPct);
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const upperBound = midPrice * (1 + withinPct);
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const bidSize = bids.filter((b) => b.price >= lowerBound).reduce((sum, b) => sum + b.size, 0);
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const askSize = asks.filter((a) => a.price <= upperBound).reduce((sum, a) => sum + a.size, 0);
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return bidSize + askSize;
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}
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export function computeTradeImbalance(trades, windowMs = 60_000, nowMs = Date.now()) {
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const cutoff = nowMs - windowMs;
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let buyVolume = 0;
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let sellVolume = 0;
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for (const t of trades) {
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if (t.timestamp < cutoff)
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continue;
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if (t.side === "buy")
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buyVolume += t.size;
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else
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sellVolume += t.size;
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}
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const total = buyVolume + sellVolume;
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if (total <= 0)
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return 0;
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return (buyVolume - sellVolume) / total;
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}
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//# sourceMappingURL=decisionEngine.js.map
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|
package/dist/index.d.ts
CHANGED
|
@@ -11,6 +11,20 @@ export { approveUniswapV2RoundTripToken, previewUniswapV2RoundTrip, type Ethereu
|
|
|
11
11
|
export { useEthPriceTicker, type BinanceMiniTickerMessage, type EthPriceTickerStatus, type UseEthPriceTickerOptions, type UseEthPriceTickerResult } from "./useEthPriceTicker.js";
|
|
12
12
|
export { useStrategyContract, type StrategyContractAction, type UseStrategyContractOptions, type UseStrategyContractResult } from "./useStrategyContract.js";
|
|
13
13
|
export { useWalletEthBalance, type UseWalletEthBalanceOptions, type UseWalletEthBalanceResult } from "./useWalletEthBalance.js";
|
|
14
|
+
export { useBinanceOrderBook, type OrderBookLevel, type OrderBookSnapshot, type OrderBookStatus, type UseBinanceOrderBookOptions, type UseBinanceOrderBookResult } from "./useBinanceOrderBook.js";
|
|
15
|
+
export { OrderBookWidget, type OrderBookWidgetProps } from "./OrderBookWidget.js";
|
|
16
|
+
export { useBinanceTrades, type Trade, type TradeSide, type TradesStatus, type UseBinanceTradesOptions, type UseBinanceTradesResult } from "./useBinanceTrades.js";
|
|
17
|
+
export { TradeTape, type TradeTapeProps } from "./TradeTape.js";
|
|
18
|
+
export { useStrategyContractEvents, type StrategyEvent, type StrategyEventKind, type UseStrategyContractEventsOptions, type UseStrategyContractEventsResult } from "./useStrategyContractEvents.js";
|
|
19
|
+
export { ContractEventFeed, type ContractEventFeedProps } from "./ContractEventFeed.js";
|
|
20
|
+
export { useVolatilityRegime, type Regime, type UseVolatilityRegimeOptions, type UseVolatilityRegimeResult } from "./useVolatilityRegime.js";
|
|
21
|
+
export { RegimeBadge, type RegimeBadgeProps } from "./RegimeBadge.js";
|
|
22
|
+
export { useGasPrice, type GasTier, type UseGasPriceOptions, type UseGasPriceResult } from "./useGasPrice.js";
|
|
23
|
+
export { GasBadge, type GasBadgeProps } from "./GasBadge.js";
|
|
24
|
+
export { useCoinbaseTicker, type CoinbaseTickerStatus, type CoinbaseTickerMessage, type UseCoinbaseTickerOptions, type UseCoinbaseTickerResult } from "./useCoinbaseTicker.js";
|
|
25
|
+
export { useBotDecision, type BotDecision, type DecisionResult, type DecisionThresholds, type DecisionHistoryEntry, type UseBotDecisionOptions, type UseBotDecisionResult } from "./useBotDecision.js";
|
|
26
|
+
export { computeBotDecision, computeBookImbalance, computeBookDepth, computeTradeImbalance, DEFAULT_DECISION_THRESHOLDS, type DecisionInputs, type DecisionReason, type BookLevel } from "./decisionEngine.js";
|
|
27
|
+
export { BotDecisionPanel, type BotDecisionPanelProps } from "./BotDecisionPanel.js";
|
|
14
28
|
/** @deprecated Use BAND_STRATEGY_ABI. Will be removed in v1.0. */
|
|
15
29
|
export { BAND_STRATEGY_ABI as ETH_BOT_VAULT_ABI } from "./bandStrategyAbi.js";
|
|
16
30
|
/** @deprecated Use BAND_STRATEGY_BYTECODE. Will be removed in v1.0. */
|
package/dist/index.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
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|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,iBAAiB,EAAE,MAAM,sBAAsB,CAAC;AACzD,OAAO,EAAE,sBAAsB,EAAE,MAAM,2BAA2B,CAAC;AACnE,OAAO,EAAE,iBAAiB,EAAE,MAAM,sBAAsB,CAAC;AACzD,OAAO,EAAE,sBAAsB,EAAE,MAAM,2BAA2B,CAAC;AACnE,OAAO,EAAE,SAAS,EAAE,KAAK,cAAc,EAAE,MAAM,gBAAgB,CAAC;AAChE,OAAO,EAAE,iBAAiB,EAAE,KAAK,sBAAsB,EAAE,MAAM,wBAAwB,CAAC;AACxF,OAAO,EAAE,mBAAmB,EAAE,KAAK,0BAA0B,EAAE,MAAM,iBAAiB,CAAC;AACvF,OAAO,EACL,iCAAiC,EACjC,6BAA6B,EAC7B,KAAK,oCAAoC,EACzC,KAAK,mCAAmC,EACzC,MAAM,oCAAoC,CAAC;AAC5C,OAAO,EAAE,gBAAgB,EAAE,KAAK,uBAAuB,EAAE,MAAM,uBAAuB,CAAC;AACvF,OAAO,EACL,8BAA8B,EAC9B,yBAAyB,EACzB,KAAK,uBAAuB,EAC5B,KAAK,yBAAyB,EAC9B,KAAK,yBAAyB,EAC/B,MAAM,sBAAsB,CAAC;AAC9B,OAAO,EACL,iBAAiB,EACjB,KAAK,wBAAwB,EAC7B,KAAK,oBAAoB,EACzB,KAAK,wBAAwB,EAC7B,KAAK,uBAAuB,EAC7B,MAAM,wBAAwB,CAAC;AAChC,OAAO,EACL,mBAAmB,EACnB,KAAK,sBAAsB,EAC3B,KAAK,0BAA0B,EAC/B,KAAK,yBAAyB,EAC/B,MAAM,0BAA0B,CAAC;AAClC,OAAO,EAAE,mBAAmB,EAAE,KAAK,0BAA0B,EAAE,KAAK,yBAAyB,EAAE,MAAM,0BAA0B,CAAC;AAGhI,OAAO,EACL,mBAAmB,EACnB,KAAK,cAAc,EACnB,KAAK,iBAAiB,EACtB,KAAK,eAAe,EACpB,KAAK,0BAA0B,EAC/B,KAAK,yBAAyB,EAC/B,MAAM,0BAA0B,CAAC;AAClC,OAAO,EAAE,eAAe,EAAE,KAAK,oBAAoB,EAAE,MAAM,sBAAsB,CAAC;AAElF,OAAO,EACL,gBAAgB,EAChB,KAAK,KAAK,EACV,KAAK,SAAS,EACd,KAAK,YAAY,EACjB,KAAK,uBAAuB,EAC5B,KAAK,sBAAsB,EAC5B,MAAM,uBAAuB,CAAC;AAC/B,OAAO,EAAE,SAAS,EAAE,KAAK,cAAc,EAAE,MAAM,gBAAgB,CAAC;AAGhE,OAAO,EACL,yBAAyB,EACzB,KAAK,aAAa,EAClB,KAAK,iBAAiB,EACtB,KAAK,gCAAgC,EACrC,KAAK,+BAA+B,EACrC,MAAM,gCAAgC,CAAC;AACxC,OAAO,EAAE,iBAAiB,EAAE,KAAK,sBAAsB,EAAE,MAAM,wBAAwB,CAAC;AAGxF,OAAO,EACL,mBAAmB,EACnB,KAAK,MAAM,EACX,KAAK,0BAA0B,EAC/B,KAAK,yBAAyB,EAC/B,MAAM,0BAA0B,CAAC;AAClC,OAAO,EAAE,WAAW,EAAE,KAAK,gBAAgB,EAAE,MAAM,kBAAkB,CAAC;AAEtE,OAAO,EACL,WAAW,EACX,KAAK,OAAO,EACZ,KAAK,kBAAkB,EACvB,KAAK,iBAAiB,EACvB,MAAM,kBAAkB,CAAC;AAC1B,OAAO,EAAE,QAAQ,EAAE,KAAK,aAAa,EAAE,MAAM,eAAe,CAAC;AAG7D,OAAO,EACL,iBAAiB,EACjB,KAAK,oBAAoB,EACzB,KAAK,qBAAqB,EAC1B,KAAK,wBAAwB,EAC7B,KAAK,uBAAuB,EAC7B,MAAM,wBAAwB,CAAC;AAChC,OAAO,EACL,cAAc,EACd,KAAK,WAAW,EAChB,KAAK,cAAc,EACnB,KAAK,kBAAkB,EACvB,KAAK,oBAAoB,EACzB,KAAK,qBAAqB,EAC1B,KAAK,oBAAoB,EAC1B,MAAM,qBAAqB,CAAC;AAC7B,OAAO,EACL,kBAAkB,EAClB,oBAAoB,EACpB,gBAAgB,EAChB,qBAAqB,EACrB,2BAA2B,EAC3B,KAAK,cAAc,EACnB,KAAK,cAAc,EACnB,KAAK,SAAS,EACf,MAAM,qBAAqB,CAAC;AAC7B,OAAO,EAAE,gBAAgB,EAAE,KAAK,qBAAqB,EAAE,MAAM,uBAAuB,CAAC;AAErF,kEAAkE;AAClE,OAAO,EAAE,iBAAiB,IAAI,iBAAiB,EAAE,MAAM,sBAAsB,CAAC;AAC9E,uEAAuE;AACvE,OAAO,EAAE,sBAAsB,IAAI,sBAAsB,EAAE,MAAM,2BAA2B,CAAC;AAC7F,kEAAkE;AAClE,OAAO,EAAE,iBAAiB,IAAI,sBAAsB,EAAE,MAAM,sBAAsB,CAAC;AACnF,uEAAuE;AACvE,OAAO,EAAE,sBAAsB,IAAI,2BAA2B,EAAE,MAAM,2BAA2B,CAAC;AAClG,0DAA0D;AAC1D,OAAO,EAAE,SAAS,IAAI,WAAW,EAAE,KAAK,cAAc,IAAI,gBAAgB,EAAE,MAAM,gBAAgB,CAAC;AACnG,kEAAkE;AAClE,OAAO,EAAE,iBAAiB,IAAI,aAAa,EAAE,KAAK,sBAAsB,IAAI,kBAAkB,EAAE,MAAM,wBAAwB,CAAC;AAC/H,oEAAoE;AACpE,OAAO,EAAE,mBAAmB,IAAI,4BAA4B,EAAE,KAAK,0BAA0B,IAAI,mCAAmC,EAAE,MAAM,iBAAiB,CAAC;AAC9J,kFAAkF;AAClF,OAAO,EAAE,iCAAiC,IAAI,iCAAiC,EAAE,MAAM,oCAAoC,CAAC;AAC5H,8EAA8E;AAC9E,OAAO,EACL,6BAA6B,IAAI,wBAAwB,EACzD,KAAK,oCAAoC,IAAI,+BAA+B,EAC5E,KAAK,mCAAmC,IAAI,8BAA8B,EAC3E,MAAM,oCAAoC,CAAC;AAC5C,iEAAiE;AACjE,OAAO,EAAE,gBAAgB,IAAI,kBAAkB,EAAE,KAAK,uBAAuB,IAAI,yBAAyB,EAAE,MAAM,uBAAuB,CAAC;AAC1I,oEAAoE;AACpE,OAAO,EACL,mBAAmB,IAAI,WAAW,EAClC,KAAK,sBAAsB,IAAI,cAAc,EAC7C,KAAK,0BAA0B,IAAI,kBAAkB,EACrD,KAAK,yBAAyB,IAAI,iBAAiB,EACpD,MAAM,0BAA0B,CAAC"}
|
package/dist/index.js
CHANGED
|
@@ -11,6 +11,24 @@ export { approveUniswapV2RoundTripToken, previewUniswapV2RoundTrip } from "./tra
|
|
|
11
11
|
export { useEthPriceTicker } from "./useEthPriceTicker.js";
|
|
12
12
|
export { useStrategyContract } from "./useStrategyContract.js";
|
|
13
13
|
export { useWalletEthBalance } from "./useWalletEthBalance.js";
|
|
14
|
+
// --- Market widgets ------------------------------------------------------
|
|
15
|
+
export { useBinanceOrderBook } from "./useBinanceOrderBook.js";
|
|
16
|
+
export { OrderBookWidget } from "./OrderBookWidget.js";
|
|
17
|
+
export { useBinanceTrades } from "./useBinanceTrades.js";
|
|
18
|
+
export { TradeTape } from "./TradeTape.js";
|
|
19
|
+
// --- On-chain event feed -------------------------------------------------
|
|
20
|
+
export { useStrategyContractEvents } from "./useStrategyContractEvents.js";
|
|
21
|
+
export { ContractEventFeed } from "./ContractEventFeed.js";
|
|
22
|
+
// --- Market context badges -----------------------------------------------
|
|
23
|
+
export { useVolatilityRegime } from "./useVolatilityRegime.js";
|
|
24
|
+
export { RegimeBadge } from "./RegimeBadge.js";
|
|
25
|
+
export { useGasPrice } from "./useGasPrice.js";
|
|
26
|
+
export { GasBadge } from "./GasBadge.js";
|
|
27
|
+
// --- Cross-venue + decision proxy ---------------------------------------
|
|
28
|
+
export { useCoinbaseTicker } from "./useCoinbaseTicker.js";
|
|
29
|
+
export { useBotDecision } from "./useBotDecision.js";
|
|
30
|
+
export { computeBotDecision, computeBookImbalance, computeBookDepth, computeTradeImbalance, DEFAULT_DECISION_THRESHOLDS } from "./decisionEngine.js";
|
|
31
|
+
export { BotDecisionPanel } from "./BotDecisionPanel.js";
|
|
14
32
|
/** @deprecated Use BAND_STRATEGY_ABI. Will be removed in v1.0. */
|
|
15
33
|
export { BAND_STRATEGY_ABI as ETH_BOT_VAULT_ABI } from "./bandStrategyAbi.js";
|
|
16
34
|
/** @deprecated Use BAND_STRATEGY_BYTECODE. Will be removed in v1.0. */
|
package/dist/index.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,iBAAiB,EAAE,MAAM,sBAAsB,CAAC;AACzD,OAAO,EAAE,sBAAsB,EAAE,MAAM,2BAA2B,CAAC;AACnE,OAAO,EAAE,iBAAiB,EAAE,MAAM,sBAAsB,CAAC;AACzD,OAAO,EAAE,sBAAsB,EAAE,MAAM,2BAA2B,CAAC;AACnE,OAAO,EAAE,SAAS,EAAuB,MAAM,gBAAgB,CAAC;AAChE,OAAO,EAAE,iBAAiB,EAA+B,MAAM,wBAAwB,CAAC;AACxF,OAAO,EAAE,mBAAmB,EAAmC,MAAM,iBAAiB,CAAC;AACvF,OAAO,EACL,iCAAiC,EACjC,6BAA6B,EAG9B,MAAM,oCAAoC,CAAC;AAC5C,OAAO,EAAE,gBAAgB,EAAgC,MAAM,uBAAuB,CAAC;AACvF,OAAO,EACL,8BAA8B,EAC9B,yBAAyB,EAI1B,MAAM,sBAAsB,CAAC;AAC9B,OAAO,EACL,iBAAiB,EAKlB,MAAM,wBAAwB,CAAC;AAChC,OAAO,EACL,mBAAmB,EAIpB,MAAM,0BAA0B,CAAC;AAClC,OAAO,EAAE,mBAAmB,EAAmE,MAAM,0BAA0B,CAAC;AAEhI,kEAAkE;AAClE,OAAO,EAAE,iBAAiB,IAAI,iBAAiB,EAAE,MAAM,sBAAsB,CAAC;AAC9E,uEAAuE;AACvE,OAAO,EAAE,sBAAsB,IAAI,sBAAsB,EAAE,MAAM,2BAA2B,CAAC;AAC7F,kEAAkE;AAClE,OAAO,EAAE,iBAAiB,IAAI,sBAAsB,EAAE,MAAM,sBAAsB,CAAC;AACnF,uEAAuE;AACvE,OAAO,EAAE,sBAAsB,IAAI,2BAA2B,EAAE,MAAM,2BAA2B,CAAC;AAClG,0DAA0D;AAC1D,OAAO,EAAE,SAAS,IAAI,WAAW,EAA2C,MAAM,gBAAgB,CAAC;AACnG,kEAAkE;AAClE,OAAO,EAAE,iBAAiB,IAAI,aAAa,EAAqD,MAAM,wBAAwB,CAAC;AAC/H,oEAAoE;AACpE,OAAO,EAAE,mBAAmB,IAAI,4BAA4B,EAA0E,MAAM,iBAAiB,CAAC;AAC9J,kFAAkF;AAClF,OAAO,EAAE,iCAAiC,IAAI,iCAAiC,EAAE,MAAM,oCAAoC,CAAC;AAC5H,8EAA8E;AAC9E,OAAO,EACL,6BAA6B,IAAI,wBAAwB,EAG1D,MAAM,oCAAoC,CAAC;AAC5C,iEAAiE;AACjE,OAAO,EAAE,gBAAgB,IAAI,kBAAkB,EAA6D,MAAM,uBAAuB,CAAC;AAC1I,oEAAoE;AACpE,OAAO,EACL,mBAAmB,IAAI,WAAW,EAInC,MAAM,0BAA0B,CAAC"}
|
|
1
|
+
{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,iBAAiB,EAAE,MAAM,sBAAsB,CAAC;AACzD,OAAO,EAAE,sBAAsB,EAAE,MAAM,2BAA2B,CAAC;AACnE,OAAO,EAAE,iBAAiB,EAAE,MAAM,sBAAsB,CAAC;AACzD,OAAO,EAAE,sBAAsB,EAAE,MAAM,2BAA2B,CAAC;AACnE,OAAO,EAAE,SAAS,EAAuB,MAAM,gBAAgB,CAAC;AAChE,OAAO,EAAE,iBAAiB,EAA+B,MAAM,wBAAwB,CAAC;AACxF,OAAO,EAAE,mBAAmB,EAAmC,MAAM,iBAAiB,CAAC;AACvF,OAAO,EACL,iCAAiC,EACjC,6BAA6B,EAG9B,MAAM,oCAAoC,CAAC;AAC5C,OAAO,EAAE,gBAAgB,EAAgC,MAAM,uBAAuB,CAAC;AACvF,OAAO,EACL,8BAA8B,EAC9B,yBAAyB,EAI1B,MAAM,sBAAsB,CAAC;AAC9B,OAAO,EACL,iBAAiB,EAKlB,MAAM,wBAAwB,CAAC;AAChC,OAAO,EACL,mBAAmB,EAIpB,MAAM,0BAA0B,CAAC;AAClC,OAAO,EAAE,mBAAmB,EAAmE,MAAM,0BAA0B,CAAC;AAEhI,4EAA4E;AAC5E,OAAO,EACL,mBAAmB,EAMpB,MAAM,0BAA0B,CAAC;AAClC,OAAO,EAAE,eAAe,EAA6B,MAAM,sBAAsB,CAAC;AAElF,OAAO,EACL,gBAAgB,EAMjB,MAAM,uBAAuB,CAAC;AAC/B,OAAO,EAAE,SAAS,EAAuB,MAAM,gBAAgB,CAAC;AAEhE,4EAA4E;AAC5E,OAAO,EACL,yBAAyB,EAK1B,MAAM,gCAAgC,CAAC;AACxC,OAAO,EAAE,iBAAiB,EAA+B,MAAM,wBAAwB,CAAC;AAExF,4EAA4E;AAC5E,OAAO,EACL,mBAAmB,EAIpB,MAAM,0BAA0B,CAAC;AAClC,OAAO,EAAE,WAAW,EAAyB,MAAM,kBAAkB,CAAC;AAEtE,OAAO,EACL,WAAW,EAIZ,MAAM,kBAAkB,CAAC;AAC1B,OAAO,EAAE,QAAQ,EAAsB,MAAM,eAAe,CAAC;AAE7D,2EAA2E;AAC3E,OAAO,EACL,iBAAiB,EAKlB,MAAM,wBAAwB,CAAC;AAChC,OAAO,EACL,cAAc,EAOf,MAAM,qBAAqB,CAAC;AAC7B,OAAO,EACL,kBAAkB,EAClB,oBAAoB,EACpB,gBAAgB,EAChB,qBAAqB,EACrB,2BAA2B,EAI5B,MAAM,qBAAqB,CAAC;AAC7B,OAAO,EAAE,gBAAgB,EAA8B,MAAM,uBAAuB,CAAC;AAErF,kEAAkE;AAClE,OAAO,EAAE,iBAAiB,IAAI,iBAAiB,EAAE,MAAM,sBAAsB,CAAC;AAC9E,uEAAuE;AACvE,OAAO,EAAE,sBAAsB,IAAI,sBAAsB,EAAE,MAAM,2BAA2B,CAAC;AAC7F,kEAAkE;AAClE,OAAO,EAAE,iBAAiB,IAAI,sBAAsB,EAAE,MAAM,sBAAsB,CAAC;AACnF,uEAAuE;AACvE,OAAO,EAAE,sBAAsB,IAAI,2BAA2B,EAAE,MAAM,2BAA2B,CAAC;AAClG,0DAA0D;AAC1D,OAAO,EAAE,SAAS,IAAI,WAAW,EAA2C,MAAM,gBAAgB,CAAC;AACnG,kEAAkE;AAClE,OAAO,EAAE,iBAAiB,IAAI,aAAa,EAAqD,MAAM,wBAAwB,CAAC;AAC/H,oEAAoE;AACpE,OAAO,EAAE,mBAAmB,IAAI,4BAA4B,EAA0E,MAAM,iBAAiB,CAAC;AAC9J,kFAAkF;AAClF,OAAO,EAAE,iCAAiC,IAAI,iCAAiC,EAAE,MAAM,oCAAoC,CAAC;AAC5H,8EAA8E;AAC9E,OAAO,EACL,6BAA6B,IAAI,wBAAwB,EAG1D,MAAM,oCAAoC,CAAC;AAC5C,iEAAiE;AACjE,OAAO,EAAE,gBAAgB,IAAI,kBAAkB,EAA6D,MAAM,uBAAuB,CAAC;AAC1I,oEAAoE;AACpE,OAAO,EACL,mBAAmB,IAAI,WAAW,EAInC,MAAM,0BAA0B,CAAC"}
|
|
@@ -0,0 +1,27 @@
|
|
|
1
|
+
export type OrderBookLevel = {
|
|
2
|
+
price: number;
|
|
3
|
+
size: number;
|
|
4
|
+
total: number;
|
|
5
|
+
};
|
|
6
|
+
export type OrderBookSnapshot = {
|
|
7
|
+
bids: OrderBookLevel[];
|
|
8
|
+
asks: OrderBookLevel[];
|
|
9
|
+
spread: number | null;
|
|
10
|
+
spreadPercent: number | null;
|
|
11
|
+
midPrice: number | null;
|
|
12
|
+
};
|
|
13
|
+
export type OrderBookStatus = "connecting" | "live" | "stale" | "error";
|
|
14
|
+
export type UseBinanceOrderBookOptions = {
|
|
15
|
+
enabled?: boolean;
|
|
16
|
+
symbol?: string;
|
|
17
|
+
depth?: 5 | 10 | 20;
|
|
18
|
+
reconnectDelayMs?: number;
|
|
19
|
+
};
|
|
20
|
+
export type UseBinanceOrderBookResult = OrderBookSnapshot & {
|
|
21
|
+
status: OrderBookStatus;
|
|
22
|
+
error?: string;
|
|
23
|
+
symbol: string;
|
|
24
|
+
updatedAt?: Date;
|
|
25
|
+
};
|
|
26
|
+
export declare function useBinanceOrderBook(options?: UseBinanceOrderBookOptions): UseBinanceOrderBookResult;
|
|
27
|
+
//# sourceMappingURL=useBinanceOrderBook.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"useBinanceOrderBook.d.ts","sourceRoot":"","sources":["../src/useBinanceOrderBook.ts"],"names":[],"mappings":"AAEA,MAAM,MAAM,cAAc,GAAG;IAC3B,KAAK,EAAE,MAAM,CAAC;IACd,IAAI,EAAE,MAAM,CAAC;IACb,KAAK,EAAE,MAAM,CAAC;CACf,CAAC;AAEF,MAAM,MAAM,iBAAiB,GAAG;IAC9B,IAAI,EAAE,cAAc,EAAE,CAAC;IACvB,IAAI,EAAE,cAAc,EAAE,CAAC;IACvB,MAAM,EAAE,MAAM,GAAG,IAAI,CAAC;IACtB,aAAa,EAAE,MAAM,GAAG,IAAI,CAAC;IAC7B,QAAQ,EAAE,MAAM,GAAG,IAAI,CAAC;CACzB,CAAC;AAEF,MAAM,MAAM,eAAe,GAAG,YAAY,GAAG,MAAM,GAAG,OAAO,GAAG,OAAO,CAAC;AAExE,MAAM,MAAM,0BAA0B,GAAG;IACvC,OAAO,CAAC,EAAE,OAAO,CAAC;IAClB,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,KAAK,CAAC,EAAE,CAAC,GAAG,EAAE,GAAG,EAAE,CAAC;IACpB,gBAAgB,CAAC,EAAE,MAAM,CAAC;CAC3B,CAAC;AAEF,MAAM,MAAM,yBAAyB,GAAG,iBAAiB,GAAG;IAC1D,MAAM,EAAE,eAAe,CAAC;IACxB,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,MAAM,CAAC;IACf,SAAS,CAAC,EAAE,IAAI,CAAC;CAClB,CAAC;AAoBF,wBAAgB,mBAAmB,CAAC,OAAO,GAAE,0BAA+B,GAAG,yBAAyB,CA4FvG"}
|
|
@@ -0,0 +1,95 @@
|
|
|
1
|
+
import { useEffect, useMemo, useState } from "react";
|
|
2
|
+
function buildLevels(raw) {
|
|
3
|
+
let running = 0;
|
|
4
|
+
return raw
|
|
5
|
+
.map(([priceStr, sizeStr]) => {
|
|
6
|
+
const price = Number(priceStr);
|
|
7
|
+
const size = Number(sizeStr);
|
|
8
|
+
running += size;
|
|
9
|
+
return { price, size, total: running };
|
|
10
|
+
})
|
|
11
|
+
.filter((level) => Number.isFinite(level.price) && Number.isFinite(level.size) && level.size > 0);
|
|
12
|
+
}
|
|
13
|
+
export function useBinanceOrderBook(options = {}) {
|
|
14
|
+
const enabled = options.enabled ?? true;
|
|
15
|
+
const symbol = (options.symbol ?? "ethusdt").toLowerCase();
|
|
16
|
+
const depth = options.depth ?? 20;
|
|
17
|
+
const reconnectDelayMs = options.reconnectDelayMs ?? 3000;
|
|
18
|
+
const streamUrl = `wss://stream.binance.com:9443/ws/${symbol}@depth${depth}@100ms`;
|
|
19
|
+
const [message, setMessage] = useState();
|
|
20
|
+
const [status, setStatus] = useState("connecting");
|
|
21
|
+
const [error, setError] = useState();
|
|
22
|
+
const [updatedAt, setUpdatedAt] = useState();
|
|
23
|
+
useEffect(() => {
|
|
24
|
+
if (!enabled) {
|
|
25
|
+
setStatus("stale");
|
|
26
|
+
return;
|
|
27
|
+
}
|
|
28
|
+
if (typeof WebSocket === "undefined") {
|
|
29
|
+
setStatus("error");
|
|
30
|
+
setError("WebSocket is not available in this runtime.");
|
|
31
|
+
return;
|
|
32
|
+
}
|
|
33
|
+
let reconnectTimer;
|
|
34
|
+
let closedByHook = false;
|
|
35
|
+
let socket;
|
|
36
|
+
function connect() {
|
|
37
|
+
setStatus("connecting");
|
|
38
|
+
socket = new WebSocket(streamUrl);
|
|
39
|
+
socket.onopen = () => {
|
|
40
|
+
setStatus("live");
|
|
41
|
+
setError(undefined);
|
|
42
|
+
};
|
|
43
|
+
socket.onmessage = (event) => {
|
|
44
|
+
try {
|
|
45
|
+
const parsed = JSON.parse(String(event.data));
|
|
46
|
+
setMessage(parsed);
|
|
47
|
+
setStatus("live");
|
|
48
|
+
setUpdatedAt(new Date());
|
|
49
|
+
}
|
|
50
|
+
catch {
|
|
51
|
+
setStatus("error");
|
|
52
|
+
setError("Could not parse order book message.");
|
|
53
|
+
}
|
|
54
|
+
};
|
|
55
|
+
socket.onerror = () => {
|
|
56
|
+
setStatus("error");
|
|
57
|
+
setError("Order book connection failed.");
|
|
58
|
+
};
|
|
59
|
+
socket.onclose = () => {
|
|
60
|
+
if (closedByHook)
|
|
61
|
+
return;
|
|
62
|
+
setStatus("stale");
|
|
63
|
+
reconnectTimer = setTimeout(connect, reconnectDelayMs);
|
|
64
|
+
};
|
|
65
|
+
}
|
|
66
|
+
connect();
|
|
67
|
+
return () => {
|
|
68
|
+
closedByHook = true;
|
|
69
|
+
if (reconnectTimer)
|
|
70
|
+
clearTimeout(reconnectTimer);
|
|
71
|
+
socket?.close();
|
|
72
|
+
};
|
|
73
|
+
}, [enabled, reconnectDelayMs, streamUrl]);
|
|
74
|
+
return useMemo(() => {
|
|
75
|
+
const bids = message ? buildLevels(message.bids) : [];
|
|
76
|
+
const asks = message ? buildLevels(message.asks) : [];
|
|
77
|
+
const bestBid = bids[0]?.price ?? null;
|
|
78
|
+
const bestAsk = asks[0]?.price ?? null;
|
|
79
|
+
const spread = bestBid !== null && bestAsk !== null ? bestAsk - bestBid : null;
|
|
80
|
+
const midPrice = bestBid !== null && bestAsk !== null ? (bestBid + bestAsk) / 2 : null;
|
|
81
|
+
const spreadPercent = spread !== null && midPrice !== null && midPrice > 0 ? (spread / midPrice) * 100 : null;
|
|
82
|
+
return {
|
|
83
|
+
bids,
|
|
84
|
+
asks,
|
|
85
|
+
spread,
|
|
86
|
+
spreadPercent,
|
|
87
|
+
midPrice,
|
|
88
|
+
status,
|
|
89
|
+
error,
|
|
90
|
+
symbol: symbol.toUpperCase(),
|
|
91
|
+
updatedAt
|
|
92
|
+
};
|
|
93
|
+
}, [error, message, status, symbol, updatedAt]);
|
|
94
|
+
}
|
|
95
|
+
//# sourceMappingURL=useBinanceOrderBook.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"useBinanceOrderBook.js","sourceRoot":"","sources":["../src/useBinanceOrderBook.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,OAAO,EAAE,QAAQ,EAAE,MAAM,OAAO,CAAC;AAsCrD,SAAS,WAAW,CAAC,GAAuB;IAC1C,IAAI,OAAO,GAAG,CAAC,CAAC;IAChB,OAAO,GAAG;SACP,GAAG,CAAC,CAAC,CAAC,QAAQ,EAAE,OAAO,CAAC,EAAE,EAAE;QAC3B,MAAM,KAAK,GAAG,MAAM,CAAC,QAAQ,CAAC,CAAC;QAC/B,MAAM,IAAI,GAAG,MAAM,CAAC,OAAO,CAAC,CAAC;QAC7B,OAAO,IAAI,IAAI,CAAC;QAChB,OAAO,EAAE,KAAK,EAAE,IAAI,EAAE,KAAK,EAAE,OAAO,EAAE,CAAC;IACzC,CAAC,CAAC;SACD,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,IAAI,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,IAAI,CAAC,IAAI,KAAK,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC;AACtG,CAAC;AAED,MAAM,UAAU,mBAAmB,CAAC,UAAsC,EAAE;IAC1E,MAAM,OAAO,GAAG,OAAO,CAAC,OAAO,IAAI,IAAI,CAAC;IACxC,MAAM,MAAM,GAAG,CAAC,OAAO,CAAC,MAAM,IAAI,SAAS,CAAC,CAAC,WAAW,EAAE,CAAC;IAC3D,MAAM,KAAK,GAAG,OAAO,CAAC,KAAK,IAAI,EAAE,CAAC;IAClC,MAAM,gBAAgB,GAAG,OAAO,CAAC,gBAAgB,IAAI,IAAI,CAAC;IAC1D,MAAM,SAAS,GAAG,oCAAoC,MAAM,SAAS,KAAK,QAAQ,CAAC;IAEnF,MAAM,CAAC,OAAO,EAAE,UAAU,CAAC,GAAG,QAAQ,EAAuB,CAAC;IAC9D,MAAM,CAAC,MAAM,EAAE,SAAS,CAAC,GAAG,QAAQ,CAAkB,YAAY,CAAC,CAAC;IACpE,MAAM,CAAC,KAAK,EAAE,QAAQ,CAAC,GAAG,QAAQ,EAAU,CAAC;IAC7C,MAAM,CAAC,SAAS,EAAE,YAAY,CAAC,GAAG,QAAQ,EAAQ,CAAC;IAEnD,SAAS,CAAC,GAAG,EAAE;QACb,IAAI,CAAC,OAAO,EAAE,CAAC;YACb,SAAS,CAAC,OAAO,CAAC,CAAC;YACnB,OAAO;QACT,CAAC;QAED,IAAI,OAAO,SAAS,KAAK,WAAW,EAAE,CAAC;YACrC,SAAS,CAAC,OAAO,CAAC,CAAC;YACnB,QAAQ,CAAC,6CAA6C,CAAC,CAAC;YACxD,OAAO;QACT,CAAC;QAED,IAAI,cAAyD,CAAC;QAC9D,IAAI,YAAY,GAAG,KAAK,CAAC;QACzB,IAAI,MAA6B,CAAC;QAElC,SAAS,OAAO;YACd,SAAS,CAAC,YAAY,CAAC,CAAC;YACxB,MAAM,GAAG,IAAI,SAAS,CAAC,SAAS,CAAC,CAAC;YAElC,MAAM,CAAC,MAAM,GAAG,GAAG,EAAE;gBACnB,SAAS,CAAC,MAAM,CAAC,CAAC;gBAClB,QAAQ,CAAC,SAAS,CAAC,CAAC;YACtB,CAAC,CAAC;YAEF,MAAM,CAAC,SAAS,GAAG,CAAC,KAAK,EAAE,EAAE;gBAC3B,IAAI,CAAC;oBACH,MAAM,MAAM,GAAG,IAAI,CAAC,KAAK,CAAC,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC,CAAwB,CAAC;oBACrE,UAAU,CAAC,MAAM,CAAC,CAAC;oBACnB,SAAS,CAAC,MAAM,CAAC,CAAC;oBAClB,YAAY,CAAC,IAAI,IAAI,EAAE,CAAC,CAAC;gBAC3B,CAAC;gBAAC,MAAM,CAAC;oBACP,SAAS,CAAC,OAAO,CAAC,CAAC;oBACnB,QAAQ,CAAC,qCAAqC,CAAC,CAAC;gBAClD,CAAC;YACH,CAAC,CAAC;YAEF,MAAM,CAAC,OAAO,GAAG,GAAG,EAAE;gBACpB,SAAS,CAAC,OAAO,CAAC,CAAC;gBACnB,QAAQ,CAAC,+BAA+B,CAAC,CAAC;YAC5C,CAAC,CAAC;YAEF,MAAM,CAAC,OAAO,GAAG,GAAG,EAAE;gBACpB,IAAI,YAAY;oBAAE,OAAO;gBACzB,SAAS,CAAC,OAAO,CAAC,CAAC;gBACnB,cAAc,GAAG,UAAU,CAAC,OAAO,EAAE,gBAAgB,CAAC,CAAC;YACzD,CAAC,CAAC;QACJ,CAAC;QAED,OAAO,EAAE,CAAC;QAEV,OAAO,GAAG,EAAE;YACV,YAAY,GAAG,IAAI,CAAC;YACpB,IAAI,cAAc;gBAAE,YAAY,CAAC,cAAc,CAAC,CAAC;YACjD,MAAM,EAAE,KAAK,EAAE,CAAC;QAClB,CAAC,CAAC;IACJ,CAAC,EAAE,CAAC,OAAO,EAAE,gBAAgB,EAAE,SAAS,CAAC,CAAC,CAAC;IAE3C,OAAO,OAAO,CAA4B,GAAG,EAAE;QAC7C,MAAM,IAAI,GAAG,OAAO,CAAC,CAAC,CAAC,WAAW,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC;QACtD,MAAM,IAAI,GAAG,OAAO,CAAC,CAAC,CAAC,WAAW,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC;QAEtD,MAAM,OAAO,GAAG,IAAI,CAAC,CAAC,CAAC,EAAE,KAAK,IAAI,IAAI,CAAC;QACvC,MAAM,OAAO,GAAG,IAAI,CAAC,CAAC,CAAC,EAAE,KAAK,IAAI,IAAI,CAAC;QACvC,MAAM,MAAM,GAAG,OAAO,KAAK,IAAI,IAAI,OAAO,KAAK,IAAI,CAAC,CAAC,CAAC,OAAO,GAAG,OAAO,CAAC,CAAC,CAAC,IAAI,CAAC;QAC/E,MAAM,QAAQ,GAAG,OAAO,KAAK,IAAI,IAAI,OAAO,KAAK,IAAI,CAAC,CAAC,CAAC,CAAC,OAAO,GAAG,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC;QACvF,MAAM,aAAa,GAAG,MAAM,KAAK,IAAI,IAAI,QAAQ,KAAK,IAAI,IAAI,QAAQ,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,GAAG,QAAQ,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,IAAI,CAAC;QAE9G,OAAO;YACL,IAAI;YACJ,IAAI;YACJ,MAAM;YACN,aAAa;YACb,QAAQ;YACR,MAAM;YACN,KAAK;YACL,MAAM,EAAE,MAAM,CAAC,WAAW,EAAE;YAC5B,SAAS;SACV,CAAC;IACJ,CAAC,EAAE,CAAC,KAAK,EAAE,OAAO,EAAE,MAAM,EAAE,MAAM,EAAE,SAAS,CAAC,CAAC,CAAC;AAClD,CAAC"}
|
|
@@ -0,0 +1,23 @@
|
|
|
1
|
+
export type TradeSide = "buy" | "sell";
|
|
2
|
+
export type Trade = {
|
|
3
|
+
id: number;
|
|
4
|
+
price: number;
|
|
5
|
+
size: number;
|
|
6
|
+
side: TradeSide;
|
|
7
|
+
timestamp: number;
|
|
8
|
+
};
|
|
9
|
+
export type TradesStatus = "connecting" | "live" | "stale" | "error";
|
|
10
|
+
export type UseBinanceTradesOptions = {
|
|
11
|
+
enabled?: boolean;
|
|
12
|
+
symbol?: string;
|
|
13
|
+
maxTrades?: number;
|
|
14
|
+
reconnectDelayMs?: number;
|
|
15
|
+
};
|
|
16
|
+
export type UseBinanceTradesResult = {
|
|
17
|
+
trades: Trade[];
|
|
18
|
+
status: TradesStatus;
|
|
19
|
+
error?: string;
|
|
20
|
+
symbol: string;
|
|
21
|
+
};
|
|
22
|
+
export declare function useBinanceTrades(options?: UseBinanceTradesOptions): UseBinanceTradesResult;
|
|
23
|
+
//# sourceMappingURL=useBinanceTrades.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"useBinanceTrades.d.ts","sourceRoot":"","sources":["../src/useBinanceTrades.ts"],"names":[],"mappings":"AAEA,MAAM,MAAM,SAAS,GAAG,KAAK,GAAG,MAAM,CAAC;AAEvC,MAAM,MAAM,KAAK,GAAG;IAClB,EAAE,EAAE,MAAM,CAAC;IACX,KAAK,EAAE,MAAM,CAAC;IACd,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE,SAAS,CAAC;IAChB,SAAS,EAAE,MAAM,CAAC;CACnB,CAAC;AAEF,MAAM,MAAM,YAAY,GAAG,YAAY,GAAG,MAAM,GAAG,OAAO,GAAG,OAAO,CAAC;AAErE,MAAM,MAAM,uBAAuB,GAAG;IACpC,OAAO,CAAC,EAAE,OAAO,CAAC;IAClB,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,gBAAgB,CAAC,EAAE,MAAM,CAAC;CAC3B,CAAC;AAEF,MAAM,MAAM,sBAAsB,GAAG;IACnC,MAAM,EAAE,KAAK,EAAE,CAAC;IAChB,MAAM,EAAE,YAAY,CAAC;IACrB,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,MAAM,CAAC;CAChB,CAAC;AAaF,wBAAgB,gBAAgB,CAAC,OAAO,GAAE,uBAA4B,GAAG,sBAAsB,CAqF9F"}
|
|
@@ -0,0 +1,77 @@
|
|
|
1
|
+
import { useEffect, useMemo, useState } from "react";
|
|
2
|
+
export function useBinanceTrades(options = {}) {
|
|
3
|
+
const enabled = options.enabled ?? true;
|
|
4
|
+
const symbol = (options.symbol ?? "ethusdt").toLowerCase();
|
|
5
|
+
const maxTrades = options.maxTrades ?? 30;
|
|
6
|
+
const reconnectDelayMs = options.reconnectDelayMs ?? 3000;
|
|
7
|
+
const streamUrl = `wss://stream.binance.com:9443/ws/${symbol}@trade`;
|
|
8
|
+
const [trades, setTrades] = useState([]);
|
|
9
|
+
const [status, setStatus] = useState("connecting");
|
|
10
|
+
const [error, setError] = useState();
|
|
11
|
+
useEffect(() => {
|
|
12
|
+
if (!enabled) {
|
|
13
|
+
setStatus("stale");
|
|
14
|
+
return;
|
|
15
|
+
}
|
|
16
|
+
if (typeof WebSocket === "undefined") {
|
|
17
|
+
setStatus("error");
|
|
18
|
+
setError("WebSocket is not available in this runtime.");
|
|
19
|
+
return;
|
|
20
|
+
}
|
|
21
|
+
let reconnectTimer;
|
|
22
|
+
let closedByHook = false;
|
|
23
|
+
let socket;
|
|
24
|
+
function connect() {
|
|
25
|
+
setStatus("connecting");
|
|
26
|
+
socket = new WebSocket(streamUrl);
|
|
27
|
+
socket.onopen = () => {
|
|
28
|
+
setStatus("live");
|
|
29
|
+
setError(undefined);
|
|
30
|
+
};
|
|
31
|
+
socket.onmessage = (event) => {
|
|
32
|
+
try {
|
|
33
|
+
const parsed = JSON.parse(String(event.data));
|
|
34
|
+
const trade = {
|
|
35
|
+
id: parsed.t,
|
|
36
|
+
price: Number(parsed.p),
|
|
37
|
+
size: Number(parsed.q),
|
|
38
|
+
side: parsed.m ? "sell" : "buy",
|
|
39
|
+
timestamp: parsed.T
|
|
40
|
+
};
|
|
41
|
+
if (!Number.isFinite(trade.price) || !Number.isFinite(trade.size))
|
|
42
|
+
return;
|
|
43
|
+
setTrades((prev) => [trade, ...prev].slice(0, maxTrades));
|
|
44
|
+
setStatus("live");
|
|
45
|
+
}
|
|
46
|
+
catch {
|
|
47
|
+
setStatus("error");
|
|
48
|
+
setError("Could not parse trade message.");
|
|
49
|
+
}
|
|
50
|
+
};
|
|
51
|
+
socket.onerror = () => {
|
|
52
|
+
setStatus("error");
|
|
53
|
+
setError("Trade stream connection failed.");
|
|
54
|
+
};
|
|
55
|
+
socket.onclose = () => {
|
|
56
|
+
if (closedByHook)
|
|
57
|
+
return;
|
|
58
|
+
setStatus("stale");
|
|
59
|
+
reconnectTimer = setTimeout(connect, reconnectDelayMs);
|
|
60
|
+
};
|
|
61
|
+
}
|
|
62
|
+
connect();
|
|
63
|
+
return () => {
|
|
64
|
+
closedByHook = true;
|
|
65
|
+
if (reconnectTimer)
|
|
66
|
+
clearTimeout(reconnectTimer);
|
|
67
|
+
socket?.close();
|
|
68
|
+
};
|
|
69
|
+
}, [enabled, maxTrades, reconnectDelayMs, streamUrl]);
|
|
70
|
+
return useMemo(() => ({
|
|
71
|
+
trades,
|
|
72
|
+
status,
|
|
73
|
+
error,
|
|
74
|
+
symbol: symbol.toUpperCase()
|
|
75
|
+
}), [trades, status, error, symbol]);
|
|
76
|
+
}
|
|
77
|
+
//# sourceMappingURL=useBinanceTrades.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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1
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import { type UseBinanceOrderBookOptions } from "./useBinanceOrderBook.js";
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import { type UseBinanceTradesOptions } from "./useBinanceTrades.js";
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import { type UseCoinbaseTickerOptions } from "./useCoinbaseTicker.js";
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4
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+
import { type UseVolatilityRegimeOptions } from "./useVolatilityRegime.js";
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5
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import { type BotDecision, type DecisionResult, type DecisionThresholds } from "./decisionEngine.js";
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export type { BotDecision, DecisionResult, DecisionThresholds } from "./decisionEngine.js";
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7
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export type DecisionHistoryEntry = {
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at: number;
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decision: BotDecision;
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confidence: number;
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};
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export type UseBotDecisionOptions = {
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enabled?: boolean;
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evaluationIntervalMs?: number;
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flowWindowMs?: number;
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historyLimit?: number;
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thresholds?: Partial<DecisionThresholds>;
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orderBook?: UseBinanceOrderBookOptions;
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trades?: UseBinanceTradesOptions;
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coinbase?: UseCoinbaseTickerOptions;
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regime?: UseVolatilityRegimeOptions;
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};
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export type UseBotDecisionResult = DecisionResult & {
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midPriceBinance: number | null;
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midPriceCoinbase: number | null;
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venueDivergenceBps: number | null;
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bookDepthWithinHalfPctEth: number;
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history: DecisionHistoryEntry[];
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evaluatedAt?: Date;
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};
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+
export declare function useBotDecision(options?: UseBotDecisionOptions): UseBotDecisionResult;
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//# sourceMappingURL=useBotDecision.d.ts.map
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1
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1
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+
import { useEffect, useMemo, useRef, useState } from "react";
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2
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+
import { useBinanceOrderBook } from "./useBinanceOrderBook.js";
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3
|
+
import { useBinanceTrades } from "./useBinanceTrades.js";
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4
|
+
import { useCoinbaseTicker } from "./useCoinbaseTicker.js";
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5
|
+
import { useVolatilityRegime } from "./useVolatilityRegime.js";
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6
|
+
import { computeBookDepth, computeBookImbalance, computeBotDecision, computeTradeImbalance, DEFAULT_DECISION_THRESHOLDS } from "./decisionEngine.js";
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7
|
+
const EMPTY_RESULT = {
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8
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decision: "WAIT",
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9
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+
confidence: 0,
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10
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+
reasons: [{ text: "Waiting for live data", tone: "neutral" }]
|
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11
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+
};
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12
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+
export function useBotDecision(options = {}) {
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13
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+
const enabled = options.enabled ?? true;
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14
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+
const evaluationIntervalMs = options.evaluationIntervalMs ?? 2000;
|
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15
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+
const flowWindowMs = options.flowWindowMs ?? 60_000;
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16
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+
const historyLimit = options.historyLimit ?? 30;
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17
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+
const thresholds = { ...DEFAULT_DECISION_THRESHOLDS, ...(options.thresholds ?? {}) };
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18
|
+
const book = useBinanceOrderBook({ ...options.orderBook, enabled });
|
|
19
|
+
const trades = useBinanceTrades({ ...options.trades, enabled });
|
|
20
|
+
const coinbase = useCoinbaseTicker({ ...options.coinbase, enabled });
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21
|
+
const regime = useVolatilityRegime({ ...options.regime, enabled });
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22
|
+
const bookRef = useRef(book);
|
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23
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+
const tradesRef = useRef(trades);
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24
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+
const coinbaseRef = useRef(coinbase);
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25
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+
const regimeRef = useRef(regime);
|
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26
|
+
useEffect(() => {
|
|
27
|
+
bookRef.current = book;
|
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28
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+
}, [book]);
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29
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+
useEffect(() => {
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30
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+
tradesRef.current = trades;
|
|
31
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+
}, [trades]);
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32
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+
useEffect(() => {
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33
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+
coinbaseRef.current = coinbase;
|
|
34
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+
}, [coinbase]);
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35
|
+
useEffect(() => {
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36
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+
regimeRef.current = regime;
|
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37
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+
}, [regime]);
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38
|
+
const [snapshot, setSnapshot] = useState({
|
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39
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+
result: EMPTY_RESULT,
|
|
40
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+
midBinance: null,
|
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41
|
+
midCoinbase: null,
|
|
42
|
+
divergenceBps: null,
|
|
43
|
+
depthEth: 0
|
|
44
|
+
});
|
|
45
|
+
const [history, setHistory] = useState([]);
|
|
46
|
+
useEffect(() => {
|
|
47
|
+
if (!enabled)
|
|
48
|
+
return;
|
|
49
|
+
function evaluate() {
|
|
50
|
+
const b = bookRef.current;
|
|
51
|
+
const t = tradesRef.current;
|
|
52
|
+
const c = coinbaseRef.current;
|
|
53
|
+
const r = regimeRef.current;
|
|
54
|
+
const midBinance = b.midPrice;
|
|
55
|
+
if (midBinance === null) {
|
|
56
|
+
setSnapshot((prev) => ({ ...prev, evaluatedAt: new Date() }));
|
|
57
|
+
return;
|
|
58
|
+
}
|
|
59
|
+
const bookImbalance = computeBookImbalance(b.bids, b.asks, midBinance);
|
|
60
|
+
const depthEth = computeBookDepth(b.bids, b.asks, midBinance);
|
|
61
|
+
const tradeImbalance = computeTradeImbalance(t.trades, flowWindowMs);
|
|
62
|
+
const spreadPct = b.spreadPercent ?? 0;
|
|
63
|
+
const midCoinbase = c.midPrice;
|
|
64
|
+
const divergenceBps = midCoinbase !== null && midCoinbase > 0
|
|
65
|
+
? ((midBinance - midCoinbase) / midCoinbase) * 10000
|
|
66
|
+
: null;
|
|
67
|
+
const result = computeBotDecision({
|
|
68
|
+
regime: r.regime,
|
|
69
|
+
bookImbalance,
|
|
70
|
+
tradeImbalance,
|
|
71
|
+
spreadPct,
|
|
72
|
+
venueDivergenceBps: divergenceBps,
|
|
73
|
+
bookDepthWithinHalfPctEth: depthEth,
|
|
74
|
+
midPrice: midBinance
|
|
75
|
+
}, thresholds);
|
|
76
|
+
const now = Date.now();
|
|
77
|
+
setSnapshot({
|
|
78
|
+
result,
|
|
79
|
+
midBinance,
|
|
80
|
+
midCoinbase,
|
|
81
|
+
divergenceBps,
|
|
82
|
+
depthEth,
|
|
83
|
+
evaluatedAt: new Date(now)
|
|
84
|
+
});
|
|
85
|
+
setHistory((prev) => [
|
|
86
|
+
{ at: now, decision: result.decision, confidence: result.confidence },
|
|
87
|
+
...prev
|
|
88
|
+
].slice(0, historyLimit));
|
|
89
|
+
}
|
|
90
|
+
evaluate();
|
|
91
|
+
const id = window.setInterval(evaluate, evaluationIntervalMs);
|
|
92
|
+
return () => window.clearInterval(id);
|
|
93
|
+
}, [enabled, evaluationIntervalMs, flowWindowMs, historyLimit, thresholds]);
|
|
94
|
+
return useMemo(() => ({
|
|
95
|
+
...snapshot.result,
|
|
96
|
+
midPriceBinance: snapshot.midBinance,
|
|
97
|
+
midPriceCoinbase: snapshot.midCoinbase,
|
|
98
|
+
venueDivergenceBps: snapshot.divergenceBps,
|
|
99
|
+
bookDepthWithinHalfPctEth: snapshot.depthEth,
|
|
100
|
+
history,
|
|
101
|
+
evaluatedAt: snapshot.evaluatedAt
|
|
102
|
+
}), [history, snapshot]);
|
|
103
|
+
}
|
|
104
|
+
//# sourceMappingURL=useBotDecision.js.map
|