safe-cex - npm Package Compare versions

Comparing version 8.5.6 to 8.6.0

CHANGELOG.md

@@ -1,2 +0,2 @@
-## [8.5.5](https://github.com/gmtech-xyz/safe-cex/compare/v8.5.1...v8.5.5) (2024-08-13)
+## [8.5.6](https://github.com/gmtech-xyz/safe-cex/compare/v8.5.1...v8.5.6) (2024-08-13)
 
@@ -6,2 +6,3 @@
 
+* **blofin:** update leverage ([79c059f](https://github.com/gmtech-xyz/safe-cex/commit/79c059f7541c6282f01e48160d840023be57085b))
 * **phemex/orders:** filter out executed orders ([be018c6](https://github.com/gmtech-xyz/safe-cex/commit/be018c6cb27ba6e2c300ffeebf6b405c6ac87660))
@@ -8,0 +9,0 @@ * **phemex:** compute uPNL from all positions ([4128be3](https://github.com/gmtech-xyz/safe-cex/commit/4128be3782f75f4a45e2a3e4e122b7ad22d672d1))

dist/exchanges/bybit/bybit.exchange.d.ts

@@ -37,5 +37,6 @@ import type { Axios } from 'axios';
     listenOrderBook: (symbol: string, callback: (orderBook: OrderBook) => void) => () => void;
-    placeOrder: (opts: PlaceOrderOpts) => Promise<any[]>;
-    placeStopLossOrTakeProfit: (opts: PlaceOrderOpts) => Promise<any[]>;
-    placeTrailingStopLoss: (opts: PlaceOrderOpts) => Promise<any[]>;
+    placeOrder: (opts: PlaceOrderOpts) => Promise<string[]>;
+    placeOrders: (opts: PlaceOrderOpts[]) => Promise<string[]>;
+    placeStopLossOrTakeProfit: (opts: PlaceOrderOpts) => Promise<string[]>;
+    placeTrailingStopLoss: (opts: PlaceOrderOpts) => Promise<string[]>;
     cancelOrders: (orders: Order[]) => Promise<void>;
@@ -47,2 +48,4 @@ cancelSymbolOrders: (symbol: string) => Promise<void>;
     mapOrder(o: Record<string, any>): Order[];
+    private formatCreateOrder;
+    private placeOrderBatch;
     private fetchPositionMode;
@@ -49,0 +52,0 @@ private getOrderPositionIdx;

dist/exchanges/bybit/bybit.exchange.js

@@ -6,2 +6,3 @@ "use strict";
 const axios_rate_limit_1 = tslib_1.__importDefault(require("axios-rate-limit"));
+const lodash_1 = require("lodash");
 const omit_1 = tslib_1.__importDefault(require("lodash/omit"));
@@ -400,63 +401,17 @@ const orderBy_1 = tslib_1.__importDefault(require("lodash/orderBy"));
             }
-            const market = this.store.markets.find(({ symbol }) => symbol === opts.symbol);
-            if (!market) {
-                throw new Error(`Market ${opts.symbol} not found`);
-            }
-            const positionIdx = yield this.getOrderPositionIdx(opts);
-            const maxSize = market.limits.amount.max;
-            const pPrice = market.precision.price;
-            const pAmount = market.precision.amount;
-            const amount = (0, safe_math_1.adjust)(opts.amount, pAmount);
-            const price = opts.price ? (0, safe_math_1.adjust)(opts.price, pPrice) : null;
-            const stopLoss = opts.stopLoss ? (0, safe_math_1.adjust)(opts.stopLoss, pPrice) : null;
-            const takeProfit = opts.takeProfit ? (0, safe_math_1.adjust)(opts.takeProfit, pPrice) : null;
-            const timeInForce = (0, inverse_obj_1.inverseObj)(bybit_types_1.ORDER_TIME_IN_FORCE)[opts.timeInForce || types_1.OrderTimeInForce.GoodTillCancel];
-            const req = (0, omit_undefined_1.omitUndefined)({
-                category: this.accountCategory,
-                symbol: opts.symbol,
-                side: (0, inverse_obj_1.inverseObj)(bybit_types_1.ORDER_SIDE)[opts.side],
-                orderType: (0, inverse_obj_1.inverseObj)(bybit_types_1.ORDER_TYPE)[opts.type],
-                qty: `${amount}`,
-                price: opts.type === types_1.OrderType.Limit ? `${price}` : undefined,
-                stopLoss: opts.stopLoss ? `${stopLoss}` : undefined,
-                takeProfit: opts.takeProfit ? `${takeProfit}` : undefined,
-                reduceOnly: opts.reduceOnly || false,
-                slTriggerBy: opts.stopLoss ? 'MarkPrice' : undefined,
-                tpTriggerBy: opts.takeProfit ? 'LastPrice' : undefined,
-                timeInForce: opts.type === types_1.OrderType.Limit ? timeInForce : undefined,
-                closeOnTrigger: false,
-                positionIdx,
-            });
-            const lots = amount > maxSize ? Math.ceil(amount / maxSize) : 1;
-            const rest = amount > maxSize ? (0, safe_math_1.adjust)(amount % maxSize, pAmount) : 0;
-            const lotSize = (0, safe_math_1.adjust)((amount - rest) / lots, pAmount);
-            const payloads = (0, times_1.default)(lots, (idx) => {
-                // We want to remove stopLoss and takeProfit from the rest of the orders
-                // because they are already set on the first one
-                const payload = idx > 0
-                    ? (0, omit_1.default)(req, ['stopLoss', 'takeProfit', 'slTriggerBy', 'tpTriggerBy'])
-                    : req;
-                return Object.assign(Object.assign({}, payload), { qty: `${lotSize}` });
-            });
-            if (rest)
-                payloads.push(Object.assign(Object.assign({}, req), { qty: `${rest}` }));
-            const responses = yield (0, p_iteration_1.mapSeries)(payloads, (p) => tslib_1.__awaiter(this, void 0, void 0, function* () {
-                var _p, _q;
-                try {
-                    const { data } = yield this.unlimitedXHR.post(bybit_types_1.ENDPOINTS.CREATE_ORDER, p);
-                    return data;
-                }
-                catch (err) {
-                    this.emitter.emit('error', ((_q = (_p = err === null || err === void 0 ? void 0 : err.response) === null || _p === void 0 ? void 0 : _p.data) === null || _q === void 0 ? void 0 : _q.retMsg) || err.message);
-                    return undefined;
-                }
-            }));
-            const fullfilled = responses.filter((r) => r !== undefined);
-            fullfilled.forEach((resp) => {
-                if ((0, get_key_1.v)(resp, 'retMsg') !== 'OK') {
-                    this.emitter.emit('error', (0, get_key_1.v)(resp, 'retMsg'));
-                }
-            });
-            return fullfilled.map((resp) => resp.result.orderId);
+            const payloads = yield this.formatCreateOrder(opts);
+            return this.placeOrderBatch(payloads);
         });
+        this.placeOrders = (opts) => tslib_1.__awaiter(this, void 0, void 0, function* () {
+            const tslOrders = opts.filter((o) => o.type === types_1.OrderType.TrailingStopLoss);
+            const slOrTpOrders = opts.filter((o) => o.type === types_1.OrderType.StopLoss || o.type === types_1.OrderType.TakeProfit);
+            const normalOrders = opts.filter((o) => o.type !== types_1.OrderType.TrailingStopLoss &&
+                o.type !== types_1.OrderType.StopLoss &&
+                o.type !== types_1.OrderType.TakeProfit);
+            const tslOrderIds = (0, lodash_1.flatten)(yield (0, p_iteration_1.mapSeries)(tslOrders, this.placeTrailingStopLoss));
+            const slOrTpOrderIds = (0, lodash_1.flatten)(yield (0, p_iteration_1.mapSeries)(slOrTpOrders, this.placeStopLossOrTakeProfit));
+            const normalOrdersPayloads = yield (0, p_iteration_1.mapSeries)(normalOrders, this.formatCreateOrder);
+            const normalOrderIds = yield this.placeOrderBatch((0, lodash_1.flatten)(normalOrdersPayloads));
+            return [...normalOrderIds, ...slOrTpOrderIds, ...tslOrderIds];
+        });
         this.placeStopLossOrTakeProfit = (opts) => tslib_1.__awaiter(this, void 0, void 0, function* () {
@@ -502,14 +457,19 @@ const payload = {
         this.cancelOrders = (orders) => tslib_1.__awaiter(this, void 0, void 0, function* () {
-            yield (0, p_iteration_1.forEachSeries)(orders, (order) => tslib_1.__awaiter(this, void 0, void 0, function* () {
-                const { data } = yield this.unlimitedXHR.post(bybit_types_1.ENDPOINTS.CANCEL_ORDER, {
+            yield (0, p_iteration_1.forEachSeries)((0, lodash_1.chunk)(orders, 10), (chunkOrders) => tslib_1.__awaiter(this, void 0, void 0, function* () {
+                const { data } = yield this.unlimitedXHR.post(bybit_types_1.ENDPOINTS.CANCEL_ORDERS, {
                     category: this.accountCategory,
-                    symbol: order.symbol,
-                    orderId: order.id,
+                    request: chunkOrders.map((o) => ({
+                        symbol: o.symbol,
+                        orderId: o.id,
+                    })),
                 });
-                if (data.retMsg === 'OK' || data.retMsg.includes('order not exists or')) {
-                    this.store.removeOrder(order);
-                }
-                else {
-                    this.emitter.emit('error', data.retMsg);
-                }
+                data.result.list.forEach((o, idx) => {
+                    const info = data.retExtInfo.list[idx];
+                    if (info.msg === 'OK' || info.msg.includes('Order does not exist')) {
+                        this.store.removeOrder({ id: o.orderId });
+                    }
+                    else {
+                        this.emitter.emit('error', info.msg);
+                    }
+                });
             }));
@@ -568,2 +528,64 @@ });
         });
+        this.formatCreateOrder = (opts) => tslib_1.__awaiter(this, void 0, void 0, function* () {
+            const market = this.store.markets.find(({ symbol }) => symbol === opts.symbol);
+            if (!market) {
+                throw new Error(`Market ${opts.symbol} not found`);
+            }
+            const positionIdx = yield this.getOrderPositionIdx(opts);
+            const maxSize = market.limits.amount.max;
+            const pPrice = market.precision.price;
+            const pAmount = market.precision.amount;
+            const amount = (0, safe_math_1.adjust)(opts.amount, pAmount);
+            const price = opts.price ? (0, safe_math_1.adjust)(opts.price, pPrice) : null;
+            const stopLoss = opts.stopLoss ? (0, safe_math_1.adjust)(opts.stopLoss, pPrice) : null;
+            const takeProfit = opts.takeProfit ? (0, safe_math_1.adjust)(opts.takeProfit, pPrice) : null;
+            const timeInForce = (0, inverse_obj_1.inverseObj)(bybit_types_1.ORDER_TIME_IN_FORCE)[opts.timeInForce || types_1.OrderTimeInForce.GoodTillCancel];
+            const req = (0, omit_undefined_1.omitUndefined)({
+                category: this.accountCategory,
+                symbol: opts.symbol,
+                side: (0, inverse_obj_1.inverseObj)(bybit_types_1.ORDER_SIDE)[opts.side],
+                orderType: (0, inverse_obj_1.inverseObj)(bybit_types_1.ORDER_TYPE)[opts.type],
+                qty: `${amount}`,
+                price: opts.type === types_1.OrderType.Limit ? `${price}` : undefined,
+                stopLoss: opts.stopLoss ? `${stopLoss}` : undefined,
+                takeProfit: opts.takeProfit ? `${takeProfit}` : undefined,
+                reduceOnly: opts.reduceOnly || false,
+                slTriggerBy: opts.stopLoss ? 'MarkPrice' : undefined,
+                tpTriggerBy: opts.takeProfit ? 'LastPrice' : undefined,
+                timeInForce: opts.type === types_1.OrderType.Limit ? timeInForce : undefined,
+                closeOnTrigger: false,
+                positionIdx,
+            });
+            const lots = amount > maxSize ? Math.ceil(amount / maxSize) : 1;
+            const rest = amount > maxSize ? (0, safe_math_1.adjust)(amount % maxSize, pAmount) : 0;
+            const lotSize = (0, safe_math_1.adjust)((amount - rest) / lots, pAmount);
+            const payloads = (0, times_1.default)(lots, (idx) => {
+                // We want to remove stopLoss and takeProfit from the rest of the orders
+                // because they are already set on the first one
+                const payload = idx > 0
+                    ? (0, omit_1.default)(req, ['stopLoss', 'takeProfit', 'slTriggerBy', 'tpTriggerBy'])
+                    : req;
+                return Object.assign(Object.assign({}, payload), { qty: `${lotSize}` });
+            });
+            if (rest)
+                payloads.push(Object.assign(Object.assign({}, req), { qty: `${rest}` }));
+            return payloads;
+        });
+        this.placeOrderBatch = (payloads) => tslib_1.__awaiter(this, void 0, void 0, function* () {
+            const responses = yield (0, p_iteration_1.mapSeries)((0, lodash_1.chunk)(payloads, 10), (batch) => tslib_1.__awaiter(this, void 0, void 0, function* () {
+                var _p, _q;
+                try {
+                    const { data } = yield this.unlimitedXHR.post(bybit_types_1.ENDPOINTS.CREATE_ORDERS, {
+                        category: this.accountCategory,
+                        request: batch,
+                    });
+                    return data.result.list.map((o) => o.orderId);
+                }
+                catch (err) {
+                    this.emitter.emit('error', ((_q = (_p = err === null || err === void 0 ? void 0 : err.response) === null || _p === void 0 ? void 0 : _p.data) === null || _q === void 0 ? void 0 : _q.retMsg) || err.message);
+                    return [];
+                }
+            }));
+            return (0, lodash_1.flatten)(responses);
+        });
         this.fetchPositionMode = (symbol) => tslib_1.__awaiter(this, void 0, void 0, function* () {
@@ -570,0 +592,0 @@ var _r, _s;

dist/exchanges/bybit/bybit.exchange.js.map

@@ -1,1 +0,1 @@
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dist/exchanges/bybit/bybit.types.d.ts

@@ -27,2 +27,3 @@ import type { Timeframe } from '../../types';
     CANCEL_ORDER: string;
+    CANCEL_ORDERS: string;
     CANCEL_SYMBOL_ORDERS: string;
@@ -34,2 +35,3 @@ POSITIONS: string;
     CREATE_ORDER: string;
+    CREATE_ORDERS: string;
     SET_POSITION_MODE: string;
@@ -36,0 +38,0 @@ };

dist/exchanges/bybit/bybit.types.js

@@ -29,2 +29,3 @@ "use strict";
     CANCEL_ORDER: '/v5/order/cancel',
+    CANCEL_ORDERS: '/v5/order/cancel-batch',
     CANCEL_SYMBOL_ORDERS: '/v5/order/cancel-all',
@@ -36,2 +37,3 @@ POSITIONS: '/v5/position/list',
     CREATE_ORDER: '/v5/order/create',
+    CREATE_ORDERS: '/v5/order/create-batch',
     SET_POSITION_MODE: '/v5/position/switch-mode',
@@ -38,0 +40,0 @@ };

dist/exchanges/bybit/bybit.types.js.map

@@ -1,1 +0,1 @@
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package.json

 {
   "name": "safe-cex",
-  "version": "8.5.6",
+  "version": "8.6.0",
   "main": "dist/index.js",
@@ -5,0 +5,0 @@ "license": "MIT",

New alerts

URL strings

Supply chain risk

Package contains fragments of external URLs or IP addresses, which the package may be accessing at runtime.

Fixed alerts

URL strings

Supply chain risk

Package contains fragments of external URLs or IP addresses, which the package may be accessing at runtime.

Improved metrics

Total package byte prevSize

999802

0.34%

Lines of code

11774

0.25%

No dependency changes