bybit-api 3.10.1 → 3.10.2
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.
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@@ -1,19 +1,19 @@
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import { CategoryV5, ExecTypeV5, OrderSideV5, OrderTypeV5, PositionIdx, StopOrderTypeV5, TPSLModeV5, TradeModeV5 } from '../v5-shared';
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import { CategoryV5, ExecTypeV5, OrderSideV5, OrderTypeV5, PositionIdx, PositionSideV5, PositionStatusV5, StopOrderTypeV5, TPSLModeV5, TradeModeV5 } from '../v5-shared';
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export interface PositionV5 {
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positionIdx: PositionIdx;
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riskId: number;
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riskLimitValue: string;
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symbol: string;
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side:
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side: PositionSideV5;
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size: string;
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avgPrice: string;
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positionValue: string;
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tradeMode: TradeModeV5;
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autoAddMargin?: number;
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positionStatus:
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positionStatus: PositionStatusV5;
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leverage?: string;
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markPrice: string;
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liqPrice: string;
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liqPrice: string | '';
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bustPrice?: string;
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positionIM?: string;
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positionMM?: string;
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@@ -21,10 +21,21 @@ export interface PositionV5 {
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takeProfit?: string;
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stopLoss?: string;
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trailingStop?: string;
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sessionAvgPrice: string | '';
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delta?: string;
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gamma?: string;
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vega?: string;
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theta?: string;
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unrealisedPnl: string;
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curRealisedPnl: string;
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cumRealisedPnl: string;
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adlRankIndicator: number;
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isReduceOnly: boolean;
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mmrSysUpdatedTime: string | '';
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leverageSysUpdatedTime: string | '';
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createdTime: string;
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updatedTime: string;
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seq: number;
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}
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export interface SetRiskLimitResultV5 {
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category: CategoryV5;
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@@ -45,7 +56,7 @@ export interface AddOrReduceMarginResultV5 {
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positionValue: string;
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leverage: string;
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autoAddMargin: 0 | 1;
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positionStatus:
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positionStatus: PositionStatusV5;
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positionIM: string;
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positionMM: string;
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takeProfit: string;
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package/lib/types/v5-shared.d.ts
CHANGED
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@@ -63,7 +63,9 @@ export type OrderCreateTypeV5 =
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/** Order created by Ice berg strategy - web/app. */
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| 'CreateByIceBerg'
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/** Order created by arbitrage - web/app. */
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-
| 'CreateByArbitrage'
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| 'CreateByArbitrage'
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/** Option dynamic delta hedge order - web/app */
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| 'CreateByDdh';
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export type OrderCancelTypeV5 = 'CancelByUser' | 'CancelByReduceOnly' | 'CancelByPrepareLiq' | 'CancelAllBeforeLiq' | 'CancelByPrepareAdl' | 'CancelAllBeforeAdl' | 'CancelByAdmin' | 'CancelByTpSlTsClear' | 'CancelByPzSideCh' | 'UNKNOWN';
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export type OrderRejectReasonV5 = 'EC_NoError' | 'EC_Others' | 'EC_UnknownMessageType' | 'EC_MissingClOrdID' | 'EC_MissingOrigClOrdID' | 'EC_ClOrdIDOrigClOrdIDAreTheSame' | 'EC_DuplicatedClOrdID' | 'EC_OrigClOrdIDDoesNotExist' | 'EC_TooLateToCancel' | 'EC_UnknownOrderType' | 'EC_UnknownSide' | 'EC_UnknownTimeInForce' | 'EC_WronglyRouted' | 'EC_MarketOrderPriceIsNotZero' | 'EC_LimitOrderInvalidPrice' | 'EC_NoEnoughQtyToFill' | 'EC_NoImmediateQtyToFill' | 'EC_PerCancelRequest' | 'EC_MarketOrderCannotBePostOnly' | 'EC_PostOnlyWillTakeLiquidity' | 'EC_CancelReplaceOrder' | 'EC_InvalidSymbolStatus';
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export type StopOrderTypeV5 = 'TakeProfit' | 'StopLoss' | 'TrailingStop' | 'Stop' | 'PartialTakeProfit' | 'PartialStopLoss' | 'tpslOrder';
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@@ -75,6 +77,15 @@ export type StopOrderTypeV5 = 'TakeProfit' | 'StopLoss' | 'TrailingStop' | 'Stop
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* - 2 Sell side of hedge-mode position
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*/
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export type PositionIdx = 0 | 1 | 2;
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/**
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* Position status.
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*
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* - 'Normal'
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* - 'Liq' in the liquidation progress
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* - 'Adl' in the auto-deleverage progress
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*/
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export type PositionStatusV5 = 'Normal' | 'Liq' | 'Adl';
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export type PositionSideV5 = 'Buy' | 'Sell' | 'None' | '';
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export type OptionTypeV5 = 'Call' | 'Put';
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/**
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* Trade mode.
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@@ -107,7 +118,7 @@ export type LTOrderTypeV5 = '1' | '2';
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* Leveraged token order status: '1': completed, '2': in progress, '3': failed
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*/
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export type LTOrderStatusV5 = '1' | '2' | '3';
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export type ExecTypeV5 = 'Trade' | 'AdlTrade' | 'Funding' | 'BustTrade' | 'Settle';
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export type ExecTypeV5 = 'Trade' | 'AdlTrade' | 'Funding' | 'BustTrade' | 'Settle' | 'BlockTrade' | 'MovePosition' | 'UNKNOWN';
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/**
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* Withdraw type. 0(default): on chain. 1: off chain. 2: all.
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*/
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@@ -1,24 +1,14 @@
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import { CategoryV5, OCOTriggerTypeV5, OrderRejectReasonV5, OrderSMPTypeV5, OrderSideV5, OrderStatusV5, OrderTimeInForceV5, OrderTriggerByV5, OrderTypeV5, StopOrderTypeV5, TPSLModeV5 } from './v5-shared';
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import { CategoryV5, ExecTypeV5, OCOTriggerTypeV5, OrderCancelTypeV5, OrderCreateTypeV5, OrderRejectReasonV5, OrderSMPTypeV5, OrderSideV5, OrderStatusV5, OrderTimeInForceV5, OrderTriggerByV5, OrderTypeV5, PositionIdx, PositionSideV5, PositionStatusV5, StopOrderTypeV5, TPSLModeV5, TradeModeV5 } from './v5-shared';
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import { WsKey } from './websockets';
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export interface
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export interface WSPublicTopicEventV5<TTopic extends string, TType, TData> {
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id?: string;
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topic: TTopic;
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type: TType;
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/** Cross sequence */
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cs?: number;
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/** Event timestamp */
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ts: number;
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data: {
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/** Symbol */
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s: string;
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/** [price, qty][] */
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b: [string, string][];
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/** [price, qty][] */
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a: [string, string][];
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/** Update ID */
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u: number;
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/**
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* Cross sequence
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*/
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seq: number;
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};
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data: TData;
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/**
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* matching engine timestamp (correlated with T from public trade channel)
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*/
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@@ -28,56 +18,146 @@ export interface WSOrderbookEventV5 {
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*/
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wsKey: WsKey;
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}
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export interface
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export interface WSPrivateTopicEventV5<TTopic extends string, TData> {
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id?: string;
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topic: TTopic;
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creationTime: number;
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data: TData;
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wsKey: WsKey;
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}
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export interface WSOrderbookV5 {
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/** Symbol */
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s: string;
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/** [price, qty][] */
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b: [string, string][];
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/** [price, qty][] */
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a: [string, string][];
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/** Update ID */
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u: number;
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/** Cross sequence */
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seq: number;
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}
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export type WSOrderbookEventV5 = WSPublicTopicEventV5<string, 'delta' | 'snapshot', WSOrderbookV5[]>;
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export interface WSPositionV5 {
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category: string;
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symbol: string;
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side: PositionSideV5;
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size: string;
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positionIdx: PositionIdx;
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tradeMode: TradeModeV5;
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positionValue: string;
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riskId: number;
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riskLimitValue: string;
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entryPrice: string;
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markPrice: string;
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leverage: string;
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positionBalance: string;
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autoAddMargin: number;
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positionMM: string;
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positionIM: string;
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liqPrice: string;
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bustPrice: string;
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tpslMode: string;
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takeProfit: string;
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stopLoss: string;
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trailingStop: string;
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unrealisedPnl: string;
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curRealisedPnl: string;
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sessionAvgPrice: string;
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delta: string;
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gamma: string;
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vega: string;
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theta: string;
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cumRealisedPnl: string;
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positionStatus: PositionStatusV5;
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adlRankIndicator: number;
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isReduceOnly: boolean;
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mmrSysUpdatedTime: string;
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leverageSysUpdatedTime: string;
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createdTime: string;
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updatedTime: string;
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seq: number;
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}
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export type WSPositionEventV5 = WSPrivateTopicEventV5<'position', WSPositionV5[]>;
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export interface WSAccountOrderV5 {
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category: CategoryV5;
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orderId: string;
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orderLinkId: string;
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isLeverage: string;
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blockTradeId: string;
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symbol: string;
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price: string;
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qty: string;
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side: OrderSideV5;
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positionIdx: PositionIdx;
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orderStatus: OrderStatusV5;
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createType: OrderCreateTypeV5;
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cancelType: OrderCancelTypeV5;
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rejectReason?: OrderRejectReasonV5;
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avgPrice?: string;
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leavesQty?: string;
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cancelType: string;
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leavesValue?: string;
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cumExecQty: string;
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cumExecValue: string;
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cumExecFee: string;
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feeCurrency: string;
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timeInForce: OrderTimeInForceV5;
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orderType: OrderTypeV5;
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stopOrderType: StopOrderTypeV5;
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ocoTriggerType?: OCOTriggerTypeV5;
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orderIv: string;
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marketUnit?: 'baseCoin' | 'quoteCoin';
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triggerPrice: string;
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takeProfit: string;
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stopLoss: string;
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tpslMode?: TPSLModeV5;
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tpLimitPrice?: string;
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slLimitPrice?: string;
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tpTriggerBy: string;
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slTriggerBy: string;
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triggerDirection: number;
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triggerBy: OrderTriggerByV5;
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lastPriceOnCreated: string;
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reduceOnly: boolean;
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closeOnTrigger: boolean;
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placeType: string;
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smpType: OrderSMPTypeV5;
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smpGroup: number;
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smpOrderId: string;
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createdTime: string;
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updatedTime: string;
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}
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export type WSAccountOrderEventV5 = WSPrivateTopicEventV5<'order', WSAccountOrderV5[]>;
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export interface WSExecutionV5 {
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category: CategoryV5;
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symbol: string;
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isLeverage: string;
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orderId: string;
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orderLinkId: string;
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side: OrderSideV5;
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orderPrice: string;
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orderQty: string;
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leavesQty: string;
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createType: OrderCreateTypeV5;
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orderType: OrderTypeV5;
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smpType: OrderSMPTypeV5;
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closeOnTrigger: boolean;
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triggerDirection: number;
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orderStatus: OrderStatusV5;
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lastPriceOnCreated: string;
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triggerBy: OrderTriggerByV5;
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stopOrderType: StopOrderTypeV5;
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execFee: string;
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execId: string;
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execPrice: string;
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execQty: string;
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execType: ExecTypeV5;
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execValue: string;
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execTime: string;
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isMaker: boolean;
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feeRate: string;
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tradeIv: string;
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markIv: string;
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markPrice: string;
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indexPrice: string;
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underlyingPrice: string;
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blockTradeId: string;
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closedSize: string;
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seq: number;
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marketUnit: string;
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}
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export type WSExecutionEventV5 = WSPrivateTopicEventV5<'execution', WSExecutionV5[]>;
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package/lib/util/typeGuards.d.ts
CHANGED
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/**
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import { WSOrderbookEventV5 } from '../types/websocket.events';
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import { WSAccountOrderEventV5, WSExecutionEventV5, WSOrderbookEventV5, WSPositionEventV5 } from '../types/websocket.events';
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/**
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* Type guard to detect a V5 orderbook event (delta & snapshots)
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*
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@@ -9,3 +9,24 @@ import { WSOrderbookEventV5 } from '../types/websocket.events';
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* @returns
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*/
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11
11
|
export declare function isWsOrderbookEventV5(event: unknown): event is WSOrderbookEventV5;
|
|
12
|
+
/**
|
|
13
|
+
* Type guard to detect a V5 position event.
|
|
14
|
+
*
|
|
15
|
+
* @param event
|
|
16
|
+
* @returns
|
|
17
|
+
*/
|
|
18
|
+
export declare function isWsPositionEventV5(event: unknown): event is WSPositionEventV5;
|
|
19
|
+
/**
|
|
20
|
+
* Type guard to detect a V5 order event.
|
|
21
|
+
*
|
|
22
|
+
* @param event
|
|
23
|
+
* @returns
|
|
24
|
+
*/
|
|
25
|
+
export declare function isWsAccountOrderEventV5(event: unknown): event is WSAccountOrderEventV5;
|
|
26
|
+
/**
|
|
27
|
+
* Type guard to detect a V5 execution event.
|
|
28
|
+
*
|
|
29
|
+
* @param event
|
|
30
|
+
* @returns
|
|
31
|
+
*/
|
|
32
|
+
export declare function isWsExecutionEventV5(event: unknown): event is WSExecutionEventV5;
|
package/lib/util/typeGuards.js
CHANGED
|
@@ -3,7 +3,7 @@
|
|
|
3
3
|
* Use type guards to narrow down types with minimal efforts.
|
|
4
4
|
*/
|
|
5
5
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
6
|
-
exports.isWsOrderbookEventV5 = void 0;
|
|
6
|
+
exports.isWsExecutionEventV5 = exports.isWsAccountOrderEventV5 = exports.isWsPositionEventV5 = exports.isWsOrderbookEventV5 = void 0;
|
|
7
7
|
/**
|
|
8
8
|
* Type guard to detect a V5 orderbook event (delta & snapshots)
|
|
9
9
|
*
|
|
@@ -21,4 +21,49 @@ function isWsOrderbookEventV5(event) {
|
|
|
21
21
|
event['topic'].startsWith('orderbook'));
|
|
22
22
|
}
|
|
23
23
|
exports.isWsOrderbookEventV5 = isWsOrderbookEventV5;
|
|
24
|
+
/**
|
|
25
|
+
* Type guard to detect a V5 position event.
|
|
26
|
+
*
|
|
27
|
+
* @param event
|
|
28
|
+
* @returns
|
|
29
|
+
*/
|
|
30
|
+
function isWsPositionEventV5(event) {
|
|
31
|
+
if (typeof event !== 'object' ||
|
|
32
|
+
!event ||
|
|
33
|
+
typeof event['topic'] !== 'string') {
|
|
34
|
+
return false;
|
|
35
|
+
}
|
|
36
|
+
return event['topic'] === 'position';
|
|
37
|
+
}
|
|
38
|
+
exports.isWsPositionEventV5 = isWsPositionEventV5;
|
|
39
|
+
/**
|
|
40
|
+
* Type guard to detect a V5 order event.
|
|
41
|
+
*
|
|
42
|
+
* @param event
|
|
43
|
+
* @returns
|
|
44
|
+
*/
|
|
45
|
+
function isWsAccountOrderEventV5(event) {
|
|
46
|
+
if (typeof event !== 'object' ||
|
|
47
|
+
!event ||
|
|
48
|
+
typeof event['topic'] !== 'string') {
|
|
49
|
+
return false;
|
|
50
|
+
}
|
|
51
|
+
return event['topic'] === 'order';
|
|
52
|
+
}
|
|
53
|
+
exports.isWsAccountOrderEventV5 = isWsAccountOrderEventV5;
|
|
54
|
+
/**
|
|
55
|
+
* Type guard to detect a V5 execution event.
|
|
56
|
+
*
|
|
57
|
+
* @param event
|
|
58
|
+
* @returns
|
|
59
|
+
*/
|
|
60
|
+
function isWsExecutionEventV5(event) {
|
|
61
|
+
if (typeof event !== 'object' ||
|
|
62
|
+
!event ||
|
|
63
|
+
typeof event['topic'] !== 'string') {
|
|
64
|
+
return false;
|
|
65
|
+
}
|
|
66
|
+
return event['topic'] === 'execution';
|
|
67
|
+
}
|
|
68
|
+
exports.isWsExecutionEventV5 = isWsExecutionEventV5;
|
|
24
69
|
//# sourceMappingURL=typeGuards.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"typeGuards.js","sourceRoot":"","sources":["../../src/util/typeGuards.ts"],"names":[],"mappings":";AAAA;;GAEG;;;AAIH;;;;;GAKG;AACH,SAAgB,oBAAoB,CAClC,KAAc;IAEd,IACE,OAAO,KAAK,KAAK,QAAQ;QACzB,CAAC,KAAK;QACN,OAAO,KAAK,CAAC,OAAO,CAAC,KAAK,QAAQ;QAClC,OAAO,KAAK,CAAC,MAAM,CAAC,KAAK,QAAQ,EACjC,CAAC;QACD,OAAO,KAAK,CAAC;IACf,CAAC;IAED,OAAO,CACL,CAAC,OAAO,EAAE,UAAU,CAAC,CAAC,QAAQ,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;QAC7C,KAAK,CAAC,OAAO,CAAC,CAAC,UAAU,CAAC,WAAW,CAAC,CACvC,CAAC;AACJ,CAAC;AAhBD,oDAgBC"}
|
|
1
|
+
{"version":3,"file":"typeGuards.js","sourceRoot":"","sources":["../../src/util/typeGuards.ts"],"names":[],"mappings":";AAAA;;GAEG;;;AAIH;;;;;GAKG;AACH,SAAgB,oBAAoB,CAClC,KAAc;IAEd,IACE,OAAO,KAAK,KAAK,QAAQ;QACzB,CAAC,KAAK;QACN,OAAO,KAAK,CAAC,OAAO,CAAC,KAAK,QAAQ;QAClC,OAAO,KAAK,CAAC,MAAM,CAAC,KAAK,QAAQ,EACjC,CAAC;QACD,OAAO,KAAK,CAAC;IACf,CAAC;IAED,OAAO,CACL,CAAC,OAAO,EAAE,UAAU,CAAC,CAAC,QAAQ,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;QAC7C,KAAK,CAAC,OAAO,CAAC,CAAC,UAAU,CAAC,WAAW,CAAC,CACvC,CAAC;AACJ,CAAC;AAhBD,oDAgBC;AAED;;;;;GAKG;AACH,SAAgB,mBAAmB,CACjC,KAAc;IAEd,IACE,OAAO,KAAK,KAAK,QAAQ;QACzB,CAAC,KAAK;QACN,OAAO,KAAK,CAAC,OAAO,CAAC,KAAK,QAAQ,EAClC,CAAC;QACD,OAAO,KAAK,CAAC;IACf,CAAC;IAED,OAAO,KAAK,CAAC,OAAO,CAAC,KAAK,UAAU,CAAC;AACvC,CAAC;AAZD,kDAYC;AAED;;;;;GAKG;AACH,SAAgB,uBAAuB,CACrC,KAAc;IAEd,IACE,OAAO,KAAK,KAAK,QAAQ;QACzB,CAAC,KAAK;QACN,OAAO,KAAK,CAAC,OAAO,CAAC,KAAK,QAAQ,EAClC,CAAC;QACD,OAAO,KAAK,CAAC;IACf,CAAC;IAED,OAAO,KAAK,CAAC,OAAO,CAAC,KAAK,OAAO,CAAC;AACpC,CAAC;AAZD,0DAYC;AAED;;;;;GAKG;AACH,SAAgB,oBAAoB,CAClC,KAAc;IAEd,IACE,OAAO,KAAK,KAAK,QAAQ;QACzB,CAAC,KAAK;QACN,OAAO,KAAK,CAAC,OAAO,CAAC,KAAK,QAAQ,EAClC,CAAC;QACD,OAAO,KAAK,CAAC;IACf,CAAC;IAED,OAAO,KAAK,CAAC,OAAO,CAAC,KAAK,WAAW,CAAC;AACxC,CAAC;AAZD,oDAYC"}
|
package/package.json
CHANGED