diff --git a/.babelrc b/.babelrc deleted file mode 100644 index ae551d8..0000000 --- a/.babelrc +++ /dev/null @@ -1,16 +0,0 @@ -{ - "presets": [ - "env", - // "stage-0" - ], - "plugins": [ - ["transform-runtime",{ - "polyfill": false, - "regenerator": true - }], - "add-module-exports", - "transform-decorators-legacy", - "transform-class-properties", - "babel-plugin-transform-object-rest-spread" - ] -} \ No newline at end of file diff --git a/.editorconfig b/.editorconfig new file mode 100644 index 0000000..7e3649a --- /dev/null +++ b/.editorconfig @@ -0,0 +1,16 @@ +# http://editorconfig.org +root = true + +[*] +indent_style = space +indent_size = 2 +end_of_line = lf +charset = utf-8 +trim_trailing_whitespace = true +insert_final_newline = true + +[*.md] +trim_trailing_whitespace = false + +[Makefile] +indent_style = tab diff --git a/.env.tpl.js b/.env.tpl.js deleted file mode 100644 index 5076316..0000000 --- a/.env.tpl.js +++ /dev/null @@ -1,11 +0,0 @@ -export default { - log: { - writeFile: true, - logFolder: '', - stdout: false, - }, - key: '[Your api key]', - secret: '[Your api secret]', - passphrase: '[Your api passphrase]', - keyVersion: 2 -} \ No newline at end of file diff --git a/.eslintignore b/.eslintignore new file mode 100644 index 0000000..1affdaa --- /dev/null +++ b/.eslintignore @@ -0,0 +1,7 @@ +_tests_/*.js +lib/*.js + +env.js +src/dataTypes/** + +test/* \ No newline at end of file diff --git a/.eslintrc.json b/.eslintrc.json new file mode 100644 index 0000000..1a99a07 --- /dev/null +++ b/.eslintrc.json @@ -0,0 +1,63 @@ +{ + "env": { + "browser": true, + "es6": true, + "node": true, + "jest": true + }, + "extends": [ + "eslint:recommended", + "plugin:@typescript-eslint/eslint-recommended" + ], + "parser": "@typescript-eslint/parser", + "parserOptions": { + "ecmaVersion": 2018, + "sourceType": "module" + }, + "plugins": ["@typescript-eslint"], + "globals": { + "Atomics": "readonly", + "SharedArrayBuffer": "readonly", + "require": false, + "export": false, + "import": false + }, + "rules": { + "generator-star-spacing": [0], + "camelcase": [0], + "consistent-return": [0], + "global-require": [0], + "import/prefer-default-export": [0], + "no-underscore-dangle": [0], + "no-else-return": [0], + "no-restricted-syntax": [0], + "no-use-before-define": [0], + "no-nested-ternary": [0], + "arrow-body-style": [0], + "import/extensions": [0], + "max-len": [ + 2, + { + "code": 200, + "tabWidth": 2, + "ignorePattern": "^\\s*[", + "ignoreUrls": true, + "ignoreTemplateLiterals": true, + "ignoreRegExpLiterals": true, + "ignoreComments": true + } + ], + "no-bitwise": [0], + "no-cond-assign": [0], + "import/no-unresolved": [0], + "require-yield": [0], + "no-constant-condition": [0], + "no-console": [0], + "no-script-url": [0], + "no-param-reassign": [0], + "no-restricted-properties": [0], + "no-plusplus": [2, { "allowForLoopAfterthoughts": true }], + "object-curly-newline": [0], + "@typescript-eslint/no-unused-vars": 1 + } +} diff --git a/.gitignore b/.gitignore index d667068..93ffe12 100644 --- a/.gitignore +++ b/.gitignore @@ -1,75 +1,64 @@ -# File created using '.gitignore Generator' for Visual Studio Code: https://bit.ly/vscode-gig +# Compiled source # +################### +*.com +*.class +*.dll +*.exe +*.o +*.so -# Created by https://www.gitignore.io/api/macos,visualstudiocode,git -# Edit at https://www.gitignore.io/?templates=macos,visualstudiocode,git +# Packages # +############ +# it's better to unpack these files and commit the raw source +# git has its own built in compression methods +*.7z +*.dmg +*.gz +*.iso +*.jar +*.rar +*.tar +*.zip -### Git ### -# Created by git for backups. To disable backups in Git: -# $ git config --global mergetool.keepBackup false -*.orig +# Logs and databases # +###################### +*.log +*.sql +*.sqlite -# Created by git when using merge tools for conflicts -*.BACKUP.* -*.BASE.* -*.LOCAL.* -*.REMOTE.* -*_BACKUP_*.txt -*_BASE_*.txt -*_LOCAL_*.txt -*_REMOTE_*.txt - -### macOS ### -# General +# OS generated files # +###################### .DS_Store -.AppleDouble -.LSOverride - -# Icon must end with two \r -Icon - -# Thumbnails +.DS_Store? ._* - -# Files that might appear in the root of a volume -.DocumentRevisions-V100 -.fseventsd .Spotlight-V100 -.TemporaryItems .Trashes -.VolumeIcon.icns -.com.apple.timemachine.donotpresent +ehthumbs.db +Thumbs.db +～/Desktop + +# Secrets # +########### +.secret -# Directories potentially created on remote AFP share -.AppleDB -.AppleDesktop -Network Trash Folder -Temporary Items -.apdisk +# Node # +######## +node_modules -### VisualStudioCode ### -.vscode/* -!.vscode/settings.json -!.vscode/tasks.json -!.vscode/launch.json -!.vscode/extensions.json +# Yarn # +######## +*.lock -### VisualStudioCode Patch ### -# Ignore all local history of files -.history +# VSCode # +########## +.vscode -# End of https://www.gitignore.io/api/macos,visualstudiocode,git +# IntelliJ # +########## +.idea -# Custom rules (everything added below won't be overriden by 'Generate .gitignore File' if you use 'Update' option) +# code coverage" +coverage -*-error.log -node_modules/ -.env.js -pm2.json -/app/* -!app/.gitkeep -!app/template.js -!app/level3-full.js -!app/level3-merge.js -!app/level2-book.js -/logs -/sdk \ No newline at end of file +./*.js +env.local.js \ No newline at end of file diff --git a/.prettierrc b/.prettierrc new file mode 100644 index 0000000..8617c22 --- /dev/null +++ b/.prettierrc @@ -0,0 +1,18 @@ +{ + "printWidth": 80, + "tabWidth": 2, + "useTabs": false, + "semi": true, + "singleQuote": true, + "quoteProps": "as-needed", + "jsxSingleQuote": false, + "trailingComma": "none", + "bracketSpacing": true, + "jsxBracketSameLine": false, + "arrowParens": "always", + "requirePragma": false, + "insertPragma": false, + "proseWrap": "preserve", + "htmlWhitespaceSensitivity": "css", + "endOfLine": "lf" +} diff --git a/CHANGELOG.md b/CHANGELOG.md new file mode 100644 index 0000000..029d7f4 --- /dev/null +++ b/CHANGELOG.md @@ -0,0 +1,9 @@ +# Changelog + +The current SDK has aligned documents to 2023.04.02 + +## [2.0.0](https://github.com/Kucoin/kucoin-futures-node-sdk/compare/v2.0.0...v1.0.3) (2023-06-20) + +### ⚠ BREAKING CHANGES +- Changes in usage +- Method name changes \ No newline at end of file diff --git a/README.md b/README.md index c67755d..f8808ed 100644 --- a/README.md +++ b/README.md @@ -1,94 +1,509 @@ -# Node Helper for KuCoin Futures Strategy -## Usage As Framework Helper: +# KuCoin Futures Node SDK -### Clone and Dep +[![KuCoin Futures Node SDK](https://docs.kucoin.com/futures/images/logo_en.svg)](https://docs.kucoin.com/futures/#introduction) +[![Latest Version](https://img.shields.io/github/release/Kucoin/kucoin-futures-node-sdk.svg?style=flat-square)](https://github.com/Kucoin/kucoin-futures-node-sdk/releases) -1. git clone -2. yarn install +- [KuCoin Futures Node SDK](#kucoin-futures-node-sdk) + - [Installation:](#installation) + - [Usage](#usage) + - [REST API](#rest-api) + - [User](#user) + - [Get Account Overview](#get-account-overview) + - [Get Transaction History](#get-transaction-history) + - [Get Sub-Account Futures API List](#get-sub-account-futures-api-list) + - [Create Futures APIs for Sub-Account](#create-futures-apis-for-sub-account) + - [Modify Sub-Account Futures APIs](#modify-sub-account-futures-apis) + - [Delete Sub-Account Futures APIs](#delete-sub-account-futures-apis) + - [Transfer](#transfer) + - [Transfer to Main or TRADE Account](#transfer-to-main-or-trade-account) + - [Transfer to Futures Account](#transfer-to-futures-account) + - [Get Transfer-Out Request Records](#get-transfer-out-request-records) + - [Trade](#trade) + - [Orders](#orders) + - [Fills](#fills) + - [Positions](#positions) + - [Risk Limit Level](#risk-limit-level) + - [Funding Fees](#funding-fees) + - [Market Data](#market-data) + - [Get Open Contract List](#get-open-contract-list) + - [Get Order Info of the Contract](#get-order-info-of-the-contract) + - [Get Ticker](#get-ticker) + - [Get Full Order Book - Level 2](#get-full-order-book---level-2) + - [Get Part Order Book - Level 2](#get-part-order-book---level-2) + - [Transaction History](#transaction-history) + - [Index](#index) + - [Server Time](#server-time) + - [Server Status](#server-status) + - [Get K Line Data of Contract](#get-k-line-data-of-contract) + - [WebSocket](#websocket) + - [Public Channels](#public-channels) + - [Private Channels](#private-channels) + - [License](#license) -### Env Config -1. Run Command -```sh -# create auth config -copy .env.tpl.js .env.js + +## Installation: + +```js +// Install by npm +npm install kucoin-futures-node-sdk + + +// Install by yarn +yarn add kucoin-futures-node-sdk ``` -2. edit -```javascript -export default { - key: '[Your api key]', - secret: '[Your api secret]', - passphrase: '[Your api passphrase]', - keyVersion: '[Api key version]', // For v2 API-KEY, not required for v1 version -} + +## Usage + +```js +/** Require SDK */ +const KuCoinFutures = require('kucoin-futures-node-sdk'); +const futuresSDK = new KuCoinFutures({ + key: '', // KC-API-KEY + secret: '', // API-Secret + passphrase: '', // KC-API-PASSPHRASE + axiosProps: { // optional + env: 'prod', // default prod + version: '2' // default version 2 + } +}); ``` -### How to run +## REST API + +### User -1. Base Command -```sh -#Sandbox -yarn run dev +#### Get Account Overview -#Online -yarn run prod +```js +futuresSDK.futuresAccount('XBT', console.log); ``` -2. Strategy +#### Get Transaction History -Create [appName].js in /app folder, so it won't be tracked by GIT. And `tempate.js` was already created in /app. +```js +futuresSDK.futuresTransactionHistory( + { + startTime: new Date().getTime() - 7 * 24 * 60 * 60 * 1000, + endTime: new Date().getTime(), + type: 'RealisedPNL', + maxCount: 100, + currency: 'XBT' + }, + console.log +); +``` -3. Run +#### Get Sub-Account Futures API List -```sh -# [appName] is your strategy file name -# default is: template -yarn run dev -- [appName] +```js +futuresSDK.futuresSubApi({ subName: '' }, console.log); ``` +#### Create Futures APIs for Sub-Account -## Usage As SDK: +```js +futuresSDK.futuresCreateSubApi( + { + subName: '[subName]', + passphrase: '[passphrase]', + remark: '[remark]' + }, + console.log +); +``` -### build by self -1. Clone; +#### Modify Sub-Account Futures APIs -2. Build; +```js +futuresSDK.futuresUpdateSubApi( + { + subName: '[subName]', + passphrase: '[passphrase]', + apiKey: '[apiKey]' + }, + console.log +); ``` -# install deps -yarn install -# build -yarn run build +#### Delete Sub-Account Futures APIs -# link sdk folder -yarn link +```js +futuresSDK.futureDeleteSubApi( + { + subName: '[subName]', + passphrase: '[passphrase]', + apiKey: '[apiKey]' + }, + console.log +); ``` -### use package +--- + +### Transfer + +#### Transfer to Main or TRADE Account + +```js +futuresSDK.futureTransferOut( + { amount: 0.01, currency: 'USDT', recAccountType: 'MAIN' }, + console.log +); ``` -# use yarn -yarn add kucoin-futures-node-sdk -# or use npm -npm install kucoin-futures-node-sdk +#### Transfer to Futures Account + +```js +futuresSDK.futureTransferIn( + { amount: 0.01, currency: 'USDT', payAccountType: 'MAIN' }, + console.log +); +``` + +#### Get Transfer-Out Request Records + +```js +futuresSDK.futureTransfers( + { + startAt: new Date().getTime() - 7 * 24 * 60 * 60 * 1000, + endAt: new Date().getTime(), + status: 'SUCCESS', + currentPage: 1, + pageSize: 100, + currency: 'USDT' + }, + console.log +); +``` + +--- + +### Trade + +#### Orders + +```js +// Place an Order +// symbol, price, size, leverage = 1, clientOid = uuidV4(), optional + +// Buy Limit Order +futuresSDK.futuresBuy( + { + symbol: 'ETHUSDTM', + price: 10000, + leverage: 5, + size: 1 + // clientOid: uuidV4(), + }, + console.log +); + +// Buy Market Order +futuresSDK.futuresBuy( + { + symbol: 'ETHUSDTM', + leverage: 5, + size: 1 + // clientOid: uuidV4(), + }, + console.log +); + +// Buy Stop Order +futuresSDK.futuresBuy( + { + symbol: 'ETHUSDTM', + price: 10000, + leverage: 5, + size: 1, + // clientOid: uuidV4(), + optional: { + stop: 'up', + stopPriceType: 'TP', + stopPrice: '10000' + // ... + } + }, + console.log +); + +// Sell Order +// futuresSDK.futuresBuy -> futuresSDK.futuresSell +futuresSDK.futuresSell( + { + symbol: 'ETHUSDTM', + price: 20000, + leverage: 5, + size: 1 + // clientOid: uuidV4(), + }, + console.log +); + +// Cancel an Order +futuresSDK.futuresCancel('orderId', console.log); + +// Cancel All Order for Symbol +// limit order +futuresSDK.futuresCancelAllOpenOrders('ETHUSDTM', console.log); +// stop order +futuresSDK.futuresCancelAllStopOrders('ETHUSDTM', console.log); +// or cancelAll limit/stop order for symbol +futuresSDK.futuresCancelAll('ETHUSDTM', console.log); + +// Get Order List +futuresSDK.futuresOpenOrders({ status: 'active' }, console.log); + +// Get Untriggered Stop Order List +futuresSDK.futuresStopOrders({ type: 'limit' }, console.log); + +// Get List of Orders Completed in 24h +futuresSDK.futuresRecentDoneOrders('ETHUSDTM', console.log); +// Or Search All +futuresSDK.futuresRecentDoneOrders('', console.log); + +// Get Details of a Single Order +futuresSDK.futuresOrderDetail({ clientOid: 'clientOid' }, console.log); +// Or By OrderId +futuresSDK.futuresOrderDetail('orderId', console.log); +``` + +#### Fills + +```js +// Get Fills +futuresSDK.futuresFills({ pageSize: 100 }, console.log); + +// Recent Fills +futuresSDK.futuresRecentFills('ETHUSDTM', console.log); +// Or Search All +futuresSDK.futuresRecentFills('', console.log); + +// Active Order Value Calculation +futuresSDK.futuresMarginOpenOrders('ETHUSDTM', console.log); +``` + +#### Positions + +```js +// Get Position Details +futuresSDK.futuresPositionDetail('ETHUSDTM', console.log); + +// Get Position List +futuresSDK.futuresPositions('USDT', console.log); +// Or Search All +futuresSDK.futuresPositions('', console.log); + +// Enable of Auto-Deposit Margin +futuresSDK.futuresPositionAutoDeposit( + { symbol: 'ETHUSDTM', status: true }, + console.log +); +// Disable of Auto-Deposit Margin +futuresSDK.futuresPositionAutoDeposit( + { symbol: 'ETHUSDTM', status: false }, + console.log +); + +// Add Margin Manually +// bizNo default uuidV4() +futuresSDK.futuresPositionMargin( + { + symbol: 'ETHUSDTM', + margin: 0.01 + // bizNo: uuidV4(), + }, + console.log +); +``` + +#### Risk Limit Level + +```js +// Obtain Futures Risk Limit Level +futuresSDK.futuresRiskLimit('ETHUSDTM', console.log); + +// Adjust Risk Limit Level +futuresSDK.futuresChangeRiskLimit( + { symbol: 'ETHUSDTM', level: 2 }, + console.log +); +``` + +#### Funding Fees + +```js +futuresSDK.futuresFundingHistory({ symbol: 'ETHUSDTM' }, console.log); +``` + +--- + +### Market Data + +#### Get Open Contract List + +```js +futuresSDK.futuresContractsActive(console.log); +``` + +#### Get Order Info of the Contract + +```js +futuresSDK.futuresContractDetail('XBTUSDTM', console.log); +``` + +#### Get Ticker + +```js +futuresSDK.futuresTicker('XBTUSDTM', console.log); +``` + +#### Get Full Order Book - Level 2 + +```js +futuresSDK.futuresLevel2('XBTUSDTM', console.log); +``` + +#### Get Part Order Book - Level 2 + +```js +// Get Level2 depth20 +futuresSDK.futuresLevel2Depth20('XBTUSDTM', console.log); + +// Get Level2 depth100 +futuresSDK.futuresLevel2Depth100('XBTUSDTM', console.log); +``` + +#### Transaction History + +```js +futuresSDK.futuresTradeHistory('XBTUSDTM', console.log); +``` + +#### Index + +```js +// Get Interest Rate List +futuresSDK.futuresInterests({ symbol: '.XBTINT' }, console.log); + +// Get Index List +futuresSDK.futuresIndexList({ symbol: '.KXBT' }, console.log); + +// Get Current Mark Price +futuresSDK.futuresMarkPrice('XBTUSDM', console.log); + +// Get Premium Index +futuresSDK.futuresPremiums({ symbol: '.XBTUSDMPI' }, console.log); + +// Get Current Funding Rate +futuresSDK.futuresFundingRate('XBTUSDM', console.log); ``` -### use SDK -There's an example in the /sdk_example folder. +#### Server Time -## TODO +```js +futuresSDK.futuresTimestamp(console.log); +``` + +#### Server Status + +```js +futuresSDK.futuresStatus(console.log); +``` + +#### Get K Line Data of Contract + +```js +futuresSDK.futuresKline( + { + symbol: 'XBTUSDTM', + granularity: 480, + from: new Date().getTime() - 24 * 60 * 60 * 1000, + to: new Date().getTime() + }, + console.log +); +``` + +--- + +## WebSocket + +- Socket implements 59s heartbeat, disconnection retry mechanism +- When calling the provided websocket.x method, the system will create a corresponding socket connection channel based on public or private, and only one connection will be created for each type +- Parameters pass symbols, support passing arrays, and push symbol messages in the arrays +- When the parameter is an array, the length of the array will be automatically cut according to the length of 90 + +> All methods that pass symbols support array format +> The first parameter is symbol and the second parameter is callback. When the parameter does not exist, the first parameter is callback + +### Public Channels + +```js +// +// Get Real-Time Symbol Ticker v2 +futuresSDK.websocket.tickerV2(['ETHUSDTM', 'XBTUSDTM'], console.log); +// Or +futuresSDK.websocket.tickerV2('ETHUSDTM', console.log); + +// Get Real-Time Symbol Ticker +futuresSDK.websocket.ticker(['ETHUSDTM', 'XBTUSDTM']); -- [x] Datafeed -- [x] Logger -- [x] Ticker -- [x] Level2 -- [x] Order -- [x] Orders -- [x] Position -- [x] Account Overview -- [x] Funding Fees -- [x] Time -- [x] Level3 -- [x] Build As SDK +// Level 2 Market Data +futuresSDK.websocket.level2(['ETHUSDTM', 'XBTUSDTM']); + +// Execution data +futuresSDK.websocket.execution(['ETHUSDTM', 'XBTUSDTM']); + +// Message channel for the 5 best ask/bid full data of Level 2 +futuresSDK.websocket.level2Depth5(['ETHUSDTM', 'XBTUSDTM']); + +// Message channel for the 50 best ask/bid full data of Level 2 +futuresSDK.websocket.level2Depth50(['ETHUSDTM', 'XBTUSDTM']); + +// Contract Market Data +// subject --> "mark.index.price" return Mark Price & Index Price +// subject --> "funding.rate" return Funding Rate +futuresSDK.websocket.instrument(['ETHUSDTM', 'XBTUSDTM']); + +// Funding Fee Settlement +// subject --> "funding.begin" return Start Funding Fee Settlement +// subject --> "funding.end" return End Funding Fee Settlement +futuresSDK.websocket.announcement(console.log); + +// Transaction Statistics Timer Event +futuresSDK.websocket.snapshot(['ETHUSDTM', 'XBTUSDTM']); +``` + +### Private Channels + +```js +// Trade Orders - According To The Market +futuresSDK.websocket.tradeOrders(['ETHUSDTM', 'XBTUSDTM'], console.log); +// Or +futuresSDK.websocket.tradeOrders(console.log); + +// Stop Order Lifecycle Event +futuresSDK.websocket.advancedOrders(console.log); + +// Account Balance Events +// subject --> "orderMargin.change" return Order Margin Event +// subject --> "availableBalance.change" return Available Balance Event +// subject --> "withdrawHold.change" return Withdrawal Amount & Transfer-Out Amount Event +futuresSDK.websocket.wallet(console.log); + +// Position Change Events +// subject --> "position.change" return Position Changes Caused Operations +// Position Changes Caused Operations +// -- “marginChange”: margin change; +// -- “positionChange”: position change; +// -- “liquidation”: liquidation; +// -- “autoAppendMarginStatusChange”: auto-deposit-status change; +// -- “adl”: adl; +// Position Changes Caused by Mark Price +// subject --> "position.settlement" return Funding Settlement +futuresSDK.websocket.position(['ETHUSDTM', 'XBTUSDTM']); +``` ## License diff --git a/app/.gitkeep b/app/.gitkeep deleted file mode 100644 index e69de29..0000000 diff --git a/app/level2-book.js b/app/level2-book.js deleted file mode 100644 index e4decf2..0000000 --- a/app/level2-book.js +++ /dev/null @@ -1,46 +0,0 @@ -/** - * An example level2 test - */ -import _ from 'lodash'; -import logUpdate from 'log-update'; -import http from '../src/lib/http'; -import Level2 from '../src/com/level2'; -import { getEnv } from '../src/lib/env'; - -const SYMBOL = 'XBTUSDM'; - -async function main() { - // set account api keys - http.setSignatureConfig(getEnv()); - - const l2 = new Level2(SYMBOL); - l2.listen(); - - l2.handleMessageEvent(() => { - // read orderbook - const orderbook = l2.getOrderBook(5); - - // show Level2 - let asksStr = ''; - _.eachRight(orderbook.asks, ([price, size]) => { - asksStr += `${price} -> ${size}\n`; - }); - - let bidsStr = ''; - _.each(orderbook.bids, ([price, size]) => { - bidsStr += `${price} -> ${size}\n`; - }); - - logUpdate.clear(); - logUpdate(`------------------------\n` + - `l2 ${orderbook.dirty ? 'Dirty Data' : 'Trust Data'}\n` + - `l2 seq: ${orderbook.sequence}\n` + - `ping: ${orderbook.ping} (ms)\n` + - `------------------------\n` + - `${asksStr}----------sep-----------\n` + - `${bidsStr}------------------------` - ); - }); -} - -main(); diff --git a/app/level3-full.js b/app/level3-full.js deleted file mode 100644 index 31b536a..0000000 --- a/app/level3-full.js +++ /dev/null @@ -1,46 +0,0 @@ -/** - * An example level3 test - */ -import _ from 'lodash'; -import logUpdate from 'log-update'; -import http from '../src/lib/http'; -import Level3 from '../src/com/level3'; -import { getEnv } from '../src/lib/env'; - -const SYMBOL = 'XBTUSDM'; - -async function main() { - // set account api keys - http.setSignatureConfig(getEnv()); - - const l3 = new Level3(SYMBOL); - l3.listen(); - - const interval = setInterval(async () => { - // read orderbook - const orderbook = l3.getDetailOrderBook(10); - - // show Level3 - let asksStr = ''; - _.eachRight(orderbook.asks, ([price, size, ts, orderId]) => { - asksStr += `${price} -> ${size} ${ts} ${orderId}\n`; - }); - - let bidsStr = ''; - _.each(orderbook.bids, ([price, size, ts, orderId]) => { - bidsStr += `${price} -> ${size} ${ts} ${orderId}\n`; - }); - - logUpdate.clear(); - logUpdate(`------------------------\n` + - `l3 ${orderbook.dirty ? 'Dirty Data' : 'Trust Data'}\n` + - `l3 seq: ${orderbook.sequence}\n` + - `ping: ${orderbook.ping} (ms)\n` + - `------------------------\n` + - `${asksStr}----------sep-----------\n` + - `${bidsStr}------------------------` - ); - }, 200); -} - -main(); diff --git a/app/level3-merge.js b/app/level3-merge.js deleted file mode 100644 index 1f1a8c7..0000000 --- a/app/level3-merge.js +++ /dev/null @@ -1,46 +0,0 @@ -/** - * An example level3 test - */ -import _ from 'lodash'; -import logUpdate from 'log-update'; -import http from '../src/lib/http'; -import Level3 from '../src/com/level3'; -import { getEnv } from '../src/lib/env'; - -const SYMBOL = 'XBTUSDM'; - -async function main() { - // set account api keys - http.setSignatureConfig(getEnv()); - - const l3 = new Level3(SYMBOL); - l3.listen(); - - const interval = setInterval(async () => { - // read orderbook - const orderbook = l3.getOrderBook(5); - - // show Level3 - let asksStr = ''; - _.eachRight(orderbook.asks, ([price, [size, orderIdMp]]) => { - asksStr += `${price} -> ${size} -> ${JSON.stringify(Object.keys(orderIdMp))}\n`; - }); - - let bidsStr = ''; - _.each(orderbook.bids, ([price, [size, orderIdMp]]) => { - bidsStr += `${price} -> ${size} -> ${JSON.stringify(Object.keys(orderIdMp))}\n`; - }); - - logUpdate.clear(); - logUpdate(`------------------------\n` + - `l3 ${orderbook.dirty ? 'Dirty Data' : 'Trust Data'}\n` + - `l3 seq: ${orderbook.sequence}\n` + - `ping: ${orderbook.ping} (ms)\n` + - `------------------------\n` + - `${asksStr}----------sep-----------\n` + - `${bidsStr}------------------------` - ); - }, 200); -} - -main(); diff --git a/app/template.js b/app/template.js deleted file mode 100644 index 905e6c0..0000000 --- a/app/template.js +++ /dev/null @@ -1,166 +0,0 @@ -/** - * An example strategy template - */ -import _ from 'lodash'; -// import Koa from 'koa'; -// import bodyParser from 'koa-bodyparser'; -import logUpdate from 'log-update'; -import http from '../src/lib/http'; -import Datafeed from '../src/lib/datafeed'; -import { mergeDepth, targetTypesMap } from '../src/lib/utils'; -import log from '../src/lib/log'; -// import Ticker from '../src/com/ticker'; -import Level2 from '../src/com/level2'; -import Order from '../src/com/order'; -// import Position from '../src/com/position'; -// import Account from '../src/com/account'; -// import Fee from '../src/com/fee'; -// import Time from '../src/com/time'; -// import Contract from '../src/com/contract'; -// import Level3 from '../src/com/level3'; -import { getEnv } from '../src/lib/env'; - -const env = getEnv(); -const SYMBOL = 'XBTUSDM'; - -async function main() { - // const app = new Koa(); - // app.use(bodyParser); - // app.listen(8090); - - // set account api keys - http.setSignatureConfig(env); - - // const account = new Account(); - // const position = new Position(SYMBOL); - - // const acc = await account.getOverview(); - // log('acc', acc); - // const pos = await position.getPosition(); - // log('pos', pos); - // return; - - // const time = new Time(); - // const fee = new Fee(SYMBOL); - - // const ts = await time.getTimestamp(); - // log('ts', ts); - // const fees = await fee.getFundingHistory(); - // log('fees', fees); - // return; - - // const ct = new Contract(SYMBOL); - // const ctd = await ct.getOverview(); - // log('ctd', ctd); - // return; - - // const l3 = new Level3(SYMBOL); - // l3.listen(); - // return; - - // use single private datafeed - const datafeed = new Datafeed(true); - - // const ticker = new Ticker(SYMBOL, datafeed); - // ticker.listen(); - - const l2 = new Level2(SYMBOL, datafeed); - l2.listen(); - - const order = new Order(SYMBOL, 5); - let orderCommitting = false; - const orderTransaction = async (priceSell, priceBuy) => { - if (orderCommitting) { - log('orderTransaction orderCommitting'); - return; - } - orderCommitting = true; - - log(`orderTransaction`, priceSell, priceBuy); - const size = 10; - const sellOrderSuccess = await order.limitOrder(priceSell, size, 'sell', { postOnly: true }); - const buyOrderSuccess = await order.limitOrder(priceBuy, size, 'buy', { postOnly: true }); - - if (!sellOrderSuccess || !buyOrderSuccess) { - const r = await order.cancleAllOrders(); - log('cancel all orders', sellOrderSuccess, buyOrderSuccess, r); - } - - orderCommitting = false; - }; - - const interval = setInterval(async () => { - // read orderbook - const orderbook = l2.getOrderBook(5); - // get active orders - const orderData = await order.getActiveOrders(); - - // Ticker - // const tickerWS = ticker.getSnapshot(); - // const currentTicker = tickerWS.data; - // ticker ${tickerWS.dirty ? 'Dirty Data' : 'Trust Data'} - // ticker: ${currentTicker.price} -> ${currentTicker.size} - // bestBid: ${currentTicker.bestBidPrice},${currentTicker.bestBidSize} - // bestAsk: ${currentTicker.bestAskPrice},${currentTicker.bestAskSize} - - // template strategy - const mapOrderToL2 = { asks: {}, bids: {} }; - if (orderbook.dirty === false) { - if (orderData.totalNum > 0) { - _.each(orderData.items, ({ symbol, price, side, size, type }) => { - if (symbol === SYMBOL) { - const targetSide = targetTypesMap[side]; - if (_.indexOf(['asks', 'bids'], targetSide) > -1) { - mapOrderToL2[targetSide][mergeDepth(price, targetSide)] = [size, type]; - } - } - }); - } else - if (orderData.totalNum === 0) { - const asksFirst = orderbook.asks[0]; - const bidsFirst = orderbook.bids[0]; - if (asksFirst && bidsFirst) { - if (asksFirst[0] - bidsFirst[0] > 5) { - orderTransaction(asksFirst[0], bidsFirst[0]); - } - } - } - } - - // show Level2 - let asksStr = ''; - _.eachRight(orderbook.asks, ([price, size]) => { - const orderFind = mapOrderToL2.asks[price]; - let str = ''; - if (orderFind) { - const [size, type] = orderFind; - str = `@${size}, ${type}`; - } - asksStr += `${price} -> ${size} ${str}\n`; - }); - - let bidsStr = ''; - _.each(orderbook.bids, ([price, size]) => { - const orderFind = mapOrderToL2.bids[price]; - let str = ''; - if (orderFind) { - const [size, type] = orderFind; - str = `@${size}, ${type}`; - } - bidsStr += `${price} -> ${size} ${str}\n`; - }); - - logUpdate.clear(); - logUpdate(`------------------------\n` + - `l2 ${orderbook.dirty ? 'Dirty Data' : 'Trust Data'}\n` + - `l2 seq: ${orderbook.sequence}\n` + - `ping: ${orderbook.ping} (ms)\n` + - `order: ${orderData.totalNum} (count)\n` + - `------------------------\n` + - `${asksStr}----------sep-----------\n` + - `${bidsStr}------------------------` - ); - }, 400); -} - -main(); diff --git a/env.js b/env.js new file mode 100644 index 0000000..71e5229 --- /dev/null +++ b/env.js @@ -0,0 +1,7 @@ +const env = { + key: '', + secret: '', + passphrase: '', +}; + +module.exports = env; diff --git a/example/index.js b/example/index.js new file mode 100644 index 0000000..56e9745 --- /dev/null +++ b/example/index.js @@ -0,0 +1,198 @@ +const KuCoinFutures = require('../lib/index').default; + +const futuresSDK = new KuCoinFutures({ + key: '[Your key]', + secret: '[Your secret]', + passphrase: '[Your passphrase]' +}); + +futuresSDK.futuresTimestamp(console.log); + +futuresSDK.futuresStatus(console.log); + +// futuresSDK.futuresAccount('USDT', console.log); + +// futuresSDK.futuresBuy( +// { +// symbol: 'ETHUSDTM', +// price: 10000, +// leverage: 5, +// size: 1, +// optional: { +// stop: 'up', +// stopPriceType: 'TP', +// stopPrice: '10000' +// } +// }, +// console.log +// ); + +// futuresSDK.futuresSell( +// { +// symbol: 'ETHUSDTM', +// price: 20000, +// leverage: 5, +// size: 1, +// // clientOid: uuidV4(), +// optional: { +// remark: 'test', +// stop: 'up', +// stopPriceType: 'TP', +// stopPrice: '20000', +// // ... +// } +// }, +// console.log +// ); + +// futuresSDK.futuresCancel('orderId', console.log); + +// futuresSDK.futuresCancelAllOpenOrders('ETHUSDTM', console.log); + +// futuresSDK.futuresCancelAllStopOrders('ETHUSDTM', console.log); + +// futuresSDK.futuresCancelAll('ETHUSDTM', console.log); + +// futuresSDK.futuresOpenOrders({ status: 'done' }, console.log); + +// futuresSDK.futuresStopOrders({ type: 'market' }, console.log); + +// futuresSDK.futuresRecentDoneOrders('', console.log); + +// futuresSDK.futuresOrderDetail({ clientOid: 'clientOid' }, console.log); + +// futuresSDK.futuresOrderDetail('orderId', console.log); + +// futuresSDK.futuresTransactionHistory( +// { +// startTime: new Date().getTime() - 7 * 24 * 60 * 60 * 1000, +// endTime: new Date().getTime(), +// type: 'RealisedPNL', +// maxCount: 100, +// currency: 'USDT' +// }, +// console.log +// ); + +// futuresSDK.futuresSubApi({ subName: '' }, console.log); + +// futuresSDK.futuresCreateSubApi( +// { +// subName: '', +// passphrase: '', +// remark: '', +// }, +// console.log +// ); + +// futuresSDK.futureTransferOut( +// { amount: 0.01, currency: 'USDT', recAccountType: 'MAIN' }, +// console.log +// ); + +// futuresSDK.futureTransferIn( +// { amount: 0.01, currency: 'USDT', payAccountType: 'MAIN' }, +// console.log +// ); + +// futuresSDK.futureTransfers( +// { +// startAt: new Date().getTime() - 7 * 24 * 60 * 60 * 1000, +// endAt: new Date().getTime(), +// status: 'SUCCESS', +// currentPage: 1, +// pageSize: 100, +// currency: 'USDT' +// }, +// console.log +// ); + +// futuresSDK.futuresFills({ pageSize: 100 }, console.log); + +// futuresSDK.futuresRecentFills('ETHUSDTM', console.log); + +// futuresSDK.futuresRecentFills('', console.log); + +// futuresSDK.futuresMarginOpenOrders('ETHUSDTM', console.log); + +// futuresSDK.futuresPositionDetail('ETHUSDTM', console.log); + +// futuresSDK.futuresPositions('', console.log); + +// futuresSDK.futuresPositionAutoDeposit({ symbol: 'ETHUSDTM', status: true }, console.log); + +// futuresSDK.futuresPositionAutoDeposit({ symbol: 'ETHUSDTM', status: false }, console.log); + +// futuresSDK.futuresPositionMargin( +// { +// symbol: 'ETHUSDTM', +// margin: 0.01 +// // bizNo: uuidV4(), +// }, +// console.log +// ); + +// futuresSDK.futuresRiskLimit('ETHUSDTM', console.log); + +// futuresSDK.futuresChangeRiskLimit( +// { symbol: 'ETHUSDTM', level: 2 }, +// console.log +// ); + +// futuresSDK.futuresFundingHistory({ symbol: 'ETHUSDTM' }, console.log); + +// futuresSDK.futuresMarkPrice('XBTUSDTM', console.log); + +// futuresSDK.futuresContractsActive(console.log); + +// futuresSDK.futuresContractDetail('XBTUSDTM', console.log); + +// futuresSDK.futuresTicker('XBTUSDTM', console.log); + +// futuresSDK.futuresLevel2('XBTUSDTM', console.log); + +// futuresSDK.futuresLevel2Depth20('XBTUSDTM', console.log); + +// futuresSDK.futuresLevel2Depth100('XBTUSDTM', console.log); + +// futuresSDK.futuresTradeHistory('XBTUSDTM', console.log); + +// futuresSDK.futuresInterests({ symbol: '.XBTINT' }, console.log); + +// futuresSDK.futuresIndexList({ symbol: '.KXBT' }, console.log); + +// futuresSDK.futuresMarkPrice('XBTUSDM', console.log); + +// futuresSDK.futuresPremiums({ symbol: '.XBTUSDMPI' }, console.log); + +// futuresSDK.futuresFundingRate('XBTUSDM', console.log); + +// futuresSDK.futuresKline( +// { +// symbol: 'XBTUSDTM', +// granularity: 480, +// from: new Date().getTime() - 24 * 60 * 60 * 1000, +// to: new Date().getTime() +// }, +// console.log +// ); + +// === websocket === // + +// futuresSDK.websocket.ticker(['ETHUSDTM', 'XBTUSDTM']); + +// futuresSDK.websocket.level2(['ETHUSDTM', 'XBTUSDTM']); + +// futuresSDK.websocket.execution(['ETHUSDTM', 'XBTUSDTM']); + +// futuresSDK.websocket.announcement(); + +// futuresSDK.websocket.snapshot('ETHUSDTM'); + +// futuresSDK.websocket.tradeOrders(); + +// futuresSDK.websocket.advancedOrders(); + +// futuresSDK.websocket.wallet(); + +// futuresSDK.websocket.position(['ETHUSDTM', 'LINAUSDTM']); diff --git a/jest.config.js b/jest.config.js new file mode 100644 index 0000000..0a8c081 --- /dev/null +++ b/jest.config.js @@ -0,0 +1,14 @@ +module.exports = { + verbose: true, + preset: 'ts-jest', + testEnvironment: 'node', + globals: { + window: true, + 'ts-jest': { + isolatedModules: true, + }, + }, + testPathIgnorePatterns: ['/node_modules/', '/lib/'], + testRegex: '^.+\\.test\\.(js|ts)$', + moduleFileExtensions: ['js', 'ts'], +}; diff --git a/lib/dataType/account.d.ts b/lib/dataType/account.d.ts new file mode 100644 index 0000000..e5084e6 --- /dev/null +++ b/lib/dataType/account.d.ts @@ -0,0 +1,25 @@ +import { PageOffsetParams, PageSizeParams } from './common'; +export type TransactionType = 'RealisedPNL' | 'Deposit' | 'Withdrawal' | 'TransferIn' | 'TransferOut'; +export interface TransactionHistoryParams extends PageOffsetParams { + type?: TransactionType; + currency?: string; +} +export interface SubApiParams { + subName: string; + passphrase: string; + permission?: string; + ipWhitelist?: string; + expire?: string; +} +export interface CreateSubApiParams extends SubApiParams { + remark: string; +} +export interface UpdateSubApiParams extends SubApiParams { + apiKey: string; +} +export type TransferStatusType = 'PROCESSING' | 'SUCCESS' | 'FAILURE'; +export interface TransferListParams extends PageSizeParams { + status?: TransferStatusType; + queryStatus?: TransferStatusType; + currency?: string; +} diff --git a/lib/dataType/account.js b/lib/dataType/account.js new file mode 100644 index 0000000..c8ad2e5 --- /dev/null +++ b/lib/dataType/account.js @@ -0,0 +1,2 @@ +"use strict"; +Object.defineProperty(exports, "__esModule", { value: true }); diff --git a/lib/dataType/common.d.ts b/lib/dataType/common.d.ts new file mode 100644 index 0000000..1abef57 --- /dev/null +++ b/lib/dataType/common.d.ts @@ -0,0 +1,20 @@ +export interface MakeRequestParams { + body?: object | string; + method: string; + endpoint: string; + callback?: Function; + isPrivate?: boolean; +} +export interface PageOffsetParams { + startAt?: string; + endAt?: string; + offset?: number; + forward?: boolean | true; + maxCount?: number; +} +export interface PageSizeParams { + startAt?: string; + endAt?: string; + pageSize?: number; + currentPage?: number; +} diff --git a/lib/dataType/common.js b/lib/dataType/common.js new file mode 100644 index 0000000..c8ad2e5 --- /dev/null +++ b/lib/dataType/common.js @@ -0,0 +1,2 @@ +"use strict"; +Object.defineProperty(exports, "__esModule", { value: true }); diff --git a/lib/dataType/futuresOrder.d.ts b/lib/dataType/futuresOrder.d.ts new file mode 100644 index 0000000..60f709d --- /dev/null +++ b/lib/dataType/futuresOrder.d.ts @@ -0,0 +1,36 @@ +import { PageSizeParams } from './common'; +export type BaseOrderType = 'limit' | 'market'; +export type OrderType = 'limit' | 'market' | 'limit_stop' | 'market_stop'; +export type OrderOptionalParamsType = 'type' | 'remark' | 'stop' | 'stopPriceType' | 'stopPrice' | 'reduceOnly' | 'closeOrder' | 'forceHold' | 'timeInForce' | 'postOnly' | 'hidden' | 'iceberg' | 'visibleSize'; +export type OptionalParamsObject = { + [P in T]?: any; +}; +export interface BaseOrderBody { + symbol: string; + size: number; + leverage?: number; + clientOid?: string; + optional?: OptionalParamsObject; +} +export interface OrderBody extends BaseOrderBody { + side: string; + price?: number | string; +} +export type OpenOrderStatusType = 'active' | 'done'; +export interface OpenOrderListParams extends PageSizeParams { + status?: OpenOrderStatusType; + symbol?: string; + side?: string; + type?: OrderType; +} +export interface StopOrderListParams extends PageSizeParams { + symbol?: string; + side?: string; + type?: BaseOrderType; +} +export interface FillsParams extends PageSizeParams { + orderId?: string; + symbol?: string; + side?: string; + type?: OrderType; +} diff --git a/lib/dataType/futuresOrder.js b/lib/dataType/futuresOrder.js new file mode 100644 index 0000000..c8ad2e5 --- /dev/null +++ b/lib/dataType/futuresOrder.js @@ -0,0 +1,2 @@ +"use strict"; +Object.defineProperty(exports, "__esModule", { value: true }); diff --git a/lib/dataType/market.d.ts b/lib/dataType/market.d.ts new file mode 100644 index 0000000..d181e82 --- /dev/null +++ b/lib/dataType/market.d.ts @@ -0,0 +1,11 @@ +import { PageOffsetParams } from './common'; +export interface klineParams { + symbol: string; + granularity: number; + from?: string; + to?: string; +} +export interface IndexListParams extends PageOffsetParams { + symbol: string; + reverse?: boolean | true; +} diff --git a/lib/dataType/market.js b/lib/dataType/market.js new file mode 100644 index 0000000..c8ad2e5 --- /dev/null +++ b/lib/dataType/market.js @@ -0,0 +1,2 @@ +"use strict"; +Object.defineProperty(exports, "__esModule", { value: true }); diff --git a/lib/dataType/order.d.ts b/lib/dataType/order.d.ts new file mode 100644 index 0000000..60f709d --- /dev/null +++ b/lib/dataType/order.d.ts @@ -0,0 +1,36 @@ +import { PageSizeParams } from './common'; +export type BaseOrderType = 'limit' | 'market'; +export type OrderType = 'limit' | 'market' | 'limit_stop' | 'market_stop'; +export type OrderOptionalParamsType = 'type' | 'remark' | 'stop' | 'stopPriceType' | 'stopPrice' | 'reduceOnly' | 'closeOrder' | 'forceHold' | 'timeInForce' | 'postOnly' | 'hidden' | 'iceberg' | 'visibleSize'; +export type OptionalParamsObject = { + [P in T]?: any; +}; +export interface BaseOrderBody { + symbol: string; + size: number; + leverage?: number; + clientOid?: string; + optional?: OptionalParamsObject; +} +export interface OrderBody extends BaseOrderBody { + side: string; + price?: number | string; +} +export type OpenOrderStatusType = 'active' | 'done'; +export interface OpenOrderListParams extends PageSizeParams { + status?: OpenOrderStatusType; + symbol?: string; + side?: string; + type?: OrderType; +} +export interface StopOrderListParams extends PageSizeParams { + symbol?: string; + side?: string; + type?: BaseOrderType; +} +export interface FillsParams extends PageSizeParams { + orderId?: string; + symbol?: string; + side?: string; + type?: OrderType; +} diff --git a/lib/dataType/order.js b/lib/dataType/order.js new file mode 100644 index 0000000..c8ad2e5 --- /dev/null +++ b/lib/dataType/order.js @@ -0,0 +1,2 @@ +"use strict"; +Object.defineProperty(exports, "__esModule", { value: true }); diff --git a/lib/dataType/other.d.ts b/lib/dataType/other.d.ts new file mode 100644 index 0000000..fd3c291 --- /dev/null +++ b/lib/dataType/other.d.ts @@ -0,0 +1,5 @@ +import { PageOffsetParams } from './common'; +export interface FundingHistoryParams extends PageOffsetParams { + symbol: string; + reverse?: boolean | true; +} diff --git a/lib/dataType/other.js b/lib/dataType/other.js new file mode 100644 index 0000000..c8ad2e5 --- /dev/null +++ b/lib/dataType/other.js @@ -0,0 +1,2 @@ +"use strict"; +Object.defineProperty(exports, "__esModule", { value: true }); diff --git a/lib/dataType/socket.d.ts b/lib/dataType/socket.d.ts new file mode 100644 index 0000000..5bdcc45 --- /dev/null +++ b/lib/dataType/socket.d.ts @@ -0,0 +1,8 @@ +export type Callback = (data: any) => void; +export interface Subscription { + id: string; + callback: Callback; + topic: string; + privateChannel: boolean; + strict?: boolean; +} diff --git a/lib/dataType/socket.js b/lib/dataType/socket.js new file mode 100644 index 0000000..c8ad2e5 --- /dev/null +++ b/lib/dataType/socket.js @@ -0,0 +1,2 @@ +"use strict"; +Object.defineProperty(exports, "__esModule", { value: true }); diff --git a/lib/index.d.ts b/lib/index.d.ts new file mode 100644 index 0000000..eef364d --- /dev/null +++ b/lib/index.d.ts @@ -0,0 +1,229 @@ +import { CreateSubApiParams, FillsParams, FundingHistoryParams, OpenOrderListParams, StopOrderListParams, TransactionHistoryParams, TransferListParams, UpdateSubApiParams, IndexListParams, klineParams, Callback } from './dataType'; +import { WebSocketClient } from './websocket'; +export default class KuCoinFutures { + private request; + private socketInstanceCache; + constructor(props: { + key: string | number; + secret: string | number; + passphrase: string | number; + axiosProps: object; + }); + private makeRequest; + futuresAccount: (currency?: string, callback?: Function) => Promise; + /** + * search to transaction history + * @param params.type string -- 'RealisedPNL' | 'Deposit' | 'Withdrawal' | 'TransferIn' | 'TransferOut' + * @param params.currency -- string + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.offset -- long + * @param params.maxCount -- default 50 + * @param params.forward -- default true + * @param callback -- callback function + */ + futuresTransactionHistory: (params?: TransactionHistoryParams, callback?: Function) => Promise; + futuresSubApi: (params: { + subName: string; + apiKey?: string; + }, callback?: Function) => Promise; + futuresCreateSubApi: (params: CreateSubApiParams, callback?: Function) => Promise; + futuresUpdateSubApi: (params: UpdateSubApiParams, callback?: Function) => Promise; + futureDeleteSubApi: (params: { + subName: string; + apiKey: string; + passphrase: string; + }, callback?: Function) => Promise; + futureTransferOut: (params: { + amount: number; + currency: string; + recAccountType: string; + }, callback?: Function) => Promise; + futureTransferIn: (params: { + amount: number; + currency: string; + payAccountType: string; + }, callback?: Function) => Promise; + /** + * search to transfer list + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.status -- string -- 'PROCESSING' | 'SUCCESS' | 'FAILURE' + * @param params.queryStatus -- array -- 'PROCESSING' | 'SUCCESS' | 'FAILURE' + * @param params.currency -- string + * @param params.currentPage -- default 1 + * @param params.pageSize -- default 50 | max 100 + * @param callback -- callback function + */ + futureTransfers: (params?: TransferListParams, callback?: Function) => Promise; + private order; + private stopOrder; + futuresBuy: (params: { + symbol: string; + size: string | number; + price: string | number; + leverage?: number | undefined; + clientOid?: string | undefined; + optional?: object | undefined; + }, callback?: Function) => Promise; + futuresSell: (params: { + symbol: string; + size: string | number; + price: string | number; + leverage?: number | undefined; + clientOid?: string | undefined; + optional?: object | undefined; + }, callback?: Function) => Promise; + futuresCancel: (orderId: string, callback?: Function) => Promise; + futuresCancelAllOpenOrders: (symbol?: string, callback?: Function) => Promise; + futuresCancelAllStopOrders: (symbol?: string, callback?: Function) => Promise; + futuresCancelAll: (symbol?: string, callback?: Function) => Promise<[any, any]>; + /** + * search to open orders list + * @param params.status --'active'|'done' default 'active' + * @param params.symbol -- string symbol + * @param params.side --'buy'|'sell' + * @param params.type -- 'limit'|'market'|'limit_stop'|'market_stop' + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.currentPage -- default 1 + * @param params.pageSize -- default 50 | max 1000 + * @param callback -- callback function + */ + futuresOpenOrders: (params: OpenOrderListParams, callback?: Function) => Promise; + /** + * search to stop orders list + * @param params.symbol -- string symbol + * @param params.side --'buy'|'sell' + * @param params.type -- 'limit'|'market' + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.currentPage -- default 1 + * @param params.pageSize -- default 50 | max 1000 + * @param callback -- callback function + */ + futuresStopOrders: (params: StopOrderListParams, callback?: Function) => Promise; + futuresRecentDoneOrders: (symbol?: string, callback?: Function) => Promise; + /** + * search to order detail + * @param params -- string orderId || object { clientOid } + * @param callback -- callback function + */ + futuresOrderDetail: (params: string | object, callback?: Function) => Promise; + /** + * search to stop orders list + * @param params.orderId -- string + * @param params.symbol -- string symbol + * @param params.side --'buy'|'sell' + * @param params.type -- 'limit'|'market'|'limit_stop'|'market_stop' + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.currentPage -- default 1 + * @param params.pageSize -- default 50 | max 100 + * @param callback -- callback function + */ + futuresFills: (params?: FillsParams, callback?: Function) => Promise; + futuresRecentFills: (symbol?: string, callback?: Function) => Promise; + futuresMarginOpenOrders: (symbol: string, callback?: Function) => Promise; + futuresPositionDetail: (symbol?: string, callback?: Function) => Promise; + futuresPositions: (currency?: string, callback?: Function) => Promise; + futuresPositionAutoDeposit: (params: { + symbol: string; + status: boolean; + }, callback?: Function) => Promise; + futuresPositionMargin: (params: { + symbol: string; + margin: number; + bizNo?: string | undefined; + }, callback?: Function) => Promise; + futuresRiskLimit: (symbol?: string, callback?: Function) => Promise; + futuresChangeRiskLimit: (params: { + symbol: string; + level: number; + }, callback?: Function) => Promise; + /** + * search to stop orders list + * @param params.symbol -- string symbol + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.reverse -- boolean + * @param params.offset -- long + * @param params.forward -- default true + * @param params.maxCount -- default 10 + * @param callback -- callback function + */ + futuresFundingHistory: (params?: FundingHistoryParams, callback?: Function) => Promise; + futuresContractsActive: (callback?: Function) => Promise; + futuresContractDetail: (symbol: string, callback?: Function) => Promise; + futuresTicker: (symbol: string, callback?: Function) => Promise; + futuresLevel2: (symbol: string, callback?: Function) => Promise; + futuresLevel2Depth20: (symbol: string, callback?: Function) => Promise; + futuresLevel2Depth100: (symbol: string, callback?: Function) => Promise; + futuresTradeHistory: (symbol: string, callback?: Function) => Promise; + futuresTimestamp: (callback?: Function) => Promise; + futuresStatus: (callback?: Function) => Promise; + /** + * search to kline + * @param params.symbol -- string symbol + * @param params.granularity -- number + * @param params.form -- timestamp + * @param params.to -- boolean + */ + futuresKline: (params: klineParams, callback?: Function) => Promise; + /** + * search to interest list + * @param params.symbol -- string symbol + * @param params.reverse -- boolean default true + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.offset -- long + * @param params.forward -- boolean default true + * @param params.maxCount -- number default 10 | max 100 + * @param callback -- callback function + */ + futuresInterests: (params?: IndexListParams, callback?: Function) => Promise; + /** + * search to index list + * @param params.symbol -- string symbol + * @param params.reverse -- boolean default true + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.offset -- long + * @param params.forward -- boolean default true + * @param params.maxCount -- number default 10 | max 100 + * @param callback -- callback function + */ + futuresIndexList: (params?: IndexListParams, callback?: Function) => Promise; + futuresMarkPrice: (symbol: string, callback?: Function) => Promise; + /** + * search to premium list + * @param params.symbol -- string symbol + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.reverse -- boolean default true + * @param params.offset -- long + * @param params.forward -- boolean default true + * @param params.maxCount -- number default 10 | max 100 + * @param callback -- callback function + */ + futuresPremiums: (params?: IndexListParams, callback?: Function) => Promise; + futuresFundingRate: (symbol: string, callback?: Function) => Promise; + futuresGetSocketInstance: (isPrivate: boolean) => Promise; + futuresGetCacheSocketInstance: (isPrivate: boolean) => Promise; + futuresSocketSubscribe: (topic: string, callback?: Callback, isPrivate?: boolean, strict?: boolean) => Promise; + get websocket(): { + tickerV2: (symbols: string | [], callback?: (d: any) => void) => Promise; + ticker: (symbols: string | [], callback?: (d: any) => void) => Promise; + level2: (symbols: string | [], callback?: (d: any) => void) => Promise; + execution: (symbols: string | [], callback?: (d: any) => void) => Promise; + level2Depth5: (symbols: string | [], callback?: (d: any) => void) => Promise; + level2Depth50: (symbols: string | [], callback?: (d: any) => void) => Promise; + instrument: (symbols: string | [], callback?: (d: any) => void) => Promise; + announcement: (callback?: (d: any) => void) => Promise; + snapshot: (symbols: string | [], callback?: (d: any) => void) => Promise; + tradeOrders: (symbols: string | [], callback?: (d: any) => void) => Promise; + advancedOrders: (callback?: (d: any) => void) => Promise; + wallet: (callback?: (d: any) => void) => Promise; + position: (symbols: string | [], callback?: (d: any) => void) => Promise; + }; +} diff --git a/lib/index.js b/lib/index.js new file mode 100644 index 0000000..3be4934 --- /dev/null +++ b/lib/index.js @@ -0,0 +1,919 @@ +"use strict"; +var __assign = (this && this.__assign) || function () { + __assign = Object.assign || function(t) { + for (var s, i = 1, n = arguments.length; i < n; i++) { + s = arguments[i]; + for (var p in s) if (Object.prototype.hasOwnProperty.call(s, p)) + t[p] = s[p]; + } + return t; + }; + return __assign.apply(this, arguments); +}; +var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) { + function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); } + return new (P || (P = Promise))(function (resolve, reject) { + function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } } + function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } } + function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); } + step((generator = generator.apply(thisArg, _arguments || [])).next()); + }); +}; +var __generator = (this && this.__generator) || function (thisArg, body) { + var _ = { label: 0, sent: function() { if (t[0] & 1) throw t[1]; return t[1]; }, trys: [], ops: [] }, f, y, t, g; + return g = { next: verb(0), "throw": verb(1), "return": verb(2) }, typeof Symbol === "function" && (g[Symbol.iterator] = function() { return this; }), g; + function verb(n) { return function (v) { return step([n, v]); }; } + function step(op) { + if (f) throw new TypeError("Generator is already executing."); + while (g && (g = 0, op[0] && (_ = 0)), _) try { + if (f = 1, y && (t = op[0] & 2 ? y["return"] : op[0] ? y["throw"] || ((t = y["return"]) && t.call(y), 0) : y.next) && !(t = t.call(y, op[1])).done) return t; + if (y = 0, t) op = [op[0] & 2, t.value]; + switch (op[0]) { + case 0: case 1: t = op; break; + case 4: _.label++; return { value: op[1], done: false }; + case 5: _.label++; y = op[1]; op = [0]; continue; + case 7: op = _.ops.pop(); _.trys.pop(); continue; + default: + if (!(t = _.trys, t = t.length > 0 && t[t.length - 1]) && (op[0] === 6 || op[0] === 2)) { _ = 0; continue; } + if (op[0] === 3 && (!t || (op[1] > t[0] && op[1] < t[3]))) { _.label = op[1]; break; } + if (op[0] === 6 && _.label < t[1]) { _.label = t[1]; t = op; break; } + if (t && _.label < t[2]) { _.label = t[2]; _.ops.push(op); break; } + if (t[2]) _.ops.pop(); + _.trys.pop(); continue; + } + op = body.call(thisArg, _); + } catch (e) { op = [6, e]; y = 0; } finally { f = t = 0; } + if (op[0] & 5) throw op[1]; return { value: op[0] ? op[1] : void 0, done: true }; + } +}; +var __importDefault = (this && this.__importDefault) || function (mod) { + return (mod && mod.__esModule) ? mod : { "default": mod }; +}; +Object.defineProperty(exports, "__esModule", { value: true }); +var uuid_1 = require("uuid"); +var lodash_1 = require("lodash"); +var ws_1 = __importDefault(require("ws")); +var request_1 = __importDefault(require("./tools/request")); +var tools_1 = require("./tools/tools"); +var resetAPI_1 = require("./resetAPI"); +var websocket_1 = require("./websocket"); +var constants_1 = require("./tools/constants"); +var tools_2 = require("./tools/tools"); +var websocket_2 = require("./websocket"); +var KuCoinFutures = /** @class */ (function () { + function KuCoinFutures(props) { + var _this_1 = this; + this.socketInstanceCache = new Map(); + this.makeRequest = function (_a) { + var _b = _a.body, body = _b === void 0 ? '' : _b, method = _a.method, endpoint = _a.endpoint, callback = _a.callback, _c = _a.isPrivate, isPrivate = _c === void 0 ? true : _c; + return __awaiter(_this_1, void 0, void 0, function () { + var params, data, _d, err_1; + return __generator(this, function (_e) { + switch (_e.label) { + case 0: + _e.trys.push([0, 5, , 6]); + params = (0, tools_2.filterEmptyValues)(body); + if (!isPrivate) return [3 /*break*/, 2]; + return [4 /*yield*/, this.request.signatureRequest(endpoint, params, method)]; + case 1: + _d = _e.sent(); + return [3 /*break*/, 4]; + case 2: return [4 /*yield*/, this.request.requestPublic(endpoint, params, method)]; + case 3: + _d = _e.sent(); + _e.label = 4; + case 4: + data = _d; + if (callback) { + return [2 /*return*/, callback(data)]; + } + else { + return [2 /*return*/, data]; + } + return [3 /*break*/, 6]; + case 5: + err_1 = _e.sent(); + console.log(err_1); + return [2 /*return*/, err_1]; + case 6: return [2 /*return*/]; + } + }); + }); + }; + this.futuresAccount = function (currency, callback) { + if (currency === void 0) { currency = 'XBT'; } + return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: { currency: currency }, + method: constants_1.GET, + endpoint: resetAPI_1.FUTURES_ACCOUNT_OVERVIEW_EP, + callback: callback + })]; + }); + }); + }; + /** + * search to transaction history + * @param params.type string -- 'RealisedPNL' | 'Deposit' | 'Withdrawal' | 'TransferIn' | 'TransferOut' + * @param params.currency -- string + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.offset -- long + * @param params.maxCount -- default 50 + * @param params.forward -- default true + * @param callback -- callback function + */ + this.futuresTransactionHistory = function (params, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: params, + method: constants_1.GET, + endpoint: resetAPI_1.FUTURES_TRANSACTION_HISTORY_EP, + callback: callback + })]; + }); + }); }; + this.futuresSubApi = function (params, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: params, + method: constants_1.GET, + endpoint: resetAPI_1.FUTURES_SUB_API_EP, + callback: callback + })]; + }); + }); }; + this.futuresCreateSubApi = function (params, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: params, + method: constants_1.POST, + endpoint: resetAPI_1.FUTURES_SUB_API_EP, + callback: callback + })]; + }); + }); }; + this.futuresUpdateSubApi = function (params, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: params, + method: constants_1.POST, + endpoint: resetAPI_1.FUTURES_UPDATE_SUB_API_EP, + callback: callback + })]; + }); + }); }; + this.futureDeleteSubApi = function (params, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: params, + method: constants_1.DELETE, + endpoint: resetAPI_1.FUTURES_UPDATE_SUB_API_EP, + callback: callback + })]; + }); + }); }; + this.futureTransferOut = function (params, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: params, + method: constants_1.POST, + endpoint: resetAPI_1.FUTURES_TRANSFER_OUT_EP, + callback: callback + })]; + }); + }); }; + this.futureTransferIn = function (params, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: params, + method: constants_1.POST, + endpoint: resetAPI_1.FUTURES_TRANSFER_IN_EP, + callback: callback + })]; + }); + }); }; + /** + * search to transfer list + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.status -- string -- 'PROCESSING' | 'SUCCESS' | 'FAILURE' + * @param params.queryStatus -- array -- 'PROCESSING' | 'SUCCESS' | 'FAILURE' + * @param params.currency -- string + * @param params.currentPage -- default 1 + * @param params.pageSize -- default 50 | max 100 + * @param callback -- callback function + */ + this.futureTransfers = function (params, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: params, + method: constants_1.POST, + endpoint: resetAPI_1.FUTURES_TRANSFER_LIST_EP, + callback: callback + })]; + }); + }); }; + this.order = function (params, method, callback) { + if (method === void 0) { method = constants_1.GET; } + return __awaiter(_this_1, void 0, void 0, function () { + var _a, body, endpoint; + return __generator(this, function (_b) { + _a = (0, resetAPI_1.returnBodyAndEndpoint)(params, method), body = _a.body, endpoint = _a.endpoint; + return [2 /*return*/, this.makeRequest({ body: body, method: method, endpoint: endpoint, callback: callback })]; + }); + }); + }; + this.stopOrder = function (params, method, callback) { + if (method === void 0) { method = constants_1.GET; } + return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: params, + method: method, + endpoint: resetAPI_1.FUTURES_STOP_ORDER_EP, + callback: callback + })]; + }); + }); + }; + this.futuresBuy = function (params, callback) { return __awaiter(_this_1, void 0, void 0, function () { + var price, symbol, size, _a, leverage, _b, clientOid, optional; + return __generator(this, function (_c) { + price = params.price, symbol = params.symbol, size = params.size, _a = params.leverage, leverage = _a === void 0 ? 1 : _a, _b = params.clientOid, clientOid = _b === void 0 ? (0, uuid_1.v4)() : _b, optional = params.optional; + if (!symbol) { + throw new TypeError('Order buy symbol must be set!'); + } + return [2 /*return*/, this.order({ side: 'buy', price: price, symbol: symbol, size: size, leverage: leverage, clientOid: clientOid, optional: optional }, constants_1.POST, callback)]; + }); + }); }; + this.futuresSell = function (params, callback) { return __awaiter(_this_1, void 0, void 0, function () { + var price, symbol, size, _a, leverage, _b, clientOid, optional; + return __generator(this, function (_c) { + price = params.price, symbol = params.symbol, size = params.size, _a = params.leverage, leverage = _a === void 0 ? 1 : _a, _b = params.clientOid, clientOid = _b === void 0 ? (0, uuid_1.v4)() : _b, optional = params.optional; + if (!symbol) { + throw new TypeError('Order sell symbol must be set!'); + } + return [2 /*return*/, this.order({ side: 'sell', price: price, symbol: symbol, size: size, leverage: leverage, clientOid: clientOid, optional: optional }, constants_1.POST, callback)]; + }); + }); }; + this.futuresCancel = function (orderId, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.order(orderId, constants_1.DELETE, callback)]; + }); + }); }; + this.futuresCancelAllOpenOrders = function (symbol, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.order({ symbol: symbol }, constants_1.DELETE, callback)]; + }); + }); }; + this.futuresCancelAllStopOrders = function (symbol, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.stopOrder({ symbol: symbol }, constants_1.DELETE, callback)]; + }); + }); }; + this.futuresCancelAll = function (symbol, callback) { return __awaiter(_this_1, void 0, void 0, function () { + var cancelAllOpenOrders, cancelAllStopOrders; + return __generator(this, function (_a) { + cancelAllOpenOrders = this.futuresCancelAllOpenOrders(symbol, callback); + cancelAllStopOrders = this.futuresCancelAllStopOrders(symbol, callback); + return [2 /*return*/, Promise.all([cancelAllOpenOrders, cancelAllStopOrders])]; + }); + }); }; + /** + * search to open orders list + * @param params.status --'active'|'done' default 'active' + * @param params.symbol -- string symbol + * @param params.side --'buy'|'sell' + * @param params.type -- 'limit'|'market'|'limit_stop'|'market_stop' + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.currentPage -- default 1 + * @param params.pageSize -- default 50 | max 1000 + * @param callback -- callback function + */ + this.futuresOpenOrders = function (params, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.order(params, constants_1.GET, callback)]; + }); + }); }; + /** + * search to stop orders list + * @param params.symbol -- string symbol + * @param params.side --'buy'|'sell' + * @param params.type -- 'limit'|'market' + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.currentPage -- default 1 + * @param params.pageSize -- default 50 | max 1000 + * @param callback -- callback function + */ + this.futuresStopOrders = function (params, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.stopOrder(params, constants_1.GET, callback)]; + }); + }); }; + this.futuresRecentDoneOrders = function (symbol, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: { symbol: symbol }, + method: constants_1.GET, + endpoint: resetAPI_1.FUTURES_RECENT_DONE_ORDERS_EP, + callback: callback + })]; + }); + }); }; + /** + * search to order detail + * @param params -- string orderId || object { clientOid } + * @param callback -- callback function + */ + this.futuresOrderDetail = function (params, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.order(params, constants_1.GET, callback)]; + }); + }); }; + /** + * search to stop orders list + * @param params.orderId -- string + * @param params.symbol -- string symbol + * @param params.side --'buy'|'sell' + * @param params.type -- 'limit'|'market'|'limit_stop'|'market_stop' + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.currentPage -- default 1 + * @param params.pageSize -- default 50 | max 100 + * @param callback -- callback function + */ + this.futuresFills = function (params, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: params, + method: constants_1.GET, + endpoint: resetAPI_1.FUTURES_FILLS_EP, + callback: callback + })]; + }); + }); }; + this.futuresRecentFills = function (symbol, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: { symbol: symbol }, + method: constants_1.GET, + endpoint: resetAPI_1.FUTURES_RECENT_FILLS_EP, + callback: callback + })]; + }); + }); }; + this.futuresMarginOpenOrders = function (symbol, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + if (!symbol) { + console.error('Required String parameter symbol'); + return [2 /*return*/]; + } + return [2 /*return*/, this.makeRequest({ + body: { symbol: symbol }, + method: constants_1.GET, + endpoint: resetAPI_1.FUTURES_TOTAL_OPEN_ORDERS_MARGIN_EP, + callback: callback + })]; + }); + }); }; + this.futuresPositionDetail = function (symbol, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: { symbol: symbol }, + method: constants_1.GET, + endpoint: resetAPI_1.FUTURES_POSITION_EP, + callback: callback + })]; + }); + }); }; + this.futuresPositions = function (currency, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: { currency: currency }, + method: constants_1.GET, + endpoint: resetAPI_1.FUTURES_POSITIONS_EP, + callback: callback + })]; + }); + }); }; + this.futuresPositionAutoDeposit = function (params, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: params, + method: constants_1.POST, + endpoint: resetAPI_1.FUTURES_POSITION_AUTO_DEPOSIT_STATUS_EP, + callback: callback + })]; + }); + }); }; + this.futuresPositionMargin = function (params, callback) { return __awaiter(_this_1, void 0, void 0, function () { + var symbol, margin, bizNo, makeBizNo; + return __generator(this, function (_a) { + symbol = params.symbol, margin = params.margin, bizNo = params.bizNo; + makeBizNo = bizNo || (0, uuid_1.v4)(); + return [2 /*return*/, this.makeRequest({ + body: { symbol: symbol, margin: margin, bizNo: makeBizNo }, + method: constants_1.POST, + endpoint: resetAPI_1.FUTURES_POSITION_MARGIN_EP, + callback: callback + })]; + }); + }); }; + this.futuresRiskLimit = function (symbol, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: symbol, + method: constants_1.GET, + endpoint: resetAPI_1.FUTURES_RISK_LIMIT_EP, + callback: callback + })]; + }); + }); }; + this.futuresChangeRiskLimit = function (params, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: params, + method: constants_1.POST, + endpoint: resetAPI_1.FUTURES_CHANGE_RISK_LIMIT_EP, + callback: callback + })]; + }); + }); }; + /** + * search to stop orders list + * @param params.symbol -- string symbol + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.reverse -- boolean + * @param params.offset -- long + * @param params.forward -- default true + * @param params.maxCount -- default 10 + * @param callback -- callback function + */ + this.futuresFundingHistory = function (params, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: params, + method: constants_1.GET, + endpoint: resetAPI_1.FUTURES_FUNDING_HISTORY_EP, + callback: callback + })]; + }); + }); }; + this.futuresContractsActive = function (callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + method: constants_1.GET, + endpoint: resetAPI_1.FUTURES_CONTRACTS_ACTIVE_EP, + callback: callback, + isPrivate: false + })]; + }); + }); }; + this.futuresContractDetail = function (symbol, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + if (!symbol) { + console.log('Required Parameter. Symbol of the contract'); + return [2 /*return*/, false]; + } + return [2 /*return*/, this.makeRequest({ + body: symbol, + method: constants_1.GET, + endpoint: resetAPI_1.FUTURES_CONTRACTS_DETAIL_EP, + callback: callback, + isPrivate: false + })]; + }); + }); }; + this.futuresTicker = function (symbol, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: { symbol: symbol }, + method: constants_1.GET, + endpoint: resetAPI_1.FUTURES_TICKER_EP, + callback: callback + })]; + }); + }); }; + this.futuresLevel2 = function (symbol, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: { symbol: symbol }, + method: constants_1.GET, + endpoint: resetAPI_1.FUTURES_LEVEL2_EP, + callback: callback, + isPrivate: false + })]; + }); + }); }; + this.futuresLevel2Depth20 = function (symbol, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: { symbol: symbol }, + method: constants_1.GET, + endpoint: resetAPI_1.FUTURES_LEVEL2_20_EP, + callback: callback, + isPrivate: false + })]; + }); + }); }; + this.futuresLevel2Depth100 = function (symbol, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: { symbol: symbol }, + method: constants_1.GET, + endpoint: resetAPI_1.FUTURES_LEVEL2_100_EP, + callback: callback, + isPrivate: false + })]; + }); + }); }; + this.futuresTradeHistory = function (symbol, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: { symbol: symbol }, + method: constants_1.GET, + endpoint: resetAPI_1.FUTURES_TRADE_HISTORY_EP, + callback: callback, + isPrivate: false + })]; + }); + }); }; + this.futuresTimestamp = function (callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + method: constants_1.GET, + endpoint: resetAPI_1.FUTURES_TIMESTAMP_EP, + callback: callback, + isPrivate: false + })]; + }); + }); }; + this.futuresStatus = function (callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + method: constants_1.GET, + endpoint: resetAPI_1.FUTURES_SERVICE_STATUS_EP, + callback: callback, + isPrivate: false + })]; + }); + }); }; + /** + * search to kline + * @param params.symbol -- string symbol + * @param params.granularity -- number + * @param params.form -- timestamp + * @param params.to -- boolean + */ + this.futuresKline = function (params, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: params, + method: constants_1.GET, + endpoint: resetAPI_1.FUTURES_KLINE_EP, + callback: callback, + isPrivate: false + })]; + }); + }); }; + /** + * search to interest list + * @param params.symbol -- string symbol + * @param params.reverse -- boolean default true + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.offset -- long + * @param params.forward -- boolean default true + * @param params.maxCount -- number default 10 | max 100 + * @param callback -- callback function + */ + this.futuresInterests = function (params, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: params, + method: constants_1.GET, + endpoint: resetAPI_1.FUTURES_INTEREST_EP, + callback: callback, + isPrivate: false + })]; + }); + }); }; + /** + * search to index list + * @param params.symbol -- string symbol + * @param params.reverse -- boolean default true + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.offset -- long + * @param params.forward -- boolean default true + * @param params.maxCount -- number default 10 | max 100 + * @param callback -- callback function + */ + this.futuresIndexList = function (params, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: params, + method: constants_1.GET, + endpoint: resetAPI_1.FUTURES_INDEX_EP, + callback: callback, + isPrivate: false + })]; + }); + }); }; + this.futuresMarkPrice = function (symbol, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + method: constants_1.GET, + endpoint: "".concat(resetAPI_1.FUTURES_MARK_PRICE_EP, "/").concat(symbol, "/current"), + callback: callback, + isPrivate: false + })]; + }); + }); }; + /** + * search to premium list + * @param params.symbol -- string symbol + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.reverse -- boolean default true + * @param params.offset -- long + * @param params.forward -- boolean default true + * @param params.maxCount -- number default 10 | max 100 + * @param callback -- callback function + */ + this.futuresPremiums = function (params, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + body: params, + method: constants_1.GET, + endpoint: resetAPI_1.FUTURES_PREMIUM_EP, + callback: callback, + isPrivate: false + })]; + }); + }); }; + this.futuresFundingRate = function (symbol, callback) { return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + return [2 /*return*/, this.makeRequest({ + method: constants_1.GET, + endpoint: "".concat(resetAPI_1.FUTURES_FUNDING_RATE_EP, "/").concat(symbol, "/current"), + callback: callback, + isPrivate: false + })]; + }); + }); }; + this.futuresGetSocketInstance = function (isPrivate) { return __awaiter(_this_1, void 0, void 0, function () { + var _a, instanceServers, token, wssUri, websocket, socketInstance; + return __generator(this, function (_b) { + switch (_b.label) { + case 0: return [4 /*yield*/, this.makeRequest({ + method: constants_1.POST, + endpoint: isPrivate ? websocket_1.PRIVATE_BULLET_EP : websocket_1.PUBLIC_BULLET_EP, + isPrivate: isPrivate + })]; + case 1: + _a = (_b.sent()).data, instanceServers = _a.instanceServers, token = _a.token; + wssUri = "".concat(instanceServers[0].endpoint, "?token=").concat(token, "&acceptUserMessage=true&connectId=").concat(websocket_2.CONNECT_ID); + websocket = new ws_1.default(wssUri); + socketInstance = new websocket_2.WebSocketClient(wssUri, websocket); + return [2 /*return*/, socketInstance]; + } + }); + }); }; + this.futuresGetCacheSocketInstance = function (isPrivate) { return __awaiter(_this_1, void 0, void 0, function () { + var key; + return __generator(this, function (_a) { + key = "futures_".concat(isPrivate); + if (!this.socketInstanceCache.has(key)) { + this.socketInstanceCache.set(key, this.futuresGetSocketInstance(isPrivate)); + } + return [2 /*return*/, this.socketInstanceCache.get(key)]; + }); + }); }; + this.futuresSocketSubscribe = function (topic, callback, isPrivate, strict) { + if (callback === void 0) { callback = tools_2.log; } + if (isPrivate === void 0) { isPrivate = false; } + if (strict === void 0) { strict = true; } + return __awaiter(_this_1, void 0, void 0, function () { + return __generator(this, function (_a) { + if (!topic) { + console.log('Required parameter topic'); + return [2 /*return*/, false]; + } + this.futuresGetCacheSocketInstance(isPrivate) + .then(function (socketInstance) { + return socketInstance.subscribe(topic, callback, isPrivate, strict); + }) + .catch(function (err) { + console.log("execute ".concat(topic, " error: ").concat(JSON.stringify(err))); + return false; + }); + return [2 /*return*/]; + }); + }); + }; + var _a = props || {}, key = _a.key, secret = _a.secret, passphrase = _a.passphrase, _b = _a.axiosProps, axiosProps = _b === void 0 ? {} : _b; + this.request = new request_1.default(__assign({ key: key, secret: secret, passphrase: passphrase }, axiosProps)); + } + Object.defineProperty(KuCoinFutures.prototype, "websocket", { + get: function () { + var _this = this; + function makeSubscribe(symbols, topic, callback, privateChannel) { + if (callback === void 0) { callback = tools_2.log; } + if (privateChannel === void 0) { privateChannel = false; } + return __awaiter(this, void 0, void 0, function () { + var symbolSplit, subscribeList; + return __generator(this, function (_a) { + switch (_a.label) { + case 0: + if (!Array.isArray(symbols)) return [3 /*break*/, 2]; + symbolSplit = (0, tools_1.splitArray)(symbols); + subscribeList = (0, lodash_1.map)(symbolSplit, function (symbolStr) { + if (symbolStr) { + return _this.futuresSocketSubscribe("".concat(topic, ":").concat(symbolStr), callback, privateChannel, false); + } + }); + return [4 /*yield*/, Promise.all(subscribeList)]; + case 1: return [2 /*return*/, _a.sent()]; + case 2: + if (!symbols) return [3 /*break*/, 4]; + return [4 /*yield*/, _this.futuresSocketSubscribe("".concat(topic, ":").concat(symbols), callback, privateChannel)]; + case 3: return [2 /*return*/, _a.sent()]; + case 4: return [4 /*yield*/, _this.futuresSocketSubscribe(topic, callback, privateChannel)]; + case 5: return [2 /*return*/, _a.sent()]; + } + }); + }); + } + /* === public socket === */ + function tickerV2(symbols, callback) { + if (callback === void 0) { callback = tools_2.log; } + return __awaiter(this, void 0, void 0, function () { + return __generator(this, function (_a) { + switch (_a.label) { + case 0: return [4 /*yield*/, makeSubscribe(symbols, websocket_2.TICKER_V2, callback)]; + case 1: return [2 /*return*/, _a.sent()]; + } + }); + }); + } + function ticker(symbols, callback) { + if (callback === void 0) { callback = tools_2.log; } + return __awaiter(this, void 0, void 0, function () { + return __generator(this, function (_a) { + switch (_a.label) { + case 0: return [4 /*yield*/, makeSubscribe(symbols, websocket_1.TICKER, callback)]; + case 1: return [2 /*return*/, _a.sent()]; + } + }); + }); + } + function level2(symbols, callback) { + if (callback === void 0) { callback = tools_2.log; } + return __awaiter(this, void 0, void 0, function () { + return __generator(this, function (_a) { + switch (_a.label) { + case 0: return [4 /*yield*/, makeSubscribe(symbols, websocket_1.LEVEL2, callback)]; + case 1: return [2 /*return*/, _a.sent()]; + } + }); + }); + } + function execution(symbols, callback) { + if (callback === void 0) { callback = tools_2.log; } + return __awaiter(this, void 0, void 0, function () { + return __generator(this, function (_a) { + switch (_a.label) { + case 0: return [4 /*yield*/, makeSubscribe(symbols, websocket_1.EXECUTION, callback)]; + case 1: return [2 /*return*/, _a.sent()]; + } + }); + }); + } + function level2Depth5(symbols, callback) { + if (callback === void 0) { callback = tools_2.log; } + return __awaiter(this, void 0, void 0, function () { + return __generator(this, function (_a) { + switch (_a.label) { + case 0: return [4 /*yield*/, makeSubscribe(symbols, websocket_1.LEVEL2_DEPTH5, callback)]; + case 1: return [2 /*return*/, _a.sent()]; + } + }); + }); + } + function level2Depth50(symbols, callback) { + if (callback === void 0) { callback = tools_2.log; } + return __awaiter(this, void 0, void 0, function () { + return __generator(this, function (_a) { + switch (_a.label) { + case 0: return [4 /*yield*/, makeSubscribe(symbols, websocket_1.LEVEL2_DEPTH50, callback)]; + case 1: return [2 /*return*/, _a.sent()]; + } + }); + }); + } + function instrument(symbols, callback) { + if (callback === void 0) { callback = tools_2.log; } + return __awaiter(this, void 0, void 0, function () { + return __generator(this, function (_a) { + switch (_a.label) { + case 0: return [4 /*yield*/, makeSubscribe(symbols, websocket_1.INSTRUMENT, callback)]; + case 1: return [2 /*return*/, _a.sent()]; + } + }); + }); + } + function announcement(callback) { + if (callback === void 0) { callback = tools_2.log; } + return __awaiter(this, void 0, void 0, function () { + return __generator(this, function (_a) { + switch (_a.label) { + case 0: return [4 /*yield*/, _this.futuresSocketSubscribe(websocket_1.ANNOUNCEMENT, callback, false)]; + case 1: return [2 /*return*/, _a.sent()]; + } + }); + }); + } + function snapshot(symbols, callback) { + if (callback === void 0) { callback = tools_2.log; } + return __awaiter(this, void 0, void 0, function () { + return __generator(this, function (_a) { + switch (_a.label) { + case 0: return [4 /*yield*/, makeSubscribe(symbols, websocket_1.SNAPSHOT, callback)]; + case 1: return [2 /*return*/, _a.sent()]; + } + }); + }); + } + /* === private socket === */ + function tradeOrders(symbols, callback) { + if (callback === void 0) { callback = tools_2.log; } + return __awaiter(this, void 0, void 0, function () { + return __generator(this, function (_a) { + switch (_a.label) { + case 0: return [4 /*yield*/, makeSubscribe(symbols, websocket_1.TRADE_ORDERS, callback, true)]; + case 1: return [2 /*return*/, _a.sent()]; + } + }); + }); + } + function advancedOrders(callback) { + if (callback === void 0) { callback = tools_2.log; } + return __awaiter(this, void 0, void 0, function () { + return __generator(this, function (_a) { + switch (_a.label) { + case 0: return [4 /*yield*/, _this.futuresSocketSubscribe(websocket_1.ADVANCE_ORDERS, callback, true)]; + case 1: return [2 /*return*/, _a.sent()]; + } + }); + }); + } + function wallet(callback) { + if (callback === void 0) { callback = tools_2.log; } + return __awaiter(this, void 0, void 0, function () { + return __generator(this, function (_a) { + switch (_a.label) { + case 0: return [4 /*yield*/, _this.futuresSocketSubscribe(websocket_1.WALLET, callback, true)]; + case 1: return [2 /*return*/, _a.sent()]; + } + }); + }); + } + function position(symbols, callback) { + if (callback === void 0) { callback = tools_2.log; } + return __awaiter(this, void 0, void 0, function () { + return __generator(this, function (_a) { + switch (_a.label) { + case 0: return [4 /*yield*/, makeSubscribe(symbols, websocket_1.POSITION, callback, true)]; + case 1: return [2 /*return*/, _a.sent()]; + } + }); + }); + } + return { + tickerV2: tickerV2, + ticker: ticker, + level2: level2, + execution: execution, + level2Depth5: level2Depth5, + level2Depth50: level2Depth50, + instrument: instrument, + announcement: announcement, + snapshot: snapshot, + tradeOrders: tradeOrders, + advancedOrders: advancedOrders, + wallet: wallet, + position: position + }; + }, + enumerable: false, + configurable: true + }); + return KuCoinFutures; +}()); +exports.default = KuCoinFutures; diff --git a/lib/resetAPI/constants.d.ts b/lib/resetAPI/constants.d.ts new file mode 100644 index 0000000..c765806 --- /dev/null +++ b/lib/resetAPI/constants.d.ts @@ -0,0 +1,35 @@ +export declare const FUTURES_ACCOUNT_OVERVIEW_EP = "/api/v1/account-overview"; +export declare const FUTURES_TRANSACTION_HISTORY_EP = "/api/v1/transaction-history"; +export declare const FUTURES_SUB_API_EP = "/api/v1/sub/api-key"; +export declare const FUTURES_UPDATE_SUB_API_EP = "/api/v1/sub/api-key/update"; +export declare const FUTURES_TRANSFER_OUT_EP = "/api/v3/transfer-out"; +export declare const FUTURES_TRANSFER_IN_EP = "/api/v1/transfer-in"; +export declare const FUTURES_TRANSFER_LIST_EP = "/api/v1/transfer-list"; +export declare const FUTURES_ORDER_EP = "/api/v1/orders"; +export declare const FUTURES_STOP_ORDER_EP = "/api/v1/stopOrders"; +export declare const FUTURES_RECENT_DONE_ORDERS_EP = "/api/v1/recentDoneOrders"; +export declare const FUTURES_FILLS_EP = "/api/v1/fills"; +export declare const FUTURES_RECENT_FILLS_EP = "/api/v1/recentFills"; +export declare const FUTURES_TOTAL_OPEN_ORDERS_MARGIN_EP = "/api/v1/openOrderStatistics"; +export declare const FUTURES_POSITION_EP = "/api/v1/position"; +export declare const FUTURES_POSITIONS_EP = "/api/v1/positions"; +export declare const FUTURES_POSITION_AUTO_DEPOSIT_STATUS_EP = "/api/v1/position/margin/auto-deposit-status"; +export declare const FUTURES_POSITION_MARGIN_EP = "/api/v1/position/margin/deposit-margin"; +export declare const FUTURES_RISK_LIMIT_EP = "/api/v1/contracts/risk-limit"; +export declare const FUTURES_CHANGE_RISK_LIMIT_EP = "/api/v1/position/risk-limit-level/change"; +export declare const FUTURES_FUNDING_HISTORY_EP = "/api/v1/funding-history"; +export declare const FUTURES_CONTRACTS_ACTIVE_EP = "/api/v1/contracts/active"; +export declare const FUTURES_CONTRACTS_DETAIL_EP = "api/v1/contracts"; +export declare const FUTURES_TICKER_EP = "/api/v1/ticker"; +export declare const FUTURES_LEVEL2_EP = "/api/v1/level2/snapshot"; +export declare const FUTURES_LEVEL2_20_EP = "/api/v1/level2/depth20"; +export declare const FUTURES_LEVEL2_100_EP = "/api/v1/level2/depth100"; +export declare const FUTURES_TRADE_HISTORY_EP = "/api/v1/trade/history"; +export declare const FUTURES_INTEREST_EP = "/api/v1/interest/query"; +export declare const FUTURES_INDEX_EP = "/api/v1/index/query"; +export declare const FUTURES_MARK_PRICE_EP = "/api/v1/mark-price"; +export declare const FUTURES_PREMIUM_EP = "/api/v1/premium/query"; +export declare const FUTURES_FUNDING_RATE_EP = "/api/v1/funding-rate"; +export declare const FUTURES_TIMESTAMP_EP = "/api/v1/timestamp"; +export declare const FUTURES_SERVICE_STATUS_EP = "/api/v1/status"; +export declare const FUTURES_KLINE_EP = "/api/v1/kline/query"; diff --git a/lib/resetAPI/constants.js b/lib/resetAPI/constants.js new file mode 100644 index 0000000..632cab7 --- /dev/null +++ b/lib/resetAPI/constants.js @@ -0,0 +1,45 @@ +"use strict"; +Object.defineProperty(exports, "__esModule", { value: true }); +exports.FUTURES_KLINE_EP = exports.FUTURES_SERVICE_STATUS_EP = exports.FUTURES_TIMESTAMP_EP = exports.FUTURES_FUNDING_RATE_EP = exports.FUTURES_PREMIUM_EP = exports.FUTURES_MARK_PRICE_EP = exports.FUTURES_INDEX_EP = exports.FUTURES_INTEREST_EP = exports.FUTURES_TRADE_HISTORY_EP = exports.FUTURES_LEVEL2_100_EP = exports.FUTURES_LEVEL2_20_EP = exports.FUTURES_LEVEL2_EP = exports.FUTURES_TICKER_EP = exports.FUTURES_CONTRACTS_DETAIL_EP = exports.FUTURES_CONTRACTS_ACTIVE_EP = exports.FUTURES_FUNDING_HISTORY_EP = exports.FUTURES_CHANGE_RISK_LIMIT_EP = exports.FUTURES_RISK_LIMIT_EP = exports.FUTURES_POSITION_MARGIN_EP = exports.FUTURES_POSITION_AUTO_DEPOSIT_STATUS_EP = exports.FUTURES_POSITIONS_EP = exports.FUTURES_POSITION_EP = exports.FUTURES_TOTAL_OPEN_ORDERS_MARGIN_EP = exports.FUTURES_RECENT_FILLS_EP = exports.FUTURES_FILLS_EP = exports.FUTURES_RECENT_DONE_ORDERS_EP = exports.FUTURES_STOP_ORDER_EP = exports.FUTURES_ORDER_EP = exports.FUTURES_TRANSFER_LIST_EP = exports.FUTURES_TRANSFER_IN_EP = exports.FUTURES_TRANSFER_OUT_EP = exports.FUTURES_UPDATE_SUB_API_EP = exports.FUTURES_SUB_API_EP = exports.FUTURES_TRANSACTION_HISTORY_EP = exports.FUTURES_ACCOUNT_OVERVIEW_EP = void 0; +// account endpoint +exports.FUTURES_ACCOUNT_OVERVIEW_EP = '/api/v1/account-overview'; +exports.FUTURES_TRANSACTION_HISTORY_EP = '/api/v1/transaction-history'; +exports.FUTURES_SUB_API_EP = '/api/v1/sub/api-key'; +exports.FUTURES_UPDATE_SUB_API_EP = '/api/v1/sub/api-key/update'; +// transfer endpoint +exports.FUTURES_TRANSFER_OUT_EP = '/api/v3/transfer-out'; +exports.FUTURES_TRANSFER_IN_EP = '/api/v1/transfer-in'; +exports.FUTURES_TRANSFER_LIST_EP = '/api/v1/transfer-list'; +// order endpoint +exports.FUTURES_ORDER_EP = '/api/v1/orders'; +exports.FUTURES_STOP_ORDER_EP = '/api/v1/stopOrders'; +exports.FUTURES_RECENT_DONE_ORDERS_EP = '/api/v1/recentDoneOrders'; +// fills endpoint +exports.FUTURES_FILLS_EP = '/api/v1/fills'; +exports.FUTURES_RECENT_FILLS_EP = '/api/v1/recentFills'; +exports.FUTURES_TOTAL_OPEN_ORDERS_MARGIN_EP = '/api/v1/openOrderStatistics'; +// position endpoint +exports.FUTURES_POSITION_EP = '/api/v1/position'; +exports.FUTURES_POSITIONS_EP = '/api/v1/positions'; +exports.FUTURES_POSITION_AUTO_DEPOSIT_STATUS_EP = '/api/v1/position/margin/auto-deposit-status'; +exports.FUTURES_POSITION_MARGIN_EP = '/api/v1/position/margin/deposit-margin'; +// other endpoint +exports.FUTURES_RISK_LIMIT_EP = '/api/v1/contracts/risk-limit'; +exports.FUTURES_CHANGE_RISK_LIMIT_EP = '/api/v1/position/risk-limit-level/change'; +exports.FUTURES_FUNDING_HISTORY_EP = '/api/v1/funding-history'; +// market endpoint +exports.FUTURES_CONTRACTS_ACTIVE_EP = '/api/v1/contracts/active'; +exports.FUTURES_CONTRACTS_DETAIL_EP = 'api/v1/contracts'; +exports.FUTURES_TICKER_EP = '/api/v1/ticker'; +exports.FUTURES_LEVEL2_EP = '/api/v1/level2/snapshot'; +exports.FUTURES_LEVEL2_20_EP = '/api/v1/level2/depth20'; +exports.FUTURES_LEVEL2_100_EP = '/api/v1/level2/depth100'; +exports.FUTURES_TRADE_HISTORY_EP = '/api/v1/trade/history'; +exports.FUTURES_INTEREST_EP = '/api/v1/interest/query'; +exports.FUTURES_INDEX_EP = '/api/v1/index/query'; +exports.FUTURES_MARK_PRICE_EP = '/api/v1/mark-price'; +exports.FUTURES_PREMIUM_EP = '/api/v1/premium/query'; +exports.FUTURES_FUNDING_RATE_EP = '/api/v1/funding-rate'; +exports.FUTURES_TIMESTAMP_EP = '/api/v1/timestamp'; +exports.FUTURES_SERVICE_STATUS_EP = '/api/v1/status'; +exports.FUTURES_KLINE_EP = '/api/v1/kline/query'; diff --git a/lib/resetAPI/futuresOrder.d.ts b/lib/resetAPI/futuresOrder.d.ts new file mode 100644 index 0000000..20587cd --- /dev/null +++ b/lib/resetAPI/futuresOrder.d.ts @@ -0,0 +1,26 @@ +import { OrderOptionalParamsType, OrderBody } from '../dataType'; +export declare const STOP_TYPES: string[]; +export declare const STOP_PRICE_TYPES: string[]; +export declare const TIME_IN_FORCE_TYPES: string[]; +export declare const OPTIONAL_PARAMS: OrderOptionalParamsType[]; +/** + * create order-(buy|sell) body + * @param side + * @param symbol + * @param size + * @param price + * @param leverage + * @param optional + */ +export declare const makeFuturesOrderBody: ({ side, symbol, size, price, leverage, clientOid, optional }: OrderBody) => object; +/** + * return futures order make body and endpoint + * @param {any} params。 + * @param {string} method - DEFAULT 'GET'。 + * @returns {Object} return { body, endpoint }。 + */ +declare const returnBodyAndEndpoint: (params: any, method?: string) => { + body: any; + endpoint: string; +}; +export default returnBodyAndEndpoint; diff --git a/lib/resetAPI/futuresOrder.js b/lib/resetAPI/futuresOrder.js new file mode 100644 index 0000000..4b33af4 --- /dev/null +++ b/lib/resetAPI/futuresOrder.js @@ -0,0 +1,139 @@ +"use strict"; +var __assign = (this && this.__assign) || function () { + __assign = Object.assign || function(t) { + for (var s, i = 1, n = arguments.length; i < n; i++) { + s = arguments[i]; + for (var p in s) if (Object.prototype.hasOwnProperty.call(s, p)) + t[p] = s[p]; + } + return t; + }; + return __assign.apply(this, arguments); +}; +var __rest = (this && this.__rest) || function (s, e) { + var t = {}; + for (var p in s) if (Object.prototype.hasOwnProperty.call(s, p) && e.indexOf(p) < 0) + t[p] = s[p]; + if (s != null && typeof Object.getOwnPropertySymbols === "function") + for (var i = 0, p = Object.getOwnPropertySymbols(s); i < p.length; i++) { + if (e.indexOf(p[i]) < 0 && Object.prototype.propertyIsEnumerable.call(s, p[i])) + t[p[i]] = s[p[i]]; + } + return t; +}; +var __importDefault = (this && this.__importDefault) || function (mod) { + return (mod && mod.__esModule) ? mod : { "default": mod }; +}; +Object.defineProperty(exports, "__esModule", { value: true }); +exports.makeFuturesOrderBody = exports.OPTIONAL_PARAMS = exports.TIME_IN_FORCE_TYPES = exports.STOP_PRICE_TYPES = exports.STOP_TYPES = void 0; +var pick_1 = __importDefault(require("lodash/pick")); +var constants_1 = require("./constants"); +exports.STOP_TYPES = ['down', 'up']; +exports.STOP_PRICE_TYPES = ['TP', 'IP', 'MP']; +exports.TIME_IN_FORCE_TYPES = ['GTC', 'IOC']; +exports.OPTIONAL_PARAMS = [ + 'type', + 'remark', + 'stop', + 'stopPriceType', + 'stopPrice', + 'reduceOnly', + 'closeOrder', + 'forceHold', + 'timeInForce', + 'postOnly', + 'hidden', + 'iceberg', + 'visibleSize' +]; +var LIMIT = 'limit'; +var MARKET = 'market'; +/** + * create order-(buy|sell) body + * @param side + * @param symbol + * @param size + * @param price + * @param leverage + * @param optional + */ +var makeFuturesOrderBody = function (_a) { + var side = _a.side, symbol = _a.symbol, size = _a.size, price = _a.price, _b = _a.leverage, leverage = _b === void 0 ? 1 : _b, clientOid = _a.clientOid, _c = _a.optional, optional = _c === void 0 ? {} : _c; + if (!size || !(size % 1 === 0)) { + throw new TypeError('The order size must be an integer!'); + } + var type = LIMIT; + if (!price) { + type = MARKET; + } + var stop = optional.stop, stopPriceType = optional.stopPriceType, stopPrice = optional.stopPrice, _d = optional.timeInForce, timeInForce = _d === void 0 ? 'GTC' : _d, postOnly = optional.postOnly, _e = optional.hidden, hidden = _e === void 0 ? false : _e, _f = optional.iceberg, iceberg = _f === void 0 ? false : _f, other = __rest(optional, ["stop", "stopPriceType", "stopPrice", "timeInForce", "postOnly", "hidden", "iceberg"]); + var body = __assign({ side: side, symbol: symbol, type: type, size: size, leverage: leverage, clientOid: clientOid }, (0, pick_1.default)(other, exports.OPTIONAL_PARAMS)); + if (stop) { + if (!exports.STOP_TYPES.includes(stop)) { + throw new RangeError('The value of stop is not accepted, must be (down | up).'); + } + if (!stopPriceType || !stopPrice) { + throw new TypeError('To set the stop attribute, you must set the stopPrice and stopPriceType parameters.'); + } + if (!exports.STOP_PRICE_TYPES.includes(stopPriceType)) { + throw new RangeError('The value of stopPriceType is not accepted, must be (TP | IP | MP).'); + } + body = __assign(__assign({}, body), { stop: stop, stopPriceType: stopPriceType, stopPrice: stopPrice }); + } + if (type === LIMIT || optional.type === LIMIT) { + if (!exports.TIME_IN_FORCE_TYPES.includes(timeInForce)) { + throw new RangeError('The value of timeInForce is not accepted, must be (GTC | IOC).'); + } + if (timeInForce === 'IOC' || hidden || iceberg) { + body = __assign(__assign({}, body), { timeInForce: timeInForce, hidden: hidden, iceberg: iceberg }); + } + else { + body = __assign(__assign({ price: price }, body), { timeInForce: timeInForce, postOnly: postOnly }); + } + } + return body; +}; +exports.makeFuturesOrderBody = makeFuturesOrderBody; +/** + * return futures order make body and endpoint + * @param {any} params。 + * @param {string} method - DEFAULT 'GET'。 + * @returns {Object} return { body, endpoint }。 + */ +var returnBodyAndEndpoint = function (params, method) { + if (method === void 0) { method = 'GET'; } + var endpoint = constants_1.FUTURES_ORDER_EP; + var body = params; + switch (method) { + case 'POST': { + if (typeof params === 'object') { + var side = params.side, symbol = params.symbol, size = params.size, price = params.price, leverage = params.leverage, clientOid = params.clientOid, optional = params.optional; + body = (0, exports.makeFuturesOrderBody)({ + side: side, + symbol: symbol, + size: size, + price: price, + leverage: leverage, + clientOid: clientOid, + optional: optional + }); + } + break; + } + case 'DELETE': { + if (params && typeof params === 'string') { + endpoint = "".concat(endpoint, "/").concat(params); + body = ''; + } + break; + } + case 'GET': { + if (typeof params === 'object' && params.clientOid) { + endpoint = "".concat(endpoint, "/byClientOid"); + } + break; + } + } + return { body: body, endpoint: endpoint }; +}; +exports.default = returnBodyAndEndpoint; diff --git a/lib/resetAPI/index.d.ts b/lib/resetAPI/index.d.ts new file mode 100644 index 0000000..113caa4 --- /dev/null +++ b/lib/resetAPI/index.d.ts @@ -0,0 +1,3 @@ +import returnBodyAndEndpoint from "./futuresOrder"; +export * from './constants'; +export { returnBodyAndEndpoint }; diff --git a/lib/resetAPI/index.js b/lib/resetAPI/index.js new file mode 100644 index 0000000..5355bb5 --- /dev/null +++ b/lib/resetAPI/index.js @@ -0,0 +1,23 @@ +"use strict"; +var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) { + if (k2 === undefined) k2 = k; + var desc = Object.getOwnPropertyDescriptor(m, k); + if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) { + desc = { enumerable: true, get: function() { return m[k]; } }; + } + Object.defineProperty(o, k2, desc); +}) : (function(o, m, k, k2) { + if (k2 === undefined) k2 = k; + o[k2] = m[k]; +})); +var __exportStar = (this && this.__exportStar) || function(m, exports) { + for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p); +}; +var __importDefault = (this && this.__importDefault) || function (mod) { + return (mod && mod.__esModule) ? mod : { "default": mod }; +}; +Object.defineProperty(exports, "__esModule", { value: true }); +exports.returnBodyAndEndpoint = void 0; +var futuresOrder_1 = __importDefault(require("./futuresOrder")); +exports.returnBodyAndEndpoint = futuresOrder_1.default; +__exportStar(require("./constants"), exports); diff --git a/lib/resetAPI/trade/index.d.ts b/lib/resetAPI/trade/index.d.ts new file mode 100644 index 0000000..f36bc75 --- /dev/null +++ b/lib/resetAPI/trade/index.d.ts @@ -0,0 +1,2 @@ +import order from "./order"; +export { order }; diff --git a/lib/resetAPI/trade/index.js b/lib/resetAPI/trade/index.js new file mode 100644 index 0000000..b733496 --- /dev/null +++ b/lib/resetAPI/trade/index.js @@ -0,0 +1,8 @@ +"use strict"; +var __importDefault = (this && this.__importDefault) || function (mod) { + return (mod && mod.__esModule) ? mod : { "default": mod }; +}; +Object.defineProperty(exports, "__esModule", { value: true }); +exports.order = void 0; +var order_1 = __importDefault(require("./order")); +exports.order = order_1.default; diff --git a/lib/resetAPI/trade/order.d.ts b/lib/resetAPI/trade/order.d.ts new file mode 100644 index 0000000..26c074d --- /dev/null +++ b/lib/resetAPI/trade/order.d.ts @@ -0,0 +1,15 @@ +export declare const STOP_TYPES: string[]; +export declare const STOP_PRICE_TYPES: string[]; +export declare const TIME_IN_FORCE_TYPES: string[]; +export declare const OPTIONAL_PARAMS: string[]; +/** + * create order-(buy|sell) body + * @param side + * @param symbol + * @param size + * @param price + * @param leverage + * @param optional + */ +declare const Order: (side: string, symbol: string, size: number, price: number | string, leverage?: number | string, optional?: any) => object; +export default Order; diff --git a/lib/resetAPI/trade/order.js b/lib/resetAPI/trade/order.js new file mode 100644 index 0000000..9550d61 --- /dev/null +++ b/lib/resetAPI/trade/order.js @@ -0,0 +1,105 @@ +"use strict"; +var __assign = (this && this.__assign) || function () { + __assign = Object.assign || function(t) { + for (var s, i = 1, n = arguments.length; i < n; i++) { + s = arguments[i]; + for (var p in s) if (Object.prototype.hasOwnProperty.call(s, p)) + t[p] = s[p]; + } + return t; + }; + return __assign.apply(this, arguments); +}; +var __rest = (this && this.__rest) || function (s, e) { + var t = {}; + for (var p in s) if (Object.prototype.hasOwnProperty.call(s, p) && e.indexOf(p) < 0) + t[p] = s[p]; + if (s != null && typeof Object.getOwnPropertySymbols === "function") + for (var i = 0, p = Object.getOwnPropertySymbols(s); i < p.length; i++) { + if (e.indexOf(p[i]) < 0 && Object.prototype.propertyIsEnumerable.call(s, p[i])) + t[p[i]] = s[p[i]]; + } + return t; +}; +var __importDefault = (this && this.__importDefault) || function (mod) { + return (mod && mod.__esModule) ? mod : { "default": mod }; +}; +Object.defineProperty(exports, "__esModule", { value: true }); +exports.OPTIONAL_PARAMS = exports.TIME_IN_FORCE_TYPES = exports.STOP_PRICE_TYPES = exports.STOP_TYPES = void 0; +var lodash_1 = __importDefault(require("lodash")); +exports.STOP_TYPES = ["down", "up"]; +exports.STOP_PRICE_TYPES = ["TP", "IP", "MP"]; +exports.TIME_IN_FORCE_TYPES = ["GTC", "IOC"]; +exports.OPTIONAL_PARAMS = [ + "type", + "remark", + "stop", + "stopPriceType", + "stopPrice", + "reduceOnly", + "closeOrder", + "forceHold", + "timeInForce", + "postOnly", + "hidden", + "iceberg", + "visibleSize" +]; +var LIMIT = "limit"; +var MARKET = "market"; +/** + * create order-(buy|sell) body + * @param side + * @param symbol + * @param size + * @param price + * @param leverage + * @param optional + */ +var Order = function (side, symbol, size, price, leverage, optional) { + if (leverage === void 0) { leverage = 1; } + if (optional === void 0) { optional = {}; } + if (!size || !(size % 1 === 0)) { + throw new TypeError("The order size must be an integer!"); + } + var type = LIMIT; + if (!price) { + type = MARKET; + } + var stop = optional.stop, stopPriceType = optional.stopPriceType, stopPrice = optional.stopPrice, _a = optional.timeInForce, timeInForce = _a === void 0 ? "GTC" : _a, postOnly = optional.postOnly, _b = optional.hidden, hidden = _b === void 0 ? false : _b, _c = optional.iceberg, iceberg = _c === void 0 ? false : _c, other = __rest(optional, ["stop", "stopPriceType", "stopPrice", "timeInForce", "postOnly", "hidden", "iceberg"]); + var body = __assign({ side: side, + symbol: symbol, + type: type, + size: size, + leverage: leverage }, lodash_1.default.pick(other, exports.OPTIONAL_PARAMS)); + if (stop) { + if (!exports.STOP_TYPES.includes(stop)) { + throw new RangeError("The value of stop is not accepted, must be (down | up)."); + } + if (!stopPriceType || !stopPrice) { + throw new TypeError("To set the stop attribute, you must set the stopPrice and stopPriceType parameters."); + } + if (!exports.STOP_PRICE_TYPES.includes(stopPriceType)) { + throw new RangeError("The value of stopPriceType is not accepted, must be (TP | IP | MP)."); + } + body = __assign(__assign({}, body), { stop: stop, + stopPriceType: stopPriceType, + stopPrice: stopPrice }); + } + if (type === LIMIT || optional.type === LIMIT) { + if (!exports.TIME_IN_FORCE_TYPES.includes(timeInForce)) { + throw new RangeError("The value of timeInForce is not accepted, must be (GTC | IOC)."); + } + if (timeInForce === "IOC" || hidden || iceberg) { + body = __assign(__assign({}, body), { timeInForce: timeInForce, + hidden: hidden, + iceberg: iceberg }); + } + else { + body = __assign(__assign({}, body), { timeInForce: timeInForce, + postOnly: postOnly }); + } + } + return body; +}; +exports.default = Order; diff --git a/lib/tools/constants.d.ts b/lib/tools/constants.d.ts new file mode 100644 index 0000000..c88c8a4 --- /dev/null +++ b/lib/tools/constants.d.ts @@ -0,0 +1,6 @@ +export declare const TIME_OUT = 10000; +export declare const GET = "GET"; +export declare const POST = "POST"; +export declare const DELETE = "DELETE"; +export declare const SANDBOX_ADDR_EP = "https://api-sandbox-futures.kucoin.com"; +export declare const PROD_ADDR_EP = "https://api-futures.kucoin.com"; diff --git a/lib/tools/constants.js b/lib/tools/constants.js new file mode 100644 index 0000000..d035713 --- /dev/null +++ b/lib/tools/constants.js @@ -0,0 +1,9 @@ +"use strict"; +Object.defineProperty(exports, "__esModule", { value: true }); +exports.PROD_ADDR_EP = exports.SANDBOX_ADDR_EP = exports.DELETE = exports.POST = exports.GET = exports.TIME_OUT = void 0; +exports.TIME_OUT = 10000; +exports.GET = 'GET'; +exports.POST = 'POST'; +exports.DELETE = 'DELETE'; +exports.SANDBOX_ADDR_EP = 'https://api-sandbox-futures.kucoin.com'; +exports.PROD_ADDR_EP = 'https://api-futures.kucoin.com'; diff --git a/lib/tools/request.d.ts b/lib/tools/request.d.ts new file mode 100644 index 0000000..cd63fe8 --- /dev/null +++ b/lib/tools/request.d.ts @@ -0,0 +1,41 @@ +/** + * return api signature header + * @param {object} configs + * @param {string | object} data + */ +export declare const apiAuth: (configs: any, data?: string) => { + 'KC-API-KEY': any; + 'KC-API-SIGN': string; + 'KC-API-TIMESTAMP': string; + 'KC-API-PASSPHRASE': any; + 'KC-API-KEY-VERSION': any; + 'Content-Type': string; + 'User-Agent': string; +}; +/** + * create axios request + * @param {string} env -- set baseURL + * @param {string} key -- set KC-API-KEY + * @param {string} passphrase -- KC-API-PASSPHRASE + * @param {string} secret -- set Secret + * @param {object} other -- set axios instance + * @function setSignatureConfig -- set {key,passphrase,secret} + * @function request -- axios request return promise + */ +export default class Request { + private axiosInstance; + private key; + private secret; + private passphrase; + private version; + constructor(props: { + key: string | number; + secret: string | number; + passphrase: string | number; + env?: string; + version?: string | number; + }); + setSignatureConfig(config?: any): void; + signatureRequest(url: string, data: any, method?: string, config?: {}): Promise; + requestPublic(url: string, data: any, method?: string, config?: {}): Promise; +} diff --git a/lib/tools/request.js b/lib/tools/request.js new file mode 100644 index 0000000..84d9e86 --- /dev/null +++ b/lib/tools/request.js @@ -0,0 +1,174 @@ +"use strict"; +var __assign = (this && this.__assign) || function () { + __assign = Object.assign || function(t) { + for (var s, i = 1, n = arguments.length; i < n; i++) { + s = arguments[i]; + for (var p in s) if (Object.prototype.hasOwnProperty.call(s, p)) + t[p] = s[p]; + } + return t; + }; + return __assign.apply(this, arguments); +}; +var __rest = (this && this.__rest) || function (s, e) { + var t = {}; + for (var p in s) if (Object.prototype.hasOwnProperty.call(s, p) && e.indexOf(p) < 0) + t[p] = s[p]; + if (s != null && typeof Object.getOwnPropertySymbols === "function") + for (var i = 0, p = Object.getOwnPropertySymbols(s); i < p.length; i++) { + if (e.indexOf(p[i]) < 0 && Object.prototype.propertyIsEnumerable.call(s, p[i])) + t[p[i]] = s[p[i]]; + } + return t; +}; +var __importDefault = (this && this.__importDefault) || function (mod) { + return (mod && mod.__esModule) ? mod : { "default": mod }; +}; +Object.defineProperty(exports, "__esModule", { value: true }); +exports.apiAuth = void 0; +var axios_1 = __importDefault(require("axios")); +var https_1 = __importDefault(require("https")); +var tools_1 = require("./tools"); +var constants_1 = require("./constants"); +var httpsAgent = new https_1.default.Agent({ rejectUnauthorized: false }); +/** + * return api signature header + * @param {object} configs + * @param {string | object} data + */ +var apiAuth = function (configs, data) { + if (data === void 0) { data = ''; } + var _a = configs.key, key = _a === void 0 ? '' : _a, _b = configs.passphrase, passphrase = _b === void 0 ? '' : _b, secret = configs.secret, method = configs.method, endpoint = configs.url, _c = configs.version, version = _c === void 0 ? '2' : _c; + if (!key) { + console.log('KC-API-KEY is not specified more information see here https://docs.kucoin.com/futures/#general'); + } + if (!passphrase) { + console.log('KC-API-PASSPHRASE is not specified more information see here https://docs.kucoin.com/futures/#general'); + } + var timestamp = Date.now(); + var signature = (0, tools_1.cryptoHmac)(timestamp + (method || '').toUpperCase() + endpoint + data, secret); + var authParams = { + 'KC-API-KEY': key, + 'KC-API-SIGN': signature, + 'KC-API-TIMESTAMP': timestamp.toString(), + 'KC-API-PASSPHRASE': passphrase, + 'KC-API-KEY-VERSION': version, + 'Content-Type': 'application/json', + 'User-Agent': "KuCoin-Futures-Node-SDK/".concat(version) + }; + if (version && version == 2) { + authParams['KC-API-PASSPHRASE'] = (0, tools_1.cryptoHmac)(passphrase, secret); + } + return authParams; +}; +exports.apiAuth = apiAuth; +/** + * create axios request + * @param {string} env -- set baseURL + * @param {string} key -- set KC-API-KEY + * @param {string} passphrase -- KC-API-PASSPHRASE + * @param {string} secret -- set Secret + * @param {object} other -- set axios instance + * @function setSignatureConfig -- set {key,passphrase,secret} + * @function request -- axios request return promise + */ +var Request = /** @class */ (function () { + function Request(props) { + var _a = props || {}, _b = _a.env, env = _b === void 0 ? 'prod' : _b, _c = _a.key, key = _c === void 0 ? '' : _c, secret = _a.secret, _d = _a.passphrase, passphrase = _d === void 0 ? '' : _d, _e = _a.version, version = _e === void 0 ? 2 : _e, other = __rest(_a, ["env", "key", "secret", "passphrase", "version"]); + var baseURL = env === 'prod' ? constants_1.PROD_ADDR_EP : constants_1.SANDBOX_ADDR_EP; + this.axiosInstance = axios_1.default.create(__assign({ baseURL: baseURL, timeout: constants_1.TIME_OUT, httpsAgent: httpsAgent }, other)); + this.key = key; + this.secret = secret; + this.passphrase = passphrase; + this.version = version; + } + Request.prototype.setSignatureConfig = function (config) { + if (config === void 0) { config = {}; } + var key = config.key, secret = config.secret, passphrase = config.passphrase; + if (key) { + this.key = key; + } + if (secret) { + this.secret = secret; + } + if (passphrase) { + this.passphrase = passphrase; + } + }; + Request.prototype.signatureRequest = function (url, data, method, config) { + var _this = this; + if (method === void 0) { method = 'GET'; } + if (config === void 0) { config = {}; } + var authUrl = url; + var body = data; + var axiosConfig = __assign({ method: method, url: authUrl }, config); + if (method === 'GET') { + authUrl = + typeof data === 'object' + ? "".concat(url, "?").concat((0, tools_1.makeQueryString)(data)) + : data + ? "".concat(url, "/").concat(data) + : url; + axiosConfig.url = authUrl; + body = ''; + } + else { + if (data) { + axiosConfig.data = data; + body = JSON.stringify(data); + } + } + var headerAuth = (0, exports.apiAuth)({ + method: method, + secret: this.secret, + key: this.key, + passphrase: this.passphrase, + url: authUrl, + version: this.version + }, body); + axiosConfig.headers = headerAuth; + return new Promise(function (resolve, reject) { + _this.axiosInstance(axiosConfig) + .then(function (response) { + resolve(response.data); + }) + .catch(function (err) { + reject(err); + console.log(JSON.stringify(err)); + }); + }); + }; + Request.prototype.requestPublic = function (url, data, method, config) { + var _this = this; + if (method === void 0) { method = 'GET'; } + if (config === void 0) { config = {}; } + var authUrl = url; + var axiosConfig = __assign({ method: method, url: authUrl }, config); + if (method === 'GET') { + authUrl = + typeof data === 'object' + ? "".concat(url, "?").concat((0, tools_1.makeQueryString)(data)) + : data + ? "".concat(url, "/").concat(data) + : url; + axiosConfig.url = authUrl; + } + else { + if (data) { + axiosConfig.data = data; + } + } + return new Promise(function (resolve, reject) { + _this.axiosInstance(axiosConfig) + .then(function (response) { + resolve(response.data); + }) + .catch(function (err) { + reject(err); + console.log(JSON.stringify(err)); + }); + }); + }; + return Request; +}()); +exports.default = Request; diff --git a/lib/tools/tools.d.ts b/lib/tools/tools.d.ts new file mode 100644 index 0000000..c0e66ac --- /dev/null +++ b/lib/tools/tools.d.ts @@ -0,0 +1,32 @@ +/** + * make object query to string + * @param {object} query + */ +export declare const makeQueryString: (query: any) => string; +/** + * filter empty values + * @param obj + * @returns filterObj + */ +export declare const filterEmptyValues: (obj: any) => any; +/** + * make symbol + * @param symbols + * @returns string + */ +export declare const joinSymbol: (symbols: string | any[]) => string | false | any[]; +/** + * Currently there is a limit of 100 parameters, too many parameters need to be divided + * @param arr array + * @param chunkSize number default 90 + * @returns array + */ +export declare const splitArray: (arr: any[], chunkSize?: number) => (string | boolean | any[])[]; +/** + * make sha256 + * @param text string + * @param secret string + * @returns sha256 - base64 + */ +export declare const cryptoHmac: (text?: string, secret?: string) => string; +export declare const log: (d: any) => void; diff --git a/lib/tools/tools.js b/lib/tools/tools.js new file mode 100644 index 0000000..753cca5 --- /dev/null +++ b/lib/tools/tools.js @@ -0,0 +1,83 @@ +"use strict"; +var __importDefault = (this && this.__importDefault) || function (mod) { + return (mod && mod.__esModule) ? mod : { "default": mod }; +}; +Object.defineProperty(exports, "__esModule", { value: true }); +exports.log = exports.cryptoHmac = exports.splitArray = exports.joinSymbol = exports.filterEmptyValues = exports.makeQueryString = void 0; +var omitBy_1 = __importDefault(require("lodash/omitBy")); +var crypto_1 = __importDefault(require("crypto")); +/** + * make object query to string + * @param {object} query + */ +var makeQueryString = function (query) { + return Object.keys(query) + .reduce(function (acc, key) { + if (query[key] !== undefined) { + acc.push("".concat(key, "=").concat(encodeURIComponent(query[key]))); + } + return acc; + }, []) + .join('&'); +}; +exports.makeQueryString = makeQueryString; +/** + * filter empty values + * @param obj + * @returns filterObj + */ +var filterEmptyValues = function (obj) { + if (typeof obj !== 'object') + return obj; + var omitValue = (0, omitBy_1.default)(obj, function (value) { return value === null || value === undefined || value === ''; }); + if (!omitValue || !Object.keys(omitValue).length) + return ''; + return omitValue; +}; +exports.filterEmptyValues = filterEmptyValues; +/** + * make symbol + * @param symbols + * @returns string + */ +var joinSymbol = function (symbols) { + if (!symbols) { + console.log('Required parameter symbol'); + return false; + } + var symbolStr = symbols; + if (Array.isArray(symbols)) { + symbolStr = symbols.join(','); + } + return symbolStr; +}; +exports.joinSymbol = joinSymbol; +/** + * Currently there is a limit of 100 parameters, too many parameters need to be divided + * @param arr array + * @param chunkSize number default 90 + * @returns array + */ +var splitArray = function (arr, chunkSize) { + if (chunkSize === void 0) { chunkSize = 90; } + var result = []; + for (var i = 0; i < arr.length; i += chunkSize) { + result.push((0, exports.joinSymbol)(arr.slice(i, i + chunkSize))); + } + return result; +}; +exports.splitArray = splitArray; +/** + * make sha256 + * @param text string + * @param secret string + * @returns sha256 - base64 + */ +var cryptoHmac = function (text, secret) { + if (text === void 0) { text = ''; } + if (secret === void 0) { secret = ''; } + return crypto_1.default.createHmac('sha256', secret).update(text).digest('base64'); +}; +exports.cryptoHmac = cryptoHmac; +var log = function (d) { return console.log(d); }; +exports.log = log; diff --git a/lib/websocket/constants.d.ts b/lib/websocket/constants.d.ts new file mode 100644 index 0000000..5f60408 --- /dev/null +++ b/lib/websocket/constants.d.ts @@ -0,0 +1,16 @@ +export declare const PUBLIC_BULLET_EP = "/api/v1/bullet-public"; +export declare const PRIVATE_BULLET_EP = "/api/v1/bullet-private"; +export declare const CONNECT_ID = "_futures_socket_welcome"; +export declare const TICKER_V2 = "/contractMarket/tickerV2"; +export declare const TICKER = "/contractMarket/ticker"; +export declare const LEVEL2 = "/contractMarket/level2"; +export declare const LEVEL2_DEPTH5 = "/contractMarket/level2Depth5"; +export declare const LEVEL2_DEPTH50 = "/contractMarket/level2Depth50"; +export declare const INSTRUMENT = "/contract/instrument"; +export declare const ANNOUNCEMENT = "/contract/announcement"; +export declare const SNAPSHOT = "/contractMarket/snapshot"; +export declare const EXECUTION = "/contractMarket/execution"; +export declare const TRADE_ORDERS = "/contractMarket/tradeOrders"; +export declare const ADVANCE_ORDERS = "/contractMarket/advancedOrders"; +export declare const WALLET = "/contractAccount/wallet"; +export declare const POSITION = "/contract/position"; diff --git a/lib/websocket/constants.js b/lib/websocket/constants.js new file mode 100644 index 0000000..1e25c65 --- /dev/null +++ b/lib/websocket/constants.js @@ -0,0 +1,22 @@ +"use strict"; +// Apply for Connection Token +Object.defineProperty(exports, "__esModule", { value: true }); +exports.POSITION = exports.WALLET = exports.ADVANCE_ORDERS = exports.TRADE_ORDERS = exports.EXECUTION = exports.SNAPSHOT = exports.ANNOUNCEMENT = exports.INSTRUMENT = exports.LEVEL2_DEPTH50 = exports.LEVEL2_DEPTH5 = exports.LEVEL2 = exports.TICKER = exports.TICKER_V2 = exports.CONNECT_ID = exports.PRIVATE_BULLET_EP = exports.PUBLIC_BULLET_EP = void 0; +exports.PUBLIC_BULLET_EP = '/api/v1/bullet-public'; +exports.PRIVATE_BULLET_EP = '/api/v1/bullet-private'; +exports.CONNECT_ID = '_futures_socket_welcome'; +// public socket topic +exports.TICKER_V2 = '/contractMarket/tickerV2'; +exports.TICKER = '/contractMarket/ticker'; +exports.LEVEL2 = '/contractMarket/level2'; +exports.LEVEL2_DEPTH5 = '/contractMarket/level2Depth5'; +exports.LEVEL2_DEPTH50 = '/contractMarket/level2Depth50'; +exports.INSTRUMENT = '/contract/instrument'; +exports.ANNOUNCEMENT = '/contract/announcement'; +exports.SNAPSHOT = '/contractMarket/snapshot'; +exports.EXECUTION = '/contractMarket/execution'; +// private socket topic +exports.TRADE_ORDERS = '/contractMarket/tradeOrders'; +exports.ADVANCE_ORDERS = '/contractMarket/advancedOrders'; +exports.WALLET = '/contractAccount/wallet'; +exports.POSITION = '/contract/position'; diff --git a/lib/websocket/index.d.ts b/lib/websocket/index.d.ts new file mode 100644 index 0000000..a04c662 --- /dev/null +++ b/lib/websocket/index.d.ts @@ -0,0 +1,3 @@ +import WebSocketClient from './socket'; +export * from './constants'; +export { WebSocketClient }; diff --git a/lib/websocket/index.js b/lib/websocket/index.js new file mode 100644 index 0000000..f375248 --- /dev/null +++ b/lib/websocket/index.js @@ -0,0 +1,23 @@ +"use strict"; +var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) { + if (k2 === undefined) k2 = k; + var desc = Object.getOwnPropertyDescriptor(m, k); + if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) { + desc = { enumerable: true, get: function() { return m[k]; } }; + } + Object.defineProperty(o, k2, desc); +}) : (function(o, m, k, k2) { + if (k2 === undefined) k2 = k; + o[k2] = m[k]; +})); +var __exportStar = (this && this.__exportStar) || function(m, exports) { + for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p); +}; +var __importDefault = (this && this.__importDefault) || function (mod) { + return (mod && mod.__esModule) ? mod : { "default": mod }; +}; +Object.defineProperty(exports, "__esModule", { value: true }); +exports.WebSocketClient = void 0; +var socket_1 = __importDefault(require("./socket")); +exports.WebSocketClient = socket_1.default; +__exportStar(require("./constants"), exports); diff --git a/lib/websocket/socket.d.ts b/lib/websocket/socket.d.ts new file mode 100644 index 0000000..e5681f2 --- /dev/null +++ b/lib/websocket/socket.d.ts @@ -0,0 +1,28 @@ +import WebSocket from 'ws'; +import { Subscription, Callback } from '../dataType/socket'; +export default class WebSocketClient { + private ws; + private _url; + private alive; + private messageHandler; + private heartbeatInterval; + private pingTimeout; + subscriptions: Subscription[]; + constructor(url: string, websocket: WebSocket); + generateId(): string; + getPrefixTopic(topic: string): string; + socketSend(data: object): void; + setupWebSocket(): void; + startHeartbeat(): void; + stopHeartbeat(): void; + startPing(): void; + stopPing(): void; + resetPingTimeout(): void; + resubscribe(): void; + handleMessage(message: any): void; + patchAllMessage(): void; + getConnectionState(): number; + subscribe(topic: string, callback: Callback, privateChannel?: boolean, strict?: boolean): Function; + unsubscribe(topic: string, id: string): void; + reconnect(): void; +} diff --git a/lib/websocket/socket.js b/lib/websocket/socket.js new file mode 100644 index 0000000..603a870 --- /dev/null +++ b/lib/websocket/socket.js @@ -0,0 +1,209 @@ +"use strict"; +var __importDefault = (this && this.__importDefault) || function (mod) { + return (mod && mod.__esModule) ? mod : { "default": mod }; +}; +Object.defineProperty(exports, "__esModule", { value: true }); +var ws_1 = __importDefault(require("ws")); +var lodash_1 = require("lodash"); +var WebSocketClient = /** @class */ (function () { + function WebSocketClient(url, websocket) { + this.alive = false; + this.messageHandler = []; + this.heartbeatInterval = null; + this.pingTimeout = null; + this.subscriptions = []; + this.ws = websocket; + this._url = url; + this.setupWebSocket(); + } + WebSocketClient.prototype.generateId = function () { + return ('_futures_' + Date.now() + (Math.random() * 365).toString(16).slice(4, 14)); + }; + WebSocketClient.prototype.getPrefixTopic = function (topic) { + if (!topic) + return ''; + return topic.split(':')[0]; + }; + WebSocketClient.prototype.socketSend = function (data) { + var params = JSON.stringify(data); + console.log('socket send --->', params); + this.ws.send(params); + }; + WebSocketClient.prototype.setupWebSocket = function () { + var _this = this; + this.ws.on('open', function () { + console.log('WebSocket connected'); + _this.alive = true; + _this.startHeartbeat(); + _this.startPing(); + _this.resubscribe(); + _this.patchAllMessage(); + }); + this.ws.on('message', function (data) { + var message = JSON.parse(data.toString()); + if (message) { + switch (message.type) { + case 'welcome': + case 'ack': + console.log('socket message --->', message); + break; + case 'pong': + console.log('socket message --->', message); + _this.stopPing(); + break; + default: + _this.handleMessage(message); + } + } + }); + this.ws.on('close', function () { + console.log('WebSocket disconnected'); + _this.alive = false; + _this.stopHeartbeat(); + _this.stopPing(); + _this.reconnect(); + }); + this.ws.on('error', function (error) { + _this.alive = false; + console.error('WebSocket error:', error); + }); + }; + // Send ping messages every 59s + WebSocketClient.prototype.startHeartbeat = function () { + var _this = this; + if (this.heartbeatInterval) { + clearInterval(this.heartbeatInterval); + } + this.heartbeatInterval = setInterval(function () { + _this.resetPingTimeout(); + _this.socketSend({ id: _this.generateId(), type: 'ping' }); + }, 59000); + }; + // Stop ping message + WebSocketClient.prototype.stopHeartbeat = function () { + if (this.heartbeatInterval) { + clearInterval(this.heartbeatInterval); + this.heartbeatInterval = null; + } + }; + // Init Send ping message + WebSocketClient.prototype.startPing = function () { + this.resetPingTimeout(); + this.socketSend({ id: this.generateId(), type: 'ping' }); + }; + // Clear ping timeout + WebSocketClient.prototype.stopPing = function () { + if (this.pingTimeout) { + clearTimeout(this.pingTimeout); + this.pingTimeout = null; + } + }; + // Reset Ping timeout + WebSocketClient.prototype.resetPingTimeout = function () { + var _this = this; + if (this.pingTimeout) { + clearTimeout(this.pingTimeout); + } + this.pingTimeout = setTimeout(function () { + console.log('No pong received within 10 seconds, disconnecting...'); + _this.ws.terminate(); + }, 10000); + }; + // resubscribe + WebSocketClient.prototype.resubscribe = function () { + var _this = this; + this.subscriptions.forEach(function (_a) { + var id = _a.id, topic = _a.topic, privateChannel = _a.privateChannel; + _this.socketSend({ + id: id, + type: 'subscribe', + topic: topic, + privateChannel: privateChannel, + response: true + }); + }); + }; + WebSocketClient.prototype.handleMessage = function (message) { + var _this = this; + this.subscriptions.forEach(function (_a) { + var topic = _a.topic, callback = _a.callback, strict = _a.strict; + if (strict) { + if (topic === message.topic) { + callback(message); + } + } + else { + if (_this.getPrefixTopic(topic) === _this.getPrefixTopic(message.topic)) { + callback(message); + } + } + }); + }; + // When sending a message to the socket channel, + // the socket may not be connected at this time, + // it needs to be saved, wait for the connection to be established, + // and trigger the message in messageHandler + WebSocketClient.prototype.patchAllMessage = function () { + var _this = this; + var sendMessages = (0, lodash_1.uniqWith)(this.messageHandler, lodash_1.isEqual); + (0, lodash_1.forEach)(sendMessages, function (sendMessage) { + _this.socketSend(sendMessage); + _this.messageHandler = _this.messageHandler.filter(function (item) { return !(0, lodash_1.isEqual)(sendMessage, item); }); + }); + }; + WebSocketClient.prototype.getConnectionState = function () { + return this.ws.readyState; + }; + WebSocketClient.prototype.subscribe = function (topic, callback, privateChannel, strict) { + var _this = this; + if (privateChannel === void 0) { privateChannel = false; } + if (strict === void 0) { strict = true; } + var _id = this.generateId(); + this.subscriptions.push({ + id: _id, + topic: topic, + privateChannel: privateChannel, + callback: callback, + strict: strict + }); + return function () { return _this.unsubscribe(topic, _id); }; + }; + WebSocketClient.prototype.unsubscribe = function (topic, id) { + var currentTopic = this.subscriptions.find(function (subscription) { + if (id) + return subscription.topic === topic && subscription.id === id; + return subscription.topic === topic; + }); + if (currentTopic) { + var sendMessage = { + id: this.generateId(), + type: 'unsubscribe', + topic: topic, + privateChannel: currentTopic.privateChannel, + response: true + }; + if (this.alive) { + this.socketSend(sendMessage); + } + else { + this.messageHandler.push(sendMessage); + } + } + this.subscriptions = this.subscriptions.filter(function (subscription) { + if (id) + return !(subscription.topic === topic && subscription.id === id); + return subscription.topic !== topic; + }); + }; + // reconnect WebSocket + WebSocketClient.prototype.reconnect = function () { + var _this = this; + console.log('Attempting to reconnect...'); + setTimeout(function () { + _this.ws = new ws_1.default(_this._url); + _this.setupWebSocket(); + }, 5000); + }; + return WebSocketClient; +}()); +exports.default = WebSocketClient; diff --git a/package-lock.json b/package-lock.json new file mode 100644 index 0000000..abba6bd --- /dev/null +++ b/package-lock.json @@ -0,0 +1,3532 @@ +{ + "name": "kucoin-futures-node-sdk", + "version": "2.0.0", + "lockfileVersion": 1, + "requires": true, + "dependencies": { + "@ampproject/remapping": { + "version": "2.2.1", + "resolved": "https://registry.npmjs.org/@ampproject%2fremapping/-/remapping-2.2.1.tgz", + "integrity": "sha512-lFMjJTrFL3j7L9yBxwYfCq2k6qqwHyzuUl/XBnif78PWTJYyL/dfowQHWE3sp6U6ZzqWiiIZnpTMO96zhkjwtg==", + "dev": true, + "requires": { + 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"yargs-parser": "^21.1.1" + } + }, + "yargs-parser": { + "version": "21.1.1", + "resolved": "https://registry.npmjs.org/yargs-parser/-/yargs-parser-21.1.1.tgz", + "integrity": "sha512-tVpsJW7DdjecAiFpbIB1e3qxIQsE6NoPc5/eTdrbbIC4h0LVsWhnoa3g+m2HclBIujHzsxZ4VJVA+GUuc2/LBw==", + "dev": true + }, + "yocto-queue": { + "version": "0.1.0", + "resolved": "https://registry.npmjs.org/yocto-queue/-/yocto-queue-0.1.0.tgz", + "integrity": "sha512-rVksvsnNCdJ/ohGc6xgPwyN8eheCxsiLM8mxuE/t/mOVqJewPuO1miLpTHQiRgTKCLexL4MeAFVagts7HmNZ2Q==", + "dev": true + } + } +} diff --git a/package.json b/package.json index fe1fcae..30b2c08 100644 --- a/package.json +++ b/package.json @@ -1,54 +1,34 @@ { "name": "kucoin-futures-node-sdk", - "version": "1.0.3", + "version": "2.0.0", "description": "KuCoin Futures API SDK for Node.js language", - "repository": { - "type": "git", - "url": "git@github.com:Kucoin/kucoin-futures-node-sdk.git" - }, - "main": "sdk/index.js", - "files": [ - "sdk", - "README.md" - ], + "main": "lib/index.js", + "license": "MIT", "scripts": { - "test": "echo \"Error: no test specified\" && exit 1", - "dev": "PRODUCTION=false nodemon src/start.js", - "prod": "PRODUCTION=true node src/start.js", - "build": "./node_modules/.bin/babel src --out-dir sdk && rm -f sdk/start.js" + "start": "./node_modules/typescript/bin/tsc --watch", + "build": "./node_modules/typescript/bin/tsc", + "example": "node example/index.js", + "eslint": "eslint ./src/*.ts --ext .tsx", + "test": "jest --coverage" }, - "author": "", - "license": "ISC", "dependencies": { - "babel-preset-es2015": "^6.24.1", - "decimal.js": "^10.2.0", - "dot-prop": "^4.2.1", - "event-emitter": "^0.3.5", - "koa": "^2.8.1", - "koa-bodyparser": "^4.2.1", - "lodash": "^4.17.19", - "log-update": "^3.3.0", - "log4js": "^5.1.0", - "moment": "^2.24.0", - "qs": "^6.9.0", - "querystring": "^0.2.0", - "request": "^2.88.0", - "socket.io": "^2.2.0", - "socket.io-client": "^2.2.0", - "socket.io-msgpack-parser": "^2.2.0", - "uuid": "^3.3.3", - "ws": "^7.1.2" + "axios": "1.4.0", + "lodash": "4.17.21", + "uuid": "9.0.0", + "ws": "8.13.0" }, "devDependencies": { - "babel-cli": "^6.26.0", - "babel-core": "^6.26.3", - "babel-plugin-add-module-exports": "^1.0.2", - "babel-plugin-transform-class-properties": "^6.24.1", - "babel-plugin-transform-decorators-legacy": "^1.3.5", - "babel-plugin-transform-object-rest-spread": "^6.26.0", - "babel-plugin-transform-runtime": "^6.23.0", - "babel-preset-env": "^1.7.0", - "babel-register": "^6.26.0", - "nodemon": "^1.19.2" + "@types/jest": "^29.5.2", + "@types/lodash": "^4.14.152", + "@types/node": "^14.0.4", + "@types/uuid": "^9.0.1", + "@types/ws": "^8.5.5", + "@typescript-eslint/eslint-plugin": "^3.0.0", + "@typescript-eslint/parser": "^3.0.0", + "eslint": "^7.0.0", + "jest": "^29.5.0", + "prettier": "^2.0.5", + "ts-jest": "^29.1.0", + "typescript": "^5.1.3" } } diff --git a/pm2.tpl.json b/pm2.tpl.json deleted file mode 100644 index 0633564..0000000 --- a/pm2.tpl.json +++ /dev/null @@ -1,13 +0,0 @@ -{ - "name": "strategy", - "script": "/usr/bin/node", - "args": [ - "src/start.js", - "template" - ], - "env": { - "PRODUCTION": true - }, - "exec_interpreter": "", - "exec_mode": "fork" -} \ No newline at end of file diff --git a/sdk_example/level2-book.js b/sdk_example/level2-book.js deleted file mode 100644 index 3fa027d..0000000 --- a/sdk_example/level2-book.js +++ /dev/null @@ -1,61 +0,0 @@ -/** - * An example sdk level2 test - */ -// default is sandbox if _USE_KUMEX_ONLINE_ is false or not set -global._USE_KUMEX_ONLINE_ = true; - -// set env configure -const { setEnv, getEnv } = require('../sdk/lib/env'); -console.log('set env', setEnv); -setEnv({ - log: { - writeFile: true, - stdout: false, - test: 123, - }, -}); -console.log('get env', getEnv()); - -// require deps -const _ = require('lodash'); -const logUpdate = require('log-update'); -const http = require('../sdk/lib/http'); -const Level2 = require('../sdk/com/level2'); - -const SYMBOL = 'XBTUSDM'; - -async function main() { - // set account api keys - http.setSignatureConfig(getEnv()); - - const l2 = new Level2(SYMBOL); - l2.listen(); - - const interval = setInterval(async () => { - // read orderbook - const orderbook = l2.getOrderBook(5); - - // show Level2 - let asksStr = ''; - _.eachRight(orderbook.asks, ([price, size]) => { - asksStr += `${price} -> ${size}\n`; - }); - - let bidsStr = ''; - _.each(orderbook.bids, ([price, size]) => { - bidsStr += `${price} -> ${size}\n`; - }); - - logUpdate.clear(); - logUpdate(`------------------------\n` + - `l2 ${orderbook.dirty ? 'Dirty Data' : 'Trust Data'}\n` + - `l2 seq: ${orderbook.sequence}\n` + - `ping: ${orderbook.ping} (ms)\n` + - `------------------------\n` + - `${asksStr}----------sep-----------\n` + - `${bidsStr}------------------------` - ); - }, 200); -} - -main(); diff --git a/src/com/account.js b/src/com/account.js deleted file mode 100644 index 272e9e6..0000000 --- a/src/com/account.js +++ /dev/null @@ -1,37 +0,0 @@ - -import http from '../lib/http'; -import log from '../lib/log'; - -class Account { - - // TODO update by websocket - - getOverview = async () => { - // GET /api/v1/account-overview - let result = false; - - try { - /* - { - "code": "200000", - "data": { - "accountEquity": 99.8999305281, //账户权益 - "unrealisedPNL": 0, //未实现盈亏 - "marginBalance": 99.8999305281, //保证金余额 - "positionMargin": 0, //仓位保证金 - "orderMargin": 0, //委托保证金 - "frozenFunds": 0, //转出提现冻结 - "availableBalance": 99.8999305281 //可用余额 - } - } - */ - const { data } = await http.get('/api/v1/account-overview'); - result = data; - } catch (e) { - log('get account overview error', e); - } - return result; - } -} - -export default Account; \ No newline at end of file diff --git a/src/com/contract.js b/src/com/contract.js deleted file mode 100644 index 9bc86df..0000000 --- a/src/com/contract.js +++ /dev/null @@ -1,86 +0,0 @@ -// https://kitchen.kumex.top/web-front/contracts/XBTUSDM - - -import http from '../lib/http'; -import log from '../lib/log'; - -const IS_PRODUCT = global._USE_KUMEX_ONLINE_ || process.env.PRODUCTION === 'true'; -const baseUrl = IS_PRODUCT ? 'https://kitchen.kumex.top' : 'https://kitchen-sdb.kumex.com'; - -class Contract { - symbol; - - constructor(symbol) { - this.symbol = symbol; - } - - getOverview = async () => { - let result = false; - - try { - /* - { - "success": true, - "code": "200", - "msg": "success", - "retry": false, - "data": { - "symbol": "XBTUSDM", - "rootSymbol": "XBT", - "type": "FFWCSX", - "firstOpenDate": 1552638575000, - "expireDate": null, - "settleDate": null, - "baseCurrency": "XBT", - "quoteCurrency": "USD", - "settleCurrency": "XBT", - "maxOrderQty": 1000000, - "maxPrice": 1000000.0000000000, - "lotSize": 1, - "tickSize": 1.0, - "multiplier": -1.0, - "initialMargin": 0.01, - "maintainMargin": 0.005, - "maxRiskLimit": 200, - "minRiskLimit": 200, - "riskStep": 100, - "makerFeeRate": -2.5E-4, - "takerFeeRate": 6.0E-4, - "takerFixFee": 0.0000000000, - "makerFixFee": 0.0000000000, - "settlementFee": 0.0, - "isDeleverage": true, - "isQuanto": false, - "isInverse": true, - "markMethod": "FairPrice", - "fairMethod": "FundingRate", - "fundingBaseSymbol": ".XBTINT8H", - "fundingQuoteSymbol": ".USDINT8H", - "fundingRateSymbol": ".XBTUSDMFPI8H", - "indexSymbol": ".BXBT", - "status": "Open", - "fundingFeeRate": 0.000100, // 资金费率 - "predictedFundingFeeRate": 0.000100, // 预测资金费率 - "openInterest": "2747590", - "turnoverOf24h": 570.10756506, - "volumeOf24h": 4651337.00000000, - "markPrice": 8112.62, - "indexPrice": 8111.96, - "lastTradePrice": 8102.0000000000, - "nextFundingRateTime": 23531767 // 距离下一个资金费用结算时间点的剩余时间 - } - } - */ - const { data } = await http._request({ - url: `${baseUrl}/web-front/contracts/${this.symbol}`, - method: 'GET', - }); - result = data; - } catch (e) { - log('get contract overview error', e); - } - return result; - } -} - -export default Contract; \ No newline at end of file diff --git a/src/com/fee.js b/src/com/fee.js deleted file mode 100644 index 3e9782e..0000000 --- a/src/com/fee.js +++ /dev/null @@ -1,75 +0,0 @@ - -import http from '../lib/http'; -import log from '../lib/log'; - -class Fee { - symbol; - - constructor(symbol) { - this.symbol = symbol; - } - - getFundingHistory = async (params = {}) => { - // GET /api/v1/funding-history - let result = false; - - try { - /* - data: { - "dataList": [ - { - "id": 36275152660006, //id - "symbol": "XBTUSDM", //合约symbol - "timePoint": 1557918000000, //时间点(毫秒) - "fundingRate": 0.000013, //资金费率 - "markPrice": 8058.27, //标记价格 - "positionQty": 10, //结算时的仓位数 - "positionCost": -0.001241, //结算时的仓位价值 - "funding": -0.00000464 //结算的资金费用，正数表示收入；负数表示支出 - }, - { - "id": 36275152660004, - "symbol": "XBTUSDM", - "timePoint": 1557914400000, - "fundingRate": 0.00375, - "markPrice": 8079.65, - "positionQty": 10, - "positionCost": -0.0012377, - "funding": -0.00000465 - }, - { - "id": 36275152660002, - "symbol": "XBTUSDM", - "timePoint": 1557910800000, - "fundingRate": 0.00375, - "markPrice": 7889.03, - "positionQty": 10, - "positionCost": -0.0012676, - "funding": -0.00000476 - } - ], - "hasMore": true // 是否还有下一页 - } - 参数 数据类型 含义 - symbol String 合约symbol - - startAt long [可选] 开始时间（毫秒） - endAt long [可选] 截止时间（毫秒） - reverse boolean [可选] 是否逆序查询， true 或者 false，默认为true - offset long [可选] 起始偏移量，一般使用上个请求最后一条返回结果的唯一属性，默认返回第一页 - forward boolean [可选] 是否前向查询，true或者false，默认为true - maxCount int [可选] 最大记录条数，默认为10 - */ - const { data } = await http.get('/api/v1/funding-history', { - ...params, - symbol: this.symbol, - }); - result = data; - } catch (e) { - log('get funding-history error', e); - } - return result; - } -} - -export default Fee; \ No newline at end of file diff --git a/src/com/level2.js b/src/com/level2.js deleted file mode 100644 index 90f35ee..0000000 --- a/src/com/level2.js +++ /dev/null @@ -1,205 +0,0 @@ -import _ from 'lodash'; -import Datafeed from '../lib/datafeed'; -import http from '../lib/http'; -import log from '../lib/log'; -import delay from '../lib/delay'; -import { - mergeDepth, - checkContinue, - mapArr, - arrMap, - targetTypesMap, -} from '../lib/utils'; - -const changeTypes = ['asks', 'bids']; - -class Level2 { - datafeed; - symbol; - buffer = []; - fullSnapshot = { - dirty: true, - sequence: 0, - asks: {}, - bids: {}, - }; - messageEventCallback; - - constructor(symbol, datafeed) { - this.symbol = symbol; - - if (datafeed instanceof Datafeed) { - this.datafeed = datafeed; - } else { - this.datafeed = new Datafeed(); - } - } - - bufferMessage = (message) => { - const { sequence, change } = message || {}; - if (sequence && change) { - const [price, type, size] = change.split(','); - const seq = this.fullSnapshot.sequence; - // log('check', sequence, seq); - const messageFormat = [sequence, price, type, size]; - if (this.fullSnapshot.dirty === false && sequence === seq + 1) { - // update - this.updateFullByMessage(messageFormat); - } else - if (sequence > seq) { - this.buffer.push(messageFormat); - // rebuild - this.rebuild(); - } - } - } - - getFilteredBuffer = (seq) => { - return this.buffer.filter((item) => { - return item[0] > seq; - }); - } - - _rebuilding = false; - rebuild = async () => { - if (this._rebuilding) { - log('rebuilding dirty level2, return', - this.fullSnapshot.sequence, - this.buffer.length && this.buffer[this.buffer.length - 1][0], - ); - return; - } - log('build dirty level2'); - this._rebuilding = true; - this.fullSnapshot.dirty = true; - - await delay(6100); - const fetchSuccess = await this.fetch(); - const seq = this.fullSnapshot.sequence; - - if (fetchSuccess && this.datafeed.trustConnected) { - const bufferArr = this.getFilteredBuffer(seq); - - // if (bufferArr.length === 0 && this.buffer.length > 0) { - // console.log('snapshot before', seq, this.buffer[this.buffer.length - 1][0]); - // } - - if (bufferArr.length > 0 || - (bufferArr.length === 0 && this.buffer.length === 0) || - (bufferArr.length === 0 && (seq === this.buffer[this.buffer.length - 1][0])) - ) { - const continu = checkContinue(bufferArr, seq); - if (continu) { - log('seq & len', this.fullSnapshot.sequence, bufferArr.length, this.buffer.length); - _.each(bufferArr, (item) => { - // update - this.updateFullByMessage(item); - }); - this.fullSnapshot.dirty = false; - this.buffer = []; - log('level2 checked'); - } else { - log('level2 buffer is not continue with snapshot'); - } - } - } - this._rebuilding = false; - } - - fetch = async () => { - /* - { - code: '200000', - data: { - symbol: 'XBTUSDM', - sequence: 75017803, - asks: [], - bids: [], - } - } - */ - let fetchSuccess = false; - try { - const result = await http.get(`/api/v1/level2/snapshot?symbol=${this.symbol}`); - if (result.code === '200000' && - result.data && - result.data.symbol === this.symbol - ) { - const { sequence, asks, bids } = result.data; - - this.fullSnapshot.dirty = true; - this.fullSnapshot.sequence = sequence; - this.fullSnapshot.asks = mapArr(asks, (str) => mergeDepth(str, 'asks')); - this.fullSnapshot.bids = mapArr(bids, (str) => mergeDepth(str, 'bids')); - fetchSuccess = true; - } - } catch (e) { - log('fetch level2 error', e); - } - return fetchSuccess; - } - - updateFullByMessage = (message) => { - const [sequence, price, type, size] = message; - const targetType = targetTypesMap[type]; - if (_.indexOf(changeTypes, targetType) > -1) { - const targetPrice = mergeDepth(price, targetType); - if (size == 0) { - delete this.fullSnapshot[targetType][targetPrice]; - } else { - this.fullSnapshot[targetType][targetPrice] = size; - } - this.fullSnapshot.sequence = sequence; - - // callback message - if (typeof this.messageEventCallback === 'function') { - this.messageEventCallback(message); - } - } else { - log('invalid change type', type); - } - } - - /** public */ - listen = () => { - this.datafeed.connectSocket(); - this.datafeed.onClose(() => { - log('ws closed, status ', this.datafeed.trustConnected); - this.rebuild(); - }); - - const topic = `/contractMarket/level2:${this.symbol}`; - this.datafeed.subscribe(topic, (message) => { - if (message.topic === topic) { - // log(message.data); - this.bufferMessage(message.data); - } - }); - this.rebuild(); - } - - // message event handler - handleMessageEvent = (callback) => { - if (typeof callback === 'function') { - this.messageEventCallback = callback; - } - } - - getOrderBook = (limit = 10) => { - const dirty = this.fullSnapshot.dirty; - const sequence = this.fullSnapshot.sequence; - const asks = arrMap(this.fullSnapshot.asks, 'asc').slice(0, limit); - const bids = arrMap(this.fullSnapshot.bids, 'desc').slice(0, limit); - const ping = this.datafeed.ping; - - return { - dirty, - sequence, - asks, - bids, - ping, - }; - } -} - -export default Level2; \ No newline at end of file diff --git a/src/com/level3.js b/src/com/level3.js deleted file mode 100644 index 20d9884..0000000 --- a/src/com/level3.js +++ /dev/null @@ -1,365 +0,0 @@ -import _ from 'lodash'; -import Datafeed from '../lib/datafeed'; -import http from '../lib/http'; -import log from '../lib/log'; -import delay from '../lib/delay'; -import { - mergeDepth, - checkContinue, - mapl3Arr, - arrMap, - arrl3Map, - targetTypesMap, -} from '../lib/utils'; - -const changeTypes = ['asks', 'bids']; - -class Level3 { - datafeed; - symbol; - buffer = []; - fullSnapshot = { - dirty: true, - sequence: 0, - asks: {}, // price => orderId => item - bids: {}, - }; - messageEventCallback; - - constructor(symbol, datafeed) { - this.symbol = symbol; - - if (datafeed instanceof Datafeed) { - this.datafeed = datafeed; - } else { - this.datafeed = new Datafeed(); - } - } - - bufferMessage = (message) => { - const { sequence, type } = message || {}; - if (sequence && type) { - const seq = this.fullSnapshot.sequence; - // log('check', sequence, seq); - if (this.fullSnapshot.dirty === false && sequence === seq + 1) { - // update - this.updateFullByMessage(message); - } else - if (sequence > seq) { - this.buffer.push(message); - // rebuild - this.rebuild(); - } - } - } - - getFilteredBuffer = (seq) => { - return this.buffer.filter((item) => { - return item.sequence > seq; - }); - } - - _rebuilding = false; - rebuild = async () => { - if (this._rebuilding) { - log('rebuilding dirty level3, return', - this.fullSnapshot.sequence, - this.buffer.length && this.buffer[this.buffer.length - 1].sequence, - ); - return; - } - log('build dirty level3'); - this._rebuilding = true; - this.fullSnapshot.dirty = true; - - await delay(6100); - const fetchSuccess = await this.fetch(); - const seq = this.fullSnapshot.sequence; - - if (fetchSuccess && this.datafeed.trustConnected) { - const bufferArr = this.getFilteredBuffer(seq); - - // if (bufferArr.length === 0 && this.buffer.length > 0) { - // console.log('snapshot before', seq, this.buffer[this.buffer.length - 1].sequence); - // } - - if (bufferArr.length > 0 || - (bufferArr.length === 0 && this.buffer.length === 0) || - (bufferArr.length === 0 && (seq === this.buffer[this.buffer.length - 1].sequence)) - ) { - const continu = checkContinue(bufferArr, seq, 'sequence'); - if (continu) { - log('seq & len', this.fullSnapshot.sequence, bufferArr.length, this.buffer.length); - _.each(bufferArr, (message) => { - // update - this.updateFullByMessage(message); - }); - this.fullSnapshot.dirty = false; - this.buffer = []; - log('level3 checked'); - } else { - log('level3 buffer is not continue with snapshot'); - } - } - } - this._rebuilding = false; - } - - fetch = async () => { - /* - { - code: '200000', - data: { - symbol: 'XBTUSDM', - sequence: 75017803, - asks: [], - bids: [], - } - } - */ - let fetchSuccess = false; - try { - const result = await http.get(`/api/v1/level3/snapshot?symbol=${this.symbol}`); - if (result.code === '200000' && - result.data && - result.data.symbol === this.symbol - ) { - const { sequence, asks, bids } = result.data; - - this.fullSnapshot.dirty = true; - this.fullSnapshot.sequence = sequence; - // [下单时间 - 纳秒, 订单号, 价格, 数量, 进入买卖盘时间 - 纳秒] - this.fullSnapshot.asks = mapl3Arr(asks); - this.fullSnapshot.bids = mapl3Arr(bids); - fetchSuccess = true; - } - } catch (e) { - log('fetch level3 error', e); - } - return fetchSuccess; - } - - updateFullByMessage = (message) => { - const { sequence, type } = message; - - let updated = true; - switch (type) { - case 'received': - /* - "symbol": "XBTUSDM", // 合约 - "sequence": 3262786900, // 顺序号 - "type": "received", - "orderId": "5c0b520032eba53a888fd02x", // 订单号 - "clientOid": "ad123ad" // 可选，用于用户鉴别自己的订单 - */ - { - // received event - } - break; - case 'open': - /* - "symbol": "XBTUSDM", // 合约 - "sequence": 3262786900, // 顺序号 - "type": "open", - "orderId": "5c0b520032eba53a888fd02x", // 订单号 - "price": 3634.5, // 委托价格 - "size": 10, // 委托数量 - "side": "buy", // 委托方向 - "orderTime": 1547697294838004923, // 下单时间 - "ts": 1547697294838004923, // 进入买卖盘时间 - "clientOid": "ad123ad" // 可选，用于用户鉴别自己的订单 - */ - { - // open event - const { side, orderId, price, size, orderTime, ts } = message; - const targetType = targetTypesMap[side]; - if (_.indexOf(changeTypes, targetType) > -1) { - this.fullSnapshot[targetType][orderId] = [ - // [0 , 1 , 2 , 3 , 4] - // [下单时间, 订单号, 价格, 数量, 进入买卖盘时间] - orderTime, orderId, price, size, ts - ]; - } - } - break; - case 'match': - /* - "symbol": "XBTUSDM", // 合约 - "sequence": 3262786901, // 顺序号 - "type": "match", - "tradeId": "6c23b5454353a8882d023b3o", // 交易号 - "takerOrderId": "5c0b520032eba53a888fd01f", // taker订单号 - "makerOrderId": "5c0b520032eba53a888fd01e", // maker订单号 - "price": 3634, // 成交价格 - "matchSize": 20, // 成交数量 - "size": 10, // 订单剩余数量 - "side": "buy", // taker的方向 - "ts": 1547697294838004923 // 成交时间 - 纳秒 - */ - { - // match event - const { side, makerOrderId, size } = message; - const targetType = targetTypesMap[side]; - if (_.indexOf(changeTypes, targetType) > -1) { - if (this.fullSnapshot[targetType][makerOrderId]) { - if (size <= 0) { - delete this.fullSnapshot[targetType][makerOrderId]; - } else { - this.fullSnapshot[targetType][makerOrderId][3] = size; - } - } - } - } - break; - case 'update': - /* - "symbol": "XBTUSDM", // 合约 - "sequence": 3262786897, // 顺序号 - "type": "update", - "orderId": "5c0b520032eba53a888fd01f", // 订单号 - "price": 3634, // 委托价格 - "size": 100, // 改变后数量 - "oldSize": 20, // 改变前大小 - "ts": 1547697294838004923 // 更新时间 - 纳秒 - */ - { - // update event - const { orderId, size } = message; - if (this.fullSnapshot.asks[orderId]) { - if (size <= 0) { - delete this.fullSnapshot.asks[orderId]; - } else { - this.fullSnapshot.asks[orderId][3] = size; - } - } - if (this.fullSnapshot.bids[orderId]) { - if (size <= 0) { - delete this.fullSnapshot.bids[orderId]; - } else { - this.fullSnapshot.bids[orderId][3] = size; - } - } - } - break; - case 'done': - /* - "symbol": "XBTUSDM", // 合约 - "sequence": 3262786901, // 顺序号 - "type": "done", - "orderId": "5c0b520032eba53a888fd02x", // 订单号 - "reason": "filled", // filled or canceled - "ts": 1547697294838004923, // 完成时间 - "clientOid": "ad123ad" // 可选，用于用户鉴别自己的订单 - */ - { - // done event - const { orderId } = message; - if (this.fullSnapshot.asks[orderId]) { - delete this.fullSnapshot.asks[orderId]; - } - if (this.fullSnapshot.bids[orderId]) { - delete this.fullSnapshot.bids[orderId]; - } - } - break; - default: - { - log('invalid l3 type', type); - updated = false; - } - break; - } - - if (updated) { - this.fullSnapshot.sequence = sequence; - - // callback message - if (typeof this.messageEventCallback === 'function') { - this.messageEventCallback(message); - } - } - } - - /** public */ - listen = () => { - this.datafeed.connectSocket(); - this.datafeed.onClose(() => { - log('ws closed, status ', this.datafeed.trustConnected); - this.rebuild(); - }); - - const topic = `/contractMarket/level3:${this.symbol}`; - this.datafeed.subscribe(topic, (message) => { - if (message.topic === topic) { - // log(message); - this.bufferMessage(message.data); - } - }); - this.rebuild(); - } - - // message event handler - handleMessageEvent = (callback) => { - if (typeof callback === 'function') { - this.messageEventCallback = callback; - } - } - - // get detail order book - getDetailOrderBook = (limit = 10) => { - const dirty = this.fullSnapshot.dirty; - const sequence = this.fullSnapshot.sequence; - const asks = arrl3Map(this.fullSnapshot.asks, 'asks', 'asc').slice(0, limit); - const bids = arrl3Map(this.fullSnapshot.bids, 'bids', 'desc').slice(0, limit); - const ping = this.datafeed.ping; - - return { - dirty, - sequence, - asks, - bids, - ping, - }; - } - - // get merged order book - getOrderBook = (limit = 10) => { - const dirty = this.fullSnapshot.dirty; - const sequence = this.fullSnapshot.sequence; - const ping = this.datafeed.ping; - - const asks = arrl3Map(this.fullSnapshot.asks, 'asks', 'asc'); - const asksTmp = {}; - _.each(asks, ([price, size, ts, orderId]) => { - if (asksTmp[price]) { - asksTmp[price][0] += (+size); - asksTmp[price][1][orderId] = true; - } else { - asksTmp[price] = [(+size), { [orderId]: true }]; - } - }); - const finalAsks = arrMap(asksTmp, 'asc').slice(0, limit); - - const bids = arrl3Map(this.fullSnapshot.bids, 'bids', 'desc'); - const bidsTmp = {}; - _.each(bids, ([price, size, ts, orderId]) => { - if (bidsTmp[price]) { - bidsTmp[price][0] += (+size); - bidsTmp[price][1][orderId] = true; - } else { - bidsTmp[price] = [(+size), { [orderId]: true }]; - } - }); - const finalBids = arrMap(bidsTmp, 'desc').slice(0, limit); - - return { - dirty, - sequence, - asks: finalAsks, - bids: finalBids, - ping, - }; - } -} - -export default Level3; \ No newline at end of file diff --git a/src/com/order.js b/src/com/order.js deleted file mode 100644 index 234aaed..0000000 --- a/src/com/order.js +++ /dev/null @@ -1,257 +0,0 @@ - -import http from '../lib/http'; -import log from '../lib/log'; -import { genUUID } from '../lib/utils'; - -class Order { - symbol; - leverage; - - constructor(symbol, leverage) { - this.symbol = symbol; - this.leverage = leverage; - } - - static LIMIT_SELECT = { - timeInForce: { GTC: 'GTC', IOC: 'IOC' }, - postOnly: { YES: true, NO: false }, - hidden: { YES: true, NO: false }, - iceberg: { YES: true, NO: false }, - } - - // limit order ---> success ---> clOid - limitOrder = async (price, size, side, extraProps = {}) => { - /* - price String 限价单的价格 - size Integer 订单数量。必须是一个正数。 - - extraProps (include typeProps): - timeInForce String [可选] 订单时效策略，包括GTC、IOC（默认为GTC）。 - postOnly boolean [可选] 只挂单的标识。选择postOnly，不允许选择hidden和iceberg。当订单时效为IOC策略时，该参数无效。 - hidden boolean [可选] 订单不会在买卖盘中展示。选择hidden，不允许选择postOnly。 - iceberg boolean [可选] 仅设置可见的部分会显示在买卖盘中。选择iceberg，不允许选择postOnly。 - visibleSize Integer [可选] 冰山单最大可展示的数量。 - typeProps: - remark String [可选] 下单备注，字符长度不能超过100 个字符（UTF-8）。 - stop String [可选] 触发价格的两种类型。下跌至某个价格（down），或上涨至某个价格（up）。设置后，就必须设置stopPrice和stopPriceType 参数。 - stopPriceType String [可选] 止损单触发价类型，包括TP、IP和MP， 只要设置stop参数，就必须设置此属性。 - stopPrice String [可选] 只要设置stop参数，就必须设置此属性。 - stp String [可选] 自成交保护，分为 CN、CO、CB和 DC 四种策略 - reduceOnly boolean [可选] 只减仓标记, 默认值是 false - closeOrder boolean [可选] 平仓单标记, 默认值是 false - forceHold boolean [可选] 强制冻结标记（减仓同样适用）,可将订单留在买卖盘中而不受仓位变化的影响。默认值是 false - */ - if (typeof price !== 'string' || - typeof size !== 'number' || - !(size > 0) - ) { - log('Invalid price or size', price, size); - return false; - } - - return await this._order('limit', side, { - ...extraProps, - price, - size, - }); - } - - // market order ---> success ---> clOid - marketOrder = async (size, side, extraProps = {}) => { - /* - size Integer [可选] 下单数量 - extraProps (include typeProps): - typeProps: - remark String [可选] 下单备注，字符长度不能超过100 个字符（UTF-8）。 - stop String [可选] 触发价格的两种类型。下跌至某个价格（down），或上涨至某个价格（up）。设置后，就必须设置stopPrice和stopPriceType 参数。 - stopPriceType String [可选] 止损单触发价类型，包括TP、IP和MP， 只要设置stop参数，就必须设置此属性。 - stopPrice String [可选] 只要设置stop参数，就必须设置此属性。 - stp String [可选] 自成交保护，分为 CN、CO、CB和 DC 四种策略 - reduceOnly boolean [可选] 只减仓标记, 默认值是 false - closeOrder boolean [可选] 平仓单标记, 默认值是 false - forceHold boolean [可选] 强制冻结标记（减仓同样适用）,可将订单留在买卖盘中而不受仓位变化的影响。默认值是 false - */ - if (typeof size !== 'number' || - !(size > 0) - ) { - log('Invalid size', size); - return false; - } - - return await this._order('market', side, { - ...extraProps, - size, - }); - } - - // cancle single order by id - cancleOrderById = async (orderServId) => { - let result = false; - - if (!orderServId) { - log('Invalid orderId to cancle', orderServId); - return result; - } - try { - // { - // "code": "200000", - // "data": { - // "cancelledOrderIds": [ - // "5bd6e9286d99522a52e458de" - // ] - // } - // } - const { data: { cancelledOrderIds } } = await http.del(`/api/v1/orders/${orderServId}`); - result = cancelledOrderIds; - } catch (e) { - log('cancle order error', e); - } - return result; - } - - cancleAllOrders = async () => { - // DELETE /api/v1/orders?symbol=XBTUSDM - let result = false; - - try { - // { - // "code": "200000", - // "data": { - // "cancelledOrderIds": [ - // "5bd6e9286d99522a52e458de" - // ] - // } - // } - const { data: { cancelledOrderIds } } = await http.del('/api/v1/orders', { symbol: this.symbol }); - result = cancelledOrderIds; - } catch (e) { - log('cancle all order error', e); - } - return result; - } - - cancleAllStopOrders = async () => { - // DELETE /api/v1/stopOrders?symbol=XBTUSDM - let result = false; - - try { - // { - // "code": "200000", - // "data": { - // "cancelledOrderIds": [ - // "5bd6e9286d99522a52e458de" - // ] - // } - // } - const { data: { cancelledOrderIds } } = await http.del('/api/v1/stopOrders', { symbol: this.symbol }); - result = cancelledOrderIds; - } catch (e) { - log('cancle all stop order error', e); - } - return result; - } - - getActiveOrders = async () => { - // GET /api/v1/orders?status=active - let result = false; - - try { - /* - { - "code": "200000", - "data": { - "currentPage": 1, - "pageSize": 100, - "totalNum": 1000, - "totalPage": 10, - "items": [ - { - "id": "5cdfc138b21023a909e5ad55", //订单编号 - "symbol": "XBTUSDM", //合约编号 - "type": "limit", //类型, 市价单或限价单 - "side": "buy", //买卖方向 - "price": "3600", //下单价格 - "size": 20000, //数量 - "value": "56.1167227833", //订单价值 - "dealValue": "0", //已经成交订单价值 - "dealSize": 0, //已经成交订单数量 - "stp": "", //stp 类型 - "stop": "", //止损订单类型 - "stopPriceType": "", //止损订单触发价格类型 - "stopTriggered": false, //止损订单是否触发标志 - "stopPrice": null, //止损订单触发价格 - "timeInForce": "GTC", //timeInForce类型 - "postOnly": false, //postOnly标志 - "hidden": false, //隐藏单标志 - "iceberg": false, //冰山单标志 - "visibleSize": null, //冰山单可见数量 - "leverage": "20", //杠杆倍数 - "forceHold": false, //强制冻结单标志 - "closeOrder": false, //平仓单标志 - "closeOnly": false, //只减仓单标志 - "clientOid": "5ce24c16b210233c36ee321d", //客户订单编号 - "remark": null, //注解 - "isActive": true, //未完成订单标志 - "cancelExist": false, //订单存在取消数量标志 - "createdAt": 1558167872000 //创建时间 - } - ] - } - } - */ - const { data } = await http.get('/api/v1/orders', { - symbol: this.symbol, - status: 'active', - }); - result = data; - } catch (e) { - log('get active orders error', e); - } - return result; - } - - // -----> private - _order = async (type, side, typeProps = {}) => { - /* - clientOid String 唯一的订单ID，可用于识别订单。如：UUID 只能包含数字、字母、下划线（_）或 分隔线（-） - side String buy 或 sell - symbol String 有效合约代码。如：XBTUSDM - leverage String 下单杠杆倍数 - type String [可选] 订单类型，包括limit或market,默认limit。 - - typeProps: - remark String [可选] 下单备注，字符长度不能超过100 个字符（UTF-8）。 - stop String [可选] 触发价格的两种类型。下跌至某个价格（down），或上涨至某个价格（up）。设置后，就必须设置stopPrice和stopPriceType 参数。 - stopPriceType String [可选] 止损单触发价类型，包括TP、IP和MP， 只要设置stop参数，就必须设置此属性。 - stopPrice String [可选] 只要设置stop参数，就必须设置此属性。 - stp String [可选] 自成交保护，分为 CN、CO、CB和 DC 四种策略 - reduceOnly boolean [可选] 只减仓标记, 默认值是 false - closeOrder boolean [可选] 平仓单标记, 默认值是 false - forceHold boolean [可选] 强制冻结标记（减仓同样适用）,可将订单留在买卖盘中而不受仓位变化的影响。默认值是 false - */ - let result = false; - try { - const clientOid = genUUID(); - - const { data: { orderId } } = await http.post('/api/v1/orders', { - ...typeProps, - clientOid, - side, - symbol: this.symbol, - leverage: this.leverage, - type, - }); - - result = { - srOid: orderId, - clOid: clientOid, - }; - } catch (e) { - log('order error', e); - } - return result; - } - -} - -export default Order; \ No newline at end of file diff --git a/src/com/position.js b/src/com/position.js deleted file mode 100644 index fdd4f3a..0000000 --- a/src/com/position.js +++ /dev/null @@ -1,73 +0,0 @@ - -import http from '../lib/http'; -import log from '../lib/log'; - -class Position { - symbol; - - constructor(symbol) { - this.symbol = symbol; - } - - // TODO update by websocket - - - getPosition = async () => { - // GET /api/v1/position?symbol=XBTUSDM - let result = false; - - try { - /* - { - "code": "200000", - "data": { - "id": "5ce3cda60c19fc0d4e9ae7cd", //仓位id - "symbol": "XBTUSDM", //合约symbol - "autoDeposit": true, //是否自动追加保证金 - "maintMarginReq": 0.005, //维持保证金比例 - "riskLimit": 200, //风险限额 - "realLeverage": 1.06, //杠杆倍数 - "crossMode": false, //是否全仓 - "delevPercentage": 0.1, //ADL分位数 - "openingTimestamp": 1558433191000, //开仓时间 - "currentTimestamp": 1558507727807, //当前时间戳 - "currentQty": -20, //当前仓位 - "currentCost": 0.00266375, //当前总仓位价值 - "currentComm": 0.00000271, //当前总费用 - "unrealisedCost": 0.00266375, //未实现价值 - "realisedGrossCost": 0, //累加已实现毛利价值 - "realisedCost": 0.00000271, //当前累计已实现仓位价值 - "isOpen": true, //是否开仓 - "markPrice": 7933.01, //标记价格 - "markValue": 0.00252111, //标记价值 - "posCost": 0.00266375, //仓位价值 - "posCross": 1.2e-7, //手动追加的保证金 - "posInit": 0.00266375, //杠杆保证金 - "posComm": 0.00000392, //破产费用 - "posLoss": 0, //资金费用减少的资金 - "posMargin": 0.00266779, //仓位保证金 - "posMaint": 0.00001724, //维持保证金 - "maintMargin": 0.00252516, //仓位保证金 - "realisedGrossPnl": 0, //累加已实现毛利 - "realisedPnl": -0.00000253, //已实现盈亏 - "unrealisedPnl": -0.00014264, //未实现盈亏 - "unrealisedPnlPcnt": -0.0535, //仓位盈亏率 - "unrealisedRoePcnt": -0.0535, //投资回报率 - "avgEntryPrice": 7508.22, //平均开仓价格 - "liquidationPrice": 1000000, //强平价格 - "bankruptPrice": 1000000 //破产价格 - } - } - */ - const { data } = await http.get('/api/v1/position', { - symbol: this.symbol, - }); - result = data; - } catch (e) { - log('get position error', this.symbol, e); - } - return result; - } -} - -export default Position; \ No newline at end of file diff --git a/src/com/ticker.js b/src/com/ticker.js deleted file mode 100644 index a7cae39..0000000 --- a/src/com/ticker.js +++ /dev/null @@ -1,60 +0,0 @@ -import _ from 'lodash'; -import Datafeed from '../lib/datafeed'; -import log from '../lib/log'; - -class Ticker { - datafeed; - symbol; - snapshot = { - dirty: true, - data: {}, - }; - - constructor(symbol, datafeed) { - this.symbol = symbol; - - if (datafeed instanceof Datafeed) { - this.datafeed = datafeed; - } else { - this.datafeed = new Datafeed(); - } - } - - getSnapshot = () => { - return _.cloneDeep(this.snapshot); - }; - - updateSnapshot = (data) => { - // { symbol: 'XBTUSDM', - // side: 'buy', - // size: 100, - // price: 10000, - // bestBidSize: 9371, - // bestBidPrice: '9996.0', - // bestAskPrice: '10000.0', - // tradeId: '5d8743653c7feb4209084ffa', - // ts: 1569145701444522200, - // bestAskSize: 32422 } - - this.snapshot = { - dirty: false, - data, - }; - } - - listen = () => { - this.datafeed.connectSocket(); - this.datafeed.onClose(() => { - log('ticker ws closed, status ', this.datafeed.trustConnected); - this.snapshot.dirty = true; - }); - - this.datafeed.subscribe(`/contractMarket/ticker:${this.symbol}`, (message) => { - if (message.data) { - this.updateSnapshot(message.data); - } - }); - } -} - -export default Ticker; \ No newline at end of file diff --git a/src/com/time.js b/src/com/time.js deleted file mode 100644 index 06e1b9d..0000000 --- a/src/com/time.js +++ /dev/null @@ -1,28 +0,0 @@ - -import http from '../lib/http'; -import log from '../lib/log'; - -class Time { - - getTimestamp = async () => { - // GET /api/v1/timestamp - let result = false; - - try { - /* - { - "code":"200000", - "msg":"success", - "data":1546837113087 - } - */ - const { data } = await http.get('/api/v1/timestamp'); - result = data; - } catch (e) { - log('get timestamp error', e); - } - return result; - } -} - -export default Time; \ No newline at end of file diff --git a/src/dataType/account.ts b/src/dataType/account.ts new file mode 100644 index 0000000..f345057 --- /dev/null +++ b/src/dataType/account.ts @@ -0,0 +1,37 @@ +import { PageOffsetParams, PageSizeParams } from './common'; + +export type TransactionType = + | 'RealisedPNL' + | 'Deposit' + | 'Withdrawal' + | 'TransferIn' + | 'TransferOut'; + +export interface TransactionHistoryParams extends PageOffsetParams { + type?: TransactionType; + currency?: string; +} + +export interface SubApiParams { + subName: string; // Sub-account name, create sub account name of API Key + passphrase: string; // Password(Must contain 7-32 characters. Cannot contain any spaces.) + permission?: string; // Permissions(Only "General" and "Trade" permissions can be set, such as "General, Trade". The default is "General") + ipWhitelist?: string; // IP whitelist(You may add up to 20 IPs. Use a halfWidth comma to each IP) + expire?: string; // API expiration time; Never expire(default)-1, 30Day30, 90Day90, 180Day180, 360Day360 +} + +export interface CreateSubApiParams extends SubApiParams { + remark: string; // Remarks(1~24 characters) +} + +export interface UpdateSubApiParams extends SubApiParams { + apiKey: string; // API-Key(Sub-account APIKey) +} + +export type TransferStatusType = 'PROCESSING' | 'SUCCESS' | 'FAILURE'; + +export interface TransferListParams extends PageSizeParams { + status?: TransferStatusType; + queryStatus?: TransferStatusType; + currency?: string; +} diff --git a/src/dataType/common.ts b/src/dataType/common.ts new file mode 100644 index 0000000..bb0135e --- /dev/null +++ b/src/dataType/common.ts @@ -0,0 +1,22 @@ +export interface MakeRequestParams { + body?: object | string; + method: string; + endpoint: string; + callback?: Function; + isPrivate?: boolean; + } + + export interface PageOffsetParams { + startAt?: string; + endAt?: string; + offset?: number; + forward?: boolean | true; + maxCount?: number; + } + + export interface PageSizeParams { + startAt?: string; + endAt?: string; + pageSize?: number; + currentPage?: number; + } \ No newline at end of file diff --git a/src/dataType/index.d.ts b/src/dataType/index.d.ts new file mode 100644 index 0000000..2eba702 --- /dev/null +++ b/src/dataType/index.d.ts @@ -0,0 +1,7 @@ + +export * from './common'; +export * from './account'; +export * from './other'; +export * from './order'; +export * from './market'; +export * from './socket'; \ No newline at end of file diff --git a/src/dataType/market.ts b/src/dataType/market.ts new file mode 100644 index 0000000..67cb08e --- /dev/null +++ b/src/dataType/market.ts @@ -0,0 +1,13 @@ +import { PageOffsetParams } from './common'; + +export interface klineParams { + symbol: string; + granularity: number; + from?: string; + to?: string; +} + +export interface IndexListParams extends PageOffsetParams { + symbol: string; + reverse?: boolean | true; +} \ No newline at end of file diff --git a/src/dataType/order.ts b/src/dataType/order.ts new file mode 100644 index 0000000..67788d4 --- /dev/null +++ b/src/dataType/order.ts @@ -0,0 +1,57 @@ +import { PageSizeParams } from './common'; + +export type BaseOrderType = 'limit' | 'market'; +export type OrderType = 'limit' | 'market' | 'limit_stop' | 'market_stop'; + +export type OrderOptionalParamsType = + | 'type' + | 'remark' + | 'stop' + | 'stopPriceType' + | 'stopPrice' + | 'reduceOnly' + | 'closeOrder' + | 'forceHold' + | 'timeInForce' + | 'postOnly' + | 'hidden' + | 'iceberg' + | 'visibleSize'; + +export type OptionalParamsObject = { + [P in T]?: any; +}; + +export interface BaseOrderBody { + symbol: string; + size: number; + leverage?: number; + clientOid?: string; + optional?: OptionalParamsObject; +} + +export interface OrderBody extends BaseOrderBody { + side: string; + price?: number | string; +} + +export type OpenOrderStatusType = 'active' | 'done'; +export interface OpenOrderListParams extends PageSizeParams { + status?: OpenOrderStatusType; + symbol?: string; + side?: string; + type?: OrderType; +} + +export interface StopOrderListParams extends PageSizeParams { + symbol?: string; + side?: string; + type?: BaseOrderType; +} + +export interface FillsParams extends PageSizeParams { + orderId?: string; // List fills for a specific order only (If you specify orderId, other parameters can be ignored) + symbol?:string; + side?: string; + type?: OrderType; +} diff --git a/src/dataType/other.ts b/src/dataType/other.ts new file mode 100644 index 0000000..18c624d --- /dev/null +++ b/src/dataType/other.ts @@ -0,0 +1,6 @@ +import { PageOffsetParams } from './common'; + +export interface FundingHistoryParams extends PageOffsetParams { + symbol: string; + reverse?: boolean | true; // This parameter functions to judge whether the lookup is forward or not. True means “yes” and False means “no”. This parameter is set as true by default +} diff --git a/src/dataType/socket.ts b/src/dataType/socket.ts new file mode 100644 index 0000000..20c94fb --- /dev/null +++ b/src/dataType/socket.ts @@ -0,0 +1,9 @@ +export type Callback = (data: any) => void; + +export interface Subscription { + id: string; + callback: Callback; + topic: string; + privateChannel: boolean; + strict?: boolean; +} diff --git a/src/index.js b/src/index.js deleted file mode 100644 index 1f3b509..0000000 --- a/src/index.js +++ /dev/null @@ -1,5 +0,0 @@ -import { setEnv } from './lib/env'; - -export default { - setEnv, -} diff --git a/src/index.ts b/src/index.ts new file mode 100644 index 0000000..9fb3e67 --- /dev/null +++ b/src/index.ts @@ -0,0 +1,897 @@ +import { v4 as uuidV4 } from 'uuid'; +import { map } from 'lodash'; +import WebSocket from 'ws'; + +import Request from './tools/request'; +import { splitArray } from './tools/tools'; + +import { + returnBodyAndEndpoint, + FUTURES_STOP_ORDER_EP, + FUTURES_RECENT_DONE_ORDERS_EP, + FUTURES_FILLS_EP, + FUTURES_RECENT_FILLS_EP, + FUTURES_TOTAL_OPEN_ORDERS_MARGIN_EP, + FUTURES_POSITION_EP, + FUTURES_POSITIONS_EP, + FUTURES_POSITION_AUTO_DEPOSIT_STATUS_EP, + FUTURES_POSITION_MARGIN_EP, + FUTURES_RISK_LIMIT_EP, + FUTURES_CHANGE_RISK_LIMIT_EP, + FUTURES_FUNDING_HISTORY_EP, + FUTURES_CONTRACTS_ACTIVE_EP, + FUTURES_CONTRACTS_DETAIL_EP, + FUTURES_TICKER_EP, + FUTURES_LEVEL2_EP, + FUTURES_LEVEL2_20_EP, + FUTURES_LEVEL2_100_EP, + FUTURES_TRADE_HISTORY_EP, + FUTURES_TIMESTAMP_EP, + FUTURES_SERVICE_STATUS_EP, + FUTURES_KLINE_EP, + FUTURES_INTEREST_EP, + FUTURES_INDEX_EP, + FUTURES_MARK_PRICE_EP, + FUTURES_PREMIUM_EP, + FUTURES_FUNDING_RATE_EP, + FUTURES_ACCOUNT_OVERVIEW_EP, + FUTURES_TRANSACTION_HISTORY_EP, + FUTURES_SUB_API_EP, + FUTURES_UPDATE_SUB_API_EP, + FUTURES_TRANSFER_OUT_EP, + FUTURES_TRANSFER_IN_EP, + FUTURES_TRANSFER_LIST_EP +} from './resetAPI'; +import { + PUBLIC_BULLET_EP, + PRIVATE_BULLET_EP, + TICKER, + TRADE_ORDERS, + LEVEL2, + LEVEL2_DEPTH5, + LEVEL2_DEPTH50, + EXECUTION, + INSTRUMENT, + ANNOUNCEMENT, + SNAPSHOT, + ADVANCE_ORDERS, + WALLET, + POSITION +} from './websocket'; + +import { GET, POST, DELETE } from './tools/constants'; +import { filterEmptyValues, log } from './tools/tools'; +import { + CreateSubApiParams, + FillsParams, + FundingHistoryParams, + MakeRequestParams, + OpenOrderListParams, + StopOrderListParams, + TransactionHistoryParams, + TransferListParams, + UpdateSubApiParams, + IndexListParams, + klineParams, + Callback +} from './dataType'; +import { WebSocketClient, CONNECT_ID, TICKER_V2 } from './websocket'; + +export default class KuCoinFutures { + private request: Request; + private socketInstanceCache: any = new Map(); + constructor(props: { + key: string | number; + secret: string | number; + passphrase: string | number; + axiosProps: object; + }) { + const { key, secret, passphrase, axiosProps = {} } = props || {}; + this.request = new Request({ + key, + secret, + passphrase, + ...axiosProps + }); + } + + private makeRequest = async ({ + body = '', + method, + endpoint, + callback, + isPrivate = true + }: MakeRequestParams): Promise => { + try { + const params = filterEmptyValues(body); + const data = isPrivate + ? await this.request.signatureRequest(endpoint, params, method) + : await this.request.requestPublic(endpoint, params, method); + if (callback) { + return callback(data); + } else { + return data; + } + } catch (err) { + console.log(err); + return err; + } + }; + + futuresAccount = async (currency: string = 'XBT', callback?: Function) => { + return this.makeRequest({ + body: { currency }, + method: GET, + endpoint: FUTURES_ACCOUNT_OVERVIEW_EP, + callback + }); + }; + + /** + * search to transaction history + * @param params.type string -- 'RealisedPNL' | 'Deposit' | 'Withdrawal' | 'TransferIn' | 'TransferOut' + * @param params.currency -- string + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.offset -- long + * @param params.maxCount -- default 50 + * @param params.forward -- default true + * @param callback -- callback function + */ + futuresTransactionHistory = async ( + params?: TransactionHistoryParams, + callback?: Function + ) => { + return this.makeRequest({ + body: params, + method: GET, + endpoint: FUTURES_TRANSACTION_HISTORY_EP, + callback + }); + }; + + futuresSubApi = async ( + params: { + subName: string; + apiKey?: string; + }, + callback?: Function + ) => { + return this.makeRequest({ + body: params, + method: GET, + endpoint: FUTURES_SUB_API_EP, + callback + }); + }; + + futuresCreateSubApi = async ( + params: CreateSubApiParams, + callback?: Function + ) => { + return this.makeRequest({ + body: params, + method: POST, + endpoint: FUTURES_SUB_API_EP, + callback + }); + }; + + futuresUpdateSubApi = async ( + params: UpdateSubApiParams, + callback?: Function + ) => { + return this.makeRequest({ + body: params, + method: POST, + endpoint: FUTURES_UPDATE_SUB_API_EP, + callback + }); + }; + + futureDeleteSubApi = async ( + params: { + subName: string; + apiKey: string; + passphrase: string; + }, + callback?: Function + ) => { + return this.makeRequest({ + body: params, + method: DELETE, + endpoint: FUTURES_UPDATE_SUB_API_EP, + callback + }); + }; + + futureTransferOut = async ( + params: { + amount: number; + currency: string; + recAccountType: string; + }, + callback?: Function + ) => { + return this.makeRequest({ + body: params, + method: POST, + endpoint: FUTURES_TRANSFER_OUT_EP, + callback + }); + }; + + futureTransferIn = async ( + params: { + amount: number; + currency: string; + payAccountType: string; + }, + callback?: Function + ) => { + return this.makeRequest({ + body: params, + method: POST, + endpoint: FUTURES_TRANSFER_IN_EP, + callback + }); + }; + + /** + * search to transfer list + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.status -- string -- 'PROCESSING' | 'SUCCESS' | 'FAILURE' + * @param params.queryStatus -- array -- 'PROCESSING' | 'SUCCESS' | 'FAILURE' + * @param params.currency -- string + * @param params.currentPage -- default 1 + * @param params.pageSize -- default 50 | max 100 + * @param callback -- callback function + */ + futureTransfers = async ( + params?: TransferListParams, + callback?: Function + ) => { + return this.makeRequest({ + body: params, + method: POST, + endpoint: FUTURES_TRANSFER_LIST_EP, + callback + }); + }; + + private order = async (params: any, method = GET, callback?: Function) => { + const { body, endpoint } = returnBodyAndEndpoint(params, method); + return this.makeRequest({ body, method, endpoint, callback }); + }; + + private stopOrder = async ( + params: any, + method = GET, + callback?: Function + ) => { + return this.makeRequest({ + body: params, + method, + endpoint: FUTURES_STOP_ORDER_EP, + callback + }); + }; + + futuresBuy = async ( + params: { + symbol: string; + size: string | number; + price: string | number; + leverage?: number; + clientOid?: string; + optional?: object; + }, + callback?: Function + ) => { + const { + price, + symbol, + size, + leverage = 1, + clientOid = uuidV4(), + optional + } = params; + if (!symbol) { + throw new TypeError('Order buy symbol must be set!'); + } + return this.order( + { side: 'buy', price, symbol, size, leverage, clientOid, optional }, + POST, + callback + ); + }; + + futuresSell = async ( + params: { + symbol: string; + size: string | number; + price: string | number; + leverage?: number; + clientOid?: string; + optional?: object; + }, + callback?: Function + ) => { + const { + price, + symbol, + size, + leverage = 1, + clientOid = uuidV4(), + optional + } = params; + if (!symbol) { + throw new TypeError('Order sell symbol must be set!'); + } + return this.order( + { side: 'sell', price, symbol, size, leverage, clientOid, optional }, + POST, + callback + ); + }; + + futuresCancel = async (orderId: string, callback?: Function) => { + return this.order(orderId, DELETE, callback); + }; + + futuresCancelAllOpenOrders = async (symbol?: string, callback?: Function) => { + return this.order({ symbol }, DELETE, callback); + }; + + futuresCancelAllStopOrders = async (symbol?: string, callback?: Function) => { + return this.stopOrder({ symbol }, DELETE, callback); + }; + + futuresCancelAll = async (symbol?: string, callback?: Function) => { + const cancelAllOpenOrders = this.futuresCancelAllOpenOrders( + symbol, + callback + ); + const cancelAllStopOrders = this.futuresCancelAllStopOrders( + symbol, + callback + ); + return Promise.all([cancelAllOpenOrders, cancelAllStopOrders]); + }; + + /** + * search to open orders list + * @param params.status --'active'|'done' default 'active' + * @param params.symbol -- string symbol + * @param params.side --'buy'|'sell' + * @param params.type -- 'limit'|'market'|'limit_stop'|'market_stop' + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.currentPage -- default 1 + * @param params.pageSize -- default 50 | max 1000 + * @param callback -- callback function + */ + futuresOpenOrders = async ( + params: OpenOrderListParams, + callback?: Function + ) => { + return this.order(params, GET, callback); + }; + + /** + * search to stop orders list + * @param params.symbol -- string symbol + * @param params.side --'buy'|'sell' + * @param params.type -- 'limit'|'market' + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.currentPage -- default 1 + * @param params.pageSize -- default 50 | max 1000 + * @param callback -- callback function + */ + futuresStopOrders = async ( + params: StopOrderListParams, + callback?: Function + ) => { + return this.stopOrder(params, GET, callback); + }; + + futuresRecentDoneOrders = async (symbol?: string, callback?: Function) => { + return this.makeRequest({ + body: { symbol }, + method: GET, + endpoint: FUTURES_RECENT_DONE_ORDERS_EP, + callback + }); + }; + + /** + * search to order detail + * @param params -- string orderId || object { clientOid } + * @param callback -- callback function + */ + futuresOrderDetail = async (params: string | object, callback?: Function) => { + return this.order(params, GET, callback); + }; + + /** + * search to stop orders list + * @param params.orderId -- string + * @param params.symbol -- string symbol + * @param params.side --'buy'|'sell' + * @param params.type -- 'limit'|'market'|'limit_stop'|'market_stop' + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.currentPage -- default 1 + * @param params.pageSize -- default 50 | max 100 + * @param callback -- callback function + */ + futuresFills = async (params?: FillsParams, callback?: Function) => { + return this.makeRequest({ + body: params, + method: GET, + endpoint: FUTURES_FILLS_EP, + callback + }); + }; + + futuresRecentFills = async (symbol?: string, callback?: Function) => { + return this.makeRequest({ + body: { symbol }, + method: GET, + endpoint: FUTURES_RECENT_FILLS_EP, + callback + }); + }; + + futuresMarginOpenOrders = async (symbol: string, callback?: Function) => { + if (!symbol) { + console.error('Required String parameter symbol'); + return; + } + return this.makeRequest({ + body: { symbol }, + method: GET, + endpoint: FUTURES_TOTAL_OPEN_ORDERS_MARGIN_EP, + callback + }); + }; + + futuresPositionDetail = async (symbol?: string, callback?: Function) => { + return this.makeRequest({ + body: { symbol }, + method: GET, + endpoint: FUTURES_POSITION_EP, + callback + }); + }; + + futuresPositions = async (currency?: string, callback?: Function) => { + return this.makeRequest({ + body: { currency }, + method: GET, + endpoint: FUTURES_POSITIONS_EP, + callback + }); + }; + + futuresPositionAutoDeposit = async ( + params: { symbol: string; status: boolean }, + callback?: Function + ) => { + return this.makeRequest({ + body: params, + method: POST, + endpoint: FUTURES_POSITION_AUTO_DEPOSIT_STATUS_EP, + callback + }); + }; + + futuresPositionMargin = async ( + params: { + symbol: string; + margin: number; + bizNo?: string; + }, + callback?: Function + ) => { + const { symbol, margin, bizNo } = params; + const makeBizNo = bizNo || uuidV4(); + return this.makeRequest({ + body: { symbol, margin, bizNo: makeBizNo }, + method: POST, + endpoint: FUTURES_POSITION_MARGIN_EP, + callback + }); + }; + + futuresRiskLimit = async (symbol?: string, callback?: Function) => { + return this.makeRequest({ + body: symbol, + method: GET, + endpoint: FUTURES_RISK_LIMIT_EP, + callback + }); + }; + + futuresChangeRiskLimit = async ( + params: { + symbol: string; + level: number; + }, + callback?: Function + ) => { + return this.makeRequest({ + body: params, + method: POST, + endpoint: FUTURES_CHANGE_RISK_LIMIT_EP, + callback + }); + }; + + /** + * search to stop orders list + * @param params.symbol -- string symbol + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.reverse -- boolean + * @param params.offset -- long + * @param params.forward -- default true + * @param params.maxCount -- default 10 + * @param callback -- callback function + */ + futuresFundingHistory = async ( + params?: FundingHistoryParams, + callback?: Function + ) => { + return this.makeRequest({ + body: params, + method: GET, + endpoint: FUTURES_FUNDING_HISTORY_EP, + callback + }); + }; + + futuresContractsActive = async (callback?: Function) => { + return this.makeRequest({ + method: GET, + endpoint: FUTURES_CONTRACTS_ACTIVE_EP, + callback, + isPrivate: false + }); + }; + + futuresContractDetail = async (symbol: string, callback?: Function) => { + if (!symbol) { + console.log('Required Parameter. Symbol of the contract'); + return false; + } + return this.makeRequest({ + body: symbol, + method: GET, + endpoint: FUTURES_CONTRACTS_DETAIL_EP, + callback, + isPrivate: false + }); + }; + + futuresTicker = async (symbol: string, callback?: Function) => { + return this.makeRequest({ + body: { symbol }, + method: GET, + endpoint: FUTURES_TICKER_EP, + callback + }); + }; + + futuresLevel2 = async (symbol: string, callback?: Function) => { + return this.makeRequest({ + body: { symbol }, + method: GET, + endpoint: FUTURES_LEVEL2_EP, + callback, + isPrivate: false + }); + }; + + futuresLevel2Depth20 = async (symbol: string, callback?: Function) => { + return this.makeRequest({ + body: { symbol }, + method: GET, + endpoint: FUTURES_LEVEL2_20_EP, + callback, + isPrivate: false + }); + }; + + futuresLevel2Depth100 = async (symbol: string, callback?: Function) => { + return this.makeRequest({ + body: { symbol }, + method: GET, + endpoint: FUTURES_LEVEL2_100_EP, + callback, + isPrivate: false + }); + }; + + futuresTradeHistory = async (symbol: string, callback?: Function) => { + return this.makeRequest({ + body: { symbol }, + method: GET, + endpoint: FUTURES_TRADE_HISTORY_EP, + callback, + isPrivate: false + }); + }; + + futuresTimestamp = async (callback?: Function) => { + return this.makeRequest({ + method: GET, + endpoint: FUTURES_TIMESTAMP_EP, + callback, + isPrivate: false + }); + }; + + futuresStatus = async (callback?: Function) => { + return this.makeRequest({ + method: GET, + endpoint: FUTURES_SERVICE_STATUS_EP, + callback, + isPrivate: false + }); + }; + + /** + * search to kline + * @param params.symbol -- string symbol + * @param params.granularity -- number + * @param params.form -- timestamp + * @param params.to -- boolean + */ + futuresKline = async (params: klineParams, callback?: Function) => { + return this.makeRequest({ + body: params, + method: GET, + endpoint: FUTURES_KLINE_EP, + callback, + isPrivate: false + }); + }; + + /** + * search to interest list + * @param params.symbol -- string symbol + * @param params.reverse -- boolean default true + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.offset -- long + * @param params.forward -- boolean default true + * @param params.maxCount -- number default 10 | max 100 + * @param callback -- callback function + */ + futuresInterests = async (params?: IndexListParams, callback?: Function) => { + return this.makeRequest({ + body: params, + method: GET, + endpoint: FUTURES_INTEREST_EP, + callback, + isPrivate: false + }); + }; + + /** + * search to index list + * @param params.symbol -- string symbol + * @param params.reverse -- boolean default true + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.offset -- long + * @param params.forward -- boolean default true + * @param params.maxCount -- number default 10 | max 100 + * @param callback -- callback function + */ + futuresIndexList = async (params?: IndexListParams, callback?: Function) => { + return this.makeRequest({ + body: params, + method: GET, + endpoint: FUTURES_INDEX_EP, + callback, + isPrivate: false + }); + }; + + futuresMarkPrice = async (symbol: string, callback?: Function) => { + return this.makeRequest({ + method: GET, + endpoint: `${FUTURES_MARK_PRICE_EP}/${symbol}/current`, + callback, + isPrivate: false + }); + }; + + /** + * search to premium list + * @param params.symbol -- string symbol + * @param params.startAt -- timestamp + * @param params.endAt -- timestamp + * @param params.reverse -- boolean default true + * @param params.offset -- long + * @param params.forward -- boolean default true + * @param params.maxCount -- number default 10 | max 100 + * @param callback -- callback function + */ + futuresPremiums = async (params?: IndexListParams, callback?: Function) => { + return this.makeRequest({ + body: params, + method: GET, + endpoint: FUTURES_PREMIUM_EP, + callback, + isPrivate: false + }); + }; + + futuresFundingRate = async (symbol: string, callback?: Function) => { + return this.makeRequest({ + method: GET, + endpoint: `${FUTURES_FUNDING_RATE_EP}/${symbol}/current`, + callback, + isPrivate: false + }); + }; + + futuresGetSocketInstance = async (isPrivate: boolean) => { + const { + data: { instanceServers, token } + } = await this.makeRequest({ + method: POST, + endpoint: isPrivate ? PRIVATE_BULLET_EP : PUBLIC_BULLET_EP, + isPrivate + }); + const wssUri = `${instanceServers[0].endpoint}?token=${token}&acceptUserMessage=true&connectId=${CONNECT_ID}`; + const websocket = new WebSocket(wssUri); + const socketInstance = new WebSocketClient(wssUri, websocket); + return socketInstance; + }; + + futuresGetCacheSocketInstance = async ( + isPrivate: boolean + ): Promise => { + const key = `futures_${isPrivate}`; + if (!this.socketInstanceCache.has(key)) { + this.socketInstanceCache.set( + key, + this.futuresGetSocketInstance(isPrivate) + ); + } + return this.socketInstanceCache.get(key); + }; + + futuresSocketSubscribe = async ( + topic: string, + callback: Callback = log, + isPrivate: boolean = false, + strict: boolean = true + ) => { + if (!topic) { + console.log('Required parameter topic'); + return false; + } + this.futuresGetCacheSocketInstance(isPrivate) + .then((socketInstance) => { + return socketInstance.subscribe(topic, callback, isPrivate, strict); + }) + .catch((err) => { + console.log(`execute ${topic} error: ${JSON.stringify(err)}`); + return false; + }); + }; + + get websocket() { + const _this = this; + + async function makeSubscribe( + symbols: string | [], + topic: string, + callback = log, + privateChannel = false + ) { + if (Array.isArray(symbols)) { + const symbolSplit = splitArray(symbols); + const subscribeList = map(symbolSplit, (symbolStr) => { + if (symbolStr) { + return _this.futuresSocketSubscribe( + `${topic}:${symbolStr}`, + callback, + privateChannel, + false + ); + } + }); + return await Promise.all(subscribeList); + } else if (symbols) { + return await _this.futuresSocketSubscribe( + `${topic}:${symbols}`, + callback, + privateChannel + ); + } + return await _this.futuresSocketSubscribe( + topic, + callback, + privateChannel + ); + } + + /* === public socket === */ + async function tickerV2(symbols: string | [], callback = log) { + return await makeSubscribe(symbols, TICKER_V2, callback); + } + + async function ticker(symbols: string | [], callback = log) { + return await makeSubscribe(symbols, TICKER, callback); + } + + async function level2(symbols: string | [], callback = log) { + return await makeSubscribe(symbols, LEVEL2, callback); + } + + async function execution(symbols: string | [], callback = log) { + return await makeSubscribe(symbols, EXECUTION, callback); + } + + async function level2Depth5(symbols: string | [], callback = log) { + return await makeSubscribe(symbols, LEVEL2_DEPTH5, callback); + } + + async function level2Depth50(symbols: string | [], callback = log) { + return await makeSubscribe(symbols, LEVEL2_DEPTH50, callback); + } + + async function instrument(symbols: string | [], callback = log) { + return await makeSubscribe(symbols, INSTRUMENT, callback); + } + + async function announcement(callback = log) { + return await _this.futuresSocketSubscribe(ANNOUNCEMENT, callback, false); + } + + async function snapshot(symbols: string | [], callback = log) { + return await makeSubscribe(symbols, SNAPSHOT, callback); + } + + /* === private socket === */ + async function tradeOrders(symbols: string | [], callback = log) { + return await makeSubscribe(symbols, TRADE_ORDERS, callback, true); + } + + async function advancedOrders(callback = log) { + return await _this.futuresSocketSubscribe(ADVANCE_ORDERS, callback, true); + } + + async function wallet(callback = log) { + return await _this.futuresSocketSubscribe(WALLET, callback, true); + } + + async function position(symbols: string | [], callback = log) { + return await makeSubscribe(symbols, POSITION, callback, true); + } + + return { + tickerV2, + ticker, + level2, + execution, + level2Depth5, + level2Depth50, + instrument, + announcement, + snapshot, + tradeOrders, + advancedOrders, + wallet, + position + }; + } +} diff --git a/src/lib/codes.js b/src/lib/codes.js deleted file mode 100644 index 1421de6..0000000 --- a/src/lib/codes.js +++ /dev/null @@ -1,7 +0,0 @@ -export default { - // Success - SUCCESS: 200000, - SHORT_SUCCESS: 200, - // Account - ACCOUNT_EXISTS: 230005, -}; \ No newline at end of file diff --git a/src/lib/datafeed.js b/src/lib/datafeed.js deleted file mode 100644 index eb6f840..0000000 --- a/src/lib/datafeed.js +++ /dev/null @@ -1,351 +0,0 @@ -import _ from 'lodash'; -import http from './http'; -import log from './log'; -import WebSocket from 'ws'; -import EventEmitter from 'event-emitter'; -import EventAllOff from 'event-emitter/all-off'; -import { clearInterval } from 'timers'; -// import io from 'socket.io-client'; -// import parser from 'socket.io-msgpack-parser'; - -const generateId = () => '_e_' + Date.now() + (Math.random() * 365).toString(16).slice(4,14) + 'yl'; -const loop = () => {}; -const getTopicPrefix = topic => topic.split(':')[0]; - -export default class Datafeed { - - trustConnected = false; - privateBullet = false; - client = null; - emitter = new EventEmitter(); - topicState = []; - topicListener = { - // topicPrefix => [...hooks], - }; - incrementSubscribeId = 0; - ping = 0; - - constructor(privateBullet = false) { - this.privateBullet = privateBullet; - } - - _connecting = false; - connectSocket = async () => { - if (this.trustConnected) { - log('ws conn status: ', this.trustConnected); - return; - } - if (this._connecting) { - log('ws is connecting, return'); - return; - } - this._connecting = true; - this._clearPing(); - - // clear all event - EventAllOff(this.emitter); - - const config = await this._getBulletToken(); - if (!config) { - log('getPubToken config invalid'); - - // try to reconnect - _.delay(() => { - this._connecting = false; - this.connectSocket(); - }, 3000); - return; - } - // log('getPubToken config: ', config); - log('getPubToken config'); - - const connectId = generateId(); - log('generate connectId: ', connectId); - - this.emitter.on(`welcome_${connectId}`, this._handleAfterConnect); - log('waiting welcome ack...'); - - const cl = await this._connect({ - server: config.data, - connectId, - }); - - cl.onopen = () => { - // ws.send('foo'); - log('socket connect opend', this._maxId, cl._maxId); - this.client = cl; - }; - - cl.onmessage = (evt) => { - if (!evt.data) { - log('invalid message'); - return; - } - let message = null; - try { - log('parse: ', evt.data, this._maxId, cl._maxId); - message = JSON.parse(evt.data); - } catch (e) { - log('parse message error'); - console.error(e); - } - if (!message) { - return; - } - - const { id, type } = message; - switch(type) { - case 'welcome': - case 'ack': - case 'pong': - // log(`emit: welcome_${id}`); - this.emitter.emit(`${type}_${id}`); - break; - case 'message': - // message recieve - this._distribute(message); - break; - case 'ping': - default: - log('unhandle message', evt.data); - break; - } - }; - - cl.onerror = (e) => { - log('socket connect onerror', this._maxId, cl._maxId, e.message); - } - - cl.onclose = () => { - log('socket connect closed', this._maxId, cl._maxId); - this._handleClose(); - - // try to reconnect - _.delay(() => { - this._connecting = false; - this.connectSocket(); - }, 3000); - }; - } - - _onClose = []; - _handleClose = () => { - this.trustConnected = false; - this.ping = 0; - - // on close - _.each(this._onClose, (fn) => { - if (typeof fn === 'function') { - fn(); - } - }); - } - - onClose = (callback) => { - if (typeof callback === 'function') { - this._onClose.push(callback); - } - return this; - }; - - subscribe = (topic, hook = loop, _private = false) => { - this.incrementSubscribeId += 1; - - const hookId = this.incrementSubscribeId; - const listener = { hook, id: hookId }; - const prefix = getTopicPrefix(topic); - if (this.topicListener[prefix]) { - this.topicListener[prefix].push(listener); - } else { - this.topicListener[prefix] = [listener]; - } - log('subscribed listener'); - - const find = this.topicState.filter(item => item[0] === topic); - if (find.length === 0) { - log(`topic new subscribe: ${topic}`); - this.topicState.push([topic, _private]); - this._sub(topic, _private); - } else { - log(`topic already subscribed: ${topic}`); - } - - log('subscribed listener id ', hookId); - return hookId; - } - - unsubscribe = (topic, hookId) => { - const prefix = getTopicPrefix(topic); - if (this.topicListener[prefix]) { - const deleted = this.topicListener[prefix].filter(item => item.id !== hookId); - if (deleted.length === 0) { - delete this.topicListener[prefix]; - } else { - this.topicListener[prefix] = deleted; - } - } - log('unsubscribed listener id ', hookId); - - this.topicState = this.topicState.filter(record => record[0] !== topic); - this._unsub(topic); - } - - _distribute = (message) => { - // { data: - // { symbol: 'XBTUSDM', - // side: 'sell', - // size: 82, - // price: 10055, - // bestBidSize: 598, - // bestBidPrice: '10055.0', - // bestAskPrice: '10056.0', - // tradeId: '5d8645143c7feb4209f368e7', - // ts: 1569080596312353500, - // bestAskSize: 33882 }, - // subject: 'ticker', - // topic: '/contractMarket/ticker:XBTUSDM', - // type: 'message' } - const { topic } = message; - if (topic) { - const prefix = getTopicPrefix(topic); - const listeners = this.topicListener[prefix]; - if (listeners) { - _.each(listeners, ({ hook }) => { - if (typeof hook === 'function') { - hook(message); - } - }); - } - } - } - - _handleAfterConnect = () => { - log('recieved connect welcome ack'); - this.trustConnected = true; - this._connecting = false; - - // resub - _.each(this.topicState, ([topic, _private]) => { - this._sub(topic, _private); - }); - - // restart ping - this._ping(); - } - - _maxId = 0; - _connect = async (config) => { - const server = config.server; - const connectId = config.connectId; - const { - instanceServers, - token, - } = server; - const url = `${instanceServers[0].endpoint}?token=${token}&acceptUserMessage=true&connectId=${connectId}`; - this._maxId += 1; - const client = new WebSocket(url, { - handshakeTimeout: 30, - }); - client._maxId = this._maxId; - return client; - } - - _getBulletToken = async () => { - let res = false; - try { - res = await http.post( - this.privateBullet ? - '/api/v1/bullet-private' : - '/api/v1/bullet-public' - ); - } catch (e) { - log('get bullet error', e); - } - return res; - } - - _sub = (topic, _private = false) => { - if (!this.trustConnected) { - log('client not connected'); - return; - } - - const id = generateId(); - this.emitter.once(`ack_${id}`, () => { - log(`topic: ${topic} subscribed`, id); - }); - - this.client.send(JSON.stringify({ - id, - type: 'subscribe', - topic, - private: _private, - response: true - })); - log(`topic subscribe: ${topic}, send`, id); - } - - _unsub = (topic) => { - if (!this.trustConnected) { - log('client not connected'); - return; - } - - const id = generateId(); - this.emitter.once(`ack_${id}`, () => { - log(`topic: ${topic} unsubscribed`, id); - }); - - this.client.send(JSON.stringify({ - id, - type: 'unsubscribe', - topic, - })); - log(`topic unsubscribe: ${topic}, send`, id); - } - - _pingTs = null; - _clearPing = () => { - if (this._pingTs) { - clearInterval(this._pingTs); - this._pingTs = null; - } - } - - _ping = () => { - this._clearPing(); - - this._pingTs = setInterval(() => { - if (!this.trustConnected) { - log('client not connected'); - return; - } - const id = generateId(); - - // ping timeout - const timer = setTimeout(() => { - log('ping wait pong timeout'); - this._clearPing(); - - if (this.client) { - this.client.terminate(); - this.client = null; - } - }, 5000); - - // calc ping ms - const pingPerform = Date.now(); - this.emitter.once(`pong_${id}`, () => { - this.ping = Date.now() - pingPerform; - log('ping get pong'); - clearTimeout(timer); - }); - - this.client.send(JSON.stringify({ - id, - type: 'ping', - })); - log('ping, send'); - }, 10000); - } -} \ No newline at end of file diff --git a/src/lib/delay.js b/src/lib/delay.js deleted file mode 100644 index 7ad074c..0000000 --- a/src/lib/delay.js +++ /dev/null @@ -1,11 +0,0 @@ -import _ from 'lodash'; - -const delay = (ms = 1000) => { - return new Promise((resolve) => { - _.delay(() => { - resolve(); - }, ms); - }); -}; - -export default delay; \ No newline at end of file diff --git a/src/lib/env.js b/src/lib/env.js deleted file mode 100644 index 2d55ee2..0000000 --- a/src/lib/env.js +++ /dev/null @@ -1,34 +0,0 @@ -const fs = require('fs'); -const path = require('path'); - -let env = { - log: { - writeFile: false, - stdout: false, - }, - key: '', - secret: '', - passphrase: '', -}; - -if (global._RUN_AS_FRAMEWORK_HELPER_) { - const envFile = path.resolve(__dirname, '../../.env.js'); - if (fs.existsSync(envFile)) { - const r = require(envFile); - const c = r.default || r; - if (c) { - env = c; - } - } -} - -export const setEnv = (conf = {}) => { - env = { - ...env, - ...conf, - }; -}; - -export const getEnv = () => { - return env; -}; diff --git a/src/lib/http.js b/src/lib/http.js deleted file mode 100644 index adf2105..0000000 --- a/src/lib/http.js +++ /dev/null @@ -1,172 +0,0 @@ - -import querystring from 'querystring'; -import request from 'request'; -import CryptoJS from 'crypto'; -import codes from './codes'; -import log from './log'; -import { keyVersion2 } from './utils'; - -const IS_PRODUCT = global._USE_KUMEX_ONLINE_ || process.env.PRODUCTION === 'true'; -const baseUrl = IS_PRODUCT ? 'https://api.kumex.com' : 'https://sandbox-api.kumex.com'; - -log(`http use baseUrl: (${baseUrl})`); - -let HttpConfig = { - signatureConfig: { - - }, - baseUrl, -}; - -class Http { - - setSignatureConfig(config) { - HttpConfig.signatureConfig = config; - } - - static sign(text = '', secret = '') { - return CryptoJS - .createHmac('sha256', secret) - .update(text) - .digest('base64'); - } - - - // - static auth(configs, data = '', secret = '') { - - const isKeyVersion2 = keyVersion2(HttpConfig.signatureConfig.keyVersion); - - const timestamp = Date.now(); - - const signature = Http.sign(timestamp + configs.method.toUpperCase() + configs.url + data, secret); - - if (!HttpConfig.signatureConfig.key) { - log('KC-API-KEY is not specified'); - } - if (!HttpConfig.signatureConfig.passphrase) { - log('KC-API-PASSPHRASE is not specified'); - } - const headers = { - // ...(configs.headers || {}), - 'KC-API-KEY': HttpConfig.signatureConfig.key || '', - 'KC-API-SIGN': signature, - 'KC-API-TIMESTAMP': timestamp, - 'KC-API-PASSPHRASE': HttpConfig.signatureConfig.passphrase || '', - 'Content-Type': 'application/json', - }; - - if (isKeyVersion2) { - headers['KC-API-PASSPHRASE'] = Http.sign(HttpConfig.signatureConfig.passphrase || '', secret); - headers['KC-API-KEY-VERSION'] = HttpConfig.signatureConfig.keyVersion; - }; - - return headers; - } - - - post(url = '', params = {}) { - const _url = HttpConfig.baseUrl + url; - const body = JSON.stringify(params || '{}'); - const _config = Http.auth({ - method: 'POST', - url, - }, body, HttpConfig.signatureConfig.secret) - return this._request({ - url: _url, - method: 'POST', - headers: _config, - body, - }); - } - - paramsStr (params = {}) { - return Object.keys(params).join('&') - } - - - /** - * 处理get/delete 的参数 - */ - resolveQueryParams(url, params = {}) { - const [ urlStr, urlParamsStr ] = url.split('?'); - const _p = Object.assign({}, querystring.parse(urlParamsStr || ''), params); - const _hasParams = Object.keys(_p || {}).length > 0 - const _params = _hasParams ? ('?' + querystring.stringify(_p)) : '' - const uri =urlStr + _params; - return { - url: HttpConfig.baseUrl + uri, //最终请求地址 - params: _params, // 参数字符串 - uri, // uri - } - } - - - get(url = '', params = {}) { - - const resolvedConfig = this.resolveQueryParams(url, params); - - const _config = Http.auth({ - method: 'GET', - url: resolvedConfig.uri, - }, '', HttpConfig.signatureConfig.secret) - - return this._request({ - url: resolvedConfig.url, - method: 'GET', - headers: _config, - }); - } - - del(url = '', params = {}) { - - const resolvedConfig = this.resolveQueryParams(url, params); - - const _config = Http.auth({ - method: 'DELETE', - url: resolvedConfig.uri, - }, '', HttpConfig.signatureConfig.secret) - - return this._request({ - url: resolvedConfig.url, - method: 'DELETE', - headers: _config, - }); - } - - _request(config) { - return new Promise((resolve, reject) => { - request(Object.assign({}, config, { - agentOptions: { - securityOptions: 'SSL_OP_NO_SSLv3', - }, - rejectUnauthorized : false, - }), (error, response, body) => { - try { - log('res:', error, config.url, response.statusCode, response.statusMessage, body); - } catch (e) { - log(e); - } - - if (error) { - reject(error); - } else { - try { - const res = JSON.parse(body); - if (res.code == codes.SUCCESS || res.code == codes.SHORT_SUCCESS) { - resolve(res); - } else { - reject(res); - } - } catch (e) { - reject(e); - } - } - }); - }).catch((e) => { - log('HTTP ERROR',JSON.stringify(config), e); - }); - } -} - -export default new Http(); \ No newline at end of file diff --git a/src/lib/log.js b/src/lib/log.js deleted file mode 100644 index 7386569..0000000 --- a/src/lib/log.js +++ /dev/null @@ -1,81 +0,0 @@ -const process = require('process'); - -import log4js from 'log4js'; -import path from 'path'; -import moment from 'moment'; -import { getEnv } from './env'; - -const configure = getEnv(); -const LOG_TYPES = ['warn', 'info', 'debug', 'error']; - -class Log { - constructor() { - const { writeFile, stdout, logFolder } = configure.log || {}; - this.writeFile = writeFile; - this.logFolder = logFolder; - this.stdout = stdout; - } - - init = () => { - if (!this.writeFile && !this.stdout) { - return; - } - - const nowTime = moment().format('YYYY-MM-DD_HH:mm:ss'); - let logFile; - if (this.logFolder) { - logFile = path.resolve(this.logFolder, `./${nowTime}.log`); - } else { - const cwd = process.cwd(); - logFile = path.resolve(cwd, `./logs/${nowTime}.log`); - } - console.log('log file', logFile); - log4js.configure({ - appenders: { - out: { type: 'stdout' }, - writeFile: { type: 'file', filename: logFile } - }, - categories: { - default: { - appenders: this.writeFile ? ['writeFile'] : ['out'], - level: 'debug', - }, - }, - }); - // 注入常用方法，不用再次获取实例 - LOG_TYPES.forEach((method)=> { - this[method] = (msg, logger) => { - this.log(msg, method, logger); - } - }) - } - - getLogger = (logger) => { - return log4js.getLogger(logger); - } - - log = (msg, type = 'info', logger) => { - if (!this.writeFile && !this.stdout) { - return; - } - - const _logger = this.getLogger(logger); - _logger[type](msg) - } -} - -const log4 = new Log(); -log4.init(); - -const log = (...props) => { - const lastP = props[props.length - 1]; - const isDefinedMethod = LOG_TYPES.indexOf(lastP) > -1; - const _type = isDefinedMethod ? lastP : 'info'; - const _str = props.slice(0, isDefinedMethod ? -1 : undefined).reduce((sum, cur) => { - return sum + ' ' + JSON.stringify(cur) + ' ' - }, '') - const logger = log4.getLogger(); - logger[_type](`${_str}`); -} - -export default log; \ No newline at end of file diff --git a/src/lib/utils.js b/src/lib/utils.js deleted file mode 100644 index 38864da..0000000 --- a/src/lib/utils.js +++ /dev/null @@ -1,99 +0,0 @@ -import _ from 'lodash'; -import uuid from 'uuid/v4'; - -export const targetTypesMap = { - sell: 'asks', - buy: 'bids', -}; - -export const keyVersion2 = (version) => { - return version && version === 2; -}; - -export const genUUID = (prefix = '')=> { - return prefix + '__' +uuid(); -}; - -export const mergeDepth = (price, type, depth = 1) => { - if (type === 'asks') { - price = Math.ceil(price / depth) * depth; - } else { - price = Math.floor(price / depth) * depth; - } - return price; -}; - -export const checkContinue = (arrBuffer = [], seq, seqIndex = 0) => { - if (arrBuffer.length) { - if (arrBuffer[0][seqIndex] !== seq +1) { - return false; - } - - for (let i = 0; i < arrBuffer.length; i++) { - if (arrBuffer[i + 1] && arrBuffer[i + 1][seqIndex] !== arrBuffer[i][seqIndex] + 1) { - return false; - } - } - } - return true; -}; - -// ----> for level2 -export const mapArr = (arr = [], parseKey = (str) => str) => { - const res = {}; - for (let i = 0; i< arr.length; i++) { - const item = arr[i]; - res[parseKey(item[0])] = item[1]; - } - return res; -}; - -// ----> for level2 -export const arrMap = (map = {}, order = 'asc') => { - const res = []; - _.each(map, (value, key) => { - res.push([key, value]); - }); - res.sort((a, b) => { - if (order === 'desc') { - return b[0] - a[0]; - } else { - return a[0] - b[0]; - } - }); - return res; -}; - -// ----> for level3 -export const mapl3Arr = (arr = []) => { - const res = {}; - for (let i = 0; i< arr.length; i++) { - const item = arr[i]; - res[item[1]] = item; // orderId - } - return res; -}; - -// ----> for level3 -export const arrl3Map = (map = {}, side, order = 'asc') => { - const res = []; - _.each(map, (item) => { - // [下单时间, 订单号, 价格, 数量, 进入买卖盘时间] - const [orderTime, orderId, price, size, ts] = item; - res.push([mergeDepth(price, side), size, ts, orderId]); - }); - res.sort((a, b) => { - if (a[0] === b[0]) { - // 价格相同的订单以进入买卖盘的时间从低到高排序 - return a[2] - b[2]; - } else { - // 价格排序 - if (order === 'desc') { - return b[0] - a[0]; - } else { - return a[0] - b[0]; - } - } - }); - return res; -}; diff --git a/src/resetAPI/constants.ts b/src/resetAPI/constants.ts new file mode 100644 index 0000000..88387d6 --- /dev/null +++ b/src/resetAPI/constants.ts @@ -0,0 +1,52 @@ +// account endpoint +export const FUTURES_ACCOUNT_OVERVIEW_EP = '/api/v1/account-overview'; +export const FUTURES_TRANSACTION_HISTORY_EP = '/api/v1/transaction-history'; +export const FUTURES_SUB_API_EP = '/api/v1/sub/api-key'; +export const FUTURES_UPDATE_SUB_API_EP = '/api/v1/sub/api-key/update'; + +// transfer endpoint +export const FUTURES_TRANSFER_OUT_EP = '/api/v3/transfer-out'; +export const FUTURES_TRANSFER_IN_EP = '/api/v1/transfer-in'; +export const FUTURES_TRANSFER_LIST_EP = '/api/v1/transfer-list'; + + +// order endpoint +export const FUTURES_ORDER_EP = '/api/v1/orders'; +export const FUTURES_STOP_ORDER_EP = '/api/v1/stopOrders'; +export const FUTURES_RECENT_DONE_ORDERS_EP = '/api/v1/recentDoneOrders'; + +// fills endpoint +export const FUTURES_FILLS_EP = '/api/v1/fills'; +export const FUTURES_RECENT_FILLS_EP = '/api/v1/recentFills'; +export const FUTURES_TOTAL_OPEN_ORDERS_MARGIN_EP = + '/api/v1/openOrderStatistics'; + +// position endpoint +export const FUTURES_POSITION_EP = '/api/v1/position'; +export const FUTURES_POSITIONS_EP = '/api/v1/positions'; +export const FUTURES_POSITION_AUTO_DEPOSIT_STATUS_EP = + '/api/v1/position/margin/auto-deposit-status'; +export const FUTURES_POSITION_MARGIN_EP = + '/api/v1/position/margin/deposit-margin'; + +// other endpoint +export const FUTURES_RISK_LIMIT_EP = '/api/v1/contracts/risk-limit'; +export const FUTURES_CHANGE_RISK_LIMIT_EP = '/api/v1/position/risk-limit-level/change'; +export const FUTURES_FUNDING_HISTORY_EP = '/api/v1/funding-history'; + +// market endpoint +export const FUTURES_CONTRACTS_ACTIVE_EP = '/api/v1/contracts/active'; +export const FUTURES_CONTRACTS_DETAIL_EP = 'api/v1/contracts'; +export const FUTURES_TICKER_EP = '/api/v1/ticker'; +export const FUTURES_LEVEL2_EP = '/api/v1/level2/snapshot'; +export const FUTURES_LEVEL2_20_EP = '/api/v1/level2/depth20'; +export const FUTURES_LEVEL2_100_EP = '/api/v1/level2/depth100'; +export const FUTURES_TRADE_HISTORY_EP = '/api/v1/trade/history'; +export const FUTURES_INTEREST_EP = '/api/v1/interest/query'; +export const FUTURES_INDEX_EP = '/api/v1/index/query'; +export const FUTURES_MARK_PRICE_EP = '/api/v1/mark-price'; +export const FUTURES_PREMIUM_EP = '/api/v1/premium/query'; +export const FUTURES_FUNDING_RATE_EP = '/api/v1/funding-rate'; +export const FUTURES_TIMESTAMP_EP = '/api/v1/timestamp'; +export const FUTURES_SERVICE_STATUS_EP = '/api/v1/status'; +export const FUTURES_KLINE_EP = '/api/v1/kline/query'; \ No newline at end of file diff --git a/src/resetAPI/futuresOrder.ts b/src/resetAPI/futuresOrder.ts new file mode 100644 index 0000000..15cc133 --- /dev/null +++ b/src/resetAPI/futuresOrder.ts @@ -0,0 +1,174 @@ +import pick from 'lodash/pick'; + +import { FUTURES_ORDER_EP } from './constants'; + +import { OrderOptionalParamsType, OrderBody } from '../dataType'; + +export const STOP_TYPES = ['down', 'up']; +export const STOP_PRICE_TYPES = ['TP', 'IP', 'MP']; +export const TIME_IN_FORCE_TYPES = ['GTC', 'IOC']; +export const OPTIONAL_PARAMS: OrderOptionalParamsType[] = [ + 'type', + 'remark', + 'stop', + 'stopPriceType', + 'stopPrice', + 'reduceOnly', + 'closeOrder', + 'forceHold', + 'timeInForce', + 'postOnly', + 'hidden', + 'iceberg', + 'visibleSize' +]; + +const LIMIT = 'limit'; +const MARKET = 'market'; + +/** + * create order-(buy|sell) body + * @param side + * @param symbol + * @param size + * @param price + * @param leverage + * @param optional + */ +export const makeFuturesOrderBody = ({ + side, + symbol, + size, + price, + leverage = 1, + clientOid, + optional = {} +}: OrderBody) => { + if (!size || !(size % 1 === 0)) { + throw new TypeError('The order size must be an integer!'); + } + + let type = LIMIT; + if (!price) { + type = MARKET; + } + + const { + stop, + stopPriceType, + stopPrice, + timeInForce = 'GTC', + postOnly, + hidden = false, + iceberg = false, + ...other + } = optional; + + let body: object = { + side, + symbol, + type, + size, + leverage, + clientOid, + ...pick(other, OPTIONAL_PARAMS) + }; + if (stop) { + if (!STOP_TYPES.includes(stop)) { + throw new RangeError( + 'The value of stop is not accepted, must be (down | up).' + ); + } + if (!stopPriceType || !stopPrice) { + throw new TypeError( + 'To set the stop attribute, you must set the stopPrice and stopPriceType parameters.' + ); + } + if (!STOP_PRICE_TYPES.includes(stopPriceType)) { + throw new RangeError( + 'The value of stopPriceType is not accepted, must be (TP | IP | MP).' + ); + } + body = { + ...body, + stop, + stopPriceType, + stopPrice + }; + } + if (type === LIMIT || optional.type === LIMIT) { + if (!TIME_IN_FORCE_TYPES.includes(timeInForce)) { + throw new RangeError( + 'The value of timeInForce is not accepted, must be (GTC | IOC).' + ); + } + if (timeInForce === 'IOC' || hidden || iceberg) { + body = { + ...body, + timeInForce, + hidden, + iceberg + }; + } else { + body = { + price, + ...body, + timeInForce, + postOnly + }; + } + } + return body; +}; + +/** + * return futures order make body and endpoint + * @param {any} params。 + * @param {string} method - DEFAULT 'GET'。 + * @returns {Object} return { body, endpoint }。 + */ +const returnBodyAndEndpoint = (params: any, method = 'GET') => { + let endpoint = FUTURES_ORDER_EP; + let body = params; + switch (method) { + case 'POST': { + if (typeof params === 'object') { + const { + side, + symbol, + size, + price, + leverage, + clientOid, + optional + } = params; + body = makeFuturesOrderBody({ + side, + symbol, + size, + price, + leverage, + clientOid, + optional + }); + } + break; + } + case 'DELETE': { + if (params && typeof params === 'string') { + endpoint = `${endpoint}/${params}`; + body = ''; + } + break; + } + case 'GET': { + if (typeof params === 'object' && params.clientOid) { + endpoint = `${endpoint}/byClientOid`; + } + break; + } + } + return { body, endpoint }; +}; + +export default returnBodyAndEndpoint; diff --git a/src/resetAPI/index.ts b/src/resetAPI/index.ts new file mode 100644 index 0000000..08ce0a9 --- /dev/null +++ b/src/resetAPI/index.ts @@ -0,0 +1,8 @@ +import returnBodyAndEndpoint from "./futuresOrder"; + +export * from './constants'; + +export { + returnBodyAndEndpoint +}; + diff --git a/src/start.js b/src/start.js deleted file mode 100644 index 9f410c8..0000000 --- a/src/start.js +++ /dev/null @@ -1,21 +0,0 @@ -require('babel-register'); - -global._RUN_AS_FRAMEWORK_HELPER_ = true; - -const path = require('path'); -// const fs = require('fs'); - -process.on('unhandledRejection', error => { - console.error('unhandledRejection', error); - process.exit(1) // To exit with a 'failure' code -}); - -const [$node, $start, $appName] = process.argv; -const appName = $appName || 'template'; -const modulePath = path.resolve( - __dirname, - '../app/', - `${appName}.js` -); - -require(modulePath); \ No newline at end of file diff --git a/src/tools/constants.ts b/src/tools/constants.ts new file mode 100644 index 0000000..4e29329 --- /dev/null +++ b/src/tools/constants.ts @@ -0,0 +1,8 @@ +export const TIME_OUT = 10000; + +export const GET = 'GET'; +export const POST = 'POST'; +export const DELETE = 'DELETE'; + +export const SANDBOX_ADDR_EP = 'https://api-sandbox-futures.kucoin.com'; +export const PROD_ADDR_EP = 'https://api-futures.kucoin.com'; diff --git a/src/tools/request.ts b/src/tools/request.ts new file mode 100644 index 0000000..48346d7 --- /dev/null +++ b/src/tools/request.ts @@ -0,0 +1,206 @@ +import axios, { AxiosRequestConfig } from 'axios'; + +import https from 'https'; + +import { makeQueryString, cryptoHmac } from './tools'; +import { TIME_OUT, PROD_ADDR_EP, SANDBOX_ADDR_EP } from './constants'; + +const httpsAgent = new https.Agent({ rejectUnauthorized: false }); + + + +/** + * return api signature header + * @param {object} configs + * @param {string | object} data + */ +export const apiAuth = (configs: any, data = '') => { + const { + key = '', + passphrase = '', + secret, + method, + url: endpoint, + version = '2' + } = configs; + + if (!key) { + console.log( + 'KC-API-KEY is not specified more information see here https://docs.kucoin.com/futures/#general' + ); + } + if (!passphrase) { + console.log( + 'KC-API-PASSPHRASE is not specified more information see here https://docs.kucoin.com/futures/#general' + ); + } + + const timestamp = Date.now(); + + const signature = cryptoHmac( + timestamp + (method || '').toUpperCase() + endpoint + data, + secret + ); + + const authParams = { + 'KC-API-KEY': key, + 'KC-API-SIGN': signature, + 'KC-API-TIMESTAMP': timestamp.toString(), + 'KC-API-PASSPHRASE': passphrase, + 'KC-API-KEY-VERSION': version, + 'Content-Type': 'application/json', + 'User-Agent': `KuCoin-Futures-Node-SDK/${version}` + }; + + if (version && version == 2) { + authParams['KC-API-PASSPHRASE'] = cryptoHmac(passphrase, secret); + } + + return authParams; +}; + +/** + * create axios request + * @param {string} env -- set baseURL + * @param {string} key -- set KC-API-KEY + * @param {string} passphrase -- KC-API-PASSPHRASE + * @param {string} secret -- set Secret + * @param {object} other -- set axios instance + * @function setSignatureConfig -- set {key,passphrase,secret} + * @function request -- axios request return promise + */ +export default class Request { + private axiosInstance: any; + private key: string | number; + private secret: string | number; + private passphrase: string | number; + private version: string | number; + constructor(props: { + key: string | number; + secret: string | number; + passphrase: string | number; + env?: string; + version?: string | number; + }) { + const { + env = 'prod', + key = '', + secret, + passphrase = '', + version = 2, + ...other + } = props || {}; + const baseURL = env === 'prod' ? PROD_ADDR_EP : SANDBOX_ADDR_EP; + + this.axiosInstance = axios.create({ + baseURL, + timeout: TIME_OUT, + httpsAgent, + ...other + }); + this.key = key; + this.secret = secret; + this.passphrase = passphrase; + this.version = version; + } + + setSignatureConfig(config: any = {}) { + const { key, secret, passphrase } = config; + if (key) { + this.key = key; + } + if (secret) { + this.secret = secret; + } + if (passphrase) { + this.passphrase = passphrase; + } + } + + signatureRequest(url: string, data: any, method = 'GET', config = {}) { + let authUrl = url; + let body = data; + + const axiosConfig: AxiosRequestConfig = { + method, + url: authUrl, + ...config + }; + + if (method === 'GET') { + authUrl = + typeof data === 'object' + ? `${url}?${makeQueryString(data)}` + : data + ? `${url}/${data}` + : url; + axiosConfig.url = authUrl; + body = ''; + } else { + if (data) { + axiosConfig.data = data; + body = JSON.stringify(data); + } + } + + const headerAuth = apiAuth( + { + method, + secret: this.secret, + key: this.key, + passphrase: this.passphrase, + url: authUrl, + version: this.version + }, + body + ); + + axiosConfig.headers = headerAuth; + + return new Promise((resolve, reject) => { + this.axiosInstance(axiosConfig) + .then((response: any) => { + resolve(response.data); + }) + .catch((err: any) => { + reject(err); + console.log(JSON.stringify(err)); + }); + }); + } + + requestPublic(url: string, data: any, method = 'GET', config = {}) { + let authUrl = url; + + const axiosConfig: AxiosRequestConfig = { + method, + url: authUrl, + ...config + }; + + if (method === 'GET') { + authUrl = + typeof data === 'object' + ? `${url}?${makeQueryString(data)}` + : data + ? `${url}/${data}` + : url; + axiosConfig.url = authUrl; + } else { + if (data) { + axiosConfig.data = data; + } + } + + return new Promise((resolve, reject) => { + this.axiosInstance(axiosConfig) + .then((response: any) => { + resolve(response.data); + }) + .catch((err: any) => { + reject(err); + console.log(JSON.stringify(err)); + }); + }); + } +} diff --git a/src/tools/tools.ts b/src/tools/tools.ts new file mode 100644 index 0000000..d4c2e46 --- /dev/null +++ b/src/tools/tools.ts @@ -0,0 +1,74 @@ +import omitBy from 'lodash/omitBy'; +import crypto from 'crypto'; + +/** + * make object query to string + * @param {object} query + */ +export const makeQueryString = (query: any): string => { + return Object.keys(query) + .reduce((acc: Array, key) => { + if (query[key] !== undefined) { + acc.push(`${key}=${encodeURIComponent(query[key])}`); + } + return acc; + }, []) + .join('&'); +}; + +/** + * filter empty values + * @param obj + * @returns filterObj + */ +export const filterEmptyValues = (obj: any) => { + if (typeof obj !== 'object') return obj; + const omitValue = omitBy( + obj, + (value) => value === null || value === undefined || value === '' + ); + if (!omitValue || !Object.keys(omitValue).length) return ''; + return omitValue; +}; + +/** + * make symbol + * @param symbols + * @returns string + */ +export const joinSymbol = (symbols: string | any[]) => { + if (!symbols) { + console.log('Required parameter symbol'); + return false; + } + let symbolStr = symbols; + if (Array.isArray(symbols)) { + symbolStr = symbols.join(','); + } + return symbolStr; +}; +/** + * Currently there is a limit of 100 parameters, too many parameters need to be divided + * @param arr array + * @param chunkSize number default 90 + * @returns array + */ +export const splitArray = (arr: any[], chunkSize: number = 90) => { + const result = []; + for (let i = 0; i < arr.length; i += chunkSize) { + result.push(joinSymbol(arr.slice(i, i + chunkSize))); + } + return result; +}; + +/** + * make sha256 + * @param text string + * @param secret string + * @returns sha256 - base64 + */ +export const cryptoHmac = (text = '', secret = '') => { + return crypto.createHmac('sha256', secret).update(text).digest('base64'); +}; + +export const log = (d: any) => console.log(d); \ No newline at end of file diff --git a/src/websocket/constants.ts b/src/websocket/constants.ts new file mode 100644 index 0000000..15a15ba --- /dev/null +++ b/src/websocket/constants.ts @@ -0,0 +1,24 @@ +// Apply for Connection Token + +export const PUBLIC_BULLET_EP = '/api/v1/bullet-public'; +export const PRIVATE_BULLET_EP = '/api/v1/bullet-private'; + +export const CONNECT_ID = '_futures_socket_welcome'; + +// public socket topic +export const TICKER_V2 = '/contractMarket/tickerV2'; +export const TICKER = '/contractMarket/ticker'; +export const LEVEL2 = '/contractMarket/level2'; +export const LEVEL2_DEPTH5 = '/contractMarket/level2Depth5'; +export const LEVEL2_DEPTH50 = '/contractMarket/level2Depth50'; +export const INSTRUMENT = '/contract/instrument'; +export const ANNOUNCEMENT = '/contract/announcement'; +export const SNAPSHOT = '/contractMarket/snapshot'; +export const EXECUTION = '/contractMarket/execution'; + + +// private socket topic +export const TRADE_ORDERS = '/contractMarket/tradeOrders'; +export const ADVANCE_ORDERS = '/contractMarket/advancedOrders'; +export const WALLET = '/contractAccount/wallet'; +export const POSITION = '/contract/position'; \ No newline at end of file diff --git a/src/websocket/index.ts b/src/websocket/index.ts new file mode 100644 index 0000000..3e7d549 --- /dev/null +++ b/src/websocket/index.ts @@ -0,0 +1,4 @@ +import WebSocketClient from './socket'; + +export * from './constants'; +export { WebSocketClient }; diff --git a/src/websocket/socket.ts b/src/websocket/socket.ts new file mode 100644 index 0000000..1bd323c --- /dev/null +++ b/src/websocket/socket.ts @@ -0,0 +1,229 @@ +import WebSocket from 'ws'; +import { uniqWith, isEqual, forEach } from 'lodash'; +import { Subscription, Callback } from '../dataType/socket'; + +export default class WebSocketClient { + private ws: WebSocket; + private _url: string; + private alive: boolean = false; + private messageHandler: any[] = []; + private heartbeatInterval: NodeJS.Timeout | null = null; + private pingTimeout: NodeJS.Timeout | null = null; + public subscriptions: Subscription[] = []; + + constructor(url: string, websocket: WebSocket) { + this.ws = websocket; + this._url = url; + + this.setupWebSocket(); + } + + generateId(): string { + return ( + '_futures_' + Date.now() + (Math.random() * 365).toString(16).slice(4, 14) + ); + } + + getPrefixTopic(topic: string): string { + if (!topic) return ''; + return topic.split(':')[0]; + } + + socketSend(data: object): void { + const params = JSON.stringify(data); + console.log('socket send --->', params); + this.ws.send(params); + } + + setupWebSocket(): void { + this.ws.on('open', () => { + console.log('WebSocket connected'); + this.alive = true; + this.startHeartbeat(); + this.startPing(); + this.resubscribe(); + this.patchAllMessage(); + }); + + this.ws.on('message', (data) => { + const message = JSON.parse(data.toString()); + + if (message) { + switch (message.type) { + case 'welcome': + case 'ack': + console.log('socket message --->', message); + break; + case 'pong': + console.log('socket message --->', message); + this.stopPing(); + break; + default: + this.handleMessage(message); + } + } + }); + + this.ws.on('close', () => { + console.log('WebSocket disconnected'); + this.alive = false; + + this.stopHeartbeat(); + this.stopPing(); + this.reconnect(); + }); + + this.ws.on('error', (error) => { + this.alive = false; + console.error('WebSocket error:', error); + }); + } + + // Send ping messages every 59s + startHeartbeat(): void { + if (this.heartbeatInterval) { + clearInterval(this.heartbeatInterval); + } + this.heartbeatInterval = setInterval(() => { + this.resetPingTimeout(); + this.socketSend({ id: this.generateId(), type: 'ping' }); + }, 59000); + } + + // Stop ping message + stopHeartbeat(): void { + if (this.heartbeatInterval) { + clearInterval(this.heartbeatInterval); + + this.heartbeatInterval = null; + } + } + + // Init Send ping message + startPing(): void { + this.resetPingTimeout(); + this.socketSend({ id: this.generateId(), type: 'ping' }); + } + + // Clear ping timeout + stopPing(): void { + if (this.pingTimeout) { + clearTimeout(this.pingTimeout); + + this.pingTimeout = null; + } + } + + // Reset Ping timeout + resetPingTimeout(): void { + if (this.pingTimeout) { + clearTimeout(this.pingTimeout); + } + + this.pingTimeout = setTimeout(() => { + console.log('No pong received within 10 seconds, disconnecting...'); + + this.ws.terminate(); + }, 10000); + } + + // resubscribe + resubscribe(): void { + this.subscriptions.forEach(({ id, topic, privateChannel }) => { + this.socketSend({ + id, + type: 'subscribe', + topic, + privateChannel, + response: true + }); + }); + } + + handleMessage(message: any): void { + this.subscriptions.forEach(({ topic, callback, strict }) => { + if (strict) { + if (topic === message.topic) { + callback(message); + } + } else { + if (this.getPrefixTopic(topic) === this.getPrefixTopic(message.topic)) { + callback(message); + } + } + }); + } + + // When sending a message to the socket channel, + // the socket may not be connected at this time, + // it needs to be saved, wait for the connection to be established, + // and trigger the message in messageHandler + patchAllMessage(): void { + const sendMessages = uniqWith(this.messageHandler, isEqual); + forEach(sendMessages, (sendMessage) => { + this.socketSend(sendMessage); + this.messageHandler = this.messageHandler.filter( + (item) => !isEqual(sendMessage, item) + ); + }); + } + + getConnectionState(): number { + return this.ws.readyState; + } + + subscribe( + topic: string, + callback: Callback, + privateChannel: boolean = false, + strict = true + ): Function { + const _id = this.generateId(); + this.subscriptions.push({ + id: _id, + topic, + privateChannel, + callback, + strict + }); + + return () => this.unsubscribe(topic, _id); + } + + unsubscribe(topic: string, id: string): void { + const currentTopic = this.subscriptions.find((subscription) => { + if (id) return subscription.topic === topic && subscription.id === id; + return subscription.topic === topic; + }); + + if (currentTopic) { + const sendMessage = { + id: this.generateId(), + type: 'unsubscribe', + topic, + privateChannel: currentTopic.privateChannel, + response: true + }; + + if (this.alive) { + this.socketSend(sendMessage); + } else { + this.messageHandler.push(sendMessage); + } + } + + this.subscriptions = this.subscriptions.filter((subscription) => { + if (id) return !(subscription.topic === topic && subscription.id === id); + return subscription.topic !== topic; + }); + } + + // reconnect WebSocket + reconnect(): void { + console.log('Attempting to reconnect...'); + setTimeout(() => { + this.ws = new WebSocket(this._url); + this.setupWebSocket(); + }, 5000); + } +} diff --git a/test/__mocks__/ws.ts b/test/__mocks__/ws.ts new file mode 100644 index 0000000..8407510 --- /dev/null +++ b/test/__mocks__/ws.ts @@ -0,0 +1,49 @@ +// Mock Event emitter +export default class Socket { + events: any; + readyState: string; + constructor() { + this.events = {}; + this.readyState = 'init'; + } + + // on + on(eventName, callback) { + if (!this.events[eventName]) { + this.events[eventName] = []; + } + + this.events[eventName].push(callback); + } + + // off + off(eventName, callback) { + if (!this.events[eventName]) { + return; + } + + this.events[eventName] = this.events[eventName].filter( + (cb) => cb !== callback + ); + } + + // emit + emit(eventName, ...args) { + if (!this.events[eventName]) { + return; + } + + this.events[eventName].forEach((callback) => { + callback.apply(null, args); + }); + } + + send(eventName, ...args){ + this.emit(eventName, ...args); + } + + terminate(){ + this.emit('close'); + this.readyState = 'close'; + } +} diff --git a/test/futuresOrder.test.ts b/test/futuresOrder.test.ts new file mode 100644 index 0000000..df7bdf4 --- /dev/null +++ b/test/futuresOrder.test.ts @@ -0,0 +1,149 @@ +import returnBodyAndEndpoint, { + makeFuturesOrderBody +} from '../src/resetAPI/futuresOrder'; + +describe('makeFuturesOrderBody', () => { + it('should throw an error if size is not an integer', () => { + const orderBody = { + side: 'buy', + symbol: 'BTCUSD', + size: 1.5, + price: 10000 + }; + + expect(() => makeFuturesOrderBody(orderBody)).toThrow( + 'The order size must be an integer!' + ); + }); + + it('should create a market order if price is not provided', () => { + const orderBody = { + side: 'buy', + symbol: 'BTCUSD', + size: 1 + }; + + const result = makeFuturesOrderBody(orderBody); + expect(result).toHaveProperty('type', 'market'); + }); + + it('should create a limit order if price is provided', () => { + const orderBody = { + side: 'buy', + symbol: 'BTCUSD', + size: 1, + price: 10000 + }; + + const result = makeFuturesOrderBody(orderBody); + expect(result).toHaveProperty('type', 'limit'); + }); + + it('should throw an error if stop is not accepted', () => { + const orderBody = { + side: 'buy', + symbol: 'BTCUSD', + size: 1, + price: 10000, + optional: { + stop: 'invalid' + } + }; + + expect(() => makeFuturesOrderBody(orderBody)).toThrow( + 'The value of stop is not accepted, must be (down | up).' + ); + }); + + it('should throw an error if stopPrice is not accepted', () => { + const orderBody = { + side: 'buy', + symbol: 'BTCUSD', + size: 1, + price: 10000, + optional: { + stop: 'up', + stopPriceType: 'WP', + } + }; + + expect(() => makeFuturesOrderBody(orderBody)).toThrow( + 'To set the stop attribute, you must set the stopPrice and stopPriceType parameters.' + ); + }); + + it('should throw an error if stopPriceType is not accepted', () => { + const orderBody = { + side: 'buy', + symbol: 'BTCUSD', + size: 1, + price: 10000, + optional: { + stop: 'up', + stopPrice: 100, + stopPriceType: 'WP', + } + }; + + expect(() => makeFuturesOrderBody(orderBody)).toThrow( + 'The value of stopPriceType is not accepted, must be (TP | IP | MP).' + ); + }); +}); + +describe('futuresOrder', () => { + it('should return the correct body and endpoint for POST method', () => { + const params = { + side: 'buy', + symbol: 'BTC', + size: 1, + price: 10000, + leverage: 10, + optional: {} + }; + + const result = returnBodyAndEndpoint(params, 'POST'); + expect(result.body).toBeDefined(); + expect(result.endpoint).toBe('/api/v1/orders'); + }); + + it('should return the correct endpoint and body for POST method', () => { + const params = { + side: 'buy', + symbol: 'BTCUSD', + size: 1, + price: 10000 + }; + const result = returnBodyAndEndpoint(params, 'POST'); + expect(result.endpoint).toBe('/api/v1/orders'); + expect(result.body).toMatchObject({ + side: 'buy', + symbol: 'BTCUSD', + type: 'limit', + size: 1, + leverage: 1, + timeInForce: 'GTC', + postOnly: undefined + }); + }); + + it('should return the correct endpoint for DELETE method with string parameter', () => { + const params = 'order123'; + const result = returnBodyAndEndpoint(params, 'DELETE'); + expect(result.body).toBe(''); + expect(result.endpoint).toBe('/api/v1/orders/order123'); + }); + + it('should return the correct endpoint for GET method with object parameter containing clientOid', () => { + const params = { clientOid: 'client123' }; + const result = returnBodyAndEndpoint(params, 'GET'); + expect(result.body).toBe(params); + expect(result.endpoint).toBe('/api/v1/orders/byClientOid'); + }); + + it('should return the default endpoint for GET method with no parameters', () => { + const result = returnBodyAndEndpoint(undefined, 'GET'); + expect(result.body).toBeUndefined(); + expect(result.endpoint).toBe('/api/v1/orders'); + }); +}); diff --git a/test/request.test.ts b/test/request.test.ts new file mode 100644 index 0000000..d87ed08 --- /dev/null +++ b/test/request.test.ts @@ -0,0 +1,158 @@ +import axios from 'axios'; + +import Request, { apiAuth } from '../src/tools/request'; + +jest.mock('axios'); +const mockedAxios = jest.mocked(axios); + +describe('Request', () => { + const mockKey = 'mockKey'; + + const mockSecret = 'mockSecret'; + + const mockPassphrase = 'mockPassphrase'; + + beforeEach(() => { + mockedAxios.create.mockImplementation((): any => () => + Promise.resolve({ data: { success: true } }) + ); + }); + + test.each([ + { + desc: 'apiAuth key is undefined', + config: {} + }, + { + desc: 'apiAuth passphrase is undefined', + config: { key: 'test' } + } + ])('%o', ({ config }) => { + jest.spyOn(global.console, 'log'); + apiAuth(config); + expect(console.log).toBeCalled(); + }); + + test('apiAuth config', () => { + const configs = { + key: mockKey, + passphrase: mockPassphrase, + secret: mockSecret, + method: 'GET', + url: '/api/v1/symbols', + version: '2' + }; + + const headers = apiAuth(configs); + + expect(headers['KC-API-KEY']).toBe(mockKey); + + expect(headers['KC-API-PASSPHRASE']).toBeDefined(); + + expect(headers['KC-API-TIMESTAMP']).toBeDefined(); + + expect(headers['KC-API-KEY-VERSION']).toBe('2'); + }); + + test('constructor', () => { + const request = new Request({ + key: mockKey, + secret: mockSecret, + passphrase: mockPassphrase, + env: 'prod' + }); + + expect(request).toBeDefined(); + }); + + test('setSignatureConfig', () => { + const request = new Request({ + key: mockKey, + secret: mockSecret, + passphrase: mockPassphrase, + env: 'prod' + }); + + request.setSignatureConfig({ + key: 'newKey', + secret: 'newSecret', + passphrase: 'newPassphrase' + }); + + expect(request).toBeDefined(); + }); + + test('signatureRequest', async () => { + const request = new Request({ + key: mockKey, + secret: mockSecret, + passphrase: mockPassphrase, + env: 'prod' + }); + + const response = await request.signatureRequest( + '/api/v1/symbols', + 'BTC', + ); + + expect(response).toEqual({ success: true }); + }); + + test('signatureRequest post', async () => { + mockedAxios.create.mockImplementationOnce((): any => () => + Promise.reject({ err: 'test' }) + ); + jest.spyOn(global.console, 'log'); + const request = new Request({ + key: '', + secret: '', + passphrase: '', + env: 'sand' + }); + + try { + await request.signatureRequest( + '/api/v1/symbols', + { symbol: 'BTC' }, + 'POST' + ); + + expect(console.log).toBeCalled(); + } catch (err) { + expect(err).toEqual({ err: 'test' }); + } + }); + + test('requestPublic', async () => { + // @ts-ignore: test Request empty + const request = new Request(); + + const response = await request.requestPublic( + '/api/v1/symbols', + 'BTC', + ); + + expect(response).toEqual({ success: true }); + }); + + test('requestPublic post', async () => { + mockedAxios.create.mockImplementationOnce((): any => () => + Promise.reject({ err: 'test' }) + ); + jest.spyOn(global.console, 'log'); + const request = new Request({ + key: mockKey, + secret: mockSecret, + passphrase: mockPassphrase, + env: 'prod' + }); + + try { + await request.requestPublic('/api/v1/symbols', { symbol: 'BTC' }, 'POST'); + + expect(console.log).toBeCalled(); + } catch (err) { + expect(err).toEqual({ err: 'test' }); + } + }); +}); diff --git a/test/socket.test.ts b/test/socket.test.ts new file mode 100644 index 0000000..6b1f141 --- /dev/null +++ b/test/socket.test.ts @@ -0,0 +1,190 @@ +import WebSocket from 'ws'; +import WebSocketClient from '../src/websocket/socket'; + +// mock ws +jest.mock('ws'); + +jest.useFakeTimers(); + +describe('WebSocketClient', () => { + const mockSocket = new WebSocket('mock'); + const client = new WebSocketClient('ws://example.com', mockSocket); + + beforeEach(() => { + jest.spyOn(global.console, 'log'); + jest.spyOn(global.console, 'error'); + }); + + afterEach(() => { + jest.clearAllMocks(); + jest.restoreAllMocks(); + }); + + it('should generate to match _futures_', () => { + expect(client.generateId()).toMatch('_futures_'); + }); + + it('should generate a unique ID', () => { + const id1 = client.generateId(); + const id2 = client.generateId(); + expect(id1).not.toEqual(id2); + }); + + it.each([ + { + desc: 'should get the prefix topic empty string', + topic: '', + expected: '' + }, + { + desc: 'should get the prefix topic', + topic: 'topic:ETH', + expected: 'topic' + } + ])('%o', ({ topic, expected }) => { + expect(client.getPrefixTopic(topic)).toBe(expected); + }); + + it('should socketSend data be JSON.stringify', () => { + const mockSend = jest.spyOn(WebSocket.prototype, 'send'); + const mockData = { data: 'test' }; + client.socketSend(mockData); + expect(console.log).toBeCalled(); + expect(mockSend).toBeCalled(); + expect(mockSend.mock.calls[0][0]).toBe(JSON.stringify(mockData)); + }); + + it('setupWebSocket ws on times', () => { + const mockSocket2 = new WebSocket('mock'); + const mockOn2 = jest.spyOn(WebSocket.prototype, 'on'); + new WebSocketClient('ws://example.com', mockSocket2); + expect(mockOn2).toHaveBeenCalledTimes(4); + }); + + it('setupWebSocket ws on open', () => { + const mockStartPing = jest.spyOn(WebSocketClient.prototype, 'startPing'); + const mockStartHeartbeat = jest.spyOn( + WebSocketClient.prototype, + 'startHeartbeat' + ); + const mockResubscribe = jest.spyOn( + WebSocketClient.prototype, + 'resubscribe' + ); + const mockPatchAllMessage = jest.spyOn( + WebSocketClient.prototype, + 'patchAllMessage' + ); + + const mockSocket2 = new WebSocket('mock'); + new WebSocketClient('ws://example.com', mockSocket2); + // emit open + mockSocket2.emit('open'); + expect(console.log).toBeCalled(); + expect(mockStartPing).toBeCalled(); + expect(mockStartHeartbeat).toBeCalled(); + expect(mockResubscribe).toBeCalled(); + expect(mockPatchAllMessage).toBeCalled(); + + // emit error + mockSocket2.emit('error', 'test socket error'); + expect(console.error).toBeCalled(); + + // emit close + mockSocket2.emit('close'); + expect(console.log).toBeCalled(); + }); + + it('should setupWebSocket on message', () => { + const mockStopPing = jest.spyOn(WebSocketClient.prototype, 'stopPing'); + const mockHandleMessage = jest.spyOn( + WebSocketClient.prototype, + 'handleMessage' + ); + const mockSocket2 = new WebSocket('mock'); + new WebSocketClient('ws://example.com', mockSocket2); + // emit message welcome + const welcomeMsg = { type: 'welcome' }; + mockSocket2.emit('message', JSON.stringify(welcomeMsg)); + + // @ts-ignore: spyOn global.console + expect(console.log.mock.calls[0][1]).toEqual(welcomeMsg); + + // emit message pong + const pongMsg = { type: 'pong' }; + mockSocket2.emit('message', JSON.stringify(pongMsg)); + expect(console.log).toBeCalled(); + expect(mockStopPing).toBeCalled(); + + // emit message other + const otherMsg = { type: 'other' }; + mockSocket2.emit('message', JSON.stringify(otherMsg)); + expect(mockHandleMessage).toBeCalledWith(otherMsg); + }); + + it('should startHeartbeat ping timeout', () => { + jest + .spyOn(WebSocketClient.prototype, 'startPing') + .mockImplementation(() => {}); + const mockTerminate = jest.spyOn(WebSocket.prototype, 'terminate'); + const mockSocket2 = new WebSocket('mock'); + new WebSocketClient('ws://example.com', mockSocket2); + // emit open + mockSocket2.emit('open'); + jest.runAllTimers(); + expect(mockTerminate).toBeCalled(); + }); + + it('should handleMessage strict callback', () => { + const mockSocket2 = new WebSocket('mock'); + const client2 = new WebSocketClient('ws://example.com', mockSocket2); + + const mockCallback1 = jest.fn(); + const mockCallback2 = jest.fn(); + + // strict true + client2.subscribe('handleMessage:ETH', mockCallback1, false, true); + // strict false + client2.subscribe('handleMessage:ETH', mockCallback2, false, false); + + // emit message other + const otherMsg = { type: 'other', topic: 'handleMessage' }; + mockSocket2.emit('message', JSON.stringify(otherMsg)); + + expect(mockCallback1).not.toBeCalled(); + expect(mockCallback2).toBeCalled(); + + const otherMsg2 = { type: 'other', topic: 'handleMessage:ETH' }; + mockSocket2.emit('message', JSON.stringify(otherMsg2)); + + expect(mockCallback1).toBeCalled(); + expect(mockCallback2).toHaveBeenCalledTimes(2); + }); + + it('should subscribe to a topic', () => { + const topic = 'test-topic'; + const callback = jest.fn(); + const privateChannel = false; + const strict = true; + + const unsubscribe = client.subscribe( + topic, + callback, + privateChannel, + strict + ); + + // subscriptions + expect(client.subscriptions).toHaveLength(1); + expect(client.subscriptions[0]).toMatchObject({ + topic, + callback, + privateChannel, + strict + }); + + // unsubscribe + unsubscribe(); + expect(client.subscriptions).toHaveLength(0); + }); +}); diff --git a/test/tools.test.ts b/test/tools.test.ts new file mode 100644 index 0000000..6c00736 --- /dev/null +++ b/test/tools.test.ts @@ -0,0 +1,64 @@ +import { + makeQueryString, + filterEmptyValues, + joinSymbol, + splitArray, + cryptoHmac +} from '../src/tools/tools'; + +describe('Utils', () => { + test('makeQueryString', () => { + const query = { + key1: 'value1', + key2: 'value2', + key3: undefined + }; + + expect(makeQueryString(query)).toBe('key1=value1&key2=value2'); + }); + + test('filterEmptyValues', () => { + const obj = { + key1: 'value1', + key2: null, + key3: '', + key4: undefined + }; + + expect(filterEmptyValues(obj)).toEqual({ key1: 'value1' }); + + const obj2 = ''; + expect(filterEmptyValues(obj2)).toEqual(''); + }); + + test('joinSymbol', () => { + const symbols = ['AAPL', 'GOOGL', 'TSLA']; + + expect(joinSymbol(symbols)).toBe('AAPL,GOOGL,TSLA'); + + expect(joinSymbol('AAPL')).toBe('AAPL'); + + expect(joinSymbol('')).toBe(false); + }); + + test('splitArray', () => { + const arr = Array.from({ length: 200 }, (_, i) => i + 1); + + const result: any[] = splitArray(arr); + + expect(result.length).toBe(3); + + expect(result[0].split(',').length).toBe(90); + expect(result[1].split(',').length).toBe(90); + expect(result[2].split(',').length).toBe(20); + }); + + test('cryptoHmac', () => { + const text = 'Hello, world!'; + const secret = 'mysecretkey'; + + const expected = 'k0jiDQEBW3xYgc/dh0c+RBQp5tcWug4rEZUeX35Awx0='; + + expect(cryptoHmac(text, secret)).toBe(expected); + }); +}); diff --git a/tsconfig.json b/tsconfig.json new file mode 100644 index 0000000..5245f94 --- /dev/null +++ b/tsconfig.json @@ -0,0 +1,71 @@ +{ + "exclude": ["/node_modules/", "./lib/", "./node_modules/*", "**/*.test.ts"], + "include": ["src"], + "compilerOptions": { + /* Visit https://aka.ms/tsconfig.json to read more about this file */ + + /* Basic Options */ + // "incremental": true, /* Enable incremental compilation */ + "target": "es5" /* Specify ECMAScript target version: 'ES3' (default), 'ES5', 'ES2015', 'ES2016', 'ES2017', 'ES2018', 'ES2019', 'ES2020', or 'ESNEXT'. */, + "module": "commonjs" /* Specify module code generation: 'none', 'commonjs', 'amd', 'system', 'umd', 'es2015', 'es2020', or 'ESNext'. */, + // "lib": [], /* Specify library files to be included in the compilation. */ + // "allowJs": true, /* Allow javascript files to be compiled. */ + // "checkJs": true, /* Report errors in .js files. */ + // "jsx": "preserve", /* Specify JSX code generation: 'preserve', 'react-native', or 'react'. */ + "declaration": true /* Generates corresponding '.d.ts' file. */, + // "declarationMap": true, /* Generates a sourcemap for each corresponding '.d.ts' file. */ + // "sourceMap": true, /* Generates corresponding '.map' file. */ + // "outFile": "./", /* Concatenate and emit output to single file. */ + "outDir": "lib" /* Redirect output structure to the directory. */, + "rootDir": "src" /* Specify the root directory of input files. Use to control the output directory structure with --outDir. */, + // "composite": true, /* Enable project compilation */ + // "tsBuildInfoFile": "./", /* Specify file to store incremental compilation information */ + // "removeComments": true, /* Do not emit comments to output. */ + // "noEmit": true, /* Do not emit outputs. */ + // "importHelpers": true, /* Import emit helpers from 'tslib'. */ + // "downlevelIteration": true, /* Provide full support for iterables in 'for-of', spread, and destructuring when targeting 'ES5' or 'ES3'. */ + // "isolatedModules": true, /* Transpile each file as a separate module (similar to 'ts.transpileModule'). */ + + /* Strict Type-Checking Options */ + "strict": true /* Enable all strict type-checking options. */, + // "noImplicitAny": true, /* Raise error on expressions and declarations with an implied 'any' type. */ + // "strictNullChecks": true, /* Enable strict null checks. */ + // "strictFunctionTypes": true, /* Enable strict checking of function types. */ + // "strictBindCallApply": true, /* Enable strict 'bind', 'call', and 'apply' methods on functions. */ + // "strictPropertyInitialization": true, /* Enable strict checking of property initialization in classes. */ + // "noImplicitThis": true, /* Raise error on 'this' expressions with an implied 'any' type. */ + // "alwaysStrict": true, /* Parse in strict mode and emit "use strict" for each source file. */ + + /* Additional Checks */ + // "noUnusedLocals": true, /* Report errors on unused locals. */ + // "noUnusedParameters": true, /* Report errors on unused parameters. */ + // "noImplicitReturns": true, /* Report error when not all code paths in function return a value. */ + // "noFallthroughCasesInSwitch": true, /* Report errors for fallthrough cases in switch statement. */ + + /* Module Resolution Options */ + // "moduleResolution": "node", /* Specify module resolution strategy: 'node' (Node.js) or 'classic' (TypeScript pre-1.6). */ + // "baseUrl": "./", /* Base directory to resolve non-absolute module names. */ + // "paths": {}, /* A series of entries which re-map imports to lookup locations relative to the 'baseUrl'. */ + // "rootDirs": [], /* List of root folders whose combined content represents the structure of the project at runtime. */ + // "typeRoots": [], /* List of folders to include type definitions from. */ + "types": ["axios", "lodash", "ws", "uuid"], /* Type declaration files to be included in compilation. */ + "allowSyntheticDefaultImports": true /* Allow default imports from modules with no default export. This does not affect code emit, just typechecking. */, + "esModuleInterop": true /* Enables emit interoperability between CommonJS and ES Modules via creation of namespace objects for all imports. Implies 'allowSyntheticDefaultImports'. */, + // "preserveSymlinks": true, /* Do not resolve the real path of symlinks. */ + // "allowUmdGlobalAccess": true, /* Allow accessing UMD globals from modules. */ + + /* Source Map Options */ + // "sourceRoot": "", /* Specify the location where debugger should locate TypeScript files instead of source locations. */ + // "mapRoot": "", /* Specify the location where debugger should locate map files instead of generated locations. */ + // "inlineSourceMap": true, /* Emit a single file with source maps instead of having a separate file. */ + // "inlineSources": true, /* Emit the source alongside the sourcemaps within a single file; requires '--inlineSourceMap' or '--sourceMap' to be set. */ + + /* Experimental Options */ + // "experimentalDecorators": true, /* Enables experimental support for ES7 decorators. */ + // "emitDecoratorMetadata": true, /* Enables experimental support for emitting type metadata for decorators. */ + + /* Advanced Options 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