@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 cexRest from '../cex.js';
import { sha256 } from '../static_dependencies/noble-hashes/sha256.js';
import { ArgumentsRequired, ExchangeError, BadRequest } from '../base/errors.js';
import { Precise } from '../base/Precise.js';
import { ArrayCacheBySymbolById, ArrayCacheByTimestamp, ArrayCache } from '../base/ws/Cache.js';
// ---------------------------------------------------------------------------
export default class cex extends cexRest {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'watchBalance': true,
'watchTicker': true,
'watchTickers': true,
'watchTrades': true,
'watchTradesForSymbols': false,
'watchMyTrades': true,
'watchOrders': true,
'watchOrderBook': true,
'watchOHLCV': true,
'watchPosition': undefined,
'createOrderWs': true,
'editOrderWs': true,
'cancelOrderWs': true,
'cancelOrdersWs': true,
'fetchOrderWs': true,
'fetchOpenOrdersWs': true,
'fetchTickerWs': true,
'fetchBalanceWs': true,
},
'urls': {
'api': {
'ws': 'wss://ws.cex.io/ws',
},
},
'options': {
'orderbook': {},
},
'streaming': {},
'exceptions': {},
});
}
requestId() {
this.lockId();
const requestId = this.sum(this.safeInteger(this.options, 'requestId', 0), 1);
this.options['requestId'] = requestId;
this.unlockId();
return requestId.toString();
}
/**
* @method
* @name cex#watchBalance
* @description watch balance and get the amount of funds available for trading or funds locked in orders
* @see https://cex.io/websocket-api#get-balance
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
*/
async watchBalance(params = {}) {
await this.authenticate(params);
const messageHash = this.requestId();
const url = this.urls['api']['ws'];
const subscribe = {
'e': 'get-balance',
'data': {},
'oid': this.requestId(),
};
const request = this.deepExtend(subscribe, params);
return await this.watch(url, messageHash, request, messageHash, request);
}
handleBalance(client, message) {
//
// {
// "e": "get-balance",
// "data": {
// "balance": {
// "BTC": "0.00000000",
// "USD": "0.00",
// ...
// },
// "obalance": {
// "BTC": "0.00000000",
// "USD": "0.00",
// ...
// },
// "time": 1663761159605
// },
// "oid": 1,
// "ok": "ok"
// }
//
const data = this.safeValue(message, 'data', {});
const freeBalance = this.safeValue(data, 'balance', {});
const usedBalance = this.safeValue(data, 'obalance', {});
const result = {
'info': data,
};
const currencyIds = Object.keys(freeBalance);
for (let i = 0; i < currencyIds.length; i++) {
const currencyId = currencyIds[i];
const account = this.account();
account['free'] = this.safeString(freeBalance, currencyId);
account['used'] = this.safeString(usedBalance, currencyId);
const code = this.safeCurrencyCode(currencyId);
result[code] = account;
}
this.balance = this.safeBalance(result);
const messageHash = this.safeString(message, 'oid');
client.resolve(this.balance, messageHash);
}
/**
* @method
* @name cex#watchTrades
* @description get the list of most recent trades for a particular symbol. Note: can only watch one symbol at a time.
* @see https://cex.io/websocket-api#old-pair-room
* @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 = {}) {
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
const url = this.urls['api']['ws'];
const messageHash = 'trades';
const subscriptionHash = 'old:' + symbol;
this.options['currentWatchTradeSymbol'] = symbol; // exchange supports only 1 symbol for this watchTrades channel
const client = this.safeValue(this.clients, url);
if (client !== undefined) {
const subscriptionKeys = Object.keys(client.subscriptions);
for (let i = 0; i < subscriptionKeys.length; i++) {
let subscriptionKey = subscriptionKeys[i];
if (subscriptionKey === subscriptionHash) {
continue;
}
subscriptionKey = subscriptionKey.slice(0, 3);
if (subscriptionKey === 'old') {
throw new ExchangeError(this.id + ' watchTrades() only supports watching one symbol at a time.');
}
}
}
const message = {
'e': 'subscribe',
'rooms': ['pair-' + market['base'] + '-' + market['quote']],
};
const request = this.deepExtend(message, params);
const trades = await this.watch(url, messageHash, request, subscriptionHash);
// assing symbol to the trades as message does not contain symbol information
for (let i = 0; i < trades.length; i++) {
trades[i]['symbol'] = symbol;
}
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
}
handleTradesSnapshot(client, message) {
//
// {
// "e": "history",
// "data": [
// 'buy:1710255706095:444444:71222.2:14892622'
// 'sell:1710255658251:42530:71300:14892621'
// 'buy:1710252424241:87913:72800:14892620'
// ... timestamp descending
// ]
// }
//
const data = this.safeList(message, 'data', []);
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
const stored = new ArrayCache(limit);
const symbol = this.safeString(this.options, 'currentWatchTradeSymbol');
if (symbol === undefined) {
return;
}
const market = this.market(symbol);
const dataLength = data.length;
for (let i = 0; i < dataLength; i++) {
const index = dataLength - 1 - i;
const rawTrade = data[index];
const parsed = this.parseWsOldTrade(rawTrade, market);
stored.append(parsed);
}
const messageHash = 'trades';
this.trades = stored; // trades don't have symbol
client.resolve(this.trades, messageHash);
}
parseWsOldTrade(trade, market = undefined) {
//
// snapshot trade
// "sell:1665467367741:3888551:19058.8:14541219"
// update trade
// ['buy', '1665467516704', '98070', "19057.7", "14541220"]
//
if (!Array.isArray(trade)) {
trade = trade.split(':');
}
const side = this.safeString(trade, 0);
const timestamp = this.safeInteger(trade, 1);
const amount = this.safeString(trade, 2);
const price = this.safeString(trade, 3);
const id = this.safeString(trade, 4);
return this.safeTrade({
'info': trade,
'id': id,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': this.safeString(market, 'symbol'),
'type': undefined,
'side': side,
'order': undefined,
'takerOrMaker': undefined,
'price': price,
'amount': amount,
'cost': undefined,
'fee': undefined,
}, market);
}
handleTrade(client, message) {
//
// {
// "e": "history-update",
// "data": [
// ['buy', '1665467516704', '98070', "19057.7", "14541220"]
// ]
// }
//
const data = this.safeValue(message, 'data', []);
const stored = this.trades; // to do fix this, this.trades is not meant to be used like this
const dataLength = data.length;
for (let i = 0; i < dataLength; i++) {
const index = dataLength - 1 - i;
const rawTrade = data[index];
const parsed = this.parseWsOldTrade(rawTrade);
stored.append(parsed);
}
const messageHash = 'trades';
this.trades = stored;
client.resolve(this.trades, messageHash);
}
/**
* @method
* @name cex#watchTicker
* @see https://cex.io/websocket-api#ticker-subscription
* @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
* @param {string} [params.method] public or private
* @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 url = this.urls['api']['ws'];
const messageHash = 'ticker:' + symbol;
const method = this.safeString(params, 'method', 'private'); // default to private because the specified ticker is received quicker
let message = {
'e': 'subscribe',
'rooms': [
'tickers',
],
};
let subscriptionHash = 'tickers';
if (method === 'private') {
await this.authenticate();
message = {
'e': 'ticker',
'data': [
market['baseId'], market['quoteId'],
],
'oid': this.requestId(),
};
subscriptionHash = 'ticker:' + symbol;
}
const request = this.deepExtend(message, params);
return await this.watch(url, messageHash, request, subscriptionHash);
}
/**
* @method
* @name cex#watchTickers
* @see https://cex.io/websocket-api#ticker-subscription
* @description watches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market
* @param {string[]|undefined} symbols unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a dictionary of [ticker structures]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchTickers(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const url = this.urls['api']['ws'];
const messageHash = 'tickers';
const message = {
'e': 'subscribe',
'rooms': [
'tickers',
],
};
const request = this.deepExtend(message, params);
const ticker = await this.watch(url, messageHash, request, messageHash);
const tickerSymbol = ticker['symbol'];
if (symbols !== undefined && !this.inArray(tickerSymbol, symbols)) {
return await this.watchTickers(symbols, params);
}
if (this.newUpdates) {
const result = {};
result[tickerSymbol] = ticker;
return result;
}
return this.filterByArray(this.tickers, 'symbol', symbols);
}
/**
* @method
* @name cex#fetchTickerWs
* @see https://docs.cex.io/#ws-api-ticker-deprecated
* @description fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the cex api endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async fetchTickerWs(symbol, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const url = this.urls['api']['ws'];
const messageHash = this.requestId();
const request = this.extend({
'e': 'ticker',
'oid': messageHash,
'data': [market['base'], market['quote']],
}, params);
return await this.watch(url, messageHash, request, messageHash);
}
handleTicker(client, message) {
//
// {
// "e": "tick",
// "data": {
// "symbol1": "LRC",
// "symbol2": "USD",
// "price": "0.305",
// "open24": "0.301",
// "volume": "241421.641700"
// }
// }
//
const data = this.safeValue(message, 'data', {});
const ticker = this.parseWsTicker(data);
const symbol = ticker['symbol'];
if (symbol === undefined) {
return;
}
this.tickers[symbol] = ticker;
let messageHash = 'ticker:' + symbol;
client.resolve(ticker, messageHash);
client.resolve(ticker, 'tickers');
messageHash = this.safeString(message, 'oid');
if (messageHash !== undefined) {
client.resolve(ticker, messageHash);
}
}
parseWsTicker(ticker, market = undefined) {
//
// public
// {
// "symbol1": "LRC",
// "symbol2": "USD",
// "price": "0.305",
// "open24": "0.301",
// "volume": "241421.641700"
// }
// private
// {
// "timestamp": "1663764969",
// "low": "18756.3",
// "high": "19200",
// "last": "19200",
// "volume": "0.94735907",
// "volume30d": "64.61299999",
// "bid": 19217.2,
// "ask": 19247.5,
// "priceChange": "44.3",
// "priceChangePercentage": "0.23",
// "pair": ["BTC", "USDT"]
// }
const pair = this.safeValue(ticker, 'pair', []);
let baseId = this.safeString(ticker, 'symbol1');
if (baseId === undefined) {
baseId = this.safeString(pair, 0);
}
let quoteId = this.safeString(ticker, 'symbol2');
if (quoteId === undefined) {
quoteId = this.safeString(pair, 1);
}
const base = this.safeCurrencyCode(baseId);
const quote = this.safeCurrencyCode(quoteId);
const symbol = base + '/' + quote;
let timestamp = this.safeInteger(ticker, 'timestamp');
if (timestamp !== undefined) {
timestamp = timestamp * 1000;
}
return this.safeTicker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'high': this.safeString(ticker, 'high'),
'low': this.safeString(ticker, 'low'),
'bid': this.safeString(ticker, 'bid'),
'bidVolume': undefined,
'ask': this.safeString(ticker, 'ask'),
'askVolume': undefined,
'vwap': undefined,
'open': this.safeString(ticker, 'open24'),
'close': undefined,
'last': this.safeString2(ticker, 'price', 'last'),
'previousClose': undefined,
'change': this.safeString(ticker, 'priceChange'),
'percentage': this.safeString(ticker, 'priceChangePercentage'),
'average': undefined,
'baseVolume': undefined,
'quoteVolume': this.safeString(ticker, 'volume'),
'info': ticker,
}, market);
}
/**
* @method
* @name cex#fetchBalanceWs
* @see https://docs.cex.io/#ws-api-get-balance
* @description query for balance and get the amount of funds available for trading or funds locked in orders
* @param {object} [params] extra parameters specific to the cex api endpoint
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
*/
async fetchBalanceWs(params = {}) {
await this.loadMarkets();
await this.authenticate();
const url = this.urls['api']['ws'];
const messageHash = this.requestId();
const request = this.extend({
'e': 'get-balance',
'oid': messageHash,
}, params);
return await this.watch(url, messageHash, request, messageHash);
}
/**
* @method
* @name cex#watchOrders
* @description get the list of orders associated with the user. Note: In CEX.IO system, orders can be present in trade engine or in archive database. There can be time periods (~2 seconds or more), when order is done/canceled, but still not moved to archive database. That means, you cannot see it using calls: archived-orders/open-orders.
* @see https://docs.cex.io/#ws-api-open-orders
* @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 watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired(this.id + ' watchOrders() requires a symbol argument');
}
await this.loadMarkets();
await this.authenticate(params);
const url = this.urls['api']['ws'];
const market = this.market(symbol);
symbol = market['symbol'];
const messageHash = 'orders:' + symbol;
const message = {
'e': 'open-orders',
'data': {
'pair': [
market['baseId'],
market['quoteId'],
],
},
'oid': symbol,
};
const request = this.deepExtend(message, params);
const orders = await this.watch(url, messageHash, request, messageHash, request);
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
}
/**
* @method
* @name cex#watchMyTrades
* @description get the list of trades associated with the user. Note: In CEX.IO system, orders can be present in trade engine or in archive database. There can be time periods (~2 seconds or more), when order is done/canceled, but still not moved to archive database. That means, you cannot see it using calls: archived-orders/open-orders.
* @see https://docs.cex.io/#ws-api-open-orders
* @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 watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired(this.id + ' watchMyTrades() requires a symbol argument');
}
await this.loadMarkets();
await this.authenticate(params);
const url = this.urls['api']['ws'];
const market = this.market(symbol);
const messageHash = 'myTrades:' + market['symbol'];
const subscriptionHash = 'orders:' + market['symbol'];
const message = {
'e': 'open-orders',
'data': {
'pair': [
market['baseId'],
market['quoteId'],
],
},
'oid': market['symbol'],
};
const request = this.deepExtend(message, params);
const orders = await this.watch(url, messageHash, request, subscriptionHash, request);
return this.filterBySymbolSinceLimit(orders, market['symbol'], since, limit);
}
handleTransaction(client, message) {
const data = this.safeValue(message, 'data');
const symbol2 = this.safeString(data, 'symbol2');
if (symbol2 === undefined) {
return;
}
this.handleOrderUpdate(client, message);
this.handleMyTrades(client, message);
}
handleMyTrades(client, message) {
//
// {
// "e": "tx",
// "data": {
// "d": "order:59091012956:a:USD",
// "c": "user:up105393824:a:USD",
// "a": "0.01",
// "ds": 0,
// "cs": "15.27",
// "user": "up105393824",
// "symbol": "USD",
// "order": 59091012956,
// "amount": "-18.49",
// "type": "buy",
// "time": "2022-09-24T19:36:18.466Z",
// "balance": "15.27",
// "id": "59091012966"
// }
// }
// {
// "e": "tx",
// "data": {
// "d": "order:59091012956:a:BTC",
// "c": "user:up105393824:a:BTC",
// "a": "0.00096420",
// "ds": 0,
// "cs": "0.00096420",
// "user": "up105393824",
// "symbol": "BTC",
// "symbol2": "USD",
// "amount": "0.00096420",
// "buy": 59091012956,
// "order": 59091012956,
// "sell": 59090796005,
// "price": 19135,
// "type": "buy",
// "time": "2022-09-24T19:36:18.466Z",
// "balance": "0.00096420",
// "fee_amount": "0.05",
// "id": "59091012962"
// }
// }
const data = this.safeValue(message, 'data', {});
let stored = this.myTrades;
if (stored === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
stored = new ArrayCacheBySymbolById(limit);
this.myTrades = stored;
}
const trade = this.parseWsTrade(data);
stored.append(trade);
const messageHash = 'myTrades:' + trade['symbol'];
client.resolve(stored, messageHash);
}
parseWsTrade(trade, market = undefined) {
//
// {
// "d": "order:59091012956:a:BTC",
// "c": "user:up105393824:a:BTC",
// "a": "0.00096420",
// "ds": 0,
// "cs": "0.00096420",
// "user": "up105393824",
// "symbol": "BTC",
// "symbol2": "USD",
// "amount": "0.00096420",
// "buy": 59091012956,
// "order": 59091012956,
// "sell": 59090796005,
// "price": 19135,
// "type": "buy",
// "time": "2022-09-24T19:36:18.466Z",
// "balance": "0.00096420",
// "fee_amount": "0.05",
// "id": "59091012962"
// }
// Note symbol and symbol2 are inverse on sell and ammount is in symbol currency.
//
const side = this.safeString(trade, 'type');
const price = this.safeString(trade, 'price');
const datetime = this.safeString(trade, 'time');
const baseId = this.safeString(trade, 'symbol');
const quoteId = this.safeString(trade, 'symbol2');
const base = this.safeCurrencyCode(baseId);
const quote = this.safeCurrencyCode(quoteId);
let symbol = base + '/' + quote;
let amount = this.safeString(trade, 'amount');
if (side === 'sell') {
symbol = quote + '/' + base;
amount = Precise.stringDiv(amount, price); // due to rounding errors amount in not exact to trade
}
const parsedTrade = {
'id': this.safeString(trade, 'id'),
'order': this.safeString(trade, 'order'),
'info': trade,
'timestamp': this.parse8601(datetime),
'datetime': datetime,
'symbol': symbol,
'type': undefined,
'side': side,
'takerOrMaker': undefined,
'price': price,
'cost': undefined,
'amount': amount,
'fee': undefined,
};
const fee = this.safeString(trade, 'fee_amount');
if (fee !== undefined) {
parsedTrade['fee'] = {
'cost': fee,
'currency': quote,
'rate': undefined,
};
}
return this.safeTrade(parsedTrade, market);
}
handleOrderUpdate(client, message) {
//
// partialExecution
// {
// "e": "order",
// "data": {
// "id": "150714937",
// "remains": "1000000",
// "price": "17513",
// "amount": 2000000, As Precision
// "time": "1654506118448",
// "type": "buy",
// "pair": {
// "symbol1": "BTC",
// "symbol2": "USD"
// },
// "fee": "0.15"
// }
// }
// canceled order
// {
// "e": "order",
// "data": {
// "id": "6310857",
// "remains": "200000000"
// "fremains": "2.00000000"
// "cancel": true,
// "pair": {
// "symbol1": "BTC",
// "symbol2": "USD"
// }
// }
// }
// fulfilledOrder
// {
// "e": "order",
// "data": {
// "id": "59098421630",
// "remains": "0",
// "pair": {
// "symbol1": "BTC",
// "symbol2": "USD"
// }
// }
// }
// {
// "e": "tx",
// "data": {
// "d": "order:59425993014:a:BTC",
// "c": "user:up105393824:a:BTC",
// "a": "0.00098152",
// "ds": 0,
// "cs": "0.00098152",
// "user": "up105393824",
// "symbol": "BTC",
// "symbol2": "USD",
// "amount": "0.00098152",
// "buy": 59425993014,
// "order": 59425993014,
// "sell": 59425986168,
// "price": 19306.6,
// "type": "buy",
// "time": "2022-10-02T01:11:15.148Z",
// "balance": "0.00098152",
// "fee_amount": "0.05",
// "id": "59425993020"
// }
// }
//
const data = this.safeValue(message, 'data', {});
const isTransaction = this.safeString(message, 'e') === 'tx';
const orderId = this.safeString2(data, 'id', 'order');
let remains = this.safeString(data, 'remains');
let baseId = this.safeString(data, 'symbol');
let quoteId = this.safeString(data, 'symbol2');
const pair = this.safeValue(data, 'pair');
if (pair !== undefined) {
baseId = this.safeString(pair, 'symbol1');
quoteId = this.safeString(pair, 'symbol2');
}
const base = this.safeCurrencyCode(baseId);
const quote = this.safeCurrencyCode(quoteId);
const symbol = base + '/' + quote;
const market = this.safeMarket(symbol);
remains = this.currencyFromPrecision(base, remains);
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
this.orders = new ArrayCacheBySymbolById(limit);
}
const storedOrders = this.orders;
const ordersBySymbol = this.safeValue(storedOrders.hashmap, symbol, {});
let order = this.safeValue(ordersBySymbol, orderId);
if (order === undefined) {
order = this.parseWsOrderUpdate(data, market);
}
order['remaining'] = remains;
const canceled = this.safeBool(data, 'cancel', false);
if (canceled) {
order['status'] = 'canceled';
}
if (isTransaction) {
order['status'] = 'closed';
}
const fee = this.safeNumber(data, 'fee');
if (fee !== undefined) {
order['fee'] = {
'cost': fee,
'currency': quote,
'rate': undefined,
};
}
const timestamp = this.safeInteger(data, 'time');
order['timestamp'] = timestamp;
order['datetime'] = this.iso8601(timestamp);
order = this.safeOrder(order);
storedOrders.append(order);
const messageHash = 'orders:' + symbol;
client.resolve(storedOrders, messageHash);
}
parseWsOrderUpdate(order, market = undefined) {
//
// {
// "id": "150714937",
// "remains": "1000000",
// "price": "17513",
// "amount": 2000000, As Precision
// "time": "1654506118448",
// "type": "buy",
// "pair": {
// "symbol1": "BTC",
// "symbol2": "USD"
// },
// "fee": "0.15"
// }
// transaction
// {
// "d": "order:59425993014:a:BTC",
// "c": "user:up105393824:a:BTC",
// "a": "0.00098152",
// "ds": 0,
// "cs": "0.00098152",
// "user": "up105393824",
// "symbol": "BTC",
// "symbol2": "USD",
// "amount": "0.00098152",
// "buy": 59425993014,
// "order": 59425993014,
// "sell": 59425986168,
// "price": 19306.6,
// "type": "buy",
// "time": "2022-10-02T01:11:15.148Z",
// "balance": "0.00098152",
// "fee_amount": "0.05",
// "id": "59425993020"
// }
//
const isTransaction = this.safeValue(order, 'd') !== undefined;
const remainsPrecision = this.safeString(order, 'remains');
let remaining = undefined;
if (remainsPrecision !== undefined) {
remaining = this.currencyFromPrecision(market['base'], remainsPrecision);
}
const amount = this.safeString(order, 'amount');
if (!isTransaction) {
this.currencyFromPrecision(market['base'], amount);
}
let baseId = this.safeString(order, 'symbol');
let quoteId = this.safeString(order, 'symbol2');
const pair = this.safeValue(order, 'pair');
if (pair !== undefined) {
baseId = this.safeString(order, 'symbol1');
quoteId = this.safeString(order, 'symbol2');
}
const base = this.safeCurrencyCode(baseId);
const quote = this.safeCurrencyCode(quoteId);
let symbol = undefined;
if (base !== undefined && quote !== undefined) {
symbol = base + '/' + quote;
}
market = this.safeMarket(symbol, market);
const time = this.safeInteger(order, 'time', this.milliseconds());
let timestamp = time;
if (isTransaction) {
timestamp = this.parse8601(time);
}
const canceled = this.safeBool(order, 'cancel', false);
let status = 'open';
if (canceled) {
status = 'canceled';
}
else if (isTransaction) {
status = 'closed';
}
const parsedOrder = {
'id': this.safeString2(order, 'id', 'order'),
'clientOrderId': undefined,
'info': order,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'lastTradeTimestamp': undefined,
'status': status,
'symbol': symbol,
'type': undefined,
'timeInForce': undefined,
'postOnly': undefined,
'side': this.safeString(order, 'type'),
'price': this.safeNumber(order, 'price'),
'stopPrice': undefined,
'triggerPrice': undefined,
'average': undefined,
'cost': undefined,
'amount': amount,
'filled': undefined,
'remaining': remaining,
'fee': {
'cost': this.safeNumber2(order, 'fee', 'fee_amount'),
'currency': quote,
'rate': undefined,
},
'trades': undefined,
};
if (isTransaction) {
parsedOrder['trades'] = this.parseWsTrade(order, market);
}
return this.safeOrder(parsedOrder, market);
}
fromPrecision(amount, scale) {
if (amount === undefined) {
return undefined;
}
const precise = new Precise(amount);
precise.decimals = this.sum(precise.decimals, scale);
precise.reduce();
return precise.toString();
}
currencyFromPrecision(currency, amount) {
const scale = this.safeInteger(this.currencies[currency], 'precision', 0);
return this.fromPrecision(amount, scale);
}
handleOrdersSnapshot(client, message) {
//
// {
// "e": "open-orders",
// "data": [{
// "id": "59098421630",
// "time": "1664062285425",
// "type": "buy",
// "price": "18920",
// "amount": "0.00100000",
// "pending": "0.00100000"
// }],
// "oid": 1,
// "ok": "ok"
// }
//
const symbol = this.safeString(message, 'oid'); // symbol is set as requestId in watchOrders
const rawOrders = this.safeValue(message, 'data', []);
let myOrders = this.orders;
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
myOrders = new ArrayCacheBySymbolById(limit);
}
for (let i = 0; i < rawOrders.length; i++) {
const rawOrder = rawOrders[i];
const market = this.safeMarket(symbol);
const order = this.parseOrder(rawOrder, market);
order['status'] = 'open';
myOrders.append(order);
}
this.orders = myOrders;
const messageHash = 'orders:' + symbol;
const ordersLength = myOrders.length;
if (ordersLength > 0) {
client.resolve(myOrders, messageHash);
}
}
/**
* @method
* @name cex#watchOrderBook
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://cex.io/websocket-api#orderbook-subscribe
* @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 = {}) {
await this.loadMarkets();
await this.authenticate();
const market = this.market(symbol);
symbol = market['symbol'];
const url = this.urls['api']['ws'];
const messageHash = 'orderbook:' + symbol;
const depth = (limit === undefined) ? 0 : limit;
const subscribe = {
'e': 'order-book-subscribe',
'data': {
'pair': [
market['baseId'],
market['quoteId'],
],
'subscribe': true,
'depth': depth,
},
'oid': this.requestId(),
};
const request = this.deepExtend(subscribe, params);
const orderbook = await this.watch(url, messageHash, request, messageHash);
return orderbook.limit();
}
handleOrderBookSnapshot(client, message) {
//
// {
// "e": "order-book-subscribe",
// "data": {
// "timestamp": 1663762032,
// "timestamp_ms": 1663762031680,
// "bids": [
// [ 241.947, 155.91626 ],
// [ 241, 154 ],
// ],
// "asks": [
// [ 242.947, 155.91626 ],
// [ 243, 154 ], ],
// "pair": "BTC:USDT",
// "id": 616267120,
// "sell_total": "13.59066946",
// "buy_total": "163553.625948"
// },
// "oid": "1",
// "ok": "ok"
// }
//
const data = this.safeValue(message, 'data', {});
const pair = this.safeString(data, 'pair');
const symbol = this.pairToSymbol(pair);
const messageHash = 'orderbook:' + symbol;
const timestamp = this.safeInteger2(data, 'timestamp_ms', 'timestamp');
const incrementalId = this.safeInteger(data, 'id');
const orderbook = this.orderBook({});
const snapshot = this.parseOrderBook(data, symbol, timestamp, 'bids', 'asks');
snapshot['nonce'] = incrementalId;
orderbook.reset(snapshot);
this.options['orderbook'][symbol] = {
'incrementalId': incrementalId,
};
this.orderbooks[symbol] = orderbook;
client.resolve(orderbook, messageHash);
}
pairToSymbol(pair) {
const parts = pair.split(':');
const baseId = this.safeString(parts, 0);
const quoteId = this.safeString(parts, 1);
const base = this.safeCurrencyCode(baseId);
const quote = this.safeCurrencyCode(quoteId);
const symbol = base + '/' + quote;
return symbol;
}
handleOrderBookUpdate(client, message) {
//
// {
// "e": "md_update",
// "data": {
// "id": 616267121,
// "pair": "BTC:USDT",
// "time": 1663762031719,
// "bids": [],
// "asks": [
// [122, 23]
// ]
// }
// }
//
const data = this.safeValue(message, 'data', {});
const incrementalId = this.safeInteger(data, 'id');
const pair = this.safeString(data, 'pair', '');
const symbol = this.pairToSymbol(pair);
const storedOrderBook = this.safeValue(this.orderbooks, symbol);
const messageHash = 'orderbook:' + symbol;
if (incrementalId !== storedOrderBook['nonce'] + 1) {
delete client.subscriptions[messageHash];
client.reject(this.id + ' watchOrderBook() skipped a message', messageHash);
return;
}
const timestamp = this.safeInteger(data, 'time');
const asks = this.safeValue(data, 'asks', []);
const bids = this.safeValue(data, 'bids', []);
this.handleDeltas(storedOrderBook['asks'], asks);
this.handleDeltas(storedOrderBook['bids'], bids);
storedOrderBook['timestamp'] = timestamp;
storedOrderBook['datetime'] = this.iso8601(timestamp);
storedOrderBook['nonce'] = incrementalId;
client.resolve(storedOrderBook, messageHash);
}
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 cex#watchOHLCV
* @see https://cex.io/websocket-api#minute-data
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market. It will return the last 120 minutes with the selected timeframe and then 1m candle updates after that.
* @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();
const market = this.market(symbol);
symbol = market['symbol'];
const messageHash = 'ohlcv:' + symbol;
const url = this.urls['api']['ws'];
const request = {
'e': 'init-ohlcv',
'i': timeframe,
'rooms': [
'pair-' + market['baseId'] + '-' + market['quoteId'],
],
};
const ohlcv = await this.watch(url, messageHash, this.extend(request, params), messageHash);
if (this.newUpdates) {
limit = ohlcv.getLimit(symbol, limit);
}
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
}
handleInitOHLCV(client, message) {
//
// {
// "e": "init-ohlcv-data",
// "data": [
// [
// 1663660680,
// "19396.4",
// "19396.4",
// "19396.4",
// "19396.4",
// "1262861"
// ],
// ...
// ],
// "pair": "BTC:USDT"
// }
//
const pair = this.safeString(message, 'pair');
const parts = pair.split(':');
const baseId = this.safeString(parts, 0);
const quoteId = this.safeString(parts, 1);
const base = this.safeCurrencyCode(baseId);
const quote = this.safeCurrencyCode(quoteId);
const symbol = base + '/' + quote;
const market = this.safeMarket(symbol);
const messageHash = 'ohlcv:' + symbol;
const data = this.safeValue(message, 'data', []);
const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
const stored = new ArrayCacheByTimestamp(limit);
const sorted = this.sortBy(data, 0);
for (let i = 0; i < sorted.length; i++) {
stored.append(this.parseOHLCV(sorted[i], market));
}
if (!(symbol in this.ohlcvs)) {
this.ohlcvs[symbol] = {};
}
this.ohlcvs[symbol]['unknown'] = stored;
client.resolve(stored, messageHash);
}
handleOHLCV24(client, message) {
//
// {
// "e": "ohlcv24",
// "data": [ '18793.2', '19630', '18793.2', "19104.1", "314157273" ],
// "pair": "BTC:USDT"
// }
//
return message;
}
handleOHLCV1m(client, message) {
//
// {
// "e": "ohlcv1m",
// "data": {
// "pair": "BTC:USD",
// "time": "1665436800",
// "o": "19279.6",
// "h": "19279.6",
// "l": "19266.7",
// "c": "19266.7",
// "v": 3343884,
// "d": 3343884
// }
// }
//
const data = this.safeValue(message, 'data', {});
const pair = this.safeString(data, 'pair');
const symbol = this.pairToSymbol(pair);
const messageHash = 'ohlcv:' + symbol;
const ohlcv = [
this.safeTimestamp(data, 'time'),
this.safeNumber(data, 'o'),
this.safeNumber(data, 'h'),
this.safeNumber(data, 'l'),
this.safeNumber(data, 'c'),
this.safeNumber(data, 'v'),
];
const stored = this.safeValue(this.ohlcvs, symbol);
stored.append(ohlcv);
client.resolve(stored, messageHash);
}
handleOHLCV(client, message) {
//
// {
// "e": "ohlcv",
// "data": [
// [1665461100, '19068.2', '19068.2', '19068.2', "19068.2", 268478]
// ],
// "pair": "BTC:USD"
// }
//
const data = this.safeValue(message, 'data', []);
const pair = this.safeString(message, 'pair');
const symbol = this.pairToSymbol(pair);
const messageHash = 'ohlcv:' + symbol;
// const stored = this.safeValue (this.ohlcvs, symbol);
const stored = this.ohlcvs[symbol]['unknown'];
for (let i = 0; i < data.length; i++) {
const ohlcv = [
this.safeTimestamp(data[i], 0),
this.safeNumber(data[i], 1),
this.safeNumber(data[i], 2),
this.safeNumber(data[i], 3),
this.safeNumber(data[i], 4),
this.safeNumber(data[i], 5),
];
stored.append(ohlcv);
}
const dataLength = data.length;
if (dataLength > 0) {
client.resolve(stored, messageHash);
}
}
/**
* @method
* @name cex#fetchOrderWs
* @description fetches information on an order made by the user
* @see https://docs.cex.io/#ws-api-get-order
* @param {string} id the order id
* @param {string} symbol not used by cex fetchOrder
* @param {object} [params] extra parameters specific to the cex api endpoint
* @returns {object} An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async fetchOrderWs(id, symbol = undefined, params = {}) {
await this.loadMarkets();
await this.authenticate();
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
}
const data = this.extend({
'order_id': id.toString(),
}, params);
const url = this.urls['api']['ws'];
const messageHash = this.requestId();
const request = {
'e': 'get-order',
'oid': messageHash,
'data': data,
};
const response = await this.watch(url, messageHash, request, messageHash);
return this.parseOrder(response, market);
}
/**
* @method
* @name cex#fetchOpenOrdersWs
* @see https://docs.cex.io/#ws-api-open-orders
* @description fetch all unfilled currently open orders
* @param {string} symbol unified market symbol
* @param {int} [since] the earliest time in ms to fetch open orders for
* @param {int} [limit] the maximum number of open orders structures to retrieve
* @param {object} [params] extra parameters specific to the cex api endpoint
* @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async fetchOpenOrdersWs(symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired(this.id + ' fetchOpenOrdersWs requires a symbol.');
}
await this.loadMarkets();
await this.authenticate();
const market = this.market(symbol);
const url = this.urls['api']['ws'];
const messageHash = this.requestId();
const data = this.extend({
'pair': [market['baseId'], market['quoteId']],
}, params);
const request = {
'e': 'open-orders',
'oid': messageHash,
'data': data,
};
const response = await this.watch(url, messageHash, request, messageHash);
return this.parseOrders(response, market, since, limit, params);
}
/**
* @method
* @name cex#createOrderWs
* @see https://docs.cex.io/#ws-api-order-placement
* @description create a trade order
* @param {string} symbol unified symbol of the market to create an order in
* @param {string} type 'market' or 'limit'
* @param {string} side 'buy' or 'sell'
* @param {float} amount how much of currency you want to trade in units of base currency
* @param {float} price the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
* @param {object} [params] extra parameters specific to the kraken api endpoint
* @param {boolean} [params.maker_only] Optional, maker only places an order only if offers best sell (<= max) or buy(>= max) price for this pair, if not order placement will be rejected with an error - "Order is not maker"
* @returns {object} an [order structure]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure}
*/
async createOrderWs(symbol, type, side, amount, price = undefined, params = {}) {
if (price === undefined) {
throw new BadRequest(this.id + ' createOrderWs requires a price argument');
}
await this.loadMarkets();
await this.authenticate();
const market = this.market(symbol);
const url = this.urls['api']['ws'];
const messageHash = this.requestId();
const data = this.extend({
'pair': [market['baseId'], market['quoteId']],
'amount': amount,
'price': price,
'type': side,
}, params);
const request = {
'e': 'place-order',
'oid': messageHash,
'data': data,
};
const rawOrder = await this.watch(url, messageHash, request, messageHash);
return this.parseOrder(rawOrder, market);
}
/**
* @method
* @name cex#editOrderWs
* @description edit a trade order
* @see https://docs.cex.io/#ws-api-cancel-replace
* @param {string} id order id
* @param {string} symbol unified symbol of the market to create an order in
* @param {string} type 'market' or 'limit'
* @param {string} side 'buy' or 'sell'
* @param {float} amount how much of the currency you want to trade in units of the base currency
* @param {float|undefined} [price] the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
* @param {object} [params] extra parameters specific to the cex api endpoint
* @returns {object} an [order structure]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure}
*/
async editOrderWs(id, symbol, type, side, amount = undefined, price = undefined, params = {}) {
if (amount === undefined) {
throw new ArgumentsRequired(this.id + ' editOrder() requires a amount argument');
}
if (price === undefined) {
throw new ArgumentsRequired(this.id + ' editOrder() requires a price argument');
}
await this.loadMarkets();
await this.authenticate();
const market = this.market(symbol);
const data = this.extend({
'pair': [market['baseId'], market['quoteId']],
'type': side,
'amount': amount,
'price': price,
'order_id': id,
}, params);
const messageHash = this.requestId();
const url = this.urls['api']['ws'];
const request = {
'e': 'cancel-replace-order',
'oid': messageHash,
'data': data,
};
const response = await this.watch(url, messageHash, request, messageHash, messageHash);
return this.parseOrder(response, market);
}
/**
* @method
* @name cex#cancelOrderWs
* @see https://docs.cex.io/#ws-api-order-cancel
* @description cancels an open order
* @param {string} id order id
* @param {string} symbol not used by cex cancelOrder ()
* @param {object} [params] extra parameters specific to the cex api endpoint
* @returns {object} An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async cancelOrderWs(id, symbol = undefined, params = {}) {
await this.loadMarkets();
await this.authenticate();
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
}
const data = this.extend({
'order_id': id,
}, params);
const messageHash = this.requestId();
const url = this.urls['api']['ws'];
const request = {
'e': 'cancel-order',
'oid': messageHash,
'data': data,
};
const response = await this.watch(url, messageHash, request, messageHash, messageHash);
return this.parseOrder(response, market);
}
/**
* @method
* @name cex#cancelOrdersWs
* @description cancel multiple orders
* @see https://docs.cex.io/#ws-api-mass-cancel-place
* @param {string[]} ids order ids
* @param {string} symbol not used by cex cancelOrders()
* @param {object} [params] extra parameters specific to the cex api endpoint
* @returns {object} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async cancelOrdersWs(ids, symbol = undefined, params = {}) {
if (symbol !== undefined) {
throw new BadRequest(this.id + ' cancelOrderWs does not allow filtering by symbol');
}
await this.loadMarkets();
await this.authenticate();
const messageHash = this.requestId();
const data = this.extend({
'cancel-orders': ids,
}, params);
const url = this.urls['api']['ws'];
const request = {
'e': 'mass-cancel-place-orders',
'oid': messageHash,
'data': data,
};
const response = await this.watch(url, messageHash, request, messageHash, messageHash);
//
// {
// "cancel-orders": [{
// "order_id": 69202557979,
// "fremains": "0.15000000"
// }],
// "place-orders": [],
// "placed-cancelled": []
// }
//
const canceledOrders = this.safeValue(response, 'cancel-orders');
return this.parseOrders(canceledOrders, undefined, undefined, undefined, params);
}
resolveData(client, message) {
//
// "e": "open-orders",
// "data": [
// {
// "id": "2477098",
// "time": "1435927928618",
// "type": "buy",
// "price": "241.9477",
// "amount": "0.02000000",
// "pending": "0.02000000"
// },
// ...
// ],
// "oid": "1435927928274_9_open-orders",
// "ok": "ok"
// }
//
const data = this.safeValue(message, 'data');
const messageHash = this.safeString(message, 'oid');
client.resolve(data, messageHash);
}
handleConnected(client, message) {
//
// {
// "e": "connected"
// }
//
return message;
}
handleErrorMessage(client, message) {
//
// {
// "e": "get-balance",
// "data": { error: "Please Login" },
// "oid": 1,
// "ok": "error"
// }
//
try {
const data = this.safeValue(message, 'data', {});
const error = this.safeString(data, 'error');
const event = this.safeString(message, 'e', '');
const feedback = this.id + ' ' + event + ' ' + error;
this.throwExactlyMatchedException(this.exceptions['exact'], error, feedback);
this.throwBroadlyMatchedException(this.exceptions['broad'], error, feedback);
throw new ExchangeError(feedback);
}
catch (error) {
const messageHash = this.safeString(message, 'oid');
const future = this.safeValue(client['futures'], messageHash);
if (future !== undefined) {
client.reject(error, messageHash);
return true;
}
else {
throw error;
}
}
}
handleMessage(client, message) {
const ok = this.safeString(message, 'ok');
if (ok === 'error') {
this.handleErrorMessage(client, message);
return;
}
const event = this.safeString(message, 'e');
const handlers = {
'auth': this.handleAuthenticationMessage,
'connected': this.handleConnected,
'tick': this.handleTicker,
'ticker': this.handleTicker,
'init-ohlcv-data': this.handleInitOHLCV,
'ohlcv24': this.handleOHLCV24,
'ohlcv1m': this.handleOHLCV1m,
'ohlcv': this.handleOHLCV,
'get-balance': this.handleBalance,
'order-book-subscribe': this.handleOrderBookSnapshot,
'md_update': this.handleOrderBookUpdate,
'open-orders': this.resolveData,
'order': this.handleOrderUpdate,
'history-update': this.handleTrade,
'history': this.handleTradesSnapshot,
'tx': this.handleTransaction,
'place-order': this.resolveData,
'cancel-replace-order': this.resolveData,
'cancel-order': this.resolveData,
'mass-cancel-place-orders': this.resolveData,
'get-order': this.resolveData,
};
const handler = this.safeValue(handlers, event);
if (handler !== undefined) {
handler.call(this, client, message);
}
}
handleAuthenticationMessage(client, message) {
//
// {
// "e": "auth",
// "data": {
// "ok": "ok"
// },
// "ok": "ok",
// "timestamp":1448034593
// }
//
const future = this.safeValue(client.futures, 'authenticated');
if (future !== undefined) {
future.resolve(true);
}
}
async authenticate(params = {}) {
const url = this.urls['api']['ws'];
const client = this.client(url);
const messageHash = 'authenticated';
const future = client.reusableFuture('authenticated');
const authenticated = this.safeValue(client.subscriptions, messageHash);
if (authenticated === undefined) {
this.checkRequiredCredentials();
const nonce = this.seconds().toString();
const auth = nonce + this.apiKey;
const signature = this.hmac(this.encode(auth), this.encode(this.secret), sha256);
const request = {
'e': 'auth',
'auth': {
'key': this.apiKey,
'signature': signature.toUpperCase(),
'timestamp': nonce,
},
};
this.watch(url, messageHash, this.extend(request, params), messageHash);
}
return await future;
}
}