extended-typescript-sdk 0.0.1
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/LICENSE +28 -0
- package/README.md +445 -0
- package/dist/config.d.ts +11 -0
- package/dist/config.d.ts.map +1 -0
- package/dist/config.js +15 -0
- package/dist/config.js.map +1 -0
- package/dist/errors.d.ts +25 -0
- package/dist/errors.d.ts.map +1 -0
- package/dist/errors.js +45 -0
- package/dist/errors.js.map +1 -0
- package/dist/index.d.ts +39 -0
- package/dist/index.d.ts.map +1 -0
- package/dist/index.js +142 -0
- package/dist/index.js.map +1 -0
- package/dist/perpetual/accounts.d.ts +88 -0
- package/dist/perpetual/accounts.d.ts.map +1 -0
- package/dist/perpetual/accounts.js +152 -0
- package/dist/perpetual/accounts.js.map +1 -0
- package/dist/perpetual/amounts.d.ts +41 -0
- package/dist/perpetual/amounts.d.ts.map +1 -0
- package/dist/perpetual/amounts.js +79 -0
- package/dist/perpetual/amounts.js.map +1 -0
- package/dist/perpetual/assets.d.ts +74 -0
- package/dist/perpetual/assets.d.ts.map +1 -0
- package/dist/perpetual/assets.js +119 -0
- package/dist/perpetual/assets.js.map +1 -0
- package/dist/perpetual/bridges.d.ts +29 -0
- package/dist/perpetual/bridges.d.ts.map +1 -0
- package/dist/perpetual/bridges.js +45 -0
- package/dist/perpetual/bridges.js.map +1 -0
- package/dist/perpetual/candles.d.ts +26 -0
- package/dist/perpetual/candles.d.ts.map +1 -0
- package/dist/perpetual/candles.js +29 -0
- package/dist/perpetual/candles.js.map +1 -0
- package/dist/perpetual/clients.d.ts +15 -0
- package/dist/perpetual/clients.d.ts.map +1 -0
- package/dist/perpetual/clients.js +25 -0
- package/dist/perpetual/clients.js.map +1 -0
- package/dist/perpetual/configuration.d.ts +39 -0
- package/dist/perpetual/configuration.d.ts.map +1 -0
- package/dist/perpetual/configuration.js +61 -0
- package/dist/perpetual/configuration.js.map +1 -0
- package/dist/perpetual/crypto/signer.d.ts +164 -0
- package/dist/perpetual/crypto/signer.d.ts.map +1 -0
- package/dist/perpetual/crypto/signer.js +318 -0
- package/dist/perpetual/crypto/signer.js.map +1 -0
- package/dist/perpetual/fees.d.ts +20 -0
- package/dist/perpetual/fees.d.ts.map +1 -0
- package/dist/perpetual/fees.js +35 -0
- package/dist/perpetual/fees.js.map +1 -0
- package/dist/perpetual/funding-rates.d.ts +15 -0
- package/dist/perpetual/funding-rates.d.ts.map +1 -0
- package/dist/perpetual/funding-rates.js +23 -0
- package/dist/perpetual/funding-rates.js.map +1 -0
- package/dist/perpetual/markets.d.ts +83 -0
- package/dist/perpetual/markets.d.ts.map +1 -0
- package/dist/perpetual/markets.js +124 -0
- package/dist/perpetual/markets.js.map +1 -0
- package/dist/perpetual/order-object-settlement.d.ts +43 -0
- package/dist/perpetual/order-object-settlement.d.ts.map +1 -0
- package/dist/perpetual/order-object-settlement.js +121 -0
- package/dist/perpetual/order-object-settlement.js.map +1 -0
- package/dist/perpetual/order-object.d.ts +38 -0
- package/dist/perpetual/order-object.d.ts.map +1 -0
- package/dist/perpetual/order-object.js +90 -0
- package/dist/perpetual/order-object.js.map +1 -0
- package/dist/perpetual/orderbooks.d.ts +23 -0
- package/dist/perpetual/orderbooks.d.ts.map +1 -0
- package/dist/perpetual/orderbooks.js +36 -0
- package/dist/perpetual/orderbooks.js.map +1 -0
- package/dist/perpetual/orders.d.ts +207 -0
- package/dist/perpetual/orders.d.ts.map +1 -0
- package/dist/perpetual/orders.js +266 -0
- package/dist/perpetual/orders.js.map +1 -0
- package/dist/perpetual/positions.d.ts +80 -0
- package/dist/perpetual/positions.d.ts.map +1 -0
- package/dist/perpetual/positions.js +94 -0
- package/dist/perpetual/positions.js.map +1 -0
- package/dist/perpetual/stream-client/perpetual-stream-connection.d.ts +47 -0
- package/dist/perpetual/stream-client/perpetual-stream-connection.d.ts.map +1 -0
- package/dist/perpetual/stream-client/perpetual-stream-connection.js +125 -0
- package/dist/perpetual/stream-client/perpetual-stream-connection.js.map +1 -0
- package/dist/perpetual/stream-client/stream-client.d.ts +46 -0
- package/dist/perpetual/stream-client/stream-client.d.ts.map +1 -0
- package/dist/perpetual/stream-client/stream-client.js +79 -0
- package/dist/perpetual/stream-client/stream-client.js.map +1 -0
- package/dist/perpetual/trades.d.ts +44 -0
- package/dist/perpetual/trades.d.ts.map +1 -0
- package/dist/perpetual/trades.js +48 -0
- package/dist/perpetual/trades.js.map +1 -0
- package/dist/perpetual/trading-client/account-module.d.ts +192 -0
- package/dist/perpetual/trading-client/account-module.d.ts.map +1 -0
- package/dist/perpetual/trading-client/account-module.js +357 -0
- package/dist/perpetual/trading-client/account-module.js.map +1 -0
- package/dist/perpetual/trading-client/base-module.d.ts +27 -0
- package/dist/perpetual/trading-client/base-module.d.ts.map +1 -0
- package/dist/perpetual/trading-client/base-module.js +49 -0
- package/dist/perpetual/trading-client/base-module.js.map +1 -0
- package/dist/perpetual/trading-client/info-module.d.ts +24 -0
- package/dist/perpetual/trading-client/info-module.d.ts.map +1 -0
- package/dist/perpetual/trading-client/info-module.js +33 -0
- package/dist/perpetual/trading-client/info-module.js.map +1 -0
- package/dist/perpetual/trading-client/markets-information-module.d.ts +53 -0
- package/dist/perpetual/trading-client/markets-information-module.d.ts.map +1 -0
- package/dist/perpetual/trading-client/markets-information-module.js +106 -0
- package/dist/perpetual/trading-client/markets-information-module.js.map +1 -0
- package/dist/perpetual/trading-client/order-management-module.d.ts +40 -0
- package/dist/perpetual/trading-client/order-management-module.d.ts.map +1 -0
- package/dist/perpetual/trading-client/order-management-module.js +71 -0
- package/dist/perpetual/trading-client/order-management-module.js.map +1 -0
- package/dist/perpetual/trading-client/testnet-module.d.ts +27 -0
- package/dist/perpetual/trading-client/testnet-module.d.ts.map +1 -0
- package/dist/perpetual/trading-client/testnet-module.js +45 -0
- package/dist/perpetual/trading-client/testnet-module.js.map +1 -0
- package/dist/perpetual/trading-client/trading-client.d.ts +75 -0
- package/dist/perpetual/trading-client/trading-client.d.ts.map +1 -0
- package/dist/perpetual/trading-client/trading-client.js +115 -0
- package/dist/perpetual/trading-client/trading-client.js.map +1 -0
- package/dist/perpetual/transfer-object.d.ts +12 -0
- package/dist/perpetual/transfer-object.d.ts.map +1 -0
- package/dist/perpetual/transfer-object.js +57 -0
- package/dist/perpetual/transfer-object.js.map +1 -0
- package/dist/perpetual/transfers.d.ts +54 -0
- package/dist/perpetual/transfers.d.ts.map +1 -0
- package/dist/perpetual/transfers.js +90 -0
- package/dist/perpetual/transfers.js.map +1 -0
- package/dist/perpetual/user-client/onboarding.d.ts +101 -0
- package/dist/perpetual/user-client/onboarding.d.ts.map +1 -0
- package/dist/perpetual/user-client/onboarding.js +247 -0
- package/dist/perpetual/user-client/onboarding.js.map +1 -0
- package/dist/perpetual/user-client/user-client.d.ts +45 -0
- package/dist/perpetual/user-client/user-client.d.ts.map +1 -0
- package/dist/perpetual/user-client/user-client.js +185 -0
- package/dist/perpetual/user-client/user-client.js.map +1 -0
- package/dist/perpetual/withdrawal-object.d.ts +12 -0
- package/dist/perpetual/withdrawal-object.d.ts.map +1 -0
- package/dist/perpetual/withdrawal-object.js +51 -0
- package/dist/perpetual/withdrawal-object.js.map +1 -0
- package/dist/perpetual/withdrawals.d.ts +40 -0
- package/dist/perpetual/withdrawals.d.ts.map +1 -0
- package/dist/perpetual/withdrawals.js +65 -0
- package/dist/perpetual/withdrawals.js.map +1 -0
- package/dist/utils/date.d.ts +13 -0
- package/dist/utils/date.d.ts.map +1 -0
- package/dist/utils/date.js +21 -0
- package/dist/utils/date.js.map +1 -0
- package/dist/utils/env.d.ts +50 -0
- package/dist/utils/env.d.ts.map +1 -0
- package/dist/utils/env.js +157 -0
- package/dist/utils/env.js.map +1 -0
- package/dist/utils/http.d.ts +98 -0
- package/dist/utils/http.d.ts.map +1 -0
- package/dist/utils/http.js +290 -0
- package/dist/utils/http.js.map +1 -0
- package/dist/utils/model.d.ts +35 -0
- package/dist/utils/model.d.ts.map +1 -0
- package/dist/utils/model.js +86 -0
- package/dist/utils/model.js.map +1 -0
- package/dist/utils/nonce.d.ts +9 -0
- package/dist/utils/nonce.d.ts.map +1 -0
- package/dist/utils/nonce.js +14 -0
- package/dist/utils/nonce.js.map +1 -0
- package/dist/utils/string.d.ts +10 -0
- package/dist/utils/string.d.ts.map +1 -0
- package/dist/utils/string.js +20 -0
- package/dist/utils/string.js.map +1 -0
- package/package.json +56 -0
- package/wasm/stark_crypto_wasm-web.js +5 -0
- package/wasm/stark_crypto_wasm.d-web.ts +63 -0
- package/wasm/stark_crypto_wasm.d.ts +63 -0
- package/wasm/stark_crypto_wasm.js +362 -0
- package/wasm/stark_crypto_wasm_bg-web.wasm +0 -0
- package/wasm/stark_crypto_wasm_bg.wasm +0 -0
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"use strict";
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/**
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* Order types and models
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*/
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.PlacedOrderModel = exports.OpenOrderModel = exports.NewOrderModel = exports.CreateOrderTpslTriggerModel = exports.StarkDebuggingOrderAmountsModel = exports.StarkSettlementModel = exports.SelfTradeProtectionLevel = exports.OrderPriceType = exports.OrderTriggerDirection = exports.OrderTriggerPriceType = exports.OrderStatusReason = exports.OrderStatus = exports.OrderTpslType = exports.OrderType = exports.OrderSide = exports.TimeInForce = void 0;
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const model_1 = require("../utils/model");
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/**
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* Time in force
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*/
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var TimeInForce;
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(function (TimeInForce) {
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TimeInForce["GTT"] = "GTT";
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TimeInForce["IOC"] = "IOC";
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TimeInForce["FOK"] = "FOK";
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})(TimeInForce || (exports.TimeInForce = TimeInForce = {}));
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/**
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* Order side
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*/
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var OrderSide;
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(function (OrderSide) {
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OrderSide["BUY"] = "BUY";
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OrderSide["SELL"] = "SELL";
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})(OrderSide || (exports.OrderSide = OrderSide = {}));
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/**
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* Order type
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*/
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var OrderType;
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(function (OrderType) {
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OrderType["LIMIT"] = "LIMIT";
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OrderType["CONDITIONAL"] = "CONDITIONAL";
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OrderType["MARKET"] = "MARKET";
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OrderType["TPSL"] = "TPSL";
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})(OrderType || (exports.OrderType = OrderType = {}));
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/**
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* Order TPSL type
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*/
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var OrderTpslType;
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(function (OrderTpslType) {
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OrderTpslType["ORDER"] = "ORDER";
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OrderTpslType["POSITION"] = "POSITION";
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})(OrderTpslType || (exports.OrderTpslType = OrderTpslType = {}));
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/**
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* Order status
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*/
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var OrderStatus;
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(function (OrderStatus) {
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OrderStatus["UNKNOWN"] = "UNKNOWN";
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OrderStatus["NEW"] = "NEW";
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OrderStatus["UNTRIGGERED"] = "UNTRIGGERED";
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OrderStatus["PARTIALLY_FILLED"] = "PARTIALLY_FILLED";
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OrderStatus["FILLED"] = "FILLED";
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OrderStatus["CANCELLED"] = "CANCELLED";
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OrderStatus["EXPIRED"] = "EXPIRED";
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OrderStatus["REJECTED"] = "REJECTED";
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})(OrderStatus || (exports.OrderStatus = OrderStatus = {}));
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/**
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* Order status reason
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*/
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var OrderStatusReason;
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(function (OrderStatusReason) {
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OrderStatusReason["UNKNOWN"] = "UNKNOWN";
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OrderStatusReason["NONE"] = "NONE";
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OrderStatusReason["UNKNOWN_MARKET"] = "UNKNOWN_MARKET";
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OrderStatusReason["DISABLED_MARKET"] = "DISABLED_MARKET";
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OrderStatusReason["NOT_ENOUGH_FUNDS"] = "NOT_ENOUGH_FUNDS";
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OrderStatusReason["NO_LIQUIDITY"] = "NO_LIQUIDITY";
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OrderStatusReason["INVALID_FEE"] = "INVALID_FEE";
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OrderStatusReason["INVALID_QTY"] = "INVALID_QTY";
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OrderStatusReason["INVALID_PRICE"] = "INVALID_PRICE";
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OrderStatusReason["INVALID_VALUE"] = "INVALID_VALUE";
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OrderStatusReason["UNKNOWN_ACCOUNT"] = "UNKNOWN_ACCOUNT";
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OrderStatusReason["SELF_TRADE_PROTECTION"] = "SELF_TRADE_PROTECTION";
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OrderStatusReason["POST_ONLY_FAILED"] = "POST_ONLY_FAILED";
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OrderStatusReason["REDUCE_ONLY_FAILED"] = "REDUCE_ONLY_FAILED";
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OrderStatusReason["INVALID_EXPIRE_TIME"] = "INVALID_EXPIRE_TIME";
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OrderStatusReason["POSITION_TPSL_CONFLICT"] = "POSITION_TPSL_CONFLICT";
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OrderStatusReason["INVALID_LEVERAGE"] = "INVALID_LEVERAGE";
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OrderStatusReason["PREV_ORDER_NOT_FOUND"] = "PREV_ORDER_NOT_FOUND";
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OrderStatusReason["PREV_ORDER_TRIGGERED"] = "PREV_ORDER_TRIGGERED";
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OrderStatusReason["TPSL_OTHER_SIDE_FILLED"] = "TPSL_OTHER_SIDE_FILLED";
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OrderStatusReason["PREV_ORDER_CONFLICT"] = "PREV_ORDER_CONFLICT";
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OrderStatusReason["ORDER_REPLACED"] = "ORDER_REPLACED";
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OrderStatusReason["POST_ONLY_MODE"] = "POST_ONLY_MODE";
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OrderStatusReason["REDUCE_ONLY_MODE"] = "REDUCE_ONLY_MODE";
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OrderStatusReason["TRADING_OFF_MODE"] = "TRADING_OFF_MODE";
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})(OrderStatusReason || (exports.OrderStatusReason = OrderStatusReason = {}));
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/**
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* Order trigger price type
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var OrderTriggerPriceType;
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(function (OrderTriggerPriceType) {
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OrderTriggerPriceType["UNKNOWN"] = "UNKNOWN";
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OrderTriggerPriceType["MARK"] = "MARK";
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OrderTriggerPriceType["INDEX"] = "INDEX";
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OrderTriggerPriceType["LAST"] = "LAST";
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})(OrderTriggerPriceType || (exports.OrderTriggerPriceType = OrderTriggerPriceType = {}));
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/**
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* Order trigger direction
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*/
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var OrderTriggerDirection;
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(function (OrderTriggerDirection) {
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OrderTriggerDirection["UNKNOWN"] = "UNKNOWN";
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OrderTriggerDirection["UP"] = "UP";
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OrderTriggerDirection["DOWN"] = "DOWN";
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})(OrderTriggerDirection || (exports.OrderTriggerDirection = OrderTriggerDirection = {}));
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/**
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* Order price type
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*/
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var OrderPriceType;
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(function (OrderPriceType) {
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OrderPriceType["UNKNOWN"] = "UNKNOWN";
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OrderPriceType["MARKET"] = "MARKET";
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OrderPriceType["LIMIT"] = "LIMIT";
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})(OrderPriceType || (exports.OrderPriceType = OrderPriceType = {}));
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/**
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* Self trade protection level
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*/
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var SelfTradeProtectionLevel;
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(function (SelfTradeProtectionLevel) {
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SelfTradeProtectionLevel["NONE"] = "NONE";
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SelfTradeProtectionLevel["MARKET"] = "MARKET";
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SelfTradeProtectionLevel["ACCOUNT"] = "ACCOUNT";
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})(SelfTradeProtectionLevel || (exports.SelfTradeProtectionLevel = SelfTradeProtectionLevel = {}));
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/**
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* Settlement model
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*/
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class StarkSettlementModel extends model_1.X10BaseModel {
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signature;
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starkKey;
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collateralPosition;
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constructor(signature, starkKey, collateralPosition) {
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super();
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this.signature = signature;
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this.starkKey = starkKey;
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this.collateralPosition = collateralPosition;
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}
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}
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exports.StarkSettlementModel = StarkSettlementModel;
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/**
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* Debugging order amounts model
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*/
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class StarkDebuggingOrderAmountsModel extends model_1.X10BaseModel {
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collateralAmount;
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feeAmount;
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syntheticAmount;
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constructor(collateralAmount, feeAmount, syntheticAmount) {
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super();
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this.collateralAmount = collateralAmount;
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this.feeAmount = feeAmount;
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this.syntheticAmount = syntheticAmount;
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}
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}
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exports.StarkDebuggingOrderAmountsModel = StarkDebuggingOrderAmountsModel;
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/**
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* Order TPSL trigger model
|
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|
+
*/
|
|
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|
+
class CreateOrderTpslTriggerModel extends model_1.X10BaseModel {
|
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|
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triggerPrice;
|
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triggerPriceType;
|
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price;
|
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|
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priceType;
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|
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settlement;
|
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|
+
debuggingAmounts;
|
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|
+
constructor(triggerPrice, triggerPriceType, price, priceType, settlement, debuggingAmounts) {
|
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|
+
super();
|
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|
+
this.triggerPrice = triggerPrice;
|
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|
+
this.triggerPriceType = triggerPriceType;
|
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|
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this.price = price;
|
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|
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this.priceType = priceType;
|
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|
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this.settlement = settlement;
|
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|
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this.debuggingAmounts = debuggingAmounts;
|
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+
}
|
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|
+
}
|
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|
+
exports.CreateOrderTpslTriggerModel = CreateOrderTpslTriggerModel;
|
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|
+
/**
|
|
177
|
+
* New order model
|
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178
|
+
*/
|
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179
|
+
class NewOrderModel extends model_1.X10BaseModel {
|
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|
+
id;
|
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|
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market;
|
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|
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type;
|
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|
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side;
|
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|
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qty;
|
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|
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price;
|
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|
+
postOnly;
|
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187
|
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timeInForce;
|
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|
+
expiryEpochMillis;
|
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|
+
fee;
|
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190
|
+
selfTradeProtectionLevel;
|
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191
|
+
nonce;
|
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192
|
+
cancelId;
|
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|
+
settlement;
|
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194
|
+
tpSlType;
|
|
195
|
+
takeProfit;
|
|
196
|
+
stopLoss;
|
|
197
|
+
debuggingAmounts;
|
|
198
|
+
builderFee;
|
|
199
|
+
builderId;
|
|
200
|
+
reduceOnly;
|
|
201
|
+
constructor(id, market, type, side, qty, price, postOnly, timeInForce, expiryEpochMillis, fee, selfTradeProtectionLevel, nonce, settlement, debuggingAmounts, reduceOnly, cancelId, tpSlType, takeProfit, stopLoss, builderFee, builderId) {
|
|
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|
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super();
|
|
203
|
+
this.id = id;
|
|
204
|
+
this.market = market;
|
|
205
|
+
this.type = type;
|
|
206
|
+
this.side = side;
|
|
207
|
+
this.qty = qty;
|
|
208
|
+
this.price = price;
|
|
209
|
+
this.postOnly = postOnly;
|
|
210
|
+
this.timeInForce = timeInForce;
|
|
211
|
+
this.expiryEpochMillis = expiryEpochMillis;
|
|
212
|
+
this.fee = fee;
|
|
213
|
+
this.selfTradeProtectionLevel = selfTradeProtectionLevel;
|
|
214
|
+
this.nonce = nonce;
|
|
215
|
+
this.cancelId = cancelId;
|
|
216
|
+
this.settlement = settlement;
|
|
217
|
+
this.tpSlType = tpSlType;
|
|
218
|
+
this.takeProfit = takeProfit;
|
|
219
|
+
this.stopLoss = stopLoss;
|
|
220
|
+
this.debuggingAmounts = debuggingAmounts;
|
|
221
|
+
this.builderFee = builderFee;
|
|
222
|
+
this.builderId = builderId;
|
|
223
|
+
this.reduceOnly = reduceOnly;
|
|
224
|
+
}
|
|
225
|
+
}
|
|
226
|
+
exports.NewOrderModel = NewOrderModel;
|
|
227
|
+
/**
|
|
228
|
+
* Open order model
|
|
229
|
+
*/
|
|
230
|
+
class OpenOrderModel extends model_1.X10BaseModel {
|
|
231
|
+
id;
|
|
232
|
+
accountId;
|
|
233
|
+
externalId;
|
|
234
|
+
market;
|
|
235
|
+
type;
|
|
236
|
+
side;
|
|
237
|
+
status;
|
|
238
|
+
statusReason;
|
|
239
|
+
price;
|
|
240
|
+
averagePrice;
|
|
241
|
+
qty;
|
|
242
|
+
filledQty;
|
|
243
|
+
reduceOnly;
|
|
244
|
+
postOnly;
|
|
245
|
+
createdTime;
|
|
246
|
+
updatedTime;
|
|
247
|
+
expiryTime;
|
|
248
|
+
}
|
|
249
|
+
exports.OpenOrderModel = OpenOrderModel;
|
|
250
|
+
/**
|
|
251
|
+
* Placed order model
|
|
252
|
+
*/
|
|
253
|
+
class PlacedOrderModel extends model_1.X10BaseModel {
|
|
254
|
+
id;
|
|
255
|
+
market;
|
|
256
|
+
type;
|
|
257
|
+
side;
|
|
258
|
+
status;
|
|
259
|
+
price;
|
|
260
|
+
qty;
|
|
261
|
+
postOnly;
|
|
262
|
+
createdTime;
|
|
263
|
+
updatedTime;
|
|
264
|
+
}
|
|
265
|
+
exports.PlacedOrderModel = PlacedOrderModel;
|
|
266
|
+
//# sourceMappingURL=orders.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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CAWC"}
|
|
@@ -0,0 +1,80 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Position models
|
|
3
|
+
*/
|
|
4
|
+
import Decimal from 'decimal.js';
|
|
5
|
+
import { X10BaseModel } from '../utils/model';
|
|
6
|
+
/**
|
|
7
|
+
* Exit type
|
|
8
|
+
*/
|
|
9
|
+
export declare enum ExitType {
|
|
10
|
+
TRADE = "TRADE",
|
|
11
|
+
LIQUIDATION = "LIQUIDATION",
|
|
12
|
+
ADL = "ADL"
|
|
13
|
+
}
|
|
14
|
+
/**
|
|
15
|
+
* Position side
|
|
16
|
+
*/
|
|
17
|
+
export declare enum PositionSide {
|
|
18
|
+
LONG = "LONG",
|
|
19
|
+
SHORT = "SHORT"
|
|
20
|
+
}
|
|
21
|
+
/**
|
|
22
|
+
* Position status
|
|
23
|
+
*/
|
|
24
|
+
export declare enum PositionStatus {
|
|
25
|
+
OPENED = "OPENED",
|
|
26
|
+
CLOSED = "CLOSED"
|
|
27
|
+
}
|
|
28
|
+
/**
|
|
29
|
+
* Position model
|
|
30
|
+
*/
|
|
31
|
+
export declare class PositionModel extends X10BaseModel {
|
|
32
|
+
id: number;
|
|
33
|
+
accountId: number;
|
|
34
|
+
market: string;
|
|
35
|
+
status: PositionStatus;
|
|
36
|
+
side: PositionSide;
|
|
37
|
+
leverage: Decimal;
|
|
38
|
+
size: Decimal;
|
|
39
|
+
value: Decimal;
|
|
40
|
+
openPrice: Decimal;
|
|
41
|
+
markPrice: Decimal;
|
|
42
|
+
liquidationPrice?: Decimal;
|
|
43
|
+
unrealisedPnl: Decimal;
|
|
44
|
+
realisedPnl: Decimal;
|
|
45
|
+
tpPrice?: Decimal;
|
|
46
|
+
slPrice?: Decimal;
|
|
47
|
+
adl?: number;
|
|
48
|
+
createdAt: number;
|
|
49
|
+
updatedAt: number;
|
|
50
|
+
}
|
|
51
|
+
/**
|
|
52
|
+
* Realised PnL breakdown model
|
|
53
|
+
*/
|
|
54
|
+
export declare class RealisedPnlBreakdownModel extends X10BaseModel {
|
|
55
|
+
tradePnl: Decimal;
|
|
56
|
+
fundingFees: Decimal;
|
|
57
|
+
openFees: Decimal;
|
|
58
|
+
closeFees: Decimal;
|
|
59
|
+
constructor(tradePnl: Decimal, fundingFees: Decimal, openFees: Decimal, closeFees: Decimal);
|
|
60
|
+
}
|
|
61
|
+
/**
|
|
62
|
+
* Position history model
|
|
63
|
+
*/
|
|
64
|
+
export declare class PositionHistoryModel extends X10BaseModel {
|
|
65
|
+
id: number;
|
|
66
|
+
accountId: number;
|
|
67
|
+
market: string;
|
|
68
|
+
side: PositionSide;
|
|
69
|
+
size: Decimal;
|
|
70
|
+
maxPositionSize: Decimal;
|
|
71
|
+
leverage: Decimal;
|
|
72
|
+
openPrice: Decimal;
|
|
73
|
+
exitPrice?: Decimal;
|
|
74
|
+
realisedPnl: Decimal;
|
|
75
|
+
realisedPnlBreakdown: RealisedPnlBreakdownModel;
|
|
76
|
+
createdTime: number;
|
|
77
|
+
exitType?: ExitType;
|
|
78
|
+
closedTime?: number;
|
|
79
|
+
}
|
|
80
|
+
//# sourceMappingURL=positions.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"positions.d.ts","sourceRoot":"","sources":["../../src/perpetual/positions.ts"],"names":[],"mappings":"AAAA;;GAEG;AAEH,OAAO,OAAO,MAAM,YAAY,CAAC;AACjC,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAC;AAE9C;;GAEG;AACH,oBAAY,QAAQ;IAClB,KAAK,UAAU;IACf,WAAW,gBAAgB;IAC3B,GAAG,QAAQ;CACZ;AAED;;GAEG;AACH,oBAAY,YAAY;IACtB,IAAI,SAAS;IACb,KAAK,UAAU;CAChB;AAED;;GAEG;AACH,oBAAY,cAAc;IACxB,MAAM,WAAW;IACjB,MAAM,WAAW;CAClB;AAED;;GAEG;AACH,qBAAa,aAAc,SAAQ,YAAY;IAC7C,EAAE,EAAE,MAAM,CAAC;IACX,SAAS,EAAE,MAAM,CAAC;IAClB,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,cAAc,CAAC;IACvB,IAAI,EAAE,YAAY,CAAC;IACnB,QAAQ,EAAE,OAAO,CAAC;IAClB,IAAI,EAAE,OAAO,CAAC;IACd,KAAK,EAAE,OAAO,CAAC;IACf,SAAS,EAAE,OAAO,CAAC;IACnB,SAAS,EAAE,OAAO,CAAC;IACnB,gBAAgB,CAAC,EAAE,OAAO,CAAC;IAC3B,aAAa,EAAE,OAAO,CAAC;IACvB,WAAW,EAAE,OAAO,CAAC;IACrB,OAAO,CAAC,EAAE,OAAO,CAAC;IAClB,OAAO,CAAC,EAAE,OAAO,CAAC;IAClB,GAAG,CAAC,EAAE,MAAM,CAAC;IACb,SAAS,EAAE,MAAM,CAAC;IAClB,SAAS,EAAE,MAAM,CAAC;CACnB;AAED;;GAEG;AACH,qBAAa,yBAA0B,SAAQ,YAAY;IACzD,QAAQ,EAAE,OAAO,CAAC;IAClB,WAAW,EAAE,OAAO,CAAC;IACrB,QAAQ,EAAE,OAAO,CAAC;IAClB,SAAS,EAAE,OAAO,CAAC;gBAGjB,QAAQ,EAAE,OAAO,EACjB,WAAW,EAAE,OAAO,EACpB,QAAQ,EAAE,OAAO,EACjB,SAAS,EAAE,OAAO;CAQrB;AAED;;GAEG;AACH,qBAAa,oBAAqB,SAAQ,YAAY;IACpD,EAAE,EAAE,MAAM,CAAC;IACX,SAAS,EAAE,MAAM,CAAC;IAClB,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE,YAAY,CAAC;IACnB,IAAI,EAAE,OAAO,CAAC;IACd,eAAe,EAAE,OAAO,CAAC;IACzB,QAAQ,EAAE,OAAO,CAAC;IAClB,SAAS,EAAE,OAAO,CAAC;IACnB,SAAS,CAAC,EAAE,OAAO,CAAC;IACpB,WAAW,EAAE,OAAO,CAAC;IACrB,oBAAoB,EAAE,yBAAyB,CAAC;IAChD,WAAW,EAAE,MAAM,CAAC;IACpB,QAAQ,CAAC,EAAE,QAAQ,CAAC;IACpB,UAAU,CAAC,EAAE,MAAM,CAAC;CACrB"}
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@@ -0,0 +1,94 @@
|
|
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1
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+
"use strict";
|
|
2
|
+
/**
|
|
3
|
+
* Position models
|
|
4
|
+
*/
|
|
5
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
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6
|
+
exports.PositionHistoryModel = exports.RealisedPnlBreakdownModel = exports.PositionModel = exports.PositionStatus = exports.PositionSide = exports.ExitType = void 0;
|
|
7
|
+
const model_1 = require("../utils/model");
|
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8
|
+
/**
|
|
9
|
+
* Exit type
|
|
10
|
+
*/
|
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11
|
+
var ExitType;
|
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12
|
+
(function (ExitType) {
|
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13
|
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ExitType["TRADE"] = "TRADE";
|
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|
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ExitType["LIQUIDATION"] = "LIQUIDATION";
|
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ExitType["ADL"] = "ADL";
|
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})(ExitType || (exports.ExitType = ExitType = {}));
|
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/**
|
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* Position side
|
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*/
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var PositionSide;
|
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(function (PositionSide) {
|
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PositionSide["LONG"] = "LONG";
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PositionSide["SHORT"] = "SHORT";
|
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})(PositionSide || (exports.PositionSide = PositionSide = {}));
|
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+
/**
|
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|
+
* Position status
|
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+
*/
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+
var PositionStatus;
|
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+
(function (PositionStatus) {
|
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PositionStatus["OPENED"] = "OPENED";
|
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PositionStatus["CLOSED"] = "CLOSED";
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})(PositionStatus || (exports.PositionStatus = PositionStatus = {}));
|
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|
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/**
|
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|
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* Position model
|
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*/
|
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36
|
+
class PositionModel extends model_1.X10BaseModel {
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id;
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accountId;
|
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+
market;
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status;
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side;
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leverage;
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size;
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value;
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45
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+
openPrice;
|
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46
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+
markPrice;
|
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|
+
liquidationPrice;
|
|
48
|
+
unrealisedPnl;
|
|
49
|
+
realisedPnl;
|
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50
|
+
tpPrice;
|
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51
|
+
slPrice;
|
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|
+
adl;
|
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53
|
+
createdAt;
|
|
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|
+
updatedAt;
|
|
55
|
+
}
|
|
56
|
+
exports.PositionModel = PositionModel;
|
|
57
|
+
/**
|
|
58
|
+
* Realised PnL breakdown model
|
|
59
|
+
*/
|
|
60
|
+
class RealisedPnlBreakdownModel extends model_1.X10BaseModel {
|
|
61
|
+
tradePnl;
|
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62
|
+
fundingFees;
|
|
63
|
+
openFees;
|
|
64
|
+
closeFees;
|
|
65
|
+
constructor(tradePnl, fundingFees, openFees, closeFees) {
|
|
66
|
+
super();
|
|
67
|
+
this.tradePnl = tradePnl;
|
|
68
|
+
this.fundingFees = fundingFees;
|
|
69
|
+
this.openFees = openFees;
|
|
70
|
+
this.closeFees = closeFees;
|
|
71
|
+
}
|
|
72
|
+
}
|
|
73
|
+
exports.RealisedPnlBreakdownModel = RealisedPnlBreakdownModel;
|
|
74
|
+
/**
|
|
75
|
+
* Position history model
|
|
76
|
+
*/
|
|
77
|
+
class PositionHistoryModel extends model_1.X10BaseModel {
|
|
78
|
+
id;
|
|
79
|
+
accountId;
|
|
80
|
+
market;
|
|
81
|
+
side;
|
|
82
|
+
size;
|
|
83
|
+
maxPositionSize;
|
|
84
|
+
leverage;
|
|
85
|
+
openPrice;
|
|
86
|
+
exitPrice;
|
|
87
|
+
realisedPnl;
|
|
88
|
+
realisedPnlBreakdown;
|
|
89
|
+
createdTime;
|
|
90
|
+
exitType;
|
|
91
|
+
closedTime;
|
|
92
|
+
}
|
|
93
|
+
exports.PositionHistoryModel = PositionHistoryModel;
|
|
94
|
+
//# sourceMappingURL=positions.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"positions.js","sourceRoot":"","sources":["../../src/perpetual/positions.ts"],"names":[],"mappings":";AAAA;;GAEG;;;AAGH,0CAA8C;AAE9C;;GAEG;AACH,IAAY,QAIX;AAJD,WAAY,QAAQ;IAClB,2BAAe,CAAA;IACf,uCAA2B,CAAA;IAC3B,uBAAW,CAAA;AACb,CAAC,EAJW,QAAQ,wBAAR,QAAQ,QAInB;AAED;;GAEG;AACH,IAAY,YAGX;AAHD,WAAY,YAAY;IACtB,6BAAa,CAAA;IACb,+BAAe,CAAA;AACjB,CAAC,EAHW,YAAY,4BAAZ,YAAY,QAGvB;AAED;;GAEG;AACH,IAAY,cAGX;AAHD,WAAY,cAAc;IACxB,mCAAiB,CAAA;IACjB,mCAAiB,CAAA;AACnB,CAAC,EAHW,cAAc,8BAAd,cAAc,QAGzB;AAED;;GAEG;AACH,MAAa,aAAc,SAAQ,oBAAY;IAC7C,EAAE,CAAS;IACX,SAAS,CAAS;IAClB,MAAM,CAAS;IACf,MAAM,CAAiB;IACvB,IAAI,CAAe;IACnB,QAAQ,CAAU;IAClB,IAAI,CAAU;IACd,KAAK,CAAU;IACf,SAAS,CAAU;IACnB,SAAS,CAAU;IACnB,gBAAgB,CAAW;IAC3B,aAAa,CAAU;IACvB,WAAW,CAAU;IACrB,OAAO,CAAW;IAClB,OAAO,CAAW;IAClB,GAAG,CAAU;IACb,SAAS,CAAS;IAClB,SAAS,CAAS;CACnB;AAnBD,sCAmBC;AAED;;GAEG;AACH,MAAa,yBAA0B,SAAQ,oBAAY;IACzD,QAAQ,CAAU;IAClB,WAAW,CAAU;IACrB,QAAQ,CAAU;IAClB,SAAS,CAAU;IAEnB,YACE,QAAiB,EACjB,WAAoB,EACpB,QAAiB,EACjB,SAAkB;QAElB,KAAK,EAAE,CAAC;QACR,IAAI,CAAC,QAAQ,GAAG,QAAQ,CAAC;QACzB,IAAI,CAAC,WAAW,GAAG,WAAW,CAAC;QAC/B,IAAI,CAAC,QAAQ,GAAG,QAAQ,CAAC;QACzB,IAAI,CAAC,SAAS,GAAG,SAAS,CAAC;IAC7B,CAAC;CACF;AAlBD,8DAkBC;AAED;;GAEG;AACH,MAAa,oBAAqB,SAAQ,oBAAY;IACpD,EAAE,CAAS;IACX,SAAS,CAAS;IAClB,MAAM,CAAS;IACf,IAAI,CAAe;IACnB,IAAI,CAAU;IACd,eAAe,CAAU;IACzB,QAAQ,CAAU;IAClB,SAAS,CAAU;IACnB,SAAS,CAAW;IACpB,WAAW,CAAU;IACrB,oBAAoB,CAA4B;IAChD,WAAW,CAAS;IACpB,QAAQ,CAAY;IACpB,UAAU,CAAU;CACrB;AAfD,oDAeC"}
|
|
@@ -0,0 +1,47 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Perpetual stream connection for WebSocket streaming
|
|
3
|
+
*/
|
|
4
|
+
import { WrappedStreamResponse } from '../../utils/http';
|
|
5
|
+
/**
|
|
6
|
+
* Perpetual stream connection
|
|
7
|
+
*/
|
|
8
|
+
export declare class PerpetualStreamConnection<T> {
|
|
9
|
+
private streamUrl;
|
|
10
|
+
private apiKey?;
|
|
11
|
+
private msgsCount;
|
|
12
|
+
private websocket?;
|
|
13
|
+
constructor(streamUrl: string, apiKey?: string);
|
|
14
|
+
/**
|
|
15
|
+
* Send data through WebSocket
|
|
16
|
+
*/
|
|
17
|
+
send(data: string | Buffer): Promise<void>;
|
|
18
|
+
/**
|
|
19
|
+
* Receive message from WebSocket
|
|
20
|
+
*/
|
|
21
|
+
recv(): Promise<WrappedStreamResponse<T>>;
|
|
22
|
+
/**
|
|
23
|
+
* Close WebSocket connection
|
|
24
|
+
*/
|
|
25
|
+
close(): Promise<void>;
|
|
26
|
+
/**
|
|
27
|
+
* Get messages count
|
|
28
|
+
*/
|
|
29
|
+
getMsgsCount(): number;
|
|
30
|
+
/**
|
|
31
|
+
* Check if connection is closed
|
|
32
|
+
*/
|
|
33
|
+
isClosed(): boolean;
|
|
34
|
+
/**
|
|
35
|
+
* Connect to WebSocket
|
|
36
|
+
*/
|
|
37
|
+
connect(): Promise<this>;
|
|
38
|
+
/**
|
|
39
|
+
* Receive message
|
|
40
|
+
*/
|
|
41
|
+
private receive;
|
|
42
|
+
/**
|
|
43
|
+
* Async iterator for messages
|
|
44
|
+
*/
|
|
45
|
+
[Symbol.asyncIterator](): AsyncIterator<WrappedStreamResponse<T>>;
|
|
46
|
+
}
|
|
47
|
+
//# sourceMappingURL=perpetual-stream-connection.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"perpetual-stream-connection.d.ts","sourceRoot":"","sources":["../../../src/perpetual/stream-client/perpetual-stream-connection.ts"],"names":[],"mappings":"AAAA;;GAEG;AAKH,OAAO,EAAE,qBAAqB,EAAE,MAAM,kBAAkB,CAAC;AAEzD;;GAEG;AACH,qBAAa,yBAAyB,CAAC,CAAC;IACtC,OAAO,CAAC,SAAS,CAAS;IAC1B,OAAO,CAAC,MAAM,CAAC,CAAS;IACxB,OAAO,CAAC,SAAS,CAAa;IAC9B,OAAO,CAAC,SAAS,CAAC,CAAY;gBAElB,SAAS,EAAE,MAAM,EAAE,MAAM,CAAC,EAAE,MAAM;IAK9C;;OAEG;IACG,IAAI,CAAC,IAAI,EAAE,MAAM,GAAG,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC;IAOhD;;OAEG;IACG,IAAI,IAAI,OAAO,CAAC,qBAAqB,CAAC,CAAC,CAAC,CAAC;IAO/C;;OAEG;IACG,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC;IAM5B;;OAEG;IACH,YAAY,IAAI,MAAM;IAItB;;OAEG;IACH,QAAQ,IAAI,OAAO;IAOnB;;OAEG;IACG,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAwB9B;;OAEG;YACW,OAAO;IAqBrB;;OAEG;IACI,CAAC,MAAM,CAAC,aAAa,CAAC,IAAI,aAAa,CAAC,qBAAqB,CAAC,CAAC,CAAC,CAAC;CASzE"}
|
|
@@ -0,0 +1,125 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
/**
|
|
3
|
+
* Perpetual stream connection for WebSocket streaming
|
|
4
|
+
*/
|
|
5
|
+
var __importDefault = (this && this.__importDefault) || function (mod) {
|
|
6
|
+
return (mod && mod.__esModule) ? mod : { "default": mod };
|
|
7
|
+
};
|
|
8
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
9
|
+
exports.PerpetualStreamConnection = void 0;
|
|
10
|
+
const ws_1 = __importDefault(require("ws"));
|
|
11
|
+
const config_1 = require("../../config");
|
|
12
|
+
const http_1 = require("../../utils/http");
|
|
13
|
+
/**
|
|
14
|
+
* Perpetual stream connection
|
|
15
|
+
*/
|
|
16
|
+
class PerpetualStreamConnection {
|
|
17
|
+
streamUrl;
|
|
18
|
+
apiKey;
|
|
19
|
+
msgsCount = 0;
|
|
20
|
+
websocket;
|
|
21
|
+
constructor(streamUrl, apiKey) {
|
|
22
|
+
this.streamUrl = streamUrl;
|
|
23
|
+
this.apiKey = apiKey;
|
|
24
|
+
}
|
|
25
|
+
/**
|
|
26
|
+
* Send data through WebSocket
|
|
27
|
+
*/
|
|
28
|
+
async send(data) {
|
|
29
|
+
if (!this.websocket || this.websocket.readyState !== ws_1.default.OPEN) {
|
|
30
|
+
throw new Error('WebSocket is not connected');
|
|
31
|
+
}
|
|
32
|
+
this.websocket.send(data);
|
|
33
|
+
}
|
|
34
|
+
/**
|
|
35
|
+
* Receive message from WebSocket
|
|
36
|
+
*/
|
|
37
|
+
async recv() {
|
|
38
|
+
if (!this.websocket) {
|
|
39
|
+
throw new Error('WebSocket is not connected');
|
|
40
|
+
}
|
|
41
|
+
return await this.receive();
|
|
42
|
+
}
|
|
43
|
+
/**
|
|
44
|
+
* Close WebSocket connection
|
|
45
|
+
*/
|
|
46
|
+
async close() {
|
|
47
|
+
if (this.websocket && this.websocket.readyState === ws_1.default.OPEN) {
|
|
48
|
+
this.websocket.close();
|
|
49
|
+
}
|
|
50
|
+
}
|
|
51
|
+
/**
|
|
52
|
+
* Get messages count
|
|
53
|
+
*/
|
|
54
|
+
getMsgsCount() {
|
|
55
|
+
return this.msgsCount;
|
|
56
|
+
}
|
|
57
|
+
/**
|
|
58
|
+
* Check if connection is closed
|
|
59
|
+
*/
|
|
60
|
+
isClosed() {
|
|
61
|
+
if (!this.websocket) {
|
|
62
|
+
return true;
|
|
63
|
+
}
|
|
64
|
+
return this.websocket.readyState === ws_1.default.CLOSED;
|
|
65
|
+
}
|
|
66
|
+
/**
|
|
67
|
+
* Connect to WebSocket
|
|
68
|
+
*/
|
|
69
|
+
async connect() {
|
|
70
|
+
const extraHeaders = {
|
|
71
|
+
[http_1.RequestHeader.USER_AGENT]: config_1.USER_AGENT,
|
|
72
|
+
};
|
|
73
|
+
if (this.apiKey) {
|
|
74
|
+
extraHeaders[http_1.RequestHeader.API_KEY] = this.apiKey;
|
|
75
|
+
}
|
|
76
|
+
return new Promise((resolve, reject) => {
|
|
77
|
+
this.websocket = new ws_1.default(this.streamUrl, {
|
|
78
|
+
headers: extraHeaders,
|
|
79
|
+
});
|
|
80
|
+
this.websocket.on('open', () => {
|
|
81
|
+
resolve(this);
|
|
82
|
+
});
|
|
83
|
+
this.websocket.on('error', (error) => {
|
|
84
|
+
reject(error);
|
|
85
|
+
});
|
|
86
|
+
});
|
|
87
|
+
}
|
|
88
|
+
/**
|
|
89
|
+
* Receive message
|
|
90
|
+
*/
|
|
91
|
+
async receive() {
|
|
92
|
+
if (!this.websocket) {
|
|
93
|
+
throw new Error('WebSocket is not connected');
|
|
94
|
+
}
|
|
95
|
+
return new Promise((resolve, reject) => {
|
|
96
|
+
const messageHandler = (data) => {
|
|
97
|
+
this.msgsCount++;
|
|
98
|
+
try {
|
|
99
|
+
const parsed = JSON.parse(data.toString());
|
|
100
|
+
resolve(parsed);
|
|
101
|
+
}
|
|
102
|
+
catch (error) {
|
|
103
|
+
reject(error);
|
|
104
|
+
}
|
|
105
|
+
};
|
|
106
|
+
this.websocket.once('message', messageHandler);
|
|
107
|
+
this.websocket.on('error', reject);
|
|
108
|
+
});
|
|
109
|
+
}
|
|
110
|
+
/**
|
|
111
|
+
* Async iterator for messages
|
|
112
|
+
*/
|
|
113
|
+
async *[Symbol.asyncIterator]() {
|
|
114
|
+
while (!this.isClosed()) {
|
|
115
|
+
try {
|
|
116
|
+
yield await this.receive();
|
|
117
|
+
}
|
|
118
|
+
catch (error) {
|
|
119
|
+
break;
|
|
120
|
+
}
|
|
121
|
+
}
|
|
122
|
+
}
|
|
123
|
+
}
|
|
124
|
+
exports.PerpetualStreamConnection = PerpetualStreamConnection;
|
|
125
|
+
//# sourceMappingURL=perpetual-stream-connection.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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|