feat(#195): add contract client for REST endpoints

src/contract-client.ts

@@ -0,0 +1,377 @@
+import {
+  APIResponseWithTime,
+  APIResponseV3,
+  InternalTransferRequest,
+  UM7DayTradingHistoryRequest,
+  UMBorrowHistoryRequest,
+  UMCandlesRequest,
+  UMCategory,
+  UMExchangeCoinsRequest,
+  UMFundingRateHistoryRequest,
+  UMInstrumentInfoRequest,
+  UMOpenInterestRequest,
+  UMOptionDeliveryPriceRequest,
+  UMOptionsSettlementHistoryRequest,
+  UMPerpSettlementHistoryRequest,
+  UMPublicTradesRequest,
+  UMSetTPSLRequest,
+  UMTransactionLogRequest,
+  ContractOrderRequest,
+  ContractHistoricOrdersRequest,
+  ContractCancelOrderRequest,
+  ContractModifyOrderRequest,
+  ContractActiveOrdersRequest,
+  ContractPositionsRequest,
+} from './types';
+import { REST_CLIENT_TYPE_ENUM } from './util';
+import BaseRestClient from './util/BaseRestClient';
+
+/**
+ * REST API client for Derivatives V3 Contract APIs
+ */
+export class ContractClient extends BaseRestClient {
+  getClientType() {
+    // Follows the same authentication mechanism as other v3 APIs (e.g. USDC)
+    return REST_CLIENT_TYPE_ENUM.v3;
+  }
+
+  async fetchServerTime(): Promise<number> {
+    const res = await this.getServerTime();
+    return Number(res.time_now);
+  }
+
+  /**
+   *
+   * Market Data Endpoints : these seem exactly the same as the unified margin market data endpoints
+   *
+   */
+
+  /** Query order book info. Each side has a depth of 25 orders. */
+  getOrderBook(
+    symbol: string,
+    category: string,
+    limit?: number
+  ): Promise<APIResponseV3<any>> {
+    return this.get('/derivatives/v3/public/order-book/L2', {
+      category,
+      symbol,
+      limit,
+    });
+  }
+
+  /** Get candles/klines */
+  getCandles(params: UMCandlesRequest): Promise<APIResponseV3<any>> {
+    return this.get('/derivatives/v3/public/kline', params);
+  }
+
+  /** Get a symbol price/statistics ticker */
+  getSymbolTicker(
+    category: UMCategory,
+    symbol?: string
+  ): Promise<APIResponseV3<any>> {
+    return this.get('/derivatives/v3/public/tickers', { category, symbol });
+  }
+
+  /** Get trading rules per symbol/contract, incl price/amount/value/leverage filters */
+  getInstrumentInfo(
+    params: UMInstrumentInfoRequest
+  ): Promise<APIResponseV3<any>> {
+    return this.get('/derivatives/v3/public/instruments-info', params);
+  }
+
+  /** Query mark price kline (like getCandles() but for mark price). */
+  getMarkPriceCandles(params: UMCandlesRequest): Promise<APIResponseV3<any>> {
+    return this.get('/derivatives/v3/public/mark-price-kline', params);
+  }
+
+  /** Query Index Price Kline */
+  getIndexPriceCandles(params: UMCandlesRequest): Promise<APIResponseV3<any>> {
+    return this.get('/derivatives/v3/public/index-price-kline', params);
+  }
+
+  /**
+   * The funding rate is generated every 8 hours at 00:00 UTC, 08:00 UTC and 16:00 UTC.
+   * For example, if a request is sent at 12:00 UTC, the funding rate generated earlier that day at 08:00 UTC will be sent.
+   */
+  getFundingRateHistory(
+    params: UMFundingRateHistoryRequest
+  ): Promise<APIResponseV3<any>> {
+    return this.get(
+      '/derivatives/v3/public/funding/history-funding-rate',
+      params
+    );
+  }
+
+  /** Get Risk Limit */
+  getRiskLimit(
+    category: UMCategory,
+    symbol: string
+  ): Promise<APIResponseV3<any>> {
+    return this.get('/derivatives/v3/public/risk-limit/list', {
+      category,
+      symbol,
+    });
+  }
+
+  /** Get option delivery price */
+  getOptionDeliveryPrice(
+    params: UMOptionDeliveryPriceRequest
+  ): Promise<APIResponseV3<any>> {
+    return this.get('/derivatives/v3/public/delivery-price', params);
+  }
+
+  /** Get public trading history */
+  getTrades(params: UMPublicTradesRequest): Promise<APIResponseV3<any>> {
+    return this.get('/derivatives/v3/public/recent-trade', params);
+  }
+
+  /**
+   * Gets the total amount of unsettled contracts.
+   * In other words, the total number of contracts held in open positions.
+   */
+  getOpenInterest(params: UMOpenInterestRequest): Promise<APIResponseV3<any>> {
+    return this.get('/derivatives/v3/public/open-interest', params);
+  }
+
+  /**
+   *
+   * Contract Account Endpoints
+   *
+   */
+
+  /** -> Order API */
+
+  /** Place an order */
+  submitOrder(params: ContractOrderRequest): Promise<APIResponseV3<any>> {
+    return this.postPrivate('/contract/v3/private/order/create', params);
+  }
+
+  /** Query order history. As order creation/cancellation is asynchronous, the data returned from the interface may be delayed. To access order information in real-time, call getActiveOrders() */
+  getHistoricOrders(
+    params: ContractHistoricOrdersRequest
+  ): Promise<APIResponseV3<any>> {
+    return this.getPrivate('/contract/v3/private/order/list', params);
+  }
+
+  /** Cancel order */
+  cancelOrder(params: ContractCancelOrderRequest): Promise<APIResponseV3<any>> {
+    return this.postPrivate('/contract/v3/private/order/cancel', params);
+  }
+
+  /** Cancel all orders */
+  cancelAllOrders(symbol: string): Promise<APIResponseV3<any>> {
+    return this.postPrivate('/contract/v3/private/order/cancel-all', {
+      symbol,
+    });
+  }
+
+  /** Replace order : 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. */
+  modifyOrder(params: ContractModifyOrderRequest): Promise<APIResponseV3<any>> {
+    return this.postPrivate('/contract/v3/private/order/replace', params);
+  }
+
+  /** Query Open Order(s) (real-time) */
+  getActiveOrders(
+    params: ContractActiveOrdersRequest
+  ): Promise<APIResponseV3<any>> {
+    return this.getPrivate(
+      '/contract/v3/private/order/unfilled-orders',
+      params
+    );
+  }
+
+  /** -> Positions API */
+
+  /**
+   * Query my positions real-time. Accessing personal list of positions.
+   * Either symbol or settleCoin is required.
+   * Users can access their position holding information through this interface, such as the number of position holdings and wallet balance.
+   */
+  getPositions(params?: ContractPositionsRequest): Promise<APIResponseV3<any>> {
+    return this.getPrivate('/contract/v3/private/position/list', params);
+  }
+
+  /** Set auto add margin, or Auto-Margin Replenishment. */
+  setAuthAddMargin(params: {
+    symbol: string;
+    side: string;
+    autoAddMargin: 1 | 0;
+    positionIdx?: 0 | 1 | 2;
+  }): Promise<APIResponseV3<any>> {
+    return this.postPrivate(
+      '/contract/v3/private/position/set-auto-add-margin',
+      params
+    );
+  }
+
+  /** Switch cross margin mode/isolated margin mode */
+  setMarginSwitch(params: {
+    symbol: string;
+    tradeMode: 0 | 1;
+    buyLeverage: string;
+    sellLeverage: string;
+  }): Promise<APIResponseV3<any>> {
+    return this.postPrivate(
+      '/contract/v3/private/position/switch-isolated',
+      params
+    );
+  }
+
+  /** Supports switching between One-Way Mode and Hedge Mode at the coin level. */
+  setPositionMode(params: {
+    symbol?: string;
+    coin?: string;
+    mode: 0 | 3;
+  }): Promise<APIResponseV3<any>> {
+    return this.postPrivate(
+      '/contract/v3/private/position/switch-mode',
+      params
+    );
+  }
+
+  /**
+   * Switch mode between Full or Partial
+   */
+  setTPSLMode(
+    symbol: string,
+    tpSlMode: 'Full' | 'Partial'
+  ): Promise<APIResponseV3<any>> {
+    return this.postPrivate('/contract/v3/private/position/switch-tpsl-mode', {
+      symbol,
+      tpSlMode,
+    });
+  }
+
+  /** Leverage setting. */
+  setLeverage(
+    symbol: string,
+    buyLeverage: string,
+    sellLeverage: string
+  ): Promise<APIResponseV3<any>> {
+    return this.postPrivate('/contract/v3/private/position/set-leverage', {
+      symbol,
+      buyLeverage,
+      sellLeverage,
+    });
+  }
+
+  /**
+   * Set take profit, stop loss, and trailing stop for your open position.
+   * If using partial mode, TP/SL/TS orders will not close your entire position.
+   */
+  setTPSL(params: {
+    symbol: string;
+    takeProfit?: string;
+    stopLoss?: string;
+    activePrice?: string;
+    trailingStop?: string;
+    tpTriggerBy?: string;
+    slTriggerBy?: string;
+    slSize?: string;
+    tpSize?: string;
+    /** 0-one-way, 1-buy side, 2-sell side */
+    positionIdx?: 0 | 1 | 2;
+  }): Promise<APIResponseV3<any>> {
+    return this.postPrivate(
+      '/contract/v3/private/position/trading-stop',
+      params
+    );
+  }
+
+  /** Set risk limit */
+  setRiskLimit(
+    symbol: string,
+    riskId: number,
+    /** 0-one-way, 1-buy side, 2-sell side */
+    positionIdx: 0 | 1 | 2
+  ): Promise<APIResponseV3<any>> {
+    return this.postPrivate('/contract/v3/private/position/set-risk-limit', {
+      symbol,
+      riskId,
+      positionIdx,
+    });
+  }
+
+  /**
+   * Get user's trading records.
+   * The results are ordered in descending order (the first item is the latest). Returns records up to 2 years old.
+   */
+  getUserExecutionHistory(params: {
+    symbol: string;
+    orderId?: string;
+    startTime?: number;
+    endTime?: number;
+    execType?: 'Trade' | 'AdlTrade' | 'Funding' | 'BustTrade';
+    limit?: number;
+    cursor?: string;
+  }): Promise<APIResponseV3<any>> {
+    return this.getPrivate('/contract/v3/private/execution/list', params);
+  }
+
+  /**
+   * Get user's closed profit and loss records.
+   * The results are ordered in descending order (the first item is the latest).
+   */
+  getClosedProfitAndLoss(params: {
+    symbol: string;
+    startTime?: number;
+    endTime?: number;
+    limit?: number;
+    cursor?: string;
+  }): Promise<APIResponseV3<any>> {
+    return this.getPrivate('/contract/v3/private/position/closed-pnl', params);
+  }
+
+  /** Get the information of open interest limit. */
+  getOpenInterestLimitInfo(symbol: string): Promise<APIResponseV3<any>> {
+    return this.getPrivate('/contract/v3/private/position/closed-pnl', {
+      symbol,
+    });
+  }
+
+  /** -> Account API */
+
+  /** Query wallet balance */
+  getBalances(coin?: string): Promise<APIResponseV3<any>> {
+    return this.getPrivate('/contract/v3/private/account/wallet/balance', {
+      coin,
+    });
+  }
+
+  /** Get user trading fee rate */
+  getTradingFeeRate(symbol?: string): Promise<APIResponseV3<any>> {
+    return this.getPrivate('/contract/v3/private/account/fee-rate', {
+      symbol,
+    });
+  }
+
+  /**
+   * Get wallet fund records.
+   * This endpoint also shows exchanges from the Asset Exchange, where the types for the exchange are ExchangeOrderWithdraw and ExchangeOrderDeposit.
+   * This endpoint returns incomplete information for transfers involving the derivatives wallet.
+   * Use the account asset API for creating and querying internal transfers.
+   */
+  getWalletFundRecords(params?: {
+    startTime?: string;
+    endTime?: string;
+    coin?: string;
+    walletFundType?: string;
+    limit?: string;
+    cursor?: string;
+  }): Promise<APIResponseV3<any>> {
+    return this.getPrivate(
+      '/contract/v3/private/account/wallet/fund-records',
+      params
+    );
+  }
+
+  /**
+   *
+   * API Data Endpoints
+   *
+   */
+
+  getServerTime(): Promise<APIResponseWithTime> {
+    return this.get('/v2/public/time');
+  }
+}

src/index.ts

@@ -8,6 +8,7 @@ export * from './spot-client-v3';
 export * from './usdc-option-client';
 export * from './usdc-perpetual-client';
 export * from './unified-margin-client';
+export * from './contract-client';
 export * from './websocket-client';
 export * from './util/logger';
 export * from './util';

src/types/request/contract.ts

@@ -0,0 +1,67 @@
+import { OrderSide } from '../shared';
+import { UMOrderType } from './unified-margin';
+import { USDCOrderFilter, USDCTimeInForce } from './usdc-shared';
+
+export interface ContractOrderRequest {
+  symbol: string;
+  side: OrderSide;
+  positionIdx?: '0' | '1' | '2';
+  orderType: UMOrderType;
+  qty: string;
+  price?: string;
+  triggerDirection?: '1' | '2';
+  triggerPrice?: string;
+  triggerBy?: string;
+  tpTriggerBy?: string;
+  slTriggerBy?: string;
+  timeInForce: USDCTimeInForce;
+  orderLinkId?: string;
+  takeProfit?: number;
+  stopLoss?: number;
+  reduceOnly?: boolean;
+  closeOnTrigger?: boolean;
+}
+
+export interface ContractHistoricOrdersRequest {
+  orderId?: string;
+  orderLinkId?: string;
+  symbol: string;
+  orderStatus?: string;
+  orderFilter?: USDCOrderFilter;
+  limit?: number;
+  cursor?: string;
+}
+
+export interface ContractCancelOrderRequest {
+  symbol: string;
+  orderId?: string;
+  orderLinkId?: string;
+}
+
+export interface ContractModifyOrderRequest {
+  orderId?: string;
+  orderLinkId?: string;
+  symbol: string;
+  qty?: string;
+  price?: string;
+  takeProfit?: number;
+  stopLoss?: number;
+  tpTriggerBy?: string;
+  slTriggerBy?: string;
+  triggerBy?: string;
+}
+
+export interface ContractActiveOrdersRequest {
+  symbol?: string;
+  orderId?: string;
+  orderLinkId?: string;
+  settleCoin?: string;
+  orderFilter?: USDCOrderFilter;
+  limit?: number;
+}
+
+export interface ContractPositionsRequest {
+  symbol?: string;
+  settleCoin?: string;
+  dataFilter?: string;
+}

src/types/request/index.ts

@@ -7,3 +7,4 @@ export * from './usdc-perp';
 export * from './usdc-options';
 export * from './usdc-shared';
 export * from './unified-margin';
+export * from './contract';