Paradex

Cargo.toml

@@ -37,6 +37,7 @@ base64 = "0.21"
 
 # Optional dependencies
 dotenv = { version = "0.15", optional = true }
+jsonwebtoken = "9.3.1"
 
 [lints.clippy]
 all = { level = "warn", priority = -1 }

docs/next_move_0704.md

@@ -0,0 +1,63 @@
+**LotusX Connector Layer — Cross-Exchange Arbitrage Readiness
+(English Summary in Markdown)**
+
+---
+
+## 1. Scope
+
+This document focuses **exclusively on the *connector layer*** of LotusX and outlines the technical work required to make it “arbitrage-ready”.
+
+---
+
+## 2. Capabilities Every Connector Must Expose
+
+| Module               | Goal                                                                                                 | Typical API                                                                       |
+| :------------------- | :--------------------------------------------------------------------------------------------------- | :-------------------------------------------------------------------------------- |
+| **Market Data**      | L2/L3 order-book, recent trades, candles, index price, funding rate, estimated liquidation price     | `get_orderbook(level)`, `get_trades`, `get_funding_rate`, `get_liquidation_price` |
+| **Trading**          | Beyond plain *place/cancel*: batch orders, amend, batch cancel, order-type flags (IOC/FOK/Post-Only) | `place_batch_orders`, `amend_order`, `cancel_batch`                               |
+| **Account / Assets** | Balances, positions, sub-accounts, leverage brackets, dynamic fee table                              | `get_balances`, `get_positions`, `get_fee_rates`, `get_leverage_bracket`          |
+| **Funds Transfer**   | Internal transfers / on-chain withdrawals (stub if not yet implemented)                              | `internal_transfer`, `withdraw`, `deposit_history`                                |
+| **System / Meta**    | Time sync, exchange status, rate limits                                                              | `sync_time`, `get_system_status`, `get_rate_limits`                               |
+| **Observability**    | Tracing span + metrics for every REST/WS call                                                        | `instrumented_client.request(...)`                                                |
+
+---
+
+## 3. Code-Level Improvements Still Missing
+
+| Topic                 | Current State                  | Action Items                                                                             |
+| :-------------------- | :----------------------------- | :--------------------------------------------------------------------------------------- |
+| **Unified Types**     | `price/qty` often `String`     | Switch to `rust_decimal::Decimal` with `serde` helpers; new-type-safe `Symbol`           |
+| **REST / WS Kernel**  | Each connector rolls its own   | Extract `RestClient` / `WsSession` traits handling signing, retries, rate limiting       |
+| **Feature Gating**    | Single crate builds everything | Convert to Cargo **workspace** (`lotusx-core` + `connector-*`), enable with `--features` |
+| **Error Granularity** | Generic `Other(String)`        | Use `thiserror` + fine-grained mapping of exchange error codes                           |
+| **Testing**           | Mostly unit tests              | CI on testnet (live order → query → cancel) + `vcr-rs` playback                          |
+| **Observability**     | Latency CLI only               | Integrate `tracing` + Prometheus (p95 RTT, WS drops, rate-limit hits)                    |
+
+---
+
+## 4. Next Exchanges to Add (Priority Order)
+
+1. **OKX** (spot + perp, excellent sub-account support)
+2. **Coinbase Advanced Trade API**
+3. **Kraken** (spot/futures)
+4. **Bitget** & **KuCoin**
+5. **Gate.io** / **BingX** (Asia-focused backup)
+
+---
+
+## 5. Six-Week Connector Roadmap
+
+| Week   | Milestone                     | Key Deliverables                                                                 |
+| :----- | :---------------------------- | :------------------------------------------------------------------------------- |
+| **W1** | Workspace & Abstractions      | `lotusx-core`, `connector-binance`…; implement `RestClient` + `WsSession` traits |
+| **W2** | Type Safety Upgrade           | Replace strings with `Decimal`, normalize `Symbol`                               |
+| **W3** | Rate-Limit & Retry Middleware | Unified `RateLimiter` & `RetryPolicy`, dynamic quotas                            |
+| **W4** | **OKX Connector MVP**         | Full market, trade, account coverage; CI on OKX testnet                          |
+| **W5** | Batch / Amend Support         | `place_batch`, `amend_order` for Binance & Bybit; benchmark latency              |
+| **W6** | Observability & Docs          | `tracing` + Prometheus metrics, README with Grafana dashboard sample             |
+
+---
+
+## 6. Summary
+
+Strengthening the connector layer along these axes—**capabilities, type safety, shared infrastructure, observability, and additional exchanges**—will transform LotusX into a plug-and-play, production-grade foundation for any cross-exchange arbitrage engine.