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unified-margin-client.ts
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unified-margin-client.ts
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/* eslint-disable max-len */
/* eslint-disable @typescript-eslint/no-explicit-any */
import {
APIResponseV3,
APIResponseWithTime,
InternalTransferRequest,
UM7DayTradingHistoryRequest,
UMActiveOrdersRequest,
UMBatchOrder,
UMBatchOrderCancel,
UMBatchOrderReplace,
UMBorrowHistoryRequest,
UMCancelAllOrdersRequest,
UMCancelOrderRequest,
UMCandlesRequest,
UMCategory,
UMExchangeCoinsRequest,
UMFundingRateHistoryRequest,
UMHistoricOrder,
UMHistoricOrdersRequest,
UMInstrumentInfo,
UMInstrumentInfoRequest,
UMModifyOrderRequest,
UMOpenInterestRequest,
UMOptionDeliveryPriceRequest,
UMOptionsSettlementHistoryRequest,
UMOrderRequest,
UMPaginatedResult,
UMPerpSettlementHistoryRequest,
UMPositionsRequest,
UMPublicTradesRequest,
UMSetTPSLRequest,
UMTransactionLogRequest,
} from './types';
import { REST_CLIENT_TYPE_ENUM } from './util';
import BaseRestClient from './util/BaseRestClient';
/**
* REST API client for Derivatives V3 unified margin APIs
* @deprecated WARNING
* These endpoints are being switched off gradually and are expected to be completely turned off by the end of 2024.
* They may stop working at any point before then.
* Please update your code as soon as possible to use the V5 APIs instead.
*/
export class UnifiedMarginClient extends BaseRestClient {
getClientType() {
return REST_CLIENT_TYPE_ENUM.v3;
}
async fetchServerTime(): Promise<number> {
const res = await this.getServerTime();
return Number(res.time_now);
}
/**
*
* 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<UMPaginatedResult<UMInstrumentInfo>>> {
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 recent trades */
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);
}
/**
*
* Unified Margin Account Endpoints
*
*/
/** -> Order API */
/** Place an order */
submitOrder(params: UMOrderRequest): Promise<APIResponseV3<any>> {
return this.postPrivate('/unified/v3/private/order/create', 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: UMModifyOrderRequest): Promise<APIResponseV3<any>> {
return this.postPrivate('/unified/v3/private/order/replace', params);
}
/** Cancel order */
cancelOrder(params: UMCancelOrderRequest): Promise<APIResponseV3<any>> {
return this.postPrivate('/unified/v3/private/order/cancel', params);
}
/** Query Open Orders */
getActiveOrders(params: UMActiveOrdersRequest): Promise<APIResponseV3<any>> {
return this.getPrivate('/unified/v3/private/order/unfilled-orders', 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: UMHistoricOrdersRequest,
): Promise<APIResponseV3<UMPaginatedResult<UMHistoricOrder>>> {
return this.getPrivate('/unified/v3/private/order/list', params);
}
/**
* This API provides the batch order mode under the unified margin account.
* Max 10 per request
*/
batchSubmitOrders(
category: UMCategory,
orders: UMBatchOrder[],
): Promise<APIResponseV3<any>> {
return this.postPrivate('/unified/v3/private/order/create-batch', {
category,
request: orders,
});
}
/**
* This interface can modify the open order information in batches.
* Currently, it is not supported to modify the conditional order information.
* Please note that only unfilled or partial filled orders can be modified.
* If both futures and options orders are in one request, only the orders matching the category will be operated according to the category type
*/
batchReplaceOrders(
category: UMCategory,
orders: UMBatchOrderReplace[],
): Promise<APIResponseV3<any>> {
return this.postPrivate('/unified/v3/private/order/replace-batch', {
category,
request: orders,
});
}
/**
* This API provides batch cancellation under the unified margin account.
* Order cancellation of futures and options cannot be canceled in one request at the same time.
* If both futures and options orders are in one request, only the orders matching the category will be operated according to the category type.
*/
batchCancelOrders(
category: UMCategory,
orders: UMBatchOrderCancel[],
): Promise<APIResponseV3<any>> {
return this.postPrivate('/unified/v3/private/order/cancel-batch', {
category,
request: orders,
});
}
/**
* This API provides the cancellation of all open orders under the unified margin account.
* Order cancellation of futures and options cannot be canceled in one request at the same time.
* If both futures and options orders are in one request, only the orders matching the category will be operated according to the category type.
*/
cancelAllOrders(
params: UMCancelAllOrdersRequest,
): Promise<APIResponseV3<any>> {
return this.postPrivate('/unified/v3/private/order/cancel-all', params);
}
/** -> Positions API */
/**
* Query my positions real-time. Accessing personal list of positions.
* Users can access their position holding information through this interface, such as the number of position holdings and wallet balance.
*/
getPositions(params: UMPositionsRequest): Promise<APIResponseV3<any>> {
return this.getPrivate('/unified/v3/private/position/list', params);
}
/** Leverage setting. */
setLeverage(
category: UMCategory,
symbol: string,
buyLeverage: number,
sellLeverage: number,
): Promise<APIResponseV3<any>> {
return this.postPrivate('/unified/v3/private/position/set-leverage', {
category,
symbol,
buyLeverage,
sellLeverage,
});
}
/**
* Switching the TP/SL mode to the cross margin mode or selected positions.
* When you set the TP/SL mode on the selected positions, the quantity of take-profit or stop-loss orders can be smaller than the position size. Please use Trading-Stop endpoint.
*/
setTPSLMode(
category: UMCategory,
symbol: string,
tpSlMode: 1 | 0,
): Promise<APIResponseV3<any>> {
return this.postPrivate('/unified/v3/private/position/tpsl/switch-mode', {
category,
symbol,
tpSlMode,
});
}
/** Set risk limit */
setRiskLimit(
category: UMCategory,
symbol: string,
riskId: number,
positionIdx: number,
): Promise<APIResponseV3<any>> {
return this.postPrivate('/unified/v3/private/position/set-risk-limit', {
category,
symbol,
riskId,
positionIdx,
});
}
/**
* Set position TP/SL and trailing stop.
* Pass the following parameters, then the system will create conditional orders.
* If the position is closed, the system will cancel these orders, and adjust the position size.
*/
setTPSL(params: UMSetTPSLRequest): Promise<APIResponseV3<any>> {
return this.postPrivate(
'/unified/v3/private/position/trading-stop',
params,
);
}
/**
* Access the user's filled history, ranked by time in descending order.
* There might be multiple filled histories for an order.
*/
get7DayTradingHistory(
params: UM7DayTradingHistoryRequest,
): Promise<APIResponseV3<any>> {
return this.getPrivate('/unified/v3/private/execution/list', params);
}
/** Query the settlement history, ranked by time in descending order. */
getOptionsSettlementHistory(
params: UMOptionsSettlementHistoryRequest,
): Promise<APIResponseV3<any>> {
return this.getPrivate('/unified/v3/private/delivery-record', params);
}
/** Query session settlement records, only for USDC perpetual */
getUSDCPerpetualSettlementHistory(
params: UMPerpSettlementHistoryRequest,
): Promise<APIResponseV3<any>> {
return this.getPrivate('/unified/v3/private/settlement-record', params);
}
/** -> Account API */
/** Query wallet balance */
getBalances(coin?: string): Promise<APIResponseV3<any>> {
return this.getPrivate('/unified/v3/private/account/wallet/balance', {
coin,
});
}
/**
* Upgrade to unified margin account.
* WARNING: This is currently not reversable!
*/
upgradeToUnifiedMargin(): Promise<APIResponseV3<any>> {
return this.postPrivate(
'/unified/v3/private/account/upgrade-unified-account',
);
}
/** Query trading history */
getTransactionLog(
params: UMTransactionLogRequest,
): Promise<APIResponseV3<any>> {
return this.getPrivate(
'/unified/v3/private/account/transaction-log',
params,
);
}
/** Fund transfer between accounts (v2) */
transferFunds(params: InternalTransferRequest): Promise<APIResponseV3<any>> {
return this.postPrivate('/asset/v1/private/transfer', params);
}
/** Exchange Coins */
getCoinExchangeHistory(
params?: UMExchangeCoinsRequest,
): Promise<APIResponseV3<any>> {
return this.getPrivate(
'/asset/v2/private/exchange/exchange-order-all',
params,
);
}
/** Get Borrow History */
getBorrowHistory(
params?: UMBorrowHistoryRequest,
): Promise<APIResponseV3<any>> {
return this.getPrivate(
'/unified/v3/private/account/borrow-history',
params,
);
}
/** Get Borrow Rate */
getBorrowRate(currency?: string): Promise<APIResponseV3<any>> {
return this.getPrivate('/unified/v3/private/account/borrow-rate', {
currency,
});
}
/**
*
* API Data Endpoints
*
*/
getServerTime(): Promise<APIResponseWithTime> {
return this.get('/v2/public/time');
}
}