extended-typescript-sdk 0.0.7 → 0.8.1

package/dist/esm/perpetual/orderbook.js

@@ -0,0 +1,257 @@
+import Decimal from 'decimal.js';
+import { PerpetualStreamClient } from './stream-client/stream-client.js';
+import { StreamDataType } from '../utils/http.js';
+export class OrderBookEntry {
+    price;
+    amount;
+    constructor(price, amount) {
+        this.price = price;
+        this.amount = amount;
+    }
+}
+export class ImpactDetails {
+    price;
+    amount;
+    constructor(price, amount) {
+        this.price = price;
+        this.amount = amount;
+    }
+}
+function toDecimal(value) {
+    return value instanceof Decimal ? value : new Decimal(value);
+}
+function sleep(ms) {
+    return new Promise((resolve) => setTimeout(resolve, ms));
+}
+export class OrderBook {
+    streamClient;
+    marketName;
+    depth;
+    task;
+    stopped = false;
+    bidPrices = new Map();
+    askPrices = new Map();
+    bestAskChangeCallback;
+    bestBidChangeCallback;
+    static async create(endpointConfig, marketName, options = {}) {
+        const orderBook = new OrderBook(endpointConfig, marketName, options);
+        if (options.start) {
+            await orderBook.startOrderbook();
+        }
+        return orderBook;
+    }
+    constructor(endpointConfig, marketName, options = {}) {
+        this.streamClient = new PerpetualStreamClient({ apiUrl: endpointConfig.streamUrl });
+        this.marketName = marketName;
+        this.depth = options.depth;
+        this.bestAskChangeCallback = options.bestAskChangeCallback;
+        this.bestBidChangeCallback = options.bestBidChangeCallback;
+    }
+    async startOrderbook() {
+        if (this.task) {
+            return;
+        }
+        this.stopped = false;
+        this.task = this.loop();
+    }
+    stopOrderbook() {
+        this.stopped = true;
+        this.task = undefined;
+    }
+    async loop() {
+        while (!this.stopped) {
+            const stream = this.streamClient.subscribeToOrderbooks({
+                marketName: this.marketName,
+                depth: this.depth,
+            });
+            try {
+                await stream.connect();
+                for await (const event of stream) {
+                    if (this.stopped) {
+                        break;
+                    }
+                    if (!event?.data) {
+                        continue;
+                    }
+                    if (event.type === StreamDataType.SNAPSHOT) {
+                        await this.initOrderbook(event.data);
+                    }
+                    if (event.type === StreamDataType.DELTA) {
+                        await this.updateOrderbook(event.data);
+                    }
+                }
+            }
+            catch {
+                continue;
+            }
+            finally {
+                await stream.close();
+            }
+            if (!this.stopped) {
+                await sleep(1000);
+            }
+        }
+    }
+    async updateOrderbook(data) {
+        const bestBidBeforeUpdate = this.bestBid();
+        const bestAskBeforeUpdate = this.bestAsk();
+        for (const bid of data.bid || []) {
+            const price = toDecimal(bid.price);
+            const qty = toDecimal(bid.qty);
+            this.applyDelta(this.bidPrices, price, qty);
+        }
+        for (const ask of data.ask || []) {
+            const price = toDecimal(ask.price);
+            const qty = toDecimal(ask.qty);
+            this.applyDelta(this.askPrices, price, qty);
+        }
+        const bestBidAfterUpdate = this.bestBid();
+        const bestAskAfterUpdate = this.bestAsk();
+        if (this.bestBidChanged(bestBidBeforeUpdate, bestBidAfterUpdate) && this.bestBidChangeCallback) {
+            await this.bestBidChangeCallback(bestBidAfterUpdate);
+        }
+        if (this.bestAskChanged(bestAskBeforeUpdate, bestAskAfterUpdate) && this.bestAskChangeCallback) {
+            await this.bestAskChangeCallback(bestAskAfterUpdate);
+        }
+    }
+    async initOrderbook(data) {
+        const bestBidBeforeUpdate = this.bestBid();
+        const bestAskBeforeUpdate = this.bestAsk();
+        this.bidPrices.clear();
+        this.askPrices.clear();
+        for (const bid of data.bid || []) {
+            const price = toDecimal(bid.price);
+            const qty = toDecimal(bid.qty);
+            this.bidPrices.set(price.toString(), new OrderBookEntry(price, qty));
+        }
+        for (const ask of data.ask || []) {
+            const price = toDecimal(ask.price);
+            const qty = toDecimal(ask.qty);
+            this.askPrices.set(price.toString(), new OrderBookEntry(price, qty));
+        }
+        const bestBidAfterUpdate = this.bestBid();
+        const bestAskAfterUpdate = this.bestAsk();
+        if (this.bestBidChanged(bestBidBeforeUpdate, bestBidAfterUpdate) && this.bestBidChangeCallback) {
+            await this.bestBidChangeCallback(bestBidAfterUpdate);
+        }
+        if (this.bestAskChanged(bestAskBeforeUpdate, bestAskAfterUpdate) && this.bestAskChangeCallback) {
+            await this.bestAskChangeCallback(bestAskAfterUpdate);
+        }
+    }
+    applyDelta(target, price, qtyDelta) {
+        const key = price.toString();
+        const existing = target.get(key);
+        if (existing) {
+            const updatedAmount = existing.amount.plus(qtyDelta);
+            if (updatedAmount.eq(0)) {
+                target.delete(key);
+            }
+            else {
+                existing.amount = updatedAmount;
+            }
+            return;
+        }
+        target.set(key, new OrderBookEntry(price, qtyDelta));
+    }
+    bestBidChanged(before, after) {
+        if (!before && !after) {
+            return false;
+        }
+        if (!before || !after) {
+            return true;
+        }
+        return !before.price.eq(after.price) || !before.amount.eq(after.amount);
+    }
+    bestAskChanged(before, after) {
+        if (!before && !after) {
+            return false;
+        }
+        if (!before || !after) {
+            return true;
+        }
+        return !before.price.eq(after.price) || !before.amount.eq(after.amount);
+    }
+    bestBid() {
+        if (this.bidPrices.size === 0) {
+            return null;
+        }
+        let best = null;
+        for (const entry of this.bidPrices.values()) {
+            if (!best || entry.price.gt(best.price)) {
+                best = entry;
+            }
+        }
+        return best;
+    }
+    bestAsk() {
+        if (this.askPrices.size === 0) {
+            return null;
+        }
+        let best = null;
+        for (const entry of this.askPrices.values()) {
+            if (!best || entry.price.lt(best.price)) {
+                best = entry;
+            }
+        }
+        return best;
+    }
+    calculatePriceImpactNotional(notional, side) {
+        if (notional.lte(0)) {
+            return null;
+        }
+        const levels = side === 'BUY'
+            ? Array.from(this.askPrices.values()).sort((a, b) => a.price.cmp(b.price))
+            : Array.from(this.bidPrices.values()).sort((a, b) => b.price.cmp(a.price));
+        let remainingToSpend = notional;
+        let totalAmount = new Decimal(0);
+        let weightedSum = new Decimal(0);
+        for (const level of levels) {
+            if (remainingToSpend.lte(0)) {
+                break;
+            }
+            if (level.amount.lte(0)) {
+                continue;
+            }
+            const amountToPurchase = Decimal.min(remainingToSpend.div(level.price), level.amount);
+            const spent = amountToPurchase.mul(level.price);
+            weightedSum = weightedSum.plus(amountToPurchase.mul(level.price));
+            totalAmount = totalAmount.plus(amountToPurchase);
+            remainingToSpend = remainingToSpend.minus(spent);
+        }
+        if (remainingToSpend.gt(0) || totalAmount.eq(0)) {
+            return null;
+        }
+        return new ImpactDetails(weightedSum.div(totalAmount), totalAmount);
+    }
+    calculatePriceImpactQty(qty, side) {
+        if (qty.lte(0)) {
+            return null;
+        }
+        const levels = side === 'BUY'
+            ? Array.from(this.askPrices.values()).sort((a, b) => a.price.cmp(b.price))
+            : Array.from(this.bidPrices.values()).sort((a, b) => b.price.cmp(a.price));
+        let remainingQty = qty;
+        let totalAmount = new Decimal(0);
+        let totalSpent = new Decimal(0);
+        for (const level of levels) {
+            if (remainingQty.lte(0)) {
+                break;
+            }
+            if (level.amount.lte(0)) {
+                continue;
+            }
+            const take = Decimal.min(remainingQty, level.amount);
+            totalSpent = totalSpent.plus(take.mul(level.price));
+            totalAmount = totalAmount.plus(take);
+            remainingQty = remainingQty.minus(take);
+        }
+        if (remainingQty.gt(0) || totalAmount.eq(0)) {
+            return null;
+        }
+        return new ImpactDetails(totalSpent.div(totalAmount), totalAmount);
+    }
+    async close() {
+        this.stopOrderbook();
+    }
+}
+//# sourceMappingURL=orderbook.js.map

package/dist/esm/perpetual/orderbook.js.map

@@ -0,0 +1 @@
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package/dist/esm/perpetual/orders.d.ts

@@ -106,9 +106,11 @@ export declare enum OrderPriceType {
  * Self trade protection level
  */
 export declare enum SelfTradeProtectionLevel {
+    DISABLED = "DISABLED",
+    CLIENT = "CLIENT",
+    ACCOUNT = "ACCOUNT",
     NONE = "NONE",
-    MARKET = "MARKET",
-    ACCOUNT = "ACCOUNT"
+    MARKET = "MARKET"
 }
 /**
  * Settlement model

package/dist/esm/perpetual/orders.d.ts.map

@@ -1 +1 @@
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package/dist/esm/perpetual/orders.js

@@ -115,9 +115,11 @@ export var OrderPriceType;
  */
 export var SelfTradeProtectionLevel;
 (function (SelfTradeProtectionLevel) {
+    SelfTradeProtectionLevel["DISABLED"] = "DISABLED";
+    SelfTradeProtectionLevel["CLIENT"] = "CLIENT";
+    SelfTradeProtectionLevel["ACCOUNT"] = "ACCOUNT";
     SelfTradeProtectionLevel["NONE"] = "NONE";
     SelfTradeProtectionLevel["MARKET"] = "MARKET";
-    SelfTradeProtectionLevel["ACCOUNT"] = "ACCOUNT";
 })(SelfTradeProtectionLevel || (SelfTradeProtectionLevel = {}));
 /**
  * Settlement model

package/dist/esm/perpetual/orders.js.map

@@ -1 +1 @@
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package/dist/esm/perpetual/simple-client/blocking-trading-client.d.ts

@@ -0,0 +1,59 @@
+import Decimal from 'decimal.js';
+import { StarkPerpetualAccount } from '../accounts.js';
+import { EndpointConfig } from '../configuration.js';
+import { MarketModel } from '../markets.js';
+import { OrderSide, TimeInForce } from '../orders.js';
+export declare class TimedOpenOrderModel {
+    startNanos: number;
+    endNanos: number;
+    operationMs: number;
+    openOrder: any;
+    constructor(startNanos: number, endNanos: number, openOrder: any);
+}
+export declare class TimedCancel {
+    startNanos: number;
+    endNanos: number;
+    operationMs: number;
+    constructor(startNanos: number, endNanos: number);
+}
+export declare class BlockingTradingClient {
+    private endpointConfig;
+    private account;
+    private marketModule;
+    private ordersModule;
+    private markets;
+    private streamClient;
+    private orderResolvers;
+    private cancelResolvers;
+    private streamTask?;
+    private stopped;
+    static create(endpointConfig: EndpointConfig, account: StarkPerpetualAccount): Promise<BlockingTradingClient>;
+    constructor(endpointConfig: EndpointConfig, account: StarkPerpetualAccount);
+    private startStream;
+    private streamLoop;
+    private handleOrder;
+    getMarkets(): Promise<Record<string, MarketModel>>;
+    massCancel(options?: {
+        orderIds?: number[];
+        externalOrderIds?: string[];
+        markets?: string[];
+        cancelAll?: boolean;
+    }): Promise<void>;
+    createAndPlaceOrder(options: {
+        marketName: string;
+        amountOfSynthetic: Decimal;
+        price: Decimal;
+        side: OrderSide;
+        postOnly?: boolean;
+        previousOrderExternalId?: string;
+        externalId?: string;
+        builderFee?: Decimal;
+        builderId?: number;
+        timeInForce?: TimeInForce;
+    }): Promise<TimedOpenOrderModel>;
+    cancelOrder(options: {
+        orderExternalId: string;
+    }): Promise<TimedCancel>;
+    close(): Promise<void>;
+}
+//# sourceMappingURL=blocking-trading-client.d.ts.map

package/dist/esm/perpetual/simple-client/blocking-trading-client.d.ts.map

@@ -0,0 +1 @@
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package/dist/esm/perpetual/simple-client/blocking-trading-client.js

@@ -0,0 +1,192 @@
+import { createOrderObject } from '../order-object.js';
+import { OrderStatus } from '../orders.js';
+import { PerpetualStreamClient } from '../stream-client/stream-client.js';
+import { MarketsInformationModule } from '../trading-client/markets-information-module.js';
+import { OrderManagementModule } from '../trading-client/order-management-module.js';
+function sleep(ms) {
+    return new Promise((resolve) => setTimeout(resolve, ms));
+}
+function withTimeout(promise, timeoutMs, message) {
+    return new Promise((resolve, reject) => {
+        const timer = setTimeout(() => reject(new Error(message)), timeoutMs);
+        promise
+            .then((value) => {
+            clearTimeout(timer);
+            resolve(value);
+        })
+            .catch((error) => {
+            clearTimeout(timer);
+            reject(error);
+        });
+    });
+}
+function externalIdOf(order) {
+    return order?.externalId ?? order?.external_id;
+}
+function statusOf(order) {
+    return order?.status;
+}
+export class TimedOpenOrderModel {
+    startNanos;
+    endNanos;
+    operationMs;
+    openOrder;
+    constructor(startNanos, endNanos, openOrder) {
+        this.startNanos = startNanos;
+        this.endNanos = endNanos;
+        this.operationMs = (endNanos - startNanos) / 1_000_000;
+        this.openOrder = openOrder;
+    }
+}
+export class TimedCancel {
+    startNanos;
+    endNanos;
+    operationMs;
+    constructor(startNanos, endNanos) {
+        this.startNanos = startNanos;
+        this.endNanos = endNanos;
+        this.operationMs = (endNanos - startNanos) / 1_000_000;
+    }
+}
+export class BlockingTradingClient {
+    endpointConfig;
+    account;
+    marketModule;
+    ordersModule;
+    markets = null;
+    streamClient;
+    orderResolvers = new Map();
+    cancelResolvers = new Map();
+    streamTask;
+    stopped = false;
+    static async create(endpointConfig, account) {
+        const client = new BlockingTradingClient(endpointConfig, account);
+        client.startStream();
+        return client;
+    }
+    constructor(endpointConfig, account) {
+        this.endpointConfig = endpointConfig;
+        this.account = account;
+        this.marketModule = new MarketsInformationModule(endpointConfig, { apiKey: account.getApiKey() });
+        this.ordersModule = new OrderManagementModule(endpointConfig, { apiKey: account.getApiKey() });
+        this.streamClient = new PerpetualStreamClient({ apiUrl: endpointConfig.streamUrl });
+    }
+    startStream() {
+        if (this.streamTask) {
+            return;
+        }
+        this.stopped = false;
+        this.streamTask = this.streamLoop();
+    }
+    async streamLoop() {
+        while (!this.stopped) {
+            const stream = this.streamClient.subscribeToAccountUpdates(this.account.getApiKey());
+            try {
+                await stream.connect();
+                for await (const event of stream) {
+                    if (this.stopped) {
+                        break;
+                    }
+                    const orders = event?.data?.orders;
+                    if (!Array.isArray(orders)) {
+                        continue;
+                    }
+                    for (const order of orders) {
+                        await this.handleOrder(order);
+                    }
+                }
+            }
+            catch {
+                continue;
+            }
+            finally {
+                await stream.close();
+            }
+            if (!this.stopped) {
+                await sleep(1000);
+            }
+        }
+    }
+    async handleOrder(order) {
+        const externalId = externalIdOf(order);
+        if (!externalId) {
+            return;
+        }
+        const status = statusOf(order);
+        if (status === OrderStatus.CANCELLED) {
+            const cancelResolver = this.cancelResolvers.get(externalId);
+            if (cancelResolver) {
+                cancelResolver.resolve();
+                this.cancelResolvers.delete(externalId);
+            }
+            return;
+        }
+        const orderResolver = this.orderResolvers.get(externalId);
+        if (orderResolver) {
+            orderResolver.resolve(order);
+            this.orderResolvers.delete(externalId);
+        }
+    }
+    async getMarkets() {
+        if (!this.markets) {
+            this.markets = await this.marketModule.getMarketsDict();
+        }
+        return this.markets;
+    }
+    async massCancel(options = {}) {
+        await this.ordersModule.massCancel(options);
+    }
+    async createAndPlaceOrder(options) {
+        const market = (await this.getMarkets())[options.marketName];
+        if (!market) {
+            throw new Error(`Market '${options.marketName}' not found.`);
+        }
+        const order = await createOrderObject(this.account, market, options.amountOfSynthetic, options.price, options.side, this.endpointConfig.starknetDomain, {
+            postOnly: options.postOnly,
+            previousOrderExternalId: options.previousOrderExternalId,
+            orderExternalId: options.externalId,
+            builderFee: options.builderFee,
+            builderId: options.builderId,
+            timeInForce: options.timeInForce,
+        });
+        const externalId = order.id;
+        if (this.orderResolvers.has(externalId)) {
+            throw new Error(`Order with external id '${externalId}' is already pending.`);
+        }
+        const startedAt = Date.now() * 1_000_000;
+        const orderEventPromise = new Promise((resolve, reject) => {
+            this.orderResolvers.set(externalId, { resolve, reject });
+        });
+        try {
+            await this.ordersModule.placeOrder(order);
+            const openOrder = await withTimeout(orderEventPromise, 5000, `No placement event received for external id '${externalId}'.`);
+            const finishedAt = Date.now() * 1_000_000;
+            return new TimedOpenOrderModel(startedAt, finishedAt, openOrder);
+        }
+        finally {
+            this.orderResolvers.delete(externalId);
+        }
+    }
+    async cancelOrder(options) {
+        const startedAt = Date.now() * 1_000_000;
+        const externalId = options.orderExternalId;
+        const cancelEventPromise = new Promise((resolve, reject) => {
+            this.cancelResolvers.set(externalId, { resolve, reject });
+        });
+        try {
+            await this.ordersModule.cancelOrderByExternalId(externalId);
+            await withTimeout(cancelEventPromise, 5000, `No cancellation event received for external id '${externalId}'.`);
+            const finishedAt = Date.now() * 1_000_000;
+            return new TimedCancel(startedAt, finishedAt);
+        }
+        finally {
+            this.cancelResolvers.delete(externalId);
+        }
+    }
+    async close() {
+        this.stopped = true;
+        await this.marketModule.closeSession();
+        await this.ordersModule.closeSession();
+    }
+}
+//# sourceMappingURL=blocking-trading-client.js.map

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