Implements IExchange
Connection service routing exchange operations to correct ClientExchange instance.
Routes all IExchange method calls to the appropriate exchange implementation based on methodContextService.context.exchangeName. Uses memoization to cache ClientExchange instances for performance.
Key features:
constructor();
loggerService: any
executionContextService: any
exchangeSchemaService: any
methodContextService: any
getExchange: ((exchangeName: string) => ClientExchange) & IClearableMemoize<string> & IControlMemoize<string, ClientExchange>
Retrieves memoized ClientExchange instance for given exchange name.
Creates ClientExchange on first call, returns cached instance on subsequent calls. Cache key is exchangeName string.
getCandles: (symbol: string, interval: CandleInterval, limit: number) => Promise<ICandleData[]>
Fetches historical candles for symbol using configured exchange.
Routes to exchange determined by methodContextService.context.exchangeName.
getNextCandles: (symbol: string, interval: CandleInterval, limit: number) => Promise<ICandleData[]>
Fetches next batch of candles relative to executionContext.when.
Returns candles that come after the current execution timestamp. Used for backtest progression and live trading updates.
getAveragePrice: (symbol: string) => Promise<number>
Retrieves current average price for symbol.
In live mode: fetches real-time average price from exchange API. In backtest mode: calculates VWAP from candles in current timeframe.
formatPrice: (symbol: string, price: number) => Promise<string>
Formats price according to exchange-specific precision rules.
Ensures price meets exchange requirements for decimal places and tick size.
formatQuantity: (symbol: string, quantity: number) => Promise<string>
Formats quantity according to exchange-specific precision rules.
Ensures quantity meets exchange requirements for decimal places and lot size.