add USDC perp client with tests
This commit is contained in:
tiagosiebler
287
src/usdc-perpetual-client.ts
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287
src/usdc-perpetual-client.ts
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import {
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APIResponseWithTime,
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SymbolLimitParam,
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SymbolPeriodLimitParam,
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USDCAPIResponse,
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USDCKlineRequest,
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USDCLast500TradesRequest,
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USDCOpenInterestRequest,
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} from './types';
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import { REST_CLIENT_TYPE_ENUM } from './util';
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import BaseRestClient from './util/BaseRestClient';
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/**
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* REST API client for USDC Perpetual APIs
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*/
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export class USDCPerpetualClient extends BaseRestClient {
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getClientType() {
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return REST_CLIENT_TYPE_ENUM.usdc;
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}
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async fetchServerTime(): Promise<number> {
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const res = await this.getServerTime();
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return Number(res.time_now);
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}
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/**
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*
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* Market Data Endpoints
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*
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*/
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getOrderBook(symbol: string): Promise<USDCAPIResponse<any>> {
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return this.get('/perpetual/usdc/openapi/public/v1/order-book', { symbol });
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}
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/** Fetch trading rules (such as min/max qty). Query for all if blank. */
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getContractInfo(params?: unknown): Promise<USDCAPIResponse<any>> {
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return this.get('/perpetual/usdc/openapi/public/v1/symbols', params);
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}
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/** Get a symbol price/statistics ticker */
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getSymbolTicker(symbol: string): Promise<USDCAPIResponse<any>> {
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return this.get('/perpetual/usdc/openapi/public/v1/tick', { symbol });
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}
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getKline(params: USDCKlineRequest): Promise<USDCAPIResponse<any>> {
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return this.get('/perpetual/usdc/openapi/public/v1/kline/list', params);
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}
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getMarkPrice(params: USDCKlineRequest): Promise<USDCAPIResponse<any>> {
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return this.get(
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'/perpetual/usdc/openapi/public/v1/mark-price-kline',
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params
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);
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}
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getIndexPrice(params: USDCKlineRequest): Promise<USDCAPIResponse<any>> {
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return this.get(
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'/perpetual/usdc/openapi/public/v1/index-price-kline',
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params
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);
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}
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getIndexPremium(params: USDCKlineRequest): Promise<USDCAPIResponse<any>> {
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return this.get(
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'/perpetual/usdc/openapi/public/v1/premium-index-kline',
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params
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);
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}
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getOpenInterest(
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params: USDCOpenInterestRequest
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): Promise<USDCAPIResponse<any>> {
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return this.get('/perpetual/usdc/openapi/public/v1/open-interest', params);
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}
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getLargeOrders(
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params: SymbolLimitParam<string>
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): Promise<USDCAPIResponse<any>> {
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return this.get('/perpetual/usdc/openapi/public/v1/big-deal', params);
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}
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getLongShortRatio(
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params: SymbolPeriodLimitParam<string>
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): Promise<USDCAPIResponse<any>> {
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return this.get('/perpetual/usdc/openapi/public/v1/account-ratio', params);
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}
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getLast500Trades(
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params: USDCLast500TradesRequest
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): Promise<USDCAPIResponse<any>> {
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return this.get(
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'/option/usdc/openapi/public/v1/query-trade-latest',
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params
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);
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}
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/**
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*
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* Account Data Endpoints
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*
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*/
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/** -> Order API */
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/**
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* Place an order using the USDC Derivatives Account.
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* The request status can be queried in real-time.
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* The response parameters must be queried through a query or a WebSocket response.
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*/
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submitOrder(params: unknown): Promise<USDCAPIResponse<any>> {
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return this.postPrivate(
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'/perpetual/usdc/openapi/private/v1/place-order',
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params
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);
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}
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/** Active order parameters (such as quantity, price) and stop order parameters cannot be modified in one request at the same time. Please request modification separately. */
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modifyOrder(params: unknown): Promise<USDCAPIResponse<any>> {
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return this.postPrivate(
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'/perpetual/usdc/openapi/private/v1/replace-order',
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params
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);
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}
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/** Cancel order */
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cancelOrder(params: unknown): Promise<USDCAPIResponse<any>> {
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return this.postPrivate(
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'/perpetual/usdc/openapi/private/v1/cancel-order',
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params
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);
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}
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/** Cancel all active orders. The real-time response indicates whether the request is successful, depending on retCode. */
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cancelActiveOrders(
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symbol: string,
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orderFilter: string
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): Promise<USDCAPIResponse<any>> {
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return this.postPrivate('/perpetual/usdc/openapi/private/v1/cancel-all', {
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symbol,
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orderFilter,
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});
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}
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/** Query Unfilled/Partially Filled Orders */
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getActiveOrders(params: unknown): Promise<USDCAPIResponse<any>> {
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return this.postPrivate(
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'/option/usdc/openapi/private/v1/query-active-orders',
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params
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);
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}
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/** Query order history. The endpoint only supports up to 30 days of queried records */
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getHistoricOrders(params: unknown): Promise<USDCAPIResponse<any>> {
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return this.postPrivate(
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'/option/usdc/openapi/private/v1/query-order-history',
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params
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);
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}
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/** Query trade history. The endpoint only supports up to 30 days of queried records. An error will be returned if startTime is more than 30 days. */
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getOrderExecutionHistory(params: unknown): Promise<USDCAPIResponse<any>> {
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return this.postPrivate(
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'/option/usdc/openapi/private/v1/execution-list',
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params
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);
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}
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/** -> Account API */
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/** The endpoint only supports up to 30 days of queried records. An error will be returned if startTime is more than 30 days. */
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getTransactionLog(params: unknown): Promise<USDCAPIResponse<any>> {
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return this.postPrivate(
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'/option/usdc/openapi/private/v1/query-transaction-log',
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params
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);
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}
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/** Wallet info for USDC account. */
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getBalance(params?: unknown): Promise<USDCAPIResponse<any>> {
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return this.postPrivate(
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'/option/usdc/openapi/private/v1/query-wallet-balance',
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params
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);
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}
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/** Asset Info */
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getAssetInfo(baseCoin?: string): Promise<USDCAPIResponse<any>> {
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return this.postPrivate(
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'/option/usdc/openapi/private/v1/query-asset-info',
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{ baseCoin }
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);
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}
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/**
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* If USDC derivatives account balance is greater than X, you can open PORTFOLIO_MARGIN, and if it is less than Y, it will automatically close PORTFOLIO_MARGIN and change back to REGULAR_MARGIN. X and Y will be adjusted according to operational requirements.
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* Rest API returns the result of checking prerequisites. You could get the real status of margin mode change by subscribing margin mode.
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*/
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setMarginMode(
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newMarginMode: 'REGULAR_MARGIN' | 'PORTFOLIO_MARGIN'
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): Promise<USDCAPIResponse<any>> {
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return this.postPrivate(
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'/option/usdc/private/asset/account/setMarginMode',
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{ setMarginMode: newMarginMode }
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);
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}
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/** Query margin mode for USDC account. */
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getMarginMode(): Promise<USDCAPIResponse<any>> {
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return this.postPrivate(
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'/option/usdc/openapi/private/v1/query-margin-info'
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);
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}
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/** -> Positions API */
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/** Query my positions */
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getPositions(params: unknown): Promise<USDCAPIResponse<any>> {
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return this.postPrivate(
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'/option/usdc/openapi/private/v1/query-position',
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params
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);
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}
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/** Only for REGULAR_MARGIN */
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setLeverage(symbol: string, leverage: string): Promise<USDCAPIResponse<any>> {
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return this.postPrivate(
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'/perpetual/usdc/openapi/private/v1/position/leverage/save',
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{ symbol, leverage }
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);
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}
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/** Query Settlement History */
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getSettlementHistory(params?: unknown): Promise<USDCAPIResponse<any>> {
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return this.postPrivate(
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'/option/usdc/openapi/private/v1/session-settlement',
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params
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);
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}
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/** -> Risk Limit API */
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/** Query risk limit */
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getRiskLimit(symbol: string): Promise<USDCAPIResponse<any>> {
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return this.getPrivate(
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'/perpetual/usdc/openapi/public/v1/risk-limit/list',
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{
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symbol,
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}
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);
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}
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/** Set risk limit */
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setRiskLimit(symbol: string, riskId: number): Promise<USDCAPIResponse<any>> {
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return this.postPrivate(
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'/perpetual/usdc/openapi/private/v1/position/set-risk-limit',
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{ symbol, riskId }
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);
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}
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/** -> Funding API */
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/** Funding settlement occurs every 8 hours at 00:00 UTC, 08:00 UTC and 16:00 UTC. The current interval's fund fee settlement is based on the previous interval's fund rate. For example, at 16:00, the settlement is based on the fund rate generated at 8:00. The fund rate generated at 16:00 will be used at 0:00 the next day. */
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getLastFundingRate(symbol: string): Promise<USDCAPIResponse<any>> {
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return this.get('/perpetual/usdc/openapi/public/v1/prev-funding-rate', {
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symbol,
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});
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}
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/** Get predicted funding rate and my predicted funding fee */
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getPredictedFundingRate(symbol: string): Promise<USDCAPIResponse<any>> {
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return this.postPrivate(
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'/perpetual/usdc/openapi/private/v1/predicted-funding',
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{ symbol }
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);
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}
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/**
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*
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* API Data Endpoints
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*
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*/
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getServerTime(): Promise<APIResponseWithTime> {
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return this.get('/v2/public/time');
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}
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}
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