@kraken-crypto/ccxt
Version:
A cryptocurrency trading API with more than 100 exchanges in JavaScript / TypeScript / Python / C# / PHP / Go
1,321 lines • 57.8 kB
JavaScript
// ---------------------------------------------------------------------------
import backpackRest from '../backpack.js';
import { ArgumentsRequired, ExchangeError } from '../base/errors.js';
import { ArrayCache, ArrayCacheBySymbolById, ArrayCacheByTimestamp } from '../base/ws/Cache.js';
import { eddsa } from '../base/functions/crypto.js';
import { ed25519 } from '../static_dependencies/noble-curves/ed25519.js';
// ---------------------------------------------------------------------------
export default class backpack extends backpackRest {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'watchBalance': false,
'watchBidsAsks': true,
'watchMyTrades': false,
'watchOHLCV': true,
'watchOHLCVForSymbols': true,
'watchOrderBook': true,
'watchOrderBookForSymbols': true,
'watchOrders': true,
'watchPositions': true,
'watchTicker': true,
'watchTickers': true,
'watchTrades': true,
'watchTradesForSymbols': true,
'unwatchBidsAsks': true,
'unwatchOHLCV': true,
'unwatchOHLCVForSymbols': true,
'unwatchOrderBook': true,
'unwatchOrderBookForSymbols': true,
'unwatchTicker': true,
'unwatchTickers': true,
'unWatchTrades': true,
'unWatchTradesForSymbols': true,
'unWatchOrders': true,
'unWatchPositions': true,
},
'urls': {
'api': {
'ws': {
'public': 'wss://ws.backpack.exchange',
'private': 'wss://ws.backpack.exchange',
},
},
},
'options': {
'timeframes': {},
},
'streaming': {
'ping': this.ping,
'keepAlive': 119000,
},
});
}
async watchPublic(topics, messageHashes, params = {}, unwatch = false) {
await this.loadMarkets();
const url = this.urls['api']['ws']['public'];
const method = unwatch ? 'UNSUBSCRIBE' : 'SUBSCRIBE';
const request = {
'method': method,
'params': topics,
};
const message = this.deepExtend(request, params);
if (unwatch) {
this.handleUnsubscriptions(url, messageHashes, message);
return undefined;
}
return await this.watchMultiple(url, messageHashes, message, messageHashes);
}
async watchPrivate(topics, messageHashes, params = {}, unwatch = false) {
this.checkRequiredCredentials();
const url = this.urls['api']['ws']['private'];
const instruction = 'subscribe';
const ts = this.nonce().toString();
const method = unwatch ? 'UNSUBSCRIBE' : 'SUBSCRIBE';
const recvWindow = this.safeString2(this.options, 'recvWindow', 'X-Window', '5000');
const payload = 'instruction=' + instruction + '&' + 'timestamp=' + ts + '&window=' + recvWindow;
const secretBytes = this.base64ToBinary(this.secret);
const seed = this.arraySlice(secretBytes, 0, 32);
const signature = eddsa(this.encode(payload), seed, ed25519);
const request = {
'method': method,
'params': topics,
'signature': [this.apiKey, signature, ts, recvWindow],
};
const message = this.deepExtend(request, params);
if (unwatch) {
this.handleUnsubscriptions(url, messageHashes, message);
return undefined;
}
return await this.watchMultiple(url, messageHashes, message, messageHashes);
}
handleUnsubscriptions(url, messageHashes, message) {
const client = this.client(url);
this.watchMultiple(url, messageHashes, message, messageHashes);
for (let i = 0; i < messageHashes.length; i++) {
const messageHash = messageHashes[i];
const subMessageHash = messageHash.replace('unsubscribe:', '');
this.cleanUnsubscription(client, subMessageHash, messageHash);
if (messageHash.indexOf('ticker') >= 0) {
const symbol = messageHash.replace('unsubscribe:ticker:', '');
if (symbol in this.tickers) {
delete this.tickers[symbol];
}
}
else if (messageHash.indexOf('bidask') >= 0) {
const symbol = messageHash.replace('unsubscribe:bidask:', '');
if (symbol in this.bidsasks) {
delete this.bidsasks[symbol];
}
}
else if (messageHash.indexOf('candles') >= 0) {
const splitHashes = messageHash.split(':');
const symbol = this.safeString(splitHashes, 2);
const timeframe = this.safeString(splitHashes, 3);
if (symbol in this.ohlcvs) {
if (timeframe in this.ohlcvs[symbol]) {
delete this.ohlcvs[symbol][timeframe];
}
}
}
else if (messageHash.indexOf('orderbook') >= 0) {
const symbol = messageHash.replace('unsubscribe:orderbook:', '');
if (symbol in this.orderbooks) {
delete this.orderbooks[symbol];
}
}
else if (messageHash.indexOf('trades') >= 0) {
const symbol = messageHash.replace('unsubscribe:trades:', '');
if (symbol in this.trades) {
delete this.trades[symbol];
}
}
else if (messageHash.indexOf('orders') >= 0) {
if (messageHash === 'unsubscribe:orders') {
const cache = this.orders;
const keys = Object.keys(cache);
for (let j = 0; j < keys.length; j++) {
const symbol = keys[j];
delete this.orders[symbol];
}
}
else {
const symbol = messageHash.replace('unsubscribe:orders:', '');
if (symbol in this.orders) {
delete this.orders[symbol];
}
}
}
else if (messageHash.indexOf('positions') >= 0) {
if (messageHash === 'unsubscribe:positions') {
const cache = this.positions;
const keys = Object.keys(cache);
for (let j = 0; j < keys.length; j++) {
const symbol = keys[j];
delete this.positions[symbol];
}
}
else {
const symbol = messageHash.replace('unsubscribe:positions:', '');
if (symbol in this.positions) {
delete this.positions[symbol];
}
}
}
}
}
/**
* @method
* @name backpack#watchTicker
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://docs.backpack.exchange/#tag/Streams/Public/Ticker
* @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}
*/
async watchTicker(symbol, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
const topic = 'ticker' + '.' + market['id'];
const messageHash = 'ticker' + ':' + symbol;
return await this.watchPublic([topic], [messageHash], params);
}
/**
* @method
* @name backpack#unWatchTicker
* @description unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://docs.backpack.exchange/#tag/Streams/Public/Ticker
* @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}
*/
async unWatchTicker(symbol, params = {}) {
return await this.unWatchTickers([symbol], params);
}
/**
* @method
* @name backpack#watchTickers
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
* @see https://docs.backpack.exchange/#tag/Streams/Public/Ticker
* @param {string[]} symbols 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}
*/
async watchTickers(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false);
const messageHashes = [];
const topics = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const marketId = this.marketId(symbol);
messageHashes.push('ticker:' + symbol);
topics.push('ticker.' + marketId);
}
await this.watchPublic(topics, messageHashes, params);
return this.filterByArray(this.tickers, 'symbol', symbols);
}
/**
* @method
* @name backpack#unWatchTickers
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
* @see https://docs.backpack.exchange/#tag/Streams/Public/Ticker
* @param {string[]} symbols 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}
*/
async unWatchTickers(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false);
const topics = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const marketId = this.marketId(symbol);
topics.push('ticker.' + marketId);
messageHashes.push('unsubscribe:ticker:' + symbol);
}
return await this.watchPublic(topics, messageHashes, params, true);
}
handleTicker(client, message) {
//
// {
// data: {
// E: '1754176123312507',
// V: '19419526.742584',
// c: '3398.57',
// e: 'ticker',
// h: '3536.65',
// l: '3371.8',
// n: 17152,
// o: '3475.45',
// s: 'ETH_USDC',
// v: '5573.5827'
// },
// stream: 'bookTicker.ETH_USDC'
// }
//
const ticker = this.safeDict(message, 'data', {});
const marketId = this.safeString(ticker, 's');
const market = this.safeMarket(marketId);
const symbol = this.safeSymbol(marketId, market);
const parsedTicker = this.parseWsTicker(ticker, market);
const messageHash = 'ticker' + ':' + symbol;
this.tickers[symbol] = parsedTicker;
client.resolve(parsedTicker, messageHash);
}
parseWsTicker(ticker, market = undefined) {
//
// {
// E: '1754178406415232',
// V: '19303818.6923',
// c: '3407.54',
// e: 'ticker',
// h: '3536.65',
// l: '3369.18',
// n: 17272,
// o: '3481.71',
// s: 'ETH_USDC',
// v: '5542.3911'
// }
//
const microseconds = this.safeInteger(ticker, 'E');
const timestamp = this.parseToInt(microseconds / 1000);
const marketId = this.safeString(ticker, 's');
market = this.safeMarket(marketId, market);
const symbol = this.safeSymbol(marketId, market);
const last = this.safeString(ticker, 'c');
const open = this.safeString(ticker, 'o');
return this.safeTicker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'high': this.safeNumber(ticker, 'h'),
'low': this.safeNumber(ticker, 'l'),
'bid': undefined,
'bidVolume': undefined,
'ask': undefined,
'askVolume': undefined,
'vwap': undefined,
'open': open,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': this.safeString(ticker, 'v'),
'quoteVolume': this.safeString(ticker, 'V'),
'info': ticker,
}, market);
}
/**
* @method
* @name backpack#watchBidsAsks
* @description watches best bid & ask for symbols
* @see https://docs.backpack.exchange/#tag/Streams/Public/Book-ticker
* @param {string[]} symbols 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}
*/
async watchBidsAsks(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false);
const topics = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const marketId = this.marketId(symbol);
topics.push('bookTicker.' + marketId);
messageHashes.push('bidask:' + symbol);
}
await this.watchPublic(topics, messageHashes, params);
return this.filterByArray(this.bidsasks, 'symbol', symbols);
}
/**
* @method
* @name backpack#unWatchBidsAsks
* @description unWatches best bid & ask for symbols
* @param {string[]} symbols 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}
*/
async unWatchBidsAsks(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false);
const topics = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const marketId = this.marketId(symbol);
topics.push('bookTicker.' + marketId);
messageHashes.push('unsubscribe:bidask:' + symbol);
}
return await this.watchPublic(topics, messageHashes, params, true);
}
handleBidAsk(client, message) {
//
// {
// data: {
// A: '0.4087',
// B: '0.0020',
// E: '1754517402450016',
// T: '1754517402449064',
// a: '3667.50',
// b: '3667.49',
// e: 'bookTicker',
// s: 'ETH_USDC',
// u: 1328288557
// },
// stream: 'bookTicker.ETH_USDC'
// }
const data = this.safeDict(message, 'data', {});
const marketId = this.safeString(data, 's');
const market = this.safeMarket(marketId);
const symbol = this.safeSymbol(marketId, market);
const parsedBidAsk = this.parseWsBidAsk(data, market);
const messageHash = 'bidask' + ':' + symbol;
this.bidsasks[symbol] = parsedBidAsk;
client.resolve(parsedBidAsk, messageHash);
}
parseWsBidAsk(ticker, market = undefined) {
//
// {
// A: '0.4087',
// B: '0.0020',
// E: '1754517402450016',
// T: '1754517402449064',
// a: '3667.50',
// b: '3667.49',
// e: 'bookTicker',
// s: 'ETH_USDC',
// u: 1328288557
// }
//
const marketId = this.safeString(ticker, 's');
market = this.safeMarket(marketId, market);
const symbol = this.safeString(market, 'symbol');
const microseconds = this.safeInteger(ticker, 'E');
const timestamp = this.parseToInt(microseconds / 1000);
const ask = this.safeString(ticker, 'a');
const askVolume = this.safeString(ticker, 'A');
const bid = this.safeString(ticker, 'b');
const bidVolume = this.safeString(ticker, 'B');
return this.safeTicker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'ask': ask,
'askVolume': askVolume,
'bid': bid,
'bidVolume': bidVolume,
'info': ticker,
}, market);
}
/**
* @method
* @name backpack#watchOHLCV
* @description watches historical candlestick data containing the open, high, low, close price, and the volume of a market
* @see https://docs.backpack.exchange/#tag/Streams/Public/K-Line
* @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
*/
async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
const result = await this.watchOHLCVForSymbols([[symbol, timeframe]], since, limit, params);
return result[symbol][timeframe];
}
/**
* @method
* @name backpack#unWatchOHLCV
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://docs.backpack.exchange/#tag/Streams/Public/K-Line
* @param {string} symbol unified symbol of the market to fetch OHLCV data for
* @param {string} timeframe the length of time each candle represents
* @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
*/
async unWatchOHLCV(symbol, timeframe = '1m', params = {}) {
return await this.unWatchOHLCVForSymbols([[symbol, timeframe]], params);
}
/**
* @method
* @name backpack#watchOHLCVForSymbols
* @description watches historical candlestick data containing the open, high, low, close price, and the volume of a market
* @see https://docs.backpack.exchange/#tag/Streams/Public/K-Line
* @param {string[][]} symbolsAndTimeframes array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/USDT', '1m'], ['LTC/USDT', '5m']]
* @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
*/
async watchOHLCVForSymbols(symbolsAndTimeframes, since = undefined, limit = undefined, params = {}) {
const symbolsLength = symbolsAndTimeframes.length;
if (symbolsLength === 0 || !Array.isArray(symbolsAndTimeframes[0])) {
throw new ArgumentsRequired(this.id + " watchOHLCVForSymbols() requires a an array of symbols and timeframes, like ['ETH/USDC', '1m']");
}
await this.loadMarkets();
const topics = [];
const messageHashes = [];
for (let i = 0; i < symbolsAndTimeframes.length; i++) {
const symbolAndTimeframe = symbolsAndTimeframes[i];
const marketId = this.safeString(symbolAndTimeframe, 0);
const market = this.market(marketId);
const tf = this.safeString(symbolAndTimeframe, 1);
const interval = this.safeString(this.timeframes, tf, tf);
topics.push('kline.' + interval + '.' + market['id']);
messageHashes.push('candles:' + market['symbol'] + ':' + interval);
}
const [symbol, timeframe, candles] = await this.watchPublic(topics, messageHashes, params);
if (this.newUpdates) {
limit = candles.getLimit(symbol, limit);
}
const filtered = this.filterBySinceLimit(candles, since, limit, 0, true);
return this.createOHLCVObject(symbol, timeframe, filtered);
}
/**
* @method
* @name backpack#unWatchOHLCVForSymbols
* @description unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://docs.backpack.exchange/#tag/Streams/Public/K-Line
* @param {string[][]} symbolsAndTimeframes array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/USDT', '1m'], ['LTC/USDT', '5m']]
* @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
*/
async unWatchOHLCVForSymbols(symbolsAndTimeframes, params = {}) {
const symbolsLength = symbolsAndTimeframes.length;
if (symbolsLength === 0 || !Array.isArray(symbolsAndTimeframes[0])) {
throw new ArgumentsRequired(this.id + " unWatchOHLCVForSymbols() requires a an array of symbols and timeframes, like ['ETH/USDC', '1m']");
}
await this.loadMarkets();
const topics = [];
const messageHashes = [];
for (let i = 0; i < symbolsAndTimeframes.length; i++) {
const symbolAndTimeframe = symbolsAndTimeframes[i];
const marketId = this.safeString(symbolAndTimeframe, 0);
const market = this.market(marketId);
const tf = this.safeString(symbolAndTimeframe, 1);
const interval = this.safeString(this.timeframes, tf, tf);
topics.push('kline.' + interval + '.' + market['id']);
messageHashes.push('unsubscribe:candles:' + market['symbol'] + ':' + interval);
}
return await this.watchPublic(topics, messageHashes, params, true);
}
handleOHLCV(client, message) {
//
// {
// data: {
// E: '1754519557526056',
// T: '2025-08-07T00:00:00',
// X: false,
// c: '3680.520000000',
// e: 'kline',
// h: '3681.370000000',
// l: '3667.650000000',
// n: 255,
// o: '3670.150000000',
// s: 'ETH_USDC',
// t: '2025-08-06T22:00:00',
// v: '62.2621000'
// },
// stream: 'kline.2h.ETH_USDC'
// }
//
const data = this.safeDict(message, 'data', {});
const marketId = this.safeString(data, 's');
const market = this.market(marketId);
const symbol = market['symbol'];
const stream = this.safeString(message, 'stream');
const parts = stream.split('.');
const timeframe = this.safeString(parts, 1);
if (!(symbol in this.ohlcvs)) {
this.ohlcvs[symbol] = {};
}
if (!(timeframe in this.ohlcvs[symbol])) {
const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
const stored = new ArrayCacheByTimestamp(limit);
this.ohlcvs[symbol][timeframe] = stored;
}
const ohlcv = this.ohlcvs[symbol][timeframe];
const parsed = this.parseWsOHLCV(data);
ohlcv.append(parsed);
const messageHash = 'candles:' + symbol + ':' + timeframe;
client.resolve([symbol, timeframe, ohlcv], messageHash);
}
parseWsOHLCV(ohlcv, market = undefined) {
//
// {
// E: '1754519557526056',
// T: '2025-08-07T00:00:00',
// X: false,
// c: '3680.520000000',
// e: 'kline',
// h: '3681.370000000',
// l: '3667.650000000',
// n: 255,
// o: '3670.150000000',
// s: 'ETH_USDC',
// t: '2025-08-06T22:00:00',
// v: '62.2621000'
// },
//
return [
this.parse8601(this.safeString(ohlcv, 'T')),
this.safeNumber(ohlcv, 'o'),
this.safeNumber(ohlcv, 'h'),
this.safeNumber(ohlcv, 'l'),
this.safeNumber(ohlcv, 'c'),
this.safeNumber(ohlcv, 'v'),
];
}
/**
* @method
* @name backpack#watchTrades
* @description watches information on multiple trades made in a market
* @see https://docs.backpack.exchange/#tag/Streams/Public/Trade
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @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 [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
return await this.watchTradesForSymbols([symbol], since, limit, params);
}
/**
* @method
* @name backpack#unWatchTrades
* @description unWatches from the stream channel
* @see https://docs.backpack.exchange/#tag/Streams/Public/Trade
* @param {string} symbol unified symbol of the market to fetch trades for
* @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}
*/
async unWatchTrades(symbol, params = {}) {
return await this.unWatchTradesForSymbols([symbol], params);
}
/**
* @method
* @name backpack#watchTradesForSymbols
* @description watches information on multiple trades made in a market
* @see https://docs.backpack.exchange/#tag/Streams/Public/Trade
* @param {string[]} symbols unified symbol of the market to fetch trades for
* @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 [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchTradesForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const symbolsLength = symbols.length;
if (symbolsLength === 0) {
throw new ArgumentsRequired(this.id + ' watchTradesForSymbols() requires a non-empty array of symbols');
}
const topics = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const marketId = this.marketId(symbol);
topics.push('trade.' + marketId);
messageHashes.push('trades:' + symbol);
}
const trades = await this.watchPublic(topics, messageHashes, 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);
}
/**
* @method
* @name backpack#unWatchTradesForSymbols
* @description unWatches from the stream channel
* @see https://docs.backpack.exchange/#tag/Streams/Public/Trade
* @param {string[]} symbols unified symbol of the market to fetch trades for
* @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}
*/
async unWatchTradesForSymbols(symbols, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const symbolsLength = symbols.length;
if (symbolsLength === 0) {
throw new ArgumentsRequired(this.id + ' unWatchTradesForSymbols() requires a non-empty array of symbols');
}
const topics = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const marketId = this.marketId(symbol);
topics.push('trade.' + marketId);
messageHashes.push('unsubscribe:trades:' + symbol);
}
return await this.watchPublic(topics, messageHashes, params, true);
}
handleTrades(client, message) {
//
// {
// data: {
// E: '1754601477746429',
// T: '1754601477744000',
// a: '5121860761',
// b: '5121861755',
// e: 'trade',
// m: false,
// p: '3870.25',
// q: '0.0008',
// s: 'ETH_USDC_PERP',
// t: 10782547
// },
// stream: 'trade.ETH_USDC_PERP'
// }
//
const data = this.safeDict(message, 'data', {});
const marketId = this.safeString(data, 's');
const market = this.market(marketId);
const symbol = market['symbol'];
if (!(symbol in this.trades)) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
const stored = new ArrayCache(limit);
this.trades[symbol] = stored;
}
const cache = this.trades[symbol];
const trade = this.parseWsTrade(data, market);
cache.append(trade);
const messageHash = 'trades:' + symbol;
client.resolve(cache, messageHash);
client.resolve(cache, 'trades');
}
parseWsTrade(trade, market = undefined) {
//
// {
// E: '1754601477746429',
// T: '1754601477744000',
// a: '5121860761',
// b: '5121861755',
// e: 'trade',
// m: false,
// p: '3870.25',
// q: '0.0008',
// s: 'ETH_USDC_PERP',
// t: 10782547
// }
//
const microseconds = this.safeInteger(trade, 'E');
const timestamp = this.parseToInt(microseconds / 1000);
const id = this.safeString(trade, 't');
const marketId = this.safeString(trade, 's');
market = this.safeMarket(marketId, market);
const isMaker = this.safeBool(trade, 'm');
const side = isMaker ? 'sell' : 'buy';
const takerOrMaker = isMaker ? 'maker' : 'taker';
const price = this.safeString(trade, 'p');
const amount = this.safeString(trade, 'q');
let orderId = undefined;
if (side === 'buy') {
orderId = this.safeString(trade, 'b');
}
else {
orderId = this.safeString(trade, 'a');
}
return this.safeTrade({
'info': trade,
'id': id,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': market['symbol'],
'order': orderId,
'type': undefined,
'side': side,
'takerOrMaker': takerOrMaker,
'price': price,
'amount': amount,
'cost': undefined,
'fee': {
'currency': undefined,
'cost': undefined,
},
}, market);
}
/**
* @method
* @name backpack#watchOrderBook
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://docs.backpack.exchange/#tag/Streams/Public/Depth
* @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
*/
async watchOrderBook(symbol, limit = undefined, params = {}) {
return await this.watchOrderBookForSymbols([symbol], limit, params);
}
/**
* @method
* @name backpack#watchOrderBookForSymbols
* @see https://docs.backpack.exchange/#tag/Streams/Public/Depth
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @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
* @param {string} [params.method] either '/market/level2' or '/spotMarket/level2Depth5' or '/spotMarket/level2Depth50' default is '/market/level2'
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
*/
async watchOrderBookForSymbols(symbols, limit = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false);
const marketIds = this.marketIds(symbols);
const messageHashes = [];
const topics = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
messageHashes.push('orderbook:' + symbol);
const marketId = marketIds[i];
const topic = 'depth.' + marketId;
topics.push(topic);
}
const orderbook = await this.watchPublic(topics, messageHashes, params);
return orderbook.limit(); // todo check if limit is needed
}
/**
* @method
* @name backpack#unWatchOrderBook
* @description unWatches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @param {string} symbol unified array of symbols
* @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
*/
async unWatchOrderBook(symbol, params = {}) {
return await this.unWatchOrderBookForSymbols([symbol], params);
}
/**
* @method
* @name backpack#unWatchOrderBookForSymbols
* @description unWatches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @param {string[]} symbols unified array of symbols
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.method] either '/market/level2' or '/spotMarket/level2Depth5' or '/spotMarket/level2Depth50' default is '/market/level2'
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
*/
async unWatchOrderBookForSymbols(symbols, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false);
const marketIds = this.marketIds(symbols);
const messageHashes = [];
const topics = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
messageHashes.push('unsubscribe:orderbook:' + symbol);
const marketId = marketIds[i];
const topic = 'depth.' + marketId;
topics.push(topic);
}
return await this.watchPublic(topics, messageHashes, params, true);
}
handleOrderBook(client, message) {
//
// initial snapshot is fetched with ccxt's fetchOrderBook
// the feed does not include a snapshot, just the deltas
//
// {
// "data": {
// "E": "1754903057555305",
// "T": "1754903057554352",
// "U": 1345937436,
// "a": [],
// "b": [],
// "e": "depth",
// "s": "ETH_USDC",
// "u": 1345937436
// },
// "stream": "depth.ETH_USDC"
// }
//
const data = this.safeDict(message, 'data', {});
const marketId = this.safeString(data, 's');
const symbol = this.safeSymbol(marketId);
if (!(symbol in this.orderbooks)) {
this.orderbooks[symbol] = this.orderBook();
}
const storedOrderBook = this.orderbooks[symbol];
const nonce = this.safeInteger(storedOrderBook, 'nonce');
const deltaNonce = this.safeInteger(data, 'u');
const messageHash = 'orderbook:' + symbol;
if (nonce === undefined) {
const cacheLength = storedOrderBook.cache.length;
// the rest API is very delayed
// usually it takes at least 9 deltas to resolve
const snapshotDelay = this.handleOption('watchOrderBook', 'snapshotDelay', 10);
if (cacheLength === snapshotDelay) {
this.spawn(this.loadOrderBook, client, messageHash, symbol, null, {});
}
storedOrderBook.cache.push(data);
return;
}
else if (nonce > deltaNonce) {
return;
}
this.handleDelta(storedOrderBook, data);
client.resolve(storedOrderBook, messageHash);
}
handleDelta(orderbook, delta) {
const timestamp = this.parseToInt(this.safeInteger(delta, 'T') / 1000);
orderbook['timestamp'] = timestamp;
orderbook['datetime'] = this.iso8601(timestamp);
orderbook['nonce'] = this.safeInteger(delta, 'u');
const bids = this.safeList(delta, 'b', []);
const asks = this.safeList(delta, 'a', []);
const storedBids = orderbook['bids'];
const storedAsks = orderbook['asks'];
this.handleBidAsks(storedBids, bids);
this.handleBidAsks(storedAsks, asks);
}
handleBidAsks(bookSide, bidAsks) {
for (let i = 0; i < bidAsks.length; i++) {
const bidAsk = this.parseBidAsk(bidAsks[i]);
bookSide.storeArray(bidAsk);
}
}
getCacheIndex(orderbook, cache) {
//
// {"E":"1759338824897386","T":"1759338824895616","U":1662976171,"a":[],"b":[["117357.0","0.00000"]],"e":"depth","s":"BTC_USDC_PERP","u":1662976171}
const firstDelta = this.safeDict(cache, 0);
const nonce = this.safeInteger(orderbook, 'nonce');
const firstDeltaStart = this.safeInteger(firstDelta, 'U');
if (nonce < firstDeltaStart - 1) {
return -1;
}
for (let i = 0; i < cache.length; i++) {
const delta = cache[i];
const deltaStart = this.safeInteger(delta, 'U');
const deltaEnd = this.safeInteger(delta, 'u');
if ((nonce >= deltaStart - 1) && (nonce < deltaEnd)) {
return i;
}
}
return cache.length;
}
/**
* @method
* @name backpack#watchOrders
* @description watches information on multiple orders made by the user
* @see https://docs.backpack.exchange/#tag/Streams/Private/Order-update
* @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}
*/
async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
symbol = market['symbol'];
}
let topic = 'account.orderUpdate';
let messageHash = 'orders';
if (market !== undefined) {
topic = 'account.orderUpdate.' + market['id'];
messageHash = 'orders:' + symbol;
}
const orders = await this.watchPrivate([topic], [messageHash], params);
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
}
/**
* @method
* @name backpack#unWatchOrders
* @description unWatches information on multiple orders made by the user
* @see https://docs.backpack.exchange/#tag/Streams/Private/Order-update
* @param {string} [symbol] unified market symbol of the market orders were made in
* @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}
*/
async unWatchOrders(symbol = undefined, params = {}) {
await this.loadMarkets();
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
symbol = market['symbol'];
}
let topic = 'account.orderUpdate';
let messageHash = 'unsubscribe:orders';
if (market !== undefined) {
topic = 'account.orderUpdate.' + market['id'];
messageHash = 'unsubscribe:orders:' + symbol;
}
return await this.watchPrivate([topic], [messageHash], params, true);
}
handleOrder(client, message) {
//
// {
// data: {
// E: '1754939110175843',
// O: 'USER',
// Q: '4.30',
// S: 'Bid',
// T: '1754939110174703',
// V: 'RejectTaker',
// X: 'New',
// Z: '0',
// e: 'orderAccepted',
// f: 'GTC',
// i: '5406825793',
// o: 'MARKET',
// q: '0.0010',
// r: false,
// s: 'ETH_USDC',
// t: null,
// z: '0'
// },
// stream: 'account.orderUpdate.ETH_USDC'
// }
//
const messageHash = 'orders';
const data = this.safeDict(message, 'data', {});
const marketId = this.safeString(data, 's');
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const parsed = this.parseWsOrder(data, market);
let orders = this.orders;
if (orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
orders = new ArrayCacheBySymbolById(limit);
this.orders = orders;
}
orders.append(parsed);
client.resolve(orders, messageHash);
const symbolSpecificMessageHash = messageHash + ':' + symbol;
client.resolve(orders, symbolSpecificMessageHash);
}
parseWsOrder(order, market = undefined) {
//
// {
// E: '1754939110175879',
// L: '4299.16',
// N: 'ETH',
// O: 'USER',
// Q: '4.30',
// S: 'Bid',
// T: '1754939110174705',
// V: 'RejectTaker',
// X: 'Filled',
// Z: '4.299160',
// e: 'orderFill',
// f: 'GTC',
// i: '5406825793',
// l: '0.0010',
// m: false,
// n: '0.000001',
// o: 'MARKET',
// q: '0.0010',
// r: false,
// s: 'ETH_USDC',
// t: 2888471,
// z: '0.0010'
// },
//
const id = this.safeString(order, 'i');
const clientOrderId = this.safeString(order, 'c');
const microseconds = this.safeInteger(order, 'E');
const timestamp = this.parseToInt(microseconds / 1000);
const status = this.parseWsOrderStatus(this.safeString(order, 'X'), market);
const marketId = this.safeString(order, 's');
market = this.safeMarket(marketId, market);
const symbol = market['symbol'];
const type = this.safeStringLower(order, 'o');
const timeInForce = this.safeString(order, 'f');
const side = this.parseWsOrderSide(this.safeString(order, 'S'));
const price = this.safeString(order, 'p');
const triggerPrice = this.safeNumber(order, 'P');
const amount = this.safeString(order, 'q');
const cost = this.safeString(order, 'Z');
const filled = this.safeString(order, 'l');
let fee = undefined;
const feeCurrency = this.safeString(order, 'N');
if (feeCurrency !== undefined) {
fee = {
'currency': feeCurrency,
'cost': undefined,
};
}
return this.safeOrder({
'id': id,
'clientOrderId': clientOrderId,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'lastTradeTimestamp': undefined,
'status': status,
'symbol': symbol,
'type': type,
'timeInForce': timeInForce,
'side': side,
'price': price,
'stopPrice': undefined,
'triggerPrice': triggerPrice,
'average': undefined,
'amount': amount,
'cost': cost,
'filled': filled,
'remaining': undefined,
'fee': fee,
'trades': undefined,
'info': order,
}, market);
}
parseWsOrderStatus(status, market = undefined) {
const statuses = {
'New': 'open',
'Filled': 'closed',
'Cancelled': 'canceled',
'Expired': 'canceled',
'PartiallyFilled': 'open',
'TriggerPending': 'open',
'TriggerFailed': 'rejected',
};
return this.safeString(statuses, status, status);
}
parseWsOrderSide(side) {
const sides = {
'Bid': 'buy',
'Ask': 'sell',
};
return this.safeString(sides, side, side);
}
/**
* @method
* @name backpack#watchPositions
* @description watch all open positions
* @see https://docs.backpack.exchange/#tag/Streams/Private/Position-update
* @param {string[]} [symbols] list of unified market symbols to watch positions for
* @param {int} [since] the earliest time in ms to fetch positions for
* @param {int} [limit] the maximum number of positions to retrieve
* @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}
*/
async watchPositions(symbols = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const messageHashes = [];
const topics = [];
if (symbols !== undefined) {
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
messageHashes.push('positions' + ':' + symbol);
topics.push('account.positionUpdate.' + this.marketId(symbol));
}
}
else {
messageHashes.push('positions');
topics.push('account.positionUpdate');
}
const positions = await this.watchPrivate(topics, messageHashes, params);
if (this.newUpdates) {
return positions;
}
return this.filterBySymbolsSinceLimit(this.positions, symbols, since, limit, true);
}
/**
* @method
* @name backpack#unWatchPositions
* @description unWatches from the stream channel
* @see https://docs.backpack.exchange/#tag/Streams/Private/Position-update
* @param {string[]} [symbols] list of unified market symbols to watch positions for
* @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}
*/
async unWatchPositions(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const messageHashes = [];
const topics = [];
if (symbols !== undefined) {
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
messageHashes.push('unsubscribe:positions' + ':' + symbol);
topics.push('account.positionUpdate.' + this.marketId(symbol));
}
}
else {
messageHashes.push('unsubscribe:positions');
topics.push('account.positionUpdate');
}
return await this.watchPrivate(topics, messageHashes, params, true);
}
handlePositions(client, message) {
//
// {
// data: {
// B: '4236.36',
// E: '1754943862040486',
// M: '4235.88650933',
// P: '-0.000473',
// Q: '0.0010',
// T: '1754943862040487',
// b: '4238.479',
// e: 'positionOpened',
// f: '0.02',
// i: 5411399049,
// l: '0',
// m: '0.0125',
// n: '4.23588650933',
// p: '0',
// q: '0.0010',
// s: 'ETH_USDC_PERP'
// },
// stream: 'account.positionUpdate'
// }
//
const messageHash = 'positions';
const data = this.safeDict(message, 'data', {});
if (this.positions === undefined) {
this.positions = new ArrayCacheBySymbolById();
}
const cache = this.positions;
const parsedPosition = this.parseWsPosition(data);
const microseconds = this.safeInteger(data, 'E');
const timestamp = this.parseToInt(microseconds / 1000);
parsedPosition['timestamp'] = timestamp;
parsedPosition['datetime'] = this.iso8601(timestamp);
cache.append(parsedPosition);
const symbolSpecificMessageHash = messageHash + ':' + parsedPosition['symbol'];
client.resolve([parsedPosition], messageHash);
client.resolve([parsedPosition], symbolSpecificMessageHash);
}
parseWsPosition(position, market = undefined) {
//
// {
// B: '4236.36',
// E: '1754943862040486',
// M: '4235.88650933',
// P: '-0.000473',
// Q: '0.0010',
// T: '1754943862040487',
// b: '4238.479',
// e: 'positionOpened',
// f: '0.02',
// i: 5411399049,
// l: '0',
// m: '0.0125',
// n: '4.23588650933',
// p: '0',
// q: '0.0010',
// s: 'ETH_USDC_PERP'
// }
//
const id = this.safeString(position, 'i');
const marketId = this.safeString(position, 's');
market = this.safeMarket(marketId, market);
const symbol = market['symbol'];
const notional = this.safeString(position, 'n');
const liquidationPrice = this.safeString(position, 'l');
const entryPrice = this.safeString(position, 'b');
const realizedPnl = this.safeString(position, 'p');
const unrealisedPnl = this.safeString(position, 'P');
const contracts = this.safeString(position, 'Q');
const markPrice = this.safeString(position, 'M');
const netQuantity = this.safeNumber(position, 'q');
let hedged = false;
let side = 'long';
if (netQuantity < 0) {
side = 'short';
}
if (netQuantity === undefined) {
hedged = undefined;
side = undefined;
}
const microseconds = this.safeInteger(position, 'E');
const timestamp = this.parseToInt(microseconds / 1000);
const maintenanceMarginPercentage = this.safeNumber(position, 'm');
const initialMarginPercentage = this.safeNumber(position, 'f');
return this.safePosition({
'info': position,
'id': id,
'symbol': symbol,
'notional': notional,
'marginMode': undefined,
'liquidationPrice': liquidationPrice,
'entryPrice': entryPrice,
'realizedPnl': realizedPnl,
'unrealizedPnl': unrealisedPnl,
'percentage': undefined,
'contracts': contracts,
'contractSize': undefined,
'markPrice': markPrice,
'side': side,
'hedged': hedged,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'maintenanceMargin': undefined,
'maintenanceMarginPercentage': maintenanceMarginPercentage,
'collateral': undefined,
'initialMargin': undefined,
'initialMarginPercentage': initialMarginPercentage,
'leverage': undefined,
'marginRatio': undefined,
});
}
handleMessage(client, message) {
if (!this.handleErrorMessage(client, message)) {
return;
}
const data = this.safeDict(message, 'data');
const event = this.safeString(data, 'e');
if (event === 'ticker') {
this.handleTicker(client, message);
}
else if (event === 'bookTicker') {
this.handleBidAsk(client, message);
}
else if (event === 'kline') {
this.handleOHLCV(client, message);
}
else if (event === 'trade') {
this.handleTrades(client, message);
}
else if (event === 'depth') {
this.handleOrderBook(client, message);
}
else if (event === 'orderAccepted' || event === 'orderUpdate' || event === 'orderFill' || event === 'orderCancelled' || event === 'orderExpired' || event === 'orderModified' || event === 'triggerPlaced' || event === 'triggerFailed') {
this.handleOrder(client, message);
}
else if (event === 'positionAdjusted' || event === 'positionOpened' || event === 'positionClosed' || event === 'positionUpdated') {
this.handlePositions(client, message);
}
}
handleErrorMessage(client, message) {
//
// {
// id: null,
// error: {
// code: 4006,
// message: 'Invalid stream'
// }
// }
//
const error = this.safeDict(message, 'error', {});
const code = this.safeInteger(error, 'code');
try {
if (code !== undefined) {
const msg = this.safeString(error, 'message');
throw new ExchangeError(this.id + ' ' + msg);
}
return true;
}
catch (e) {
client.reject(e);
}
return true;
}
}