@kraken-crypto/ccxt
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A cryptocurrency trading API with more than 100 exchanges in JavaScript / TypeScript / Python / C# / PHP / Go
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JavaScript
// ---------------------------------------------------------------------------
import bitmartRest from '../bitmart.js';
import { AuthenticationError, ExchangeError, 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 { Asks, Bids } from '../base/ws/OrderBookSide.js';
// ---------------------------------------------------------------------------
export default class bitmart extends bitmartRest {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'createOrderWs': false,
'editOrderWs': false,
'fetchOpenOrdersWs': false,
'fetchOrderWs': false,
'cancelOrderWs': false,
'cancelOrdersWs': false,
'cancelAllOrdersWs': false,
'ws': true,
'watchBalance': true,
'watchTicker': true,
'watchTickers': true,
'watchBidsAsks': true,
'watchOrderBook': true,
'watchOrderBookForSymbols': true,
'watchOrders': true,
'watchTrades': true,
'watchTradesForSymbols': true,
'watchOHLCV': true,
'watchPosition': 'emulated',
'watchPositions': true,
},
'urls': {
'api': {
'ws': {
'spot': {
'public': 'wss://ws-manager-compress.{hostname}/api?protocol=1.1',
'private': 'wss://ws-manager-compress.{hostname}/user?protocol=1.1',
},
'swap': {
'public': 'wss://openapi-ws-v2.{hostname}/api?protocol=1.1',
'private': 'wss://openapi-ws-v2.{hostname}/user?protocol=1.1',
},
},
},
},
'options': {
'defaultType': 'spot',
'watchBalance': {
'fetchBalanceSnapshot': true,
'awaitBalanceSnapshot': false, // whether to wait for the balance snapshot before providing updates
},
//
// orderbook channels can have:
// - 'depth5', 'depth20', 'depth50' // these endpoints emit full Orderbooks once in every 500ms
// - 'depth/increase100' // this endpoint is preferred, because it emits once in 100ms. however, when this value is chosen, it only affects spot-market, but contracts markets automatically `depth50` will be being used
'watchOrderBook': {
'depth': 'depth/increase100',
},
'watchOrderBookForSymbols': {
'depth': 'depth/increase100',
},
'watchTrades': {
'ignoreDuplicates': true,
},
'ws': {
'inflate': true,
},
'timeframes': {
'1m': '1m',
'3m': '3m',
'5m': '5m',
'15m': '15m',
'30m': '30m',
'45m': '45m',
'1h': '1H',
'2h': '2H',
'3h': '3H',
'4h': '4H',
'1d': '1D',
'1w': '1W',
'1M': '1M',
},
},
'streaming': {
'keepAlive': 15000,
},
});
}
async subscribe(channel, symbol, type, params = {}) {
const market = this.market(symbol);
const url = this.implodeHostname(this.urls['api']['ws'][type]['public']);
let request = {};
let messageHash = undefined;
if (type === 'spot') {
messageHash = 'spot/' + channel + ':' + market['id'];
request = {
'op': 'subscribe',
'args': [messageHash],
};
}
else {
messageHash = 'futures/' + channel + ':' + market['id'];
const speed = this.safeString(params, 'speed');
if (speed !== undefined) {
params = this.omit(params, 'speed');
messageHash += ':' + speed;
}
request = {
'action': 'subscribe',
'args': [messageHash],
};
}
return await this.watch(url, messageHash, this.deepExtend(request, params), messageHash);
}
async subscribeMultiple(channel, type, symbols = undefined, params = {}) {
symbols = this.marketSymbols(symbols, type, false, true);
const url = this.implodeHostname(this.urls['api']['ws'][type]['public']);
const channelType = (type === 'spot') ? 'spot' : 'futures';
const actionType = (type === 'spot') ? 'op' : 'action';
const rawSubscriptions = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const market = this.market(symbols[i]);
const message = channelType + '/' + channel + ':' + market['id'];
rawSubscriptions.push(message);
messageHashes.push(channel + ':' + market['symbol']);
}
// as an exclusion, futures "tickers" need one generic request for all symbols
// if ((type !== 'spot') && (channel === 'ticker')) {
// rawSubscriptions = [ channelType + '/' + channel ];
// }
// Exchange update from 2025-02-11 supports subscription by trading pair for swap
const request = {
'args': rawSubscriptions,
};
request[actionType] = 'subscribe';
return await this.watchMultiple(url, messageHashes, this.deepExtend(request, params), rawSubscriptions);
}
/**
* @method
* @name bitmart#watchBalance
* @see https://developer-pro.bitmart.com/en/spot/#private-balance-change
* @see https://developer-pro.bitmart.com/en/futuresv2/#private-assets-channel
* @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
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
*/
async watchBalance(params = {}) {
await this.loadMarkets();
let type = 'spot';
[type, params] = this.handleMarketTypeAndParams('watchBalance', undefined, params);
await this.authenticate(type, params);
let request = {};
if (type === 'spot') {
request = {
'op': 'subscribe',
'args': ['spot/user/balance:BALANCE_UPDATE'],
};
}
else {
request = {
'action': 'subscribe',
'args': ['futures/asset:USDT', 'futures/asset:BTC', 'futures/asset:ETH'],
};
}
const messageHash = 'balance:' + type;
const url = this.implodeHostname(this.urls['api']['ws'][type]['private']);
const client = this.client(url);
this.setBalanceCache(client, type, messageHash);
let fetchBalanceSnapshot = undefined;
let awaitBalanceSnapshot = undefined;
[fetchBalanceSnapshot, params] = this.handleOptionAndParams(this.options, 'watchBalance', 'fetchBalanceSnapshot', true);
[awaitBalanceSnapshot, params] = this.handleOptionAndParams(this.options, 'watchBalance', 'awaitBalanceSnapshot', false);
if (fetchBalanceSnapshot && awaitBalanceSnapshot) {
await client.future(type + ':fetchBalanceSnapshot');
}
return await this.watch(url, messageHash, this.deepExtend(request, params), messageHash);
}
setBalanceCache(client, type, subscribeHash) {
if (subscribeHash in client.subscriptions) {
return;
}
const options = this.safeValue(this.options, 'watchBalance');
const snapshot = this.safeBool(options, 'fetchBalanceSnapshot', true);
if (snapshot) {
const messageHash = type + ':' + 'fetchBalanceSnapshot';
if (!(messageHash in client.futures)) {
client.future(messageHash);
this.spawn(this.loadBalanceSnapshot, client, messageHash, type);
}
}
this.balance[type] = {};
// without this comment, transpilation breaks for some reason...
}
async loadBalanceSnapshot(client, messageHash, type) {
const response = await this.fetchBalance({ 'type': type });
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], 'balance:' + type);
}
handleBalance(client, message) {
//
// spot
// {
// "data":[
// {
// "balance_details":[
// {
// "av_bal":"0.206000000000000000000000000000",
// "ccy":"LTC",
// "fz_bal":"0.100000000000000000000000000000"
// }
// ],
// "event_time":"1701632345416",
// "event_type":"TRANSACTION_COMPLETED"
// }
// ],
// "table":"spot/user/balance"
// }
// swap
// {
// group: 'futures/asset:USDT',
// data: {
// currency: 'USDT',
// available_balance: '37.19688649135',
// position_deposit: '0.788687546',
// frozen_balance: '0'
// }
// }
//
const channel = this.safeString2(message, 'table', 'group');
const data = this.safeValue(message, 'data');
if (data === undefined) {
return;
}
const isSpot = (channel.indexOf('spot') >= 0);
const type = isSpot ? 'spot' : 'swap';
this.balance[type]['info'] = message;
if (isSpot) {
if (!Array.isArray(data)) {
return;
}
for (let i = 0; i < data.length; i++) {
const timestamp = this.safeInteger(message, 'event_time');
this.balance[type]['timestamp'] = timestamp;
this.balance[type]['datetime'] = this.iso8601(timestamp);
const balanceDetails = this.safeValue(data[i], 'balance_details', []);
for (let ii = 0; ii < balanceDetails.length; ii++) {
const rawBalance = balanceDetails[i];
const account = this.account();
const currencyId = this.safeString(rawBalance, 'ccy');
const code = this.safeCurrencyCode(currencyId);
account['free'] = this.safeString(rawBalance, 'av_bal');
account['used'] = this.safeString(rawBalance, 'fz_bal');
this.balance[type][code] = account;
}
}
}
else {
const currencyId = this.safeString(data, 'currency');
const code = this.safeCurrencyCode(currencyId);
const account = this.account();
account['free'] = this.safeString(data, 'available_balance');
account['used'] = this.safeString(data, 'frozen_balance');
this.balance[type][code] = account;
}
this.balance[type] = this.safeBalance(this.balance[type]);
const messageHash = 'balance:' + type;
client.resolve(this.balance[type], messageHash);
}
/**
* @method
* @name bitmart#watchTrades
* @see https://developer-pro.bitmart.com/en/spot/#public-trade-channel
* @see https://developer-pro.bitmart.com/en/futuresv2/#public-trade-channel
* @description get the list of most recent trades for a particular symbol
* @param {string} symbol unified symbol of the market to fetch trades for
* @param {int} [since] timestamp in ms of the earliest trade to fetch
* @param {int} [limit] the maximum amount of trades to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
*/
async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
return await this.watchTradesForSymbols([symbol], since, limit, params);
}
/**
* @method
* @name bitmart#watchTradesForSymbols
* @see https://developer-pro.bitmart.com/en/spot/#public-trade-channel
* @description get the list of most recent trades for a list of symbols
* @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
* @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();
let marketType = undefined;
[symbols, marketType, params] = this.getParamsForMultipleSub('watchTradesForSymbols', symbols, limit, params);
const channelName = 'trade';
const trades = await this.subscribeMultiple(channelName, marketType, symbols, params);
if (this.newUpdates) {
const first = this.safeDict(trades, 0);
const tradeSymbol = this.safeString(first, 'symbol');
limit = trades.getLimit(tradeSymbol, limit);
}
const result = this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
if (this.handleOption('watchTrades', 'ignoreDuplicates', true)) {
let filtered = this.removeRepeatedTradesFromArray(result);
filtered = this.sortBy(filtered, 'timestamp');
return filtered;
}
return result;
}
getParamsForMultipleSub(methodName, symbols, limit = undefined, params = {}) {
symbols = this.marketSymbols(symbols, undefined, false, true);
const length = symbols.length;
if (length > 20) {
throw new NotSupported(this.id + ' ' + methodName + '() accepts a maximum of 20 symbols in one request');
}
const market = this.market(symbols[0]);
let marketType = undefined;
[marketType, params] = this.handleMarketTypeAndParams(methodName, market, params);
return [symbols, marketType, params];
}
/**
* @method
* @name bitmart#watchTicker
* @see https://developer-pro.bitmart.com/en/spot/#public-ticker-channel
* @see https://developer-pro.bitmart.com/en/futuresv2/#public-ticker-channel
* @description watches 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
* @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], params);
return tickers[symbol];
}
/**
* @method
* @name bitmart#watchTickers
* @see https://developer-pro.bitmart.com/en/spot/#public-ticker-channel
* @see https://developer-pro.bitmart.com/en/futuresv2/#public-ticker-channel
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
* @param {string[]} symbols unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchTickers(symbols = undefined, params = {}) {
await this.loadMarkets();
const market = this.getMarketFromSymbols(symbols);
let marketType = undefined;
[marketType, params] = this.handleMarketTypeAndParams('watchTickers', market, params);
const ticker = await this.subscribeMultiple('ticker', marketType, symbols, params);
if (this.newUpdates) {
const tickers = {};
tickers[ticker['symbol']] = ticker;
return tickers;
}
return this.filterByArray(this.tickers, 'symbol', symbols);
}
/**
* @method
* @name bitmart#watchBidsAsks
* @see https://developer-pro.bitmart.com/en/spot/#public-ticker-channel
* @see https://developer-pro.bitmart.com/en/futuresv2/#public-ticker-channel
* @description watches best bid & ask for symbols
* @param {string[]} symbols unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchBidsAsks(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false);
const firstMarket = this.getMarketFromSymbols(symbols);
let marketType = undefined;
[marketType, params] = this.handleMarketTypeAndParams('watchBidsAsks', firstMarket, params);
const url = this.implodeHostname(this.urls['api']['ws'][marketType]['public']);
const channelType = (marketType === 'spot') ? 'spot' : 'futures';
const actionType = (marketType === 'spot') ? 'op' : 'action';
let rawSubscriptions = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const market = this.market(symbols[i]);
rawSubscriptions.push(channelType + '/ticker:' + market['id']);
messageHashes.push('bidask:' + symbols[i]);
}
if (marketType !== 'spot') {
rawSubscriptions = [channelType + '/ticker'];
}
const request = {
'args': rawSubscriptions,
};
request[actionType] = 'subscribe';
const newTickers = await this.watchMultiple(url, messageHashes, request, rawSubscriptions);
if (this.newUpdates) {
const tickers = {};
tickers[newTickers['symbol']] = newTickers;
return tickers;
}
return this.filterByArray(this.bidsasks, 'symbol', symbols);
}
handleBidAsk(client, message) {
const table = this.safeString(message, 'table');
const isSpot = (table !== undefined);
let rawTickers = [];
if (isSpot) {
rawTickers = this.safeList(message, 'data', []);
}
else {
rawTickers = [this.safeValue(message, 'data', {})];
}
if (!rawTickers.length) {
return;
}
for (let i = 0; i < rawTickers.length; i++) {
const ticker = this.parseWsBidAsk(rawTickers[i]);
const symbol = ticker['symbol'];
this.bidsasks[symbol] = ticker;
const messageHash = 'bidask:' + symbol;
client.resolve(ticker, messageHash);
}
}
parseWsBidAsk(ticker, market = undefined) {
const marketId = this.safeString(ticker, 'symbol');
market = this.safeMarket(marketId, market);
const symbol = this.safeString(market, 'symbol');
const timestamp = this.safeInteger(ticker, 'ms_t');
return this.safeTicker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'ask': this.safeString2(ticker, 'ask_px', 'ask_price'),
'askVolume': this.safeString2(ticker, 'ask_sz', 'ask_vol'),
'bid': this.safeString2(ticker, 'bid_px', 'bid_price'),
'bidVolume': this.safeString2(ticker, 'bid_sz', 'bid_vol'),
'info': ticker,
}, market);
}
/**
* @method
* @name bitmart#watchOrders
* @description watches information on multiple orders made by the user
* @see https://developer-pro.bitmart.com/en/spot/#private-order-progress
* @see https://developer-pro.bitmart.com/en/futuresv2/#private-order-channel
* @param {string} symbol unified market symbol of the market orders were made in
* @param {int} [since] the earliest time in ms to fetch orders for
* @param {int} [limit] the maximum number of order structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
let market = undefined;
let messageHash = 'orders';
if (symbol !== undefined) {
symbol = this.symbol(symbol);
market = this.market(symbol);
messageHash = 'orders::' + symbol;
}
let type = 'spot';
[type, params] = this.handleMarketTypeAndParams('watchOrders', market, params);
await this.authenticate(type, params);
let request = undefined;
if (type === 'spot') {
let argsRequest = 'spot/user/order:';
if (symbol !== undefined) {
argsRequest += market['id'];
}
else {
argsRequest = 'spot/user/orders:ALL_SYMBOLS';
}
request = {
'op': 'subscribe',
'args': [argsRequest],
};
}
else {
request = {
'action': 'subscribe',
'args': ['futures/order'],
};
}
const url = this.implodeHostname(this.urls['api']['ws'][type]['private']);
const newOrders = await this.watch(url, messageHash, this.deepExtend(request, params), messageHash);
if (this.newUpdates) {
return newOrders;
}
return this.filterBySymbolSinceLimit(this.orders, symbol, since, limit, true);
}
handleOrders(client, message) {
//
// spot
// {
// "data":[
// {
// "symbol": "LTC_USDT",
// "notional": '',
// "side": "buy",
// "last_fill_time": "0",
// "ms_t": "1646216634000",
// "type": "limit",
// "filled_notional": "0.000000000000000000000000000000",
// "last_fill_price": "0",
// "size": "0.500000000000000000000000000000",
// "price": "50.000000000000000000000000000000",
// "last_fill_count": "0",
// "filled_size": "0.000000000000000000000000000000",
// "margin_trading": "0",
// "state": "8",
// "order_id": "24807076628",
// "order_type": "0"
// }
// ],
// "table":"spot/user/order"
// }
// swap
// {
// "group":"futures/order",
// "data":[
// {
// "action":2,
// "order":{
// "order_id":"2312045036986775",
// "client_order_id":"",
// "price":"71.61707928",
// "size":"1",
// "symbol":"LTCUSDT",
// "state":1,
// "side":4,
// "type":"market",
// "leverage":"1",
// "open_type":"cross",
// "deal_avg_price":"0",
// "deal_size":"0",
// "create_time":1701625324646,
// "update_time":1701625324640,
// "plan_order_id":"",
// "last_trade":null
// }
// }
// ]
// }
//
const orders = this.safeValue(message, 'data');
if (orders === undefined) {
return;
}
const ordersLength = orders.length;
const newOrders = [];
const symbols = {};
if (ordersLength > 0) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
if (this.orders === undefined) {
this.orders = new ArrayCacheBySymbolById(limit);
}
const stored = this.orders;
for (let i = 0; i < orders.length; i++) {
const order = this.parseWsOrder(orders[i]);
stored.append(order);
newOrders.push(order);
const symbol = order['symbol'];
symbols[symbol] = true;
}
}
const messageHash = 'orders';
const symbolKeys = Object.keys(symbols);
for (let i = 0; i < symbolKeys.length; i++) {
const symbol = symbolKeys[i];
const symbolSpecificMessageHash = messageHash + '::' + symbol;
client.resolve(newOrders, symbolSpecificMessageHash);
}
client.resolve(newOrders, messageHash);
}
parseWsOrder(order, market = undefined) {
//
// spot
// {
// "symbol": "LTC_USDT",
// "notional": '',
// "side": "buy",
// "last_fill_time": "0",
// "ms_t": "1646216634000",
// "type": "limit",
// "filled_notional": "0.000000000000000000000000000000",
// "last_fill_price": "0",
// "size": "0.500000000000000000000000000000",
// "price": "50.000000000000000000000000000000",
// "last_fill_count": "0",
// "filled_size": "0.000000000000000000000000000000",
// "margin_trading": "0",
// "state": "8",
// "order_id": "24807076628",
// "order_type": "0"
// }
// swap
// {
// "action":2,
// "order":{
// "order_id":"2312045036986775",
// "client_order_id":"",
// "price":"71.61707928",
// "size":"1",
// "symbol":"LTCUSDT",
// "state":1,
// "side":4,
// "type":"market",
// "leverage":"1",
// "open_type":"cross",
// "deal_avg_price":"0",
// "deal_size":"0",
// "create_time":1701625324646,
// "update_time":1701625324640,
// "plan_order_id":"",
// "last_trade":null
// }
// }
//
const action = this.safeNumber(order, 'action');
const isSpot = (action === undefined);
if (isSpot) {
const marketId = this.safeString(order, 'symbol');
market = this.safeMarket(marketId, market, '_', 'spot');
const id = this.safeString(order, 'order_id');
const clientOrderId = this.safeString(order, 'clientOid');
const price = this.safeString(order, 'price');
const filled = this.safeString(order, 'filled_size');
const amount = this.safeString(order, 'size');
const type = this.safeString(order, 'type');
const rawState = this.safeString(order, 'state');
const status = this.parseOrderStatusByType(market['type'], rawState);
const timestamp = this.safeInteger(order, 'ms_t');
const symbol = market['symbol'];
const side = this.safeStringLower(order, 'side');
return this.safeOrder({
'info': order,
'symbol': symbol,
'id': id,
'clientOrderId': clientOrderId,
'timestamp': undefined,
'datetime': undefined,
'lastTradeTimestamp': timestamp,
'type': type,
'timeInForce': undefined,
'postOnly': undefined,
'side': side,
'price': price,
'stopPrice': undefined,
'triggerPrice': undefined,
'amount': amount,
'cost': undefined,
'average': undefined,
'filled': filled,
'remaining': undefined,
'status': status,
'fee': undefined,
'trades': undefined,
}, market);
}
else {
const orderInfo = this.safeValue(order, 'order');
const marketId = this.safeString(orderInfo, 'symbol');
const symbol = this.safeSymbol(marketId, market, '', 'swap');
const orderId = this.safeString(orderInfo, 'order_id');
const timestamp = this.safeInteger(orderInfo, 'create_time');
const updatedTimestamp = this.safeInteger(orderInfo, 'update_time');
const lastTrade = this.safeValue(orderInfo, 'last_trade');
const cachedOrders = this.orders;
const orders = this.safeValue(cachedOrders.hashmap, symbol, {});
const cachedOrder = this.safeValue(orders, orderId);
let trades = undefined;
if (cachedOrder !== undefined) {
trades = this.safeValue(order, 'trades');
}
if (lastTrade !== undefined) {
if (trades === undefined) {
trades = [];
}
trades.push(lastTrade);
}
return this.safeOrder({
'info': order,
'symbol': symbol,
'id': orderId,
'clientOrderId': this.safeString(orderInfo, 'client_order_id'),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'lastTradeTimestamp': updatedTimestamp,
'type': this.safeString(orderInfo, 'type'),
'timeInForce': undefined,
'postOnly': undefined,
'side': this.parseWsOrderSide(this.safeString(orderInfo, 'side')),
'price': this.safeString(orderInfo, 'price'),
'stopPrice': undefined,
'triggerPrice': undefined,
'amount': this.safeString(orderInfo, 'size'),
'cost': undefined,
'average': this.safeString(orderInfo, 'deal_avg_price'),
'filled': this.safeString(orderInfo, 'deal_size'),
'remaining': undefined,
'status': this.parseWsOrderStatus(this.safeString(order, 'action')),
'fee': undefined,
'trades': trades,
}, market);
}
}
parseWsOrderStatus(statusId) {
const statuses = {
'1': 'closed',
'2': 'open',
'3': 'canceled',
'4': 'closed',
'5': 'canceled',
'6': 'open',
'7': 'open',
'8': 'closed',
'9': 'closed', // active adl match deal
};
return this.safeString(statuses, statusId, statusId);
}
parseWsOrderSide(sideId) {
const sides = {
'1': 'buy',
'2': 'buy',
'3': 'sell',
'4': 'sell', // sell_open_short
};
return this.safeString(sides, sideId, sideId);
}
/**
* @method
* @name bitmart#watchPositions
* @see https://developer-pro.bitmart.com/en/futures/#private-position-channel
* @description watch all open positions
* @param {string[]|undefined} symbols list of unified market symbols
* @param {int} [since] the earliest time in ms to fetch positions
* @param {int} [limit] the maximum number of positions to retrieve
* @param {object} params extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [position structure]{@link https://docs.ccxt.com/en/latest/manual.html#position-structure}
*/
async watchPositions(symbols = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const type = 'swap';
await this.authenticate(type, params);
symbols = this.marketSymbols(symbols, 'swap', true, true, false);
let messageHash = 'positions';
if (symbols !== undefined) {
messageHash += '::' + symbols.join(',');
}
const subscriptionHash = 'futures/position';
const request = {
'action': 'subscribe',
'args': ['futures/position'],
};
const url = this.implodeHostname(this.urls['api']['ws'][type]['private']);
const newPositions = await this.watch(url, messageHash, this.deepExtend(request, params), subscriptionHash);
if (this.newUpdates) {
return newPositions;
}
return this.filterBySymbolsSinceLimit(this.positions, symbols, since, limit);
}
handlePositions(client, message) {
//
// {
// "group":"futures/position",
// "data":[
// {
// "symbol":"LTCUSDT",
// "hold_volume":"5",
// "position_type":2,
// "open_type":2,
// "frozen_volume":"0",
// "close_volume":"0",
// "hold_avg_price":"71.582",
// "close_avg_price":"0",
// "open_avg_price":"71.582",
// "liquidate_price":"0",
// "create_time":1701623327513,
// "update_time":1701627620439
// },
// {
// "symbol":"LTCUSDT",
// "hold_volume":"6",
// "position_type":1,
// "open_type":2,
// "frozen_volume":"0",
// "close_volume":"0",
// "hold_avg_price":"71.681666666666666667",
// "close_avg_price":"0",
// "open_avg_price":"71.681666666666666667",
// "liquidate_price":"0",
// "create_time":1701621167225,
// "update_time":1701628152614
// }
// ]
// }
//
const data = this.safeValue(message, 'data', []);
if (this.positions === undefined) {
this.positions = new ArrayCacheBySymbolBySide();
}
const cache = this.positions;
const newPositions = [];
for (let i = 0; i < data.length; i++) {
const rawPosition = data[i];
const position = this.parseWsPosition(rawPosition);
newPositions.push(position);
cache.append(position);
}
const messageHashes = this.findMessageHashes(client, 'positions::');
for (let i = 0; i < messageHashes.length; i++) {
const messageHash = messageHashes[i];
const parts = messageHash.split('::');
const symbolsString = parts[1];
const symbols = symbolsString.split(',');
const positions = this.filterByArray(newPositions, 'symbol', symbols, false);
if (!this.isEmpty(positions)) {
client.resolve(positions, messageHash);
}
}
client.resolve(newPositions, 'positions');
}
parseWsPosition(position, market = undefined) {
//
// {
// "symbol":"LTCUSDT",
// "hold_volume":"6",
// "position_type":1,
// "open_type":2,
// "frozen_volume":"0",
// "close_volume":"0",
// "hold_avg_price":"71.681666666666666667",
// "close_avg_price":"0",
// "open_avg_price":"71.681666666666666667",
// "liquidate_price":"0",
// "create_time":1701621167225,
// "update_time":1701628152614
// }
//
const marketId = this.safeString(position, 'symbol');
market = this.safeMarket(marketId, market, undefined, 'swap');
const symbol = market['symbol'];
const openTimestamp = this.safeInteger(position, 'create_time');
const timestamp = this.safeInteger(position, 'update_time');
const side = this.safeInteger(position, 'position_type');
const marginModeId = this.safeInteger(position, 'open_type');
return this.safePosition({
'info': position,
'id': undefined,
'symbol': symbol,
'timestamp': openTimestamp,
'datetime': this.iso8601(openTimestamp),
'lastUpdateTimestamp': timestamp,
'hedged': undefined,
'side': (side === 1) ? 'long' : 'short',
'contracts': this.safeNumber(position, 'hold_volume'),
'contractSize': this.safeNumber(market, 'contractSize'),
'entryPrice': this.safeNumber(position, 'open_avg_price'),
'markPrice': this.safeNumber(position, 'hold_avg_price'),
'lastPrice': undefined,
'notional': undefined,
'leverage': undefined,
'collateral': undefined,
'initialMargin': undefined,
'initialMarginPercentage': undefined,
'maintenanceMargin': undefined,
'maintenanceMarginPercentage': undefined,
'unrealizedPnl': undefined,
'realizedPnl': undefined,
'liquidationPrice': this.safeNumber(position, 'liquidate_price'),
'marginMode': (marginModeId === 1) ? 'isolated' : 'cross',
'percentage': undefined,
'marginRatio': undefined,
'stopLossPrice': undefined,
'takeProfitPrice': undefined,
});
}
handleTrade(client, message) {
//
// spot
// {
// "table": "spot/trade",
// "data": [
// {
// "price": "52700.50",
// "s_t": 1630982050,
// "side": "buy",
// "size": "0.00112",
// "symbol": "BTC_USDT"
// },
// ]
// }
//
// swap
// {
// "group":"futures/trade:BTCUSDT",
// "data":[
// {
// "trade_id":6798697637,
// "symbol":"BTCUSDT",
// "deal_price":"39735.8",
// "deal_vol":"2",
// "way":1,
// "created_at":"2023-12-03T15:48:23.517518538Z",
// "m": true,
// }
// ]
// }
//
const data = this.safeValue(message, 'data');
if (data === undefined) {
return;
}
let symbol = undefined;
const length = data.length;
const isSwap = ('group' in message);
if (isSwap) {
// in swap, chronologically decreasing: 1709536849322, 1709536848954,
for (let i = 0; i < length; i++) {
const index = length - i - 1;
symbol = this.handleTradeLoop(data[index]);
}
}
else {
// in spot, chronologically increasing: 1709536771200, 1709536771226,
for (let i = 0; i < length; i++) {
symbol = this.handleTradeLoop(data[i]);
}
}
client.resolve(this.trades[symbol], 'trade:' + symbol);
}
handleTradeLoop(entry) {
const trade = this.parseWsTrade(entry);
const symbol = trade['symbol'];
const tradesLimit = this.safeInteger(this.options, 'tradesLimit', 1000);
if (this.safeValue(this.trades, symbol) === undefined) {
this.trades[symbol] = new ArrayCache(tradesLimit);
}
const stored = this.trades[symbol];
stored.append(trade);
return symbol;
}
parseWsTrade(trade, market = undefined) {
//
// spot
// {
// "ms_t": 1740320841473,
// "price": "2806.54",
// "s_t": 1740320841,
// "side": "sell",
// "size": "0.77598",
// "symbol": "ETH_USDT"
// }
//
// swap
// {
// "trade_id": "3000000245258661",
// "symbol": "ETHUSDT",
// "deal_price": "2811.1",
// "deal_vol": "1858",
// "way": 2,
// "m": true,
// "created_at": "2025-02-23T13:59:59.646490751Z"
// }
//
const marketId = this.safeString(trade, 'symbol');
market = this.safeMarket(marketId, market);
let timestamp = this.safeInteger(trade, 'ms_t');
let datetime = undefined;
if (timestamp === undefined) {
datetime = this.safeString(trade, 'created_at');
timestamp = this.parse8601(datetime);
}
else {
datetime = this.iso8601(timestamp);
}
let takerOrMaker = undefined; // true for public trades
let side = this.safeString(trade, 'side');
const buyerMaker = this.safeBool(trade, 'm');
if (buyerMaker !== undefined) {
if (side === undefined) {
if (buyerMaker) {
side = 'sell';
}
else {
side = 'buy';
}
}
takerOrMaker = 'taker';
}
return this.safeTrade({
'info': trade,
'id': this.safeString(trade, 'trade_id'),
'order': undefined,
'timestamp': timestamp,
'datetime': datetime,
'symbol': market['symbol'],
'type': undefined,
'side': side,
'price': this.safeString2(trade, 'price', 'deal_price'),
'amount': this.safeString2(trade, 'size', 'deal_vol'),
'cost': undefined,
'takerOrMaker': takerOrMaker,
'fee': undefined,
}, market);
}
handleTicker(client, message) {
//
// {
// "data": [
// {
// "base_volume_24h": "78615593.81",
// "high_24h": "52756.97",
// "last_price": "52638.31",
// "low_24h": "50991.35",
// "open_24h": "51692.03",
// "s_t": 1630981727,
// "symbol": "BTC_USDT"
// }
// ],
// "table": "spot/ticker"
// }
//
// {
// "data": {
// "symbol": "ETHUSDT",
// "last_price": "2807.73",
// "volume_24": "2227011952",
// "range": "0.0273398194664491",
// "mark_price": "2807.5",
// "index_price": "2808.71047619",
// "ask_price": "2808.04",
// "ask_vol": "7371",
// "bid_price": "2807.28",
// "bid_vol": "3561"
// },
// "group": "futures/ticker:ETHUSDT@100ms"
// }
//
this.handleBidAsk(client, message);
const table = this.safeString(message, 'table');
const isSpot = (table !== undefined);
let rawTickers = [];
if (isSpot) {
rawTickers = this.safeList(message, 'data', []);
}
else {
rawTickers = [this.safeValue(message, 'data', {})];
}
if (!rawTickers.length) {
return;
}
for (let i = 0; i < rawTickers.length; i++) {
const ticker = isSpot ? this.parseTicker(rawTickers[i]) : this.parseWsSwapTicker(rawTickers[i]);
const symbol = ticker['symbol'];
this.tickers[symbol] = ticker;
const messageHash = 'ticker:' + symbol;
client.resolve(ticker, messageHash);
}
}
parseWsSwapTicker(ticker, market = undefined) {
//
// {
// "symbol": "ETHUSDT",
// "last_price": "2807.73",
// "volume_24": "2227011952",
// "range": "0.0273398194664491",
// "mark_price": "2807.5",
// "index_price": "2808.71047619",
// "ask_price": "2808.04",
// "ask_vol": "7371",
// "bid_price": "2807.28",
// "bid_vol": "3561"
// }
//
const marketId = this.safeString(ticker, 'symbol');
return this.safeTicker({
'symbol': this.safeSymbol(marketId, market, '', 'swap'),
'timestamp': undefined,
'datetime': undefined,
'high': undefined,
'low': undefined,
'bid': this.safeString(ticker, 'bid_price'),
'bidVolume': this.safeString(ticker, 'bid_vol'),
'ask': this.safeString(ticker, 'ask_price'),
'askVolume': this.safeString(ticker, 'ask_vol'),
'vwap': undefined,
'open': undefined,
'close': undefined,
'last': this.safeString(ticker, 'last_price'),
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': undefined,
'quoteVolume': this.safeString(ticker, 'volume_24'),
'info': ticker,
'markPrice': this.safeString(ticker, 'mark_price'),
'indexPrice': this.safeString(ticker, 'index_price'),
}, market);
}
/**
* @method
* @name bitmart#watchOHLCV
* @see https://developer-pro.bitmart.com/en/spot/#public-kline-channel
* @see https://developer-pro.bitmart.com/en/futuresv2/#public-klinebin-channel
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @param {string} symbol unified symbol of the market to fetch OHLCV data for
* @param {string} timeframe the length of time each candle represents
* @param {int} [since] timestamp in ms of the earliest candle to fetch
* @param {int} [limit] the maximum amount of candles to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
symbol = this.symbol(symbol);
const market = this.market(symbol);
let type = 'spot';
[type, params] = this.handleMarketTypeAndParams('watchOrderBook', market, params);
const timeframes = this.safeValue(this.options, 'timeframes', {});
const interval = this.safeString(timeframes, timeframe);
let name = undefined;
if (type === 'spot') {
name = 'kline' + interval;
}
else {
name = 'klineBin' + interval;
}
const ohlcv = await this.subscribe(name, symbol, type, params);
if (this.newUpdates) {
limit = ohlcv.getLimit(symbol, limit);
}
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
}
handleOHLCV(client, message) {
//
// {
// "data": [
// {
// "candle": [
// 1631056350,
// "46532.83",
// "46555.71",
// "46511.41",
// "46555.71",
// "0.25"
// ],
// "symbol": "BTC_USDT"
// }
// ],
// "table": "spot/kline1m"
// }
// swap
// {
// "group":"futures/klineBin1m:BTCUSDT",
// "data":{
// "symbol":"BTCUSDT",
// "items":[
// {
// "o":"39635.8",
// "h":"39636",
// "l":"39614.4",
// "c":"39629.7",
// "v":"31852",
// "ts":1701617761
// }
// ]
// }
// }
//
const channel = this.safeString2(message, 'table', 'group');
const isSpot = (channel.indexOf('spot') >= 0);
const data = this.safeValue(message, 'data');
if (data === undefined) {
return;
}
const parts = channel.split('/');
const part1 = this.safeString(parts, 1, '');
let interval = part1.replace('kline', '');
interval = interval.replace('Bin', '');
const intervalParts = interval.split(':');
interval = this.safeString(intervalParts, 0);
// use a reverse lookup in a static map instead
const timeframes = this.safeValue(this.options, 'timeframes', {});
const timeframe = this.findTimeframe(interval, timeframes);
const duration = this.parseTimeframe(timeframe);
const durationInMs = duration * 1000;
if (isSpot) {
for (let i = 0; i < data.length; i++) {
const marketId = this.safeString(data[i], 'symbol');
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const rawOHLCV = this.safeValue(data[i], 'candle');
const parsed = this.parseOHLCV(rawOHLCV, market);
parsed[0] = this.parseToInt(parsed[0] / durationInMs) * durationInMs;
this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});
let stored = this.safeValue(this.ohlcvs[symbol], timeframe);
if (stored === undefined) {
const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
stored = new ArrayCacheByTimestamp(limit);
this.ohlcvs[symbol][timeframe] = stored;
}
stored.append(parsed);
const messageHash = channel + ':' + marketId;
client.resolve(stored, messageHash);
}
}
else {
const marketId = this.safeString(data, 'symbol');
const market = this.safeMarket(marketId, undefined, undefined, 'swap');
const symbol = market['symbol'];
const items = this.safeValue(data, 'items', []);
this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});
let stored = this.safeValue(this.ohlcvs[symbol], timeframe);
if (stored === undefined) {
const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
stored = new ArrayCacheByTimestamp(limit);
this.ohlcvs[symbol][timeframe] = stored;
}
for (let i = 0; i < items.length; i++) {
const candle = items[i];
const parsed = this.parseOHLCV(candle, market);
stored.append(parsed);
}
client.resolve(stored, channel);
}
}
/**
* @method
* @name bitmart#watchOrderBook
* @see https://developer-pro.bitmart.com/en/spot/#public-depth-all-channel
* @see https://developer-pro.bitmart.com/en/spot/#public-depth-increase-channel
* @see https://developer-pro.bitmart.com/en/futuresv2/#public-depth-channel
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @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
* @param {string} [params.speed] *futures only* '100ms' or '200ms'
* @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 = {}) {
await this.loadMarkets();
const options = this.safeValue(this.options, 'watchOrderBook', {});
let depth = this.safeString(options, 'depth', 'depth/increase100');
symbol = this.symbol(symbol);
const market = this.market(symbol);
let type = 'spot';
[type, params] = this.handleMarketTypeAndParams('watchOrderBook', market, params);
if (type === 'swap' && depth === 'depth/increase100') {
depth = 'depth50';
}
const orderbook = await this.subscribe(depth, symbol, type, params);
return orderbook.limit();
}
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) {
//
// {
// "asks": [
// [ '46828.38', "0.21847" ],
// [ '46830.68', "0.08232" ],
// [ '46832.08', "0.09285" ],
// [ '46837.82', "0.02028" ],
// [ '46839.43', "0.15068" ]
// ],
// "bids": [
// [ '46820.78', "0.00444" ],
// [ '46814.33', "0.00234" ],
// [ '46813.50', "0.05021" ],
// [ '46808.14', "0.00217" ],
// [ '46808.04', "0.00013" ]
// ],
// "ms_t": 1631044962431,
// "symbol": "BTC_USDT"
// }
//
const asks = this.safeList(message, 'asks', []);
const bids = this.safeList(message, 'bids', []);
this.handleDeltas(orderbook['asks'], asks);
this.handleDeltas(orderbook['bids'], bids);
const timestamp = this.safeInteger(message, 'ms_t');
const marketId = this.safeString(message, 'symbol');
const symbol = this.safeSymbol(marketId);
orderbook['symbol'] = symbol;
orderbook['timestamp'] = timestamp;
orderbook['datetime'] = this.iso8601(timestamp);
return orderbook;
}
handleOrderBook(client, message) {
//
// spot depth-all
//
// {
// "data": [
// {
// "asks": [
// [ '46828.38', "0.21847" ],
// [ '46830.68', "0.08232" ],
// ...
// ],
// "bids": [
// [ '46820.78', "0.00444" ],
// [ '46814.33', "0.00234" ],
// ...
// ],
// "ms_t": 1631044962431,
// "symbol": "BTC_USDT"
// }
// ],
// "table": "spot/depth5"
// }
//
// spot increse depth snapshot
//
// {
// "data":[
// {
// "asks":[
// [ "43652.52", "0.02039" ],
// ...
// ],
// "bids":[
// [ "43652.51", "0.00500" ],
// ...
// ],
// "ms_t":1703376836487,
// "symbol":"BTC_USDT",
// "type":"snapshot", // or update
// "version":2141731
// }
// ],
// "table":"spot/depth/increase100"
// }
//
// swap
//
// {
// "group":"futures/depth50:BTCUSDT",
// "data":{
// "symbol":"BTCUSDT",
// "way":1,
// "depths":[
// {
// "price":"39509.8",
// "vol":"2379"
// },
// {
// "price":"39509.6",
// "vol":"6815"
// },
// ...
// ],
// "ms_t":1701566021194
// }
// }
//
const isSpot = ('table' in message);
let datas = [];
if (isSpot) {
datas = this.safeList(message, 'data', datas);
}
else {
const orderBookEntry = this.safeDict(message, 'data');
if (orderBookEntry !== undefined) {
datas.push(orderBookEntry);
}
}
const length = datas.length;
if (length <= 0) {
return;
}
const channelName = this.safeString2(message, 'table', 'group');
// find limit subscribed to
const limitsToCheck = ['100', '50', '20', '10', '5'];
let limit = 0;
for (let i = 0; i < limitsToCheck.length; i++) {
const limitString = limitsToCheck[i];
if (channelName.indexOf(limitString) >= 0) {
limit = this.parseToInt(limitString);
break;
}
}
if (isSpot) {
const channel = channelName.replace('spot/', '');
for (let i = 0; i < datas.length; i++) {
const update = datas[i];
const marketId = this.safeString(update, 'symbol');
const symbol = this.safeSymbol(marketId);
if (!(symbol in this.orderbooks)) {
const ob = this.orderBook({}, limit);
ob['symbol'] = symbol;
this.orderbooks[symbol] = ob;
}
const orderbook = this.orderbooks[symbol];
const type = this.safeString(update, 'type');
if ((type === 'snapshot') || (!(channelName.indexOf('increase') >= 0))) {
orderbook.reset({});
}
this.handleOrderBookMessage(client, update, orderbook);
const timestamp = this.safeInteger(update, 'ms_t');
if (orderbook['timestamp'] === undefined) {
orderbook['timestamp'] = timestamp;
orderbook['datetime'] = this.iso8601(timestamp);
}
const messageHash = channelName + ':' + marketId;
client.resolve(orderbook, messageHash);
// resolve ForSymbols
const messageHashForMulti = channel + ':' + symbol;
client.resolve(orderbook, messageHashForMulti);
}
}
else {
const tableParts = channelName.split(':');
const channel = tableParts[0].replace('futures/', '');
const data = datas[0]; // contract markets always contain only one member
const depths = data['depths'];
const marketId = this.safeString(data, 'symbol');
const symbol = this.safeSymbol(marketId);
if (!(symbol in this.orderbooks)) {
const ob = this.orderBook({}, limit);
ob['symbol'] = symbol;
this.orderbooks[symbol] = ob;
}
const orderbook = this.orderbooks[symbol];
const way = this.safeInteger(data, 'way');
const side = (way === 1) ? 'bids' : 'asks';
if (way === 1) {
orderbook[side] = new Bids([], limit);
}
else {
orderbook[side] = new Asks([], limit);
}
for (let i = 0; i < depths.length; i++) {
const depth = depths[i];
const price = this.safeNumber(depth, 'price');
const amount = this.safeNumber(depth, 'vol');
const orderbookSide = this.safeValue(orderbook, side);
orderbookSide.store(price, amount);
}
const bidsLength = orderbook['bids'].length;
const asksLength = orderbook['asks'].length;
if ((bidsLength === 0) || (asksLength === 0)) {
return;
}
const timestamp = this.safeInteger(data, 'ms_t');
orderbook['timestamp'] = timestamp;
orderbook['datetime'] = this.iso8601(timestamp);
const messageHash = channelName;
client.resolve(orderbook, messageHash);
// resolve ForSymbols
const messageHashForMulti = channel + ':' + symbol;
client.resolve(orderbook, messageHashForMulti);
}
}
/**
* @method
* @name bitmart#watchOrderBookForSymbols
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://developer-pro.bitmart.com/en/spot/#public-depth-increase-channel
* @param {string[]} symbols unified array of symbols
* @param {int} [limit] the maximum amount of order book entries to return
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.depth] the type of order book to subscribe to, default is 'depth/increase100', also accepts 'depth5' or 'depth20' or depth50
* @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();
let type = undefined;
[symbols, type, params] = this.getParamsForMultipleSub('watchOrderBookForSymbols', symbols, limit, params);
let channel = undefined;
[channel, params] = this.handleOptionAndParams(params, 'watchOrderBookForSymbols', 'depth', 'depth/increase100');
if (type === 'swap' && channel === 'depth/increase100') {
channel = 'depth50';
}
const orderbook = await this.subscribeMultiple(channel, type, symbols, params);
return orderbook.limit();
}
async authenticate(type, params = {}) {
this.checkRequiredCredentials();
const url = this.implodeHostname(this.urls['api']['ws'][type]['private']);
const messageHash = 'authenticated';
const client = this.client(url);
const future = client.reusableFuture(messageHash);
const authenticated = this.safeValue(client.subscriptions, messageHash);
if (authenticated === undefined) {
const timestamp = this.milliseconds().toString();
const memo = this.uid;
const path = 'bitmart.WebSocket';
const auth = timestamp + '#' + memo + '#' + path;
const signature = this.hmac(this.encode(auth), this.encode(this.secret), sha256);
let request = undefined;
if (type === 'spot') {
request = {
'op': 'login',
'args': [
this.apiKey,
timestamp,
signature,
],
};
}
else {
request = {
'action': 'access',
'args': [
this.apiKey,
timestamp,
signature,
'web',
],
};
}
const message = this.extend(request, params);
this.watch(url, messageHash, message, messageHash);
}
return await future;
}
handleSubscriptionStatus(client, message) {
//
// {"event":"subscribe","channel":"spot/depth:BTC-USDT"}
//
return message;
}
handleAuthenticate(client, message) {
//
// spot
// { event: "login" }
// swap
// { action: 'access', success: true }
//
const messageHash = 'authenticated';
const future = this.safeValue(client.futures, messageHash);
future.resolve(true);
}
handleErrorMessage(client, message) {
//
// { event: "error", message: "Invalid sign", errorCode: 30013 }
// {"event":"error","message":"Unrecognized request: {\"event\":\"subscribe\",\"channel\":\"spot/depth:BTC-USDT\"}","errorCode":30039}
// {
// action: '',
// group: 'futures/trade:BTCUSDT',
// success: false,
// request: { action: '', args: [ 'futures/trade:BTCUSDT' ] },
// error: 'Invalid action [] for group [futures/trade:BTCUSDT]'
// }
//
const errorCode = this.safeString(message, 'errorCode');
const error = this.safeString(message, 'error');
try {
if (errorCode !== undefined || error !== undefined) {
const feedback = this.id + ' ' + this.json(message);
this.throwExactlyMatchedException(this.exceptions['exact'], errorCode, feedback);
const messageString = this.safeValue(message, 'message', error);
this.throwBroadlyMatchedException(this.exceptions['broad'], messageString, feedback);
const action = this.safeString(message, 'action');
if (action === 'access') {
throw new AuthenticationError(feedback);
}
throw new ExchangeError(feedback);
}
return false;
}
catch (e) {
if ((e instanceof AuthenticationError)) {
const messageHash = 'authenticated';
client.reject(e, messageHash);
if (messageHash in client.subscriptions) {
delete client.subscriptions[messageHash];
}
}
client.reject(e);
return true;
}
}
handleMessage(client, message) {
if (this.handleErrorMessage(client, message)) {
return;
}
//
// {"event":"error","message":"Unrecognized request: {\"event\":\"subscribe\",\"channel\":\"spot/depth:BTC-USDT\"}","errorCode":30039}
//
// subscribe events on spot:
//
// {"event":"subscribe", "topic":"spot/kline1m:BTC_USDT" }
//
// subscribe on contracts:
//
// {"action":"subscribe", "group":"futures/klineBin1m:BTCUSDT", "success":true, "request":{"action":"subscribe", "args":[ "futures/klineBin1m:BTCUSDT" ] } }
//
// regular updates - spot
//
// {
// "table": "spot/depth",
// "action": "partial",
// "data": [
// {
// "instrument_id": "BTC-USDT",
// "asks": [
// ["5301.8", "0.03763319", "1"],
// ["5302.4", "0.00305", "2"],
// ],
// "bids": [
// ["5301.7", "0.58911427", "6"],
// ["5301.6", "0.01222922", "4"],
// ],
// "timestamp": "2020-03-16T03:25:00.440Z",
// "checksum": -2088736623
// }
// ]
// }
//
// regular updates - contracts
//
// {
// group: "futures/klineBin1m:BTCUSDT",
// data: {
// symbol: "BTCUSDT",
// items: [ { o: "67944.7", "h": .... } ],
// },
// }
//
// { data: '', table: "spot/user/order" }
//
// the only realiable way (for both spot & swap) is to check 'data' key
const isDataUpdate = ('data' in message);
if (!isDataUpdate) {
const event = this.safeString2(message, 'event', 'action');
if (event !== undefined) {
const methods = {
// 'info': this.handleSystemStatus,
'login': this.handleAuthenticate,
'access': this.handleAuthenticate,
'subscribe': this.handleSubscriptionStatus,
};
const method = this.safeValue(methods, event);
if (method !== undefined) {
method.call(this, client, message);
}
}
}
else {
const channel = this.safeString2(message, 'table', 'group');
const methods = {
'depth': this.handleOrderBook,
'ticker': this.handleTicker,
'trade': this.handleTrade,
'kline': this.handleOHLCV,
'order': this.handleOrders,
'position': this.handlePositions,
'balance': this.handleBalance,
'asset': this.handleBalance,
};
const keys = Object.keys(methods);
for (let i = 0; i < keys.length; i++) {
const key = keys[i];
if (channel.indexOf(key) >= 0) {
const method = this.safeValue(methods, key);
method.call(this, client, message);
}
}
}
}
}