@jalmonter/ccxt
Version:
933 lines (929 loc) • 41.4 kB
JavaScript
'use strict';
var cryptocom$1 = require('../cryptocom.js');
var errors = require('../base/errors.js');
var Cache = require('../base/ws/Cache.js');
var sha256 = require('../static_dependencies/noble-hashes/sha256.js');
// ---------------------------------------------------------------------------
// ---------------------------------------------------------------------------
class cryptocom extends cryptocom$1 {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'watchBalance': true,
'watchTicker': true,
'watchTickers': false,
'watchMyTrades': true,
'watchTrades': true,
'watchTradesForSymbols': true,
'watchOrderBook': true,
'watchOrderBookForSymbols': true,
'watchOrders': true,
'watchOHLCV': true,
'watchPositions': true,
'createOrderWs': true,
'cancelOrderWs': true,
'cancelAllOrders': true,
},
'urls': {
'api': {
'ws': {
'public': 'wss://stream.crypto.com/exchange/v1/market',
'private': 'wss://stream.crypto.com/exchange/v1/user',
},
},
'test': {
'public': 'wss://uat-stream.3ona.co/exchange/v1/market',
'private': 'wss://uat-stream.3ona.co/exchange/v1/user',
},
},
'options': {
'watchPositions': {
'fetchPositionsSnapshot': true,
'awaitPositionsSnapshot': true, // whether to wait for the positions snapshot before providing updates
},
},
'streaming': {},
});
}
async pong(client, message) {
// {
// "id": 1587523073344,
// "method": "public/heartbeat",
// "code": 0
// }
try {
await client.send({ 'id': this.safeInteger(message, 'id'), 'method': 'public/respond-heartbeat' });
}
catch (e) {
const error = new errors.NetworkError(this.id + ' pong failed with error ' + this.json(e));
client.reset(error);
}
}
async watchOrderBook(symbol, limit = undefined, params = {}) {
/**
* @method
* @name cryptocom#watchOrderBook
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://exchange-docs.crypto.com/exchange/v1/rest-ws/index.html#book-instrument_name
* @param {string} symbol unified symbol of the market to fetch the order book for
* @param {int} [limit] the maximum amount of order book entries to return
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
*/
return await this.watchOrderBookForSymbols([symbol], limit, params);
}
async watchOrderBookForSymbols(symbols, limit = undefined, params = {}) {
/**
* @method
* @name cryptocom#watchOrderBook
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://exchange-docs.crypto.com/exchange/v1/rest-ws/index.html#book-instrument_name
* @param {string[]} symbols unified array of symbols
* @param {int} [limit] the maximum amount of order book entries to return
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
*/
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const topics = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const market = this.market(symbol);
const currentTopic = 'book' + '.' + market['id'];
topics.push(currentTopic);
}
const orderbook = await this.watchPublicMultiple(topics, topics, params);
return orderbook.limit();
}
handleOrderBookSnapshot(client, message) {
// full snapshot
//
// {
// "instrument_name":"LTC_USDT",
// "subscription":"book.LTC_USDT.150",
// "channel":"book",
// "depth":150,
// "data": [
// {
// "bids": [
// [122.21, 0.74041, 4]
// ],
// "asks": [
// [122.29, 0.00002, 1]
// ]
// "t": 1648123943803,
// "s":754560122
// }
// ]
// }
//
const messageHash = this.safeString(message, 'subscription');
const marketId = this.safeString(message, 'instrument_name');
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
let data = this.safeValue(message, 'data');
data = this.safeValue(data, 0);
const timestamp = this.safeInteger(data, 't');
const snapshot = this.parseOrderBook(data, symbol, timestamp);
snapshot['nonce'] = this.safeInteger(data, 's');
let orderbook = this.safeValue(this.orderbooks, symbol);
if (orderbook === undefined) {
const limit = this.safeInteger(message, 'depth');
orderbook = this.orderBook({}, limit);
}
orderbook.reset(snapshot);
this.orderbooks[symbol] = orderbook;
client.resolve(orderbook, messageHash);
}
async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name cryptocom#watchTrades
* @description get the list of most recent trades for a particular symbol
* @see https://exchange-docs.crypto.com/exchange/v1/rest-ws/index.html#trade-instrument_name
* @param {string} symbol unified symbol of the market to fetch trades for
* @param {int} [since] timestamp in ms of the earliest trade to fetch
* @param {int} [limit] the maximum amount of trades to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
*/
return await this.watchTradesForSymbols([symbol], since, limit, params);
}
async watchTradesForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name cryptocom#watchTradesForSymbols
* @description get the list of most recent trades for a particular symbol
* @see https://exchange-docs.crypto.com/exchange/v1/rest-ws/index.html#trade-instrument_name
* @param {string} symbol unified symbol of the market to fetch trades for
* @param {int} [since] timestamp in ms of the earliest trade to fetch
* @param {int} [limit] the maximum amount of trades to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
*/
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const topics = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const market = this.market(symbol);
const currentTopic = 'trade' + '.' + market['id'];
topics.push(currentTopic);
}
const trades = await this.watchPublicMultiple(topics, topics, params);
if (this.newUpdates) {
const first = this.safeValue(trades, 0);
const tradeSymbol = this.safeString(first, 'symbol');
limit = trades.getLimit(tradeSymbol, limit);
}
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
}
handleTrades(client, message) {
//
// {
// "code": 0,
// "method": "subscribe",
// "result": {
// "instrument_name": "BTC_USDT",
// "subscription": "trade.BTC_USDT",
// "channel": "trade",
// "data": [
// {
// "dataTime":1648122434405,
// "d":"2358394540212355488",
// "s":"SELL",
// "p":42980.85,
// "q":0.002325,
// "t":1648122434404,
// "i":"BTC_USDT"
// }
// (...)
// ]
// }
//
const channel = this.safeString(message, 'channel');
const marketId = this.safeString(message, 'instrument_name');
const symbolSpecificMessageHash = this.safeString(message, 'subscription');
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
let stored = this.safeValue(this.trades, symbol);
if (stored === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
stored = new Cache.ArrayCache(limit);
this.trades[symbol] = stored;
}
const data = this.safeValue(message, 'data', []);
const dataLength = data.length;
if (dataLength === 0) {
return;
}
const parsedTrades = this.parseTrades(data, market);
for (let j = 0; j < parsedTrades.length; j++) {
stored.append(parsedTrades[j]);
}
const channelReplaced = channel.replace('.' + marketId, '');
client.resolve(stored, symbolSpecificMessageHash);
client.resolve(stored, channelReplaced);
}
async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name cryptocom#watchMyTrades
* @description watches information on multiple trades made by the user
* @see https://exchange-docs.crypto.com/exchange/v1/rest-ws/index.html#user-trade-instrument_name
* @param {string} symbol unified market symbol of the market trades were made in
* @param {int} [since] the earliest time in ms to fetch trades for
* @param {int} [limit] the maximum number of trade structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure
*/
await this.loadMarkets();
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
symbol = market['symbol'];
}
let messageHash = 'user.trade';
messageHash = (market !== undefined) ? (messageHash + '.' + market['id']) : messageHash;
const trades = await this.watchPrivateSubscribe(messageHash, params);
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
}
async watchTicker(symbol, params = {}) {
/**
* @method
* @name cryptocom#watchTicker
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://exchange-docs.crypto.com/exchange/v1/rest-ws/index.html#ticker-instrument_name
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
await this.loadMarkets();
const market = this.market(symbol);
const messageHash = 'ticker' + '.' + market['id'];
return await this.watchPublic(messageHash, params);
}
handleTicker(client, message) {
//
// {
// "info":{
// "instrument_name":"BTC_USDT",
// "subscription":"ticker.BTC_USDT",
// "channel":"ticker",
// "data":[
// {
// "i":"BTC_USDT",
// "b":43063.19,
// "k":43063.2,
// "a":43063.19,
// "t":1648121165658,
// "v":43573.912409,
// "h":43498.51,
// "l":41876.58,
// "c":1087.43
// }
// ]
// }
// }
//
const messageHash = this.safeString(message, 'subscription');
const marketId = this.safeString(message, 'instrument_name');
const market = this.safeMarket(marketId);
const data = this.safeValue(message, 'data', []);
for (let i = 0; i < data.length; i++) {
const ticker = data[i];
const parsed = this.parseTicker(ticker, market);
const symbol = parsed['symbol'];
this.tickers[symbol] = parsed;
client.resolve(parsed, messageHash);
}
}
async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name cryptocom#watchOHLCV
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://exchange-docs.crypto.com/exchange/v1/rest-ws/index.html#candlestick-time_frame-instrument_name
* @param {string} symbol unified symbol of the market to fetch OHLCV data for
* @param {string} timeframe the length of time each candle represents
* @param {int} [since] timestamp in ms of the earliest candle to fetch
* @param {int} [limit] the maximum amount of candles to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
const interval = this.safeString(this.timeframes, timeframe, timeframe);
const messageHash = 'candlestick' + '.' + interval + '.' + market['id'];
const ohlcv = await this.watchPublic(messageHash, params);
if (this.newUpdates) {
limit = ohlcv.getLimit(symbol, limit);
}
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
}
handleOHLCV(client, message) {
//
// {
// "instrument_name": "BTC_USDT",
// "subscription": "candlestick.1m.BTC_USDT",
// "channel": "candlestick",
// "depth": 300,
// "interval": "1m",
// "data": [ [Object] ]
// }
//
const messageHash = this.safeString(message, 'subscription');
const marketId = this.safeString(message, 'instrument_name');
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const interval = this.safeString(message, 'interval');
const timeframe = this.findTimeframe(interval);
this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});
let stored = this.safeValue(this.ohlcvs[symbol], timeframe);
if (stored === undefined) {
const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
stored = new Cache.ArrayCacheByTimestamp(limit);
this.ohlcvs[symbol][timeframe] = stored;
}
const data = this.safeValue(message, 'data');
for (let i = 0; i < data.length; i++) {
const tick = data[i];
const parsed = this.parseOHLCV(tick, market);
stored.append(parsed);
}
client.resolve(stored, messageHash);
}
async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name cryptocom#watchOrders
* @description watches information on multiple orders made by the user
* @see https://exchange-docs.crypto.com/exchange/v1/rest-ws/index.html#user-order-instrument_name
* @param {string} symbol unified market symbol of the market orders were made in
* @param {int} [since] the earliest time in ms to fetch orders for
* @param {int} [limit] the maximum number of order structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
await this.loadMarkets();
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
symbol = market['symbol'];
}
let messageHash = 'user.order';
messageHash = (market !== undefined) ? (messageHash + '.' + market['id']) : messageHash;
const orders = await this.watchPrivateSubscribe(messageHash, params);
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
}
handleOrders(client, message, subscription = undefined) {
//
// {
// "method": "subscribe",
// "result": {
// "instrument_name": "ETH_CRO",
// "subscription": "user.order.ETH_CRO",
// "channel": "user.order",
// "data": [
// {
// "status": "ACTIVE",
// "side": "BUY",
// "price": 1,
// "quantity": 1,
// "order_id": "366455245775097673",
// "client_oid": "my_order_0002",
// "create_time": 1588758017375,
// "update_time": 1588758017411,
// "type": "LIMIT",
// "instrument_name": "ETH_CRO",
// "cumulative_quantity": 0,
// "cumulative_value": 0,
// "avg_price": 0,
// "fee_currency": "CRO",
// "time_in_force":"GOOD_TILL_CANCEL"
// }
// ],
// "channel": "user.order.ETH_CRO"
// }
// }
//
const channel = this.safeString(message, 'channel');
const symbolSpecificMessageHash = this.safeString(message, 'subscription');
const orders = this.safeValue(message, 'data', []);
const ordersLength = orders.length;
if (ordersLength > 0) {
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
this.orders = new Cache.ArrayCacheBySymbolById(limit);
}
const stored = this.orders;
const parsed = this.parseOrders(orders);
for (let i = 0; i < parsed.length; i++) {
stored.append(parsed[i]);
}
client.resolve(stored, symbolSpecificMessageHash);
// non-symbol specific
client.resolve(stored, channel); // channel might have a symbol-specific suffix
client.resolve(stored, 'user.order');
}
}
async watchPositions(symbols = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name cryptocom#watchPositions
* @description watch all open positions
* @see https://exchange-docs.crypto.com/exchange/v1/rest-ws/index.html#user-position_balance
* @param {string[]|undefined} symbols list of unified market symbols
* @param {object} params extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [position structure]{@link https://docs.ccxt.com/en/latest/manual.html#position-structure}
*/
await this.loadMarkets();
await this.authenticate();
const url = this.urls['api']['ws']['private'];
const id = this.nonce();
const request = {
'method': 'subscribe',
'params': {
'channels': ['user.position_balance'],
},
'nonce': id,
};
let messageHash = 'positions';
symbols = this.marketSymbols(symbols);
if (!this.isEmpty(symbols)) {
messageHash = '::' + symbols.join(',');
}
const client = this.client(url);
this.setPositionsCache(client, symbols);
const fetchPositionsSnapshot = this.handleOption('watchPositions', 'fetchPositionsSnapshot', true);
const awaitPositionsSnapshot = this.safeValue('watchPositions', 'awaitPositionsSnapshot', true);
if (fetchPositionsSnapshot && awaitPositionsSnapshot && this.positions === undefined) {
const snapshot = await client.future('fetchPositionsSnapshot');
return this.filterBySymbolsSinceLimit(snapshot, symbols, since, limit, true);
}
const newPositions = await this.watch(url, messageHash, this.extend(request, params));
if (this.newUpdates) {
return newPositions;
}
return this.filterBySymbolsSinceLimit(this.positions, symbols, since, limit, true);
}
setPositionsCache(client, type, symbols = undefined) {
const fetchPositionsSnapshot = this.handleOption('watchPositions', 'fetchPositionsSnapshot', false);
if (fetchPositionsSnapshot) {
const messageHash = 'fetchPositionsSnapshot';
if (!(messageHash in client.futures)) {
client.future(messageHash);
this.spawn(this.loadPositionsSnapshot, client, messageHash);
}
}
else {
this.positions = new Cache.ArrayCacheBySymbolBySide();
}
}
async loadPositionsSnapshot(client, messageHash) {
const positions = await this.fetchPositions();
this.positions = new Cache.ArrayCacheBySymbolBySide();
const cache = this.positions;
for (let i = 0; i < positions.length; i++) {
const position = positions[i];
const contracts = this.safeNumber(position, 'contracts', 0);
if (contracts > 0) {
cache.append(position);
}
}
// don't remove the future from the .futures cache
const future = client.futures[messageHash];
future.resolve(cache);
client.resolve(cache, 'positions');
}
handlePositions(client, message) {
//
// {
// "subscription": "user.position_balance",
// "channel": "user.position_balance",
// "data": [{
// "balances": [{
// "instrument_name": "USD",
// "quantity": "8.9979961950886",
// "update_timestamp_ms": 1695598760597,
// }],
// "positions": [{
// "account_id": "96a0edb1-afb5-4c7c-af89-5cb610319e2c",
// "instrument_name": "LTCUSD-PERP",
// "type": "PERPETUAL_SWAP",
// "quantity": "1.8",
// "cost": "114.766",
// "open_position_pnl": "-0.0216206",
// "session_pnl": "0.00962994",
// "update_timestamp_ms": 1695598760597,
// "open_pos_cost": "114.766",
// }],
// }],
// }
//
// each account is connected to a different endpoint
// and has exactly one subscriptionhash which is the account type
const data = this.safeValue(message, 'data', []);
const firstData = this.safeValue(data, 0, {});
const rawPositions = this.safeValue(firstData, 'positions', []);
if (this.positions === undefined) {
this.positions = new Cache.ArrayCacheBySymbolBySide();
}
const cache = this.positions;
const newPositions = [];
for (let i = 0; i < rawPositions.length; i++) {
const rawPosition = rawPositions[i];
const position = this.parsePosition(rawPosition);
newPositions.push(position);
cache.append(position);
}
const messageHashes = this.findMessageHashes(client, 'positions::');
for (let i = 0; i < messageHashes.length; i++) {
const messageHash = messageHashes[i];
const parts = messageHash.split('::');
const symbolsString = parts[1];
const symbols = symbolsString.split(',');
const positions = this.filterByArray(newPositions, 'symbol', symbols, false);
if (!this.isEmpty(positions)) {
client.resolve(positions, messageHash);
}
}
client.resolve(newPositions, 'positions');
}
async watchBalance(params = {}) {
/**
* @method
* @name cryptocom#watchBalance
* @description watch balance and get the amount of funds available for trading or funds locked in orders
* @see https://exchange-docs.crypto.com/exchange/v1/rest-ws/index.html#user-balance
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
*/
const messageHash = 'user.balance';
return await this.watchPrivateSubscribe(messageHash, params);
}
handleBalance(client, message) {
//
// {
// "id": 1,
// "method": "subscribe",
// "code": 0,
// "result": {
// "subscription": "user.balance",
// "channel": "user.balance",
// "data": [
// {
// "total_available_balance": "5.84684368",
// "total_margin_balance": "5.84684368",
// "total_initial_margin": "0",
// "total_maintenance_margin": "0",
// "total_position_cost": "0",
// "total_cash_balance": "6.44412101",
// "total_collateral_value": "5.846843685",
// "total_session_unrealized_pnl": "0",
// "instrument_name": "USD",
// "total_session_realized_pnl": "0",
// "position_balances": [
// {
// "quantity": "0.0002119875",
// "reserved_qty": "0",
// "collateral_weight": "0.9",
// "collateral_amount": "5.37549592",
// "market_value": "5.97277325",
// "max_withdrawal_balance": "0.00021198",
// "instrument_name": "BTC",
// "hourly_interest_rate": "0"
// },
// ],
// "total_effective_leverage": "0",
// "position_limit": "3000000",
// "used_position_limit": "0",
// "total_borrow": "0",
// "margin_score": "0",
// "is_liquidating": false,
// "has_risk": false,
// "terminatable": true
// }
// ]
// }
// }
//
const messageHash = this.safeString(message, 'subscription');
const data = this.safeValue(message, 'data', []);
const positionBalances = this.safeValue(data[0], 'position_balances', []);
this.balance['info'] = data;
for (let i = 0; i < positionBalances.length; i++) {
const balance = positionBalances[i];
const currencyId = this.safeString(balance, 'instrument_name');
const code = this.safeCurrencyCode(currencyId);
const account = this.account();
account['total'] = this.safeString(balance, 'quantity');
account['used'] = this.safeString(balance, 'reserved_qty');
this.balance[code] = account;
this.balance = this.safeBalance(this.balance);
}
client.resolve(this.balance, messageHash);
const messageHashRequest = this.safeString(message, 'id');
client.resolve(this.balance, messageHashRequest);
}
async createOrderWs(symbol, type, side, amount, price = undefined, params = {}) {
/**
* @method
* @name cryptocom#createOrderWs
* @see https://exchange-docs.crypto.com/exchange/v1/rest-ws/index.html#private-create-order
* @description create a trade order
* @param {string} symbol unified symbol of the market to create an order in
* @param {string} type 'market' or 'limit'
* @param {string} side 'buy' or 'sell'
* @param {float} amount how much of currency you want to trade in units of base currency
* @param {float} [price] the price at which the order is to be fullfilled, in units of the quote currency, ignored in market orders
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
await this.loadMarkets();
params = this.createOrderRequest(symbol, type, side, amount, price, params);
const request = {
'method': 'private/create-order',
'params': params,
};
const messageHash = this.nonce();
return await this.watchPrivateRequest(messageHash, request);
}
handleOrder(client, message) {
//
// {
// "id": 1,
// "method": "private/create-order",
// "code": 0,
// "result": {
// "client_oid": "c5f682ed-7108-4f1c-b755-972fcdca0f02",
// "order_id": "18342311"
// }
// }
//
const messageHash = this.safeString(message, 'id');
const rawOrder = this.safeValue(message, 'result', {});
const order = this.parseOrder(rawOrder);
client.resolve(order, messageHash);
}
async cancelOrderWs(id, symbol = undefined, params = {}) {
/**
* @method
* @name cryptocom#cancelOrder
* @description cancels an open order
* @see https://exchange-docs.crypto.com/exchange/v1/rest-ws/index.html#private-cancel-order
* @param {string} id the order id of the order to cancel
* @param {string} [symbol] unified symbol of the market the order was made in
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
await this.loadMarkets();
params = this.extend({
'order_id': id,
}, params);
const request = {
'method': 'private/cancel-order',
'params': params,
};
const messageHash = this.nonce();
return await this.watchPrivateRequest(messageHash, request);
}
async cancelAllOrdersWs(symbol = undefined, params = {}) {
/**
* @method
* @name cryptocom#cancelAllOrdersWs
* @description cancel all open orders
* @see https://exchange-docs.crypto.com/exchange/v1/rest-ws/index.html#private-cancel-all-orders
* @param {string} symbol unified market symbol of the orders to cancel
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} Returns exchange raw message {@link https://docs.ccxt.com/#/?id=order-structure}
*/
await this.loadMarkets();
let market = undefined;
const request = {
'method': 'private/cancel-all-orders',
'params': this.extend({}, params),
};
if (symbol !== undefined) {
market = this.market(symbol);
request['params']['instrument_name'] = market['id'];
}
const messageHash = this.nonce();
return await this.watchPrivateRequest(messageHash, request);
}
handleCancelAllOrders(client, message) {
//
// {
// "id": 1688914586647,
// "method": "private/cancel-all-orders",
// "code": 0
// }
//
const messageHash = this.safeString(message, 'id');
client.resolve(message, messageHash);
}
async watchPublic(messageHash, params = {}) {
const url = this.urls['api']['ws']['public'];
const id = this.nonce();
const request = {
'method': 'subscribe',
'params': {
'channels': [messageHash],
},
'nonce': id,
};
const message = this.extend(request, params);
return await this.watch(url, messageHash, message, messageHash);
}
async watchPublicMultiple(messageHashes, topics, params = {}) {
const url = this.urls['api']['ws']['public'];
const id = this.nonce();
const request = {
'method': 'subscribe',
'params': {
'channels': topics,
},
'nonce': id,
};
const message = this.extend(request, params);
return await this.watchMultiple(url, messageHashes, message, messageHashes);
}
async watchPrivateRequest(nonce, params = {}) {
await this.authenticate();
const url = this.urls['api']['ws']['private'];
const request = {
'id': nonce,
'nonce': nonce,
};
const message = this.extend(request, params);
return await this.watch(url, nonce.toString(), message, true);
}
async watchPrivateSubscribe(messageHash, params = {}) {
await this.authenticate();
const url = this.urls['api']['ws']['private'];
const id = this.nonce();
const request = {
'method': 'subscribe',
'params': {
'channels': [messageHash],
},
'nonce': id,
};
const message = this.extend(request, params);
return await this.watch(url, messageHash, message, messageHash);
}
handleErrorMessage(client, message) {
//
// {
// "id": 0,
// "code": 10004,
// "method": "subscribe",
// "message": "invalid channel {"channels":["trade.BTCUSD-PERP"]}"
// }
//
const errorCode = this.safeString(message, 'code');
try {
if (errorCode && errorCode !== '0') {
const feedback = this.id + ' ' + this.json(message);
this.throwExactlyMatchedException(this.exceptions['exact'], errorCode, feedback);
const messageString = this.safeValue(message, 'message');
if (messageString !== undefined) {
this.throwBroadlyMatchedException(this.exceptions['broad'], messageString, feedback);
}
}
return false;
}
catch (e) {
if (e instanceof errors.AuthenticationError) {
const messageHash = 'authenticated';
client.reject(e, messageHash);
if (messageHash in client.subscriptions) {
delete client.subscriptions[messageHash];
}
}
else {
client.reject(e);
}
return true;
}
}
handleSubscribe(client, message) {
const methods = {
'candlestick': this.handleOHLCV,
'ticker': this.handleTicker,
'trade': this.handleTrades,
'book': this.handleOrderBookSnapshot,
'user.order': this.handleOrders,
'user.trade': this.handleTrades,
'user.balance': this.handleBalance,
'user.position_balance': this.handlePositions,
};
const result = this.safeValue2(message, 'result', 'info');
const channel = this.safeString(result, 'channel');
if ((channel !== undefined) && channel.indexOf('user.trade') > -1) {
// channel might be user.trade.BTC_USDT
this.handleTrades(client, result);
}
if ((channel !== undefined) && channel.startsWith('user.order')) {
// channel might be user.order.BTC_USDT
this.handleOrders(client, result);
}
const method = this.safeValue(methods, channel);
if (method !== undefined) {
method.call(this, client, result);
}
}
handleMessage(client, message) {
//
// ping
// {
// "id": 1587523073344,
// "method": "public/heartbeat",
// "code": 0
// }
// auth
// { id: 1648132625434, method: "public/auth", code: 0 }
// ohlcv
// {
// "code": 0,
// "method": "subscribe",
// "result": {
// "instrument_name": "BTC_USDT",
// "subscription": "candlestick.1m.BTC_USDT",
// "channel": "candlestick",
// "depth": 300,
// "interval": "1m",
// "data": [ [Object] ]
// }
// }
// ticker
// {
// "info":{
// "instrument_name":"BTC_USDT",
// "subscription":"ticker.BTC_USDT",
// "channel":"ticker",
// "data":[ { } ]
//
if (this.handleErrorMessage(client, message)) {
return;
}
const method = this.safeString(message, 'method');
const methods = {
'': this.handlePing,
'public/heartbeat': this.handlePing,
'public/auth': this.handleAuthenticate,
'private/create-order': this.handleOrder,
'private/cancel-order': this.handleOrder,
'private/cancel-all-orders': this.handleCancelAllOrders,
'private/close-position': this.handleOrder,
'subscribe': this.handleSubscribe,
};
const callMethod = this.safeValue(methods, method);
if (callMethod !== undefined) {
callMethod.call(this, client, message);
}
}
async authenticate(params = {}) {
this.checkRequiredCredentials();
const url = this.urls['api']['ws']['private'];
const client = this.client(url);
const messageHash = 'authenticated';
const future = client.future(messageHash);
const authenticated = this.safeValue(client.subscriptions, messageHash);
if (authenticated === undefined) {
const method = 'public/auth';
const nonce = this.nonce().toString();
const auth = method + nonce + this.apiKey + nonce;
const signature = this.hmac(this.encode(auth), this.encode(this.secret), sha256.sha256);
const request = {
'id': nonce,
'nonce': nonce,
'method': method,
'api_key': this.apiKey,
'sig': signature,
};
const message = this.extend(request, params);
this.watch(url, messageHash, message, messageHash);
}
return future;
}
handlePing(client, message) {
this.spawn(this.pong, client, message);
}
handleAuthenticate(client, message) {
//
// { id: 1648132625434, method: "public/auth", code: 0 }
//
const future = this.safeValue(client.futures, 'authenticated');
future.resolve(true);
}
}
module.exports = cryptocom;