npm - binance - Versions diffs - 3.5.5 → 3.5.6 - Mend

binance 3.5.5 → 3.5.6

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.

Files changed (20) hide show

package/README.md +2 -1
package/lib/types/futures.d.ts +1 -1
package/lib/types/websockets/ws-api-requests.d.ts +2 -2
package/lib/util/BaseRestClient.d.ts +10 -0
package/lib/util/BaseRestClient.js +14 -0
package/lib/util/BaseRestClient.js.map +1 -1
package/lib/util/beautifier.d.ts +1 -1
package/lib/util/beautifier.js +7 -1
package/lib/util/beautifier.js.map +1 -1
package/lib/util/requestUtils.js +5 -1
package/lib/util/requestUtils.js.map +1 -1
package/lib/util/usdm/exchangeInfo.d.ts +45 -1
package/lib/util/usdm/exchangeInfo.js +81 -0
package/lib/util/usdm/exchangeInfo.js.map +1 -1
package/lib/util/websockets/websocket-util.js +0 -1
package/lib/util/websockets/websocket-util.js.map +1 -1
package/lib/websocket-client.d.ts +1 -1
package/lib/websocket-client.js +4 -3
package/lib/websocket-client.js.map +1 -1
package/package.json +1 -1

package/README.md CHANGED Viewed

@@ -55,7 +55,8 @@ Updated & performant JavaScript & Node.js SDK for the Binance REST APIs and WebS
   - Real API calls in e2e tests.
 - Proxy support via axios integration.
 - Active community support & collaboration in telegram: [Node.js Algo Traders](https://t.me/nodetraders).
-- QuickStart Guide: https://siebly.io/sdk/binance/javascript
+- QuickStart Guide: [Binance JavaScript QuickStart Guide](https://siebly.io/sdk/binance/javascript)
+- Binance JavaScript Tutorial: [Binance JavaScript REST API & WebSocket Tutorial](https://siebly.io/sdk/binance/javascript/tutorial)
 ## Table of Contents

package/lib/types/futures.d.ts CHANGED Viewed

@@ -813,7 +813,7 @@ export interface FuturesNewAlgoOrderParams {
     workingType?: WorkingType;
     priceMatch?: PriceMatchMode;
     closePosition?: BooleanString;
-    priceProtect?: BooleanString;
+    priceProtect?: BooleanStringCapitalised;
     reduceOnly?: BooleanString;
     activatePrice?: numberInString;
     callbackRate?: numberInString;

package/lib/types/websockets/ws-api-requests.d.ts CHANGED Viewed

@@ -594,8 +594,8 @@ export interface WSAPINewFuturesAlgoOrderRequest<numberType = numberInString> {
     quantity?: numberType;
     reduceOnly?: BooleanString;
     price?: numberInString;
-    newClientOrderId?: string;
-    stopPrice?: numberInString;
+    clientAlgoId?: string;
+    triggerPrice?: numberInString;
     closePosition?: BooleanString;
     activatePrice?: numberInString;
     callbackRate?: numberInString;

package/lib/util/BaseRestClient.d.ts CHANGED Viewed

@@ -17,6 +17,16 @@ export default abstract class BaseRestClient {
     constructor(baseUrlKey: BinanceBaseUrlKey, options?: RestClientOptions, requestOptions?: AxiosRequestConfig);
     abstract getServerTime(baseUrlKeyOverride?: BinanceBaseUrlKey): Promise<number>;
     getBaseUrlKey(): BinanceBaseUrlKey;
+    /**
+     * Get the correct prefix for this product group (e.g. spot, margin, futures) to be used when generating a custom order ID (e.g. `newClientOrderId`).
+     *
+     * @returns The prefix that should be used when any custom order ID is included with an order (e.g. `newClientOrderId`). The prefix will always be 10 characters long.
+     */
+    getOrderIdPrefix(): string;
+    /**
+     * @returns A randomly generated custom order ID that can be used when sending an order to the API. Typically used with the custom order ID parameter, such as `newClientOrderId`.
+     */
+    generateNewOrderId(): string;
     getRateLimitStates(): {
         lastUpdated: number;
         "x-mbx-used-weight": number;

package/lib/util/BaseRestClient.js CHANGED Viewed

@@ -92,6 +92,20 @@ class BaseRestClient {
     getBaseUrlKey() {
         return this.baseUrlKey;
     }
+    /**
+     * Get the correct prefix for this product group (e.g. spot, margin, futures) to be used when generating a custom order ID (e.g. `newClientOrderId`).
+     *
+     * @returns The prefix that should be used when any custom order ID is included with an order (e.g. `newClientOrderId`). The prefix will always be 10 characters long.
+     */
+    getOrderIdPrefix() {
+        return `x-${(0, requestUtils_1.getOrderIdPrefix)(this.getBaseUrlKey(), 'v1')}`;
+    }
+    /**
+     * @returns A randomly generated custom order ID that can be used when sending an order to the API. Typically used with the custom order ID parameter, such as `newClientOrderId`.
+     */
+    generateNewOrderId() {
+        return (0, requestUtils_1.generateNewOrderId)(this.getBaseUrlKey());
+    }
     getRateLimitStates() {
         return Object.assign(Object.assign({}, this.apiLimitTrackers), { lastUpdated: this.apiLimitLastUpdated });
     }

package/lib/util/BaseRestClient.js.map CHANGED Viewed

	@@ -1 +1 @@
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package/lib/util/beautifier.d.ts CHANGED Viewed

@@ -13,7 +13,7 @@ export default class Beautifier {
     /**
      * Beautify array or object, recurisvely
      */
-    beautifyObjectValues(data: any | any[]): {};
+    beautifyObjectValues(data: any | any[]): any;
     beautifyArrayValues(data: any[], parentKey?: string | number): any[];
     beautify(data: any, key?: string | number): any;
     /**

package/lib/util/beautifier.js CHANGED Viewed

@@ -170,6 +170,9 @@ class Beautifier {
      */
     beautifyObjectValues(data) {
         // console.log('beautifier.beautifyObjectValues()', { data });
+        if (data === null || data === undefined) {
+            return data;
+        }
         if (Array.isArray(data)) {
             return this.beautifyArrayValues(data);
         }
@@ -182,7 +185,7 @@ class Beautifier {
             else if (key === 'e' && type === 'string') {
                 beautifedObject['eventType'] = this.beautifyValueWithKey(key, val);
             }
-            else if (type === 'object') {
+            else if (type === 'object' && val !== null) {
                 beautifedObject[key] = this.beautifyObjectValues(val);
             }
             else {
@@ -202,6 +205,9 @@ class Beautifier {
             else if (type === 'string' || type === 'number' || type === 'boolean') {
                 beautifedArray.push(this.beautifyValueWithKey(parentKey || key, val));
             }
+            else if (val === null || val === undefined) {
+                beautifedArray.push(val);
+            }
             else {
                 beautifedArray.push(this.beautifyObjectValues(val));
             }

package/lib/util/beautifier.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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package/lib/util/requestUtils.js CHANGED Viewed

@@ -87,6 +87,9 @@ function getWSAPINewOrderIdProperties(operation, wsKey) {
             if (['order.place', 'order.amend.keepPriority', 'sor.order.place'].includes(operation)) {
                 return ['newClientOrderId'];
             }
+            if (operation === 'algoOrder.place') {
+                return ['clientAlgoId'];
+            }
             if (operation === 'orderList.place') {
                 return ['listClientOrderId', 'limitClientOrderId', 'stopClientOrderId'];
             }
@@ -147,6 +150,7 @@ function requiresWSAPINewClientOID(request, wsKey) {
                 'order.place',
                 'order.amend.keepPriority',
                 'sor.order.place',
+                'algoOrder.place',
                 'orderList.place',
                 'orderList.place.oco',
                 'orderList.place.oto',
@@ -402,7 +406,7 @@ function isWsPong(response) {
         response.success === true);
 }
 function logInvalidOrderId(orderIdProperty, expectedOrderIdPrefix, params) {
-    console.warn(`WARNING: '${orderIdProperty}' invalid - it should be prefixed with ${expectedOrderIdPrefix}. Use the 'client.generateNewOrderId()' REST client utility method to generate a fresh order ID on demand. Original request: ${JSON.stringify(params)}`);
+    console.warn(`WARNING: '${orderIdProperty}' invalid - it should be prefixed with ${expectedOrderIdPrefix}. Use the 'client.generateNewOrderId()' REST client utility method to generate a fresh order ID on demand. If truly custom order IDs are needed, use 'client.getOrderIdPrefix()' to request the prefix required for custom order IDs, before adding your custom suffix. Original request: ${JSON.stringify(params)}`);
 }
 /**
  * For some topics, the received event does not include any information on the topic the event is for (e.g. book tickers).

package/lib/util/requestUtils.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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package/lib/util/usdm/exchangeInfo.d.ts CHANGED Viewed

@@ -1,4 +1,48 @@
-import { FuturesExchangeInfo } from '../../types/futures';
+import { FuturesExchangeInfo, FuturesSymbolExchangeInfo } from '../../types/futures';
+export interface USDMFuturesNormalisedSymbolFilters {
+    symbol: string;
+    pricePrecision: number;
+    quantityPrecision: number;
+    triggerProtect: number;
+    price?: {
+        minPrice: number;
+        maxPrice: number;
+        tickSize: number;
+    };
+    lotSize?: {
+        minQty: number;
+        maxQty: number;
+        stepSize: number;
+    };
+    marketLotSize?: {
+        minQty: number;
+        maxQty: number;
+        stepSize: number;
+    };
+    minNotional?: {
+        notional: number;
+    };
+    percentPrice?: {
+        multiplierUp: number;
+        multiplierDown: number;
+        multiplierDecimal: number;
+    };
+    maxOrders?: {
+        limit: number;
+    };
+    maxAlgoOrders?: {
+        limit: number;
+    };
+    maxPosition?: {
+        maxPosition: number;
+    };
+}
+/** Normalise a USDM Futures symbol's raw exchange-info filters into numeric fields. */
+export declare function normaliseUSDMFuturesSymbolFilters(symbolInfo: FuturesSymbolExchangeInfo): USDMFuturesNormalisedSymbolFilters;
+/** Get normalised USDM Futures filters for one symbol. */
+export declare function getUSDMFuturesSymbolFilters(exchangeInfo: FuturesExchangeInfo, symbol: string): USDMFuturesNormalisedSymbolFilters | null;
+/** Returns an object where keys are USDM Futures symbols and values are normalised filters for that symbol. */
+export declare function getUSDMFuturesSymbolFilterMap(exchangeInfo: FuturesExchangeInfo): Record<string, USDMFuturesNormalisedSymbolFilters>;
 /** Get min notional filter for a USDM futures symbol */
 export declare function getUSDMFuturesSymbolMinNotional(exchangeInfo: FuturesExchangeInfo, symbol: string): number | null;
 /** Returns an object where keys are USDM Futures symbols and values are min notionals for that symbol */

package/lib/util/usdm/exchangeInfo.js CHANGED Viewed

@@ -1,7 +1,88 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
+exports.normaliseUSDMFuturesSymbolFilters = normaliseUSDMFuturesSymbolFilters;
+exports.getUSDMFuturesSymbolFilters = getUSDMFuturesSymbolFilters;
+exports.getUSDMFuturesSymbolFilterMap = getUSDMFuturesSymbolFilterMap;
 exports.getUSDMFuturesSymbolMinNotional = getUSDMFuturesSymbolMinNotional;
 exports.getUSDMFuturesMinNotionalSymbolMap = getUSDMFuturesMinNotionalSymbolMap;
+function numberValue(value) {
+    return Number(value);
+}
+function findUSDMFuturesSymbolFilter(filters, filterType) {
+    return filters.find((filter) => filter.filterType === filterType);
+}
+/** Normalise a USDM Futures symbol's raw exchange-info filters into numeric fields. */
+function normaliseUSDMFuturesSymbolFilters(symbolInfo) {
+    const priceFilter = findUSDMFuturesSymbolFilter(symbolInfo.filters, 'PRICE_FILTER');
+    const lotSizeFilter = findUSDMFuturesSymbolFilter(symbolInfo.filters, 'LOT_SIZE');
+    const marketLotSizeFilter = findUSDMFuturesSymbolFilter(symbolInfo.filters, 'MARKET_LOT_SIZE');
+    const minNotionalFilter = findUSDMFuturesSymbolFilter(symbolInfo.filters, 'MIN_NOTIONAL');
+    const percentPriceFilter = findUSDMFuturesSymbolFilter(symbolInfo.filters, 'PERCENT_PRICE');
+    const maxOrdersFilter = findUSDMFuturesSymbolFilter(symbolInfo.filters, 'MAX_NUM_ORDERS');
+    const maxAlgoOrdersFilter = findUSDMFuturesSymbolFilter(symbolInfo.filters, 'MAX_NUM_ALGO_ORDERS');
+    const maxPositionFilter = findUSDMFuturesSymbolFilter(symbolInfo.filters, 'MAX_POSITION');
+    return {
+        symbol: symbolInfo.symbol,
+        pricePrecision: symbolInfo.pricePrecision,
+        quantityPrecision: symbolInfo.quantityPrecision,
+        triggerProtect: numberValue(symbolInfo.triggerProtect),
+        price: priceFilter
+            ? {
+                minPrice: numberValue(priceFilter.minPrice),
+                maxPrice: numberValue(priceFilter.maxPrice),
+                tickSize: numberValue(priceFilter.tickSize),
+            }
+            : undefined,
+        lotSize: lotSizeFilter
+            ? {
+                minQty: numberValue(lotSizeFilter.minQty),
+                maxQty: numberValue(lotSizeFilter.maxQty),
+                stepSize: numberValue(lotSizeFilter.stepSize),
+            }
+            : undefined,
+        marketLotSize: marketLotSizeFilter
+            ? {
+                minQty: numberValue(marketLotSizeFilter.minQty),
+                maxQty: numberValue(marketLotSizeFilter.maxQty),
+                stepSize: numberValue(marketLotSizeFilter.stepSize),
+            }
+            : undefined,
+        minNotional: minNotionalFilter
+            ? {
+                notional: numberValue(minNotionalFilter.notional),
+            }
+            : undefined,
+        percentPrice: percentPriceFilter
+            ? {
+                multiplierUp: numberValue(percentPriceFilter.multiplierUp),
+                multiplierDown: numberValue(percentPriceFilter.multiplierDown),
+                multiplierDecimal: numberValue(percentPriceFilter.multiplierDecimal),
+            }
+            : undefined,
+        maxOrders: maxOrdersFilter ? { limit: maxOrdersFilter.limit } : undefined,
+        maxAlgoOrders: maxAlgoOrdersFilter
+            ? { limit: maxAlgoOrdersFilter.limit }
+            : undefined,
+        maxPosition: maxPositionFilter
+            ? { maxPosition: numberValue(maxPositionFilter.maxPosition) }
+            : undefined,
+    };
+}
+/** Get normalised USDM Futures filters for one symbol. */
+function getUSDMFuturesSymbolFilters(exchangeInfo, symbol) {
+    const specs = exchangeInfo.symbols.find((sym) => sym.symbol === symbol);
+    if (!specs) {
+        return null;
+    }
+    return normaliseUSDMFuturesSymbolFilters(specs);
+}
+/** Returns an object where keys are USDM Futures symbols and values are normalised filters for that symbol. */
+function getUSDMFuturesSymbolFilterMap(exchangeInfo) {
+    return exchangeInfo.symbols.reduce((res, spec) => {
+        res[spec.symbol] = normaliseUSDMFuturesSymbolFilters(spec);
+        return res;
+    }, {});
+}
 /** Get min notional filter for a USDM futures symbol */
 function getUSDMFuturesSymbolMinNotional(exchangeInfo, symbol) {
     const specs = exchangeInfo.symbols.find((sym) => sym.symbol === symbol);

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package/lib/util/websockets/websocket-util.js CHANGED Viewed

@@ -437,7 +437,6 @@ function getWSConnectionCategoryForTopic(wsTopic) {
             // console.warn(new Date(), err);
         }
     }
-    return 'market';
 }
 exports.WS_AUTH_ON_CONNECT_KEYS = [];
 /** Used to automatically determine if a sub request should be to the public or private ws (when there's two) */

package/lib/util/websockets/websocket-util.js.map CHANGED Viewed

	@@ -1 +1 @@
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package/lib/websocket-client.d.ts CHANGED Viewed

@@ -230,7 +230,7 @@ export declare class WebsocketClient extends BaseWebsocketClient<WsKey, WsReques
      *
      * Note: the wsKey parameter is optional, but can be used to connect to other environments for this product group.
      */
-    subscribeUsdFuturesUserDataStream(wsKey?: WsKey, // usdm | usdmPrivate | usdmTestnet
+    subscribeUsdFuturesUserDataStream(userWsKey?: WsKey, //  usdmPrivate | usdmTestnetPrivate
     forceNewConnection?: boolean, miscState?: MiscUserDataConnectionState): Promise<WSConnectedResult | undefined>;
     unsubscribeUsdFuturesUserDataStream(wsKey?: WsKey): Promise<void>;
     /**

package/lib/websocket-client.js CHANGED Viewed

@@ -916,8 +916,10 @@ class WebsocketClient extends BaseWSClient_1.BaseWebsocketClient {
      * Note: the wsKey parameter is optional, but can be used to connect to other environments for this product group.
      */
     subscribeUsdFuturesUserDataStream() {
-        return __awaiter(this, arguments, void 0, function* (wsKey = websocket_util_1.WS_KEY_MAP.usdmPrivate, // usdm | usdmPrivate | usdmTestnet
+        return __awaiter(this, arguments, void 0, function* (userWsKey = websocket_util_1.WS_KEY_MAP.usdmPrivate, //  usdmPrivate | usdmTestnetPrivate
         forceNewConnection, miscState) {
+            // Prevent 'usdm' from being used unintentionally, since this has to be routed via the private endpoints.
+            const wsKey = userWsKey === websocket_util_1.WS_KEY_MAP.usdm ? websocket_util_1.WS_KEY_MAP.usdmPrivate : userWsKey;
             try {
                 const isTestnet = wsKey === websocket_util_1.WS_KEY_MAP.usdmTestnet ||
                     wsKey === websocket_util_1.WS_KEY_MAP.usdmTestnetPrivate;
@@ -1009,7 +1011,6 @@ class WebsocketClient extends BaseWSClient_1.BaseWebsocketClient {
             if (!userDataWsKey) {
                 throw new Error(`No matching connection found with wsKey "${wsKey}". Active connections: ${JSON.stringify(wsKeys)}`);
             }
-            // todo: close?
             this.close(userDataWsKey);
         });
     }
@@ -1031,7 +1032,7 @@ class WebsocketClient extends BaseWSClient_1.BaseWebsocketClient {
                 console.error('Derived key fed into respawn method!! ', Object.assign(Object.assign({ wsKey,
                     market }, context), { realWsKey }));
                 console.trace();
-                process.exit(-1);
+                throw new Error('Derived key fed into respawn method! This should not happen. Please report this if you see it, with steps to reproduce.');
             }
             // If another connection attempt is in progress for this listen key, don't initiate a retry or the risk is multiple connections on the same listen key
             const forceNewConnection = false;

package/lib/websocket-client.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "binance",
-  "version": "3.5.5",
+  "version": "3.5.6",
   "description": "Professional Node.js & JavaScript SDK for Binance REST APIs & WebSockets, with TypeScript & end-to-end tests.",
   "main": "lib/index.js",
   "types": "lib/index.d.ts",