@kraken-crypto/ccxt
Version:
A cryptocurrency trading API with more than 100 exchanges in JavaScript / TypeScript / Python / C# / PHP / Go
4,522 lines • 225 kB
JavaScript
// ----------------------------------------------------------------------------
import binanceRest from '../binance.js';
import { Precise } from '../base/Precise.js';
import { ChecksumError, ArgumentsRequired, BadRequest, NotSupported } from '../base/errors.js';
import { ArrayCache, ArrayCacheByTimestamp, ArrayCacheBySymbolById, ArrayCacheBySymbolBySide } from '../base/ws/Cache.js';
import { sha256 } from '../static_dependencies/noble-hashes/sha256.js';
import { rsa } from '../base/functions/rsa.js';
import { eddsa } from '../base/functions/crypto.js';
import { ed25519 } from '../static_dependencies/noble-curves/ed25519.js';
// -----------------------------------------------------------------------------
export default class binance extends binanceRest {
describe() {
const superDescribe = super.describe();
return this.deepExtend(superDescribe, this.describeData());
}
describeData() {
return {
'has': {
'ws': true,
'watchBalance': true,
'watchLiquidations': true,
'watchLiquidationsForSymbols': true,
'watchMyLiquidations': true,
'watchMyLiquidationsForSymbols': true,
'watchBidsAsks': true,
'watchMyTrades': true,
'watchOHLCV': true,
'watchOHLCVForSymbols': true,
'watchOrderBook': true,
'watchOrderBookForSymbols': true,
'watchOrders': true,
'watchOrdersForSymbols': true,
'watchPositions': true,
'watchTicker': true,
'watchTickers': true,
'watchMarkPrices': true,
'watchMarkPrice': true,
'watchTrades': true,
'watchTradesForSymbols': true,
'createOrderWs': true,
'editOrderWs': true,
'cancelOrderWs': true,
'cancelOrdersWs': false,
'cancelAllOrdersWs': true,
'fetchBalanceWs': true,
'fetchDepositsWs': false,
'fetchMarketsWs': false,
'fetchMyTradesWs': true,
'fetchOHLCVWs': true,
'fetchOrderBookWs': true,
'fetchOpenOrdersWs': true,
'fetchOrderWs': true,
'fetchOrdersWs': true,
'fetchPositionWs': true,
'fetchPositionForSymbolWs': true,
'fetchPositionsWs': true,
'fetchTickerWs': true,
'fetchTradesWs': true,
'fetchTradingFeesWs': false,
'fetchWithdrawalsWs': false,
'unWatchTicker': true,
'unWatchTickers': true,
'unWatchOHLCV': true,
'unWatchOHLCVForSymbols': true,
'unWatchOrderBook': true,
'unWatchOrderBookForSymbols': true,
'unWatchTrades': true,
'unWatchTradesForSymbols': true,
'unWatchMyTrades': false,
'unWatchOrders': false,
'unWatchPositions': false,
'unWatchMarkPrices': true,
'unWatchMarkPrice': true,
},
'urls': {
'test': {
'ws': {
'spot': 'wss://stream.testnet.binance.vision/ws',
'margin': 'wss://stream.testnet.binance.vision/ws',
'future': 'wss://fstream.binancefuture.com/ws',
'delivery': 'wss://dstream.binancefuture.com/ws',
'ws-api': {
'spot': 'wss://ws-api.testnet.binance.vision/ws-api/v3',
'future': 'wss://testnet.binancefuture.com/ws-fapi/v1',
'delivery': 'wss://testnet.binancefuture.com/ws-dapi/v1',
},
},
},
'demo': {
'ws': {
'spot': 'wss://demo-stream.binance.com/ws',
'margin': 'wss://demo-stream.binance.com/ws',
'future': 'wss://fstream.binancefuture.com/ws',
'delivery': 'wss://dstream.binancefuture.com/ws',
'ws-api': {
'spot': 'wss://demo-ws-api.binance.com/ws-api/v3',
'future': 'wss://testnet.binancefuture.com/ws-fapi/v1',
'delivery': 'wss://testnet.binancefuture.com/ws-dapi/v1',
},
},
},
'api': {
'ws': {
'spot': 'wss://stream.binance.com:9443/ws',
'margin': 'wss://stream.binance.com:9443/ws',
'future': 'wss://fstream.binance.com/ws',
'delivery': 'wss://dstream.binance.com/ws',
'ws-api': {
'spot': 'wss://ws-api.binance.com:443/ws-api/v3',
'future': 'wss://ws-fapi.binance.com/ws-fapi/v1',
'delivery': 'wss://ws-dapi.binance.com/ws-dapi/v1',
},
'papi': 'wss://fstream.binance.com/pm/ws',
},
},
'doc': 'https://developers.binance.com/en',
},
'streaming': {
'keepAlive': 180000,
},
'options': {
'returnRateLimits': false,
'streamLimits': {
'spot': 50,
'margin': 50,
'future': 50,
'delivery': 50, // max 200
},
'subscriptionLimitByStream': {
'spot': 200,
'margin': 200,
'future': 200,
'delivery': 200,
},
'streamBySubscriptionsHash': this.createSafeDictionary(),
'streamIndex': -1,
// get updates every 1000ms or 100ms
// or every 0ms in real-time for futures
'watchOrderBookRate': 100,
'liquidationsLimit': 1000,
'myLiquidationsLimit': 1000,
'tradesLimit': 1000,
'ordersLimit': 1000,
'OHLCVLimit': 1000,
'requestId': this.createSafeDictionary(),
'watchOrderBookLimit': 1000,
'watchTrades': {
'name': 'trade', // 'trade' or 'aggTrade'
},
'watchTicker': {
'name': 'ticker', // ticker or miniTicker or ticker_<window_size>
},
'watchTickers': {
'name': 'ticker', // ticker or miniTicker or ticker_<window_size>
},
'watchOHLCV': {
'name': 'kline', // or indexPriceKline or markPriceKline (coin-m futures)
},
'watchOrderBook': {
'maxRetries': 3,
'checksum': true,
},
'watchBalance': {
'fetchBalanceSnapshot': false,
'awaitBalanceSnapshot': true, // whether to wait for the balance snapshot before providing updates
},
'watchLiquidationsForSymbols': {
'defaultType': 'swap',
},
'watchPositions': {
'fetchPositionsSnapshot': true,
'awaitPositionsSnapshot': true, // whether to wait for the positions snapshot before providing updates
},
'wallet': 'wb',
'listenKeyRefreshRate': 1200000,
'ws': {
'cost': 5,
},
'tickerChannelsMap': {
'24hrTicker': 'ticker',
'24hrMiniTicker': 'miniTicker',
'markPriceUpdate': 'markPrice',
// rolling window tickers
'1hTicker': 'ticker_1h',
'4hTicker': 'ticker_4h',
'1dTicker': 'ticker_1d',
'bookTicker': 'bookTicker',
},
},
};
}
requestId(url) {
const options = this.safeDict(this.options, 'requestId', this.createSafeDictionary());
const previousValue = this.safeInteger(options, url, 0);
const newValue = this.sum(previousValue, 1);
this.options['requestId'][url] = newValue;
return newValue;
}
isSpotUrl(client) {
return (client.url.indexOf('/stream') > -1) || (client.url.indexOf('demo-stream') > -1);
}
stream(type, subscriptionHash, numSubscriptions = 1) {
const streamBySubscriptionsHash = this.safeDict(this.options, 'streamBySubscriptionsHash', this.createSafeDictionary());
let stream = this.safeString(streamBySubscriptionsHash, subscriptionHash);
if (stream === undefined) {
let streamIndex = this.safeInteger(this.options, 'streamIndex', -1);
const streamLimits = this.safeValue(this.options, 'streamLimits');
const streamLimit = this.safeInteger(streamLimits, type);
streamIndex = streamIndex + 1;
const normalizedIndex = streamIndex % streamLimit;
this.options['streamIndex'] = streamIndex;
stream = this.numberToString(normalizedIndex);
this.options['streamBySubscriptionsHash'][subscriptionHash] = stream;
const subscriptionsByStreams = this.safeValue(this.options, 'numSubscriptionsByStream');
if (subscriptionsByStreams === undefined) {
this.options['numSubscriptionsByStream'] = this.createSafeDictionary();
}
const subscriptionsByStream = this.safeInteger(this.options['numSubscriptionsByStream'], stream, 0);
const newNumSubscriptions = subscriptionsByStream + numSubscriptions;
const subscriptionLimitByStream = this.safeInteger(this.options['subscriptionLimitByStream'], type, 200);
if (newNumSubscriptions > subscriptionLimitByStream) {
throw new BadRequest(this.id + ' reached the limit of subscriptions by stream. Increase the number of streams, or increase the stream limit or subscription limit by stream if the exchange allows.');
}
this.options['numSubscriptionsByStream'][stream] = subscriptionsByStream + numSubscriptions;
}
return stream;
}
/**
* @method
* @name binance#watchLiquidations
* @description watch the public liquidations of a trading pair
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Liquidation-Order-Streams
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/Liquidation-Order-Streams
* @param {string} symbol unified CCXT market symbol
* @param {int} [since] the earliest time in ms to fetch liquidations for
* @param {int} [limit] the maximum number of liquidation structures to retrieve
* @param {object} [params] exchange specific parameters for the bitmex api endpoint
* @returns {object} an array of [liquidation structures]{@link https://github.com/ccxt/ccxt/wiki/Manual#liquidation-structure}
*/
async watchLiquidations(symbol, since = undefined, limit = undefined, params = {}) {
return await this.watchLiquidationsForSymbols([symbol], since, limit, params);
}
/**
* @method
* @name binance#watchLiquidationsForSymbols
* @description watch the public liquidations of a trading pair
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/All-Market-Liquidation-Order-Streams
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/All-Market-Liquidation-Order-Streams
* @param {string[]} symbols list of unified market symbols
* @param {int} [since] the earliest time in ms to fetch liquidations for
* @param {int} [limit] the maximum number of liquidation structures to retrieve
* @param {object} [params] exchange specific parameters for the bitmex api endpoint
* @returns {object} an array of [liquidation structures]{@link https://github.com/ccxt/ccxt/wiki/Manual#liquidation-structure}
*/
async watchLiquidationsForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const subscriptionHashes = [];
const messageHashes = [];
let streamHash = 'liquidations';
symbols = this.marketSymbols(symbols, undefined, true, true);
if (this.isEmpty(symbols)) {
subscriptionHashes.push('!' + 'forceOrder@arr');
messageHashes.push('liquidations');
}
else {
for (let i = 0; i < symbols.length; i++) {
const market = this.market(symbols[i]);
subscriptionHashes.push(market['lowercaseId'] + '@forceOrder');
messageHashes.push('liquidations::' + symbols[i]);
}
streamHash += '::' + symbols.join(',');
}
const firstMarket = this.getMarketFromSymbols(symbols);
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchLiquidationsForSymbols', firstMarket, params);
if (type === 'spot') {
throw new BadRequest(this.id + ' watchLiquidationsForSymbols is not supported for spot symbols');
}
let subType = undefined;
[subType, params] = this.handleSubTypeAndParams('watchLiquidationsForSymbols', firstMarket, params);
if (this.isLinear(type, subType)) {
type = 'future';
}
else if (this.isInverse(type, subType)) {
type = 'delivery';
}
const numSubscriptions = subscriptionHashes.length;
const url = this.urls['api']['ws'][type] + '/' + this.stream(type, streamHash, numSubscriptions);
const requestId = this.requestId(url);
const request = {
'method': 'SUBSCRIBE',
'params': subscriptionHashes,
'id': requestId,
};
const subscribe = {
'id': requestId,
};
const newLiquidations = await this.watchMultiple(url, messageHashes, this.extend(request, params), subscriptionHashes, subscribe);
if (this.newUpdates) {
return newLiquidations;
}
return this.filterBySymbolsSinceLimit(this.liquidations, symbols, since, limit, true);
}
handleLiquidation(client, message) {
//
// future
// {
// "e":"forceOrder",
// "E":1698871323061,
// "o":{
// "s":"BTCUSDT",
// "S":"BUY",
// "o":"LIMIT",
// "f":"IOC",
// "q":"1.437",
// "p":"35100.81",
// "ap":"34959.70",
// "X":"FILLED",
// "l":"1.437",
// "z":"1.437",
// "T":1698871323059
// }
// }
// delivery
// {
// "e":"forceOrder", // Event Type
// "E": 1591154240950, // Event Time
// "o":{
// "s":"BTCUSD_200925", // Symbol
// "ps": "BTCUSD", // Pair
// "S":"SELL", // Side
// "o":"LIMIT", // Order Type
// "f":"IOC", // Time in Force
// "q":"1", // Original Quantity
// "p":"9425.5", // Price
// "ap":"9496.5", // Average Price
// "X":"FILLED", // Order Status
// "l":"1", // Order Last Filled Quantity
// "z":"1", // Order Filled Accumulated Quantity
// "T": 1591154240949, // Order Trade Time
// }
// }
//
const rawLiquidation = this.safeValue(message, 'o', {});
const marketId = this.safeString(rawLiquidation, 's');
const market = this.safeMarket(marketId, undefined, '', 'contract');
const symbol = market['symbol'];
const liquidation = this.parseWsLiquidation(rawLiquidation, market);
let liquidations = this.safeValue(this.liquidations, symbol);
if (liquidations === undefined) {
const limit = this.safeInteger(this.options, 'liquidationsLimit', 1000);
liquidations = new ArrayCache(limit);
}
liquidations.append(liquidation);
this.liquidations[symbol] = liquidations;
client.resolve([liquidation], 'liquidations');
client.resolve([liquidation], 'liquidations::' + symbol);
}
parseWsLiquidation(liquidation, market = undefined) {
//
// future
// {
// "s":"BTCUSDT",
// "S":"BUY",
// "o":"LIMIT",
// "f":"IOC",
// "q":"1.437",
// "p":"35100.81",
// "ap":"34959.70",
// "X":"FILLED",
// "l":"1.437",
// "z":"1.437",
// "T":1698871323059
// }
// delivery
// {
// "s":"BTCUSD_200925", // Symbol
// "ps": "BTCUSD", // Pair
// "S":"SELL", // Side
// "o":"LIMIT", // Order Type
// "f":"IOC", // Time in Force
// "q":"1", // Original Quantity
// "p":"9425.5", // Price
// "ap":"9496.5", // Average Price
// "X":"FILLED", // Order Status
// "l":"1", // Order Last Filled Quantity
// "z":"1", // Order Filled Accumulated Quantity
// "T": 1591154240949, // Order Trade Time
// }
// myLiquidation
// {
// "s":"BTCUSDT", // Symbol
// "c":"TEST", // Client Order Id
// // special client order id:
// // starts with "autoclose-": liquidation order
// // "adl_autoclose": ADL auto close order
// // "settlement_autoclose-": settlement order for delisting or delivery
// "S":"SELL", // Side
// "o":"TRAILING_STOP_MARKET", // Order Type
// "f":"GTC", // Time in Force
// "q":"0.001", // Original Quantity
// "p":"0", // Original Price
// "ap":"0", // Average Price
// "sp":"7103.04", // Stop Price. Please ignore with TRAILING_STOP_MARKET order
// "x":"NEW", // Execution Type
// "X":"NEW", // Order Status
// "i":8886774, // Order Id
// "l":"0", // Order Last Filled Quantity
// "z":"0", // Order Filled Accumulated Quantity
// "L":"0", // Last Filled Price
// "N":"USDT", // Commission Asset, will not push if no commission
// "n":"0", // Commission, will not push if no commission
// "T":1568879465650, // Order Trade Time
// "t":0, // Trade Id
// "b":"0", // Bids Notional
// "a":"9.91", // Ask Notional
// "m":false, // Is this trade the maker side?
// "R":false, // Is this reduce only
// "wt":"CONTRACT_PRICE", // Stop Price Working Type
// "ot":"TRAILING_STOP_MARKET",// Original Order Type
// "ps":"LONG", // Position Side
// "cp":false, // If Close-All, pushed with conditional order
// "AP":"7476.89", // Activation Price, only puhed with TRAILING_STOP_MARKET order
// "cr":"5.0", // Callback Rate, only puhed with TRAILING_STOP_MARKET order
// "pP": false, // If price protection is turned on
// "si": 0, // ignore
// "ss": 0, // ignore
// "rp":"0", // Realized Profit of the trade
// "V":"EXPIRE_TAKER", // STP mode
// "pm":"OPPONENT", // Price match mode
// "gtd":0 // TIF GTD order auto cancel time
// }
//
const marketId = this.safeString(liquidation, 's');
market = this.safeMarket(marketId, market, undefined, 'swap');
const timestamp = this.safeInteger(liquidation, 'T');
return this.safeLiquidation({
'info': liquidation,
'symbol': this.safeSymbol(marketId, market),
'contracts': this.safeNumber(liquidation, 'l'),
'contractSize': this.safeNumber(market, 'contractSize'),
'price': this.safeNumber(liquidation, 'ap'),
'side': this.safeStringLower(liquidation, 'S'),
'baseValue': undefined,
'quoteValue': undefined,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
});
}
/**
* @method
* @name binance#watchMyLiquidations
* @description watch the private liquidations of a trading pair
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/user-data-streams/Event-Order-Update
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/user-data-streams/Event-Order-Update
* @param {string} symbol unified CCXT market symbol
* @param {int} [since] the earliest time in ms to fetch liquidations for
* @param {int} [limit] the maximum number of liquidation structures to retrieve
* @param {object} [params] exchange specific parameters for the bitmex api endpoint
* @returns {object} an array of [liquidation structures]{@link https://github.com/ccxt/ccxt/wiki/Manual#liquidation-structure}
*/
async watchMyLiquidations(symbol, since = undefined, limit = undefined, params = {}) {
return this.watchMyLiquidationsForSymbols([symbol], since, limit, params);
}
/**
* @method
* @name binance#watchMyLiquidationsForSymbols
* @description watch the private liquidations of a trading pair
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/user-data-streams/Event-Order-Update
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/user-data-streams/Event-Order-Update
* @param {string[]} symbols list of unified market symbols
* @param {int} [since] the earliest time in ms to fetch liquidations for
* @param {int} [limit] the maximum number of liquidation structures to retrieve
* @param {object} [params] exchange specific parameters for the bitmex api endpoint
* @returns {object} an array of [liquidation structures]{@link https://github.com/ccxt/ccxt/wiki/Manual#liquidation-structure}
*/
async watchMyLiquidationsForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, true, true, true);
const market = this.getMarketFromSymbols(symbols);
const messageHashes = ['myLiquidations'];
if (!this.isEmpty(symbols)) {
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
messageHashes.push('myLiquidations::' + symbol);
}
}
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchMyLiquidationsForSymbols', market, params);
let subType = undefined;
[subType, params] = this.handleSubTypeAndParams('watchMyLiquidationsForSymbols', market, params);
if (this.isLinear(type, subType)) {
type = 'future';
}
else if (this.isInverse(type, subType)) {
type = 'delivery';
}
await this.authenticate(params);
const url = this.urls['api']['ws'][type] + '/' + this.options[type]['listenKey'];
const message = undefined;
const newLiquidations = await this.watchMultiple(url, messageHashes, message, [type]);
if (this.newUpdates) {
return newLiquidations;
}
return this.filterBySymbolsSinceLimit(this.liquidations, symbols, since, limit);
}
handleMyLiquidation(client, message) {
//
// {
// "s":"BTCUSDT", // Symbol
// "c":"TEST", // Client Order Id
// // special client order id:
// // starts with "autoclose-": liquidation order
// // "adl_autoclose": ADL auto close order
// // "settlement_autoclose-": settlement order for delisting or delivery
// "S":"SELL", // Side
// "o":"TRAILING_STOP_MARKET", // Order Type
// "f":"GTC", // Time in Force
// "q":"0.001", // Original Quantity
// "p":"0", // Original Price
// "ap":"0", // Average Price
// "sp":"7103.04", // Stop Price. Please ignore with TRAILING_STOP_MARKET order
// "x":"NEW", // Execution Type
// "X":"NEW", // Order Status
// "i":8886774, // Order Id
// "l":"0", // Order Last Filled Quantity
// "z":"0", // Order Filled Accumulated Quantity
// "L":"0", // Last Filled Price
// "N":"USDT", // Commission Asset, will not push if no commission
// "n":"0", // Commission, will not push if no commission
// "T":1568879465650, // Order Trade Time
// "t":0, // Trade Id
// "b":"0", // Bids Notional
// "a":"9.91", // Ask Notional
// "m":false, // Is this trade the maker side?
// "R":false, // Is this reduce only
// "wt":"CONTRACT_PRICE", // Stop Price Working Type
// "ot":"TRAILING_STOP_MARKET",// Original Order Type
// "ps":"LONG", // Position Side
// "cp":false, // If Close-All, pushed with conditional order
// "AP":"7476.89", // Activation Price, only puhed with TRAILING_STOP_MARKET order
// "cr":"5.0", // Callback Rate, only puhed with TRAILING_STOP_MARKET order
// "pP": false, // If price protection is turned on
// "si": 0, // ignore
// "ss": 0, // ignore
// "rp":"0", // Realized Profit of the trade
// "V":"EXPIRE_TAKER", // STP mode
// "pm":"OPPONENT", // Price match mode
// "gtd":0 // TIF GTD order auto cancel time
// }
//
const orderType = this.safeString(message, 'o');
if (orderType !== 'LIQUIDATION') {
return;
}
const marketId = this.safeString(message, 's');
const market = this.safeMarket(marketId, undefined, undefined, 'swap');
const symbol = this.safeSymbol(marketId, market);
const liquidation = this.parseWsLiquidation(message, market);
let myLiquidations = this.safeValue(this.myLiquidations, symbol);
if (myLiquidations === undefined) {
const limit = this.safeInteger(this.options, 'myLiquidationsLimit', 1000);
myLiquidations = new ArrayCache(limit);
}
myLiquidations.append(liquidation);
this.myLiquidations[symbol] = myLiquidations;
client.resolve([liquidation], 'myLiquidations');
client.resolve([liquidation], 'myLiquidations::' + symbol);
}
/**
* @method
* @name binance#watchOrderBook
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams#partial-book-depth-streams
* @see https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams#diff-depth-stream
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Partial-Book-Depth-Streams
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Diff-Book-Depth-Streams
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/Partial-Book-Depth-Streams
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/Diff-Book-Depth-Streams
* @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 = {}) {
//
// todo add support for <levels>-snapshots (depth)
// https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#partial-book-depth-streams // <symbol>@depth<levels>@100ms or <symbol>@depth<levels> (1000ms)
// valid <levels> are 5, 10, or 20
//
// default 100, max 1000, valid limits 5, 10, 20, 50, 100, 500, 1000
//
// notice the differences between trading futures and spot trading
// the algorithms use different urls in step 1
// delta caching and merging also differs in steps 4, 5, 6
//
// spot/margin
// https://binance-docs.github.io/apidocs/spot/en/#how-to-manage-a-local-order-book-correctly
//
// 1. Open a stream to wss://stream.binance.com:9443/ws/bnbbtc@depth.
// 2. Buffer the events you receive from the stream.
// 3. Get a depth snapshot from https://www.binance.com/api/v1/depth?symbol=BNBBTC&limit=1000 .
// 4. Drop any event where u is <= lastUpdateId in the snapshot.
// 5. The first processed event should have U <= lastUpdateId+1 AND u >= lastUpdateId+1.
// 6. While listening to the stream, each new event's U should be equal to the previous event's u+1.
// 7. The data in each event is the absolute quantity for a price level.
// 8. If the quantity is 0, remove the price level.
// 9. Receiving an event that removes a price level that is not in your local order book can happen and is normal.
//
// futures
// https://binance-docs.github.io/apidocs/futures/en/#how-to-manage-a-local-order-book-correctly
//
// 1. Open a stream to wss://fstream.binance.com/stream?streams=btcusdt@depth.
// 2. Buffer the events you receive from the stream. For same price, latest received update covers the previous one.
// 3. Get a depth snapshot from https://fapi.binance.com/fapi/v1/depth?symbol=BTCUSDT&limit=1000 .
// 4. Drop any event where u is < lastUpdateId in the snapshot.
// 5. The first processed event should have U <= lastUpdateId AND u >= lastUpdateId
// 6. While listening to the stream, each new event's pu should be equal to the previous event's u, otherwise initialize the process from step 3.
// 7. The data in each event is the absolute quantity for a price level.
// 8. If the quantity is 0, remove the price level.
// 9. Receiving an event that removes a price level that is not in your local order book can happen and is normal.
//
return await this.watchOrderBookForSymbols([symbol], limit, params);
}
/**
* @method
* @name binance#watchOrderBookForSymbols
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams#partial-book-depth-streams
* @see https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams#diff-depth-stream
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Partial-Book-Depth-Streams
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Diff-Book-Depth-Streams
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/Partial-Book-Depth-Streams
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/Diff-Book-Depth-Streams
* @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
*/
async watchOrderBookForSymbols(symbols, limit = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false, true, true);
const firstMarket = this.market(symbols[0]);
let type = firstMarket['type'];
if (firstMarket['contract']) {
type = firstMarket['linear'] ? 'future' : 'delivery';
}
const name = 'depth';
let streamHash = 'multipleOrderbook';
if (symbols !== undefined) {
const symbolsLength = symbols.length;
if (symbolsLength > 200) {
throw new BadRequest(this.id + ' watchOrderBookForSymbols() accepts 200 symbols at most. To watch more symbols call watchOrderBookForSymbols() multiple times');
}
streamHash += '::' + symbols.join(',');
}
const watchOrderBookRate = this.safeString(this.options, 'watchOrderBookRate', '100');
const subParams = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const market = this.market(symbol);
messageHashes.push('orderbook::' + symbol);
const subscriptionHash = market['lowercaseId'] + '@' + name;
const symbolHash = subscriptionHash + '@' + watchOrderBookRate + 'ms';
subParams.push(symbolHash);
}
const messageHashesLength = messageHashes.length;
const url = this.urls['api']['ws'][type] + '/' + this.stream(type, streamHash, messageHashesLength);
const requestId = this.requestId(url);
const request = {
'method': 'SUBSCRIBE',
'params': subParams,
'id': requestId,
};
const subscription = {
'id': requestId.toString(),
'name': name,
'symbols': symbols,
'method': this.handleOrderBookSubscription,
'limit': limit,
'type': type,
'params': params,
};
const orderbook = await this.watchMultiple(url, messageHashes, this.extend(request, params), messageHashes, subscription);
return orderbook.limit();
}
/**
* @method
* @name binance#unWatchOrderBookForSymbols
* @description unWatches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams#partial-book-depth-streams
* @see https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams#diff-depth-stream
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Partial-Book-Depth-Streams
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Diff-Book-Depth-Streams
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/Partial-Book-Depth-Streams
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/Diff-Book-Depth-Streams
* @param {string[]} symbols 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 unWatchOrderBookForSymbols(symbols, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false, true, true);
const firstMarket = this.market(symbols[0]);
let type = firstMarket['type'];
if (firstMarket['contract']) {
type = firstMarket['linear'] ? 'future' : 'delivery';
}
const name = 'depth';
let streamHash = 'multipleOrderbook';
if (symbols !== undefined) {
streamHash += '::' + symbols.join(',');
}
const watchOrderBookRate = this.safeString(this.options, 'watchOrderBookRate', '100');
const subParams = [];
const subMessageHashes = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const market = this.market(symbol);
subMessageHashes.push('orderbook::' + symbol);
messageHashes.push('unsubscribe:orderbook:' + symbol);
const subscriptionHash = market['lowercaseId'] + '@' + name;
const symbolHash = subscriptionHash + '@' + watchOrderBookRate + 'ms';
subParams.push(symbolHash);
}
const messageHashesLength = subMessageHashes.length;
const url = this.urls['api']['ws'][type] + '/' + this.stream(type, streamHash, messageHashesLength);
const requestId = this.requestId(url);
const request = {
'method': 'UNSUBSCRIBE',
'params': subParams,
'id': requestId,
};
const subscription = {
'unsubscribe': true,
'id': requestId.toString(),
'symbols': symbols,
'subMessageHashes': subMessageHashes,
'messageHashes': messageHashes,
'topic': 'orderbook',
};
return await this.watchMultiple(url, messageHashes, this.extend(request, params), messageHashes, subscription);
}
/**
* @method
* @name binance#unWatchOrderBook
* @description unWatches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams#partial-book-depth-streams
* @see https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams#diff-depth-stream
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Partial-Book-Depth-Streams
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Diff-Book-Depth-Streams
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/Partial-Book-Depth-Streams
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/Diff-Book-Depth-Streams
* @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 binance#fetchOrderBookWs
* @description fetches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/market-data-requests#order-book
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/websocket-api/Order-Book
* @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 fetchOrderBookWs(symbol, limit = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const payload = {
'symbol': market['id'],
};
if (limit !== undefined) {
payload['limit'] = limit;
}
const marketType = this.getMarketType('fetchOrderBookWs', market, params);
if (marketType !== 'future') {
throw new BadRequest(this.id + ' fetchOrderBookWs only supports swap markets');
}
const url = this.urls['api']['ws']['ws-api'][marketType];
const requestId = this.requestId(url);
const messageHash = requestId.toString();
let returnRateLimits = false;
[returnRateLimits, params] = this.handleOptionAndParams(params, 'createOrderWs', 'returnRateLimits', false);
payload['returnRateLimits'] = returnRateLimits;
params = this.omit(params, 'test');
const message = {
'id': messageHash,
'method': 'depth',
'params': this.signParams(this.extend(payload, params)),
};
const subscription = {
'method': this.handleFetchOrderBook,
};
const orderbook = await this.watch(url, messageHash, message, messageHash, subscription);
orderbook['symbol'] = market['symbol'];
return orderbook;
}
handleFetchOrderBook(client, message) {
//
// {
// "id":"51e2affb-0aba-4821-ba75-f2625006eb43",
// "status":200,
// "result":{
// "lastUpdateId":1027024,
// "E":1589436922972,
// "T":1589436922959,
// "bids":[
// [
// "4.00000000",
// "431.00000000"
// ]
// ],
// "asks":[
// [
// "4.00000200",
// "12.00000000"
// ]
// ]
// }
// }
//
const messageHash = this.safeString(message, 'id');
const result = this.safeDict(message, 'result');
const timestamp = this.safeInteger(result, 'T');
const orderbook = this.parseOrderBook(result, undefined, timestamp);
orderbook['nonce'] = this.safeInteger2(result, 'lastUpdateId', 'u');
client.resolve(orderbook, messageHash);
}
async fetchOrderBookSnapshot(client, message, subscription) {
const symbol = this.safeString(subscription, 'symbol');
const messageHash = 'orderbook::' + symbol;
try {
const defaultLimit = this.safeInteger(this.options, 'watchOrderBookLimit', 1000);
const type = this.safeValue(subscription, 'type');
const limit = this.safeInteger(subscription, 'limit', defaultLimit);
const params = this.safeValue(subscription, 'params');
// 3. Get a depth snapshot from https://www.binance.com/api/v1/depth?symbol=BNBBTC&limit=1000 .
// todo: this is a synch blocking call - make it async
// default 100, max 1000, valid limits 5, 10, 20, 50, 100, 500, 1000
const snapshot = await this.fetchRestOrderBookSafe(symbol, limit, params);
if (this.safeValue(this.orderbooks, symbol) === undefined) {
// if the orderbook is dropped before the snapshot is received
return;
}
const orderbook = this.orderbooks[symbol];
orderbook.reset(snapshot);
// unroll the accumulated deltas
const messages = orderbook.cache;
orderbook.cache = [];
for (let i = 0; i < messages.length; i++) {
const messageItem = messages[i];
const U = this.safeInteger(messageItem, 'U');
const u = this.safeInteger(messageItem, 'u');
const pu = this.safeInteger(messageItem, 'pu');
if (type === 'future') {
// 4. Drop any event where u is < lastUpdateId in the snapshot
if (u < orderbook['nonce']) {
continue;
}
// 5. The first processed event should have U <= lastUpdateId AND u >= lastUpdateId
if ((U <= orderbook['nonce']) && (u >= orderbook['nonce']) || (pu === orderbook['nonce'])) {
this.handleOrderBookMessage(client, messageItem, orderbook);
}
}
else {
// 4. Drop any event where u is <= lastUpdateId in the snapshot
if (u <= orderbook['nonce']) {
continue;
}
// 5. The first processed event should have U <= lastUpdateId+1 AND u >= lastUpdateId+1
if (((U - 1) <= orderbook['nonce']) && ((u - 1) >= orderbook['nonce'])) {
this.handleOrderBookMessage(client, messageItem, orderbook);
}
}
}
this.orderbooks[symbol] = orderbook;
client.resolve(orderbook, messageHash);
}
catch (e) {
delete client.subscriptions[messageHash];
client.reject(e, messageHash);
}
}
handleDelta(bookside, delta) {
const price = this.safeFloat(delta, 0);
const amount = this.safeFloat(delta, 1);
bookside.store(price, amount);
}
handleDeltas(bookside, deltas) {
for (let i = 0; i < deltas.length; i++) {
this.handleDelta(bookside, deltas[i]);
}
}
handleOrderBookMessage(client, message, orderbook) {
const u = this.safeInteger(message, 'u');
this.handleDeltas(orderbook['asks'], this.safeValue(message, 'a', []));
this.handleDeltas(orderbook['bids'], this.safeValue(message, 'b', []));
orderbook['nonce'] = u;
const timestamp = this.safeInteger(message, 'E');
orderbook['timestamp'] = timestamp;
orderbook['datetime'] = this.iso8601(timestamp);
return orderbook;
}
handleOrderBook(client, message) {
//
// initial snapshot is fetched with ccxt's fetchOrderBook
// the feed does not include a snapshot, just the deltas
//
// {
// "e": "depthUpdate", // Event type
// "E": 1577554482280, // Event time
// "s": "BNBBTC", // Symbol
// "U": 157, // First update ID in event
// "u": 160, // Final update ID in event
// "b": [ // bids
// [ "0.0024", "10" ], // price, size
// ],
// "a": [ // asks
// [ "0.0026", "100" ], // price, size
// ]
// }
//
const isSpot = this.isSpotUrl(client);
const marketType = (isSpot) ? 'spot' : 'swap';
const marketId = this.safeString(message, 's');
const market = this.safeMarket(marketId, undefined, undefined, marketType);
const symbol = market['symbol'];
const messageHash = 'orderbook::' + symbol;
if (!(symbol in this.orderbooks)) {
//
// https://github.com/ccxt/ccxt/issues/6672
//
// Sometimes Binance sends the first delta before the subscription
// confirmation arrives. At that point the orderbook is not
// initialized yet and the snapshot has not been requested yet
// therefore it is safe to drop these premature messages.
//
return;
}
const orderbook = this.orderbooks[symbol];
const nonce = this.safeInteger(orderbook, 'nonce');
if (nonce === undefined) {
// 2. Buffer the events you receive from the stream.
orderbook.cache.push(message);
}
else {
try {
const U = this.safeInteger(message, 'U');
const u = this.safeInteger(message, 'u');
const pu = this.safeInteger(message, 'pu');
if (pu === undefined) {
// spot
// 4. Drop any event where u is <= lastUpdateId in the snapshot
if (u > orderbook['nonce']) {
const timestamp = this.safeInteger(orderbook, 'timestamp');
let conditional = undefined;
if (timestamp === undefined) {
// 5. The first processed event should have U <= lastUpdateId+1 AND u >= lastUpdateId+1
conditional = ((U - 1) <= orderbook['nonce']) && ((u - 1) >= orderbook['nonce']);
}
else {
// 6. While listening to the stream, each new event's U should be equal to the previous event's u+1.
conditional = ((U - 1) === orderbook['nonce']);
}
if (conditional) {
this.handleOrderBookMessage(client, message, orderbook);
if (nonce < orderbook['nonce']) {
client.resolve(orderbook, messageHash);
}
}
else {
const checksum = this.handleOption('watchOrderBook', 'checksum', true);
if (checksum) {
// todo: client.reject from handleOrderBookMessage properly
throw new ChecksumError(this.id + ' ' + this.orderbookChecksumMessage(symbol));
}
}
}
}
else {
// future
// 4. Drop any event where u is < lastUpdateId in the snapshot
if (u >= orderbook['nonce']) {
// 5. The first processed event should have U <= lastUpdateId AND u >= lastUpdateId
// 6. While listening to the stream, each new event's pu should be equal to the previous event's u, otherwise initialize the process from step 3
if ((U <= orderbook['nonce']) || (pu === orderbook['nonce'])) {
this.handleOrderBookMessage(client, message, orderbook);
if (nonce <= orderbook['nonce']) {
client.resolve(orderbook, messageHash);
}
}
else {
const checksum = this.handleOption('watchOrderBook', 'checksum', true);
if (checksum) {
// todo: client.reject from handleOrderBookMessage properly
throw new ChecksumError(this.id + ' ' + this.orderbookChecksumMessage(symbol));
}
}
}
}
}
catch (e) {
delete this.orderbooks[symbol];
delete client.subscriptions[messageHash];
client.reject(e, messageHash);
}
}
}
handleOrderBookSubscription(client, message, subscription) {
const defaultLimit = this.safeInteger(this.options, 'watchOrderBookLimit', 1000);
// const messageHash = this.safeString (subscription, 'messageHash');
const symbolOfSubscription = this.safeString(subscription, 'symbol'); // watchOrderBook
const symbols = this.safeValue(subscription, 'symbols', [symbolOfSubscription]); // watchOrderBookForSymbols
const limit = this.safeInteger(subscription, 'limit', defaultLimit);
// handle list of symbols
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
if (symbol in this.orderbooks) {
delete this.orderbooks[symbol];
}
this.orderbooks[symbol] = this.orderBook({}, limit);
subscription = this.extend(subscription, { 'symbol': symbol });
// fetch the snapshot in a separate async call
this.spawn(this.fetchOrderBookSnapshot, client, message, subscription);
}
}
handleSubscriptionStatus(client, message) {
//
// {
// "result": null,
// "id": 1574649734450
// }
//
const id = this.safeString(message, 'id');
const subscriptionsById = this.indexBy(client.subscriptions, 'id');
const subscription = this.safeValue(subscriptionsById, id, {});
const method = this.safeValue(subscription, 'method');
if (method !== undefined) {
method.call(this, client, message, subscription);
}
const isUnSubMessage = this.safeBool(subscription, 'unsubscribe', false);
if (isUnSubMessage) {
this.handleUnSubscription(client, subscription);
}
return message;
}
handleUnSubscription(client, subscription) {
const messageHashes = this.safeList(subscription, 'messageHashes', []);
const subMessageHashes = this.safeList(subscription, 'subMessageHashes', []);
for (let j = 0; j < messageHashes.length; j++) {
const unsubHash = messageHashes[j];
const subHash = subMessageHashes[j];
this.cleanUnsubscription(client, subHash, unsubHash);
}
this.cleanCache(subscription);
}
/**
* @method
* @name binance#watchTradesForSymbols
* @description get the list of most recent trades for a list of symbols
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/market-data-requests#aggregate-trades
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/market-data-requests#recent-trades
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Aggregate-Trade-Streams
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/Aggregate-Trade-Streams
* @param {string[]} symbols 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
* @param {string} [params.name] the name of the method to call, 'trade' or 'aggTrade', default is 'trade'
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
*/
async watchTradesForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false, true, true);
let streamHash = 'multipleTrades';
if (symbols !== undefined) {
const symbolsLength = symbols.length;
if (symbolsLength > 200) {
throw new BadRequest(this.id + ' watchTradesForSymbols() accepts 200 symbols at most. To watch more symbols call watchTradesForSymbols() multiple times');
}
streamHash += '::' + symbols.join(',');
}
let name = undefined;
[name, params] = this.handleOptionAndParams(params, 'watchTradesForSymbols', 'name', 'trade');
params = this.omit(params, 'callerMethodName');
const firstMarket = this.market(symbols[0]);
let type = firstMarket['type'];
if (firstMarket['contract']) {
type = firstMarket['linear'] ? 'future' : 'delivery';
}
const messageHashes = [];
const subParams = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const market = this.market(symbol);
messageHashes.push('trade::' + symbol);
const rawHash = market['lowercaseId'] + '@' + name;
subParams.push(rawHash);
}
const query = this.omit(params, 'type');
const subParamsLength = subParams.length;
const url = this.urls['api']['ws'][type] + '/' + this.stream(type, streamHash, subParamsLength);
const requestId = this.requestId(url);
const request = {
'method': 'SUBSCRIBE',
'params': subParams,
'id': requestId,
};
const subscribe = {
'id': requestId,
};
const trades = await this.watchMultiple(url, messageHashes, this.extend(request, query), messageHashes, subscribe);
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 binance#unWatchTradesForSymbols
* @description unsubscribes from the trades channel
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/market-data-requests#aggregate-trades
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/market-data-requests#recent-trades
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Aggregate-Trade-Streams
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/Aggregate-Trade-Streams
* @param {string[]} symbols unified symbol of the market to fetch trades for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.name] the name of the method to call, 'trade' or 'aggTrade', default is 'trade'
* @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, undefined, false, true, true);
let streamHash = 'multipleTrades';
if (symbols !== undefined) {
const symbolsLength = symbols.length;
if (symbolsLength > 200) {
throw new BadRequest(this.id + ' watchTradesForSymbols() accepts 200 symbols at most. To watch more symbols call watchTradesForSymbols() multiple times');
}
streamHash += '::' + symbols.join(',');
}
let name = undefined;
[name, params] = this.handleOptionAndParams(params, 'watchTradesForSymbols', 'name', 'trade');
params = this.omit(params, 'callerMethodName');
const firstMarket = this.market(symbols[0]);
let type = firstMarket['type'];
if (firstMarket['contract']) {
type = firstMarket['linear'] ? 'future' : 'delivery';
}
const subMessageHashes = [];
const subParams = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const market = this.market(symbol);
subMessageHashes.push('trade::' + symbol);
messageHashes.push('unsubscribe:trade:' + symbol);
const rawHash = market['lowercaseId'] + '@' + name;
subParams.push(rawHash);
}
const query = this.omit(params, 'type');
const subParamsLength = subParams.length;
const url = this.urls['api']['ws'][type] + '/' + this.stream(type, streamHash, subParamsLength);
const requestId = this.requestId(url);
const request = {
'method': 'UNSUBSCRIBE',
'params': subParams,
'id': requestId,
};
const subscription = {
'unsubscribe': true,
'id': requestId.toString(),
'subMessageHashes': subMessageHashes,
'messageHashes': messageHashes,
'symbols': symbols,
'topic': 'trades',
};
return await this.watchMultiple(url, messageHashes, this.extend(request, query), messageHashes, subscription);
}
/**
* @method
* @name binance#unWatchTrades
* @description unsubscribes from the trades channel
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/market-data-requests#aggregate-trades
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/market-data-requests#recent-trades
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Aggregate-Trade-Streams
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/Aggregate-Trade-Streams
* @param {string} symbol unified symbol of the market to fetch trades for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.name] the name of the method to call, 'trade' or 'aggTrade', default is 'trade'
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
*/
async unWatchTrades(symbol, params = {}) {
await this.loadMarkets();
return await this.unWatchTradesForSymbols([symbol], params);
}
/**
* @method
* @name binance#watchTrades
* @description get the list of most recent trades for a particular symbol
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/market-data-requests#aggregate-trades
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/market-data-requests#recent-trades
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Aggregate-Trade-Streams
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/Aggregate-Trade-Streams
* @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
* @param {string} [params.name] the name of the method to call, 'trade' or 'aggTrade', default is 'trade'
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
*/
async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
params['callerMethodName'] = 'watchTrades';
return await this.watchTradesForSymbols([symbol], since, limit, params);
}
parseWsTrade(trade, market = undefined) {
//
// public watchTrades
//
// {
// "e": "trade", // event type
// "E": 1579481530911, // event time
// "s": "ETHBTC", // symbol
// "t": 158410082, // trade id
// "p": "0.01914100", // price
// "q": "0.00700000", // quantity
// "b": 586187049, // buyer order id
// "a": 586186710, // seller order id
// "T": 1579481530910, // trade time
// "m": false, // is the buyer the market maker
// "M": true // binance docs say it should be ignored
// }
//
// {
// "e": "aggTrade", // Event type
// "E": 123456789, // Event time
// "s": "BNBBTC", // Symbol
// "a": 12345, // Aggregate trade ID
// "p": "0.001", // Price
// "q": "100", // Quantity
// "f": 100, // First trade ID
// "l": 105, // Last trade ID
// "T": 123456785, // Trade time
// "m": true, // Is the buyer the market maker?
// "M": true // Ignore
// }
//
// private watchMyTrades spot
//
// {
// "e": "executionReport",
// "E": 1611063861489,
// "s": "BNBUSDT",
// "c": "m4M6AD5MF3b1ERe65l4SPq",
// "S": "BUY",
// "o": "MARKET",
// "f": "GTC",
// "q": "2.00000000",
// "p": "0.00000000",
// "P": "0.00000000",
// "F": "0.00000000",
// "g": -1,
// "C": '',
// "x": "TRADE",
// "X": "PARTIALLY_FILLED",
// "r": "NONE",
// "i": 1296882607,
// "l": "0.33200000",
// "z": "0.33200000",
// "L": "46.86600000",
// "n": "0.00033200",
// "N": "BNB",
// "T": 1611063861488,
// "t": 109747654,
// "I": 2696953381,
// "w": false,
// "m": false,
// "M": true,
// "O": 1611063861488,
// "Z": "15.55951200",
// "Y": "15.55951200",
// "Q": "0.00000000"
// }
//
// private watchMyTrades future/delivery
//
// {
// "s": "BTCUSDT",
// "c": "pb2jD6ZQHpfzSdUac8VqMK",
// "S": "SELL",
// "o": "MARKET",
// "f": "GTC",
// "q": "0.001",
// "p": "0",
// "ap": "33468.46000",
// "sp": "0",
// "x": "TRADE",
// "X": "FILLED",
// "i": 13351197194,
// "l": "0.001",
// "z": "0.001",
// "L": "33468.46",
// "n": "0.00027086",
// "N": "BNB",
// "T": 1612095165362,
// "t": 458032604,
// "b": "0",
// "a": "0",
// "m": false,
// "R": false,
// "wt": "CONTRACT_PRICE",
// "ot": "MARKET",
// "ps": "BOTH",
// "cp": false,
// "rp": "0.00335000",
// "pP": false,
// "si": 0,
// "ss": 0
// }
//
const executionType = this.safeString(trade, 'x');
const isTradeExecution = (executionType === 'TRADE');
if (!isTradeExecution) {
return this.parseTrade(trade, market);
}
const id = this.safeString2(trade, 't', 'a');
const timestamp = this.safeInteger(trade, 'T');
const price = this.safeString2(trade, 'L', 'p');
let amount = this.safeString(trade, 'q');
if (isTradeExecution) {
amount = this.safeString(trade, 'l', amount);
}
let cost = this.safeString(trade, 'Y');
if (cost === undefined) {
if ((price !== undefined) && (amount !== undefined)) {
cost = Precise.stringMul(price, amount);
}
}
const marketId = this.safeString(trade, 's');
const marketType = ('ps' in trade) ? 'contract' : 'spot';
const symbol = this.safeSymbol(marketId, undefined, undefined, marketType);
let side = this.safeStringLower(trade, 'S');
let takerOrMaker = undefined;
const orderId = this.safeString(trade, 'i');
if ('m' in trade) {
if (side === undefined) {
side = trade['m'] ? 'sell' : 'buy'; // this is reversed intentionally
}
takerOrMaker = trade['m'] ? 'maker' : 'taker';
}
let fee = undefined;
const feeCost = this.safeString(trade, 'n');
if (feeCost !== undefined) {
const feeCurrencyId = this.safeString(trade, 'N');
const feeCurrencyCode = this.safeCurrencyCode(feeCurrencyId);
fee = {
'cost': feeCost,
'currency': feeCurrencyCode,
};
}
const type = this.safeStringLower(trade, 'o');
return this.safeTrade({
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': symbol,
'id': id,
'order': orderId,
'type': type,
'takerOrMaker': takerOrMaker,
'side': side,
'price': price,
'amount': amount,
'cost': cost,
'fee': fee,
});
}
handleTrade(client, message) {
// the trade streams push raw trade information in real-time
// each trade has a unique buyer and seller
const isSpot = this.isSpotUrl(client);
const marketType = (isSpot) ? 'spot' : 'contract';
const marketId = this.safeString(message, 's');
const market = this.safeMarket(marketId, undefined, undefined, marketType);
const symbol = market['symbol'];
const messageHash = 'trade::' + symbol;
const trade = this.parseWsTrade(message, market);
let tradesArray = this.safeValue(this.trades, symbol);
if (tradesArray === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
tradesArray = new ArrayCache(limit);
}
tradesArray.append(trade);
this.trades[symbol] = tradesArray;
client.resolve(tradesArray, messageHash);
}
/**
* @method
* @name binance#watchOHLCV
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/market-data-requests#klines
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/Kline-Candlestick-Streams
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Kline-Candlestick-Streams
* @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
* @param {object} [params.timezone] if provided, kline intervals are interpreted in that timezone instead of UTC, example '+08:00'
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
params['callerMethodName'] = 'watchOHLCV';
const result = await this.watchOHLCVForSymbols([[symbol, timeframe]], since, limit, params);
return result[symbol][timeframe];
}
/**
* @method
* @name binance#watchOHLCVForSymbols
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/market-data-requests#klines
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/Kline-Candlestick-Streams
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Kline-Candlestick-Streams
* @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
* @param {object} [params.timezone] if provided, kline intervals are interpreted in that timezone instead of UTC, example '+08:00'
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async watchOHLCVForSymbols(symbolsAndTimeframes, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
let klineType = undefined;
[klineType, params] = this.handleParamString2(params, 'channel', 'name', 'kline');
const symbols = this.getListFromObjectValues(symbolsAndTimeframes, 0);
const marketSymbols = this.marketSymbols(symbols, undefined, false, false, true);
const firstMarket = this.market(marketSymbols[0]);
let type = firstMarket['type'];
if (firstMarket['contract']) {
type = firstMarket['linear'] ? 'future' : 'delivery';
}
const isSpot = (type === 'spot');
let timezone = undefined;
[timezone, params] = this.handleParamString(params, 'timezone', undefined);
const isUtc8 = (timezone !== undefined) && ((timezone === '+08:00') || Precise.stringEq(timezone, '8'));
const rawHashes = [];
const messageHashes = [];
for (let i = 0; i < symbolsAndTimeframes.length; i++) {
const symAndTf = symbolsAndTimeframes[i];
const symbolString = symAndTf[0];
const timeframeString = symAndTf[1];
const interval = this.safeString(this.timeframes, timeframeString, timeframeString);
const market = this.market(symbolString);
let marketId = market['lowercaseId'];
if (klineType === 'indexPriceKline') {
// weird behavior for index price kline we can't use the perp suffix
marketId = marketId.replace('_perp', '');
}
const shouldUseUTC8 = (isUtc8 && isSpot);
const suffix = '@+08:00';
const utcSuffix = shouldUseUTC8 ? suffix : '';
rawHashes.push(marketId + '@' + klineType + '_' + interval + utcSuffix);
messageHashes.push('ohlcv::' + market['symbol'] + '::' + timeframeString);
}
const url = this.urls['api']['ws'][type] + '/' + this.stream(type, 'multipleOHLCV');
const requestId = this.requestId(url);
const request = {
'method': 'SUBSCRIBE',
'params': rawHashes,
'id': requestId,
};
const subscribe = {
'id': requestId,
};
params = this.omit(params, 'callerMethodName');
const res = await this.watchMultiple(url, messageHashes, this.extend(request, params), messageHashes, subscribe);
const [symbol, timeframe, candles] = res;
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 binance#unWatchOHLCVForSymbols
* @description unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/market-data-requests#klines
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/Kline-Candlestick-Streams
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Kline-Candlestick-Streams
* @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
* @param {object} [params.timezone] if provided, kline intervals are interpreted in that timezone instead of UTC, example '+08:00'
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async unWatchOHLCVForSymbols(symbolsAndTimeframes, params = {}) {
await this.loadMarkets();
let klineType = undefined;
[klineType, params] = this.handleParamString2(params, 'channel', 'name', 'kline');
const symbols = this.getListFromObjectValues(symbolsAndTimeframes, 0);
const marketSymbols = this.marketSymbols(symbols, undefined, false, false, true);
const firstMarket = this.market(marketSymbols[0]);
let type = firstMarket['type'];
if (firstMarket['contract']) {
type = firstMarket['linear'] ? 'future' : 'delivery';
}
const isSpot = (type === 'spot');
let timezone = undefined;
[timezone, params] = this.handleParamString(params, 'timezone', undefined);
const isUtc8 = (timezone !== undefined) && ((timezone === '+08:00') || Precise.stringEq(timezone, '8'));
const rawHashes = [];
const subMessageHashes = [];
const messageHashes = [];
for (let i = 0; i < symbolsAndTimeframes.length; i++) {
const symAndTf = symbolsAndTimeframes[i];
const symbolString = symAndTf[0];
const timeframeString = symAndTf[1];
const interval = this.safeString(this.timeframes, timeframeString, timeframeString);
const market = this.market(symbolString);
let marketId = market['lowercaseId'];
if (klineType === 'indexPriceKline') {
// weird behavior for index price kline we can't use the perp suffix
marketId = marketId.replace('_perp', '');
}
const shouldUseUTC8 = (isUtc8 && isSpot);
const suffix = '@+08:00';
const utcSuffix = shouldUseUTC8 ? suffix : '';
rawHashes.push(marketId + '@' + klineType + '_' + interval + utcSuffix);
subMessageHashes.push('ohlcv::' + market['symbol'] + '::' + timeframeString);
messageHashes.push('unsubscribe::ohlcv::' + market['symbol'] + '::' + timeframeString);
}
const url = this.urls['api']['ws'][type] + '/' + this.stream(type, 'multipleOHLCV');
const requestId = this.requestId(url);
const request = {
'method': 'UNSUBSCRIBE',
'params': rawHashes,
'id': requestId,
};
const subscribe = {
'unsubscribe': true,
'id': requestId.toString(),
'symbols': symbols,
'symbolsAndTimeframes': symbolsAndTimeframes,
'subMessageHashes': subMessageHashes,
'messageHashes': messageHashes,
'topic': 'ohlcv',
};
params = this.omit(params, 'callerMethodName');
return await this.watchMultiple(url, messageHashes, this.extend(request, params), messageHashes, subscribe);
}
/**
* @method
* @name binance#unWatchOHLCV
* @description unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/market-data-requests#klines
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/Kline-Candlestick-Streams
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Kline-Candlestick-Streams
* @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
* @param {object} [params.timezone] if provided, kline intervals are interpreted in that timezone instead of UTC, example '+08:00'
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async unWatchOHLCV(symbol, timeframe = '1m', params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
params['callerMethodName'] = 'watchOHLCV';
return await this.unWatchOHLCVForSymbols([[symbol, timeframe]], params);
}
handleOHLCV(client, message) {
//
// {
// "e": "kline",
// "E": 1579482921215,
// "s": "ETHBTC",
// "k": {
// "t": 1579482900000,
// "T": 1579482959999,
// "s": "ETHBTC",
// "i": "1m",
// "f": 158411535,
// "L": 158411550,
// "o": "0.01913200",
// "c": "0.01913500",
// "h": "0.01913700",
// "l": "0.01913200",
// "v": "5.08400000",
// "n": 16,
// "x": false,
// "q": "0.09728060",
// "V": "3.30200000",
// "Q": "0.06318500",
// "B": "0"
// }
// }
//
let event = this.safeString(message, 'e');
const eventMap = {
'indexPrice_kline': 'indexPriceKline',
'markPrice_kline': 'markPriceKline',
};
event = this.safeString(eventMap, event, event);
const kline = this.safeValue(message, 'k');
let marketId = this.safeString2(kline, 's', 'ps');
if (event === 'indexPriceKline') {
// indexPriceKline doesn't have the _PERP suffix
marketId = this.safeString(message, 'ps');
}
const interval = this.safeString(kline, 'i');
// use a reverse lookup in a static map instead
const unifiedTimeframe = this.findTimeframe(interval);
const parsed = [
this.safeInteger(kline, 't'),
this.safeFloat(kline, 'o'),
this.safeFloat(kline, 'h'),
this.safeFloat(kline, 'l'),
this.safeFloat(kline, 'c'),
this.safeFloat(kline, 'v'),
];
const isSpot = this.isSpotUrl(client);
const marketType = (isSpot) ? 'spot' : 'contract';
const symbol = this.safeSymbol(marketId, undefined, undefined, marketType);
const messageHash = 'ohlcv::' + symbol + '::' + unifiedTimeframe;
this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});
let stored = this.safeValue(this.ohlcvs[symbol], unifiedTimeframe);
if (stored === undefined) {
const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
stored = new ArrayCacheByTimestamp(limit);
this.ohlcvs[symbol][unifiedTimeframe] = stored;
}
stored.append(parsed);
const resolveData = [symbol, unifiedTimeframe, stored];
client.resolve(resolveData, messageHash);
}
/**
* @method
* @name binance#fetchTickerWs
* @description fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.method] method to use can be ticker.price or ticker.book
* @param {boolean} [params.returnRateLimits] return the rate limits for the exchange
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async fetchTickerWs(symbol, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const payload = {
'symbol': market['id'],
};
const type = this.getMarketType('fetchTickerWs', market, params);
if (type !== 'future') {
throw new BadRequest(this.id + ' fetchTickerWs only supports swap markets');
}
const url = this.urls['api']['ws']['ws-api'][type];
const requestId = this.requestId(url);
const messageHash = requestId.toString();
const subscription = {
'method': this.handleTickerWs,
};
let returnRateLimits = false;
[returnRateLimits, params] = this.handleOptionAndParams(params, 'fetchTickerWs', 'returnRateLimits', false);
payload['returnRateLimits'] = returnRateLimits;
params = this.omit(params, 'test');
let method = undefined;
[method, params] = this.handleOptionAndParams(params, 'fetchTickerWs', 'method', 'ticker.book');
const message = {
'id': messageHash,
'method': method,
'params': this.signParams(this.extend(payload, params)),
};
const ticker = await this.watch(url, messageHash, message, messageHash, subscription);
return ticker;
}
/**
* @method
* @name binance#fetchOHLCVWs
* @description query historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/market-data-requests#klines
* @param {string} symbol unified symbol of the market to query 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
* @param {int} params.until timestamp in ms of the earliest candle to fetch
*
* EXCHANGE SPECIFIC PARAMETERS
* @param {string} params.timeZone default=0 (UTC)
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async fetchOHLCVWs(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const marketType = this.getMarketType('fetchOHLCVWs', market, params);
if (marketType !== 'spot' && marketType !== 'future') {
throw new BadRequest(this.id + ' fetchOHLCVWs only supports spot or swap markets');
}
const url = this.urls['api']['ws']['ws-api'][marketType];
const requestId = this.requestId(url);
const messageHash = requestId.toString();
let returnRateLimits = false;
[returnRateLimits, params] = this.handleOptionAndParams(params, 'fetchOHLCVWs', 'returnRateLimits', false);
const payload = {
'symbol': this.marketId(symbol),
'returnRateLimits': returnRateLimits,
'interval': this.timeframes[timeframe],
};
const until = this.safeInteger(params, 'until');
params = this.omit(params, 'until');
if (since !== undefined) {
payload['startTime'] = since;
}
if (limit !== undefined) {
payload['limit'] = limit;
}
if (until !== undefined) {
payload['endTime'] = until;
}
const message = {
'id': messageHash,
'method': 'klines',
'params': this.extend(payload, params),
};
const subscription = {
'method': this.handleFetchOHLCV,
};
return await this.watch(url, messageHash, message, messageHash, subscription);
}
handleFetchOHLCV(client, message) {
//
// {
// "id": "1dbbeb56-8eea-466a-8f6e-86bdcfa2fc0b",
// "status": 200,
// "result": [
// [
// 1655971200000, // Kline open time
// "0.01086000", // Open price
// "0.01086600", // High price
// "0.01083600", // Low price
// "0.01083800", // Close price
// "2290.53800000", // Volume
// 1655974799999, // Kline close time
// "24.85074442", // Quote asset volume
// 2283, // Number of trades
// "1171.64000000", // Taker buy base asset volume
// "12.71225884", // Taker buy quote asset volume
// "0" // Unused field, ignore
// ]
// ],
// "rateLimits": [
// {
// "rateLimitType": "REQUEST_WEIGHT",
// "interval": "MINUTE",
// "intervalNum": 1,
// "limit": 6000,
// "count": 2
// }
// ]
// }
//
const result = this.safeList(message, 'result');
const parsed = this.parseOHLCVs(result);
// use a reverse lookup in a static map instead
const messageHash = this.safeString(message, 'id');
client.resolve(parsed, messageHash);
}
/**
* @method
* @name binance#watchTicker
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams#individual-symbol-mini-ticker-stream
* @see https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams#all-market-mini-tickers-stream
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Individual-Symbol-Ticker-Streams
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/All-Market-Mini-Tickers-Stream
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/All-Market-Mini-Tickers-Stream
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/Individual-Symbol-Ticker-Streams
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.name] stream to use can be ticker or miniTicker
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchTicker(symbol, params = {}) {
await this.loadMarkets();
symbol = this.symbol(symbol);
const tickers = await this.watchTickers([symbol], this.extend(params, { 'callerMethodName': 'watchTicker' }));
return tickers[symbol];
}
/**
* @method
* @name binance#watchMarkPrice
* @description watches a mark price for a specific market
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Mark-Price-Stream
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {boolean} [params.use1sFreq] *default is true* if set to true, the mark price will be updated every second, otherwise every 3 seconds
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchMarkPrice(symbol, params = {}) {
await this.loadMarkets();
symbol = this.symbol(symbol);
const tickers = await this.watchMarkPrices([symbol], this.extend(params, { 'callerMethodName': 'watchMarkPrice' }));
return tickers[symbol];
}
/**
* @method
* @name binance#watchMarkPrices
* @description watches the mark price for all markets
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Mark-Price-Stream-for-All-market
* @param {string[]} symbols unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {boolean} [params.use1sFreq] *default is true* if set to true, the mark price will be updated every second, otherwise every 3 seconds
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchMarkPrices(symbols = undefined, params = {}) {
let channelName = undefined;
// for now watchmarkPrice uses the same messageHash as watchTicker
// so it's impossible to watch both at the same time
// refactor this to use different messageHashes
[channelName, params] = this.handleOptionAndParams(params, 'watchMarkPrices', 'name', 'markPrice');
const newTickers = await this.watchMultiTickerHelper('watchMarkPrices', channelName, symbols, params);
if (this.newUpdates) {
return newTickers;
}
return this.filterByArray(this.tickers, 'symbol', symbols);
}
/**
* @method
* @name binance#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://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams#individual-symbol-mini-ticker-stream
* @see https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams#all-market-mini-tickers-stream
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Individual-Symbol-Ticker-Streams
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/All-Market-Mini-Tickers-Stream
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/All-Market-Mini-Tickers-Stream
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/Individual-Symbol-Ticker-Streams
* @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 = {}) {
let channelName = undefined;
[channelName, params] = this.handleOptionAndParams(params, 'watchTickers', 'name', 'ticker');
if (channelName === 'bookTicker') {
throw new BadRequest(this.id + ' deprecation notice - to subscribe for bids-asks, use watch_bids_asks() method instead');
}
const newTickers = await this.watchMultiTickerHelper('watchTickers', channelName, symbols, params);
if (this.newUpdates) {
return newTickers;
}
return this.filterByArray(this.tickers, 'symbol', symbols);
}
/**
* @method
* @name binance#unWatchTickers
* @description unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
* @see https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams#individual-symbol-mini-ticker-stream
* @see https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams#all-market-mini-tickers-stream
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Individual-Symbol-Ticker-Streams
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/All-Market-Mini-Tickers-Stream
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/All-Market-Mini-Tickers-Stream
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/Individual-Symbol-Ticker-Streams
* @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 = {}) {
let channelName = undefined;
[channelName, params] = this.handleOptionAndParams(params, 'watchTickers', 'name', 'ticker');
if (channelName === 'bookTicker') {
throw new BadRequest(this.id + ' deprecation notice - to subscribe for bids-asks, use watch_bids_asks() method instead');
}
return await this.watchMultiTickerHelper('unWatchTickers', channelName, symbols, params, true);
}
/**
* @method
* @name binance#unWatchMarkPrices
* @description unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Mark-Price-Stream
* @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 unWatchMarkPrices(symbols = undefined, params = {}) {
let channelName = undefined;
[channelName, params] = this.handleOptionAndParams(params, 'watchMarkPrices', 'name', 'markPrice');
await this.loadMarkets();
return await this.watchMultiTickerHelper('unWatchMarkPrices', channelName, symbols, params, true);
}
/**
* @method
* @name binance#unWatchMarkPrice
* @description unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Mark-Price-Stream
* @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 unWatchMarkPrice(symbol, params = {}) {
return await this.unWatchMarkPrices([symbol], params);
}
/**
* @method
* @name binance#unWatchTicker
* @description unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
* @see https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams#individual-symbol-mini-ticker-stream
* @see https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams#all-market-mini-tickers-stream
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Individual-Symbol-Ticker-Streams
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/All-Market-Mini-Tickers-Stream
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/All-Market-Mini-Tickers-Stream
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/Individual-Symbol-Ticker-Streams
* @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 binance#watchBidsAsks
* @description watches best bid & ask for symbols
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/market-data-requests#symbol-order-book-ticker
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/All-Book-Tickers-Stream
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/All-Book-Tickers-Stream
* @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, true, false, true);
const result = await this.watchMultiTickerHelper('watchBidsAsks', 'bookTicker', symbols, params);
if (this.newUpdates) {
return result;
}
return this.filterByArray(this.bidsasks, 'symbol', symbols);
}
async watchMultiTickerHelper(methodName, channelName, symbols = undefined, params = {}, isUnsubscribe = false) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, true, false, true);
const isBidAsk = (channelName === 'bookTicker');
const isMarkPrice = (channelName === 'markPrice');
const use1sFreq = this.safeBool(params, 'use1sFreq', true);
let firstMarket = undefined;
let marketType = undefined;
const symbolsDefined = (symbols !== undefined);
if (symbolsDefined) {
firstMarket = this.market(symbols[0]);
}
const defaultMarket = (isMarkPrice) ? 'swap' : undefined;
[marketType, params] = this.handleMarketTypeAndParams(methodName, firstMarket, params, defaultMarket);
let subType = undefined;
[subType, params] = this.handleSubTypeAndParams(methodName, firstMarket, params);
let rawMarketType = undefined;
if (this.isLinear(marketType, subType)) {
rawMarketType = 'future';
}
else if (this.isInverse(marketType, subType)) {
rawMarketType = 'delivery';
}
else if (marketType === 'spot') {
rawMarketType = marketType;
}
else {
throw new NotSupported(this.id + ' ' + methodName + '() does not support options markets');
}
if (isMarkPrice && !this.inArray(marketType, ['swap', 'future'])) {
throw new NotSupported(this.id + ' ' + methodName + '() does not support ' + marketType + ' markets yet');
}
const subscriptionArgs = [];
const messageHashes = [];
const unsubscribeMessageHashes = [];
let suffix = '';
if (isMarkPrice) {
suffix = (use1sFreq) ? '@1s' : '';
}
let unifiedPrefix = undefined;
if (isBidAsk) {
unifiedPrefix = 'bidask';
}
else if (isMarkPrice) {
unifiedPrefix = 'markPrice';
}
else {
unifiedPrefix = 'ticker';
}
if (symbolsDefined) {
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const market = this.market(symbol);
subscriptionArgs.push(market['lowercaseId'] + '@' + channelName + suffix);
messageHashes.push(unifiedPrefix + ':' + channelName + '@' + symbol);
if (isUnsubscribe) {
unsubscribeMessageHashes.push('unsubscribe::' + unifiedPrefix + ':' + channelName + '@' + symbol);
}
}
}
else {
if (isBidAsk) {
if (marketType === 'spot') {
throw new ArgumentsRequired(this.id + ' ' + methodName + '() requires symbols for this channel for spot markets');
}
subscriptionArgs.push('!' + channelName);
}
else if (isMarkPrice) {
subscriptionArgs.push('!' + channelName + '@arr' + suffix);
}
else {
subscriptionArgs.push('!' + channelName + '@arr');
}
messageHashes.push(unifiedPrefix + 's:' + channelName);
unsubscribeMessageHashes.push('unsubscribe::' + channelName);
}
let streamHash = channelName;
if (symbolsDefined) {
streamHash = channelName + '::' + symbols.join(',');
}
const url = this.urls['api']['ws'][rawMarketType] + '/' + this.stream(rawMarketType, streamHash);
const requestId = this.requestId(url);
const request = {
'method': isUnsubscribe ? 'UNSUBSCRIBE' : 'SUBSCRIBE',
'params': subscriptionArgs,
'id': requestId,
};
let hashes = messageHashes;
let subscription = {
'id': requestId,
};
if (isUnsubscribe) {
subscription = {
'unsubscribe': true,
'id': requestId.toString(),
'subMessageHashes': messageHashes,
'messageHashes': unsubscribeMessageHashes,
'symbols': symbols,
'topic': 'ticker',
};
hashes = unsubscribeMessageHashes;
}
const result = await this.watchMultiple(url, hashes, this.deepExtend(request, params), hashes, subscription);
if (isUnsubscribe) {
return result;
}
// for efficiency, we have two type of returned structure here - if symbols array was provided, then individual
// ticker dict comes in, otherwise all-tickers dict comes in
if (!symbolsDefined) {
return result;
}
else {
const newDict = {};
newDict[result['symbol']] = result;
return newDict;
}
}
parseWsTicker(message, marketType) {
// markPrice
// {
// "e": "markPriceUpdate", // Event type
// "E": 1562305380000, // Event time
// "s": "BTCUSDT", // Symbol
// "p": "11794.15000000", // Mark price
// "i": "11784.62659091", // Index price
// "P": "11784.25641265", // Estimated Settle Price, only useful in the last hour before the settlement starts
// "r": "0.00038167", // Funding rate
// "T": 1562306400000 // Next funding time
// }
//
// ticker
// {
// "e": "24hrTicker", // event type
// "E": 1579485598569, // event time
// "s": "ETHBTC", // symbol
// "p": "-0.00004000", // price change
// "P": "-0.209", // price change percent
// "w": "0.01920495", // weighted average price
// "x": "0.01916500", // the price of the first trade before the 24hr rolling window
// "c": "0.01912500", // last (closing) price
// "Q": "0.10400000", // last quantity
// "b": "0.01912200", // best bid
// "B": "4.10400000", // best bid quantity
// "a": "0.01912500", // best ask
// "A": "0.00100000", // best ask quantity
// "o": "0.01916500", // open price
// "h": "0.01956500", // high price
// "l": "0.01887700", // low price
// "v": "173518.11900000", // base volume
// "q": "3332.40703994", // quote volume
// "O": 1579399197842, // open time
// "C": 1579485597842, // close time
// "F": 158251292, // first trade id
// "L": 158414513, // last trade id
// "n": 163222, // total number of trades
// }
//
// miniTicker
// {
// "e": "24hrMiniTicker",
// "E": 1671617114585,
// "s": "MOBBUSD",
// "c": "0.95900000",
// "o": "0.91200000",
// "h": "1.04000000",
// "l": "0.89400000",
// "v": "2109995.32000000",
// "q": "2019254.05788000"
// }
// fetchTickerWs
// {
// "symbol":"BTCUSDT",
// "price":"72606.70",
// "time":1712526204284
// }
// fetchTickerWs - ticker.book
// {
// "lastUpdateId":1027024,
// "symbol":"BTCUSDT",
// "bidPrice":"4.00000000",
// "bidQty":"431.00000000",
// "askPrice":"4.00000200",
// "askQty":"9.00000000",
// "time":1589437530011,
// }
//
const marketId = this.safeString2(message, 's', 'symbol');
const symbol = this.safeSymbol(marketId, undefined, undefined, marketType);
let event = this.safeString(message, 'e', 'bookTicker');
if (event === '24hrTicker') {
event = 'ticker';
}
if (event === 'markPriceUpdate') {
// handle this separately because some fields clash with the ticker fields
return this.safeTicker({
'symbol': symbol,
'timestamp': this.safeInteger(message, 'E'),
'datetime': this.iso8601(this.safeInteger(message, 'E')),
'info': message,
'markPrice': this.safeString(message, 'p'),
'indexPrice': this.safeString(message, 'i'),
});
}
let timestamp = undefined;
if (event === 'bookTicker') {
// take the event timestamp, if available, for spot tickers it is not
timestamp = this.safeInteger2(message, 'E', 'time');
}
else {
// take the timestamp of the closing price for candlestick streams
timestamp = this.safeIntegerN(message, ['C', 'E', 'time']);
}
const market = this.safeMarket(marketId, undefined, undefined, marketType);
const last = this.safeString2(message, 'c', 'price');
return this.safeTicker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'high': this.safeString(message, 'h'),
'low': this.safeString(message, 'l'),
'bid': this.safeString2(message, 'b', 'bidPrice'),
'bidVolume': this.safeString2(message, 'B', 'bidQty'),
'ask': this.safeString2(message, 'a', 'askPrice'),
'askVolume': this.safeString2(message, 'A', 'askQty'),
'vwap': this.safeString(message, 'w'),
'open': this.safeString(message, 'o'),
'close': last,
'last': last,
'previousClose': this.safeString(message, 'x'),
'change': this.safeString(message, 'p'),
'percentage': this.safeString(message, 'P'),
'average': undefined,
'baseVolume': this.safeString(message, 'v'),
'quoteVolume': this.safeString(message, 'q'),
'info': message,
}, market);
}
handleTickerWs(client, message) {
//
// ticker.price
// {
// "id":"1",
// "status":200,
// "result":{
// "symbol":"BTCUSDT",
// "price":"73178.50",
// "time":1712527052374
// }
// }
// ticker.book
// {
// "id":"9d32157c-a556-4d27-9866-66760a174b57",
// "status":200,
// "result":{
// "lastUpdateId":1027024,
// "symbol":"BTCUSDT",
// "bidPrice":"4.00000000",
// "bidQty":"431.00000000",
// "askPrice":"4.00000200",
// "askQty":"9.00000000",
// "time":1589437530011 // Transaction time
// }
// }
//
const messageHash = this.safeString(message, 'id');
const result = this.safeValue(message, 'result', {});
const ticker = this.parseWsTicker(result, 'future');
client.resolve(ticker, messageHash);
}
handleBidsAsks(client, message) {
//
// arrives one symbol dict or array of symbol dicts
//
// {
// "u": 7488717758,
// "s": "BTCUSDT",
// "b": "28621.74000000",
// "B": "1.43278800",
// "a": "28621.75000000",
// "A": "2.52500800"
// }
//
this.handleTickersAndBidsAsks(client, message, 'bidasks');
}
handleTickers(client, message) {
//
// arrives one symbol dict or array of symbol dicts
//
// {
// "e": "24hrTicker", // event type
// "E": 1579485598569, // event time
// "s": "ETHBTC", // symbol
// "p": "-0.00004000", // price change
// "P": "-0.209", // price change percent
// "w": "0.01920495", // weighted average price
// "x": "0.01916500", // the price of the first trade before the 24hr rolling window
// "c": "0.01912500", // last (closing) price
// "Q": "0.10400000", // last quantity
// "b": "0.01912200", // best bid
// "B": "4.10400000", // best bid quantity
// "a": "0.01912500", // best ask
// "A": "0.00100000", // best ask quantity
// "o": "0.01916500", // open price
// "h": "0.01956500", // high price
// "l": "0.01887700", // low price
// "v": "173518.11900000", // base volume
// "q": "3332.40703994", // quote volume
// "O": 1579399197842, // open time
// "C": 1579485597842, // close time
// "F": 158251292, // first trade id
// "L": 158414513, // last trade id
// "n": 163222, // total number of trades
// }
//
this.handleTickersAndBidsAsks(client, message, 'tickers');
}
handleMarkPrices(client, message) {
this.handleTickersAndBidsAsks(client, message, 'markPrices');
}
handleTickersAndBidsAsks(client, message, methodType) {
const isSpot = this.isSpotUrl(client);
const marketType = (isSpot) ? 'spot' : 'contract';
const isBidAsk = (methodType === 'bidasks');
const isMarkPrice = (methodType === 'markPrices');
let unifiedPrefix = undefined;
if (isBidAsk) {
unifiedPrefix = 'bidask';
}
else if (isMarkPrice) {
unifiedPrefix = 'markPrice';
}
else {
unifiedPrefix = 'ticker';
}
let channelName = undefined;
const resolvedMessageHashes = [];
let rawTickers = [];
const newTickers = {};
if (Array.isArray(message)) {
rawTickers = message;
}
else {
rawTickers.push(message);
}
for (let i = 0; i < rawTickers.length; i++) {
const ticker = rawTickers[i];
let event = this.safeString(ticker, 'e');
if (isBidAsk) {
event = 'bookTicker'; // as noted in `handleMessage`, bookTicker doesn't have identifier, so manually set here
}
channelName = this.safeString(this.options['tickerChannelsMap'], event, event);
if (channelName === undefined) {
continue;
}
const parsedTicker = this.parseWsTicker(ticker, marketType);
const symbol = parsedTicker['symbol'];
newTickers[symbol] = parsedTicker;
if (isBidAsk) {
this.bidsasks[symbol] = parsedTicker;
}
else {
this.tickers[symbol] = parsedTicker;
}
const messageHash = unifiedPrefix + ':' + channelName + '@' + symbol;
resolvedMessageHashes.push(messageHash);
client.resolve(parsedTicker, messageHash);
}
// resolve batch endpoint
const length = resolvedMessageHashes.length;
if (length > 0) {
const batchMessageHash = unifiedPrefix + 's:' + channelName;
client.resolve(newTickers, batchMessageHash);
}
}
signParams(params = {}) {
this.checkRequiredCredentials();
const defaultRecvWindow = this.safeInteger(this.options, 'recvWindow');
if (defaultRecvWindow !== undefined) {
params['recvWindow'] = defaultRecvWindow;
}
const recvWindow = this.safeInteger(params, 'recvWindow');
if (recvWindow !== undefined) {
params['recvWindow'] = recvWindow;
}
let extendedParams = this.extend({
'timestamp': this.nonce(),
'apiKey': this.apiKey,
}, params);
extendedParams = this.keysort(extendedParams);
const query = this.rawencode(extendedParams);
let signature = undefined;
if (this.secret.indexOf('PRIVATE KEY') > -1) {
if (this.secret.length > 120) {
signature = rsa(query, this.secret, sha256);
}
else {
signature = eddsa(this.encode(query), this.secret, ed25519);
}
}
else {
signature = this.hmac(this.encode(query), this.encode(this.secret), sha256);
}
extendedParams['signature'] = signature;
return extendedParams;
}
/**
* @name binance#ensureUserDataStreamWsSubscribeSignature
* @description watches best bid & ask for symbols
* @param marketType {string} only support on 'spot'
* @see {@link https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/user-data-stream-requests#subscribe-to-user-data-stream-through-signature-subscription-user_data Binance User Data Stream Documentation}
* @returns Promise<number> The subscription ID for the user data stream
*/
async ensureUserDataStreamWsSubscribeSignature(marketType = 'spot') {
const url = this.urls['api']['ws']['ws-api'][marketType];
const client = this.client(url);
const subscriptions = client.subscriptions;
const subscriptionsKeys = Object.keys(subscriptions);
const accountType = this.getAccountTypeFromSubscriptions(subscriptionsKeys);
if (accountType === marketType) {
return;
}
client.subscriptions[marketType] = true;
const requestId = this.requestId(url);
const messageHash = requestId.toString();
const message = {
'id': messageHash,
'method': 'userDataStream.subscribe.signature',
'params': this.signParams({}),
};
const subscription = {
'id': messageHash,
'method': this.handleUserDataStreamSubscribe,
'subscription': marketType,
};
await this.watch(url, messageHash, message, messageHash, subscription);
}
handleUserDataStreamSubscribe(client, message) {
//
// {
// "id": 1,
// "status": 200,
// "result": {
// "subscriptionId": 0
// }
// }
//
const messageHash = this.safeString(message, 'id');
const subscriptions = client.subscriptions;
const subscriptionsKeys = Object.keys(subscriptions);
const accountType = this.getAccountTypeFromSubscriptions(subscriptionsKeys);
const result = this.safeDict(message, 'result', {});
const subscriptionId = this.safeInteger(result, 'subscriptionId');
if (subscriptionId === undefined) {
delete client.subscriptions[accountType];
client.reject(message, accountType);
}
client.resolve(message, messageHash);
}
async authenticate(params = {}) {
const time = this.milliseconds();
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('authenticate', undefined, params);
let subType = undefined;
[subType, params] = this.handleSubTypeAndParams('authenticate', undefined, params);
let isPortfolioMargin = undefined;
[isPortfolioMargin, params] = this.handleOptionAndParams2(params, 'authenticate', 'papi', 'portfolioMargin', false);
if (this.isLinear(type, subType)) {
type = 'future';
}
else if (this.isInverse(type, subType)) {
type = 'delivery';
}
// For spot use WebSocket API signature subscription
if (type === 'spot') {
await this.ensureUserDataStreamWsSubscribeSignature('spot');
return;
}
let marginMode = undefined;
[marginMode, params] = this.handleMarginModeAndParams('authenticate', params);
const isIsolatedMargin = (marginMode === 'isolated');
const isCrossMargin = (marginMode === 'cross') || (marginMode === undefined);
const symbol = this.safeString(params, 'symbol');
params = this.omit(params, 'symbol');
const options = this.safeValue(this.options, type, {});
const lastAuthenticatedTime = this.safeInteger(options, 'lastAuthenticatedTime', 0);
const listenKeyRefreshRate = this.safeInteger(this.options, 'listenKeyRefreshRate', 1200000);
const delay = this.sum(listenKeyRefreshRate, 10000);
if (time - lastAuthenticatedTime > delay) {
let response = undefined;
if (isPortfolioMargin) {
response = await this.papiPostListenKey(params);
params = this.extend(params, { 'portfolioMargin': true });
}
else if (type === 'future') {
response = await this.fapiPrivatePostListenKey(params);
}
else if (type === 'delivery') {
response = await this.dapiPrivatePostListenKey(params);
}
else if (type === 'margin' && isCrossMargin) {
response = await this.sapiPostUserDataStream(params);
}
else if (isIsolatedMargin) {
if (symbol === undefined) {
throw new ArgumentsRequired(this.id + ' authenticate() requires a symbol argument for isolated margin mode');
}
const marketId = this.marketId(symbol);
params = this.extend(params, { 'symbol': marketId });
response = await this.sapiPostUserDataStreamIsolated(params);
}
else {
response = await this.publicPostUserDataStream(params);
}
this.options[type] = this.extend(options, {
'listenKey': this.safeString(response, 'listenKey'),
'lastAuthenticatedTime': time,
});
this.delay(listenKeyRefreshRate, this.keepAliveListenKey, params);
}
}
async keepAliveListenKey(params = {}) {
// https://binance-docs.github.io/apidocs/spot/en/#listen-key-spot
let type = this.safeString2(this.options, 'defaultType', 'authenticate', 'spot');
type = this.safeString(params, 'type', type);
let isPortfolioMargin = undefined;
[isPortfolioMargin, params] = this.handleOptionAndParams2(params, 'keepAliveListenKey', 'papi', 'portfolioMargin', false);
const subTypeInfo = this.handleSubTypeAndParams('keepAliveListenKey', undefined, params);
const subType = subTypeInfo[0];
if (this.isLinear(type, subType)) {
type = 'future';
}
else if (this.isInverse(type, subType)) {
type = 'delivery';
}
const options = this.safeValue(this.options, type, {});
const listenKey = this.safeString(options, 'listenKey');
if (listenKey === undefined) {
// A network error happened: we can't renew a listen key that does not exist.
return;
}
const request = {};
const symbol = this.safeString(params, 'symbol');
params = this.omit(params, ['type', 'symbol']);
const time = this.milliseconds();
try {
if (isPortfolioMargin) {
await this.papiPutListenKey(this.extend(request, params));
params = this.extend(params, { 'portfolioMargin': true });
}
else if (type === 'future') {
await this.fapiPrivatePutListenKey(this.extend(request, params));
}
else if (type === 'delivery') {
await this.dapiPrivatePutListenKey(this.extend(request, params));
}
else {
request['listenKey'] = listenKey;
if (type === 'margin') {
request['symbol'] = symbol;
await this.sapiPutUserDataStream(this.extend(request, params));
}
else {
await this.publicPutUserDataStream(this.extend(request, params));
}
}
}
catch (error) {
let urlType = type;
if (isPortfolioMargin) {
urlType = 'papi';
}
const url = this.urls['api']['ws'][urlType] + '/' + this.options[type]['listenKey'];
const client = this.client(url);
const messageHashes = Object.keys(client.futures);
for (let i = 0; i < messageHashes.length; i++) {
const messageHash = messageHashes[i];
client.reject(error, messageHash);
}
this.options[type] = this.extend(options, {
'listenKey': undefined,
'lastAuthenticatedTime': 0,
});
return;
}
this.options[type] = this.extend(options, {
'listenKey': listenKey,
'lastAuthenticatedTime': time,
});
// whether or not to schedule another listenKey keepAlive request
const clients = Object.values(this.clients);
const listenKeyRefreshRate = this.safeInteger(this.options, 'listenKeyRefreshRate', 1200000);
for (let i = 0; i < clients.length; i++) {
const client = clients[i];
const subscriptionKeys = Object.keys(client.subscriptions);
for (let j = 0; j < subscriptionKeys.length; j++) {
const subscribeType = subscriptionKeys[j];
if (subscribeType === type) {
this.delay(listenKeyRefreshRate, this.keepAliveListenKey, params);
return;
}
}
}
}
setBalanceCache(client, type, isPortfolioMargin = false) {
if ((type in client.subscriptions) && (type in this.balance)) {
return;
}
const options = this.safeValue(this.options, 'watchBalance');
const fetchBalanceSnapshot = this.safeBool(options, 'fetchBalanceSnapshot', false);
if (fetchBalanceSnapshot) {
const messageHash = type + ':fetchBalanceSnapshot';
if (!(messageHash in client.futures)) {
client.future(messageHash);
this.spawn(this.loadBalanceSnapshot, client, messageHash, type, isPortfolioMargin);
}
}
else {
this.balance[type] = {};
}
}
async loadBalanceSnapshot(client, messageHash, type, isPortfolioMargin) {
const params = {
'type': type,
};
if (isPortfolioMargin) {
params['portfolioMargin'] = true;
}
const response = await this.fetchBalance(params);
this.balance[type] = this.extend(response, this.safeValue(this.balance, type, {}));
// don't remove the future from the .futures cache
const future = client.futures[messageHash];
future.resolve();
client.resolve(this.balance[type], type + ':balance');
}
/**
* @method
* @name binance#fetchBalanceWs
* @description fetch balance and get the amount of funds available for trading or funds locked in orders
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/account/websocket-api/Futures-Account-Balance
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/account-requests#account-information-user_data
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/account/websocket-api
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string|undefined} [params.type] 'future', 'delivery', 'savings', 'funding', or 'spot'
* @param {string|undefined} [params.marginMode] 'cross' or 'isolated', for margin trading, uses this.options.defaultMarginMode if not passed, defaults to undefined/None/null
* @param {string[]|undefined} [params.symbols] unified market symbols, only used in isolated margin mode
* @param {string|undefined} [params.method] method to use. Can be account.balance, account.status, v2/account.balance or v2/account.status
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
*/
async fetchBalanceWs(params = {}) {
await this.loadMarkets();
const type = this.getMarketType('fetchBalanceWs', undefined, params);
if (type !== 'spot' && type !== 'future' && type !== 'delivery') {
throw new BadRequest(this.id + ' fetchBalanceWs only supports spot or swap markets');
}
const url = this.urls['api']['ws']['ws-api'][type];
const requestId = this.requestId(url);
const messageHash = requestId.toString();
let returnRateLimits = false;
[returnRateLimits, params] = this.handleOptionAndParams(params, 'fetchBalanceWs', 'returnRateLimits', false);
const payload = {
'returnRateLimits': returnRateLimits,
};
let method = undefined;
[method, params] = this.handleOptionAndParams(params, 'fetchBalanceWs', 'method', 'account.status');
const message = {
'id': messageHash,
'method': method,
'params': this.signParams(this.extend(payload, params)),
};
const subscription = {
'method': (method === 'account.status') ? this.handleAccountStatusWs : this.handleBalanceWs,
};
return await this.watch(url, messageHash, message, messageHash, subscription);
}
handleBalanceWs(client, message) {
//
//
const messageHash = this.safeString(message, 'id');
let rawBalance = undefined;
if (Array.isArray(message['result'])) {
// account.balance
rawBalance = this.safeList(message, 'result', []);
}
else {
// account.status
const result = this.safeDict(message, 'result', {});
rawBalance = this.safeList(result, 'assets', []);
}
const parsedBalances = this.parseBalanceCustom(rawBalance);
client.resolve(parsedBalances, messageHash);
}
handleAccountStatusWs(client, message) {
//
// spot
// {
// "id": "605a6d20-6588-4cb9-afa0-b0ab087507ba",
// "status": 200,
// "result": {
// "makerCommission": 15,
// "takerCommission": 15,
// "buyerCommission": 0,
// "sellerCommission": 0,
// "canTrade": true,
// "canWithdraw": true,
// "canDeposit": true,
// "commissionRates": {
// "maker": "0.00150000",
// "taker": "0.00150000",
// "buyer": "0.00000000",
// "seller": "0.00000000"
// },
// "brokered": false,
// "requireSelfTradePrevention": false,
// "updateTime": 1660801833000,
// "accountType": "SPOT",
// "balances": [{
// "asset": "BNB",
// "free": "0.00000000",
// "locked": "0.00000000"
// },
// {
// "asset": "BTC",
// "free": "1.3447112",
// "locked": "0.08600000"
// },
// {
// "asset": "USDT",
// "free": "1021.21000000",
// "locked": "0.00000000"
// }
// ],
// "permissions": [
// "SPOT"
// ]
// }
// }
// swap
//
const messageHash = this.safeString(message, 'id');
const result = this.safeDict(message, 'result', {});
const parsedBalances = this.parseBalanceCustom(result);
client.resolve(parsedBalances, messageHash);
}
/**
* @method
* @name binance#fetchPositionWs
* @description fetch data on an open position
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/Position-Information
* @param {string} symbol unified market symbol of the market the position is held in
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [position structure]{@link https://docs.ccxt.com/#/?id=position-structure}
*/
async fetchPositionWs(symbol, params = {}) {
return await this.fetchPositionsWs([symbol], params);
}
/**
* @method
* @name binance#fetchPositionsWs
* @description fetch all open positions
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/Position-Information
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/trade/websocket-api/Position-Information
* @param {string[]} [symbols] list of unified market symbols
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {boolean} [params.returnRateLimits] set to true to return rate limit informations, defaults to false.
* @param {string|undefined} [params.method] method to use. Can be account.position or v2/account.position
* @returns {object[]} a list of [position structure]{@link https://docs.ccxt.com/#/?id=position-structure}
*/
async fetchPositionsWs(symbols = undefined, params = {}) {
await this.loadMarkets();
const payload = {};
let market = undefined;
symbols = this.marketSymbols(symbols, 'swap', true, true, true);
if (symbols !== undefined) {
const symbolsLength = symbols.length;
if (symbolsLength === 1) {
market = this.market(symbols[0]);
payload['symbol'] = market['id'];
}
}
const type = this.getMarketType('fetchPositionsWs', market, params);
if (type !== 'future' && type !== 'delivery') {
throw new BadRequest(this.id + ' fetchPositionsWs only supports swap markets');
}
const url = this.urls['api']['ws']['ws-api'][type];
const requestId = this.requestId(url);
const messageHash = requestId.toString();
let returnRateLimits = false;
[returnRateLimits, params] = this.handleOptionAndParams(params, 'fetchPositionsWs', 'returnRateLimits', false);
payload['returnRateLimits'] = returnRateLimits;
let method = undefined;
[method, params] = this.handleOptionAndParams(params, 'fetchPositionsWs', 'method', 'account.position');
const message = {
'id': messageHash,
'method': method,
'params': this.signParams(this.extend(payload, params)),
};
const subscription = {
'method': this.handlePositionsWs,
};
const result = await this.watch(url, messageHash, message, messageHash, subscription);
return this.filterByArrayPositions(result, 'symbol', symbols, false);
}
handlePositionsWs(client, message) {
//
// {
// id: '1',
// status: 200,
// result: [
// {
// symbol: 'BTCUSDT',
// positionAmt: '-0.014',
// entryPrice: '42901.1',
// breakEvenPrice: '30138.83333142',
// markPrice: '71055.98470333',
// unRealizedProfit: '-394.16838584',
// liquidationPrice: '137032.02272908',
// leverage: '123',
// maxNotionalValue: '50000',
// marginType: 'cross',
// isolatedMargin: '0.00000000',
// isAutoAddMargin: 'false',
// positionSide: 'BOTH',
// notional: '-994.78378584',
// isolatedWallet: '0',
// updateTime: 1708906343111,
// isolated: false,
// adlQuantile: 2
// },
// ...
// ]
// }
//
//
const messageHash = this.safeString(message, 'id');
const result = this.safeList(message, 'result', []);
const positions = [];
for (let i = 0; i < result.length; i++) {
const parsed = this.parsePositionRisk(result[i]);
const entryPrice = this.safeString(parsed, 'entryPrice');
if ((entryPrice !== '0') && (entryPrice !== '0.0') && (entryPrice !== '0.00000000')) {
positions.push(parsed);
}
}
client.resolve(positions, messageHash);
}
/**
* @method
* @name binance#watchBalance
* @description watch balance and get the amount of funds available for trading or funds locked in orders
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {boolean} [params.portfolioMargin] set to true if you would like to watch the balance of a portfolio margin account
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
*/
async watchBalance(params = {}) {
await this.loadMarkets();
await this.authenticate(params);
const defaultType = this.safeString(this.options, 'defaultType', 'spot');
let type = this.safeString(params, 'type', defaultType);
let subType = undefined;
[subType, params] = this.handleSubTypeAndParams('watchBalance', undefined, params);
let isPortfolioMargin = undefined;
[isPortfolioMargin, params] = this.handleOptionAndParams2(params, 'watchBalance', 'papi', 'portfolioMargin', false);
if (this.isLinear(type, subType)) {
type = 'future';
}
else if (this.isInverse(type, subType)) {
type = 'delivery';
}
let url = '';
let urlType = type;
if (type === 'spot') {
// route to WebSocket API connection where the user data stream is subscribed
url = this.urls['api']['ws']['ws-api'][type];
}
else {
if (isPortfolioMargin) {
urlType = 'papi';
}
url = this.urls['api']['ws'][urlType] + '/' + this.options[type]['listenKey'];
}
const client = this.client(url);
this.setBalanceCache(client, type, isPortfolioMargin);
this.setPositionsCache(client, type, undefined, isPortfolioMargin);
const options = this.safeDict(this.options, 'watchBalance');
const fetchBalanceSnapshot = this.safeBool(options, 'fetchBalanceSnapshot', false);
const awaitBalanceSnapshot = this.safeBool(options, 'awaitBalanceSnapshot', true);
if (fetchBalanceSnapshot && awaitBalanceSnapshot) {
await client.future(type + ':fetchBalanceSnapshot');
}
const messageHash = type + ':balance';
const message = undefined;
return await this.watch(url, messageHash, message, type);
}
handleBalance(client, message) {
//
// sent upon a balance update not related to orders
//
// {
// "e": "balanceUpdate",
// "E": 1629352505586,
// "a": "IOTX",
// "d": "0.43750000",
// "T": 1629352505585
// }
//
// sent upon creating or filling an order
//
// {
// "e": "outboundAccountPosition", // Event type
// "E": 1564034571105, // Event Time
// "u": 1564034571073, // Time of last account update
// "B": [ // Balances Array
// {
// "a": "ETH", // Asset
// "f": "10000.000000", // Free
// "l": "0.000000" // Locked
// }
// ]
// }
//
// future/delivery
//
// {
// "e": "ACCOUNT_UPDATE", // Event Type
// "E": 1564745798939, // Event Time
// "T": 1564745798938 , // Transaction
// "i": "SfsR", // Account Alias
// "a": { // Update Data
// "m":"ORDER", // Event reason type
// "B":[ // Balances
// {
// "a":"BTC", // Asset
// "wb":"122624.12345678", // Wallet Balance
// "cw":"100.12345678" // Cross Wallet Balance
// },
// ],
// "P":[
// {
// "s":"BTCUSD_200925", // Symbol
// "pa":"0", // Position Amount
// "ep":"0.0", // Entry Price
// "cr":"200", // (Pre-fee) Accumulated Realized
// "up":"0", // Unrealized PnL
// "mt":"isolated", // Margin Type
// "iw":"0.00000000", // Isolated Wallet (if isolated position)
// "ps":"BOTH" // Position Side
// },
// ]
// }
// }
// externalLockUpdate
// {
// "e": "externalLockUpdate", // Event Type
// "E": 1581557507324, // Event Time
// "a": "NEO", // Asset
// "d": "10.00000000", // Delta
// "T": 1581557507268 // Transaction Time
// }
//
const wallet = this.safeString(this.options, 'wallet', 'wb'); // cw for cross wallet
// each account is connected to a different endpoint
const subscriptions = client.subscriptions;
const subscriptionsKeys = Object.keys(subscriptions);
const accountType = this.getAccountTypeFromSubscriptions(subscriptionsKeys);
const messageHash = accountType + ':balance';
if (this.balance[accountType] === undefined) {
this.balance[accountType] = {};
}
this.balance[accountType]['info'] = message;
const event = this.safeString(message, 'e');
if (event === 'balanceUpdate') {
const currencyId = this.safeString(message, 'a');
const code = this.safeCurrencyCode(currencyId);
const account = this.account();
const delta = this.safeString(message, 'd');
if (code in this.balance[accountType]) {
let previousValue = this.balance[accountType][code]['free'];
if (typeof previousValue !== 'string') {
previousValue = this.numberToString(previousValue);
}
account['free'] = Precise.stringAdd(previousValue, delta);
}
else {
account['free'] = delta;
}
this.balance[accountType][code] = account;
}
else {
message = this.safeDict(message, 'a', message);
const B = this.safeList(message, 'B');
for (let i = 0; i < B.length; i++) {
const entry = B[i];
const currencyId = this.safeString(entry, 'a');
const code = this.safeCurrencyCode(currencyId);
const account = this.account();
account['free'] = this.safeString(entry, 'f');
account['used'] = this.safeString(entry, 'l');
account['total'] = this.safeString(entry, wallet);
this.balance[accountType][code] = account;
}
}
const timestamp = this.safeInteger(message, 'E');
this.balance[accountType]['timestamp'] = timestamp;
this.balance[accountType]['datetime'] = this.iso8601(timestamp);
this.balance[accountType] = this.safeBalance(this.balance[accountType]);
client.resolve(this.balance[accountType], messageHash);
}
getAccountTypeFromSubscriptions(subscriptions) {
let accountType = '';
for (let i = 0; i < subscriptions.length; i++) {
const subscription = subscriptions[i];
if ((subscription === 'spot') || (subscription === 'margin') || (subscription === 'future') || (subscription === 'delivery')) {
accountType = subscription;
break;
}
}
return accountType;
}
getMarketType(method, market, params = {}) {
let type = undefined;
[type, params] = this.handleMarketTypeAndParams(method, market, params);
let subType = undefined;
[subType, params] = this.handleSubTypeAndParams(method, market, params);
if (this.isLinear(type, subType)) {
type = 'future';
}
else if (this.isInverse(type, subType)) {
type = 'delivery';
}
return type;
}
/**
* @method
* @name binance#createOrderWs
* @description create a trade order
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/trading-requests#place-new-order-trade
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/New-Order
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/trade/websocket-api
* @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|undefined} [price] the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {boolean} params.test test order, default false
* @param {boolean} params.returnRateLimits set to true to return rate limit information, default false
* @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async createOrderWs(symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const marketType = this.getMarketType('createOrderWs', market, params);
if (marketType !== 'spot' && marketType !== 'future' && marketType !== 'delivery') {
throw new BadRequest(this.id + ' createOrderWs only supports spot or swap markets');
}
const url = this.urls['api']['ws']['ws-api'][marketType];
const requestId = this.requestId(url);
const messageHash = requestId.toString();
const sor = this.safeBool2(params, 'sor', 'SOR', false);
params = this.omit(params, 'sor', 'SOR');
const payload = this.createOrderRequest(symbol, type, side, amount, price, params);
let returnRateLimits = false;
[returnRateLimits, params] = this.handleOptionAndParams(params, 'createOrderWs', 'returnRateLimits', false);
payload['returnRateLimits'] = returnRateLimits;
const test = this.safeBool(params, 'test', false);
params = this.omit(params, 'test');
const message = {
'id': messageHash,
'method': 'order.place',
'params': this.signParams(this.extend(payload, params)),
};
if (test) {
if (sor) {
message['method'] = 'sor.order.test';
}
else {
message['method'] = 'order.test';
}
}
const subscription = {
'method': this.handleOrderWs,
};
return await this.watch(url, messageHash, message, messageHash, subscription);
}
handleOrderWs(client, message) {
//
// {
// "id": 1,
// "status": 200,
// "result": {
// "symbol": "BTCUSDT",
// "orderId": 7663053,
// "orderListId": -1,
// "clientOrderId": "x-R4BD3S82d8959d0f5114499487a614",
// "transactTime": 1687642291434,
// "price": "25000.00000000",
// "origQty": "0.00100000",
// "executedQty": "0.00000000",
// "cummulativeQuoteQty": "0.00000000",
// "status": "NEW",
// "timeInForce": "GTC",
// "type": "LIMIT",
// "side": "BUY",
// "workingTime": 1687642291434,
// "fills": [],
// "selfTradePreventionMode": "NONE"
// },
// "rateLimits": [
// {
// "rateLimitType": "ORDERS",
// "interval": "SECOND",
// "intervalNum": 10,
// "limit": 50,
// "count": 1
// },
// {
// "rateLimitType": "ORDERS",
// "interval": "DAY",
// "intervalNum": 1,
// "limit": 160000,
// "count": 1
// },
// {
// "rateLimitType": "REQUEST_WEIGHT",
// "interval": "MINUTE",
// "intervalNum": 1,
// "limit": 1200,
// "count": 12
// }
// ]
// }
//
const messageHash = this.safeString(message, 'id');
const result = this.safeDict(message, 'result', {});
const order = this.parseOrder(result);
client.resolve(order, messageHash);
}
handleOrdersWs(client, message) {
//
// {
// "id": 1,
// "status": 200,
// "result": [{
// "symbol": "BTCUSDT",
// "orderId": 7665584,
// "orderListId": -1,
// "clientOrderId": "x-R4BD3S82b54769abdd3e4b57874c52",
// "price": "26000.00000000",
// "origQty": "0.00100000",
// "executedQty": "0.00000000",
// "cummulativeQuoteQty": "0.00000000",
// "status": "NEW",
// "timeInForce": "GTC",
// "type": "LIMIT",
// "side": "BUY",
// "stopPrice": "0.00000000",
// "icebergQty": "0.00000000",
// "time": 1687642884646,
// "updateTime": 1687642884646,
// "isWorking": true,
// "workingTime": 1687642884646,
// "origQuoteOrderQty": "0.00000000",
// "selfTradePreventionMode": "NONE"
// },
// ...
// ],
// "rateLimits": [{
// "rateLimitType": "REQUEST_WEIGHT",
// "interval": "MINUTE",
// "intervalNum": 1,
// "limit": 1200,
// "count": 14
// }]
// }
//
const messageHash = this.safeString(message, 'id');
const result = this.safeList(message, 'result', []);
const orders = this.parseOrders(result);
client.resolve(orders, messageHash);
}
/**
* @method
* @name binance#editOrderWs
* @description edit a trade order
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/trading-requests#cancel-and-replace-order-trade
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/Modify-Order
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/trade/websocket-api/Modify-Order
* @param {string} id order id
* @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 the currency you want to trade in units of the base currency
* @param {float|undefined} [price] the price at which the order is to be fulfilled, 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}
*/
async editOrderWs(id, symbol, type, side, amount = undefined, price = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const marketType = this.getMarketType('editOrderWs', market, params);
if (marketType !== 'spot' && marketType !== 'future' && marketType !== 'delivery') {
throw new BadRequest(this.id + ' editOrderWs only supports spot or swap markets');
}
const url = this.urls['api']['ws']['ws-api'][marketType];
const requestId = this.requestId(url);
const messageHash = requestId.toString();
const isSwap = (marketType === 'future' || marketType === 'delivery');
let payload = undefined;
if (marketType === 'spot') {
payload = this.editSpotOrderRequest(id, symbol, type, side, amount, price, params);
}
else if (isSwap) {
payload = this.editContractOrderRequest(id, symbol, type, side, amount, price, params);
}
let returnRateLimits = false;
[returnRateLimits, params] = this.handleOptionAndParams(params, 'editOrderWs', 'returnRateLimits', false);
payload['returnRateLimits'] = returnRateLimits;
const message = {
'id': messageHash,
'method': (isSwap) ? 'order.modify' : 'order.cancelReplace',
'params': this.signParams(this.extend(payload, params)),
};
const subscription = {
'method': this.handleEditOrderWs,
};
return await this.watch(url, messageHash, message, messageHash, subscription);
}
handleEditOrderWs(client, message) {
//
// spot
// {
// "id": 1,
// "status": 200,
// "result": {
// "cancelResult": "SUCCESS",
// "newOrderResult": "SUCCESS",
// "cancelResponse": {
// "symbol": "BTCUSDT",
// "origClientOrderId": "x-R4BD3S82813c5d7ffa594104917de2",
// "orderId": 7665177,
// "orderListId": -1,
// "clientOrderId": "mbrnbQsQhtCXCLY45d5q7S",
// "price": "26000.00000000",
// "origQty": "0.00100000",
// "executedQty": "0.00000000",
// "cummulativeQuoteQty": "0.00000000",
// "status": "CANCELED",
// "timeInForce": "GTC",
// "type": "LIMIT",
// "side": "BUY",
// "selfTradePreventionMode": "NONE"
// },
// "newOrderResponse": {
// "symbol": "BTCUSDT",
// "orderId": 7665584,
// "orderListId": -1,
// "clientOrderId": "x-R4BD3S82b54769abdd3e4b57874c52",
// "transactTime": 1687642884646,
// "price": "26000.00000000",
// "origQty": "0.00100000",
// "executedQty": "0.00000000",
// "cummulativeQuoteQty": "0.00000000",
// "status": "NEW",
// "timeInForce": "GTC",
// "type": "LIMIT",
// "side": "BUY",
// "workingTime": 1687642884646,
// "fills": [],
// "selfTradePreventionMode": "NONE"
// }
// },
// "rateLimits": [{
// "rateLimitType": "ORDERS",
// "interval": "SECOND",
// "intervalNum": 10,
// "limit": 50,
// "count": 1
// },
// {
// "rateLimitType": "ORDERS",
// "interval": "DAY",
// "intervalNum": 1,
// "limit": 160000,
// "count": 3
// },
// {
// "rateLimitType": "REQUEST_WEIGHT",
// "interval": "MINUTE",
// "intervalNum": 1,
// "limit": 1200,
// "count": 12
// }
// ]
// }
// swap
// {
// "id":"1",
// "status":200,
// "result":{
// "orderId":667061487,
// "symbol":"LTCUSDT",
// "status":"NEW",
// "clientOrderId":"x-xcKtGhcu91a74c818749ee42c0f70",
// "price":"82.00",
// "avgPrice":"0.00",
// "origQty":"1.000",
// "executedQty":"0.000",
// "cumQty":"0.000",
// "cumQuote":"0.00000",
// "timeInForce":"GTC",
// "type":"LIMIT",
// "reduceOnly":false,
// "closePosition":false,
// "side":"BUY",
// "positionSide":"BOTH",
// "stopPrice":"0.00",
// "workingType":"CONTRACT_PRICE",
// "priceProtect":false,
// "origType":"LIMIT",
// "priceMatch":"NONE",
// "selfTradePreventionMode":"NONE",
// "goodTillDate":0,
// "updateTime":1712918927511
// }
// }
//
const messageHash = this.safeString(message, 'id');
const result = this.safeDict(message, 'result', {});
const newSpotOrder = this.safeDict(result, 'newOrderResponse');
let order = undefined;
if (newSpotOrder !== undefined) {
order = this.parseOrder(newSpotOrder);
}
else {
order = this.parseOrder(result);
}
client.resolve(order, messageHash);
}
/**
* @method
* @name binance#cancelOrderWs
* @description cancel multiple orders
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/trading-requests#cancel-order-trade
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/Cancel-Order
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/trade/websocket-api/Cancel-Order
* @param {string} id order id
* @param {string} [symbol] unified market symbol, default is undefined
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string|undefined} [params.cancelRestrictions] Supported values: ONLY_NEW - Cancel will succeed if the order status is NEW. ONLY_PARTIALLY_FILLED - Cancel will succeed if order status is PARTIALLY_FILLED.
* @returns {object} an list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async cancelOrderWs(id, symbol = undefined, params = {}) {
await this.loadMarkets();
if (symbol === undefined) {
throw new BadRequest(this.id + ' cancelOrderWs requires a symbol');
}
const market = this.market(symbol);
const type = this.getMarketType('cancelOrderWs', market, params);
const url = this.urls['api']['ws']['ws-api'][type];
const requestId = this.requestId(url);
const messageHash = requestId.toString();
let returnRateLimits = false;
[returnRateLimits, params] = this.handleOptionAndParams(params, 'cancelOrderWs', 'returnRateLimits', false);
const payload = {
'symbol': this.marketId(symbol),
'returnRateLimits': returnRateLimits,
};
const clientOrderId = this.safeString2(params, 'origClientOrderId', 'clientOrderId');
if (clientOrderId !== undefined) {
payload['origClientOrderId'] = clientOrderId;
}
else {
payload['orderId'] = this.parseToInt(id);
}
params = this.omit(params, ['origClientOrderId', 'clientOrderId']);
const message = {
'id': messageHash,
'method': 'order.cancel',
'params': this.signParams(this.extend(payload, params)),
};
const subscription = {
'method': this.handleOrderWs,
};
return await this.watch(url, messageHash, message, messageHash, subscription);
}
/**
* @method
* @name binance#cancelAllOrdersWs
* @description cancel all open orders in a market
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/trading-requests#cancel-open-orders-trade
* @param {string} [symbol] unified market symbol of the market to cancel orders 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 cancelAllOrdersWs(symbol = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const type = this.getMarketType('cancelAllOrdersWs', market, params);
if (type !== 'spot') {
throw new BadRequest(this.id + ' cancelAllOrdersWs only supports spot markets');
}
const url = this.urls['api']['ws']['ws-api'][type];
const requestId = this.requestId(url);
const messageHash = requestId.toString();
let returnRateLimits = false;
[returnRateLimits, params] = this.handleOptionAndParams(params, 'cancelAllOrdersWs', 'returnRateLimits', false);
const payload = {
'symbol': this.marketId(symbol),
'returnRateLimits': returnRateLimits,
};
const message = {
'id': messageHash,
'method': 'openOrders.cancelAll',
'params': this.signParams(this.extend(payload, params)),
};
const subscription = {
'method': this.handleOrdersWs,
};
return await this.watch(url, messageHash, message, messageHash, subscription);
}
/**
* @method
* @name binance#fetchOrderWs
* @description fetches information on an order made by the user
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/trading-requests#query-order-user_data
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/Query-Order
* @see https://developers.binance.com/docs/derivatives/coin-margined-futures/trade/websocket-api/Query-Order
* @param {string} id order id
* @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}
*/
async fetchOrderWs(id, symbol = undefined, params = {}) {
await this.loadMarkets();
if (symbol === undefined) {
throw new BadRequest(this.id + ' cancelOrderWs requires a symbol');
}
const market = this.market(symbol);
const type = this.getMarketType('fetchOrderWs', market, params);
if (type !== 'spot' && type !== 'future' && type !== 'delivery') {
throw new BadRequest(this.id + ' fetchOrderWs only supports spot or swap markets');
}
const url = this.urls['api']['ws']['ws-api'][type];
const requestId = this.requestId(url);
const messageHash = requestId.toString();
let returnRateLimits = false;
[returnRateLimits, params] = this.handleOptionAndParams(params, 'fetchOrderWs', 'returnRateLimits', false);
const payload = {
'symbol': this.marketId(symbol),
'returnRateLimits': returnRateLimits,
};
const clientOrderId = this.safeString2(params, 'origClientOrderId', 'clientOrderId');
if (clientOrderId !== undefined) {
payload['origClientOrderId'] = clientOrderId;
}
else {
payload['orderId'] = this.parseToInt(id);
}
const message = {
'id': messageHash,
'method': 'order.status',
'params': this.signParams(this.extend(payload, params)),
};
const subscription = {
'method': this.handleOrderWs,
};
return await this.watch(url, messageHash, message, messageHash, subscription);
}
/**
* @method
* @name binance#fetchOrdersWs
* @description fetches information on multiple orders made by the user
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/trading-requests#order-lists
* @param {string} symbol unified market symbol of the market orders were made in
* @param {int|undefined} [since] the earliest time in ms to fetch orders for
* @param {int|undefined} [limit] the maximum number of order structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {int} [params.orderId] order id to begin at
* @param {int} [params.startTime] earliest time in ms to retrieve orders for
* @param {int} [params.endTime] latest time in ms to retrieve orders for
* @param {int} [params.limit] the maximum number of order structures to retrieve
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async fetchOrdersWs(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
if (symbol === undefined) {
throw new BadRequest(this.id + ' fetchOrdersWs requires a symbol');
}
const market = this.market(symbol);
const type = this.getMarketType('fetchOrdersWs', market, params);
if (type !== 'spot') {
throw new BadRequest(this.id + ' fetchOrdersWs only supports spot markets');
}
const url = this.urls['api']['ws']['ws-api'][type];
const requestId = this.requestId(url);
const messageHash = requestId.toString();
let returnRateLimits = false;
[returnRateLimits, params] = this.handleOptionAndParams(params, 'fetchOrderWs', 'returnRateLimits', false);
const payload = {
'symbol': this.marketId(symbol),
'returnRateLimits': returnRateLimits,
};
const message = {
'id': messageHash,
'method': 'allOrders',
'params': this.signParams(this.extend(payload, params)),
};
const subscription = {
'method': this.handleOrdersWs,
};
const orders = await this.watch(url, messageHash, message, messageHash, subscription);
return this.filterBySymbolSinceLimit(orders, symbol, since, limit);
}
/**
* @method
* @name binance#fetchClosedOrdersWs
* @description fetch closed orders
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/trading-requests#order-lists
* @param {string} symbol unified market symbol
* @param {int} [since] the earliest time in ms to fetch open orders for
* @param {int} [limit] the maximum number of open orders 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 fetchClosedOrdersWs(symbol = undefined, since = undefined, limit = undefined, params = {}) {
const orders = await this.fetchOrdersWs(symbol, since, limit, params);
const closedOrders = [];
for (let i = 0; i < orders.length; i++) {
const order = orders[i];
if (order['status'] === 'closed') {
closedOrders.push(order);
}
}
return closedOrders;
}
/**
* @method
* @name binance#fetchOpenOrdersWs
* @description fetch all unfilled currently open orders
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/trading-requests#current-open-orders-user_data
* @param {string} symbol unified market symbol
* @param {int|undefined} [since] the earliest time in ms to fetch open orders for
* @param {int|undefined} [limit] the maximum number of open orders 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 fetchOpenOrdersWs(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const type = this.getMarketType('fetchOpenOrdersWs', market, params);
if (type !== 'spot' && type !== 'future') {
throw new BadRequest(this.id + ' fetchOpenOrdersWs only supports spot or swap markets');
}
const url = this.urls['api']['ws']['ws-api'][type];
const requestId = this.requestId(url);
const messageHash = requestId.toString();
let returnRateLimits = false;
[returnRateLimits, params] = this.handleOptionAndParams(params, 'fetchOrderWs', 'returnRateLimits', false);
const payload = {
'returnRateLimits': returnRateLimits,
};
if (symbol !== undefined) {
payload['symbol'] = this.marketId(symbol);
}
const message = {
'id': messageHash,
'method': 'openOrders.status',
'params': this.signParams(this.extend(payload, params)),
};
const subscription = {
'method': this.handleOrdersWs,
};
const orders = await this.watch(url, messageHash, message, messageHash, subscription);
return this.filterBySymbolSinceLimit(orders, symbol, since, limit);
}
/**
* @method
* @name binance#watchOrders
* @description watches information on multiple orders made by the user
* @see https://developers.binance.com/docs/binance-spot-api-docs/user-data-stream#order-update
* @see https://developers.binance.com/docs/margin_trading/trade-data-stream/Event-Order-Update
* @see https://developers.binance.com/docs/derivatives/usds-margined-futures/user-data-streams/Event-Order-Update
* @param {string} symbol unified market symbol of the market the 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
* @param {string|undefined} [params.marginMode] 'cross' or 'isolated', for spot margin
* @param {boolean} [params.portfolioMargin] set to true if you would like to watch portfolio margin account orders
* @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 messageHash = 'orders';
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
symbol = market['symbol'];
messageHash += ':' + symbol;
}
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchOrders', market, params);
let subType = undefined;
[subType, params] = this.handleSubTypeAndParams('watchOrders', market, params);
if (this.isLinear(type, subType)) {
type = 'future';
}
else if (this.isInverse(type, subType)) {
type = 'delivery';
}
params = this.extend(params, { 'type': type, 'symbol': symbol, 'subType': subType }); // needed inside authenticate for isolated margin
await this.authenticate(params);
let marginMode = undefined;
[marginMode, params] = this.handleMarginModeAndParams('watchOrders', params);
let urlType = type;
if ((type === 'margin') || ((type === 'spot') && (marginMode !== undefined))) {
urlType = 'spot'; // spot-margin shares the same stream as regular spot
}
let isPortfolioMargin = undefined;
[isPortfolioMargin, params] = this.handleOptionAndParams2(params, 'watchOrders', 'papi', 'portfolioMargin', false);
let url = '';
if (type === 'spot') {
// route orders to ws-api user data stream
url = this.urls['api']['ws']['ws-api'][type];
}
else {
if (isPortfolioMargin) {
urlType = 'papi';
}
url = this.urls['api']['ws'][urlType] + '/' + this.options[type]['listenKey'];
}
const client = this.client(url);
this.setBalanceCache(client, type, isPortfolioMargin);
this.setPositionsCache(client, type, undefined, isPortfolioMargin);
const message = undefined;
const orders = await this.watch(url, messageHash, message, type);
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
}
parseWsOrder(order, market = undefined) {
//
// spot
//
// {
// "e": "executionReport", // Event type
// "E": 1499405658658, // Event time
// "s": "ETHBTC", // Symbol
// "c": "mUvoqJxFIILMdfAW5iGSOW", // Client order ID
// "S": "BUY", // Side
// "o": "LIMIT", // Order type
// "f": "GTC", // Time in force
// "q": "1.00000000", // Order quantity
// "p": "0.10264410", // Order price
// "P": "0.00000000", // Stop price
// "F": "0.00000000", // Iceberg quantity
// "g": -1, // OrderListId
// "C": null, // Original client order ID; This is the ID of the order being canceled
// "x": "NEW", // Current execution type
// "X": "NEW", // Current order status
// "r": "NONE", // Order reject reason; will be an error code.
// "i": 4293153, // Order ID
// "l": "0.00000000", // Last executed quantity
// "z": "0.00000000", // Cumulative filled quantity
// "L": "0.00000000", // Last executed price
// "n": "0", // Commission amount
// "N": null, // Commission asset
// "T": 1499405658657, // Transaction time
// "t": -1, // Trade ID
// "I": 8641984, // Ignore
// "w": true, // Is the order on the book?
// "m": false, // Is this trade the maker side?
// "M": false, // Ignore
// "O": 1499405658657, // Order creation time
// "Z": "0.00000000", // Cumulative quote asset transacted quantity
// "Y": "0.00000000" // Last quote asset transacted quantity (i.e. lastPrice * lastQty),
// "Q": "0.00000000" // Quote Order Qty
// }
//
// future
//
// {
// "s":"BTCUSDT", // Symbol
// "c":"TEST", // Client Order Id
// // special client order id:
// // starts with "autoclose-": liquidation order
// // "adl_autoclose": ADL auto close order
// "S":"SELL", // Side
// "o":"TRAILING_STOP_MARKET", // Order Type
// "f":"GTC", // Time in Force
// "q":"0.001", // Original Quantity
// "p":"0", // Original Price
// "ap":"0", // Average Price
// "sp":"7103.04", // Stop Price. Please ignore with TRAILING_STOP_MARKET order
// "x":"NEW", // Execution Type
// "X":"NEW", // Order Status
// "i":8886774, // Order Id
// "l":"0", // Order Last Filled Quantity
// "z":"0", // Order Filled Accumulated Quantity
// "L":"0", // Last Filled Price
// "N":"USDT", // Commission Asset, will not push if no commission
// "n":"0", // Commission, will not push if no commission
// "T":1568879465651, // Order Trade Time
// "t":0, // Trade Id
// "b":"0", // Bids Notional
// "a":"9.91", // Ask Notional
// "m":false, // Is this trade the maker side?
// "R":false, // Is this reduce only
// "wt":"CONTRACT_PRICE", // Stop Price Working Type
// "ot":"TRAILING_STOP_MARKET", // Original Order Type
// "ps":"LONG", // Position Side
// "cp":false, // If Close-All, pushed with conditional order
// "AP":"7476.89", // Activation Price, only puhed with TRAILING_STOP_MARKET order
// "cr":"5.0", // Callback Rate, only puhed with TRAILING_STOP_MARKET order
// "rp":"0" // Realized Profit of the trade
// }
//
const executionType = this.safeString(order, 'x');
const orderId = this.safeString(order, 'i');
const marketId = this.safeString(order, 's');
const marketType = ('ps' in order) ? 'contract' : 'spot';
const symbol = this.safeSymbol(marketId, undefined, undefined, marketType);
let timestamp = this.safeInteger(order, 'O');
const T = this.safeInteger(order, 'T');
let lastTradeTimestamp = undefined;
if (executionType === 'NEW' || executionType === 'AMENDMENT' || executionType === 'CANCELED') {
if (timestamp === undefined) {
timestamp = T;
}
}
else if (executionType === 'TRADE') {
lastTradeTimestamp = T;
}
const lastUpdateTimestamp = T;
let fee = undefined;
const feeCost = this.safeString(order, 'n');
if ((feeCost !== undefined) && (Precise.stringGt(feeCost, '0'))) {
const feeCurrencyId = this.safeString(order, 'N');
const feeCurrency = this.safeCurrencyCode(feeCurrencyId);
fee = {
'cost': feeCost,
'currency': feeCurrency,
};
}
const price = this.safeString(order, 'p');
const amount = this.safeString(order, 'q');
const side = this.safeStringLower(order, 'S');
const type = this.safeStringLower(order, 'o');
const filled = this.safeString(order, 'z');
const cost = this.safeString(order, 'Z');
const average = this.safeString(order, 'ap');
const rawStatus = this.safeString(order, 'X');
const status = this.parseOrderStatus(rawStatus);
const trades = undefined;
let clientOrderId = this.safeString(order, 'C');
if ((clientOrderId === undefined) || (clientOrderId.length === 0)) {
clientOrderId = this.safeString(order, 'c');
}
const stopPrice = this.safeString2(order, 'P', 'sp');
let timeInForce = this.safeString(order, 'f');
if (timeInForce === 'GTX') {
// GTX means "Good Till Crossing" and is an equivalent way of saying Post Only
timeInForce = 'PO';
}
return this.safeOrder({
'info': order,
'symbol': symbol,
'id': orderId,
'clientOrderId': clientOrderId,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'lastTradeTimestamp': lastTradeTimestamp,
'lastUpdateTimestamp': lastUpdateTimestamp,
'type': type,
'timeInForce': timeInForce,
'postOnly': undefined,
'reduceOnly': this.safeBool(order, 'R'),
'side': side,
'price': price,
'stopPrice': stopPrice,
'triggerPrice': stopPrice,
'amount': amount,
'cost': cost,
'average': average,
'filled': filled,
'remaining': undefined,
'status': status,
'fee': fee,
'trades': trades,
});
}
handleOrderUpdate(client, message) {
//
// spot
//
// {
// "e": "executionReport", // Event type
// "E": 1499405658658, // Event time
// "s": "ETHBTC", // Symbol
// "c": "mUvoqJxFIILMdfAW5iGSOW", // Client order ID
// "S": "BUY", // Side
// "o": "LIMIT", // Order type
// "f": "GTC", // Time in force
// "q": "1.00000000", // Order quantity
// "p": "0.10264410", // Order price
// "P": "0.00000000", // Stop price
// "F": "0.00000000", // Iceberg quantity
// "g": -1, // OrderListId
// "C": null, // Original client order ID; This is the ID of the order being canceled
// "x": "NEW", // Current execution type
// "X": "NEW", // Current order status
// "r": "NONE", // Order reject reason; will be an error code.
// "i": 4293153, // Order ID
// "l": "0.00000000", // Last executed quantity
// "z": "0.00000000", // Cumulative filled quantity
// "L": "0.00000000", // Last executed price
// "n": "0", // Commission amount
// "N": null, // Commission asset
// "T": 1499405658657, // Transaction time
// "t": -1, // Trade ID
// "I": 8641984, // Ignore
// "w": true, // Is the order on the book?
// "m": false, // Is this trade the maker side?
// "M": false, // Ignore
// "O": 1499405658657, // Order creation time
// "Z": "0.00000000", // Cumulative quote asset transacted quantity
// "Y": "0.00000000" // Last quote asset transacted quantity (i.e. lastPrice * lastQty),
// "Q": "0.00000000" // Quote Order Qty
// }
//
// future
//
// {
// "e":"ORDER_TRADE_UPDATE", // Event Type
// "E":1568879465651, // Event Time
// "T":1568879465650, // Trasaction Time
// "o": {
// "s":"BTCUSDT", // Symbol
// "c":"TEST", // Client Order Id
// // special client order id:
// // starts with "autoclose-": liquidation order
// // "adl_autoclose": ADL auto close order
// "S":"SELL", // Side
// "o":"TRAILING_STOP_MARKET", // Order Type
// "f":"GTC", // Time in Force
// "q":"0.001", // Original Quantity
// "p":"0", // Original Price
// "ap":"0", // Average Price
// "sp":"7103.04", // Stop Price. Please ignore with TRAILING_STOP_MARKET order
// "x":"NEW", // Execution Type
// "X":"NEW", // Order Status
// "i":8886774, // Order Id
// "l":"0", // Order Last Filled Quantity
// "z":"0", // Order Filled Accumulated Quantity
// "L":"0", // Last Filled Price
// "N":"USDT", // Commission Asset, will not push if no commission
// "n":"0", // Commission, will not push if no commission
// "T":1568879465651, // Order Trade Time
// "t":0, // Trade Id
// "b":"0", // Bids Notional
// "a":"9.91", // Ask Notional
// "m":false, // Is this trade the maker side?
// "R":false, // Is this reduce only
// "wt":"CONTRACT_PRICE", // Stop Price Working Type
// "ot":"TRAILING_STOP_MARKET", // Original Order Type
// "ps":"LONG", // Position Side
// "cp":false, // If Close-All, pushed with conditional order
// "AP":"7476.89", // Activation Price, only puhed with TRAILING_STOP_MARKET order
// "cr":"5.0", // Callback Rate, only puhed with TRAILING_STOP_MARKET order
// "rp":"0" // Realized Profit of the trade
// }
// }
//
const e = this.safeString(message, 'e');
if (e === 'ORDER_TRADE_UPDATE') {
message = this.safeDict(message, 'o', message);
}
this.handleMyTrade(client, message);
this.handleOrder(client, message);
this.handleMyLiquidation(client, message);
}
/**
* @method
* @name binance#watchPositions
* @description watch all open positions
* @param {string[]|undefined} symbols list of unified market symbols
* @param {number} [since] since timestamp
* @param {number} [limit] limit
* @param {object} params extra parameters specific to the exchange API endpoint
* @param {boolean} [params.portfolioMargin] set to true if you would like to watch positions in a portfolio margin account
* @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();
let market = undefined;
let messageHash = '';
symbols = this.marketSymbols(symbols);
if (!this.isEmpty(symbols)) {
market = this.getMarketFromSymbols(symbols);
messageHash = '::' + symbols.join(',');
}
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchPositions', market, params);
if (type === 'spot' || type === 'margin') {
type = 'future';
}
let subType = undefined;
[subType, params] = this.handleSubTypeAndParams('watchPositions', market, params);
if (this.isLinear(type, subType)) {
type = 'future';
}
else if (this.isInverse(type, subType)) {
type = 'delivery';
}
const marketTypeObject = {};
marketTypeObject['type'] = type;
marketTypeObject['subType'] = subType;
await this.authenticate(this.extend(marketTypeObject, params));
messageHash = type + ':positions' + messageHash;
let isPortfolioMargin = undefined;
[isPortfolioMargin, params] = this.handleOptionAndParams2(params, 'watchPositions', 'papi', 'portfolioMargin', false);
let urlType = type;
if (isPortfolioMargin) {
urlType = 'papi';
}
const url = this.urls['api']['ws'][urlType] + '/' + this.options[type]['listenKey'];
const client = this.client(url);
this.setBalanceCache(client, type, isPortfolioMargin);
this.setPositionsCache(client, type, symbols, isPortfolioMargin);
const fetchPositionsSnapshot = this.handleOption('watchPositions', 'fetchPositionsSnapshot', true);
const awaitPositionsSnapshot = this.handleOption('watchPositions', 'awaitPositionsSnapshot', true);
const cache = this.safeValue(this.positions, type);
if (fetchPositionsSnapshot && awaitPositionsSnapshot && cache === undefined) {
const snapshot = await client.future(type + ':fetchPositionsSnapshot');
return this.filterBySymbolsSinceLimit(snapshot, symbols, since, limit, true);
}
const newPositions = await this.watch(url, messageHash, undefined, type);
if (this.newUpdates) {
return newPositions;
}
return this.filterBySymbolsSinceLimit(cache, symbols, since, limit, true);
}
setPositionsCache(client, type, symbols = undefined, isPortfolioMargin = false) {
if (type === 'spot') {
return;
}
if (this.positions === undefined) {
this.positions = {};
}
if (type in this.positions) {
return;
}
const fetchPositionsSnapshot = this.handleOption('watchPositions', 'fetchPositionsSnapshot', false);
if (fetchPositionsSnapshot) {
const messageHash = type + ':fetchPositionsSnapshot';
if (!(messageHash in client.futures)) {
client.future(messageHash);
this.spawn(this.loadPositionsSnapshot, client, messageHash, type, isPortfolioMargin);
}
}
else {
this.positions[type] = new ArrayCacheBySymbolBySide();
}
}
async loadPositionsSnapshot(client, messageHash, type, isPortfolioMargin) {
const params = {
'type': type,
};
if (isPortfolioMargin) {
params['portfolioMargin'] = true;
}
const positions = await this.fetchPositions(undefined, params);
this.positions[type] = new ArrayCacheBySymbolBySide();
const cache = this.positions[type];
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, type + ':position');
}
handlePositions(client, message) {
//
// {
// e: 'ACCOUNT_UPDATE',
// T: 1667881353112,
// E: 1667881353115,
// a: {
// B: [{
// a: 'USDT',
// wb: '1127.95750089',
// cw: '1040.82091149',
// bc: '0'
// }],
// P: [{
// s: 'BTCUSDT',
// pa: '-0.089',
// ep: '19700.03933',
// cr: '-1260.24809979',
// up: '1.53058860',
// mt: 'isolated',
// iw: '87.13658940',
// ps: 'BOTH',
// ma: 'USDT'
// }],
// m: 'ORDER'
// }
// }
//
// each account is connected to a different endpoint
// and has exactly one subscriptionhash which is the account type
const subscriptions = client.subscriptions;
const subscriptionsKeys = Object.keys(subscriptions);
const accountType = this.getAccountTypeFromSubscriptions(subscriptionsKeys);
if (this.positions === undefined) {
this.positions = {};
}
if (!(accountType in this.positions)) {
this.positions[accountType] = new ArrayCacheBySymbolBySide();
}
const cache = this.positions[accountType];
const data = this.safeDict(message, 'a', {});
const rawPositions = this.safeList(data, 'P', []);
const newPositions = [];
for (let i = 0; i < rawPositions.length; i++) {
const rawPosition = rawPositions[i];
const position = this.parseWsPosition(rawPosition);
const timestamp = this.safeInteger(message, 'E');
position['timestamp'] = timestamp;
position['datetime'] = this.iso8601(timestamp);
newPositions.push(position);
cache.append(position);
}
const messageHashes = this.findMessageHashes(client, accountType + ':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, accountType + ':positions');
}
parseWsPosition(position, market = undefined) {
//
// {
// "s": "BTCUSDT", // Symbol
// "pa": "0", // Position Amount
// "ep": "0.00000", // Entry Price
// "cr": "200", // (Pre-fee) Accumulated Realized
// "up": "0", // Unrealized PnL
// "mt": "isolated", // Margin Type
// "iw": "0.00000000", // Isolated Wallet (if isolated position)
// "ps": "BOTH" // Position Side
// }
//
const marketId = this.safeString(position, 's');
const contracts = this.safeString(position, 'pa');
const contractsAbs = Precise.stringAbs(this.safeString(position, 'pa'));
let positionSide = this.safeStringLower(position, 'ps');
let hedged = true;
if (positionSide === 'both') {
hedged = false;
if (!Precise.stringEq(contracts, '0')) {
if (Precise.stringLt(contracts, '0')) {
positionSide = 'short';
}
else {
positionSide = 'long';
}
}
}
return this.safePosition({
'info': position,
'id': undefined,
'symbol': this.safeSymbol(marketId, undefined, undefined, 'swap'),
'notional': undefined,
'marginMode': this.safeString(position, 'mt'),
'liquidationPrice': undefined,
'entryPrice': this.safeNumber(position, 'ep'),
'unrealizedPnl': this.safeNumber(position, 'up'),
'percentage': undefined,
'contracts': this.parseNumber(contractsAbs),
'contractSize': undefined,
'markPrice': undefined,
'side': positionSide,
'hedged': hedged,
'timestamp': undefined,
'datetime': undefined,
'maintenanceMargin': undefined,
'maintenanceMarginPercentage': undefined,
'collateral': undefined,
'initialMargin': undefined,
'initialMarginPercentage': undefined,
'leverage': undefined,
'marginRatio': undefined,
});
}
/**
* @method
* @name binance#fetchMyTradesWs
* @description fetch all trades made by the user
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/account-requests#account-trade-history-user_data
* @param {string} symbol unified market symbol
* @param {int|undefined} [since] the earliest time in ms to fetch trades for
* @param {int|undefined} [limit] the maximum number of trades structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {int} [params.endTime] the latest time in ms to fetch trades for
* @param {int} [params.fromId] first trade Id to fetch
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure}
*/
async fetchMyTradesWs(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
if (symbol === undefined) {
throw new BadRequest(this.id + ' fetchMyTradesWs requires a symbol');
}
const market = this.market(symbol);
const type = this.getMarketType('fetchMyTradesWs', market, params);
if (type !== 'spot' && type !== 'future') {
throw new BadRequest(this.id + ' fetchMyTradesWs does not support ' + type + ' markets');
}
const url = this.urls['api']['ws']['ws-api'][type];
const requestId = this.requestId(url);
const messageHash = requestId.toString();
let returnRateLimits = false;
[returnRateLimits, params] = this.handleOptionAndParams(params, 'fetchMyTradesWs', 'returnRateLimits', false);
const payload = {
'symbol': this.marketId(symbol),
'returnRateLimits': returnRateLimits,
};
if (since !== undefined) {
payload['startTime'] = since;
}
if (limit !== undefined) {
payload['limit'] = limit;
}
const fromId = this.safeInteger(params, 'fromId');
if (fromId !== undefined && since !== undefined) {
throw new BadRequest(this.id + ' fetchMyTradesWs does not support fetching by both fromId and since parameters at the same time');
}
const message = {
'id': messageHash,
'method': 'myTrades',
'params': this.signParams(this.extend(payload, params)),
};
const subscription = {
'method': this.handleTradesWs,
};
const trades = await this.watch(url, messageHash, message, messageHash, subscription);
return this.filterBySymbolSinceLimit(trades, symbol, since, limit);
}
/**
* @method
* @name binance#fetchTradesWs
* @description fetch all trades made by the user
* @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/market-data-requests#recent-trades
* @param {string} symbol unified market symbol
* @param {int} [since] the earliest time in ms to fetch trades for
* @param {int} [limit] the maximum number of trades structures to retrieve, default=500, max=1000
* @param {object} [params] extra parameters specific to the exchange API endpoint
*
* EXCHANGE SPECIFIC PARAMETERS
* @param {int} [params.fromId] trade ID to begin at
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure}
*/
async fetchTradesWs(symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const type = this.getMarketType('fetchTradesWs', market, params);
if (type !== 'spot' && type !== 'future') {
throw new BadRequest(this.id + ' fetchTradesWs does not support ' + type + ' markets');
}
const url = this.urls['api']['ws']['ws-api'][type];
const requestId = this.requestId(url);
const messageHash = requestId.toString();
let returnRateLimits = false;
[returnRateLimits, params] = this.handleOptionAndParams(params, 'fetchTradesWs', 'returnRateLimits', false);
const payload = {
'symbol': this.marketId(symbol),
'returnRateLimits': returnRateLimits,
};
if (limit !== undefined) {
payload['limit'] = limit;
}
const message = {
'id': messageHash,
'method': 'trades.historical',
'params': this.extend(payload, params),
};
const subscription = {
'method': this.handleTradesWs,
};
const trades = await this.watch(url, messageHash, message, messageHash, subscription);
return this.filterBySinceLimit(trades, since, limit);
}
handleTradesWs(client, message) {
//
// fetchMyTradesWs
//
// {
// "id": "f4ce6a53-a29d-4f70-823b-4ab59391d6e8",
// "status": 200,
// "result": [
// {
// "symbol": "BTCUSDT",
// "id": 1650422481,
// "orderId": 12569099453,
// "orderListId": -1,
// "price": "23416.10000000",
// "qty": "0.00635000",
// "quoteQty": "148.69223500",
// "commission": "0.00000000",
// "commissionAsset": "BNB",
// "time": 1660801715793,
// "isBuyer": false,
// "isMaker": true,
// "isBestMatch": true
// },
// ...
// ],
// }
//
// fetchTradesWs
//
// {
// "id": "f4ce6a53-a29d-4f70-823b-4ab59391d6e8",
// "status": 200,
// "result": [
// {
// "id": 0,
// "price": "0.00005000",
// "qty": "40.00000000",
// "quoteQty": "0.00200000",
// "time": 1500004800376,
// "isBuyerMaker": true,
// "isBestMatch": true
// }
// ...
// ],
// }
//
const messageHash = this.safeString(message, 'id');
const result = this.safeList(message, 'result', []);
const trades = this.parseTrades(result);
client.resolve(trades, messageHash);
}
/**
* @method
* @name binance#watchMyTrades
* @description watches information on multiple trades made by the user
* @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
* @param {boolean} [params.portfolioMargin] set to true if you would like to watch trades in a portfolio margin account
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure}
*/
async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
let type = undefined;
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
symbol = market['symbol'];
}
[type, params] = this.handleMarketTypeAndParams('watchMyTrades', market, params);
let subType = undefined;
[subType, params] = this.handleSubTypeAndParams('watchMyTrades', market, params);
if (this.isLinear(type, subType)) {
type = 'future';
}
else if (this.isInverse(type, subType)) {
type = 'delivery';
}
let messageHash = 'myTrades';
if (symbol !== undefined) {
symbol = this.symbol(symbol);
messageHash += ':' + symbol;
params = this.extend(params, { 'type': market['type'], 'symbol': symbol });
}
await this.authenticate(this.extend({ 'type': type, 'subType': subType }, params));
let urlType = type; // we don't change type because the listening key is different
if (type === 'margin') {
urlType = 'spot'; // spot-margin shares the same stream as regular spot
}
let isPortfolioMargin = undefined;
[isPortfolioMargin, params] = this.handleOptionAndParams2(params, 'watchMyTrades', 'papi', 'portfolioMargin', false);
let url = '';
if (type === 'spot') {
url = this.urls['api']['ws']['ws-api'][type];
}
else {
if (isPortfolioMargin) {
urlType = 'papi';
}
url = this.urls['api']['ws'][urlType] + '/' + this.options[type]['listenKey'];
}
const client = this.client(url);
this.setBalanceCache(client, type, isPortfolioMargin);
this.setPositionsCache(client, type, undefined, isPortfolioMargin);
const message = undefined;
const trades = await this.watch(url, messageHash, message, type);
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
}
handleMyTrade(client, message) {
const messageHash = 'myTrades';
const executionType = this.safeString(message, 'x');
if (executionType === 'TRADE') {
const trade = this.parseWsTrade(message);
const orderId = this.safeString(trade, 'order');
let tradeFee = this.safeDict(trade, 'fee', {});
tradeFee = this.extend({}, tradeFee);
const symbol = this.safeString(trade, 'symbol');
if (orderId !== undefined && tradeFee !== undefined && symbol !== undefined) {
const cachedOrders = this.orders;
if (cachedOrders !== undefined) {
const orders = this.safeValue(cachedOrders.hashmap, symbol, {});
const order = this.safeValue(orders, orderId);
if (order !== undefined) {
// accumulate order fees
const fees = this.safeValue(order, 'fees');
const fee = this.safeValue(order, 'fee');
if (!this.isEmpty(fees)) {
let insertNewFeeCurrency = true;
for (let i = 0; i < fees.length; i++) {
const orderFee = fees[i];
if (orderFee['currency'] === tradeFee['currency']) {
const feeCost = this.sum(tradeFee['cost'], orderFee['cost']);
order['fees'][i]['cost'] = parseFloat(this.currencyToPrecision(tradeFee['currency'], feeCost));
insertNewFeeCurrency = false;
break;
}
}
if (insertNewFeeCurrency) {
order['fees'].push(tradeFee);
}
}
else if (fee !== undefined) {
if (fee['currency'] === tradeFee['currency']) {
const feeCost = this.sum(fee['cost'], tradeFee['cost']);
order['fee']['cost'] = parseFloat(this.currencyToPrecision(tradeFee['currency'], feeCost));
}
else if (fee['currency'] === undefined) {
order['fee'] = tradeFee;
}
else {
order['fees'] = [fee, tradeFee];
order['fee'] = undefined;
}
}
else {
order['fee'] = tradeFee;
}
// save this trade in the order
const orderTrades = this.safeList(order, 'trades', []);
orderTrades.push(trade);
order['trades'] = orderTrades;
// don't append twice cause it breaks newUpdates mode
// this order already exists in the cache
}
}
}
if (this.myTrades === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
this.myTrades = new ArrayCacheBySymbolById(limit);
}
const myTrades = this.myTrades;
myTrades.append(trade);
client.resolve(this.myTrades, messageHash);
const messageHashSymbol = messageHash + ':' + symbol;
client.resolve(this.myTrades, messageHashSymbol);
}
}
handleOrder(client, message) {
const parsed = this.parseWsOrder(message);
const symbol = this.safeString(parsed, 'symbol');
const orderId = this.safeString(parsed, 'id');
if (symbol !== undefined) {
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
this.orders = new ArrayCacheBySymbolById(limit);
}
const cachedOrders = this.orders;
const orders = this.safeValue(cachedOrders.hashmap, symbol, {});
const order = this.safeValue(orders, orderId);
if (order !== undefined) {
const fee = this.safeValue(order, 'fee');
if (fee !== undefined) {
parsed['fee'] = fee;
}
const fees = this.safeValue(order, 'fees');
if (fees !== undefined) {
parsed['fees'] = fees;
}
parsed['trades'] = this.safeValue(order, 'trades');
const timestamp = this.safeInteger(parsed, 'timestamp');
if (timestamp === undefined) {
parsed['timestamp'] = this.safeInteger(order, 'timestamp');
parsed['datetime'] = this.safeString(order, 'datetime');
}
}
cachedOrders.append(parsed);
const messageHash = 'orders';
const symbolSpecificMessageHash = 'orders:' + symbol;
client.resolve(cachedOrders, messageHash);
client.resolve(cachedOrders, symbolSpecificMessageHash);
}
}
handleAcountUpdate(client, message) {
this.handleBalance(client, message);
this.handlePositions(client, message);
}
handleWsError(client, message) {
//
// {
// "error": {
// "code": 2,
// "msg": "Invalid request: invalid stream"
// },
// "id": 1
// }
//
const id = this.safeString(message, 'id');
let rejected = false;
const error = this.safeDict(message, 'error', {});
const code = this.safeInteger(error, 'code');
const msg = this.safeString(error, 'msg');
try {
this.handleErrors(code, msg, client.url, '', {}, this.json(error), error, {}, {});
}
catch (e) {
rejected = true;
// private endpoint uses id as messageHash
client.reject(e, id);
// public endpoint stores messageHash in subscriptions
const subscriptionKeys = Object.keys(client.subscriptions);
for (let i = 0; i < subscriptionKeys.length; i++) {
const subscriptionHash = subscriptionKeys[i];
const subscriptionId = this.safeString(client.subscriptions[subscriptionHash], 'id');
const subscription = this.safeString(client.subscriptions[subscriptionHash], 'subscription');
if (id === subscriptionId) {
client.reject(e, subscriptionHash);
if (subscription !== undefined) {
delete client.subscriptions[subscription];
}
}
}
}
if (!rejected) {
client.reject(message, id);
}
// reset connection if 5xx error
const codeString = this.safeString(error, 'code');
if ((codeString !== undefined) && (codeString[0] === '5')) {
client.reset(message);
}
}
handleEventStreamTerminated(client, message) {
//
// {
// e: 'eventStreamTerminated',
// E: 1757896885229
// }
//
const subscriptions = client.subscriptions;
const subscriptionsKeys = Object.keys(subscriptions);
const accountType = this.getAccountTypeFromSubscriptions(subscriptionsKeys);
if (accountType !== '') {
delete client.subscriptions[accountType];
}
// terminate all pending futures on this user-data stream client
const messageHashes = Object.keys(client.futures);
for (let i = 0; i < messageHashes.length; i++) {
const messageHash = messageHashes[i];
client.reject(message, messageHash);
}
}
handleMessage(client, message) {
// handle WebSocketAPI
const eventMsg = this.safeDict(message, 'event');
if (eventMsg !== undefined) {
message = eventMsg;
}
const status = this.safeString(message, 'status');
const error = this.safeValue(message, 'error');
if ((error !== undefined) || (status !== undefined && status !== '200')) {
this.handleWsError(client, message);
return;
}
// user subscription wraps message in subscriptionId and event
const id = this.safeString(message, 'id');
const subscriptions = this.safeValue(client.subscriptions, id);
let method = this.safeValue(subscriptions, 'method');
if (method !== undefined) {
method.call(this, client, message);
return;
}
// handle other APIs
const methods = {
'depthUpdate': this.handleOrderBook,
'trade': this.handleTrade,
'aggTrade': this.handleTrade,
'kline': this.handleOHLCV,
'markPrice_kline': this.handleOHLCV,
'indexPrice_kline': this.handleOHLCV,
'1hTicker@arr': this.handleTickers,
'4hTicker@arr': this.handleTickers,
'1dTicker@arr': this.handleTickers,
'24hrTicker@arr': this.handleTickers,
'24hrMiniTicker@arr': this.handleTickers,
'1hTicker': this.handleTickers,
'4hTicker': this.handleTickers,
'1dTicker': this.handleTickers,
'24hrTicker': this.handleTickers,
'24hrMiniTicker': this.handleTickers,
'markPriceUpdate': this.handleMarkPrices,
'markPriceUpdate@arr': this.handleMarkPrices,
'bookTicker': this.handleBidsAsks,
'outboundAccountPosition': this.handleBalance,
'balanceUpdate': this.handleBalance,
'ACCOUNT_UPDATE': this.handleAcountUpdate,
'executionReport': this.handleOrderUpdate,
'ORDER_TRADE_UPDATE': this.handleOrderUpdate,
'forceOrder': this.handleLiquidation,
'eventStreamTerminated': this.handleEventStreamTerminated,
'externalLockUpdate': this.handleBalance,
};
let event = this.safeString(message, 'e');
if (Array.isArray(message)) {
const data = message[0];
event = this.safeString(data, 'e') + '@arr';
}
method = this.safeValue(methods, event);
if (method === undefined) {
const requestId = this.safeString(message, 'id');
if (requestId !== undefined) {
this.handleSubscriptionStatus(client, message);
return;
}
// special case for the real-time bookTicker, since it comes without an event identifier
//
// {
// "u": 7488717758,
// "s": "BTCUSDT",
// "b": "28621.74000000",
// "B": "1.43278800",
// "a": "28621.75000000",
// "A": "2.52500800"
// }
//
if (event === undefined && ('a' in message) && ('b' in message)) {
this.handleBidsAsks(client, message);
}
}
else {
method.call(this, client, message);
}
}
}