@kraken-crypto/ccxt
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A cryptocurrency trading API with more than 100 exchanges in JavaScript / TypeScript / Python / C# / PHP / Go
1,395 lines • 63 kB
JavaScript
// ---------------------------------------------------------------------------
import hitbtcRest from '../hitbtc.js';
import { ArrayCache, ArrayCacheBySymbolById, ArrayCacheByTimestamp } from '../base/ws/Cache.js';
import { sha256 } from '../static_dependencies/noble-hashes/sha256.js';
import { AuthenticationError, ExchangeError, NotSupported } from '../base/errors.js';
// ---------------------------------------------------------------------------
export default class hitbtc extends hitbtcRest {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'watchTicker': true,
'watchTickers': true,
'watchBidsAsks': true,
'watchTrades': true,
'watchTradesForSymbols': false,
'watchOrderBook': true,
'watchBalance': true,
'watchOrders': true,
'watchOHLCV': true,
'watchMyTrades': false,
'createOrderWs': true,
'cancelOrderWs': true,
'fetchOpenOrdersWs': true,
'cancelAllOrdersWs': true,
},
'urls': {
'api': {
'ws': {
'public': 'wss://api.hitbtc.com/api/3/ws/public',
'private': 'wss://api.hitbtc.com/api/3/ws/trading',
},
},
'test': {
'ws': {
'public': 'wss://api.demo.hitbtc.com/api/3/ws/public',
'private': 'wss://api.demo.hitbtc.com/api/3/ws/trading',
},
},
},
'options': {
'tradesLimit': 1000,
'watchTicker': {
'method': 'ticker/{speed}', // 'ticker/{speed}' or 'ticker/price/{speed}'
},
'watchTickers': {
'method': 'ticker/{speed}', // 'ticker/{speed}','ticker/price/{speed}', 'ticker/{speed}/batch', or 'ticker/{speed}/price/batch''
},
'watchBidsAsks': {
'method': 'orderbook/top/{speed}', // 'orderbook/top/{speed}', 'orderbook/top/{speed}/batch'
},
'watchOrderBook': {
'method': 'orderbook/full', // 'orderbook/full', 'orderbook/{depth}/{speed}', 'orderbook/{depth}/{speed}/batch'
},
},
'timeframes': {
'1m': 'M1',
'3m': 'M3',
'5m': 'M5',
'15m': 'M15',
'30m': 'M30',
'1h': 'H1',
'4h': 'H4',
'1d': 'D1',
'1w': 'D7',
'1M': '1M',
},
'streaming': {
'keepAlive': 4000,
},
});
}
/**
* @ignore
* @method
* @description authenticates the user to access private web socket channels
* @see https://api.hitbtc.com/#socket-authentication
* @returns {object} response from exchange
*/
async authenticate() {
this.checkRequiredCredentials();
const url = this.urls['api']['ws']['private'];
const messageHash = 'authenticated';
const client = this.client(url);
const future = client.reusableFuture(messageHash);
const authenticated = this.safeValue(client.subscriptions, messageHash);
if (authenticated === undefined) {
const timestamp = this.milliseconds();
const signature = this.hmac(this.encode(this.numberToString(timestamp)), this.encode(this.secret), sha256, 'hex');
const request = {
'method': 'login',
'params': {
'type': 'HS256',
'api_key': this.apiKey,
'timestamp': timestamp,
'signature': signature,
},
};
this.watch(url, messageHash, request, messageHash);
//
// {
// "jsonrpc": "2.0",
// "result": true
// }
//
// # Failure to return results
//
// {
// "jsonrpc": "2.0",
// "error": {
// "code": 1002,
// "message": "Authorization is required or has been failed",
// "description": "invalid signature format"
// }
// }
//
}
return await future;
}
/**
* @ignore
* @method
* @param {string} name websocket endpoint name
* @param {string} messageHashPrefix prefix for the message hash
* @param {string[]} [symbols] unified CCXT symbol(s)
* @param {object} [params] extra parameters specific to the hitbtc api
*/
async subscribePublic(name, messageHashPrefix, symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const isBatch = name.indexOf('batch') >= 0;
const url = this.urls['api']['ws']['public'];
const messageHashes = [];
if (symbols !== undefined && !isBatch) {
for (let i = 0; i < symbols.length; i++) {
messageHashes.push(messageHashPrefix + '::' + symbols[i]);
}
}
else {
messageHashes.push(messageHashPrefix);
}
const subscribe = {
'method': 'subscribe',
'id': this.nonce(),
'ch': name,
};
const request = this.extend(subscribe, params);
return await this.watchMultiple(url, messageHashes, request, messageHashes);
}
/**
* @ignore
* @method
* @param {string} name websocket endpoint name
* @param {string} [symbol] unified CCXT symbol
* @param {object} [params] extra parameters specific to the hitbtc api
*/
async subscribePrivate(name, symbol = undefined, params = {}) {
await this.loadMarkets();
await this.authenticate();
const url = this.urls['api']['ws']['private'];
const splitName = name.split('_subscribe');
let messageHash = this.safeString(splitName, 0);
if (symbol !== undefined) {
messageHash = messageHash + '::' + symbol;
}
const subscribe = {
'method': name,
'params': params,
'id': this.nonce(),
};
return await this.watch(url, messageHash, subscribe, messageHash);
}
/**
* @ignore
* @method
* @param {string} name websocket endpoint name
* @param {object} [params] extra parameters specific to the hitbtc api
*/
async tradeRequest(name, params = {}) {
await this.loadMarkets();
await this.authenticate();
const url = this.urls['api']['ws']['private'];
const messageHash = this.nonce().toString();
const subscribe = {
'method': name,
'params': params,
'id': messageHash,
};
return await this.watch(url, messageHash, subscribe, messageHash);
}
/**
* @method
* @name hitbtc#watchOrderBook
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://api.hitbtc.com/#subscribe-to-full-order-book
* @see https://api.hitbtc.com/#subscribe-to-partial-order-book
* @see https://api.hitbtc.com/#subscribe-to-partial-order-book-in-batches
* @see https://api.hitbtc.com/#subscribe-to-top-of-book
* @see https://api.hitbtc.com/#subscribe-to-top-of-book-in-batches
* @param {string} symbol unified symbol of the market to fetch the order book for
* @param {int} [limit] the maximum amount of order book entries to return
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.method] 'orderbook/full', 'orderbook/{depth}/{speed}', 'orderbook/{depth}/{speed}/batch'
* @param {int} [params.depth] 5 , 10, or 20 (default)
* @param {int} [params.speed] 100 (default), 500, or 1000
* @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 = {}) {
const options = this.safeValue(this.options, 'watchOrderBook');
const defaultMethod = this.safeString(options, 'method', 'orderbook/full');
let name = this.safeString2(params, 'method', 'defaultMethod', defaultMethod);
const depth = this.safeString(params, 'depth', '20');
const speed = this.safeString(params, 'depth', '100');
if (name === 'orderbook/{depth}/{speed}') {
name = 'orderbook/D' + depth + '/' + speed + 'ms';
}
else if (name === 'orderbook/{depth}/{speed}/batch') {
name = 'orderbook/D' + depth + '/' + speed + 'ms/batch';
}
const market = this.market(symbol);
const request = {
'params': {
'symbols': [market['id']],
},
};
const orderbook = await this.subscribePublic(name, 'orderbooks', [symbol], this.deepExtend(request, params));
return orderbook.limit();
}
handleOrderBook(client, message) {
//
// {
// "ch": "orderbook/full", // Channel
// "snapshot": {
// "ETHBTC": {
// "t": 1626866578796, // Timestamp in milliseconds
// "s": 27617207, // Sequence number
// "a": [ // Asks
// ["0.060506", "0"],
// ["0.060549", "12.6431"],
// ["0.060570", "0"],
// ["0.060612", "0"]
// ],
// "b": [ // Bids
// ["0.060439", "4.4095"],
// ["0.060414", "0"],
// ["0.060407", "7.3349"],
// ["0.060390", "0"]
// ]
// }
// }
// }
//
const snapshot = this.safeDict(message, 'snapshot');
const update = this.safeDict(message, 'update');
const data = snapshot ? snapshot : update;
const type = snapshot ? 'snapshot' : 'update';
const marketIds = Object.keys(data);
for (let i = 0; i < marketIds.length; i++) {
const marketId = marketIds[i];
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const item = data[marketId];
const messageHash = 'orderbooks::' + symbol;
if (!(symbol in this.orderbooks)) {
const subscription = this.safeDict(client.subscriptions, messageHash, {});
const limit = this.safeInteger(subscription, 'limit');
this.orderbooks[symbol] = this.orderBook({}, limit);
}
const orderbook = this.orderbooks[symbol];
const timestamp = this.safeInteger(item, 't');
const nonce = this.safeInteger(item, 's');
if (type === 'snapshot') {
const parsedSnapshot = this.parseOrderBook(item, symbol, timestamp, 'b', 'a');
orderbook.reset(parsedSnapshot);
}
else {
const asks = this.safeList(item, 'a', []);
const bids = this.safeList(item, 'b', []);
this.handleDeltas(orderbook['asks'], asks);
this.handleDeltas(orderbook['bids'], bids);
}
orderbook['timestamp'] = timestamp;
orderbook['datetime'] = this.iso8601(timestamp);
orderbook['nonce'] = nonce;
orderbook['symbol'] = symbol;
this.orderbooks[symbol] = orderbook;
client.resolve(orderbook, messageHash);
}
}
handleDelta(bookside, delta) {
const price = this.safeNumber(delta, 0);
const amount = this.safeNumber(delta, 1);
bookside.store(price, amount);
}
handleDeltas(bookside, deltas) {
for (let i = 0; i < deltas.length; i++) {
this.handleDelta(bookside, deltas[i]);
}
}
/**
* @method
* @name hitbtc#watchTicker
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://api.hitbtc.com/#subscribe-to-ticker
* @see https://api.hitbtc.com/#subscribe-to-ticker-in-batches
* @see https://api.hitbtc.com/#subscribe-to-mini-ticker
* @see https://api.hitbtc.com/#subscribe-to-mini-ticker-in-batches
* @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] 'ticker/{speed}' (default), or 'ticker/price/{speed}'
* @param {string} [params.speed] '1s' (default), or '3s'
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchTicker(symbol, params = {}) {
const ticker = await this.watchTickers([symbol], params);
return this.safeValue(ticker, symbol);
}
/**
* @method
* @name hitbtc#watchTicker
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @param {string[]} [symbols]
* @param {object} params extra parameters specific to the exchange API endpoint
* @param {string} params.method 'ticker/{speed}' ,'ticker/price/{speed}', 'ticker/{speed}/batch' (default), or 'ticker/{speed}/price/batch''
* @param {string} params.speed '1s' (default), or '3s'
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/en/latest/manual.html#ticker-structure}
*/
async watchTickers(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const options = this.safeValue(this.options, 'watchTicker');
const defaultMethod = this.safeString(options, 'method', 'ticker/{speed}/batch');
const method = this.safeString2(params, 'method', 'defaultMethod', defaultMethod);
const speed = this.safeString(params, 'speed', '1s');
const name = this.implodeParams(method, { 'speed': speed });
params = this.omit(params, ['method', 'speed']);
const marketIds = [];
if (symbols === undefined) {
marketIds.push('*');
}
else {
for (let i = 0; i < symbols.length; i++) {
const marketId = this.marketId(symbols[i]);
marketIds.push(marketId);
}
}
const request = {
'params': {
'symbols': marketIds,
},
};
const newTickers = await this.subscribePublic(name, 'tickers', symbols, this.deepExtend(request, params));
if (this.newUpdates) {
if (!Array.isArray(newTickers)) {
const tickers = {};
tickers[newTickers['symbol']] = newTickers;
return tickers;
}
}
return this.filterByArray(newTickers, 'symbol', symbols);
}
handleTicker(client, message) {
//
// {
// "ch": "ticker/1s",
// "data": {
// "ETHBTC": {
// "t": 1614815872000, // Timestamp in milliseconds
// "a": "0.031175", // Best ask
// "A": "0.03329", // Best ask quantity
// "b": "0.031148", // Best bid
// "B": "0.10565", // Best bid quantity
// "c": "0.031210", // Last price
// "o": "0.030781", // Open price
// "h": "0.031788", // High price
// "l": "0.030733", // Low price
// "v": "62.587", // Base asset volume
// "q": "1.951420577", // Quote asset volume
// "p": "0.000429", // Price change
// "P": "1.39", // Price change percent
// "L": 1182694927 // Last trade identifier
// }
// }
// }
//
// {
// "ch": "ticker/price/1s",
// "data": {
// "BTCUSDT": {
// "t": 1614815872030,
// "o": "32636.79",
// "c": "32085.51",
// "h": "33379.92",
// "l": "30683.28",
// "v": "11.90667",
// "q": "384081.1955629"
// }
// }
// }
//
const data = this.safeValue(message, 'data', {});
const marketIds = Object.keys(data);
const result = [];
const topic = 'tickers';
for (let i = 0; i < marketIds.length; i++) {
const marketId = marketIds[i];
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const ticker = this.parseWsTicker(data[marketId], market);
this.tickers[symbol] = ticker;
result.push(ticker);
const messageHash = topic + '::' + symbol;
client.resolve(ticker, messageHash);
}
client.resolve(result, topic);
}
parseWsTicker(ticker, market = undefined) {
//
// {
// "t": 1614815872000, // Timestamp in milliseconds
// "a": "0.031175", // Best ask
// "A": "0.03329", // Best ask quantity
// "b": "0.031148", // Best bid
// "B": "0.10565", // Best bid quantity
// "c": "0.031210", // Last price
// "o": "0.030781", // Open price
// "h": "0.031788", // High price
// "l": "0.030733", // Low price
// "v": "62.587", // Base asset volume
// "q": "1.951420577", // Quote asset volume
// "p": "0.000429", // Price change
// "P": "1.39", // Price change percent
// "L": 1182694927 // Last trade identifier
// }
//
// {
// "t": 1614815872030,
// "o": "32636.79",
// "c": "32085.51",
// "h": "33379.92",
// "l": "30683.28",
// "v": "11.90667",
// "q": "384081.1955629"
// }
//
const timestamp = this.safeInteger(ticker, 't');
const symbol = this.safeSymbol(undefined, market);
const last = this.safeString(ticker, 'c');
return this.safeTicker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'high': this.safeString(ticker, 'h'),
'low': this.safeString(ticker, 'l'),
'bid': this.safeString(ticker, 'b'),
'bidVolume': this.safeString(ticker, 'B'),
'ask': this.safeString(ticker, 'a'),
'askVolume': this.safeString(ticker, 'A'),
'vwap': undefined,
'open': this.safeString(ticker, 'o'),
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': this.safeString(ticker, 'v'),
'quoteVolume': this.safeString(ticker, 'q'),
'info': ticker,
}, market);
}
/**
* @method
* @name hitbtc#watchBidsAsks
* @description watches best bid & ask for symbols
* @see https://api.hitbtc.com/#subscribe-to-top-of-book
* @param {string[]} symbols unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.method] 'orderbook/top/{speed}' or 'orderbook/top/{speed}/batch (default)'
* @param {string} [params.speed] '100ms' (default) or '500ms' or '1000ms'
* @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 options = this.safeValue(this.options, 'watchBidsAsks');
const defaultMethod = this.safeString(options, 'method', 'orderbook/top/{speed}/batch');
const method = this.safeString2(params, 'method', 'defaultMethod', defaultMethod);
const speed = this.safeString(params, 'speed', '100ms');
const name = this.implodeParams(method, { 'speed': speed });
params = this.omit(params, ['method', 'speed']);
const marketIds = this.marketIds(symbols);
const request = {
'params': {
'symbols': marketIds,
},
};
const newTickers = await this.subscribePublic(name, 'bidask', symbols, this.deepExtend(request, params));
if (this.newUpdates) {
if (!Array.isArray(newTickers)) {
const tickers = {};
tickers[newTickers['symbol']] = newTickers;
return tickers;
}
}
return this.filterByArray(newTickers, 'symbol', symbols);
}
handleBidAsk(client, message) {
//
// {
// "ch": "orderbook/top/100ms", // or 'orderbook/top/100ms/batch'
// "data": {
// "BTCUSDT": {
// "t": 1727276919771,
// "a": "63931.45",
// "A": "0.02879",
// "b": "63926.97",
// "B": "0.00100"
// }
// }
// }
//
const data = this.safeDict(message, 'data', {});
const marketIds = Object.keys(data);
const result = [];
const topic = 'bidask';
for (let i = 0; i < marketIds.length; i++) {
const marketId = marketIds[i];
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const ticker = this.parseWsBidAsk(data[marketId], market);
this.bidsasks[symbol] = ticker;
result.push(ticker);
const messageHash = topic + '::' + symbol;
client.resolve(ticker, messageHash);
}
client.resolve(result, topic);
}
parseWsBidAsk(ticker, market = undefined) {
const timestamp = this.safeInteger(ticker, 't');
return this.safeTicker({
'symbol': market['symbol'],
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'ask': this.safeString(ticker, 'a'),
'askVolume': this.safeString(ticker, 'A'),
'bid': this.safeString(ticker, 'b'),
'bidVolume': this.safeString(ticker, 'B'),
'info': ticker,
}, market);
}
/**
* @method
* @name hitbtc#watchTrades
* @description get the list of most recent trades for a particular symbol
* @see https://api.hitbtc.com/#subscribe-to-trades
* @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);
const request = {
'params': {
'symbols': [market['id']],
},
};
if (limit !== undefined) {
request['limit'] = limit;
}
const name = 'trades';
const trades = await this.subscribePublic(name, 'trades', [symbol], this.deepExtend(request, params));
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySinceLimit(trades, since, limit, 'timestamp');
}
handleTrades(client, message) {
//
// {
// "result": {
// "ch": "trades", // Channel
// "subscriptions": ["ETHBTC", "BTCUSDT"]
// },
// "id": 123
// }
//
// Notification snapshot
//
// {
// "ch": "trades", // Channel
// "snapshot": {
// "BTCUSDT": [{
// "t": 1626861109494, // Timestamp in milliseconds
// "i": 1555634969, // Trade identifier
// "p": "30881.96", // Price
// "q": "12.66828", // Quantity
// "s": "buy" // Side
// }]
// }
// }
//
// Notification update
//
// {
// "ch": "trades",
// "update": {
// "BTCUSDT": [{
// "t": 1626861123552,
// "i": 1555634969,
// "p": "30877.68",
// "q": "0.00006",
// "s": "sell"
// }]
// }
// }
//
const data = this.safeValue2(message, 'snapshot', 'update', {});
const marketIds = Object.keys(data);
for (let i = 0; i < marketIds.length; i++) {
const marketId = marketIds[i];
const market = this.safeMarket(marketId);
const tradesLimit = this.safeInteger(this.options, 'tradesLimit', 1000);
const symbol = market['symbol'];
let stored = this.safeValue(this.trades, symbol);
if (stored === undefined) {
stored = new ArrayCache(tradesLimit);
this.trades[symbol] = stored;
}
const trades = this.parseWsTrades(data[marketId], market);
for (let j = 0; j < trades.length; j++) {
stored.append(trades[j]);
}
const messageHash = 'trades::' + symbol;
client.resolve(stored, messageHash);
}
return message;
}
parseWsTrades(trades, market = undefined, since = undefined, limit = undefined, params = {}) {
trades = this.toArray(trades);
let result = [];
for (let i = 0; i < trades.length; i++) {
const trade = this.extend(this.parseWsTrade(trades[i], market), params);
result.push(trade);
}
result = this.sortBy2(result, 'timestamp', 'id');
const symbol = this.safeString(market, 'symbol');
return this.filterBySymbolSinceLimit(result, symbol, since, limit);
}
parseWsTrade(trade, market = undefined) {
//
// {
// "t": 1626861123552, // Timestamp in milliseconds
// "i": 1555634969, // Trade identifier
// "p": "30877.68", // Price
// "q": "0.00006", // Quantity
// "s": "sell" // Side
// }
//
const timestamp = this.safeInteger(trade, 't');
return this.safeTrade({
'info': trade,
'id': this.safeString(trade, 'i'),
'order': undefined,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': this.safeString(market, 'symbol'),
'type': undefined,
'side': this.safeString(trade, 's'),
'takerOrMaker': undefined,
'price': this.safeString(trade, 'p'),
'amount': this.safeString(trade, 'q'),
'cost': undefined,
'fee': undefined,
}, market);
}
/**
* @method
* @name hitbtc#watchOHLCV
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://api.hitbtc.com/#subscribe-to-candles
* @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] not used by hitbtc watchOHLCV
* @param {int} [limit] 0 – 1000, default value = 0 (no history returned)
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
const period = this.safeString(this.timeframes, timeframe, timeframe);
const name = 'candles/' + period;
const market = this.market(symbol);
const request = {
'params': {
'symbols': [market['id']],
},
};
if (limit !== undefined) {
request['params']['limit'] = limit;
}
const ohlcv = await this.subscribePublic(name, 'candles', [symbol], this.deepExtend(request, params));
if (this.newUpdates) {
limit = ohlcv.getLimit(symbol, limit);
}
return this.filterBySinceLimit(ohlcv, since, limit, 0);
}
handleOHLCV(client, message) {
//
// {
// "ch": "candles/M1", // Channel
// "snapshot": {
// "BTCUSDT": [{
// "t": 1626860340000, // Message timestamp
// "o": "30881.95", // Open price
// "c": "30890.96", // Last price
// "h": "30900.8", // High price
// "l": "30861.27", // Low price
// "v": "1.27852", // Base asset volume
// "q": "39493.9021811" // Quote asset volume
// }
// ...
// ]
// }
// }
//
// {
// "ch": "candles/M1",
// "update": {
// "ETHBTC": [{
// "t": 1626860880000,
// "o": "0.060711",
// "c": "0.060749",
// "h": "0.060749",
// "l": "0.060711",
// "v": "12.2800",
// "q": "0.7455339675"
// }]
// }
// }
//
const data = this.safeValue2(message, 'snapshot', 'update', {});
const marketIds = Object.keys(data);
const channel = this.safeString(message, 'ch');
const splitChannel = channel.split('/');
const period = this.safeString(splitChannel, 1);
const timeframe = this.findTimeframe(period);
for (let i = 0; i < marketIds.length; i++) {
const marketId = marketIds[i];
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});
let stored = this.safeValue(this.ohlcvs[symbol], timeframe);
if (stored === undefined) {
const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
stored = new ArrayCacheByTimestamp(limit);
this.ohlcvs[symbol][timeframe] = stored;
}
const ohlcvs = this.parseWsOHLCVs(data[marketId], market);
for (let j = 0; j < ohlcvs.length; j++) {
stored.append(ohlcvs[j]);
}
const messageHash = 'candles::' + symbol;
client.resolve(stored, messageHash);
}
return message;
}
parseWsOHLCV(ohlcv, market = undefined) {
//
// {
// "t": 1626860340000, // Message timestamp
// "o": "30881.95", // Open price
// "c": "30890.96", // Last price
// "h": "30900.8", // High price
// "l": "30861.27", // Low price
// "v": "1.27852", // Base asset volume
// "q": "39493.9021811" // Quote asset volume
// }
//
return [
this.safeInteger(ohlcv, 't'),
this.safeNumber(ohlcv, 'o'),
this.safeNumber(ohlcv, 'h'),
this.safeNumber(ohlcv, 'l'),
this.safeNumber(ohlcv, 'c'),
this.safeNumber(ohlcv, 'v'),
];
}
/**
* @method
* @name hitbtc#watchOrders
* @description watches information on multiple orders made by the user
* @see https://api.hitbtc.com/#subscribe-to-reports
* @see https://api.hitbtc.com/#subscribe-to-reports-2
* @see https://api.hitbtc.com/#subscribe-to-reports-3
* @param {string} [symbol] unified CCXT market symbol
* @param {int} [since] timestamp in ms of the earliest order to fetch
* @param {int} [limit] the maximum amount of orders to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure}
*/
async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
let marketType = undefined;
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
}
[marketType, params] = this.handleMarketTypeAndParams('watchOrders', market, params);
const name = this.getSupportedMapping(marketType, {
'spot': 'spot_subscribe',
'margin': 'margin_subscribe',
'swap': 'futures_subscribe',
'future': 'futures_subscribe',
});
const orders = await this.subscribePrivate(name, symbol, params);
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySinceLimit(orders, since, limit, 'timestamp');
}
handleOrder(client, message) {
//
// {
// "jsonrpc": "2.0",
// "method": "spot_order", // "margin_order", "future_order"
// "params": {
// "id": 584244931496,
// "client_order_id": "b5acd79c0a854b01b558665bcf379456",
// "symbol": "BTCUSDT",
// "side": "buy",
// "status": "new",
// "type": "limit",
// "time_in_force": "GTC",
// "quantity": "0.01000",
// "quantity_cumulative": "0",
// "price": "0.01", // only updates and snapshots
// "post_only": false,
// "reduce_only": false, // only margin and contract
// "display_quantity": "0", // only updates and snapshot
// "created_at": "2021-07-02T22:52:32.864Z",
// "updated_at": "2021-07-02T22:52:32.864Z",
// "trade_id": 1361977606, // only trades
// "trade_quantity": "0.00001", // only trades
// "trade_price": "49595.04", // only trades
// "trade_fee": "0.001239876000", // only trades
// "trade_taker": true, // only trades, only spot
// "trade_position_id": 485308, // only trades, only margin
// "report_type": "new" // "trade", "status" (snapshot)
// }
// }
//
// {
// "jsonrpc": "2.0",
// "method": "spot_orders", // "margin_orders", "future_orders"
// "params": [
// {
// "id": 584244931496,
// "client_order_id": "b5acd79c0a854b01b558665bcf379456",
// "symbol": "BTCUSDT",
// "side": "buy",
// "status": "new",
// "type": "limit",
// "time_in_force": "GTC",
// "quantity": "0.01000",
// "quantity_cumulative": "0",
// "price": "0.01", // only updates and snapshots
// "post_only": false,
// "reduce_only": false, // only margin and contract
// "display_quantity": "0", // only updates and snapshot
// "created_at": "2021-07-02T22:52:32.864Z",
// "updated_at": "2021-07-02T22:52:32.864Z",
// "trade_id": 1361977606, // only trades
// "trade_quantity": "0.00001", // only trades
// "trade_price": "49595.04", // only trades
// "trade_fee": "0.001239876000", // only trades
// "trade_taker": true, // only trades, only spot
// "trade_position_id": 485308, // only trades, only margin
// "report_type": "new" // "trade", "status" (snapshot)
// }
// ]
// }
//
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit');
this.orders = new ArrayCacheBySymbolById(limit);
}
const data = this.safeValue(message, 'params', []);
if (Array.isArray(data)) {
for (let i = 0; i < data.length; i++) {
const order = data[i];
this.handleOrderHelper(client, message, order);
}
}
else {
this.handleOrderHelper(client, message, data);
}
return message;
}
handleOrderHelper(client, message, order) {
const orders = this.orders;
const marketId = this.safeStringLower2(order, 'instrument', 'symbol');
const method = this.safeString(message, 'method');
const splitMethod = method.split('_order');
const messageHash = this.safeString(splitMethod, 0);
const symbol = this.safeSymbol(marketId);
const parsed = this.parseOrder(order);
orders.append(parsed);
client.resolve(orders, messageHash);
client.resolve(orders, messageHash + '::' + symbol);
}
parseWsOrderTrade(trade, market = undefined) {
//
// {
// "id": 584244931496,
// "client_order_id": "b5acd79c0a854b01b558665bcf379456",
// "symbol": "BTCUSDT",
// "side": "buy",
// "status": "new",
// "type": "limit",
// "time_in_force": "GTC",
// "quantity": "0.01000",
// "quantity_cumulative": "0",
// "price": "0.01", // only updates and snapshots
// "post_only": false,
// "reduce_only": false, // only margin and contract
// "display_quantity": "0", // only updates and snapshot
// "created_at": "2021-07-02T22:52:32.864Z",
// "updated_at": "2021-07-02T22:52:32.864Z",
// "trade_id": 1361977606, // only trades
// "trade_quantity": "0.00001", // only trades
// "trade_price": "49595.04", // only trades
// "trade_fee": "0.001239876000", // only trades
// "trade_taker": true, // only trades, only spot
// "trade_position_id": 485308, // only trades, only margin
// "report_type": "new" // "trade", "status" (snapshot)
// }
//
const timestamp = this.safeInteger(trade, 'created_at');
const marketId = this.safeString(trade, 'symbol');
return this.safeTrade({
'info': trade,
'id': this.safeString(trade, 'trade_id'),
'order': this.safeString(trade, 'id'),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': this.safeMarket(marketId, market),
'type': undefined,
'side': this.safeString(trade, 'side'),
'takerOrMaker': this.safeString(trade, 'trade_taker'),
'price': this.safeString(trade, 'trade_price'),
'amount': this.safeString(trade, 'trade_quantity'),
'cost': undefined,
'fee': {
'cost': this.safeString(trade, 'trade_fee'),
'currency': undefined,
'rate': undefined,
},
}, market);
}
parseWsOrder(order, market = undefined) {
//
// {
// "id": 584244931496,
// "client_order_id": "b5acd79c0a854b01b558665bcf379456",
// "symbol": "BTCUSDT",
// "side": "buy",
// "status": "new",
// "type": "limit",
// "time_in_force": "GTC",
// "quantity": "0.01000",
// "quantity_cumulative": "0",
// "price": "0.01", // only updates and snapshots
// "post_only": false,
// "reduce_only": false, // only margin and contract
// "display_quantity": "0", // only updates and snapshot
// "created_at": "2021-07-02T22:52:32.864Z",
// "updated_at": "2021-07-02T22:52:32.864Z",
// "trade_id": 1361977606, // only trades
// "trade_quantity": "0.00001", // only trades
// "trade_price": "49595.04", // only trades
// "trade_fee": "0.001239876000", // only trades
// "trade_taker": true, // only trades, only spot
// "trade_position_id": 485308, // only trades, only margin
// "report_type": "new" // "trade", "status" (snapshot)
// }
//
const timestamp = this.safeString(order, 'created_at');
const marketId = this.safeString(order, 'symbol');
market = this.safeMarket(marketId, market);
const tradeId = this.safeString(order, 'trade_id');
let trades = undefined;
if (tradeId !== undefined) {
const trade = this.parseWsOrderTrade(order, market);
trades = [trade];
}
const rawStatus = this.safeString(order, 'status');
const report_type = this.safeString(order, 'report_type');
let parsedStatus = undefined;
if (report_type === 'canceled') {
parsedStatus = this.parseOrderStatus(report_type);
}
else {
parsedStatus = this.parseOrderStatus(rawStatus);
}
return this.safeOrder({
'info': order,
'id': this.safeString(order, 'id'),
'clientOrderId': this.safeString(order, 'client_order_id'),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'lastTradeTimestamp': undefined,
'symbol': market['symbol'],
'price': this.safeString(order, 'price'),
'amount': this.safeString(order, 'quantity'),
'type': this.safeString(order, 'type'),
'side': this.safeStringUpper(order, 'side'),
'timeInForce': this.safeString(order, 'time_in_force'),
'postOnly': this.safeString(order, 'post_only'),
'reduceOnly': this.safeValue(order, 'reduce_only'),
'filled': undefined,
'remaining': undefined,
'cost': undefined,
'status': parsedStatus,
'average': undefined,
'trades': trades,
'fee': undefined,
}, market);
}
/**
* @method
* @name hitbtc#watchBalance
* @description watches balance updates, cannot subscribe to margin account balances
* @see https://api.hitbtc.com/#subscribe-to-spot-balances
* @see https://api.hitbtc.com/#subscribe-to-futures-balances
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.type] 'spot', 'swap', or 'future'
*
* EXCHANGE SPECIFIC PARAMETERS
* @param {string} [params.mode] 'updates' or 'batches' (default), 'updates' = messages arrive after balance updates, 'batches' = messages arrive at equal intervals if there were any updates
* @returns {object[]} a list of [balance structures]{@link https://docs.ccxt.com/#/?id=balance-structure}
*/
async watchBalance(params = {}) {
await this.loadMarkets();
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchBalance', undefined, params);
const name = this.getSupportedMapping(type, {
'spot': 'spot_balance_subscribe',
'swap': 'futures_balance_subscribe',
'future': 'futures_balance_subscribe',
});
const mode = this.safeString(params, 'mode', 'batches');
params = this.omit(params, 'mode');
const request = {
'mode': mode,
};
return await this.subscribePrivate(name, undefined, this.extend(request, params));
}
/**
* @method
* @name hitbtc#createOrder
* @description create a trade order
* @see https://api.hitbtc.com/#create-new-spot-order
* @see https://api.hitbtc.com/#create-margin-order
* @see https://api.hitbtc.com/#create-futures-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.marginMode] 'cross' or 'isolated' only 'isolated' is supported for spot-margin, swap supports both, default is 'cross'
* @param {bool} [params.margin] true for creating a margin order
* @param {float} [params.triggerPrice] The price at which a trigger order is triggered at
* @param {bool} [params.postOnly] if true, the order will only be posted to the order book and not executed immediately
* @param {string} [params.timeInForce] "GTC", "IOC", "FOK", "Day", "GTD"
* @returns {object} an [order structure]{@link https://github.com/ccxt/ccxt/wiki/Manual#order-structure}
*/
async createOrderWs(symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
let request = undefined;
let marketType = undefined;
[marketType, params] = this.handleMarketTypeAndParams('createOrder', market, params);
let marginMode = undefined;
[marginMode, params] = this.handleMarginModeAndParams('createOrder', params);
[request, params] = this.createOrderRequest(market, marketType, type, side, amount, price, marginMode, params);
request = this.extend(request, params);
if (marketType === 'swap') {
return await this.tradeRequest('futures_new_order', request);
}
else if ((marketType === 'margin') || (marginMode !== undefined)) {
return await this.tradeRequest('margin_new_order', request);
}
else {
return await this.tradeRequest('spot_new_order', request);
}
}
/**
* @method
* @name hitbtc#cancelOrderWs
* @see https://api.hitbtc.com/#cancel-spot-order-2
* @see https://api.hitbtc.com/#cancel-futures-order-2
* @see https://api.hitbtc.com/#cancel-margin-order-2
* @description cancels an open 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 {string} [params.marginMode] 'cross' or 'isolated' only 'isolated' is supported
* @param {bool} [params.margin] true for canceling a margin order
* @returns {object} An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async cancelOrderWs(id, symbol = undefined, params = {}) {
await this.loadMarkets();
let market = undefined;
let request = {
'client_order_id': id,
};
if (symbol !== undefined) {
market = this.market(symbol);
}
let marketType = undefined;
[marketType, params] = this.handleMarketTypeAndParams('cancelOrderWs', market, params);
const [marginMode, query] = this.handleMarginModeAndParams('cancelOrderWs', params);
request = this.extend(request, query);
if (marketType === 'swap') {
return await this.tradeRequest('futures_cancel_order', request);
}
else if ((marketType === 'margin') || (marginMode !== undefined)) {
return await this.tradeRequest('margin_cancel_order', request);
}
else {
return await this.tradeRequest('spot_cancel_order', request);
}
}
/**
* @method
* @name hitbtc#cancelAllOrdersWs
* @see https://api.hitbtc.com/#cancel-spot-orders
* @see https://api.hitbtc.com/#cancel-futures-order-3
* @description cancel all open orders
* @param {string} symbol unified market symbol, only orders in the market of this symbol are cancelled when symbol is not undefined
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.marginMode] 'cross' or 'isolated' only 'isolated' is supported
* @param {bool} [params.margin] true for canceling margin orders
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async cancelAllOrdersWs(symbol = undefined, params = {}) {
await this.loadMarkets();
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
}
let marketType = undefined;
[marketType, params] = this.handleMarketTypeAndParams('cancelAllOrdersWs', market, params);
let marginMode = undefined;
[marginMode, params] = this.handleMarginModeAndParams('cancelAllOrdersWs', params);
if (marketType === 'swap') {
return await this.tradeRequest('futures_cancel_orders', params);
}
else if ((marketType === 'margin') || (marginMode !== undefined)) {
throw new NotSupported(this.id + ' cancelAllOrdersWs is not supported for margin orders');
}
else {
return await this.tradeRequest('spot_cancel_orders', params);
}
}
/**
* @method
* @name hitbtc#fetchOpenOrdersWs
* @see https://api.hitbtc.com/#get-active-futures-orders-2
* @see https://api.hitbtc.com/#get-margin-orders
* @see https://api.hitbtc.com/#get-active-spot-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 exchange API endpoint
* @param {string} [params.marginMode] 'cross' or 'isolated' only 'isolated' is supported
* @param {bool} [params.margin] true for fetching open margin orders
* @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async fetchOpenOrdersWs(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
let market = undefined;
const request = {};
if (symbol !== undefined) {
market = this.market(symbol);
request['symbol'] = market['id'];
}
let marketType = undefined;
[marketType, params] = this.handleMarketTypeAndParams('fetchOpenOrdersWs', market, params);
let marginMode = undefined;
[marginMode, params] = this.handleMarginModeAndParams('fetchOpenOrdersWs', params);
if (marketType === 'swap') {
return await this.tradeRequest('futures_get_orders', request);
}
else if ((marketType === 'margin') || (marginMode !== undefined)) {
return await this.tradeRequest('margin_get_orders', request);
}
else {
return await this.tradeRequest('spot_get_orders', request);
}
}
handleBalance(client, message) {
//
// {
// "jsonrpc": "2.0",
// "method": "futures_balance",
// "params": [
// {
// "currency": "BCN",
// "available": "100.000000000000",
// "reserved": "0",
// "reserved_margin": "0"
// },
// ...
// ]
// }
//
const messageHash = this.safeString(message, 'method');
const params = this.safeValue(message, 'params');
const balance = this.parseBalance(params);
this.balance = this.deepExtend(this.balance, balance);
client.resolve(this.balance, messageHash);
}
handleNotification(client, message) {
//
// { jsonrpc: "2.0", result: true, id: null }
//
return message;
}
handleOrderRequest(client, message) {
//
// createOrderWs, cancelOrderWs
//
// {
// "jsonrpc": "2.0",
// "result": {
// "id": 1130310696965,
// "client_order_id": "OPC2oyHSkEBqIpPtniLqeW-597hUL3Yo",
// "symbol": "ADAUSDT",
// "side": "buy",
// "status": "new",
// "type": "limit",
// "time_in_force": "GTC",
// "quantity": "4",
// "quantity_cumulative": "0",
// "price": "0.3300000",
// "post_only": false,
// "created_at": "2023-11-17T14:58:15.903Z",
// "updated_at": "2023-11-17T14:58:15.903Z",
// "original_client_order_id": "d6b645556af740b1bd1683400fd9cbce", // spot_replace_order only
// "report_type": "new"
// "margin_mode": "isolated", // margin and future only
// "reduce_only": false, // margin and future only
// },
// "id": 1700233093414
// }
//
const messageHash = this.safeString(message, 'id');
const result = this.safeValue(message, 'result', {});
if (Array.isArray(result)) {
const parsedOrders = [];
for (let i = 0; i < result.length; i++) {
const parsedOrder = this.parseWsOrder(result[i]);
parsedOrders.push(parsedOrder);
}
client.resolve(parsedOrders, messageHash);
}
else {
const parsedOrder = this.parseWsOrder(result);
client.resolve(parsedOrder, messageHash);
}
return message;
}
handleMessage(client, message) {
if (this.handleError(client, message)) {
return;
}
let channel = this.safeString2(message, 'ch', 'method');
if (channel !== undefined) {
const splitChannel = channel.split('/');
channel = this.safeString(splitChannel, 0);
if (channel === 'orderbook') {
const channel2 = this.safeString(splitChannel, 1);
if (channel2 !== undefined && channel2 === 'top') {
channel = 'orderbook/top';
}
}
const methods = {
'candles': this.handleOHLCV,
'ticker': this.handleTicker,
'trades': this.handleTrades,
'orderbook': this.handleOrderBook,
'orderbook/top': this.handleBidAsk,
'spot_order': this.handleOrder,
'spot_orders': this.handleOrder,
'margin_order': this.handleOrder,
'margin_orders': this.handleOrder,
'futures_order': this.handleOrder,
'futures_orders': this.handleOrder,
'spot_balance': this.handleBalance,
'futures_balance': this.handleBalance,
};
const method = this.safeValue(methods, channel);
if (method !== undefined) {
method.call(this, client, message);
}
}
else {
const result = this.safeValue(message, 'result');
const clientOrderId = this.safeString(result, 'client_order_id');
if (clientOrderId !== undefined) {
this.handleOrderRequest(client, message);
}
if ((result === true) && !('id' in message)) {
this.handleAuthenticate(client, message);
}
if (Array.isArray(result)) {
// to do improve this, not very reliable right now
const first = this.safeValue(result, 0, {});
const arrayLength = result.length;
if ((arrayLength === 0) || ('client_order_id' in first)) {
this.handleOrderRequest(client, message);
}
}
}
}
handleAuthenticate(client, message) {
//
// {
// "jsonrpc": "2.0",
// "result": true
// }
//
const success = this.safeValue(message, 'result');
const messageHash = 'authenticated';
if (success) {
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;
}
handleError(client, message) {
//
// {
// jsonrpc: '2.0',
// error: {
// code: 20001,
// message: 'Insufficient funds',
// description: 'Check that the funds are sufficient, given commissions'
// },
// id: 1700228604325
// }
//
const error = this.safeValue(message, 'error');
if (error !== undefined) {
try {
const code = this.safeValue(error, 'code');
const errorMessage = this.safeString(error, 'message');
const description = this.safeString(error, 'description');
const feedback = this.id + ' ' + description;
this.throwExactlyMatchedException(this.exceptions['exact'], code, feedback);
this.throwBroadlyMatchedException(this.exceptions['broad'], errorMessage, feedback);
throw new ExchangeError(feedback); // unknown message
}
catch (e) {
if (e instanceof AuthenticationError) {
const messageHash = 'authenticated';
client.reject(e, messageHash);
if (messageHash in client.subscriptions) {
delete client.subscriptions[messageHash];
}
}
else {
const id = this.safeString(message, 'id');
client.reject(e, id);
}
return true;
}
}
return undefined;
}
}