Merge pull request #48 from orionprotocol/futures-trade-info

Futures trade info

package.json

@@ -1,6 +1,6 @@
 {
   "name": "@orionprotocol/sdk",
-  "version": "0.17.5",
+  "version": "0.17.6-rc.3",
   "description": "Orion Protocol SDK",
   "main": "./lib/esm/index.js",
   "module": "./lib/esm/index.js",

src/services/OrionAggregator/ws/MessageType.ts

@@ -8,6 +8,7 @@ const MessageType = {
   ASSET_PAIR_CONFIG_UPDATE: 'apiu',
   ADDRESS_UPDATE: 'au',
   CFD_ADDRESS_UPDATE: 'auf',
+  FUTURES_TRADE_INFO_UPDATE: 'fti',
   BROKER_TRADABLE_ATOMIC_SWAP_ASSETS_BALANCE_UPDATE: 'btasabu',
   UNSUBSCRIPTION_DONE: 'ud',
 } as const;

src/services/OrionAggregator/ws/SubscriptionType.ts

@@ -6,6 +6,7 @@ const SubscriptionType = {
   CFD_ADDRESS_UPDATES_SUBSCRIBE: 'ausf',
   BROKER_TRADABLE_ATOMIC_SWAP_ASSETS_BALANCE_UPDATES_SUBSCRIBE: 'btasabus',
   SWAP_SUBSCRIBE: 'ss',
+  FUTURES_TRADE_INFO_SUBSCRIBE: 'fts',
 } as const;
 
 export default SubscriptionType;

src/services/OrionAggregator/ws/index.ts

@@ -10,13 +10,14 @@ import {
 } from './schemas';
 import UnsubscriptionType from './UnsubscriptionType';
 import {
-  SwapInfoByAmountIn, SwapInfoByAmountOut, SwapInfoBase,
-  AssetPairUpdate, OrderbookItem, Balance, Exchange, CFDBalance,
+  SwapInfoBase, AssetPairUpdate, OrderbookItem, Balance,
+  Exchange, CFDBalance, SwapInfo, FuturesTradeInfo,
 } from '../../../types';
 import unsubscriptionDoneSchema from './schemas/unsubscriptionDoneSchema';
 import assetPairConfigSchema from './schemas/assetPairConfigSchema';
 import { fullOrderSchema, orderUpdateSchema } from './schemas/addressUpdateSchema';
 import cfdAddressUpdateSchema from './schemas/cfdAddressUpdateSchema';
+import futuresTradeInfoSchema from './schemas/futuresTradeInfoSchema';
 // import errorSchema from './schemas/errorSchema';
 
 const UNSUBSCRIBE = 'u';
@@ -62,7 +63,17 @@ type AggregatedOrderbookSubscription = {
 
 type SwapInfoSubscription = {
   payload: SwapSubscriptionRequest,
-  callback: (swapInfo: SwapInfoByAmountIn | SwapInfoByAmountOut) => void,
+  callback: (swapInfo: SwapInfo) => void,
+}
+
+type FuturesTradeInfoSubscription = {
+  payload: {
+    s: string,
+    i: string,
+    a: number,
+    p?: number,
+  },
+  callback: (futuresTradeInfo: FuturesTradeInfo) => void,
 }
 
 type AddressUpdateUpdate = {
@@ -117,6 +128,7 @@ type Subscription = {
   [SubscriptionType.ASSET_PAIR_CONFIG_UPDATES_SUBSCRIBE]: PairConfigSubscription,
   [SubscriptionType.BROKER_TRADABLE_ATOMIC_SWAP_ASSETS_BALANCE_UPDATES_SUBSCRIBE]: BrokerTradableAtomicSwapBalanceSubscription,
   [SubscriptionType.SWAP_SUBSCRIBE]: SwapInfoSubscription
+  [SubscriptionType.FUTURES_TRADE_INFO_SUBSCRIBE]: FuturesTradeInfoSubscription
 }
 
 const exclusiveSubscriptions = [
@@ -272,6 +284,7 @@ class OrionAggregatorWS {
       // is swap info subscription (contains hyphen)
       delete this.subscriptions[SubscriptionType.SWAP_SUBSCRIBE]?.[subscription];
       delete this.subscriptions[SubscriptionType.ASSET_PAIR_CONFIG_UPDATES_SUBSCRIBE]?.[subscription];
+      delete this.subscriptions[SubscriptionType.FUTURES_TRADE_INFO_SUBSCRIBE]?.[subscription];
       // !!! swap info subscription is uuid that contains hyphen
     } else if (subscription.includes('-') && subscription.split('-').length === 2) { // is pair name(AGGREGATED_ORDER_BOOK_UPDATE)
       const aobSubscriptions = this.subscriptions[SubscriptionType.AGGREGATED_ORDER_BOOK_UPDATES_SUBSCRIBE];
@@ -339,6 +352,7 @@ class OrionAggregatorWS {
         brokerMessageSchema,
         orderBookSchema,
         swapInfoSchema,
+        futuresTradeInfoSchema,
         errorSchema,
         unsubscriptionDoneSchema,
       ]);
@@ -413,6 +427,18 @@ class OrionAggregatorWS {
           }
         }
           break;
+        case MessageType.FUTURES_TRADE_INFO_UPDATE:
+          this.subscriptions[SubscriptionType.FUTURES_TRADE_INFO_SUBSCRIBE]?.[json.id]?.callback({
+            futuresTradeRequestId: json.id,
+            sender: json.S,
+            instrument: json.i,
+            buyPrice: json.bp,
+            sellPrice: json.sp,
+            buyPower: json.bpw,
+            sellPower: json.spw,
+            minAmount: json.ma,
+          });
+          break;
         case MessageType.INITIALIZATION:
           this.onInit?.();
           break;

src/services/OrionAggregator/ws/schemas/addressUpdateSchema.ts

@@ -33,7 +33,6 @@ export const orderUpdateSchema = z.object({
   A: z.number(), // settled amount
   S: z.enum(orderStatuses), // status
   l: z.boolean().optional(), // is liquidation order
-  cl: z.boolean().optional(), // is closing
   t: z.number(), // update time
   c: subOrderSchema.array(),
 })
@@ -46,7 +45,6 @@ export const orderUpdateSchema = z.object({
     settledAmount: o.A,
     status: o.S,
     liquidated: o.l,
-    closing: o.cl,
     subOrders: o.c.map((so) => ({
       pair: so.P,
       exchange: so.e,
@@ -71,7 +69,6 @@ export const fullOrderSchema = z.object({
   F: z.string(), // fee asset
   f: z.number(), // fee
   l: z.boolean().optional(), // is liquidation order
-  cl: z.boolean().optional(), // is closing
   o: z.boolean(), // internal only
   S: z.enum(orderStatuses), // status
   T: z.number(), // creation time / unix timestamp
@@ -87,7 +84,6 @@ export const fullOrderSchema = z.object({
   feeAsset: o.F,
   fee: o.f,
   liquidated: o.l,
-  closing: o.cl,
   status: o.S,
   date: o.T,
   clientOrdId: o.O,

src/services/OrionAggregator/ws/schemas/cfdBalancesSchema.ts

@@ -16,8 +16,6 @@ const cfdBalanceSchema = z
     mu: z.string(),
     fmu: z.string(),
     awb: z.string(),
-    mli: z.string(),
-    msi: z.string(),
     l: z.string(),
     s: z.enum(positionStatuses),
   })
@@ -35,8 +33,6 @@ const cfdBalanceSchema = z
     marginUSD: obj.mu,
     freeMarginUSD: obj.fmu,
     availableWithdrawBalance: obj.awb,
-    maxAvailableLong: obj.mli,
-    maxAvailableShort: obj.msi,
     leverage: obj.l,
     status: obj.s,
   }));

src/services/OrionAggregator/ws/schemas/futuresTradeInfoSchema.ts

@@ -0,0 +1,16 @@
+import { z } from 'zod';
+import MessageType from '../MessageType';
+
+const futuresTradeInfoSchema = z.object({
+  T: z.literal(MessageType.FUTURES_TRADE_INFO_UPDATE),
+  id: z.string(), // trade info request UUID, set by client side
+  S: z.string(), // sender
+  i: z.string(), // instrument
+  bp: z.number(), // buy price
+  sp: z.number(), // sell price
+  bpw: z.number(), // buy power
+  spw: z.number(), // sell power
+  ma: z.number(), // min amount
+});
+
+export default futuresTradeInfoSchema;

src/types.ts

@@ -47,8 +47,6 @@ export type CFDBalance = {
   marginUSD: string,
   freeMarginUSD: string,
   availableWithdrawBalance: string,
-  maxAvailableLong: string,
-  maxAvailableShort: string,
   leverage: string,
   status: PositionStatus,
 }
@@ -236,6 +234,17 @@ export type SwapInfoByAmountOut = SwapInfoBase & {
 
 export type SwapInfo = SwapInfoByAmountIn | SwapInfoByAmountOut;
 
+export type FuturesTradeInfo = {
+  futuresTradeRequestId: string,
+  sender: string,
+  instrument: string,
+  buyPrice: number,
+  sellPrice: number,
+  buyPower: number,
+  sellPower: number,
+  minAmount: number,
+}
+
 export enum HistoryTransactionStatus {
   PENDING = 'Pending',
   DONE = 'Done',