clodds 1.1.0

package/dist/exchanges/binance-futures/index.js

@@ -0,0 +1,394 @@
+"use strict";
+/**
+ * Binance Futures Integration
+ *
+ * USDT-M perpetual futures with up to 125x leverage.
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getPrice = getPrice;
+exports.getFundingRate = getFundingRate;
+exports.getMarkets = getMarkets;
+exports.getBalance = getBalance;
+exports.getPositions = getPositions;
+exports.getOpenOrders = getOpenOrders;
+exports.setLeverage = setLeverage;
+exports.openLong = openLong;
+exports.openShort = openShort;
+exports.closePosition = closePosition;
+exports.closeAllPositions = closeAllPositions;
+exports.cancelOrder = cancelOrder;
+exports.cancelAllOrders = cancelAllOrders;
+exports.setMarginType = setMarginType;
+exports.placeLimitOrder = placeLimitOrder;
+exports.placeStopOrder = placeStopOrder;
+exports.getIncomeHistory = getIncomeHistory;
+const binance_1 = require("binance");
+const logger_1 = require("../../utils/logger");
+// =============================================================================
+// CLIENT
+// =============================================================================
+let client = null;
+let currentConfig = null;
+function getClient(config) {
+    if (client && currentConfig?.apiKey === config.apiKey) {
+        return client;
+    }
+    client = new binance_1.USDMClient({
+        api_key: config.apiKey,
+        api_secret: config.apiSecret,
+        baseUrl: config.testnet ? 'https://testnet.binancefuture.com' : undefined,
+    });
+    currentConfig = config;
+    return client;
+}
+// =============================================================================
+// MARKET DATA
+// =============================================================================
+async function getPrice(config, symbol) {
+    const c = getClient(config);
+    const ticker = await c.getMarkPrice({ symbol });
+    return parseFloat(String(ticker.markPrice));
+}
+async function getFundingRate(config, symbol) {
+    const c = getClient(config);
+    const data = await c.getMarkPrice({ symbol });
+    return {
+        symbol,
+        fundingRate: parseFloat(String(data.lastFundingRate)),
+        fundingTime: data.nextFundingTime,
+        markPrice: parseFloat(String(data.markPrice)),
+    };
+}
+async function getMarkets(config) {
+    const c = getClient(config);
+    const info = await c.getExchangeInfo();
+    return info.symbols
+        .filter((s) => s.status === 'TRADING')
+        .map((s) => s.symbol);
+}
+// =============================================================================
+// ACCOUNT
+// =============================================================================
+async function getBalance(config) {
+    const c = getClient(config);
+    const account = await c.getAccountInformation();
+    return account.assets
+        .filter((a) => parseFloat(String(a.walletBalance)) > 0)
+        .map((a) => ({
+        asset: a.asset,
+        balance: parseFloat(String(a.walletBalance)),
+        availableBalance: parseFloat(String(a.availableBalance)),
+        crossWalletBalance: parseFloat(String(a.crossWalletBalance)),
+        unrealizedProfit: parseFloat(String(a.unrealizedProfit)),
+    }));
+}
+async function getPositions(config) {
+    const c = getClient(config);
+    const positions = await c.getPositions();
+    return positions
+        .filter((p) => parseFloat(String(p.positionAmt)) !== 0)
+        .map((p) => ({
+        symbol: p.symbol,
+        positionSide: p.positionSide,
+        positionAmt: parseFloat(String(p.positionAmt)),
+        entryPrice: parseFloat(String(p.entryPrice)),
+        markPrice: parseFloat(String(p.markPrice)),
+        unrealizedProfit: parseFloat(String(p.unRealizedProfit)),
+        liquidationPrice: parseFloat(String(p.liquidationPrice)),
+        leverage: parseInt(String(p.leverage), 10),
+        marginType: p.marginType,
+        isolatedMargin: parseFloat(String(p.isolatedMargin)),
+        notional: parseFloat(String(p.notional)),
+    }));
+}
+async function getOpenOrders(config, symbol) {
+    const c = getClient(config);
+    const orders = symbol
+        ? await c.getAllOpenOrders({ symbol })
+        : await c.getAllOpenOrders();
+    return orders.map((o) => ({
+        orderId: o.orderId,
+        symbol: o.symbol,
+        side: o.side,
+        positionSide: o.positionSide,
+        type: o.type,
+        price: parseFloat(String(o.price)),
+        avgPrice: parseFloat(String(o.avgPrice)),
+        origQty: parseFloat(String(o.origQty)),
+        executedQty: parseFloat(String(o.executedQty)),
+        status: o.status,
+    }));
+}
+// =============================================================================
+// TRADING
+// =============================================================================
+async function setLeverage(config, symbol, leverage) {
+    if (config.dryRun) {
+        logger_1.logger.info({ symbol, leverage }, '[DRY RUN] Set leverage');
+        return;
+    }
+    const c = getClient(config);
+    await c.setLeverage({ symbol, leverage });
+}
+async function openLong(config, symbol, quantity, leverage) {
+    if (leverage) {
+        await setLeverage(config, symbol, leverage);
+    }
+    if (config.dryRun) {
+        logger_1.logger.info({ symbol, quantity, leverage }, '[DRY RUN] Open long');
+        return {
+            orderId: Date.now(),
+            symbol,
+            side: 'BUY',
+            positionSide: 'BOTH',
+            type: 'MARKET',
+            price: 0,
+            avgPrice: 0,
+            origQty: quantity,
+            executedQty: quantity,
+            status: 'DRY_RUN',
+        };
+    }
+    const c = getClient(config);
+    const result = await c.submitNewOrder({
+        symbol,
+        side: 'BUY',
+        type: 'MARKET',
+        quantity,
+    });
+    return {
+        orderId: result.orderId,
+        symbol: result.symbol,
+        side: result.side,
+        positionSide: (result.positionSide || 'BOTH'),
+        type: result.type,
+        price: parseFloat(String(result.price || 0)),
+        avgPrice: parseFloat(String(result.avgPrice || 0)),
+        origQty: parseFloat(String(result.origQty)),
+        executedQty: parseFloat(String(result.executedQty)),
+        status: result.status,
+    };
+}
+async function openShort(config, symbol, quantity, leverage) {
+    if (leverage) {
+        await setLeverage(config, symbol, leverage);
+    }
+    if (config.dryRun) {
+        logger_1.logger.info({ symbol, quantity, leverage }, '[DRY RUN] Open short');
+        return {
+            orderId: Date.now(),
+            symbol,
+            side: 'SELL',
+            positionSide: 'BOTH',
+            type: 'MARKET',
+            price: 0,
+            avgPrice: 0,
+            origQty: quantity,
+            executedQty: quantity,
+            status: 'DRY_RUN',
+        };
+    }
+    const c = getClient(config);
+    const result = await c.submitNewOrder({
+        symbol,
+        side: 'SELL',
+        type: 'MARKET',
+        quantity,
+    });
+    return {
+        orderId: result.orderId,
+        symbol: result.symbol,
+        side: result.side,
+        positionSide: (result.positionSide || 'BOTH'),
+        type: result.type,
+        price: parseFloat(String(result.price || 0)),
+        avgPrice: parseFloat(String(result.avgPrice || 0)),
+        origQty: parseFloat(String(result.origQty)),
+        executedQty: parseFloat(String(result.executedQty)),
+        status: result.status,
+    };
+}
+async function closePosition(config, symbol) {
+    const positions = await getPositions(config);
+    const position = positions.find(p => p.symbol === symbol);
+    if (!position || position.positionAmt === 0) {
+        return null;
+    }
+    const side = position.positionAmt > 0 ? 'SELL' : 'BUY';
+    const quantity = Math.abs(position.positionAmt);
+    if (config.dryRun) {
+        logger_1.logger.info({ symbol, side, quantity }, '[DRY RUN] Close position');
+        return {
+            orderId: Date.now(),
+            symbol,
+            side: side,
+            positionSide: 'BOTH',
+            type: 'MARKET',
+            price: position.markPrice,
+            avgPrice: position.markPrice,
+            origQty: quantity,
+            executedQty: quantity,
+            status: 'DRY_RUN',
+        };
+    }
+    const c = getClient(config);
+    const result = await c.submitNewOrder({
+        symbol,
+        side,
+        type: 'MARKET',
+        quantity,
+        reduceOnly: 'true',
+    });
+    return {
+        orderId: result.orderId,
+        symbol: result.symbol,
+        side: result.side,
+        positionSide: (result.positionSide || 'BOTH'),
+        type: result.type,
+        price: parseFloat(String(result.price || 0)),
+        avgPrice: parseFloat(String(result.avgPrice || 0)),
+        origQty: parseFloat(String(result.origQty)),
+        executedQty: parseFloat(String(result.executedQty)),
+        status: result.status,
+    };
+}
+async function closeAllPositions(config) {
+    const positions = await getPositions(config);
+    const results = [];
+    for (const position of positions) {
+        const result = await closePosition(config, position.symbol);
+        if (result) {
+            results.push(result);
+        }
+    }
+    return results;
+}
+async function cancelOrder(config, symbol, orderId) {
+    if (config.dryRun) {
+        logger_1.logger.info({ symbol, orderId }, '[DRY RUN] Cancel order');
+        return true;
+    }
+    const c = getClient(config);
+    await c.cancelOrder({ symbol, orderId });
+    return true;
+}
+async function cancelAllOrders(config, symbol) {
+    if (config.dryRun) {
+        logger_1.logger.info({ symbol }, '[DRY RUN] Cancel all orders');
+        return 0;
+    }
+    const c = getClient(config);
+    await c.cancelAllOpenOrders({ symbol });
+    return 1;
+}
+async function setMarginType(config, symbol, marginType) {
+    if (config.dryRun) {
+        logger_1.logger.info({ symbol, marginType }, '[DRY RUN] Set margin type');
+        return;
+    }
+    const c = getClient(config);
+    try {
+        await c.setMarginType({ symbol, marginType });
+    }
+    catch (err) {
+        // -4046 = already set to this type
+        if (!(err instanceof Error) || !err.message.includes('-4046'))
+            throw err;
+    }
+}
+async function placeLimitOrder(config, symbol, side, quantity, price, params) {
+    if (config.dryRun) {
+        logger_1.logger.info({ symbol, side, quantity, price }, '[DRY RUN] Place limit order');
+        return {
+            orderId: Date.now(),
+            symbol,
+            side,
+            positionSide: 'BOTH',
+            type: 'LIMIT',
+            price,
+            avgPrice: 0,
+            origQty: quantity,
+            executedQty: 0,
+            status: 'DRY_RUN',
+        };
+    }
+    const c = getClient(config);
+    const result = await c.submitNewOrder({
+        symbol,
+        side,
+        type: 'LIMIT',
+        quantity,
+        price,
+        timeInForce: params?.postOnly ? 'GTX' : (params?.timeInForce || 'GTC'),
+        ...(params?.reduceOnly ? { reduceOnly: 'true' } : {}),
+    });
+    return {
+        orderId: result.orderId,
+        symbol: result.symbol,
+        side: result.side,
+        positionSide: (result.positionSide || 'BOTH'),
+        type: result.type,
+        price: parseFloat(String(result.price || 0)),
+        avgPrice: parseFloat(String(result.avgPrice || 0)),
+        origQty: parseFloat(String(result.origQty)),
+        executedQty: parseFloat(String(result.executedQty)),
+        status: result.status,
+    };
+}
+async function placeStopOrder(config, symbol, side, quantity, stopPrice, params) {
+    if (config.dryRun) {
+        logger_1.logger.info({ symbol, side, quantity, stopPrice }, '[DRY RUN] Place stop order');
+        return {
+            orderId: Date.now(),
+            symbol,
+            side,
+            positionSide: 'BOTH',
+            type: params?.price ? 'STOP' : 'STOP_MARKET',
+            price: params?.price || stopPrice,
+            avgPrice: 0,
+            origQty: quantity,
+            executedQty: 0,
+            status: 'DRY_RUN',
+        };
+    }
+    const type = params?.price ? 'STOP' : 'STOP_MARKET';
+    const c = getClient(config);
+    const result = await c.submitNewOrder({
+        symbol,
+        side,
+        type: type,
+        quantity,
+        stopPrice,
+        ...(params?.price ? { price: params.price, timeInForce: 'GTC' } : {}),
+        reduceOnly: params?.reduceOnly !== false ? 'true' : undefined,
+    });
+    return {
+        orderId: result.orderId,
+        symbol: result.symbol,
+        side: result.side,
+        positionSide: (result.positionSide || 'BOTH'),
+        type: result.type,
+        price: parseFloat(String(result.price || 0)),
+        avgPrice: parseFloat(String(result.avgPrice || 0)),
+        origQty: parseFloat(String(result.origQty)),
+        executedQty: parseFloat(String(result.executedQty)),
+        status: result.status,
+    };
+}
+async function getIncomeHistory(config, params) {
+    const c = getClient(config);
+    const reqParams = {};
+    if (params?.symbol)
+        reqParams.symbol = params.symbol;
+    if (params?.limit)
+        reqParams.limit = params.limit;
+    const data = await c.getIncomeHistory(reqParams);
+    return data.map(d => ({
+        symbol: d.symbol,
+        incomeType: d.incomeType,
+        income: parseFloat(d.income),
+        asset: d.asset,
+        time: new Date(d.time),
+    }));
+}
+//# sourceMappingURL=index.js.map

package/dist/exchanges/binance-futures/index.js.map

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package/dist/exchanges/bybit/index.d.ts

@@ -0,0 +1,78 @@
+/**
+ * Bybit Futures Integration
+ *
+ * USDT perpetual futures with up to 100x leverage.
+ */
+export interface BybitConfig {
+    apiKey: string;
+    apiSecret: string;
+    testnet?: boolean;
+    dryRun?: boolean;
+}
+export interface Position {
+    symbol: string;
+    side: 'Buy' | 'Sell';
+    size: number;
+    entryPrice: number;
+    markPrice: number;
+    unrealisedPnl: number;
+    cumRealisedPnl: number;
+    leverage: number;
+    liqPrice: number;
+    positionValue: number;
+}
+export interface Balance {
+    coin: string;
+    equity: number;
+    availableBalance: number;
+    walletBalance: number;
+    unrealisedPnl: number;
+}
+export interface OrderResult {
+    orderId: string;
+    symbol: string;
+    side: 'Buy' | 'Sell';
+    orderType: string;
+    price: number;
+    qty: number;
+    cumExecQty: number;
+    avgPrice: number;
+    orderStatus: string;
+}
+export interface FundingRate {
+    symbol: string;
+    fundingRate: number;
+    fundingRateTimestamp: number;
+    markPrice: number;
+    indexPrice: number;
+}
+export declare function getPrice(config: BybitConfig, symbol: string): Promise<number>;
+export declare function getFundingRate(config: BybitConfig, symbol: string): Promise<FundingRate>;
+export declare function getMarkets(config: BybitConfig): Promise<string[]>;
+export declare function getBalance(config: BybitConfig): Promise<Balance[]>;
+export declare function getPositions(config: BybitConfig): Promise<Position[]>;
+export declare function getOpenOrders(config: BybitConfig, symbol?: string): Promise<OrderResult[]>;
+export declare function setLeverage(config: BybitConfig, symbol: string, leverage: number): Promise<void>;
+export declare function openLong(config: BybitConfig, symbol: string, qty: number, leverage?: number): Promise<OrderResult>;
+export declare function openShort(config: BybitConfig, symbol: string, qty: number, leverage?: number): Promise<OrderResult>;
+export declare function closePosition(config: BybitConfig, symbol: string): Promise<OrderResult | null>;
+export declare function closeAllPositions(config: BybitConfig): Promise<OrderResult[]>;
+export declare function cancelOrder(config: BybitConfig, symbol: string, orderId: string): Promise<boolean>;
+export declare function cancelAllOrders(config: BybitConfig, symbol: string): Promise<number>;
+export declare function placeLimitOrder(config: BybitConfig, symbol: string, side: 'Buy' | 'Sell', qty: number, price: number, params?: {
+    reduceOnly?: boolean;
+    timeInForce?: string;
+}): Promise<OrderResult>;
+export declare function placeStopOrder(config: BybitConfig, symbol: string, side: 'Buy' | 'Sell', qty: number, triggerPrice: number, params?: {
+    price?: number;
+}): Promise<OrderResult>;
+export interface IncomeRecord {
+    symbol: string;
+    type: string;
+    amount: number;
+    time: Date;
+}
+export declare function getIncomeHistory(config: BybitConfig, params?: {
+    symbol?: string;
+    limit?: number;
+}): Promise<IncomeRecord[]>;