Files
bybit-api/src/usdc-perpetual-client.ts
2022-11-11 10:23:56 +00:00

310 lines
8.9 KiB
TypeScript

import {
APIResponseWithTime,
SymbolLimitParam,
SymbolPeriodLimitParam,
APIResponseV3,
USDCKlineRequest,
USDCLast500TradesRequest,
USDCOpenInterestRequest,
USDCOrderFilter,
USDCPerpActiveOrdersRequest,
USDCPerpCancelOrderRequest,
USDCPerpHistoricOrdersRequest,
USDCPerpModifyOrderRequest,
USDCPerpOrderRequest,
USDCPositionsRequest,
USDCSymbolDirectionLimit,
USDCSymbolDirectionLimitCursor,
USDCTransactionLogRequest,
} from './types';
import { REST_CLIENT_TYPE_ENUM } from './util';
import BaseRestClient from './util/BaseRestClient';
/**
* REST API client for USDC Perpetual APIs
*/
export class USDCPerpetualClient 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
*
*/
getOrderBook(symbol: string): Promise<APIResponseV3<any>> {
return this.get('/perpetual/usdc/openapi/public/v1/order-book', { symbol });
}
/** Fetch trading rules (such as min/max qty). Query for all if blank. */
getContractInfo(
params?: USDCSymbolDirectionLimit
): Promise<APIResponseV3<any>> {
return this.get('/perpetual/usdc/openapi/public/v1/symbols', params);
}
/** Get a symbol price/statistics ticker */
getSymbolTicker(symbol: string): Promise<APIResponseV3<any>> {
return this.get('/perpetual/usdc/openapi/public/v1/tick', { symbol });
}
getCandles(params: USDCKlineRequest): Promise<APIResponseV3<any>> {
return this.get('/perpetual/usdc/openapi/public/v1/kline/list', params);
}
getMarkPrice(params: USDCKlineRequest): Promise<APIResponseV3<any>> {
return this.get(
'/perpetual/usdc/openapi/public/v1/mark-price-kline',
params
);
}
getIndexPrice(params: USDCKlineRequest): Promise<APIResponseV3<any>> {
return this.get(
'/perpetual/usdc/openapi/public/v1/index-price-kline',
params
);
}
getIndexPremium(params: USDCKlineRequest): Promise<APIResponseV3<any>> {
return this.get(
'/perpetual/usdc/openapi/public/v1/premium-index-kline',
params
);
}
getOpenInterest(
params: USDCOpenInterestRequest
): Promise<APIResponseV3<any>> {
return this.get('/perpetual/usdc/openapi/public/v1/open-interest', params);
}
getLargeOrders(
params: SymbolLimitParam<string>
): Promise<APIResponseV3<any>> {
return this.get('/perpetual/usdc/openapi/public/v1/big-deal', params);
}
getLongShortRatio(
params: SymbolPeriodLimitParam<string>
): Promise<APIResponseV3<any>> {
return this.get('/perpetual/usdc/openapi/public/v1/account-ratio', params);
}
getLast500Trades(
params: USDCLast500TradesRequest
): Promise<APIResponseV3<any>> {
return this.get(
'/option/usdc/openapi/public/v1/query-trade-latest',
params
);
}
/**
*
* Account Data Endpoints
*
*/
/** -> Order API */
/**
* Place an order using the USDC Derivatives Account.
* The request status can be queried in real-time.
* The response parameters must be queried through a query or a WebSocket response.
*/
submitOrder(params: USDCPerpOrderRequest): Promise<APIResponseV3<any>> {
return this.postPrivate(
'/perpetual/usdc/openapi/private/v1/place-order',
params
);
}
/** 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: USDCPerpModifyOrderRequest): Promise<APIResponseV3<any>> {
return this.postPrivate(
'/perpetual/usdc/openapi/private/v1/replace-order',
params
);
}
/** Cancel order */
cancelOrder(params: USDCPerpCancelOrderRequest): Promise<APIResponseV3<any>> {
return this.postPrivate(
'/perpetual/usdc/openapi/private/v1/cancel-order',
params
);
}
/** Cancel all active orders. The real-time response indicates whether the request is successful, depending on retCode. */
cancelActiveOrders(
symbol: string,
orderFilter: USDCOrderFilter
): Promise<APIResponseV3<any>> {
return this.postPrivate('/perpetual/usdc/openapi/private/v1/cancel-all', {
symbol,
orderFilter,
});
}
/** Query Unfilled/Partially Filled Orders */
getActiveOrders(
params: USDCPerpActiveOrdersRequest
): Promise<APIResponseV3<any>> {
return this.postPrivate(
'/option/usdc/openapi/private/v1/query-active-orders',
params
);
}
/** Query order history. The endpoint only supports up to 30 days of queried records */
getHistoricOrders(
params: USDCPerpHistoricOrdersRequest
): Promise<APIResponseV3<any>> {
return this.postPrivate(
'/option/usdc/openapi/private/v1/query-order-history',
params
);
}
/** 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. */
getOrderExecutionHistory(
params: USDCPerpActiveOrdersRequest
): Promise<APIResponseV3<any>> {
return this.postPrivate(
'/option/usdc/openapi/private/v1/execution-list',
params
);
}
/** -> Account API */
/** The endpoint only supports up to 30 days of queried records. An error will be returned if startTime is more than 30 days. */
getTransactionLog(
params: USDCTransactionLogRequest
): Promise<APIResponseV3<any>> {
return this.postPrivate(
'/option/usdc/openapi/private/v1/query-transaction-log',
params
);
}
/** Wallet info for USDC account. */
getBalances(): Promise<APIResponseV3<any>> {
return this.postPrivate(
'/option/usdc/openapi/private/v1/query-wallet-balance'
);
}
/** Asset Info */
getAssetInfo(baseCoin?: string): Promise<APIResponseV3<any>> {
return this.postPrivate(
'/option/usdc/openapi/private/v1/query-asset-info',
{ baseCoin }
);
}
/**
* 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.
* Rest API returns the result of checking prerequisites. You could get the real status of margin mode change by subscribing margin mode.
*/
setMarginMode(
newMarginMode: 'REGULAR_MARGIN' | 'PORTFOLIO_MARGIN'
): Promise<APIResponseV3<any>> {
return this.postPrivate(
'/option/usdc/private/asset/account/setMarginMode',
{ setMarginMode: newMarginMode }
);
}
/** Query margin mode for USDC account. */
getMarginMode(): Promise<APIResponseV3<any>> {
return this.postPrivate(
'/option/usdc/openapi/private/v1/query-margin-info'
);
}
/** -> Positions API */
/** Query my positions */
getPositions(params: USDCPositionsRequest): Promise<APIResponseV3<any>> {
return this.postPrivate(
'/option/usdc/openapi/private/v1/query-position',
params
);
}
/** Only for REGULAR_MARGIN */
setLeverage(symbol: string, leverage: string): Promise<APIResponseV3<any>> {
return this.postPrivate(
'/perpetual/usdc/openapi/private/v1/position/leverage/save',
{ symbol, leverage }
);
}
/** Query Settlement History */
getSettlementHistory(
params?: USDCSymbolDirectionLimitCursor
): Promise<APIResponseV3<any>> {
return this.postPrivate(
'/option/usdc/openapi/private/v1/session-settlement',
params
);
}
/** -> Risk Limit API */
/** Query risk limit */
getRiskLimit(symbol: string): Promise<APIResponseV3<any>> {
return this.getPrivate(
'/perpetual/usdc/openapi/public/v1/risk-limit/list',
{
symbol,
}
);
}
/** Set risk limit */
setRiskLimit(symbol: string, riskId: number): Promise<APIResponseV3<any>> {
return this.postPrivate(
'/perpetual/usdc/openapi/private/v1/position/set-risk-limit',
{ symbol, riskId }
);
}
/** -> Funding API */
/** 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. */
getLastFundingRate(symbol: string): Promise<APIResponseV3<any>> {
return this.get('/perpetual/usdc/openapi/public/v1/prev-funding-rate', {
symbol,
});
}
/** Get predicted funding rate and my predicted funding fee */
getPredictedFundingRate(symbol: string): Promise<APIResponseV3<any>> {
return this.postPrivate(
'/perpetual/usdc/openapi/private/v1/predicted-funding',
{ symbol }
);
}
/**
*
* API Data Endpoints
*
*/
getServerTime(): Promise<APIResponseWithTime> {
return this.get('/v2/public/time');
}
}