strategy-tools 1.0.0

package/README.md

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+# strategy-tools
+Librería para el desarrollo de estrategias de Cetus

package/__mocks__/jose.js

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+module.exports = {
+  JWTPayload: class {},
+  SignJWT: class {
+    setProtectedHeader() { return this; }
+    setIssuedAt() { return this; }
+    setExpirationTime() { return this; }
+    sign() { return Promise.resolve("mocked.jwt.token"); }
+  },
+  jwtVerify: jest.fn().mockResolvedValue({
+    payload: {
+      userId: "mock-user-id",
+      rolesByPlatform: {},
+      status: "active",
+      application: "test"
+    }
+  })
+};

package/dist/Signer.d.ts

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+export interface Signer<I, K, S> {
+    sign(input: I, key: K): S;
+    verify(input: I, key: K, signature: S): boolean;
+}

package/dist/Signer.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=Signer.js.map

package/dist/Signer.js.map

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+{"version":3,"file":"Signer.js","sourceRoot":"","sources":["../src/Signer.ts"],"names":[],"mappings":""}

package/dist/binance/BinanceApiSigner.d.ts

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+import { Signer } from "../Signer";
+import { BinanceParams } from "./BinanceTypes";
+export declare class BinanceApiSigner implements Signer<BinanceParams, string, string> {
+    sign(params: BinanceParams, key: string): string;
+    verify(input: BinanceParams, key: string, signature: string): boolean;
+}

package/dist/binance/BinanceApiSigner.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BinanceApiSigner = void 0;
+const { KJUR, hextob64 } = require('jsrsasign');
+class BinanceApiSigner {
+    sign(params, key) {
+        const queryString = new URLSearchParams(params).toString();
+        const signer = new KJUR.crypto.Signature({ "alg": "SHA256withRSA" });
+        signer.init(key);
+        signer.updateString(queryString);
+        const signatureHex = signer.sign();
+        const signature = hextob64(signatureHex);
+        return encodeURIComponent(signature);
+    }
+    verify(input, key, signature) {
+        return true;
+    }
+}
+exports.BinanceApiSigner = BinanceApiSigner;
+//# sourceMappingURL=BinanceApiSigner.js.map

package/dist/binance/BinanceApiSigner.js.map

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package/dist/binance/BinanceConnection.d.ts

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+import { BinanceAccountResponse, BinanceParams, BinanceResponse } from "./BinanceTypes";
+export interface BinanceConfig {
+    baseUrl: string;
+    secretKey: string;
+    privateKey: string;
+}
+export declare class BinanceConnection {
+    protected config: BinanceConfig;
+    private apiSigner;
+    private sapiSigner;
+    constructor(config: BinanceConfig);
+    getAccount(params: {
+        omitZeroBalances?: boolean;
+        recvWindow?: number;
+    }): Promise<BinanceAccountResponse>;
+    private parseBalances;
+    protected sendGetRequest(endpoint: string, params: BinanceParams): Promise<BinanceResponse>;
+    protected sendPostRequest(endpoint: string, params: BinanceParams): Promise<BinanceResponse>;
+    protected sendDeleteRequest(endpoint: string, params: BinanceParams): Promise<BinanceResponse>;
+    protected sendSapiPostRequest(endpoint: string, params: BinanceParams): Promise<BinanceResponse>;
+}

package/dist/binance/BinanceConnection.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BinanceConnection = void 0;
+const BinanceApiSigner_1 = require("./BinanceApiSigner");
+const BinanceSapiSigner_1 = require("./BinanceSapiSigner");
+const itrm_tools_1 = require("itrm-tools");
+;
+class BinanceConnection {
+    config;
+    apiSigner = new BinanceApiSigner_1.BinanceApiSigner();
+    sapiSigner = new BinanceSapiSigner_1.BinanceSapiSignerBinanceApiSigner();
+    constructor(config) {
+        this.config = config;
+    }
+    async getAccount(params) {
+        let response = await this.sendGetRequest('/api/v3/account', params);
+        return {
+            makerCommission: response.makerCommission,
+            takerCommission: response.takerCommission,
+            buyerCommission: response.buyerCommission,
+            sellerCommission: response.sellerCommission,
+            commissionRates: {
+                maker: parseFloat(response.commissionRates.maker),
+                taker: parseFloat(response.commissionRates.taker),
+                buyer: parseFloat(response.commissionRates.buyer),
+                seller: parseFloat(response.commissionRates.seller)
+            },
+            canTrade: response.canTrade,
+            canWithdraw: response.canWithdraw,
+            canDeposit: response.canDeposit,
+            brokered: response.brokered,
+            requireSelfTradePrevention: response.requireSelfTradePrevention,
+            preventSor: response.preventSor,
+            updateTime: response.updateTime,
+            accountType: response.accountType,
+            balances: this.parseBalances(response.balances),
+            permissions: response.permissions,
+            uid: response.uid
+        };
+    }
+    parseBalances(balances) {
+        let result = [];
+        for (let balance of balances)
+            result.push({
+                asset: balance.asset,
+                free: parseFloat(balance.free),
+                locked: parseFloat(balance.locked)
+            });
+        return result;
+    }
+    async sendGetRequest(endpoint, params) {
+        params.timestamp = Date.now();
+        const queryString = new URLSearchParams(params).toString();
+        const url = `${this.config.baseUrl}${endpoint}?${queryString}&signature=${this.apiSigner.sign(params, this.config.privateKey)}`;
+        return await itrm_tools_1.RequestAxiosCall.get(url, { headers: { "X-MBX-APIKEY": this.config.secretKey } });
+    }
+    async sendPostRequest(endpoint, params) {
+        params.timestamp = Date.now();
+        const queryString = new URLSearchParams(params).toString();
+        const requestBody = `${queryString}&signature=${this.apiSigner.sign(params, this.config.privateKey)}`;
+        return await itrm_tools_1.RequestAxiosCall.post(`${this.config.baseUrl}${endpoint}`, requestBody, { headers: { "X-MBX-APIKEY": this.config.secretKey } });
+    }
+    async sendDeleteRequest(endpoint, params) {
+        params.timestamp = Date.now();
+        const queryString = new URLSearchParams(params).toString();
+        const url = `${this.config.baseUrl}${endpoint}?${queryString}&signature=${this.apiSigner.sign(params, this.config.privateKey)}`;
+        return await itrm_tools_1.RequestAxiosCall.delete(url, { headers: { "X-MBX-APIKEY": this.config.secretKey } });
+    }
+    async sendSapiPostRequest(endpoint, params) {
+        params.timestamp = Date.now();
+        const queryString = new URLSearchParams(params).toString().replace(/\%40/g, '@');
+        const requestBody = `${queryString}&signature=${this.apiSigner.sign(params, this.config.privateKey)}`;
+        return await itrm_tools_1.RequestAxiosCall.post(`${this.config.baseUrl}${endpoint}`, requestBody, { headers: { "X-MBX-APIKEY": this.config.secretKey } });
+    }
+}
+exports.BinanceConnection = BinanceConnection;
+//# sourceMappingURL=BinanceConnection.js.map

package/dist/binance/BinanceConnection.js.map

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package/dist/binance/BinanceSapiSigner.d.ts

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+import { BinanceParams } from "./BinanceTypes";
+import { Signer } from "../Signer";
+export declare class BinanceSapiSignerBinanceApiSigner implements Signer<BinanceParams, string, string> {
+    sign(params: BinanceParams, key: string): string;
+    verify(input: BinanceParams, key: string, signature: string): boolean;
+}

package/dist/binance/BinanceSapiSigner.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BinanceSapiSignerBinanceApiSigner = void 0;
+const crypto_js_1 = require("crypto-js");
+class BinanceSapiSignerBinanceApiSigner {
+    sign(params, key) {
+        const queryString = new URLSearchParams(params).toString();
+        const signature = (0, crypto_js_1.HmacSHA256)(queryString, key).toString(crypto_js_1.enc.Hex);
+        /*const signer = new KJUR.crypto.Signature({"alg": "SHA256withRSA"});
+        signer.init(key);
+        signer.updateString(queryString);
+        const signatureHex = signer.sign();
+        const signature = hextob64(signatureHex);*/
+        console.log(">>> signature:", signature);
+        return encodeURIComponent(signature);
+    }
+    verify(input, key, signature) {
+        return true;
+    }
+}
+exports.BinanceSapiSignerBinanceApiSigner = BinanceSapiSignerBinanceApiSigner;
+//# sourceMappingURL=BinanceSapiSigner.js.map

package/dist/binance/BinanceSapiSigner.js.map

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package/dist/binance/BinanceTypes.d.ts

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+export interface BinanceParams {
+    quoteId?: string;
+    rfqId?: string;
+    baseAsset?: string;
+    quoteAsset?: string;
+    quantity?: number;
+    price?: number;
+    settleTime?: number;
+    omitZeroBalances?: boolean;
+    recvWindow?: number;
+    timestamp?: number;
+    symbol?: string;
+    side?: BinanceOrderSide;
+    type?: BinanceOrderType;
+    timeInForce?: BinanceTimeInForce;
+    quoteOrderQty?: number;
+    orderId?: number;
+    origClientOrderId?: string;
+    newClientOrderId?: string;
+    cancelRestrictions?: BinanceCancelRestrictions;
+    toEmail?: string;
+    asset?: string;
+    amount?: number;
+}
+export interface BinanceResponse {
+    makerCommission?: number;
+    takerCommission?: number;
+    buyerCommission?: number;
+    sellerCommission?: number;
+    commissionRates?: {
+        maker: string;
+        taker: string;
+        buyer: string;
+        seller: string;
+    };
+    canTrade?: boolean;
+    canWithdraw?: boolean;
+    canDeposit?: boolean;
+    brokered?: boolean;
+    requireSelfTradePrevention?: boolean;
+    preventSor?: boolean;
+    updateTime?: number;
+    accountType?: string;
+    balances?: {
+        asset: string;
+        free: string;
+        locked: string;
+    }[];
+    permissions?: string[];
+    uid?: number;
+    symbol?: string;
+    orderId?: number;
+    orderListId?: number;
+    clientOrderId?: string;
+    transactTime?: number;
+    price?: string;
+    origQty?: string;
+    executedQty?: string;
+    origQuoteOrderQty?: string;
+    cummulativeQuoteQty?: string;
+    status?: BinanceOrderStatus;
+    timeInForce?: BinanceTimeInForce;
+    type?: BinanceOrderType;
+    side?: BinanceOrderSide;
+    workingTime?: number;
+    fills?: {
+        qty: string;
+        price: string;
+        tradeId: number;
+        commission: string;
+        commissionAsset: string;
+    }[];
+    selfTradePreventionMode?: string;
+}
+export interface BinanceAccountResponse {
+    makerCommission: number;
+    takerCommission: number;
+    buyerCommission: number;
+    sellerCommission: number;
+    commissionRates: {
+        maker: number;
+        taker: number;
+        buyer: number;
+        seller: number;
+    };
+    canTrade: boolean;
+    canWithdraw: boolean;
+    canDeposit: boolean;
+    brokered: boolean;
+    requireSelfTradePrevention: boolean;
+    preventSor: boolean;
+    updateTime: number;
+    accountType: string;
+    balances: {
+        asset: string;
+        free: number;
+        locked: number;
+    }[];
+    permissions: string[];
+    uid: number;
+}
+export interface BinanceOrder {
+    symbol: string;
+    orderId: number;
+    orderListId: number;
+    clientOrderId: string;
+    transactTime: number;
+    price: number;
+    origQty: number;
+    executedQty: number;
+    origQuoteOrderQty: number;
+    cummulativeQuoteQty: number;
+    status: BinanceOrderStatus;
+    timeInForce: BinanceTimeInForce;
+    type: BinanceOrderType;
+    side: BinanceOrderSide;
+    workingTime: number;
+    fills: {
+        qty: number;
+        price: number;
+        tradeId: number;
+        commission: number;
+        commissionAsset: string;
+    }[];
+    selfTradePreventionMode: string;
+}
+export declare enum BinanceSymbolStatus {
+    TRADING = "TRADING",
+    BREAK = "BREAK",
+    HALT = "HALT"
+}
+export declare enum BinanceOrderSide {
+    BUY = "BUY",
+    SELL = "SELL"
+}
+export declare enum BinanceOrderType {
+    LIMIT = "LIMIT",
+    MARKET = "MARKET",
+    STOP_LOSS = "STOP_LOSS",
+    STOP_LOSS_LIMIT = "STOP_LOSS_LIMIT",
+    TAKE_PROFIT = "TAKE_PROFIT",
+    TAKE_PROFIT_LIMIT = "TAKE_PROFIT_LIMIT",
+    LIMIT_MAKER = "LIMIT_MAKER"
+}
+export declare enum BinanceTimeInForce {
+    GOOD_TILL_CANCELED = "GTC",
+    INMEDIATE_OR_CANCEL = "IOC",
+    FILL_OR_KILL = "FOK"
+}
+export declare enum BinanceOrderStatus {
+    NEW = "NEW",
+    FILLED = "FILLED",
+    CANCELED = "CANCELED",
+    PARTIALLY_FILLED = "PARTIALLY_FILLED"
+}
+export declare enum BinanceCancelRestrictions {
+    ONLY_NEW = "ONLY_NEW",
+    ONLY_PARTIALLY_FILLED = "ONLY_PARTIALLY_FILLED"
+}

package/dist/binance/BinanceTypes.js

@@ -0,0 +1,44 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BinanceCancelRestrictions = exports.BinanceOrderStatus = exports.BinanceTimeInForce = exports.BinanceOrderType = exports.BinanceOrderSide = exports.BinanceSymbolStatus = void 0;
+;
+var BinanceSymbolStatus;
+(function (BinanceSymbolStatus) {
+    BinanceSymbolStatus["TRADING"] = "TRADING";
+    BinanceSymbolStatus["BREAK"] = "BREAK";
+    BinanceSymbolStatus["HALT"] = "HALT";
+})(BinanceSymbolStatus || (exports.BinanceSymbolStatus = BinanceSymbolStatus = {}));
+var BinanceOrderSide;
+(function (BinanceOrderSide) {
+    BinanceOrderSide["BUY"] = "BUY";
+    BinanceOrderSide["SELL"] = "SELL";
+})(BinanceOrderSide || (exports.BinanceOrderSide = BinanceOrderSide = {}));
+var BinanceOrderType;
+(function (BinanceOrderType) {
+    BinanceOrderType["LIMIT"] = "LIMIT";
+    BinanceOrderType["MARKET"] = "MARKET";
+    BinanceOrderType["STOP_LOSS"] = "STOP_LOSS";
+    BinanceOrderType["STOP_LOSS_LIMIT"] = "STOP_LOSS_LIMIT";
+    BinanceOrderType["TAKE_PROFIT"] = "TAKE_PROFIT";
+    BinanceOrderType["TAKE_PROFIT_LIMIT"] = "TAKE_PROFIT_LIMIT";
+    BinanceOrderType["LIMIT_MAKER"] = "LIMIT_MAKER";
+})(BinanceOrderType || (exports.BinanceOrderType = BinanceOrderType = {}));
+var BinanceTimeInForce;
+(function (BinanceTimeInForce) {
+    BinanceTimeInForce["GOOD_TILL_CANCELED"] = "GTC";
+    BinanceTimeInForce["INMEDIATE_OR_CANCEL"] = "IOC";
+    BinanceTimeInForce["FILL_OR_KILL"] = "FOK";
+})(BinanceTimeInForce || (exports.BinanceTimeInForce = BinanceTimeInForce = {}));
+var BinanceOrderStatus;
+(function (BinanceOrderStatus) {
+    BinanceOrderStatus["NEW"] = "NEW";
+    BinanceOrderStatus["FILLED"] = "FILLED";
+    BinanceOrderStatus["CANCELED"] = "CANCELED";
+    BinanceOrderStatus["PARTIALLY_FILLED"] = "PARTIALLY_FILLED";
+})(BinanceOrderStatus || (exports.BinanceOrderStatus = BinanceOrderStatus = {}));
+var BinanceCancelRestrictions;
+(function (BinanceCancelRestrictions) {
+    BinanceCancelRestrictions["ONLY_NEW"] = "ONLY_NEW";
+    BinanceCancelRestrictions["ONLY_PARTIALLY_FILLED"] = "ONLY_PARTIALLY_FILLED";
+})(BinanceCancelRestrictions || (exports.BinanceCancelRestrictions = BinanceCancelRestrictions = {}));
+//# sourceMappingURL=BinanceTypes.js.map

package/dist/binance/BinanceTypes.js.map

@@ -0,0 +1 @@
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package/dist/binance/connection/BinanceOperationConnection.d.ts

@@ -0,0 +1,121 @@
+import { BinanceConfig, BinanceConnection } from "../BinanceConnection";
+import { BinanceCancelRestrictions, BinanceOrder, BinanceOrderSide, BinanceOrderType, BinanceResponse, BinanceTimeInForce } from "../BinanceTypes";
+export interface BinanceBookTicker {
+    symbol: string;
+    bidPrice: number;
+    bidQty: number;
+    askPrice: number;
+    askQty: number;
+}
+export declare class BinanceOperationConnection extends BinanceConnection {
+    constructor(config: BinanceConfig);
+    getBookTicker(symbols: string[]): Promise<BinanceBookTicker[]>;
+    createOrder(params: {
+        symbol: string;
+        side: BinanceOrderSide;
+        type: BinanceOrderType;
+        timeInForce: BinanceTimeInForce;
+        quantity?: number;
+        quoteOrderQty?: number;
+        price?: number;
+        recvWindow?: number;
+    }): Promise<BinanceOrder>;
+    private parseOrder;
+    private parseOrderFills;
+    cancelOrder(params: {
+        symbol: string;
+        orderId?: number;
+        origClientOrderId?: string;
+        newClientOrderId?: string;
+        cancelRestrictions?: BinanceCancelRestrictions;
+        recvWindow?: number;
+    }): Promise<{
+        symbol: string;
+        orderId: number;
+        orderListId: number;
+        clientOrderId: string;
+        transactTime: number;
+        price: number;
+        origQty: number;
+        executedQty: number;
+        origQuoteOrderQty: number;
+        cummulativeQuoteQty: number;
+        status: import("../BinanceTypes").BinanceOrderStatus;
+        timeInForce: BinanceTimeInForce;
+        type: BinanceOrderType;
+        side: BinanceOrderSide;
+        workingTime: number;
+        fills: {
+            qty: number;
+            price: number;
+            tradeId: number;
+            commission: number;
+            commissionAsset: string;
+        }[];
+        selfTradePreventionMode: string;
+    }>;
+    getOrder(params: {
+        symbol: string;
+        orderId?: number;
+        origClientOrderId?: string;
+        recvWindow?: number;
+    }): Promise<{
+        symbol: string;
+        orderId: number;
+        orderListId: number;
+        clientOrderId: string;
+        transactTime: number;
+        price: number;
+        origQty: number;
+        executedQty: number;
+        origQuoteOrderQty: number;
+        cummulativeQuoteQty: number;
+        status: import("../BinanceTypes").BinanceOrderStatus;
+        timeInForce: BinanceTimeInForce;
+        type: BinanceOrderType;
+        side: BinanceOrderSide;
+        workingTime: number;
+        fills: {
+            qty: number;
+            price: number;
+            tradeId: number;
+            commission: number;
+            commissionAsset: string;
+        }[];
+        selfTradePreventionMode: string;
+    }>;
+    getOpenOrders(params: {
+        symbol?: string;
+        recvWindow?: number;
+    }): Promise<{
+        symbol: string;
+        orderId: number;
+        orderListId: number;
+        clientOrderId: string;
+        transactTime: number;
+        price: number;
+        origQty: number;
+        executedQty: number;
+        origQuoteOrderQty: number;
+        cummulativeQuoteQty: number;
+        status: import("../BinanceTypes").BinanceOrderStatus;
+        timeInForce: BinanceTimeInForce;
+        type: BinanceOrderType;
+        side: BinanceOrderSide;
+        workingTime: number;
+        fills: {
+            qty: number;
+            price: number;
+            tradeId: number;
+            commission: number;
+            commissionAsset: string;
+        }[];
+        selfTradePreventionMode: string;
+    }[]>;
+    transferToSubaccountOfSameMaster(params: {
+        toEmail: string;
+        asset: string;
+        amount: number;
+        recvWindow?: number;
+    }): Promise<BinanceResponse>;
+}

package/dist/binance/connection/BinanceOperationConnection.js

@@ -0,0 +1,83 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BinanceOperationConnection = void 0;
+const itrm_tools_1 = require("itrm-tools");
+const BinanceConnection_1 = require("../BinanceConnection");
+class BinanceOperationConnection extends BinanceConnection_1.BinanceConnection {
+    constructor(config) {
+        super(config);
+    }
+    async getBookTicker(symbols) {
+        const url = `${this.config.baseUrl}/api/v3/ticker/bookTicker?symbols=${JSON.stringify(symbols)}`;
+        let response = await itrm_tools_1.RequestAxiosCall.get(url);
+        let result = [];
+        for (let value of response)
+            result.push({
+                symbol: value.symbol,
+                askPrice: parseFloat(value.askPrice),
+                askQty: parseFloat(value.askQty),
+                bidPrice: parseFloat(value.bidPrice),
+                bidQty: parseFloat(value.bidQty)
+            });
+        return result;
+    }
+    async createOrder(params) {
+        let response = await this.sendPostRequest('/api/v3/order', params);
+        return this.parseOrder(response);
+    }
+    parseOrder(response) {
+        return {
+            symbol: response.symbol,
+            orderId: response.orderId,
+            orderListId: response.orderListId,
+            clientOrderId: response.clientOrderId,
+            transactTime: response.transactTime,
+            price: parseFloat(response.price),
+            origQty: parseFloat(response.origQty),
+            executedQty: parseFloat(response.executedQty),
+            origQuoteOrderQty: parseFloat(response.origQuoteOrderQty),
+            cummulativeQuoteQty: parseFloat(response.cummulativeQuoteQty),
+            status: response.status,
+            timeInForce: response.timeInForce,
+            type: response.type,
+            side: response.side,
+            workingTime: response.workingTime,
+            fills: response.fills ? this.parseOrderFills(response.fills) : [],
+            selfTradePreventionMode: response.selfTradePreventionMode
+        };
+    }
+    parseOrderFills(fills) {
+        let result = [];
+        for (let fill of fills)
+            result.push({
+                qty: parseFloat(fill.qty),
+                price: parseFloat(fill.price),
+                tradeId: fill.tradeId,
+                commission: parseFloat(fill.commission),
+                commissionAsset: fill.commissionAsset
+            });
+        return result;
+    }
+    async cancelOrder(params) {
+        let response = await this.sendDeleteRequest('/api/v3/order', params);
+        return this.parseOrder(response);
+    }
+    async getOrder(params) {
+        let response = await this.sendGetRequest('/api/v3/order', params);
+        return this.parseOrder(response);
+    }
+    async getOpenOrders(params) {
+        let response = await this.sendGetRequest('/api/v3/openOrders', params);
+        let result = [];
+        for (let order of response)
+            result.push(this.parseOrder(order));
+        return result;
+    }
+    async transferToSubaccountOfSameMaster(params) {
+        //const signature = CryptoJS.HmacSHA256(queryString, SUB_ACCOUNT_SECRET).toString();
+        let response = (await this.sendSapiPostRequest('/sapi/v1/sub-account/transfer/subToSub', params));
+        return response;
+    }
+}
+exports.BinanceOperationConnection = BinanceOperationConnection;
+//# sourceMappingURL=BinanceOperationConnection.js.map

package/dist/binance/connection/BinanceOperationConnection.js.map

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package/dist/binance/connection/BinanceRfqConnection.d.ts

@@ -0,0 +1,2 @@
+export declare class BinanceRfqConnection {
+}

package/dist/binance/connection/BinanceRfqConnection.js

@@ -0,0 +1,7 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BinanceRfqConnection = void 0;
+class BinanceRfqConnection {
+}
+exports.BinanceRfqConnection = BinanceRfqConnection;
+//# sourceMappingURL=BinanceRfqConnection.js.map

package/dist/binance/connection/BinanceRfqConnection.js.map

@@ -0,0 +1 @@
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