166 lines
5.0 KiB
TypeScript
166 lines
5.0 KiB
TypeScript
import {
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FuturesPlaceOrderRequestV2,
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RestClientV2,
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WebsocketClientV2,
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} from '../src';
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// or
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// import { FuturesPlaceOrderRequestV2, RestClientV2, WebsocketClientV2 } from '../src';
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// read from environmental variables
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const API_KEY = process.env.API_KEY_COM;
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const API_SECRET = process.env.API_SECRET_COM;
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const API_PASS = process.env.API_PASS_COM;
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const client = new RestClientV2({
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apiKey: API_KEY,
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apiSecret: API_SECRET,
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apiPass: API_PASS,
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// apiKey: 'apiKeyHere',
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// apiSecret: 'apiSecretHere',
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// apiPass: 'apiPassHere',
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});
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const wsClient = new WebsocketClientV2({
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apiKey: API_KEY,
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apiSecret: API_SECRET,
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apiPass: API_PASS,
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});
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function logWSEvent(type, data) {
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console.log(new Date(), `WS ${type} event: `, data);
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}
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// simple sleep function
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function promiseSleep(milliseconds) {
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return new Promise((resolve) => setTimeout(resolve, milliseconds));
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}
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/**
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* This is a simple script wrapped in a immediately invoked function expression (to execute the below workflow immediately).
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*
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* It is designed to:
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* - open a private websocket channel to log account events
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* - check for any available USDT balance in the futures account
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* - immediately open a minimum sized long position on BTCUSDT
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* - check active positions
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* - immediately send closing orders for any active futures positions
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* - check positions again
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*
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*/
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(async () => {
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try {
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// Add event listeners to log websocket events on account
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wsClient.on('update', (data) => logWSEvent('update', data));
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wsClient.on('open', (data) => logWSEvent('open', data));
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wsClient.on('response', (data) => logWSEvent('response', data));
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wsClient.on('reconnect', (data) => logWSEvent('reconnect', data));
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wsClient.on('reconnected', (data) => logWSEvent('reconnected', data));
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wsClient.on('authenticated', (data) => logWSEvent('authenticated', data));
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wsClient.on('exception', (data) => logWSEvent('exception', data));
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// futures private
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// : account updates
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wsClient.subscribeTopic('USDT-FUTURES', 'account');
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// : position updates
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wsClient.subscribeTopic('USDT-FUTURES', 'positions');
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// : order updates
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wsClient.subscribeTopic('USDT-FUTURES', 'orders');
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// wait briefly for ws to be ready (could also use the response or authenticated events, to make sure topics are subscribed to before starting)
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await promiseSleep(2.5 * 1000);
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const symbol = 'BTCUSDT';
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const marginCoin = 'USDT';
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const balanceResult = await client.getFuturesAccountAssets({
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productType: 'USDT-FUTURES',
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});
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const accountBalance = balanceResult.data;
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// const balances = allBalances.filter((bal) => Number(bal.available) != 0);
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const assetList = accountBalance.find(
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(bal) => bal.marginCoin === marginCoin,
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)?.assetList;
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const usdtAmount = assetList?.find(
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(asset) => asset.coin === 'USDT',
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)?.balance;
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console.log('USDT balance: ', usdtAmount);
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if (!usdtAmount) {
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console.error('No USDT to trade');
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return;
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}
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const symbolRulesResult = await client.getFuturesContractConfig({
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symbol,
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productType: 'USDT-FUTURES',
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});
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const bitcoinUSDFuturesRule = symbolRulesResult.data.find(
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(row) => row.symbol === symbol,
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);
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console.log('symbol rules: ', bitcoinUSDFuturesRule);
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if (!bitcoinUSDFuturesRule) {
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console.error('Failed to get trading rules for ' + symbol);
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return;
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}
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const order: FuturesPlaceOrderRequestV2 = {
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marginCoin: marginCoin,
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marginMode: 'crossed',
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productType: 'USDT-FUTURES',
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orderType: 'market',
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side: 'buy',
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size: bitcoinUSDFuturesRule.minTradeNum,
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symbol: symbol,
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} as const;
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console.log('placing order: ', order);
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const result = await client.futuresSubmitOrder(order);
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console.log('order result: ', result);
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const positionsResult = await client.getFuturesPositions({
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productType: 'USDT-FUTURES',
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});
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const positionsToClose = positionsResult.data.filter(
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(pos) => pos.total !== '0',
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);
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console.log('open positions to close: ', positionsToClose);
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// Loop through any active positions and send a closing market order on each position
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for (const position of positionsToClose) {
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const closingSide = position.holdSide === 'long' ? 'sell' : 'buy';
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const closingOrder: FuturesPlaceOrderRequestV2 = {
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marginCoin: position.marginCoin,
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marginMode: 'crossed',
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productType: 'USDT-FUTURES',
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orderType: 'market',
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side: closingSide,
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size: position.available,
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symbol: position.symbol,
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};
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console.log('closing position with market order: ', closingOrder);
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const result = await client.futuresSubmitOrder(closingOrder);
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console.log('position closing order result: ', result);
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}
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console.log(
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'positions after closing all: ',
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await client.getFuturesPositions({
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productType: 'USDT-FUTURES',
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}),
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);
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} catch (e) {
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console.error('request failed: ', e);
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}
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})();
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