@kraken-crypto/ccxt
Version:
A cryptocurrency trading API with more than 100 exchanges in JavaScript / TypeScript / Python / C# / PHP / Go
2,576 lines • 117 kB
JavaScript
// ---------------------------------------------------------------------------
import bybitRest from '../bybit.js';
import { ArgumentsRequired, AuthenticationError, ExchangeError, BadRequest, NotSupported } from '../base/errors.js';
import { ArrayCache, ArrayCacheBySymbolById, ArrayCacheBySymbolBySide, ArrayCacheByTimestamp } from '../base/ws/Cache.js';
import { sha256 } from '../static_dependencies/noble-hashes/sha256.js';
// ---------------------------------------------------------------------------
export default class bybit extends bybitRest {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'createOrderWs': true,
'editOrderWs': true,
'fetchOpenOrdersWs': false,
'fetchOrderWs': false,
'cancelOrderWs': true,
'cancelOrdersWs': false,
'cancelAllOrdersWs': false,
'fetchTradesWs': false,
'fetchBalanceWs': false,
'watchBalance': true,
'watchBidsAsks': true,
'watchLiquidations': true,
'watchLiquidationsForSymbols': false,
'watchMyLiquidations': false,
'watchMyLiquidationsForSymbols': false,
'watchMyTrades': true,
'watchOHLCV': true,
'watchOHLCVForSymbols': true,
'watchOrderBook': true,
'watchOrderBookForSymbols': true,
'watchOrders': true,
'watchTicker': true,
'watchTickers': true,
'watchTrades': true,
'watchPositions': true,
'watchTradesForSymbols': true,
'unWatchTicker': true,
'unWatchTickers': true,
'unWatchOHLCV': true,
'unWatchOHLCVForSymbols': true,
'unWatchOrderBook': true,
'unWatchOrderBookForSymbols': true,
'unWatchTrades': true,
'unWatchTradesForSymbols': true,
'unWatchMyTrades': true,
'unWatchOrders': true,
'unWatchPositions': true,
},
'urls': {
'api': {
'ws': {
'public': {
'spot': 'wss://stream.{hostname}/v5/public/spot',
'inverse': 'wss://stream.{hostname}/v5/public/inverse',
'option': 'wss://stream.{hostname}/v5/public/option',
'linear': 'wss://stream.{hostname}/v5/public/linear',
},
'private': {
'spot': {
'unified': 'wss://stream.{hostname}/v5/private',
'nonUnified': 'wss://stream.{hostname}/spot/private/v3',
},
'contract': 'wss://stream.{hostname}/v5/private',
'usdc': 'wss://stream.{hostname}/trade/option/usdc/private/v1',
'trade': 'wss://stream.bybit.com/v5/trade',
},
},
},
'test': {
'ws': {
'public': {
'spot': 'wss://stream-testnet.{hostname}/v5/public/spot',
'inverse': 'wss://stream-testnet.{hostname}/v5/public/inverse',
'linear': 'wss://stream-testnet.{hostname}/v5/public/linear',
'option': 'wss://stream-testnet.{hostname}/v5/public/option',
},
'private': {
'spot': {
'unified': 'wss://stream-testnet.{hostname}/v5/private',
'nonUnified': 'wss://stream-testnet.{hostname}/spot/private/v3',
},
'contract': 'wss://stream-testnet.{hostname}/v5/private',
'usdc': 'wss://stream-testnet.{hostname}/trade/option/usdc/private/v1',
'trade': 'wss://stream-testnet.bybit.com/v5/trade',
},
},
},
'demotrading': {
'ws': {
'public': {
'spot': 'wss://stream.{hostname}/v5/public/spot',
'inverse': 'wss://stream.{hostname}/v5/public/inverse',
'option': 'wss://stream.{hostname}/v5/public/option',
'linear': 'wss://stream.{hostname}/v5/public/linear',
},
'private': {
'spot': {
'unified': 'wss://stream-demo.{hostname}/v5/private',
'nonUnified': 'wss://stream-demo.{hostname}/spot/private/v3',
},
'contract': 'wss://stream-demo.{hostname}/v5/private',
'usdc': 'wss://stream-demo.{hostname}/trade/option/usdc/private/v1',
'trade': 'wss://stream-demo.bybit.com/v5/trade',
},
},
},
},
'options': {
'watchTicker': {
'name': 'tickers', // 'tickers' for 24hr statistical ticker or 'tickers_lt' for leverage token ticker
},
'watchPositions': {
'fetchPositionsSnapshot': true,
'awaitPositionsSnapshot': true, // whether to wait for the positions snapshot before providing updates
},
'watchMyTrades': {
// filter execType: https://bybit-exchange.github.io/docs/api-explorer/v5/position/execution
'filterExecTypes': [
'Trade', 'AdlTrade', 'BustTrade', 'Settle',
],
},
'spot': {
'timeframes': {
'1m': '1m',
'3m': '3m',
'5m': '5m',
'15m': '15m',
'30m': '30m',
'1h': '1h',
'2h': '2h',
'4h': '4h',
'6h': '6h',
'12h': '12h',
'1d': '1d',
'1w': '1w',
'1M': '1M',
},
},
'contract': {
'timeframes': {
'1m': '1',
'3m': '3',
'5m': '5',
'15m': '15',
'30m': '30',
'1h': '60',
'2h': '120',
'4h': '240',
'6h': '360',
'12h': '720',
'1d': 'D',
'1w': 'W',
'1M': 'M',
},
},
},
'streaming': {
'ping': this.ping,
'keepAlive': 18000,
},
});
}
requestId() {
this.lockId();
const requestId = this.sum(this.safeInteger(this.options, 'requestId', 0), 1);
this.options['requestId'] = requestId;
this.unlockId();
return requestId;
}
async getUrlByMarketType(symbol = undefined, isPrivate = false, method = undefined, params = {}) {
const accessibility = isPrivate ? 'private' : 'public';
let isUsdcSettled = undefined;
let isSpot = undefined;
let type = undefined;
let market = undefined;
let url = this.urls['api']['ws'];
if (symbol !== undefined) {
market = this.market(symbol);
isUsdcSettled = market['settle'] === 'USDC';
type = market['type'];
}
else {
[type, params] = this.handleMarketTypeAndParams(method, undefined, params);
let defaultSettle = this.safeString(this.options, 'defaultSettle');
defaultSettle = this.safeString2(params, 'settle', 'defaultSettle', defaultSettle);
isUsdcSettled = (defaultSettle === 'USDC');
}
isSpot = (type === 'spot');
if (isPrivate) {
const unified = await this.isUnifiedEnabled();
const isUnifiedMargin = this.safeBool(unified, 0, false);
const isUnifiedAccount = this.safeBool(unified, 1, false);
if (isUsdcSettled && !isUnifiedMargin && !isUnifiedAccount) {
url = url[accessibility]['usdc'];
}
else {
url = url[accessibility]['contract'];
}
}
else {
if (isSpot) {
url = url[accessibility]['spot'];
}
else if ((type === 'swap') || (type === 'future')) {
let subType = undefined;
[subType, params] = this.handleSubTypeAndParams(method, market, params, 'linear');
url = url[accessibility][subType];
}
else {
// option
url = url[accessibility]['option'];
}
}
url = this.implodeHostname(url);
return url;
}
cleanParams(params) {
params = this.omit(params, ['type', 'subType', 'settle', 'defaultSettle', 'unifiedMargin']);
return params;
}
/**
* @method
* @name bybit#createOrderWs
* @description create a trade order
* @see https://bybit-exchange.github.io/docs/v5/order/create-order
* @see https://bybit-exchange.github.io/docs/v5/websocket/trade/guideline#createamendcancel-order
* @param {string} symbol unified symbol of the market to create an order in
* @param {string} type 'market' or 'limit'
* @param {string} side 'buy' or 'sell'
* @param {float} amount how much of currency you want to trade in units of base currency
* @param {float} [price] the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.timeInForce] "GTC", "IOC", "FOK"
* @param {bool} [params.postOnly] true or false whether the order is post-only
* @param {bool} [params.reduceOnly] true or false whether the order is reduce-only
* @param {string} [params.positionIdx] *contracts only* 0 for one-way mode, 1 buy side of hedged mode, 2 sell side of hedged mode
* @param {boolean} [params.isLeverage] *unified spot only* false then spot trading true then margin trading
* @param {string} [params.tpslMode] *contract only* 'full' or 'partial'
* @param {string} [params.mmp] *option only* market maker protection
* @param {string} [params.triggerDirection] *contract only* the direction for trigger orders, 'above' or 'below'
* @param {float} [params.triggerPrice] The price at which a trigger order is triggered at
* @param {float} [params.stopLossPrice] The price at which a stop loss order is triggered at
* @param {float} [params.takeProfitPrice] The price at which a take profit order is triggered at
* @param {object} [params.takeProfit] *takeProfit object in params* containing the triggerPrice at which the attached take profit order will be triggered
* @param {float} [params.takeProfit.triggerPrice] take profit trigger price
* @param {object} [params.stopLoss] *stopLoss object in params* containing the triggerPrice at which the attached stop loss order will be triggered
* @param {float} [params.stopLoss.triggerPrice] stop loss trigger price
* @param {string} [params.trailingAmount] the quote amount to trail away from the current market price
* @param {string} [params.trailingTriggerPrice] the price to trigger a trailing order, default uses the price argument
* @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 orderRequest = this.createOrderRequest(symbol, type, side, amount, price, params, true);
const url = this.urls['api']['ws']['private']['trade'];
await this.authenticate(url);
const requestId = this.requestId().toString();
const request = {
'op': 'order.create',
'reqId': requestId,
'args': [
orderRequest,
],
'header': {
'X-BAPI-TIMESTAMP': this.milliseconds().toString(),
'X-BAPI-RECV-WINDOW': this.options['recvWindow'].toString(),
},
};
return await this.watch(url, requestId, request, requestId, true);
}
/**
* @method
* @name bybit#editOrderWs
* @description edit a trade order
* @see https://bybit-exchange.github.io/docs/v5/order/amend-order
* @see https://bybit-exchange.github.io/docs/v5/websocket/trade/guideline#createamendcancel-order
* @param {string} id cancel 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 currency you want to trade in units of base currency
* @param {float} 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 {float} [params.triggerPrice] The price that a trigger order is triggered at
* @param {float} [params.stopLossPrice] The price that a stop loss order is triggered at
* @param {float} [params.takeProfitPrice] The price that a take profit order is triggered at
* @param {object} [params.takeProfit] *takeProfit object in params* containing the triggerPrice that the attached take profit order will be triggered
* @param {float} [params.takeProfit.triggerPrice] take profit trigger price
* @param {object} [params.stopLoss] *stopLoss object in params* containing the triggerPrice that the attached stop loss order will be triggered
* @param {float} [params.stopLoss.triggerPrice] stop loss trigger price
* @param {string} [params.triggerBy] 'IndexPrice', 'MarkPrice' or 'LastPrice', default is 'LastPrice', required if no initial value for triggerPrice
* @param {string} [params.slTriggerBy] 'IndexPrice', 'MarkPrice' or 'LastPrice', default is 'LastPrice', required if no initial value for stopLoss
* @param {string} [params.tpTriggerby] 'IndexPrice', 'MarkPrice' or 'LastPrice', default is 'LastPrice', required if no initial value for takeProfit
* @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 orderRequest = this.editOrderRequest(id, symbol, type, side, amount, price, params);
const url = this.urls['api']['ws']['private']['trade'];
await this.authenticate(url);
const requestId = this.requestId().toString();
const request = {
'op': 'order.amend',
'reqId': requestId,
'args': [
orderRequest,
],
'header': {
'X-BAPI-TIMESTAMP': this.milliseconds().toString(),
'X-BAPI-RECV-WINDOW': this.options['recvWindow'].toString(),
},
};
return await this.watch(url, requestId, request, requestId, true);
}
/**
* @method
* @name bybit#cancelOrderWs
* @description cancels an open order
* @see https://bybit-exchange.github.io/docs/v5/order/cancel-order
* @see https://bybit-exchange.github.io/docs/v5/websocket/trade/guideline#createamendcancel-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
* @param {boolean} [params.trigger] *spot only* whether the order is a trigger order
* @param {string} [params.orderFilter] *spot only* 'Order' or 'StopOrder' or 'tpslOrder'
* @returns {object} An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async cancelOrderWs(id, symbol = undefined, params = {}) {
await this.loadMarkets();
if (symbol === undefined) {
throw new ArgumentsRequired(this.id + ' cancelOrderWs() requires a symbol argument');
}
const orderRequest = this.cancelOrderRequest(id, symbol, params);
const url = this.urls['api']['ws']['private']['trade'];
await this.authenticate(url);
const requestId = this.requestId().toString();
if ('orderFilter' in orderRequest) {
delete orderRequest['orderFilter'];
}
const request = {
'op': 'order.cancel',
'reqId': requestId,
'args': [
orderRequest,
],
'header': {
'X-BAPI-TIMESTAMP': this.milliseconds().toString(),
'X-BAPI-RECV-WINDOW': this.options['recvWindow'].toString(),
},
};
return await this.watch(url, requestId, request, requestId, true);
}
/**
* @method
* @name bybit#watchTicker
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/ticker
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/etp-ticker
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchTicker(symbol, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
const messageHash = 'ticker:' + symbol;
const url = await this.getUrlByMarketType(symbol, false, 'watchTicker', params);
params = this.cleanParams(params);
const options = this.safeValue(this.options, 'watchTicker', {});
let topic = this.safeString(options, 'name', 'tickers');
if (!market['spot'] && topic !== 'tickers') {
throw new BadRequest(this.id + ' watchTicker() only supports name tickers for contract markets');
}
topic += '.' + market['id'];
const topics = [topic];
return await this.watchTopics(url, [messageHash], topics, params);
}
/**
* @method
* @name bybit#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://bybit-exchange.github.io/docs/v5/websocket/public/ticker
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/etp-ticker
* @param {string[]} symbols unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchTickers(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false);
const messageHashes = [];
const url = await this.getUrlByMarketType(symbols[0], false, 'watchTickers', params);
params = this.cleanParams(params);
const options = this.safeValue(this.options, 'watchTickers', {});
const topic = this.safeString(options, 'name', 'tickers');
const marketIds = this.marketIds(symbols);
const topics = [];
for (let i = 0; i < marketIds.length; i++) {
const marketId = marketIds[i];
topics.push(topic + '.' + marketId);
messageHashes.push('ticker:' + symbols[i]);
}
const ticker = await this.watchTopics(url, messageHashes, topics, params);
if (this.newUpdates) {
const result = {};
result[ticker['symbol']] = ticker;
return result;
}
return this.filterByArray(this.tickers, 'symbol', symbols);
}
/**
* @method
* @name bybit#unWatchTickers
* @description unWatches a price ticker
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/ticker
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/etp-ticker
* @param {string[]} symbols unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async unWatchTickers(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false);
const options = this.safeValue(this.options, 'watchTickers', {});
const topic = this.safeString(options, 'name', 'tickers');
const messageHashes = [];
const subMessageHashes = [];
const marketIds = this.marketIds(symbols);
const topics = [];
for (let i = 0; i < marketIds.length; i++) {
const marketId = marketIds[i];
const symbol = symbols[i];
topics.push(topic + '.' + marketId);
subMessageHashes.push('ticker:' + symbol);
messageHashes.push('unsubscribe:ticker:' + symbol);
}
const url = await this.getUrlByMarketType(symbols[0], false, 'watchTickers', params);
return await this.unWatchTopics(url, 'ticker', symbols, messageHashes, subMessageHashes, topics, params);
}
/**
* @method
* @name bybit#unWatchTicker
* @description unWatches a price ticker
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/ticker
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/etp-ticker
* @param {string[]} symbol unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async unWatchTicker(symbol, params = {}) {
await this.loadMarkets();
return await this.unWatchTickers([symbol], params);
}
handleTicker(client, message) {
//
// linear
// {
// "topic": "tickers.BTCUSDT",
// "type": "snapshot",
// "data": {
// "symbol": "BTCUSDT",
// "tickDirection": "PlusTick",
// "price24hPcnt": "0.017103",
// "lastPrice": "17216.00",
// "prevPrice24h": "16926.50",
// "highPrice24h": "17281.50",
// "lowPrice24h": "16915.00",
// "prevPrice1h": "17238.00",
// "markPrice": "17217.33",
// "indexPrice": "17227.36",
// "openInterest": "68744.761",
// "openInterestValue": "1183601235.91",
// "turnover24h": "1570383121.943499",
// "volume24h": "91705.276",
// "nextFundingTime": "1673280000000",
// "fundingRate": "-0.000212",
// "bid1Price": "17215.50",
// "bid1Size": "84.489",
// "ask1Price": "17216.00",
// "ask1Size": "83.020"
// },
// "cs": 24987956059,
// "ts": 1673272861686
// }
//
// option
// {
// "id": "tickers.BTC-6JAN23-17500-C-2480334983-1672917511074",
// "topic": "tickers.BTC-6JAN23-17500-C",
// "ts": 1672917511074,
// "data": {
// "symbol": "BTC-6JAN23-17500-C",
// "bidPrice": "0",
// "bidSize": "0",
// "bidIv": "0",
// "askPrice": "10",
// "askSize": "5.1",
// "askIv": "0.514",
// "lastPrice": "10",
// "highPrice24h": "25",
// "lowPrice24h": "5",
// "markPrice": "7.86976724",
// "indexPrice": "16823.73",
// "markPriceIv": "0.4896",
// "underlyingPrice": "16815.1",
// "openInterest": "49.85",
// "turnover24h": "446802.8473",
// "volume24h": "26.55",
// "totalVolume": "86",
// "totalTurnover": "1437431",
// "delta": "0.047831",
// "gamma": "0.00021453",
// "vega": "0.81351067",
// "theta": "-19.9115368",
// "predictedDeliveryPrice": "0",
// "change24h": "-0.33333334"
// },
// "type": "snapshot"
// }
//
// spot
// {
// "topic": "tickers.BTCUSDT",
// "ts": 1673853746003,
// "type": "snapshot",
// "cs": 2588407389,
// "data": {
// "symbol": "BTCUSDT",
// "lastPrice": "21109.77",
// "highPrice24h": "21426.99",
// "lowPrice24h": "20575",
// "prevPrice24h": "20704.93",
// "volume24h": "6780.866843",
// "turnover24h": "141946527.22907118",
// "price24hPcnt": "0.0196",
// "usdIndexPrice": "21120.2400136"
// }
// }
//
// lt ticker
// {
// "topic": "tickers_lt.EOS3LUSDT",
// "ts": 1672325446847,
// "type": "snapshot",
// "data": {
// "symbol": "EOS3LUSDT",
// "lastPrice": "0.41477848043290448",
// "highPrice24h": "0.435285472510871305",
// "lowPrice24h": "0.394601507960931382",
// "prevPrice24h": "0.431502290172376349",
// "price24hPcnt": "-0.0388"
// }
// }
// swap delta
// {
// "topic":"tickers.AAVEUSDT",
// "type":"delta",
// "data":{
// "symbol":"AAVEUSDT",
// "bid1Price":"112.89",
// "bid1Size":"2.12",
// "ask1Price":"112.90",
// "ask1Size":"5.02"
// },
// "cs":78039939929,
// "ts":1709210212704
// }
//
const topic = this.safeString(message, 'topic', '');
const updateType = this.safeString(message, 'type', '');
const data = this.safeDict(message, 'data', {});
const isSpot = this.safeString(data, 'usdIndexPrice') !== undefined;
const type = isSpot ? 'spot' : 'contract';
let symbol = undefined;
let parsed = undefined;
if ((updateType === 'snapshot')) {
parsed = this.parseTicker(data);
symbol = parsed['symbol'];
}
else if (updateType === 'delta') {
const topicParts = topic.split('.');
const topicLength = topicParts.length;
const marketId = this.safeString(topicParts, topicLength - 1);
const market = this.safeMarket(marketId, undefined, undefined, type);
symbol = market['symbol'];
// update the info in place
const ticker = this.safeDict(this.tickers, symbol, {});
const rawTicker = this.safeDict(ticker, 'info', {});
const merged = this.extend(rawTicker, data);
parsed = this.parseTicker(merged);
}
const timestamp = this.safeInteger(message, 'ts');
parsed['timestamp'] = timestamp;
parsed['datetime'] = this.iso8601(timestamp);
this.tickers[symbol] = parsed;
const messageHash = 'ticker:' + symbol;
client.resolve(this.tickers[symbol], messageHash);
}
/**
* @method
* @name bybit#watchBidsAsks
* @description watches best bid & ask for symbols
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/orderbook
* @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 messageHashes = [];
const url = await this.getUrlByMarketType(symbols[0], false, 'watchBidsAsks', params);
params = this.cleanParams(params);
const marketIds = this.marketIds(symbols);
const topics = [];
for (let i = 0; i < marketIds.length; i++) {
const marketId = marketIds[i];
const topic = 'orderbook.1.' + marketId;
topics.push(topic);
messageHashes.push('bidask:' + symbols[i]);
}
const ticker = await this.watchTopics(url, messageHashes, topics, params);
if (this.newUpdates) {
return ticker;
}
return this.filterByArray(this.bidsasks, 'symbol', symbols);
}
parseWsBidAsk(orderbook, market = undefined) {
const timestamp = this.safeInteger(orderbook, 'timestamp');
const bids = this.sortBy(this.aggregate(orderbook['bids']), 0);
const asks = this.sortBy(this.aggregate(orderbook['asks']), 0);
const bestBid = this.safeList(bids, 0, []);
const bestAsk = this.safeList(asks, 0, []);
return this.safeTicker({
'symbol': market['symbol'],
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'ask': this.safeNumber(bestAsk, 0),
'askVolume': this.safeNumber(bestAsk, 1),
'bid': this.safeNumber(bestBid, 0),
'bidVolume': this.safeNumber(bestBid, 1),
'info': orderbook,
}, market);
}
/**
* @method
* @name bybit#watchOHLCV
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/kline
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/etp-kline
* @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 = {}) {
params['callerMethodName'] = 'watchOHLCV';
const result = await this.watchOHLCVForSymbols([[symbol, timeframe]], since, limit, params);
return result[symbol][timeframe];
}
/**
* @method
* @name bybit#watchOHLCVForSymbols
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/kline
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/etp-kline
* @param {string[][]} symbolsAndTimeframes array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/USDT', '1m'], ['LTC/USDT', '5m']]
* @param {int} [since] timestamp in ms of the earliest candle to fetch
* @param {int} [limit] the maximum amount of candles to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async watchOHLCVForSymbols(symbolsAndTimeframes, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const symbols = this.getListFromObjectValues(symbolsAndTimeframes, 0);
const marketSymbols = this.marketSymbols(symbols, undefined, false, true, true);
const firstSymbol = marketSymbols[0];
const url = await this.getUrlByMarketType(firstSymbol, false, 'watchOHLCVForSymbols', params);
const rawHashes = [];
const messageHashes = [];
for (let i = 0; i < symbolsAndTimeframes.length; i++) {
const data = symbolsAndTimeframes[i];
let symbolString = this.safeString(data, 0);
const market = this.market(symbolString);
symbolString = market['symbol'];
const unfiedTimeframe = this.safeString(data, 1);
const timeframeId = this.safeString(this.timeframes, unfiedTimeframe, unfiedTimeframe);
rawHashes.push('kline.' + timeframeId + '.' + market['id']);
messageHashes.push('ohlcv::' + symbolString + '::' + unfiedTimeframe);
}
const [symbol, timeframe, stored] = await this.watchTopics(url, messageHashes, rawHashes, params);
if (this.newUpdates) {
limit = stored.getLimit(symbol, limit);
}
const filtered = this.filterBySinceLimit(stored, since, limit, 0, true);
return this.createOHLCVObject(symbol, timeframe, filtered);
}
/**
* @method
* @name bybit#unWatchOHLCVForSymbols
* @description unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/kline
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/etp-kline
* @param {string[][]} symbolsAndTimeframes array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/USDT', '1m'], ['LTC/USDT', '5m']]
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async unWatchOHLCVForSymbols(symbolsAndTimeframes, params = {}) {
await this.loadMarkets();
const symbols = this.getListFromObjectValues(symbolsAndTimeframes, 0);
const marketSymbols = this.marketSymbols(symbols, undefined, false, true, true);
const firstSymbol = marketSymbols[0];
const url = await this.getUrlByMarketType(firstSymbol, false, 'watchOHLCVForSymbols', params);
const rawHashes = [];
const subMessageHashes = [];
const messageHashes = [];
for (let i = 0; i < symbolsAndTimeframes.length; i++) {
const data = symbolsAndTimeframes[i];
let symbolString = this.safeString(data, 0);
const market = this.market(symbolString);
symbolString = market['symbol'];
const unfiedTimeframe = this.safeString(data, 1);
const timeframeId = this.safeString(this.timeframes, unfiedTimeframe, unfiedTimeframe);
rawHashes.push('kline.' + timeframeId + '.' + market['id']);
subMessageHashes.push('ohlcv::' + symbolString + '::' + unfiedTimeframe);
messageHashes.push('unsubscribe::ohlcv::' + symbolString + '::' + unfiedTimeframe);
}
const subExtension = {
'symbolsAndTimeframes': symbolsAndTimeframes,
};
return await this.unWatchTopics(url, 'ohlcv', symbols, messageHashes, subMessageHashes, rawHashes, params, subExtension);
}
/**
* @method
* @name bybit#unWatchOHLCV
* @description unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/kline
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/etp-kline
* @param {string} symbol unified symbol of the market to fetch OHLCV data for
* @param {string} timeframe the length of time each candle represents
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async unWatchOHLCV(symbol, timeframe = '1m', params = {}) {
params['callerMethodName'] = 'watchOHLCV';
return await this.unWatchOHLCVForSymbols([[symbol, timeframe]], params);
}
handleOHLCV(client, message) {
//
// {
// "topic": "kline.5.BTCUSDT",
// "data": [
// {
// "start": 1672324800000,
// "end": 1672325099999,
// "interval": "5",
// "open": "16649.5",
// "close": "16677",
// "high": "16677",
// "low": "16608",
// "volume": "2.081",
// "turnover": "34666.4005",
// "confirm": false,
// "timestamp": 1672324988882
// }
// ],
// "ts": 1672324988882,
// "type": "snapshot"
// }
//
const data = this.safeValue(message, 'data', {});
const topic = this.safeString(message, 'topic');
const topicParts = topic.split('.');
const topicLength = topicParts.length;
const timeframeId = this.safeString(topicParts, 1);
const timeframe = this.findTimeframe(timeframeId);
const marketId = this.safeString(topicParts, topicLength - 1);
const isSpot = client.url.indexOf('spot') > -1;
const marketType = isSpot ? 'spot' : 'contract';
const market = this.safeMarket(marketId, undefined, undefined, marketType);
const symbol = market['symbol'];
const ohlcvsByTimeframe = this.safeValue(this.ohlcvs, symbol);
if (ohlcvsByTimeframe === undefined) {
this.ohlcvs[symbol] = {};
}
if (this.safeValue(ohlcvsByTimeframe, timeframe) === undefined) {
const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
this.ohlcvs[symbol][timeframe] = new ArrayCacheByTimestamp(limit);
}
const stored = this.ohlcvs[symbol][timeframe];
for (let i = 0; i < data.length; i++) {
const parsed = this.parseWsOHLCV(data[i], market);
stored.append(parsed);
}
const messageHash = 'ohlcv::' + symbol + '::' + timeframe;
const resolveData = [symbol, timeframe, stored];
client.resolve(resolveData, messageHash);
}
parseWsOHLCV(ohlcv, market = undefined) {
//
// {
// "start": 1670363160000,
// "end": 1670363219999,
// "interval": "1",
// "open": "16987.5",
// "close": "16987.5",
// "high": "16988",
// "low": "16987.5",
// "volume": "23.511",
// "turnover": "399396.344",
// "confirm": false,
// "timestamp": 1670363219614
// }
//
const volumeIndex = (market['inverse']) ? 'turnover' : 'volume';
return [
this.safeInteger(ohlcv, 'start'),
this.safeNumber(ohlcv, 'open'),
this.safeNumber(ohlcv, 'high'),
this.safeNumber(ohlcv, 'low'),
this.safeNumber(ohlcv, 'close'),
this.safeNumber(ohlcv, volumeIndex),
];
}
/**
* @method
* @name bybit#watchOrderBook
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/orderbook
* @param {string} symbol unified symbol of the market to fetch the order book for
* @param {int} [limit] the maximum amount of order book entries to return.
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
*/
async watchOrderBook(symbol, limit = undefined, params = {}) {
return await this.watchOrderBookForSymbols([symbol], limit, params);
}
/**
* @method
* @name bybit#watchOrderBookForSymbols
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/orderbook
* @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();
const symbolsLength = symbols.length;
if (symbolsLength === 0) {
throw new ArgumentsRequired(this.id + ' watchOrderBookForSymbols() requires a non-empty array of symbols');
}
symbols = this.marketSymbols(symbols);
const url = await this.getUrlByMarketType(symbols[0], false, 'watchOrderBook', params);
params = this.cleanParams(params);
const market = this.market(symbols[0]);
if (limit === undefined) {
limit = 50;
if (market['option']) {
limit = 100;
}
}
else {
const limits = {
'spot': [1, 50, 200, 1000],
'option': [25, 100],
'default': [1, 50, 200, 1000],
};
const selectedLimits = this.safeList2(limits, market['type'], 'default');
if (!this.inArray(limit, selectedLimits)) {
throw new BadRequest(this.id + ' watchOrderBookForSymbols(): for ' + market['type'] + ' markets limit can be one of: ' + this.json(selectedLimits));
}
}
const topics = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const marketId = this.marketId(symbol);
const topic = 'orderbook.' + limit.toString() + '.' + marketId;
topics.push(topic);
const messageHash = 'orderbook:' + symbol;
messageHashes.push(messageHash);
}
const orderbook = await this.watchTopics(url, messageHashes, topics, params);
return orderbook.limit();
}
/**
* @method
* @name bybit#unWatchOrderBookForSymbols
* @description unsubscribe from the orderbook channel
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/orderbook
* @param {string[]} symbols unified symbol of the market to unwatch the trades for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {int} [params.limit] orderbook limit, default is undefined
* @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);
let channel = 'orderbook.';
let limit = this.safeInteger(params, 'limit');
if (limit !== undefined) {
params = this.omit(params, 'limit');
}
else {
const firstMarket = this.market(symbols[0]);
limit = firstMarket['spot'] ? 50 : 500;
}
channel += limit.toString();
const subMessageHashes = [];
const messageHashes = [];
const topics = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const market = this.market(symbol);
const marketId = market['id'];
const topic = channel + '.' + marketId;
messageHashes.push('unsubscribe:orderbook:' + symbol);
subMessageHashes.push('orderbook:' + symbol);
topics.push(topic);
}
const url = await this.getUrlByMarketType(symbols[0], false, 'watchOrderBook', params);
return await this.unWatchTopics(url, 'orderbook', symbols, messageHashes, subMessageHashes, topics, params);
}
/**
* @method
* @name bybit#unWatchOrderBook
* @description unsubscribe from the orderbook channel
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/orderbook
* @param {string} symbol symbol of the market to unwatch the trades for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {int} [params.limit] orderbook limit, default is undefined
* @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 = {}) {
await this.loadMarkets();
return await this.unWatchOrderBookForSymbols([symbol], params);
}
handleOrderBook(client, message) {
//
// {
// "topic": "orderbook.50.BTCUSDT",
// "type": "snapshot",
// "ts": 1672304484978,
// "data": {
// "s": "BTCUSDT",
// "b": [
// ...,
// [
// "16493.50",
// "0.006"
// ],
// [
// "16493.00",
// "0.100"
// ]
// ],
// "a": [
// [
// "16611.00",
// "0.029"
// ],
// [
// "16612.00",
// "0.213"
// ],
// ],
// "u": 18521288,
// "seq": 7961638724
// }
// }
//
const topic = this.safeString(message, 'topic');
const limit = topic.split('.')[1];
const isSpot = client.url.indexOf('spot') >= 0;
const type = this.safeString(message, 'type');
const isSnapshot = (type === 'snapshot');
const data = this.safeDict(message, 'data', {});
const marketId = this.safeString(data, 's');
const marketType = isSpot ? 'spot' : 'contract';
const market = this.safeMarket(marketId, undefined, undefined, marketType);
const symbol = market['symbol'];
const timestamp = this.safeInteger(message, 'ts');
if (!(symbol in this.orderbooks)) {
this.orderbooks[symbol] = this.orderBook();
}
const orderbook = this.orderbooks[symbol];
orderbook['symbol'] = symbol;
if (isSnapshot) {
const snapshot = this.parseOrderBook(data, symbol, timestamp, 'b', 'a');
orderbook.reset(snapshot);
}
else {
const asks = this.safeList(data, 'a', []);
const bids = this.safeList(data, 'b', []);
this.handleDeltas(orderbook['asks'], asks);
this.handleDeltas(orderbook['bids'], bids);
orderbook['timestamp'] = timestamp;
orderbook['datetime'] = this.iso8601(timestamp);
}
const messageHash = 'orderbook' + ':' + symbol;
this.orderbooks[symbol] = orderbook;
client.resolve(orderbook, messageHash);
if (limit === '1') {
const bidask = this.parseWsBidAsk(this.orderbooks[symbol], market);
const newBidsAsks = {};
newBidsAsks[symbol] = bidask;
this.bidsasks[symbol] = bidask;
client.resolve(newBidsAsks, 'bidask:' + symbol);
}
}
handleDelta(bookside, delta) {
const bidAsk = this.parseBidAsk(delta, 0, 1);
bookside.storeArray(bidAsk);
}
handleDeltas(bookside, deltas) {
for (let i = 0; i < deltas.length; i++) {
this.handleDelta(bookside, deltas[i]);
}
}
/**
* @method
* @name bybit#watchTrades
* @description watches information on multiple trades made in a market
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/trade
* @param {string} symbol unified market symbol of the market trades were made in
* @param {int} [since] the earliest time in ms to fetch trades for
* @param {int} [limit] the maximum number of trade structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure}
*/
async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
return await this.watchTradesForSymbols([symbol], since, limit, params);
}
/**
* @method
* @name bybit#watchTradesForSymbols
* @description get the list of most recent trades for a list of symbols
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/trade
* @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();
symbols = this.marketSymbols(symbols);
const symbolsLength = symbols.length;
if (symbolsLength === 0) {
throw new ArgumentsRequired(this.id + ' watchTradesForSymbols() requires a non-empty array of symbols');
}
params = this.cleanParams(params);
const url = await this.getUrlByMarketType(symbols[0], false, 'watchTrades', params);
const topics = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const market = this.market(symbol);
const topic = 'publicTrade.' + market['id'];
topics.push(topic);
const messageHash = 'trade:' + symbol;
messageHashes.push(messageHash);
}
const trades = await this.watchTopics(url, messageHashes, topics, params);
if (this.newUpdates) {
const first = this.safeValue(trades, 0);
const tradeSymbol = this.safeString(first, 'symbol');
limit = trades.getLimit(tradeSymbol, limit);
}
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
}
/**
* @method
* @name bybit#unWatchTradesForSymbols
* @description unsubscribe from the trades channel
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/trade
* @param {string[]} symbols unified symbol of the market to unwatch the trades for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {any} status of the unwatch request
*/
async unWatchTradesForSymbols(symbols, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false, true);
const url = await this.getUrlByMarketType(symbols[0], false, 'unWatchTradesForSymbols', params);
const messageHashes = [];
const topics = [];
const subMessageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const market = this.market(symbol);
const topic = 'publicTrade.' + market['id'];
topics.push(topic);
const messageHash = 'unsubscribe:trade:' + symbol;
messageHashes.push(messageHash);
subMessageHashes.push('trade:' + symbol);
}
return await this.unWatchTopics(url, 'trades', symbols, messageHashes, subMessageHashes, topics, params);
}
/**
* @method
* @name bybit#unWatchTrades
* @description unsubscribe from the trades channel
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/trade
* @param {string} symbol unified symbol of the market to unwatch the trades for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {any} status of the unwatch request
*/
async unWatchTrades(symbol, params = {}) {
await this.loadMarkets();
return await this.unWatchTradesForSymbols([symbol], params);
}
handleTrades(client, message) {
//
// {
// "topic": "publicTrade.BTCUSDT",
// "type": "snapshot",
// "ts": 1672304486868,
// "data": [
// {
// "T": 1672304486865,
// "s": "BTCUSDT",
// "S": "Buy",
// "v": "0.001",
// "p": "16578.50",
// "L": "PlusTick",
// "i": "20f43950-d8dd-5b31-9112-a178eb6023af",
// "BT": false
// }
// ]
// }
//
const data = this.safeValue(message, 'data', {});
const topic = this.safeString(message, 'topic');
const trades = data;
const parts = topic.split('.');
const isSpot = client.url.indexOf('spot') >= 0;
const marketType = (isSpot) ? 'spot' : 'contract';
const marketId = this.safeString(parts, 1);
const market = this.safeMarket(marketId, undefined, undefined, marketType);
const symbol = market['symbol'];
let stored = this.safeValue(this.trades, symbol);
if (stored === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
stored = new ArrayCache(limit);
this.trades[symbol] = stored;
}
for (let j = 0; j < trades.length; j++) {
const parsed = this.parseWsTrade(trades[j], market);
stored.append(parsed);
}
const messageHash = 'trade' + ':' + symbol;
client.resolve(stored, messageHash);
}
parseWsTrade(trade, market = undefined) {
//
// public
// {
// "T": 1672304486865,
// "s": "BTCUSDT",
// "S": "Buy",
// "v": "0.001",
// "p": "16578.50",
// "L": "PlusTick",
// "i": "20f43950-d8dd-5b31-9112-a178eb6023af",
// "BT": false
// }
//
// spot private
// {
// "e": "ticketInfo",
// "E": "1662348310386",
// "s": "BTCUSDT",
// "q": "0.001007",
// "t": "1662348310373",
// "p": "19842.02",
// "T": "2100000000002220938",
// "o": "1238261807653647872",
// "c": "spotx008",
// "O": "1238225004531834368",
// "a": "533287",
// "A": "642908",
// "m": false,
// "S": "BUY"
// }
//
const id = this.safeStringN(trade, ['i', 'T', 'v']);
const isContract = ('BT' in trade);
let marketType = isContract ? 'contract' : 'spot';
if (market !== undefined) {
marketType = market['type'];
}
const marketId = this.safeString(trade, 's');
market = this.safeMarket(marketId, market, undefined, marketType);
const symbol = market['symbol'];
const timestamp = this.safeInteger2(trade, 't', 'T');
let side = this.safeStringLower(trade, 'S');
let takerOrMaker = undefined;
const m = this.safeValue(trade, 'm');
if (side === undefined) {
side = m ? 'buy' : 'sell';
}
else {
// spot private
takerOrMaker = m;
}
const price = this.safeString(trade, 'p');
const amount = this.safeString2(trade, 'q', 'v');
const orderId = this.safeString(trade, 'o');
return this.safeTrade({
'id': id,
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': symbol,
'order': orderId,
'type': undefined,
'side': side,
'takerOrMaker': takerOrMaker,
'price': price,
'amount': amount,
'cost': undefined,
'fee': undefined,
}, market);
}
getPrivateType(url) {
if (url.indexOf('spot') >= 0) {
return 'spot';
}
else if (url.indexOf('v5/private') >= 0) {
return 'unified';
}
else {
return 'usdc';
}
}
/**
* @method
* @name bybit#watchMyTrades
* @description watches information on multiple trades made by the user
* @see https://bybit-exchange.github.io/docs/v5/websocket/private/execution
* @see https://bybit-exchange.github.io/docs/v5/websocket/private/fast-execution
* @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.unifiedMargin] use unified margin account
* @param {boolean} [params.executionFast] use fast execution
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
const method = 'watchMyTrades';
let messageHash = 'myTrades';
await this.loadMarkets();
if (symbol !== undefined) {
symbol = this.symbol(symbol);
messageHash += ':' + symbol;
}
const url = await this.getUrlByMarketType(symbol, true, method, params);
await this.authenticate(url);
const topicByMarket = {
'spot': 'ticketInfo',
'unified': 'execution',
'usdc': 'user.openapi.perp.trade',
};
let topic = this.safeValue(topicByMarket, this.getPrivateType(url));
let executionFast = false;
[executionFast, params] = this.handleOptionAndParams(params, 'watchMyTrades', 'executionFast', false);
if (executionFast) {
topic = 'execution.fast';
}
const trades = await this.watchTopics(url, [messageHash], [topic], params);
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
}
/**
* @method
* @name bybit#unWatchMyTrades
* @description unWatches information on multiple trades made by the user
* @see https://bybit-exchange.github.io/docs/v5/websocket/private/execution
* @see https://bybit-exchange.github.io/docs/v5/websocket/private/fast-execution
* @param {string} symbol unified market symbol of the market orders were made in
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {boolean} [params.unifiedMargin] use unified margin account
* @param {boolean} [params.executionFast] use fast execution
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async unWatchMyTrades(symbol = undefined, params = {}) {
const method = 'watchMyTrades';
const messageHash = 'unsubscribe:myTrades';
const subHash = 'myTrades';
await this.loadMarkets();
if (symbol !== undefined) {
throw new NotSupported(this.id + ' unWatchMyTrades() does not support a symbol parameter, you must unwatch all my trades');
}
const url = await this.getUrlByMarketType(symbol, true, method, params);
await this.authenticate(url);
const topicByMarket = {
'spot': 'ticketInfo',
'unified': 'execution',
'usdc': 'user.openapi.perp.trade',
};
let topic = this.safeValue(topicByMarket, this.getPrivateType(url));
let executionFast = false;
[executionFast, params] = this.handleOptionAndParams(params, 'watchMyTrades', 'executionFast', false);
if (executionFast) {
topic = 'execution.fast';
}
return await this.unWatchTopics(url, 'myTrades', [], [messageHash], [subHash], [topic], params);
}
handleMyTrades(client, message) {
//
// spot
// {
// "type": "snapshot",
// "topic": "ticketInfo",
// "ts": "1662348310388",
// "data": [
// {
// "e": "ticketInfo",
// "E": "1662348310386",
// "s": "BTCUSDT",
// "q": "0.001007",
// "t": "1662348310373",
// "p": "19842.02",
// "T": "2100000000002220938",
// "o": "1238261807653647872",
// "c": "spotx008",
// "O": "1238225004531834368",
// "a": "533287",
// "A": "642908",
// "m": false,
// "S": "BUY"
// }
// ]
// }
// unified
// {
// "id": "592324803b2785-26fa-4214-9963-bdd4727f07be",
// "topic": "execution",
// "creationTime": 1672364174455,
// "data": [
// {
// "category": "linear",
// "symbol": "XRPUSDT",
// "execFee": "0.005061",
// "execId": "7e2ae69c-4edf-5800-a352-893d52b446aa",
// "execPrice": "0.3374",
// "execQty": "25",
// "execType": "Trade",
// "execValue": "8.435",
// "isMaker": false,
// "feeRate": "0.0006",
// "tradeIv": "",
// "markIv": "",
// "blockTradeId": "",
// "markPrice": "0.3391",
// "indexPrice": "",
// "underlyingPrice": "",
// "leavesQty": "0",
// "orderId": "f6e324ff-99c2-4e89-9739-3086e47f9381",
// "orderLinkId": "",
// "orderPrice": "0.3207",
// "orderQty": "25",
// "orderType": "Market",
// "stopOrderType": "UNKNOWN",
// "side": "Sell",
// "execTime": "1672364174443",
// "isLeverage": "0"
// }
// ]
// }
//
// execution.fast
//
// {
// "topic": "execution.fast",
// "creationTime": 1757405601981,
// "data": [
// {
// "category": "linear",
// "symbol": "BTCUSDT",
// "execId": "ffcac6ac-7571-536d-a28a-847dd7d08a0f",
// "execPrice": "112529.6",
// "execQty": "0.001",
// "orderId": "6e25ab73-7a55-4ae7-adc2-8ea95f167c85",
// "isMaker": false,
// "orderLinkId": "test-00001",
// "side": "Buy",
// "execTime": "1757405601977",
// "seq": 9515624038
// }
// ]
// }
//
const topic = this.safeString(message, 'topic');
const spot = topic === 'ticketInfo';
const executionFast = topic === 'execution.fast';
let data = this.safeValue(message, 'data', []);
if (!Array.isArray(data)) {
data = this.safeValue(data, 'result', []);
}
if (this.myTrades === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
this.myTrades = new ArrayCacheBySymbolById(limit);
}
const trades = this.myTrades;
const symbols = {};
const filterExecTypes = this.handleOption('watchMyTrades', 'filterExecTypes', []);
for (let i = 0; i < data.length; i++) {
const rawTrade = data[i];
let parsed = undefined;
if (spot && !executionFast) {
parsed = this.parseWsTrade(rawTrade);
}
else {
// filter unified trades
let execType = this.safeString(rawTrade, 'execType', '');
if (executionFast) {
execType = 'Trade';
}
if (!this.inArray(execType, filterExecTypes)) {
continue;
}
parsed = this.parseTrade(rawTrade);
}
const symbol = parsed['symbol'];
symbols[symbol] = true;
trades.append(parsed);
}
const keys = Object.keys(symbols);
for (let i = 0; i < keys.length; i++) {
const currentMessageHash = 'myTrades:' + keys[i];
client.resolve(trades, currentMessageHash);
}
// non-symbol specific
const messageHash = 'myTrades';
client.resolve(trades, messageHash);
}
/**
* @method
* @name bybit#watchPositions
* @see https://bybit-exchange.github.io/docs/v5/websocket/private/position
* @description watch all open positions
* @param {string[]} [symbols] list of unified market symbols
* @param {int} [since] the earliest time in ms to fetch positions for
* @param {int} [limit] the maximum number of positions to retrieve
* @param {object} params extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [position structure]{@link https://docs.ccxt.com/en/latest/manual.html#position-structure}
*/
async watchPositions(symbols = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const method = 'watchPositions';
let messageHash = '';
if (!this.isEmpty(symbols)) {
symbols = this.marketSymbols(symbols);
messageHash = '::' + symbols.join(',');
}
const firstSymbol = this.safeString(symbols, 0);
const url = await this.getUrlByMarketType(firstSymbol, true, method, params);
messageHash = 'positions' + messageHash;
const client = this.client(url);
await this.authenticate(url);
this.setPositionsCache(client, symbols);
const cache = this.positions;
const fetchPositionsSnapshot = this.handleOption('watchPositions', 'fetchPositionsSnapshot', true);
const awaitPositionsSnapshot = this.handleOption('watchPositions', 'awaitPositionsSnapshot', true);
if (fetchPositionsSnapshot && awaitPositionsSnapshot && cache === undefined) {
const snapshot = await client.future('fetchPositionsSnapshot');
return this.filterBySymbolsSinceLimit(snapshot, symbols, since, limit, true);
}
const topics = ['position'];
const newPositions = await this.watchTopics(url, [messageHash], topics, params);
if (this.newUpdates) {
return newPositions;
}
return this.filterBySymbolsSinceLimit(cache, symbols, since, limit, true);
}
setPositionsCache(client, symbols = undefined) {
if (this.positions !== undefined) {
return;
}
const fetchPositionsSnapshot = this.handleOption('watchPositions', 'fetchPositionsSnapshot', true);
if (fetchPositionsSnapshot) {
const messageHash = 'fetchPositionsSnapshot';
if (!(messageHash in client.futures)) {
client.future(messageHash);
this.spawn(this.loadPositionsSnapshot, client, messageHash);
}
}
else {
this.positions = new ArrayCacheBySymbolBySide();
}
}
async loadPositionsSnapshot(client, messageHash) {
// as only one ws channel gives positions for all types, for snapshot must load all positions
const fetchFunctions = [
this.fetchPositions(undefined, { 'type': 'swap', 'subType': 'linear' }),
this.fetchPositions(undefined, { 'type': 'swap', 'subType': 'inverse' }),
];
const promises = await Promise.all(fetchFunctions);
this.positions = new ArrayCacheBySymbolBySide();
const cache = this.positions;
for (let i = 0; i < promises.length; i++) {
const positions = promises[i];
for (let ii = 0; ii < positions.length; ii++) {
const position = positions[ii];
cache.append(position);
}
}
// don't remove the future from the .futures cache
const future = client.futures[messageHash];
future.resolve(cache);
client.resolve(cache, 'position');
}
handlePositions(client, message) {
//
// {
// topic: 'position',
// id: '504b2671629b08e3c4f6960382a59363:3bc4028023786545:0:01',
// creationTime: 1694566055295,
// data: [{
// bustPrice: '15.00',
// category: 'inverse',
// createdTime: '1670083436351',
// cumRealisedPnl: '0.00011988',
// entryPrice: '19358.58553268',
// leverage: '10',
// liqPrice: '15.00',
// markPrice: '25924.00',
// positionBalance: '0.0000156',
// positionIdx: 0,
// positionMM: '0.001',
// positionIM: '0.0000015497',
// positionStatus: 'Normal',
// positionValue: '0.00015497',
// riskId: 1,
// riskLimitValue: '150',
// side: 'Buy',
// size: '3',
// stopLoss: '0.00',
// symbol: 'BTCUSD',
// takeProfit: '0.00',
// tpslMode: 'Full',
// tradeMode: 0,
// autoAddMargin: 1,
// trailingStop: '0.00',
// unrealisedPnl: '0.00003925',
// updatedTime: '1694566055293',
// adlRankIndicator: 3
// }]
// }
//
// each account is connected to a different endpoint
// and has exactly one subscriptionhash which is the account type
if (this.positions === undefined) {
this.positions = new ArrayCacheBySymbolBySide();
}
const cache = this.positions;
const newPositions = [];
const rawPositions = this.safeValue(message, 'data', []);
for (let i = 0; i < rawPositions.length; i++) {
const rawPosition = rawPositions[i];
const position = this.parsePosition(rawPosition);
const side = this.safeString(position, 'side');
// hacky solution to handle closing positions
// without crashing, we should handle this properly later
newPositions.push(position);
if (side === undefined || side === '') {
// closing update, adding both sides to "reset" both sides
// since we don't know which side is being closed
position['side'] = 'long';
cache.append(position);
position['side'] = 'short';
cache.append(position);
position['side'] = undefined;
}
else {
// regular update
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');
}
/**
* @method
* @name bybit#unWatchPositions
* @description unWatches all open positions
* @see https://bybit-exchange.github.io/docs/v5/websocket/private/position
* @param {string[]} [symbols] list of unified market symbols
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} status of the unwatch request
*/
async unWatchPositions(symbols = undefined, params = {}) {
await this.loadMarkets();
const method = 'watchPositions';
const messageHash = 'unsubscribe:positions';
const subHash = 'positions';
if (!this.isEmpty(symbols)) {
throw new NotSupported(this.id + ' unWatchPositions() does not support a symbol parameter, you must unwatch all orders');
}
const url = await this.getUrlByMarketType(undefined, true, method, params);
await this.authenticate(url);
const topics = ['position'];
return await this.unWatchTopics(url, 'positions', symbols, [messageHash], [subHash], topics, params);
}
/**
* @method
* @name bybit#watchLiquidations
* @description watch the public liquidations of a trading pair
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/liquidation
* @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
* @param {string} [params.method] exchange specific method, supported: liquidation, allLiquidation
* @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 = {}) {
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
const url = await this.getUrlByMarketType(symbol, false, 'watchLiquidations', params);
params = this.cleanParams(params);
let method = undefined;
[method, params] = this.handleOptionAndParams(params, 'watchLiquidations', 'method', 'liquidation');
const messageHash = 'liquidations::' + symbol;
const topic = method + '.' + market['id'];
const newLiquidation = await this.watchTopics(url, [messageHash], [topic], params);
if (this.newUpdates) {
return newLiquidation;
}
return this.filterBySymbolsSinceLimit(this.liquidations, [symbol], since, limit, true);
}
handleLiquidation(client, message) {
//
// {
// "data": {
// "price": "0.03803",
// "side": "Buy",
// "size": "1637",
// "symbol": "GALAUSDT",
// "updatedTime": 1673251091822
// },
// "topic": "liquidation.GALAUSDT",
// "ts": 1673251091822,
// "type": "snapshot"
// }
//
// {
// "topic": "allLiquidation.ROSEUSDT",
// "type": "snapshot",
// "ts": 1739502303204,
// "data": [
// {
// "T": 1739502302929,
// "s": "ROSEUSDT",
// "S": "Sell",
// "v": "20000",
// "p": "0.04499"
// }
// ]
// }
//
if (Array.isArray(message['data'])) {
const rawLiquidations = this.safeList(message, 'data', []);
for (let i = 0; i < rawLiquidations.length; i++) {
const rawLiquidation = rawLiquidations[i];
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);
}
}
else {
const rawLiquidation = this.safeDict(message, 'data', {});
const marketId = this.safeString(rawLiquidation, 'symbol');
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) {
//
// {
// "price": "0.03803",
// "side": "Buy",
// "size": "1637",
// "symbol": "GALAUSDT",
// "updatedTime": 1673251091822
// }
//
// {
// "T": 1739502302929,
// "s": "ROSEUSDT",
// "S": "Sell",
// "v": "20000",
// "p": "0.04499"
// }
//
const marketId = this.safeString2(liquidation, 'symbol', 's');
market = this.safeMarket(marketId, market, '', 'contract');
const timestamp = this.safeInteger2(liquidation, 'updatedTime', 'T');
return this.safeLiquidation({
'info': liquidation,
'symbol': market['symbol'],
'contracts': this.safeNumber2(liquidation, 'size', 'v'),
'contractSize': this.safeNumber(market, 'contractSize'),
'price': this.safeNumber2(liquidation, 'price', 'p'),
'side': this.safeStringLower(liquidation, 'side', 'S'),
'baseValue': undefined,
'quoteValue': undefined,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
});
}
/**
* @method
* @name bybit#watchOrders
* @description watches information on multiple orders made by the user
* @see https://bybit-exchange.github.io/docs/v5/websocket/private/order
* @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();
const method = 'watchOrders';
let messageHash = 'orders';
if (symbol !== undefined) {
symbol = this.symbol(symbol);
messageHash += ':' + symbol;
}
const url = await this.getUrlByMarketType(symbol, true, method, params);
await this.authenticate(url);
const topicsByMarket = {
'spot': ['order', 'stopOrder'],
'unified': ['order'],
'usdc': ['user.openapi.perp.order'],
};
const topics = this.safeValue(topicsByMarket, this.getPrivateType(url));
const orders = await this.watchTopics(url, [messageHash], topics, params);
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
}
/**
* @method
* @name bybit#unWatchOrders
* @description unWatches information on multiple orders made by the user
* @see https://bybit-exchange.github.io/docs/v5/websocket/private/order
* @param {string} symbol unified market symbol of the market orders were made in
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {boolean} [params.unifiedMargin] use unified margin account
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async unWatchOrders(symbol = undefined, params = {}) {
await this.loadMarkets();
const method = 'watchOrders';
const messageHash = 'unsubscribe:orders';
const subHash = 'orders';
if (symbol !== undefined) {
throw new NotSupported(this.id + ' unWatchOrders() does not support a symbol parameter, you must unwatch all orders');
}
const url = await this.getUrlByMarketType(symbol, true, method, params);
await this.authenticate(url);
const topicsByMarket = {
'spot': ['order', 'stopOrder'],
'unified': ['order'],
'usdc': ['user.openapi.perp.order'],
};
const topics = this.safeValue(topicsByMarket, this.getPrivateType(url));
return await this.unWatchTopics(url, 'orders', [], [messageHash], [subHash], topics, params);
}
handleOrderWs(client, message) {
//
// {
// "reqId":"1",
// "retCode":0,
// "retMsg":"OK",
// "op":"order.create",
// "data":{
// "orderId":"1673523595617593600",
// "orderLinkId":"1673523595617593601"
// },
// "header":{
// "X-Bapi-Limit":"20",
// "X-Bapi-Limit-Status":"19",
// "X-Bapi-Limit-Reset-Timestamp":"1714235558880",
// "Traceid":"584a06d373f2fdcb3a4dfdd81d27df11",
// "Timenow":"1714235558881"
// },
// "connId":"cojidqec0hv9fgvhtbt0-40e"
// }
//
const messageHash = this.safeString(message, 'reqId');
const data = this.safeDict(message, 'data');
const order = this.parseOrder(data);
client.resolve(order, messageHash);
}
handleOrder(client, message) {
//
// spot
// {
// "type": "snapshot",
// "topic": "order",
// "ts": "1662348310441",
// "data": [
// {
// "e": "order",
// "E": "1662348310441",
// "s": "BTCUSDT",
// "c": "spotx008",
// "S": "BUY",
// "o": "MARKET_OF_QUOTE",
// "f": "GTC",
// "q": "20",
// "p": "0",
// "X": "CANCELED",
// "i": "1238261807653647872",
// "M": "1238225004531834368",
// "l": "0.001007",
// "z": "0.001007",
// "L": "19842.02",
// "n": "0",
// "N": "BTC",
// "u": true,
// "w": true,
// "m": false,
// "O": "1662348310368",
// "Z": "19.98091414",
// "A": "0",
// "C": false,
// "v": "0",
// "d": "NO_LIQ",
// "t": "2100000000002220938"
// }
// ]
// }
// unified
// {
// "id": "5923240c6880ab-c59f-420b-9adb-3639adc9dd90",
// "topic": "order",
// "creationTime": 1672364262474,
// "data": [
// {
// "symbol": "ETH-30DEC22-1400-C",
// "orderId": "5cf98598-39a7-459e-97bf-76ca765ee020",
// "side": "Sell",
// "orderType": "Market",
// "cancelType": "UNKNOWN",
// "price": "72.5",
// "qty": "1",
// "orderIv": "",
// "timeInForce": "IOC",
// "orderStatus": "Filled",
// "orderLinkId": "",
// "lastPriceOnCreated": "",
// "reduceOnly": false,
// "leavesQty": "",
// "leavesValue": "",
// "cumExecQty": "1",
// "cumExecValue": "75",
// "avgPrice": "75",
// "blockTradeId": "",
// "positionIdx": 0,
// "cumExecFee": "0.358635",
// "createdTime": "1672364262444",
// "updatedTime": "1672364262457",
// "rejectReason": "EC_NoError",
// "stopOrderType": "",
// "triggerPrice": "",
// "takeProfit": "",
// "stopLoss": "",
// "tpTriggerBy": "",
// "slTriggerBy": "",
// "triggerDirection": 0,
// "triggerBy": "",
// "closeOnTrigger": false,
// "category": "option"
// }
// ]
// }
//
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
this.orders = new ArrayCacheBySymbolById(limit);
}
const orders = this.orders;
let rawOrders = this.safeValue(message, 'data', []);
const first = this.safeValue(rawOrders, 0, {});
const category = this.safeString(first, 'category');
const isSpot = category === 'spot';
if (!isSpot) {
rawOrders = this.safeValue(rawOrders, 'result', rawOrders);
}
const symbols = {};
for (let i = 0; i < rawOrders.length; i++) {
const parsed = this.parseOrder(rawOrders[i]);
// if (isSpot) {
// parsed = this.parseWsSpotOrder (rawOrders[i]);
// } else {
// parsed = this.parseOrder (rawOrders[i]);
// }
const symbol = parsed['symbol'];
symbols[symbol] = true;
orders.append(parsed);
}
const symbolsArray = Object.keys(symbols);
for (let i = 0; i < symbolsArray.length; i++) {
const currentMessageHash = 'orders:' + symbolsArray[i];
client.resolve(orders, currentMessageHash);
}
const messageHash = 'orders';
client.resolve(orders, messageHash);
}
/**
* @method
* @name bybit#watchBalance
* @description watch balance and get the amount of funds available for trading or funds locked in orders
* @see https://bybit-exchange.github.io/docs/v5/websocket/private/wallet
* @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();
const method = 'watchBalance';
let messageHash = 'balances';
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchBalance', undefined, params);
let subType = undefined;
[subType, params] = this.handleSubTypeAndParams('watchBalance', undefined, params);
const unified = await this.isUnifiedEnabled();
const isUnifiedMargin = this.safeBool(unified, 0, false);
const isUnifiedAccount = this.safeBool(unified, 1, false);
const url = await this.getUrlByMarketType(undefined, true, method, params);
await this.authenticate(url);
const topicByMarket = {
'spot': 'outboundAccountInfo',
'unified': 'wallet',
};
if (isUnifiedAccount) {
// unified account
if (subType === 'inverse') {
messageHash += ':contract';
}
else {
messageHash += ':unified';
}
}
if (!isUnifiedMargin && !isUnifiedAccount) {
// normal account using v5
if (type === 'spot') {
messageHash += ':spot';
}
else {
messageHash += ':contract';
}
}
if (isUnifiedMargin) {
// unified margin account using v5
if (type === 'spot') {
messageHash += ':spot';
}
else {
if (subType === 'linear') {
messageHash += ':unified';
}
else {
messageHash += ':contract';
}
}
}
const topics = [this.safeValue(topicByMarket, this.getPrivateType(url))];
return await this.watchTopics(url, [messageHash], topics, params);
}
handleBalance(client, message) {
//
// spot
// {
// "type": "snapshot",
// "topic": "outboundAccountInfo",
// "ts": "1662107217641",
// "data": [
// {
// "e": "outboundAccountInfo",
// "E": "1662107217640",
// "T": true,
// "W": true,
// "D": true,
// "B": [
// {
// "a": "USDT",
// "f": "176.81254174",
// "l": "201.575"
// }
// ]
// }
// ]
// }
// unified
// {
// "id": "5923242c464be9-25ca-483d-a743-c60101fc656f",
// "topic": "wallet",
// "creationTime": 1672364262482,
// "data": [
// {
// "accountIMRate": "0.016",
// "accountMMRate": "0.003",
// "totalEquity": "12837.78330098",
// "totalWalletBalance": "12840.4045924",
// "totalMarginBalance": "12837.78330188",
// "totalAvailableBalance": "12632.05767702",
// "totalPerpUPL": "-2.62129051",
// "totalInitialMargin": "205.72562486",
// "totalMaintenanceMargin": "39.42876721",
// "coin": [
// {
// "coin": "USDC",
// "equity": "200.62572554",
// "usdValue": "200.62572554",
// "walletBalance": "201.34882644",
// "availableToWithdraw": "0",
// "availableToBorrow": "1500000",
// "borrowAmount": "0",
// "accruedInterest": "0",
// "totalOrderIM": "0",
// "totalPositionIM": "202.99874213",
// "totalPositionMM": "39.14289747",
// "unrealisedPnl": "74.2768991",
// "cumRealisedPnl": "-209.1544627",
// "bonus": "0"
// },
// {
// "coin": "BTC",
// "equity": "0.06488393",
// "usdValue": "1023.08402268",
// "walletBalance": "0.06488393",
// "availableToWithdraw": "0.06488393",
// "availableToBorrow": "2.5",
// "borrowAmount": "0",
// "accruedInterest": "0",
// "totalOrderIM": "0",
// "totalPositionIM": "0",
// "totalPositionMM": "0",
// "unrealisedPnl": "0",
// "cumRealisedPnl": "0",
// "bonus": "0"
// },
// {
// "coin": "ETH",
// "equity": "0",
// "usdValue": "0",
// "walletBalance": "0",
// "availableToWithdraw": "0",
// "availableToBorrow": "26",
// "borrowAmount": "0",
// "accruedInterest": "0",
// "totalOrderIM": "0",
// "totalPositionIM": "0",
// "totalPositionMM": "0",
// "unrealisedPnl": "0",
// "cumRealisedPnl": "0",
// "bonus": "0"
// },
// {
// "coin": "USDT",
// "equity": "11726.64664904",
// "usdValue": "11613.58597018",
// "walletBalance": "11728.54414904",
// "availableToWithdraw": "11723.92075829",
// "availableToBorrow": "2500000",
// "borrowAmount": "0",
// "accruedInterest": "0",
// "totalOrderIM": "0",
// "totalPositionIM": "2.72589075",
// "totalPositionMM": "0.28576575",
// "unrealisedPnl": "-1.8975",
// "cumRealisedPnl": "0.64782276",
// "bonus": "0"
// },
// {
// "coin": "EOS3L",
// "equity": "215.0570412",
// "usdValue": "0",
// "walletBalance": "215.0570412",
// "availableToWithdraw": "215.0570412",
// "availableToBorrow": "0",
// "borrowAmount": "0",
// "accruedInterest": "",
// "totalOrderIM": "0",
// "totalPositionIM": "0",
// "totalPositionMM": "0",
// "unrealisedPnl": "0",
// "cumRealisedPnl": "0",
// "bonus": "0"
// },
// {
// "coin": "BIT",
// "equity": "1.82",
// "usdValue": "0.48758257",
// "walletBalance": "1.82",
// "availableToWithdraw": "1.82",
// "availableToBorrow": "0",
// "borrowAmount": "0",
// "accruedInterest": "",
// "totalOrderIM": "0",
// "totalPositionIM": "0",
// "totalPositionMM": "0",
// "unrealisedPnl": "0",
// "cumRealisedPnl": "0",
// "bonus": "0"
// }
// ],
// "accountType": "UNIFIED"
// }
// ]
// }
//
if (this.balance === undefined) {
this.balance = {};
}
let messageHash = 'balance';
const topic = this.safeValue(message, 'topic');
let info = undefined;
let rawBalances = [];
let account = undefined;
if (topic === 'outboundAccountInfo') {
account = 'spot';
const data = this.safeValue(message, 'data', []);
for (let i = 0; i < data.length; i++) {
const B = this.safeValue(data[i], 'B', []);
rawBalances = this.arrayConcat(rawBalances, B);
}
info = rawBalances;
}
if (topic === 'wallet') {
const data = this.safeValue(message, 'data', {});
for (let i = 0; i < data.length; i++) {
const result = this.safeValue(data, 0, {});
account = this.safeStringLower(result, 'accountType');
rawBalances = this.arrayConcat(rawBalances, this.safeValue(result, 'coin', []));
}
info = data;
}
for (let i = 0; i < rawBalances.length; i++) {
this.parseWsBalance(rawBalances[i], account);
}
if (account !== undefined) {
if (this.safeValue(this.balance, account) === undefined) {
this.balance[account] = {};
}
this.balance[account]['info'] = info;
const timestamp = this.safeInteger(message, 'ts');
this.balance[account]['timestamp'] = timestamp;
this.balance[account]['datetime'] = this.iso8601(timestamp);
this.balance[account] = this.safeBalance(this.balance[account]);
messageHash = 'balances:' + account;
client.resolve(this.balance[account], messageHash);
}
else {
this.balance['info'] = info;
const timestamp = this.safeInteger(message, 'ts');
this.balance['timestamp'] = timestamp;
this.balance['datetime'] = this.iso8601(timestamp);
this.balance = this.safeBalance(this.balance);
messageHash = 'balances';
client.resolve(this.balance, messageHash);
}
}
parseWsBalance(balance, accountType = undefined) {
//
// spot
// {
// "a": "USDT",
// "f": "176.81254174",
// "l": "201.575"
// }
// unified
// {
// "coin": "BTC",
// "equity": "0.06488393",
// "usdValue": "1023.08402268",
// "walletBalance": "0.06488393",
// "availableToWithdraw": "0.06488393",
// "availableToBorrow": "2.5",
// "borrowAmount": "0",
// "accruedInterest": "0",
// "totalOrderIM": "0",
// "totalPositionIM": "0",
// "totalPositionMM": "0",
// "unrealisedPnl": "0",
// "cumRealisedPnl": "0",
// "bonus": "0"
// }
//
const account = this.account();
const currencyId = this.safeString2(balance, 'a', 'coin');
const code = this.safeCurrencyCode(currencyId);
account['free'] = this.safeStringN(balance, ['availableToWithdraw', 'f', 'free', 'availableToWithdraw']);
account['used'] = this.safeString2(balance, 'l', 'locked');
account['total'] = this.safeString(balance, 'walletBalance');
if (accountType !== undefined) {
if (this.safeValue(this.balance, accountType) === undefined) {
this.balance[accountType] = {};
}
this.balance[accountType][code] = account;
}
else {
this.balance[code] = account;
}
}
async watchTopics(url, messageHashes, topics, params = {}) {
const request = {
'op': 'subscribe',
'req_id': this.requestId(),
'args': topics,
};
const message = this.extend(request, params);
return await this.watchMultiple(url, messageHashes, message, messageHashes);
}
async unWatchTopics(url, topic, symbols, messageHashes, subMessageHashes, topics, params = {}, subExtension = {}) {
const reqId = this.requestId();
const request = {
'op': 'unsubscribe',
'req_id': reqId,
'args': topics,
};
const subscription = {
'id': reqId,
'topic': topic,
'messageHashes': messageHashes,
'subMessageHashes': subMessageHashes,
'symbols': symbols,
};
const message = this.extend(request, params);
return await this.watchMultiple(url, messageHashes, message, messageHashes, this.extend(subscription, subExtension));
}
async authenticate(url, params = {}) {
this.checkRequiredCredentials();
const messageHash = 'authenticated';
const client = this.client(url);
const future = client.reusableFuture(messageHash);
const authenticated = this.safeValue(client.subscriptions, messageHash);
if (authenticated === undefined) {
const expiresInt = this.milliseconds() + 10000;
const expires = this.numberToString(expiresInt);
const path = 'GET/realtime';
const auth = path + expires;
const signature = this.hmac(this.encode(auth), this.encode(this.secret), sha256, 'hex');
const request = {
'op': 'auth',
'args': [
this.apiKey, expires, signature,
],
};
const message = this.extend(request, params);
this.watch(url, messageHash, message, messageHash);
}
return await future;
}
handleErrorMessage(client, message) {
//
// {
// "success": false,
// "ret_msg": "error:invalid op",
// "conn_id": "5e079fdd-9c7f-404d-9dbf-969d650838b5",
// "request": { op: '', args: null }
// }
//
// auth error
//
// {
// "success": false,
// "ret_msg": "error:USVC1111",
// "conn_id": "e73770fb-a0dc-45bd-8028-140e20958090",
// "request": {
// "op": "auth",
// "args": [
// "9rFT6uR4uz9Imkw4Wx",
// "1653405853543",
// "542e71bd85597b4db0290f0ce2d13ed1fd4bb5df3188716c1e9cc69a879f7889"
// ]
// }
//
// { code: '-10009', desc: "Invalid period!" }
//
// {
// "reqId":"1",
// "retCode":170131,
// "retMsg":"Insufficient balance.",
// "op":"order.create",
// "data":{
//
// },
// "header":{
// "X-Bapi-Limit":"20",
// "X-Bapi-Limit-Status":"19",
// "X-Bapi-Limit-Reset-Timestamp":"1714236608944",
// "Traceid":"3d7168a137bf32a947b7e5e6a575ac7f",
// "Timenow":"1714236608946"
// },
// "connId":"cojifin88smerbj9t560-406"
// }
//
const code = this.safeStringN(message, ['code', 'ret_code', 'retCode']);
try {
if (code !== undefined && code !== '0') {
const feedback = this.id + ' ' + this.json(message);
this.throwExactlyMatchedException(this.exceptions['exact'], code, feedback);
const msg = this.safeString2(message, 'retMsg', 'ret_msg');
this.throwBroadlyMatchedException(this.exceptions['broad'], msg, feedback);
throw new ExchangeError(feedback);
}
const success = this.safeValue(message, 'success');
if (success !== undefined && !success) {
const ret_msg = this.safeString(message, 'ret_msg');
const request = this.safeValue(message, 'request', {});
const op = this.safeString(request, 'op');
if (op === 'auth') {
throw new AuthenticationError('Authentication failed: ' + ret_msg);
}
else {
throw new ExchangeError(this.id + ' ' + ret_msg);
}
}
return false;
}
catch (error) {
if (error instanceof AuthenticationError) {
const messageHash = 'authenticated';
client.reject(error, messageHash);
if (messageHash in client.subscriptions) {
delete client.subscriptions[messageHash];
}
}
else {
const messageHash = this.safeString(message, 'reqId');
client.reject(error, messageHash);
}
return true;
}
}
handleMessage(client, message) {
const topic = this.safeString2(message, 'topic', 'op', '');
if (this.handleErrorMessage(client, message)) {
return;
}
// contract pong
const ret_msg = this.safeString(message, 'ret_msg');
if ((ret_msg === 'pong') || (topic === 'pong')) {
this.handlePong(client, message);
return;
}
// spot pong
const pong = this.safeInteger(message, 'pong');
if (pong !== undefined) {
this.handlePong(client, message);
return;
}
// pong
const event = this.safeString(message, 'event');
if (event === 'sub' || (topic === 'subscribe')) {
this.handleSubscriptionStatus(client, message);
return;
}
const methods = {
'orderbook': this.handleOrderBook,
'kline': this.handleOHLCV,
'order': this.handleOrder,
'stopOrder': this.handleOrder,
'ticker': this.handleTicker,
'trade': this.handleTrades,
'publicTrade': this.handleTrades,
'depth': this.handleOrderBook,
'wallet': this.handleBalance,
'outboundAccountInfo': this.handleBalance,
'execution': this.handleMyTrades,
'execution.fast': this.handleMyTrades,
'ticketInfo': this.handleMyTrades,
'user.openapi.perp.trade': this.handleMyTrades,
'position': this.handlePositions,
'liquidation': this.handleLiquidation,
'allLiquidation': this.handleLiquidation,
'pong': this.handlePong,
'order.create': this.handleOrderWs,
'order.amend': this.handleOrderWs,
'order.cancel': this.handleOrderWs,
'auth': this.handleAuthenticate,
'unsubscribe': this.handleUnSubscribe,
};
const exacMethod = this.safeValue(methods, topic);
if (exacMethod !== undefined) {
exacMethod.call(this, client, message);
return;
}
const keys = Object.keys(methods);
for (let i = 0; i < keys.length; i++) {
const key = keys[i];
if (topic.indexOf(keys[i]) >= 0) {
const method = methods[key];
method.call(this, client, message);
return;
}
}
// unified auth acknowledgement
const type = this.safeString(message, 'type');
if (type === 'AUTH_RESP') {
this.handleAuthenticate(client, message);
}
}
ping(client) {
return {
'req_id': this.requestId(),
'op': 'ping',
};
}
handlePong(client, message) {
//
// {
// "success": true,
// "ret_msg": "pong",
// "conn_id": "db3158a0-8960-44b9-a9de-ac350ee13158",
// "request": { op: "ping", args: null }
// }
//
// { pong: 1653296711335 }
//
//
// {
// "req_id": "2",
// "op": "pong",
// "args": [ "1757405570352" ],
// "conn_id": "d266o6hqo29sqmnq4vk0-1yus1"
// }
//
client.lastPong = this.safeInteger(message, 'pong');
return message;
}
handleAuthenticate(client, message) {
//
// {
// "success": true,
// "ret_msg": '',
// "op": "auth",
// "conn_id": "ce3dpomvha7dha97tvp0-2xh"
// }
//
// {
// "retCode":0,
// "retMsg":"OK",
// "op":"auth",
// "connId":"cojifin88smerbj9t560-404"
// }
//
// {
// "success": true,
// "ret_msg": "",
// "op": "auth",
// "conn_id": "d266o6hqo29sqmnq4vk0-1yus1"
// }
//
const success = this.safeValue(message, 'success');
const code = this.safeInteger(message, 'retCode');
const messageHash = 'authenticated';
if (success || code === 0) {
const future = this.safeValue(client.futures, messageHash);
future.resolve(true);
}
else {
const error = new AuthenticationError(this.id + ' ' + this.json(message));
client.reject(error, messageHash);
if (messageHash in client.subscriptions) {
delete client.subscriptions[messageHash];
}
}
return message;
}
handleSubscriptionStatus(client, message) {
//
// {
// "topic": "kline",
// "event": "sub",
// "params": {
// "symbol": "LTCUSDT",
// "binary": "false",
// "klineType": "1m",
// "symbolName": "LTCUSDT"
// },
// "code": "0",
// "msg": "Success"
// }
//
return message;
}
handleUnSubscribe(client, message) {
//
// {"success":true,"ret_msg":"","conn_id":"7188110e-6908-41e9-b863-6365127e92ad","req_id":"3","op":"unsubscribe"}
//
// client.subscription will be something like:
// {
// "publicTrade.LTCUSDT":true,
// "publicTrade.ADAUSDT":true,
// "unsubscribe:trade:LTC/USDT:USDT": {
// "id":4,
// "subHash": "trade:LTC/USDT"
// },
// }
const reqId = this.safeString(message, 'req_id');
const keys = Object.keys(client.subscriptions);
for (let i = 0; i < keys.length; i++) {
const messageHash = keys[i];
if (!(messageHash in client.subscriptions)) {
continue;
// the previous iteration can have deleted the messageHash from the subscriptions
}
if (messageHash.startsWith('unsubscribe')) {
const subscription = client.subscriptions[messageHash];
const subId = this.safeString(subscription, 'id');
if (reqId !== subId) {
continue;
}
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];
const usePrefix = (subHash === 'orders') || (subHash === 'myTrades') || (subHash === 'positions');
this.cleanUnsubscription(client, subHash, unsubHash, usePrefix);
}
this.cleanCache(subscription);
}
}
return message;
}
}