trading-futures

永久先物取引 - API リファレンス完全版

データベースによる追跡、カスタム戦略、A/B テストを活用して、4 つの取引所でレバレッジ付き永久先物を取引できます。

4 つの取引所にわたる 200 以上のメソッド。この完全版リファレンスをご覧ください。

対応取引所

取引所	種類	最大レバレッジ	KYC	API メソッド
Binance Futures	CEX	125x	はい	55+
Bybit	CEX	100x	はい	50+
MEXC	CEX	200x	なし（少額の場合）	35+
Hyperliquid	DEX	50x	なし	60+

必須の環境変数

# Binance Futures
BINANCE_API_KEY=your_api_key
BINANCE_API_SECRET=your_api_secret

# Bybit
BYBIT_API_KEY=your_api_key
BYBIT_API_SECRET=your_api_secret

# MEXC (No KYC for small amounts)
MEXC_API_KEY=your_api_key
MEXC_API_SECRET=your_api_secret

# Hyperliquid (Fully decentralized, No KYC)
HYPERLIQUID_PRIVATE_KEY=your_private_key
HYPERLIQUID_WALLET_ADDRESS=0x...

# Optional: Database for trade tracking
DATABASE_URL=postgres://user:pass@localhost:5432/clodds

---

チャットコマンド

アカウントと残高

/futures balance [exchange]        # Check margin balance (all or specific)
/futures positions                 # View all open positions
/futures positions <exchange>      # View positions on specific exchange

ポジションの開始

/futures long <symbol> <size> [leverage]x    # Open long position
/futures short <symbol> <size> [leverage]x   # Open short position

# Examples:
/futures long BTCUSDT 0.1 10x      # Open 0.1 BTC long at 10x
/futures short ETHUSDT 1 20x       # Open 1 ETH short at 20x
/futures long BTCUSDT 0.01         # Use default leverage

利益確定と損切り

/futures tp <symbol> <price>       # Set take-profit
/futures sl <symbol> <price>       # Set stop-loss
/futures tpsl <symbol> <tp> <sl>   # Set both at once

# Examples:
/futures tp BTCUSDT 105000         # Take profit at $105k
/futures sl BTCUSDT 95000          # Stop loss at $95k
/futures tpsl BTCUSDT 105000 95000 # Both

ポジションの決済

/futures close <symbol>            # Close specific position
/futures close-all                 # Close ALL positions (all exchanges)
/futures close-all <exchange>      # Close all on specific exchange

市場データ

/futures markets [exchange]        # List available markets
/futures price <symbol>            # Get current price
/futures funding <symbol>          # Check funding rate
/futures orderbook <symbol>        # View orderbook depth

アカウント情報

/futures stats                     # Trade statistics from database
/futures history [symbol]          # Trade history
/futures pnl [period]              # P&L summary (day/week/month)

レバレッジと証拠金

/futures leverage <symbol> <value> # Set leverage
/futures margin <symbol> <mode>    # Set margin mode (cross/isolated)

---

TypeScript API リファレンス

クイックセットアップ

import { setupFromEnv } from 'clodds/trading/futures';

// Auto-configure from environment variables
const { clients, database, strategyEngine } = await setupFromEnv();

// Access individual clients
const binance = clients.binance;
const bybit = clients.bybit;
const mexc = clients.mexc;
const hyperliquid = clients.hyperliquid;

クライアントの手動セットアップ

import {
  BinanceFuturesClient,
  BybitFuturesClient,
  MexcFuturesClient,
  HyperliquidClient,
  FuturesDatabase,
  StrategyEngine,
} from 'clodds/trading/futures';

// Binance
const binance = new BinanceFuturesClient({
  apiKey: process.env.BINANCE_API_KEY!,
  apiSecret: process.env.BINANCE_API_SECRET!,
  testnet: false,  // true for testnet
});

// Bybit
const bybit = new BybitFuturesClient({
  apiKey: process.env.BYBIT_API_KEY!,
  apiSecret: process.env.BYBIT_API_SECRET!,
  testnet: false,
});

// MEXC (No KYC)
const mexc = new MexcFuturesClient({
  apiKey: process.env.MEXC_API_KEY!,
  apiSecret: process.env.MEXC_API_SECRET!,
});

// Hyperliquid (Decentralized, No KYC)
const hyperliquid = new HyperliquidClient({
  privateKey: process.env.HYPERLIQUID_PRIVATE_KEY!,
  walletAddress: process.env.HYPERLIQUID_WALLET_ADDRESS!,
  testnet: false,
});

---

Binance Futures API（55 以上のメソッド）

市場データ

// Prices & Tickers
await binance.getMarkPrice('BTCUSDT');
await binance.getTicker24h('BTCUSDT');
await binance.getAllTickers();
await binance.getBookTicker('BTCUSDT');

// Orderbook & Trades
await binance.getOrderBook('BTCUSDT', 100);
await binance.getRecentTrades('BTCUSDT', 500);
await binance.getHistoricalTrades('BTCUSDT', 500);
await binance.getAggTrades('BTCUSDT');

// Klines (Candlesticks)
await binance.getKlines('BTCUSDT', '1h', 100);
await binance.getContinuousKlines('BTCUSDT', '1h', 'PERPETUAL');
await binance.getIndexPriceKlines('BTCUSDT', '1h');
await binance.getMarkPriceKlines('BTCUSDT', '1h');
await binance.getPremiumIndexKlines('BTCUSDT', '1h');

// Funding Rates
await binance.getFundingRate('BTCUSDT');
await binance.getFundingRateHistory('BTCUSDT', 100);

// Market Info
await binance.getExchangeInfo();
await binance.getOpenInterest('BTCUSDT');
await binance.getOpenInterestHistory('BTCUSDT', '1h');

取引

// Place Orders
await binance.placeOrder({
  symbol: 'BTCUSDT',
  side: 'BUY',
  type: 'MARKET',
  quantity: 0.01,
});

await binance.placeOrder({
  symbol: 'BTCUSDT',
  side: 'BUY',
  type: 'LIMIT',
  quantity: 0.01,
  price: 95000,
  timeInForce: 'GTC',
});

// With TP/SL
await binance.placeOrder({
  symbol: 'BTCUSDT',
  side: 'BUY',
  type: 'MARKET',
  quantity: 0.01,
  takeProfit: 105000,
  stopLoss: 95000,
});

// Batch Orders
await binance.placeBatchOrders([
  { symbol: 'BTCUSDT', side: 'BUY', type: 'LIMIT', quantity: 0.01, price: 94000 },
  { symbol: 'BTCUSDT', side: 'BUY', type: 'LIMIT', quantity: 0.01, price: 93000 },
]);

// Modify & Cancel
await binance.modifyOrder('BTCUSDT', orderId, { quantity: 0.02 });
await binance.cancelOrder('BTCUSDT', orderId);
await binance.cancelAllOrders('BTCUSDT');
await binance.cancelBatchOrders('BTCUSDT', [orderId1, orderId2]);

// Auto-cancel
await binance.setAutoCancel(60000);  // Cancel all after 60s
await binance.cancelAutoCancel();

アカウントとポジション

// Account Info
await binance.getAccountInfo();
await binance.getBalance();
await binance.getPositions();
await binance.getPositionRisk();

// Orders & History
await binance.getOpenOrders();
await binance.getOpenOrders('BTCUSDT');
await binance.getAllOrders('BTCUSDT');
await binance.getOrder('BTCUSDT', orderId);
await binance.getTradeHistory('BTCUSDT');
await binance.getIncomeHistory();
await binance.getIncomeHistory('BTCUSDT', 'REALIZED_PNL');

// Commission
await binance.getCommissionRate('BTCUSDT');

リスク管理

// Leverage
await binance.setLeverage('BTCUSDT', 10);
await binance.getLeverageBrackets();
await binance.getLeverageBrackets('BTCUSDT');

// Margin Mode
await binance.setMarginType('BTCUSDT', 'ISOLATED');
await binance.modifyIsolatedMargin('BTCUSDT', 100, 'ADD');
await binance.modifyIsolatedMargin('BTCUSDT', 50, 'REDUCE');

// Position Mode
await binance.getPositionMode();
await binance.setPositionMode(true);  // Hedge mode
await binance.setPositionMode(false); // One-way mode

// Multi-Asset Mode
await binance.getMultiAssetMode();
await binance.setMultiAssetMode(true);

分析

// Market Analytics
await binance.getLongShortRatio('BTCUSDT', '1h');
await binance.getTopTraderLongShortRatio('BTCUSDT', '1h');
await binance.getTopTraderPositions('BTCUSDT', '1h');
await binance.getGlobalLongShortRatio('BTCUSDT', '1h');
await binance.getTakerBuySellVolume('BTCUSDT', '1h');

ステーキングと収益獲得

// Staking
await binance.getStakingProducts();
await binance.stake('BNB', 10);
await binance.unstake('BNB', 5);
await binance.getStakingHistory();
await binance.getStakingPositions();

交換

// Convert between assets
await binance.getConvertPairs('USDT', 'BTC');
await binance.sendQuote('USDT', 'BTC', 100);
await binance.acceptQuote(quoteId);
await binance.getConvertHistory();

ポートフォリオ証拠金

await binance.getPortfolioMarginAccount();
await binance.getPortfolioMarginBankruptcyLoan();
await binance.repayPortfolioMarginLoan();

---

Bybit API（50 以上のメソッド）

市場データ

await bybit.getTickers('linear');
await bybit.getTickers('linear', 'BTCUSDT');
await bybit.getOrderbook('BTCUSDT', 'linear');
await bybit.getKline('BTCUSDT', '1h', 'linear');
await bybit.getMarkPriceKline('BTCUSDT', '1h', 'linear');
await bybit.getIndexPriceKline('BTCUSDT', '1h', 'linear');
await bybit.getPremiumIndexPriceKline('BTCUSDT', '1h', 'linear');
await bybit.getInstrumentsInfo('linear');
await bybit.getFundingHistory('BTCUSDT', 'linear');
await bybit.getPublicTradingHistory('BTCUSDT', 'linear');
await bybit.getOpenInterest('BTCUSDT', 'linear', '1h');
await bybit.getHistoricalVolatility();
await bybit.getInsurance();
await bybit.getRiskLimit('linear');

取引

// Place Order
await bybit.placeOrder({
  category: 'linear',
  symbol: 'BTCUSDT',
  side: 'Buy',
  orderType: 'Market',
  qty: '0.01',
});

await bybit.placeOrder({
  category: 'linear',
  symbol: 'BTCUSDT',
  side: 'Buy',
  orderType: 'Limit',
  qty: '0.01',
  price: '95000',
  timeInForce: 'GTC',
});

// Batch Orders
await bybit.placeBatchOrders('linear', [
  { symbol: 'BTCUSDT', side: 'Buy', orderType: 'Limit', qty: '0.01', price: '94000' },
  { symbol: 'BTCUSDT', side: 'Buy', orderType: 'Limit', qty: '0.01', price: '93000' },
]);

// Modify & Cancel
await bybit.amendOrder({ category: 'linear', symbol: 'BTCUSDT', orderId, qty: '0.02' });
await bybit.cancelOrder({ category: 'linear', symbol: 'BTCUSDT', orderId });
await bybit.cancelAllOrders({ category: 'linear', symbol: 'BTCUSDT' });
await bybit.cancelBatchOrders('linear', [{ symbol: 'BTCUSDT', orderId }]);

アカウントとポジション

await bybit.getWalletBalance('UNIFIED');
await bybit.getPositionInfo('linear');
await bybit.getPositionInfo('linear', 'BTCUSDT');
await bybit.getOpenOrders('linear');
await bybit.getOrderHistory('linear');
await bybit.getExecutionList('linear');
await bybit.getClosedPnl('linear');
await bybit.getBorrowHistory();
await bybit.getCollateralInfo();
await bybit.getCoinGreeks();
await bybit.getFeeRate('linear', 'BTCUSDT');
await bybit.getAccountInfo();
await bybit.getTransactionLog();
await bybit.getMMPState('linear');
await bybit.setMMP({ baseCoin: 'BTC', window: '5000', frozenPeriod: '100', qtyLimit: '10', deltaLimit: '100' });
await bybit.resetMMP('BTC');

リスク管理

await bybit.setLeverage({ category: 'linear', symbol: 'BTCUSDT', buyLeverage: '10', sellLeverage: '10' });
await bybit.setMarginMode('ISOLATED_MARGIN');
await bybit.setPositionMode({ category: 'linear', mode: 0 });  // 0=one-way, 3=hedge
await bybit.setRiskLimit({ category: 'linear', symbol: 'BTCUSDT', riskId: 1 });
await bybit.setTradingStop({ category: 'linear', symbol: 'BTCUSDT', takeProfit: '105000', stopLoss: '95000' });
await bybit.setTpSlMode({ category: 'linear', symbol: 'BTCUSDT', tpSlMode: 'Full' });
await bybit.addOrReduceMargin({ category: 'linear', symbol: 'BTCUSDT', margin: '100' });
await bybit.switchCrossIsolatedMargin({ category: 'linear', symbol: 'BTCUSDT', tradeMode: 1, buyLeverage: '10', sellLeverage: '10' });

コピー取引

await bybit.getCopyTradingLeaders();
await bybit.followLeader(leaderId);
await bybit.unfollowLeader(leaderId);
await bybit.getCopyPositions();
await bybit.closeCopyPosition(symbol);

貸付と収益獲得

await bybit.getLendingProducts();
await bybit.depositToLending(productId, amount);
await bybit.redeemFromLending(productId, amount);
await bybit.getLendingOrders();
await bybit.getEarnProducts();
await bybit.getEarnOrders();

---

Hyperliquid API（60 以上のメソッド）

市場データ

await hyperliquid.getMeta();
await hyperliquid.getMetaAndAssetCtxs();
await hyperliquid.getAssetCtxs();
await hyperliquid.getAllMids();
await hyperliquid.getCandleSnapshot('BTC', '1h', startTime, endTime);
await hyperliquid.getL2Snapshot('BTC');
await hyperliquid.getFundingHistory('BTC', startTime, endTime);
await hyperliquid.getRecentTrades('BTC');
await hyperliquid.getPredictedFunding();

取引

// Place Order
await hyperliquid.placeOrder({
  asset: 'BTC',
  isBuy: true,
  sz: 0.01,
  limitPx: 95000,
  orderType: { limit: { tif: 'Gtc' } },
  reduceOnly: false,
});

// Market Order
await hyperliquid.placeOrder({
  asset: 'BTC',
  isBuy: true,
  sz: 0.01,
  limitPx: null,
  orderType: { market: {} },
});

// TWAP Order
await hyperliquid.placeTwapOrder({
  asset: 'BTC',
  isBuy: true,
  sz: 1.0,
  duration: 3600,  // 1 hour
  randomize: true,
});

// Modify & Cancel
await hyperliquid.modifyOrder(orderId, { sz: 0.02 });
await hyperliquid.cancelOrder('BTC', orderId);
await hyperliquid.cancelAllOrders();
await hyperliquid.cancelOrdersByCloid(['cloid1', 'cloid2']);

// Batch Operations
await hyperliquid.batchModifyOrders([{ oid: orderId1, sz: 0.02 }, { oid: orderId2, sz: 0.03 }]);

アカウントとポジション

await hyperliquid.getUserState(walletAddress);
await hyperliquid.getClearinghouseState(walletAddress);
await hyperliquid.getOpenOrders(walletAddress);
await hyperliquid.getFrontendOpenOrders(walletAddress);
await hyperliquid.getUserFills(walletAddress);
await hyperliquid.getUserFillsByTime(walletAddress, startTime, endTime);
await hyperliquid.getUserFunding(walletAddress);
await hyperliquid.getUserFundingHistory(walletAddress, startTime, endTime);
await hyperliquid.getHistoricalOrders(walletAddress);
await hyperliquid.getOrderStatus(walletAddress, orderId);
await hyperliquid.getTwapHistory(walletAddress);
await hyperliquid.getSubaccounts(walletAddress);

レバレッジと証拠金

await hyperliquid.updateLeverage('BTC', 10, false);  // false = cross
await hyperliquid.updateLeverage('BTC', 10, true);   // true = isolated
await hyperliquid.updateIsolatedMargin('BTC', 100);

資産の移動

await hyperliquid.usdTransfer(toAddress, amount);
await hyperliquid.spotTransfer(toAddress, token, amount);
await hyperliquid.withdraw(amount);
await hyperliquid.classTransfer(amount, toPerp);

現物取引

await hyperliquid.getSpotMeta();
await hyperliquid.getSpotMetaAndAssetCtxs();
await hyperliquid.getSpotClearinghouseState(walletAddress);
await hyperliquid.placeSpotOrder({
  asset: 'HYPE',
  isBuy: true,
  sz: 10,
  limitPx: 25,
});

Vault

await hyperliquid.getVaultDetails(vaultAddress);
await hyperliquid.getUserVaultEquities(walletAddress);
await hyperliquid.depositToVault(vaultAddress, amount);
await hyperliquid.withdrawFromVault(vaultAddress, amount);
await hyperliquid.getAllVaults();

ステーキング

await hyperliquid.getValidatorSummaries();
await hyperliquid.getUserStakingSummary(walletAddress);
await hyperliquid.stakeHype(amount, validatorAddress);
await hyperliquid.unstakeHype(amount, validatorAddress);
await hyperliquid.claimStakingRewards();

委任

await hyperliquid.getDelegatorSummary(walletAddress);
await hyperliquid.getDelegatorHistory(walletAddress);
await hyperliquid.delegate(amount, agentAddress);
await hyperliquid.undelegate(amount, agentAddress);

紹介と分析

await hyperliquid.getReferralState(walletAddress);
await hyperliquid.createReferralCode(code);
await hyperliquid.getReferredUsers(walletAddress);
await hyperliquid.getUserAnalytics(walletAddress);
await hyperliquid.getLeaderboard();
await hyperliquid.getMaxBuilderFee();

---

MEXC API（35 以上のメソッド）

市場データ

await mexc.getContractDetail('BTC_USDT');
await mexc.getAllContractDetails();
await mexc.getOrderbook('BTC_USDT');
await mexc.getKlines('BTC_USDT', '1h');
await mexc.getTicker('BTC_USDT');
await mexc.getAllTickers();
await mexc.getFundingRate('BTC_USDT');
await mexc.getFundingRateHistory('BTC_USDT');
await mexc.getOpenInterest('BTC_USDT');
await mexc.getRecentTrades('BTC_USDT');
await mexc.getIndexPrice('BTC_USDT');
await mexc.getFairPrice('BTC_USDT');

取引

// Place Order
await mexc.placeOrder({
  symbol: 'BTC_USDT',
  side: 1,  // 1=Open Long, 2=Close Short, 3=Open Short, 4=Close Long
  type: 5,  // 1=Limit, 2=Post Only, 3=IOC, 4=FOK, 5=Market
  vol: 1,   // Contracts
  leverage: 10,
});

// With TP/SL
await mexc.placeOrder({
  symbol: 'BTC_USDT',
  side: 1,
  type: 5,
  vol: 1,
  leverage: 10,
  takeProfit: 105000,
  stopLoss: 95000,
});

// Batch Orders
await mexc.placeBatchOrders([
  { symbol: 'BTC_USDT', side: 1, type: 1, vol: 1, price: 94000, leverage: 10 },
  { symbol: 'BTC_USDT', side: 1, type: 1, vol: 1, price: 93000, leverage: 10 },
]);

// Trigger Order
await mexc.placeTriggerOrder({
  symbol: 'BTC_USDT',
  side: 1,
  type: 1,
  vol: 1,
  triggerPrice: 96000,
  triggerType: 1,  // 1=Last Price, 2=Fair Price, 3=Index Price
  executionPrice: 96100,
  leverage: 10,
});

// Cancel
await mexc.cancelOrder('BTC_USDT', orderId);
await mexc.cancelAllOrders('BTC_USDT');
await mexc.cancelBatchOrders([orderId1, orderId2]);

アカウントとポジション

await mexc.getAccountInfo();
await mexc.getPositions();
await mexc.getPositions('BTC_USDT');
await mexc.getOpenOrders();
await mexc.getOpenOrders('BTC_USDT');
await mexc.getOrderHistory('BTC_USDT');
await mexc.getTradeHistory('BTC_USDT');
await mexc.getTriggerOrders();
await mexc.getStopOrders();
await mexc.getRiskLimit('BTC_USDT');
await mexc.getAssets();
await mexc.getAssetRecords();

リスク管理

await mexc.setLeverage('BTC_USDT', 10);
await mexc.changeMarginMode('BTC_USDT', 1);  // 1=Isolated, 2=Cross
await mexc.changePositionMode(1);  // 1=Hedge, 2=One-way
await mexc.autoAddMargin('BTC_USDT', true);

---

データベースによる追跡

データベースの初期化

import { FuturesDatabase } from 'clodds/trading/futures';

const db = new FuturesDatabase(process.env.DATABASE_URL!);
await db.initialize();  // Creates tables if not exist

取引の記録

await db.logTrade({
  exchange: 'binance',
  symbol: 'BTCUSDT',
  orderId: '12345',
  side: 'BUY',
  price: 95000,
  quantity: 0.01,
  realizedPnl: 50.25,
  commission: 0.95,
  commissionAsset: 'USDT',
  timestamp: Date.now(),
  isMaker: false,
  strategy: 'momentum',
  variant: 'aggressive',
});

取引の検索

// Get trades
const trades = await db.getTrades({ exchange: 'binance' });
const btcTrades = await db.getTrades({ exchange: 'binance', symbol: 'BTCUSDT' });
const recentTrades = await db.getTrades({ limit: 100 });

// Get statistics
const stats = await db.getTradeStats('binance');
// { totalTrades, winRate, totalPnl, avgPnl, bestTrade, worstTrade }

// Get variant performance
const results = await db.getVariantPerformance('momentum');
// { aggressive: { trades, pnl, winRate }, conservative: { ... } }

---

カスタム戦略

戦略インターフェース

import { FuturesStrategy, StrategySignal } from 'clodds/trading/futures';

interface FuturesStrategy {
  name: string;
  analyze(data: MarketData): Promise<StrategySignal | null>;
}

interface StrategySignal {
  action: 'BUY' | 'SELL' | 'CLOSE';
  symbol: string;
  confidence: number;  // 0-1
  reason: string;
  metadata?: Record<string, unknown>;
}

戦略の例

class RSIStrategy implements FuturesStrategy {
  name = 'rsi-strategy';

  constructor(private config: { period: number; oversold: number; overbought: number }) {}

  async analyze(data: MarketData): Promise<StrategySignal | null> {
    const rsi = calculateRSI(data.closes, this.config.period);

    if (rsi < this.config.oversold) {
      return {
        action: 'BUY',
        symbol: data.symbol,
        confidence: (this.config.oversold - rsi) / this.config.oversold,
        reason: `RSI oversold at ${rsi.toFixed(1)}`,
        metadata: { rsi },
      };
    }

    if (rsi > this.config.overbought) {
      return {
        action: 'SELL',
        symbol: data.symbol,
        confidence: (rsi - this.config.overbought) / (100 - this.config.overbought),
        reason: `RSI overbought at ${rsi.toFixed(1)}`,
        metadata: { rsi },
      };
    }

    return null;
  }
}

登録と実行

const engine = new StrategyEngine(db);
engine.registerStrategy(new RSIStrategy({ period: 14, oversold: 30, overbought: 70 }));

// A/B Test Variants
engine.registerVariant('rsi-strategy', 'aggressive', { oversold: 25, overbought: 75 });
engine.registerVariant('rsi-strategy', 'conservative', { oversold: 35, overbought: 65 });

---

組み込み戦略

戦略	ロジック	設定
MomentumStrategy	価格トレンドに追随	lookbackPeriod、threshold
MeanReversionStrategy	押し目で買い、上昇局面で売る	maPeriod、deviationMultiplier
GridStrategy	一定間隔で注文を配置	gridSize、levels、spacing

---

エラー処理

すべてのクライアントは型付きエラーをスローします。

import { FuturesError, InsufficientBalanceError, InvalidOrderError } from 'clodds/trading/futures';

try {
  await binance.placeOrder({ ... });
} catch (error) {
  if (error instanceof InsufficientBalanceError) {
    console.log('Not enough margin');
  } else if (error instanceof InvalidOrderError) {
    console.log('Invalid order params:', error.message);
  } else if (error instanceof FuturesError) {
    console.log('Exchange error:', error.code, error.message);
  }
}

---

レート制限

取引所	制限	備考
Binance	2400/min	IP ごと、ウェイト制
Bybit	120/min	エンドポイントごと
Hyperliquid	1200/min	ウォレットごと
MEXC	20/sec	IP ごと

すべてのクライアントは指数バックオフを使用して、レート制限に自動的に対処します。