@kraken-crypto/ccxt
Version:
A cryptocurrency trading API with more than 100 exchanges in JavaScript / TypeScript / Python / C# / PHP / Go
2,576 lines • 112 kB
JavaScript
// ---------------------------------------------------------------------------
import htxRest from '../htx.js';
import { ExchangeError, InvalidNonce, ChecksumError, ArgumentsRequired, BadRequest, BadSymbol, AuthenticationError, NetworkError } from '../base/errors.js';
import { ArrayCache, ArrayCacheByTimestamp, ArrayCacheBySymbolById, ArrayCacheBySymbolBySide } from '../base/ws/Cache.js';
import { sha256 } from '../static_dependencies/noble-hashes/sha256.js';
// ---------------------------------------------------------------------------
export default class htx extends htxRest {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'createOrderWs': false,
'editOrderWs': false,
'fetchOpenOrdersWs': false,
'fetchOrderWs': false,
'cancelOrderWs': false,
'cancelOrdersWs': false,
'cancelAllOrdersWs': false,
'fetchTradesWs': false,
'fetchBalanceWs': false,
'watchOrderBook': true,
'watchOrders': true,
'watchTickers': false,
'watchTicker': true,
'watchTrades': true,
'watchTradesForSymbols': false,
'watchMyTrades': true,
'watchBalance': true,
'watchOHLCV': true,
'unwatchTicker': true,
'unwatchOHLCV': true,
'unwatchTrades': true,
'unwatchOrderBook': true,
},
'urls': {
'api': {
'ws': {
'api': {
'spot': {
'public': 'wss://{hostname}/ws',
'private': 'wss://{hostname}/ws/v2',
'feed': 'wss://{hostname}/feed',
},
'future': {
'linear': {
'public': 'wss://api.hbdm.com/linear-swap-ws',
'private': 'wss://api.hbdm.com/linear-swap-notification',
},
'inverse': {
'public': 'wss://api.hbdm.com/ws',
'private': 'wss://api.hbdm.com/notification',
},
},
'swap': {
'inverse': {
'public': 'wss://api.hbdm.com/swap-ws',
'private': 'wss://api.hbdm.com/swap-notification',
},
'linear': {
'public': 'wss://api.hbdm.com/linear-swap-ws',
'private': 'wss://api.hbdm.com/linear-swap-notification',
},
},
},
// these settings work faster for clients hosted on AWS
'api-aws': {
'spot': {
'public': 'wss://api-aws.huobi.pro/ws',
'private': 'wss://api-aws.huobi.pro/ws/v2',
'feed': 'wss://{hostname}/feed',
},
'future': {
'linear': {
'public': 'wss://api.hbdm.vn/linear-swap-ws',
'private': 'wss://api.hbdm.vn/linear-swap-notification',
},
'inverse': {
'public': 'wss://api.hbdm.vn/ws',
'private': 'wss://api.hbdm.vn/notification',
},
},
'swap': {
'linear': {
'public': 'wss://api.hbdm.vn/linear-swap-ws',
'private': 'wss://api.hbdm.vn/linear-swap-notification',
},
'inverse': {
'public': 'wss://api.hbdm.vn/swap-ws',
'private': 'wss://api.hbdm.vn/swap-notification',
},
},
},
},
},
},
'options': {
'tradesLimit': 1000,
'OHLCVLimit': 1000,
'api': 'api',
'watchOrderBook': {
'maxRetries': 3,
'checksum': true,
'depth': 150, // 150 or 20
},
'ws': {
'gunzip': true,
},
'watchTicker': {
'name': 'market.{marketId}.detail', // 'market.{marketId}.bbo' or 'market.{marketId}.ticker'
},
},
'exceptions': {
'ws': {
'exact': {
'bad-request': BadRequest,
'2002': AuthenticationError,
'2021': BadRequest,
'2001': BadSymbol,
'2011': BadSymbol,
'2040': BadRequest,
'4007': BadRequest, // { op: 'sub', cid: '1', topic: 'accounts_unify.USDT', 'err-code': 4007, 'err-msg': 'Non - single account user is not available, please check through the cross and isolated account asset interface', ts: 1698419318540 }
},
},
},
});
}
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 htx#watchTicker
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://www.htx.com/en-us/opend/newApiPages/?id=7ec53561-7773-11ed-9966-0242ac110003
* @see https://www.htx.com/en-us/opend/newApiPages/?id=28c33ab2-77ae-11ed-9966-0242ac110003
* @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 options = this.safeDict(this.options, 'watchTicker', {});
const topic = this.safeString(options, 'name', 'market.{marketId}.detail');
if (topic === 'market.{marketId}.ticker' && market['type'] !== 'spot') {
throw new BadRequest(this.id + ' watchTicker() with name market.{marketId}.ticker is only allowed for spot markets, use market.{marketId}.detail instead');
}
const messageHash = this.implodeParams(topic, { 'marketId': market['id'] });
const url = this.getUrlByMarketType(market['type'], market['linear']);
return await this.subscribePublic(url, symbol, messageHash, undefined, params);
}
/**
* @method
* @name htx#unWatchTicker
* @description unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
* @see https://www.htx.com/en-us/opend/newApiPages/?id=7ec53561-7773-11ed-9966-0242ac110003
* @see https://www.htx.com/en-us/opend/newApiPages/?id=28c33ab2-77ae-11ed-9966-0242ac110003
* @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();
const market = this.market(symbol);
const topic = 'ticker';
const options = this.safeDict(this.options, 'watchTicker', {});
const channel = this.safeString(options, 'name', 'market.{marketId}.detail');
if (channel === 'market.{marketId}.ticker' && market['type'] !== 'spot') {
throw new BadRequest(this.id + ' watchTicker() with name market.{marketId}.ticker is only allowed for spot markets, use market.{marketId}.detail instead');
}
const subMessageHash = this.implodeParams(channel, { 'marketId': market['id'] });
return await this.unsubscribePublic(market, subMessageHash, topic, params);
}
handleTicker(client, message) {
//
// "market.btcusdt.detail"
// {
// "ch": "market.btcusdt.detail",
// "ts": 1583494163784,
// "tick": {
// "id": 209988464418,
// "low": 8988,
// "high": 9155.41,
// "open": 9078.91,
// "close": 9136.46,
// "vol": 237813910.5928412,
// "amount": 26184.202558551195,
// "version": 209988464418,
// "count": 265673
// }
// }
// "market.btcusdt.bbo"
// {
// "ch": "market.btcusdt.bbo",
// "ts": 1671941599613,
// "tick": {
// "seqId": 161499562790,
// "ask": 16829.51,
// "askSize": 0.707776,
// "bid": 16829.5,
// "bidSize": 1.685945,
// "quoteTime": 1671941599612,
// "symbol": "btcusdt"
// }
// }
//
const tick = this.safeValue(message, 'tick', {});
const ch = this.safeString(message, 'ch');
const parts = ch.split('.');
const marketId = this.safeString(parts, 1);
const market = this.safeMarket(marketId);
const ticker = this.parseTicker(tick, market);
const timestamp = this.safeValue(message, 'ts');
ticker['timestamp'] = timestamp;
ticker['datetime'] = this.iso8601(timestamp);
const symbol = ticker['symbol'];
this.tickers[symbol] = ticker;
client.resolve(ticker, ch);
return message;
}
/**
* @method
* @name htx#watchTrades
* @description get the list of most recent trades for a particular symbol
* @see https://www.htx.com/en-us/opend/newApiPages/?id=7ec53b69-7773-11ed-9966-0242ac110003
* @see https://www.htx.com/en-us/opend/newApiPages/?id=28c33c21-77ae-11ed-9966-0242ac110003
* @see https://www.htx.com/en-us/opend/newApiPages/?id=28c33cfe-77ae-11ed-9966-0242ac110003
* @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 messageHash = 'market.' + market['id'] + '.trade.detail';
const url = this.getUrlByMarketType(market['type'], market['linear']);
const trades = await this.subscribePublic(url, symbol, messageHash, undefined, params);
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
}
/**
* @method
* @name htx#unWatchTrades
* @description unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
* @see https://www.htx.com/en-us/opend/newApiPages/?id=7ec53b69-7773-11ed-9966-0242ac110003
* @see https://www.htx.com/en-us/opend/newApiPages/?id=28c33c21-77ae-11ed-9966-0242ac110003
* @see https://www.htx.com/en-us/opend/newApiPages/?id=28c33cfe-77ae-11ed-9966-0242ac110003
* @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 unWatchTrades(symbol, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const topic = 'trades';
const options = this.safeDict(this.options, 'watchTrades', {});
const channel = this.safeString(options, 'name', 'market.{marketId}.trade.detail');
const subMessageHash = this.implodeParams(channel, { 'marketId': market['id'] });
return await this.unsubscribePublic(market, subMessageHash, topic, params);
}
handleTrades(client, message) {
//
// {
// "ch": "market.btcusdt.trade.detail",
// "ts": 1583495834011,
// "tick": {
// "id": 105004645372,
// "ts": 1583495833751,
// "data": [
// {
// "id": 1.050046453727319e+22,
// "ts": 1583495833751,
// "tradeId": 102090727790,
// "amount": 0.003893,
// "price": 9150.01,
// "direction": "sell"
// }
// ]
// }
// }
//
const tick = this.safeValue(message, 'tick', {});
const data = this.safeValue(tick, 'data', {});
const ch = this.safeString(message, 'ch');
const parts = ch.split('.');
const marketId = this.safeString(parts, 1);
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
let tradesCache = this.safeValue(this.trades, symbol);
if (tradesCache === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
tradesCache = new ArrayCache(limit);
this.trades[symbol] = tradesCache;
}
for (let i = 0; i < data.length; i++) {
const trade = this.parseTrade(data[i], market);
tradesCache.append(trade);
}
client.resolve(tradesCache, ch);
return message;
}
/**
* @method
* @name htx#watchOHLCV
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://www.htx.com/en-us/opend/newApiPages/?id=7ec53241-7773-11ed-9966-0242ac110003
* @see https://www.htx.com/en-us/opend/newApiPages/?id=28c3346a-77ae-11ed-9966-0242ac110003
* @see https://www.htx.com/en-us/opend/newApiPages/?id=28c33563-77ae-11ed-9966-0242ac110003
* @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 interval = this.safeString(this.timeframes, timeframe, timeframe);
const messageHash = 'market.' + market['id'] + '.kline.' + interval;
const url = this.getUrlByMarketType(market['type'], market['linear']);
const ohlcv = await this.subscribePublic(url, symbol, messageHash, undefined, params);
if (this.newUpdates) {
limit = ohlcv.getLimit(symbol, limit);
}
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
}
/**
* @method
* @name htx#unWatchOHLCV
* @description unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://www.htx.com/en-us/opend/newApiPages/?id=7ec53241-7773-11ed-9966-0242ac110003
* @see https://www.htx.com/en-us/opend/newApiPages/?id=28c3346a-77ae-11ed-9966-0242ac110003
* @see https://www.htx.com/en-us/opend/newApiPages/?id=28c33563-77ae-11ed-9966-0242ac110003
* @param {string} symbol unified symbol of the market
* @param {string} timeframe the length of time each candle represents
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {object} [params.timezone] if provided, kline intervals are interpreted in that timezone instead of UTC, example '+08:00'
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async unWatchOHLCV(symbol, timeframe = '1m', params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const interval = this.safeString(this.timeframes, timeframe, timeframe);
const subMessageHash = 'market.' + market['id'] + '.kline.' + interval;
const topic = 'ohlcv';
params['symbolsAndTimeframes'] = [[market['symbol'], timeframe]];
return await this.unsubscribePublic(market, subMessageHash, topic, params);
}
handleOHLCV(client, message) {
//
// {
// "ch": "market.btcusdt.kline.1min",
// "ts": 1583501786794,
// "tick": {
// "id": 1583501760,
// "open": 9094.5,
// "close": 9094.51,
// "low": 9094.5,
// "high": 9094.51,
// "amount": 0.44639786263800907,
// "vol": 4059.76919054,
// "count": 16
// }
// }
//
const ch = this.safeString(message, 'ch');
const parts = ch.split('.');
const marketId = this.safeString(parts, 1);
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const interval = this.safeString(parts, 3);
const timeframe = this.findTimeframe(interval);
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 tick = this.safeValue(message, 'tick');
const parsed = this.parseOHLCV(tick, market);
stored.append(parsed);
client.resolve(stored, ch);
}
/**
* @method
* @name htx#watchOrderBook
* @see https://huobiapi.github.io/docs/dm/v1/en/#subscribe-market-depth-data
* @see https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#subscribe-incremental-market-depth-data
* @see https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-subscribe-incremental-market-depth-data
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @param {string} symbol unified symbol of the market to fetch the order book for
* @param {int} [limit] the maximum amount of order book entries to return
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
*/
async watchOrderBook(symbol, limit = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
const allowedLimits = [5, 20, 150, 400];
// 2) 5-level/20-level incremental MBP is a tick by tick feed,
// which means whenever there is an order book change at that level, it pushes an update;
// 150-levels/400-level incremental MBP feed is based on the gap
// between two snapshots at 100ms interval.
const options = this.safeDict(this.options, 'watchOrderBook', {});
if (limit === undefined) {
limit = this.safeInteger(options, 'depth', 150);
}
if (!this.inArray(limit, allowedLimits)) {
throw new ExchangeError(this.id + ' watchOrderBook market accepts limits of 5, 20, 150 or 400 only');
}
let messageHash = undefined;
if (market['spot']) {
messageHash = 'market.' + market['id'] + '.mbp.' + this.numberToString(limit);
}
else {
messageHash = 'market.' + market['id'] + '.depth.size_' + this.numberToString(limit) + '.high_freq';
}
const url = this.getUrlByMarketType(market['type'], market['linear'], false, true);
let method = this.handleOrderBookSubscription;
if (!market['spot']) {
params = this.extend(params);
params['data_type'] = 'incremental';
method = undefined;
}
const orderbook = await this.subscribePublic(url, symbol, messageHash, method, params);
return orderbook.limit();
}
/**
* @method
* @name htx#unWatchOrderBook
* @description unsubscribe from the orderbook channel
* @see https://huobiapi.github.io/docs/dm/v1/en/#subscribe-market-depth-data
* @see https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#subscribe-incremental-market-depth-data
* @see https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-subscribe-incremental-market-depth-data
* @param {string} symbol unified symbol of the market to fetch the order book 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();
const market = this.market(symbol);
const topic = 'orderbook';
const options = this.safeDict(this.options, 'watchOrderBook', {});
const depth = this.safeInteger(options, 'depth', 150);
let subMessageHash = undefined;
if (market['spot']) {
subMessageHash = 'market.' + market['id'] + '.mbp.' + this.numberToString(depth);
}
else {
subMessageHash = 'market.' + market['id'] + '.depth.size_' + this.numberToString(depth) + '.high_freq';
}
if (!(market['spot'])) {
params['data_type'] = 'incremental';
}
return await this.unsubscribePublic(market, subMessageHash, topic, params);
}
handleOrderBookSnapshot(client, message, subscription) {
//
// {
// "id": 1583473663565,
// "rep": "market.btcusdt.mbp.150",
// "status": "ok",
// "ts": 1698359289261,
// "data": {
// "seqNum": 104999417756,
// "bids": [
// [9058.27, 0],
// [9058.43, 0],
// [9058.99, 0],
// ],
// "asks": [
// [9084.27, 0.2],
// [9085.69, 0],
// [9085.81, 0],
// ]
// }
// }
//
const symbol = this.safeString(subscription, 'symbol');
const messageHash = this.safeString(subscription, 'messageHash');
const id = this.safeString(message, 'id');
const lastTimestamp = this.safeInteger(subscription, 'lastTimestamp');
try {
const orderbook = this.orderbooks[symbol];
const data = this.safeValue(message, 'data');
const messages = orderbook.cache;
const firstMessage = this.safeValue(messages, 0, {});
const snapshot = this.parseOrderBook(data, symbol);
const tick = this.safeValue(firstMessage, 'tick');
const sequence = this.safeInteger(tick, 'prevSeqNum');
const nonce = this.safeInteger(data, 'seqNum');
snapshot['nonce'] = nonce;
const snapshotTimestamp = this.safeInteger(message, 'ts');
subscription['lastTimestamp'] = snapshotTimestamp;
const snapshotLimit = this.safeInteger(subscription, 'limit');
const snapshotOrderBook = this.orderBook(snapshot, snapshotLimit);
client.resolve(snapshotOrderBook, id);
if ((sequence === undefined) || (nonce < sequence)) {
const maxAttempts = this.handleOption('watchOrderBook', 'maxRetries', 3);
let numAttempts = this.safeInteger(subscription, 'numAttempts', 0);
// retry to synchronize if we have not reached maxAttempts yet
if (numAttempts < maxAttempts) {
// safety guard
if (messageHash in client.subscriptions) {
numAttempts = this.sum(numAttempts, 1);
const delayTime = this.sum(1000, lastTimestamp - snapshotTimestamp);
subscription['numAttempts'] = numAttempts;
client.subscriptions[messageHash] = subscription;
this.delay(delayTime, this.watchOrderBookSnapshot, client, message, subscription);
}
}
else {
// throw upon failing to synchronize in maxAttempts
throw new InvalidNonce(this.id + ' failed to synchronize WebSocket feed with the snapshot for symbol ' + symbol + ' in ' + maxAttempts.toString() + ' attempts');
}
}
else {
orderbook.reset(snapshot);
// unroll the accumulated deltas
for (let i = 0; i < messages.length; i++) {
this.handleOrderBookMessage(client, messages[i]);
}
orderbook.cache = [];
this.orderbooks[symbol] = orderbook;
client.resolve(orderbook, messageHash);
}
}
catch (e) {
delete client.subscriptions[messageHash];
delete this.orderbooks[symbol];
client.reject(e, messageHash);
}
}
async watchOrderBookSnapshot(client, message, subscription) {
const messageHash = this.safeString(subscription, 'messageHash');
const symbol = this.safeString(subscription, 'symbol');
const limit = this.safeInteger(subscription, 'limit');
const timestamp = this.safeInteger(message, 'ts');
const params = this.safeValue(subscription, 'params');
const attempts = this.safeInteger(subscription, 'numAttempts', 0);
const market = this.market(symbol);
const url = this.getUrlByMarketType(market['type'], market['linear'], false, true);
const requestId = this.requestId();
const request = {
'req': messageHash,
'id': requestId,
};
// this is a temporary subscription by a specific requestId
// it has a very short lifetime until the snapshot is received over ws
const snapshotSubscription = {
'id': requestId,
'messageHash': messageHash,
'symbol': symbol,
'limit': limit,
'params': params,
'numAttempts': attempts,
'lastTimestamp': timestamp,
'method': this.handleOrderBookSnapshot,
};
try {
const orderbook = await this.watch(url, requestId, request, requestId, snapshotSubscription);
return orderbook.limit();
}
catch (e) {
delete client.subscriptions[messageHash];
client.reject(e, messageHash);
}
return undefined;
}
handleDelta(bookside, delta) {
const price = this.safeFloat(delta, 0);
const amount = this.safeFloat(delta, 1);
bookside.store(price, amount);
}
handleDeltas(bookside, deltas) {
for (let i = 0; i < deltas.length; i++) {
this.handleDelta(bookside, deltas[i]);
}
}
handleOrderBookMessage(client, message) {
// spot markets
//
// {
// "ch": "market.btcusdt.mbp.150",
// "ts": 1583472025885,
// "tick": {
// "seqNum": 104998984994,
// "prevSeqNum": 104998984977,
// "bids": [
// [9058.27, 0],
// [9058.43, 0],
// [9058.99, 0],
// ],
// "asks": [
// [9084.27, 0.2],
// [9085.69, 0],
// [9085.81, 0],
// ]
// }
// }
//
// non-spot market update
//
// {
// "ch":"market.BTC220218.depth.size_150.high_freq",
// "tick":{
// "asks":[],
// "bids":[
// [43445.74,1],
// [43444.48,0 ],
// [40593.92,9]
// ],
// "ch":"market.BTC220218.depth.size_150.high_freq",
// "event":"update",
// "id":152727500274,
// "mrid":152727500274,
// "ts":1645023376098,
// "version":37536690
// },
// "ts":1645023376098
// }
// non-spot market snapshot
//
// {
// "ch":"market.BTC220218.depth.size_150.high_freq",
// "tick":{
// "asks":[
// [43445.74,1],
// [43444.48,0 ],
// [40593.92,9]
// ],
// "bids":[
// [43445.74,1],
// [43444.48,0 ],
// [40593.92,9]
// ],
// "ch":"market.BTC220218.depth.size_150.high_freq",
// "event":"snapshot",
// "id":152727500274,
// "mrid":152727500274,
// "ts":1645023376098,
// "version":37536690
// },
// "ts":1645023376098
// }
//
const ch = this.safeValue(message, 'ch');
const parts = ch.split('.');
const marketId = this.safeString(parts, 1);
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const orderbook = this.orderbooks[symbol];
const tick = this.safeValue(message, 'tick', {});
const seqNum = this.safeInteger(tick, 'seqNum');
const prevSeqNum = this.safeInteger(tick, 'prevSeqNum');
const event = this.safeString(tick, 'event');
const version = this.safeInteger(tick, 'version');
const timestamp = this.safeInteger(message, 'ts');
if (event === 'snapshot') {
const snapshot = this.parseOrderBook(tick, symbol, timestamp);
orderbook.reset(snapshot);
orderbook['nonce'] = version;
}
if ((prevSeqNum !== undefined) && prevSeqNum > orderbook['nonce']) {
const checksum = this.handleOption('watchOrderBook', 'checksum', true);
if (checksum) {
throw new ChecksumError(this.id + ' ' + this.orderbookChecksumMessage(symbol));
}
}
const spotConditon = market['spot'] && (prevSeqNum === orderbook['nonce']);
const nonSpotCondition = market['contract'] && (version - 1 === orderbook['nonce']);
if (spotConditon || nonSpotCondition) {
const asks = this.safeValue(tick, 'asks', []);
const bids = this.safeValue(tick, 'bids', []);
this.handleDeltas(orderbook['asks'], asks);
this.handleDeltas(orderbook['bids'], bids);
orderbook['nonce'] = spotConditon ? seqNum : version;
orderbook['timestamp'] = timestamp;
orderbook['datetime'] = this.iso8601(timestamp);
}
}
handleOrderBook(client, message) {
//
// deltas
//
// spot markets
//
// {
// "ch": "market.btcusdt.mbp.150",
// "ts": 1583472025885,
// "tick": {
// "seqNum": 104998984994,
// "prevSeqNum": 104998984977,
// "bids": [
// [9058.27, 0],
// [9058.43, 0],
// [9058.99, 0],
// ],
// "asks": [
// [9084.27, 0.2],
// [9085.69, 0],
// [9085.81, 0],
// ]
// }
// }
//
// non spot markets
//
// {
// "ch":"market.BTC220218.depth.size_150.high_freq",
// "tick":{
// "asks":[],
// "bids":[
// [43445.74,1],
// [43444.48,0 ],
// [40593.92,9]
// ],
// "ch":"market.BTC220218.depth.size_150.high_freq",
// "event":"update",
// "id":152727500274,
// "mrid":152727500274,
// "ts":1645023376098,
// "version":37536690
// },
// "ts":1645023376098
// }
//
const messageHash = this.safeString(message, 'ch');
const tick = this.safeDict(message, 'tick');
const event = this.safeString(tick, 'event');
const ch = this.safeString(message, 'ch');
const parts = ch.split('.');
const marketId = this.safeString(parts, 1);
const symbol = this.safeSymbol(marketId);
if (!(symbol in this.orderbooks)) {
const size = this.safeString(parts, 3);
const sizeParts = size.split('_');
const limit = this.safeInteger(sizeParts, 1);
this.orderbooks[symbol] = this.orderBook({}, limit);
}
const orderbook = this.orderbooks[symbol];
if ((event === undefined) && (orderbook['nonce'] === undefined)) {
orderbook.cache.push(message);
}
else {
this.handleOrderBookMessage(client, message);
client.resolve(orderbook, messageHash);
}
}
handleOrderBookSubscription(client, message, subscription) {
const symbol = this.safeString(subscription, 'symbol');
const market = this.market(symbol);
const limit = this.safeInteger(subscription, 'limit');
this.orderbooks[symbol] = this.orderBook({}, limit);
if (market['spot']) {
this.spawn(this.watchOrderBookSnapshot, client, message, subscription);
}
}
/**
* @method
* @name htx#watchMyTrades
* @description watches information on multiple trades made by the user
* @see https://www.htx.com/en-us/opend/newApiPages/?id=7ec53dd5-7773-11ed-9966-0242ac110003
* @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 watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
this.checkRequiredCredentials();
await this.loadMarkets();
let type = undefined;
let marketId = '*'; // wildcard
let market = undefined;
let messageHash = undefined;
let channel = undefined;
let trades = undefined;
let subType = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
symbol = market['symbol'];
type = market['type'];
subType = market['linear'] ? 'linear' : 'inverse';
marketId = market['lowercaseId'];
}
else {
type = this.safeString(this.options, 'defaultType', 'spot');
type = this.safeString(params, 'type', type);
subType = this.safeString2(this.options, 'subType', 'defaultSubType', 'linear');
subType = this.safeString(params, 'subType', subType);
params = this.omit(params, ['type', 'subType']);
}
if (type === 'spot') {
let mode = undefined;
if (mode === undefined) {
mode = this.safeString2(this.options, 'watchMyTrades', 'mode', '0');
mode = this.safeString(params, 'mode', mode);
params = this.omit(params, 'mode');
}
messageHash = 'trade.clearing' + '#' + marketId + '#' + mode;
channel = messageHash;
}
else {
const channelAndMessageHash = this.getOrderChannelAndMessageHash(type, subType, market, params);
channel = this.safeString(channelAndMessageHash, 0);
const orderMessageHash = this.safeString(channelAndMessageHash, 1);
// we will take advantage of the order messageHash because already handles stuff
// like symbol/margin/subtype/type variations
messageHash = orderMessageHash + ':' + 'trade';
}
trades = await this.subscribePrivate(channel, messageHash, type, subType, params);
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
}
getOrderChannelAndMessageHash(type, subType, market = undefined, params = {}) {
let messageHash = undefined;
let channel = undefined;
let orderType = this.safeString(this.options, 'orderType', 'orders'); // orders or matchOrders
orderType = this.safeString(params, 'orderType', orderType);
params = this.omit(params, 'orderType');
const marketCode = (market !== undefined) ? market['lowercaseId'].toLowerCase() : undefined;
const baseId = (market !== undefined) ? market['baseId'] : undefined;
const prefix = orderType;
messageHash = prefix;
if (subType === 'linear') {
// USDT Margined Contracts Example: LTC/USDT:USDT
const marginMode = this.safeString(params, 'margin', 'cross');
const marginPrefix = (marginMode === 'cross') ? prefix + '_cross' : prefix;
messageHash = marginPrefix;
if (marketCode !== undefined) {
messageHash += '.' + marketCode;
channel = messageHash;
}
else {
channel = marginPrefix + '.' + '*';
}
}
else if (type === 'future') {
// inverse futures Example: BCH/USD:BCH-220408
if (baseId !== undefined) {
channel = prefix + '.' + baseId.toLowerCase();
messageHash = channel;
}
else {
channel = prefix + '.' + '*';
}
}
else {
// inverse swaps: Example: BTC/USD:BTC
if (marketCode !== undefined) {
channel = prefix + '.' + marketCode;
messageHash = channel;
}
else {
channel = prefix + '.' + '*';
}
}
return [channel, messageHash];
}
/**
* @method
* @name htx#watchOrders
* @description watches information on multiple orders made by the user
* @see https://www.htx.com/en-us/opend/newApiPages/?id=7ec53c8f-7773-11ed-9966-0242ac110003
* @param {string} symbol unified market symbol of the market orders were made in
* @param {int} [since] the earliest time in ms to fetch orders for
* @param {int} [limit] the maximum number of order structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
let type = undefined;
let subType = undefined;
let market = undefined;
let suffix = '*'; // wildcard
if (symbol !== undefined) {
market = this.market(symbol);
symbol = market['symbol'];
type = market['type'];
suffix = market['lowercaseId'];
subType = market['linear'] ? 'linear' : 'inverse';
}
else {
type = this.safeString(this.options, 'defaultType', 'spot');
type = this.safeString(params, 'type', type);
subType = this.safeString2(this.options, 'subType', 'defaultSubType', 'linear');
subType = this.safeString(params, 'subType', subType);
params = this.omit(params, ['type', 'subType']);
}
let messageHash = undefined;
let channel = undefined;
if (type === 'spot') {
messageHash = 'orders' + '#' + suffix;
channel = messageHash;
}
else {
const channelAndMessageHash = this.getOrderChannelAndMessageHash(type, subType, market, params);
channel = this.safeString(channelAndMessageHash, 0);
messageHash = this.safeString(channelAndMessageHash, 1);
}
const orders = await this.subscribePrivate(channel, messageHash, type, subType, params);
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySinceLimit(orders, since, limit, 'timestamp', true);
}
handleOrder(client, message) {
//
// spot
//
// for new order creation
//
// {
// "action":"push",
// "ch":"orders#btcusdt", // or "orders#*" for global subscriptions
// "data": {
// "orderStatus": "submitted",
// "eventType": "creation",
// "totalTradeAmount": 0 // for "submitted" order status
// "orderCreateTime": 1645116048355, // only when `submitted` status
// "orderSource": "spot-web",
// "accountId": 44234548,
// "orderPrice": "100",
// "orderSize": "0.05",
// "symbol": "ethusdt",
// "type": "buy-limit",
// "orderId": "478861479986886",
// "clientOrderId": '',
// }
// }
//
// for filled order, additional fields are present:
//
// "orderStatus": "filled",
// "eventType": "trade",
// "totalTradeAmount": "5.9892649859",
// "tradePrice": "0.676669",
// "tradeVolume": "8.8511",
// "tradeTime": 1760427775894,
// "aggressor": false,
// "execAmt": "8.8511",
// "tradeId": 100599712781,
// "remainAmt": "0",
//
// spot wrapped trade
//
// {
// "action": "push",
// "ch": "orders#ltcusdt",
// "data": {
// "tradePrice": "130.01",
// "tradeVolume": "0.0385",
// "tradeTime": 1648714741525,
// "aggressor": true,
// "execAmt": "0.0385",
// "orderSource": "spot-web",
// "orderSize": "0.0385",
// "remainAmt": "0",
// "tradeId": 101541578884,
// "symbol": "ltcusdt",
// "type": "sell-market",
// "eventType": "trade",
// "clientOrderId": '',
// "orderStatus": "filled",
// "orderId": 509835753860328
// }
// }
//
// non spot order
//
// {
// "contract_type": "swap",
// "pair": "LTC-USDT",
// "business_type": "swap",
// "op": "notify",
// "topic": "orders_cross.ltc-usdt",
// "ts": 1650354508696,
// "symbol": "LTC",
// "contract_code": "LTC-USDT",
// "volume": 1,
// "price": 110.34,
// "order_price_type": "lightning",
// "direction": "sell",
// "offset": "close",
// "status": 6,
// "lever_rate": 1,
// "order_id": "966002354015051776",
// "order_id_str": "966002354015051776",
// "client_order_id": null,
// "order_source": "web",
// "order_type": 1,
// "created_at": 1650354508649,
// "trade_volume": 1,
// "trade_turnover": 11.072,
// "fee": -0.005536,
// "trade_avg_price": 110.72,
// "margin_frozen": 0,
// "profit": -0.045,
// "trade": [
// {
// "trade_fee": -0.005536,
// "fee_asset": "USDT",
// "real_profit": 0.473,
// "profit": -0.045,
// "trade_id": 86678766507,
// "id": "86678766507-966002354015051776-1",
// "trade_volume": 1,
// "trade_price": 110.72,
// "trade_turnover": 11.072,
// "created_at": 1650354508656,
// "role": "taker"
// }
// ],
// "canceled_at": 0,
// "fee_asset": "USDT",
// "margin_asset": "USDT",
// "uid": "359305390",
// "liquidation_type": "0",
// "margin_mode": "cross",
// "margin_account": "USDT",
// "is_tpsl": 0,
// "real_profit": 0.473,
// "trade_partition": "USDT",
// "reduce_only": 1
// }
//
//
const messageHash = this.safeString2(message, 'ch', 'topic');
const data = this.safeValue(message, 'data');
let marketId = this.safeString(message, 'contract_code');
if (marketId === undefined) {
marketId = this.safeString(data, 'symbol');
}
const market = this.safeMarket(marketId);
let parsedOrder = undefined;
if (data !== undefined) {
// spot updates
const eventType = this.safeString(data, 'eventType');
if (eventType === 'trade') {
// when a spot order is filled we get an update message
// with the trade info
const parsedTrade = this.parseOrderTrade(data, market);
// inject trade in existing order by faking an order object
const orderId = this.safeString(parsedTrade, 'order');
const trades = [parsedTrade];
const status = this.parseOrderStatus(this.safeString2(data, 'orderStatus', 'status', 'closed'));
const filled = this.safeString(data, 'execAmt');
const remaining = this.safeString(data, 'remainAmt');
const order = {
'id': orderId,
'trades': trades,
'status': status,
'symbol': market['symbol'],
'filled': this.parseNumber(filled),
'remaining': this.parseNumber(remaining),
'price': this.safeNumber(data, 'orderPrice'),
'amount': this.safeNumber(data, 'orderSize'),
'info': data,
};
parsedOrder = order;
}
else {
parsedOrder = this.parseWsOrder(data, market);
}
}
else {
// contract branch
parsedOrder = this.parseWsOrder(message, market);
const rawTrades = this.safeValue(message, 'trade', []);
const tradesLength = rawTrades.length;
if (tradesLength > 0) {
const tradesObject = {
'trades': rawTrades,
'ch': messageHash,
'symbol': marketId,
};
// inject order params in every trade
const extendTradeParams = {
'order': this.safeString(parsedOrder, 'id'),
'type': this.safeString(parsedOrder, 'type'),
'side': this.safeString(parsedOrder, 'side'),
};
// trades arrive inside an order update
// we're forwarding them to handleMyTrade
// so they can be properly resolved
this.handleMyTrade(client, tradesObject, extendTradeParams);
}
}
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
this.orders = new ArrayCacheBySymbolById(limit);
}
const cachedOrders = this.orders;
cachedOrders.append(parsedOrder);
client.resolve(this.orders, messageHash);
// when we make a global subscription (for contracts only) our message hash can't have a symbol/currency attached
// so we're removing it here
let genericMessageHash = messageHash.replace('.' + market['lowercaseId'], '');
const lowerCaseBaseId = this.safeStringLower(market, 'baseId');
genericMessageHash = genericMessageHash.replace('.' + lowerCaseBaseId, '');
client.resolve(this.orders, genericMessageHash);
}
parseWsOrder(order, market = undefined) {
//
// spot
//
// {
// "orderSource": "spot-web",
// "orderCreateTime": 1645116048355, // creating only
// "accountId": 44234548,
// "orderPrice": "100",
// "orderSize": "0.05",
// "orderValue": "3.71676361", // market-buy only
// "symbol": "ethusdt",
// "type": "buy-limit",
// "orderId": "478861479986886",
// "eventType": "creation",
// "clientOrderId": '',
// "orderStatus": "submitted"
// "lastActTime":1645118621810 // except creating
// "execAmt":"0"
// }
//
// swap order
//
// {
// "contract_type": "swap",
// "pair": "LTC-USDT",
// "business_type": "swap",
// "op": "notify",
// "topic": "orders_cross.ltc-usdt",
// "ts": 1648717911384,
// "symbol": "LTC",
// "contract_code": "LTC-USDT",
// "volume": 1,
// "price": 129.13,
// "order_price_type": "lightning",
// "direction": "sell",
// "offset": "close",
// "status": 6,
// "lever_rate": 5,
// "order_id": "959137967397068800",
// "order_id_str": "959137967397068800",
// "client_order_id": null,
// "order_source": "web",
// "order_type": 1,
// "created_at": 1648717911344,
// "trade_volume": 1,
// "trade_turnover": 12.952,
// "fee": -0.006476,
// "trade_avg_price": 129.52,
// "margin_frozen": 0,
// "profit": -0.005,
// "trade": [
// {
// "trade_fee": -0.006476,
// "fee_asset": "USDT",
// "real_profit": -0.005,
// "profit": -0.005,
// "trade_id": 83619995370,
// "id": "83619995370-959137967397068800-1",
// "trade_volume": 1,
// "trade_price": 129.52,
// "trade_turnover": 12.952,
// "created_at": 1648717911352,
// "role": "taker"
// }
// ],
// "canceled_at": 0,
// "fee_asset": "USDT",
// "margin_asset": "USDT",
// "uid": "359305390",
// "liquidation_type": "0",
// "margin_mode": "cross",
// "margin_account": "USDT",
// "is_tpsl": 0,
// "real_profit": -0.005,
// "trade_partition": "USDT",
// "reduce_only": 1
// }
//
// {
// "op":"notify",
// "topic":"orders.ada",
// "ts":1604388667226,
// "symbol":"ADA",
// "contract_type":"quarter",
// "contract_code":"ADA201225",
// "volume":1,
// "price":0.0905,
// "order_price_type":"post_only",
// "direction":"sell",
// "offset":"open",
// "status":6,
// "lever_rate":20,
// "order_id":773207641127878656,
// "order_id_str":"773207641127878656",
// "client_order_id":null,
// "order_source":"web",
// "order_type":1,
// "created_at":1604388667146,
// "trade_volume":1,
// "trade_turnover":10,
// "fee":-0.022099447513812154,
// "trade_avg_price":0.0905,
// "margin_frozen":0,
// "profit":0,
// "trade":[],
// "canceled_at":0,
// "fee_asset":"ADA",
// "uid":"123456789",
// "liquidation_type":"0",
// "is_tpsl": 0,
// "real_profit": 0
// }
//
const lastTradeTimestamp = this.safeInteger2(order, 'lastActTime', 'ts');
const created = this.safeInteger(order, 'orderCreateTime');
const marketId = this.safeString2(order, 'contract_code', 'symbol');
market = this.safeMarket(marketId, market);
const symbol = this.safeSymbol(marketId, market);
const amount = this.safeString2(order, 'orderSize', 'volume');
const status = this.parseOrderStatus(this.safeString2(order, 'orderStatus', 'status'));
const id = this.safeString2(order, 'orderId', 'order_id');
const clientOrderId = this.safeString2(order, 'clientOrderId', 'client_order_id');
const price = this.safeString2(order, 'orderPrice', 'price');
const filled = this.safeString(order, 'execAmt');
const typeSide = this.safeString(order, 'type');
const feeCost = this.safeString(order, 'fee');
let fee = undefined;
if (feeCost !== undefined) {
const feeCurrencyId = this.safeString(order, 'fee_asset');
fee = {
'cost': feeCost,
'currency': this.safeCurrencyCode(feeCurrencyId),
};
}
const avgPrice = this.safeString(order, 'trade_avg_price');
const rawTrades = this.safeValue(order, 'trade');
let typeSideParts = [];
if (typeSide !== undefined) {
typeSideParts = typeSide.split('-');
}
let type = this.safeStringLower(typeSideParts, 1);
if (type === undefined) {
type = this.safeString(order, 'order_price_type');
}
let side = this.safeStringLower(typeSideParts, 0);
if (side === undefined) {
side = this.safeString(order, 'direction');
}
const cost = this.safeString(order, 'orderValue');
return this.safeOrder({
'info': order,
'id': id,
'clientOrderId': clientOrderId,
'timestamp': created,
'datetime': this.iso8601(created),
'lastTradeTimestamp': lastTradeTimestamp,
'status': status,
'symbol': symbol,
'type': type,
'timeInForce': undefined,
'postOnly': undefined,
'side': side,
'price': price,
'amount': amount,
'filled': filled,
'remaining': undefined,
'cost': cost,
'fee': fee,
'average': avgPrice,
'trades': rawTrades,
}, market);
}
parseOrderTrade(trade, market = undefined) {
// spot private wrapped trade
//
// {
// "tradePrice": "130.01",
// "tradeVolume": "0.0385",
// "tradeTime": 1648714741525,
// "aggressor": true,
// "execAmt": "0.0385",
// "orderSource": "spot-web",
// "orderSize": "0.0385",
// "remainAmt": "0",
// "tradeId": 101541578884,
// "symbol": "ltcusdt",
// "type": "sell-market",
// "eventType": "trade",
// "clientOrderId": '',
// "orderStatus": "filled",
// "orderId": 509835753860328
// }
//
market = this.safeMarket(undefined, market);
const symbol = market['symbol'];
const tradeId = this.safeString(trade, 'tradeId');
const price = this.safeString(trade, 'tradePrice');
const amount = this.safeString(trade, 'tradeVolume');
const order = this.safeString(trade, 'orderId');
const timestamp = this.safeInteger(trade, 'tradeTime');
let type = this.safeString(trade, 'type');
let side = undefined;
if (type !== undefined) {
const typeParts = type.split('-');
side = typeParts[0];
type = typeParts[1];
}
const aggressor = this.safeValue(trade, 'aggressor');
let takerOrMaker = undefined;
if (aggressor !== undefined) {
takerOrMaker = aggressor ? 'taker' : 'maker';
}
return this.safeTrade({
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': symbol,
'id': tradeId,
'order': order,
'type': type,
'takerOrMaker': takerOrMaker,
'side': side,
'price': price,
'amount': amount,
'cost': undefined,
'fee': undefined,
}, market);
}
/**
* @method
* @name htx#watchPositions
* @see https://www.huobi.com/en-in/opend/newApiPages/?id=8cb7de1c-77b5-11ed-9966-0242ac110003
* @see https://www.huobi.com/en-in/opend/newApiPages/?id=8cb7df0f-77b5-11ed-9966-0242ac110003
* @see https://www.huobi.com/en-in/opend/newApiPages/?id=28c34a7d-77ae-11ed-9966-0242ac110003
* @see https://www.huobi.com/en-in/opend/newApiPages/?id=5d5156b5-77b6-11ed-9966-0242ac110003
* @description watch all open positions. Note: huobi has one channel for each marginMode and type
* @param {string[]|undefined} symbols list of unified market symbols
* @param since
* @param limit
* @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();
let market = undefined;
let messageHash = '';
if (!this.isEmpty(symbols)) {
market = this.getMarketFromSymbols(symbols);
messageHash = '::' + symbols.join(',');
}
let type = undefined;
let subType = undefined;
if (market !== undefined) {
type = market['type'];
subType = market['linear'] ? 'linear' : 'inverse';
}
else {
[type, params] = this.handleMarketTypeAndParams('watchPositions', market, params);
if (type === 'spot') {
type = 'future';
}
[subType, params] = this.handleOptionAndParams(params, 'watchPositions', 'subType', subType);
}
symbols = this.marketSymbols(symbols);
let marginMode = undefined;
[marginMode, params] = this.handleMarginModeAndParams('watchPositions', params, 'cross');
const isLinear = (subType === 'linear');
const url = this.getUrlByMarketType(type, isLinear, true);
messageHash = marginMode + ':positions' + messageHash;
const channel = (marginMode === 'cross') ? 'positions_cross.*' : 'positions.*';
const newPositions = await this.subscribePrivate(channel, messageHash, type, subType, params);
if (this.newUpdates) {
return newPositions;
}
return this.filterBySymbolsSinceLimit(this.positions[url][marginMode], symbols, since, limit, false);
}
handlePositions(client, message) {
//
// {
// op: 'notify',
// topic: 'positions_cross',
// ts: 1696767149650,
// event: 'snapshot',
// data: [
// {
// contract_type: 'swap',
// pair: 'BTC-USDT',
// business_type: 'swap',
// liquidation_price: null,
// symbol: 'BTC',
// contract_code: 'BTC-USDT',
// volume: 1,
// available: 1,
// frozen: 0,
// cost_open: 27802.2,
// cost_hold: 27802.2,
// profit_unreal: 0.0175,
// profit_rate: 0.000629446590557581,
// profit: 0.0175,
// margin_asset: 'USDT',
// position_margin: 27.8197,
// lever_rate: 1,
// direction: 'buy',
// last_price: 27819.7,
// margin_mode: 'cross',
// margin_account: 'USDT',
// trade_partition: 'USDT',
// position_mode: 'dual_side'
// },
// ]
// }
//
const url = client.url;
const topic = this.safeString(message, 'topic', '');
const marginMode = (topic === 'positions_cross') ? 'cross' : 'isolated';
if (this.positions === undefined) {
this.positions = {};
}
const clientPositions = this.safeValue(this.positions, url);
if (clientPositions === undefined) {
this.positions[url] = {};
}
const clientMarginModePositions = this.safeValue(clientPositions, marginMode);
if (clientMarginModePositions === undefined) {
this.positions[url][marginMode] = new ArrayCacheBySymbolBySide();
}
const cache = this.positions[url][marginMode];
const rawPositions = this.safeValue(message, 'data', []);
const newPositions = [];
const timestamp = this.safeInteger(message, 'ts');
for (let i = 0; i < rawPositions.length; i++) {
const rawPosition = rawPositions[i];
const position = this.parsePosition(rawPosition);
position['timestamp'] = timestamp;
position['datetime'] = this.iso8601(timestamp);
newPositions.push(position);
cache.append(position);
}
const messageHashes = this.findMessageHashes(client, marginMode + ':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, marginMode + ':positions');
}
/**
* @method
* @name htx#watchBalance
* @description watch balance and get the amount of funds available for trading or funds locked in orders
* @see https://www.htx.com/en-us/opend/newApiPages/?id=7ec52e28-7773-11ed-9966-0242ac110003
* @see https://www.htx.com/en-us/opend/newApiPages/?id=10000084-77b7-11ed-9966-0242ac110003
* @see https://www.htx.com/en-us/opend/newApiPages/?id=8cb7dcca-77b5-11ed-9966-0242ac110003
* @see https://www.htx.com/en-us/opend/newApiPages/?id=28c34995-77ae-11ed-9966-0242ac110003
* @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 = {}) {
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchBalance', undefined, params);
let subType = undefined;
[subType, params] = this.handleSubTypeAndParams('watchBalance', undefined, params, 'linear');
const isUnifiedAccount = this.safeValue2(params, 'isUnifiedAccount', 'unified', false);
params = this.omit(params, ['isUnifiedAccount', 'unified']);
await this.loadMarkets();
let messageHash = undefined;
let channel = undefined;
let marginMode = undefined;
if (type === 'spot') {
let mode = this.safeString2(this.options, 'watchBalance', 'mode', '2');
mode = this.safeString(params, 'mode', mode);
messageHash = 'accounts.update' + '#' + mode;
channel = messageHash;
}
else {
const symbol = this.safeString(params, 'symbol');
const currency = this.safeString(params, 'currency');
const market = (symbol !== undefined) ? this.market(symbol) : undefined;
const currencyCode = (currency !== undefined) ? this.currency(currency) : undefined;
marginMode = this.safeString(params, 'margin', 'cross');
params = this.omit(params, ['currency', 'symbol', 'margin']);
let prefix = 'accounts';
messageHash = prefix;
if (subType === 'linear') {
if (isUnifiedAccount) {
// usdt contracts account
prefix = 'accounts_unify';
messageHash = prefix;
channel = prefix + '.' + 'usdt';
}
else {
// usdt contracts account
prefix = (marginMode === 'cross') ? prefix + '_cross' : prefix;
messageHash = prefix;
if (marginMode === 'isolated') {
// isolated margin only allows filtering by symbol3
if (symbol !== undefined) {
messageHash += '.' + market['id'];
channel = messageHash;
}
else {
// subscribe to all
channel = prefix + '.' + '*';
}
}
else {
// cross margin
if (currencyCode !== undefined) {
channel = prefix + '.' + currencyCode['id'];
messageHash = channel;
}
else {
// subscribe to all
channel = prefix + '.' + '*';
}
}
}
}
else if (type === 'future') {
// inverse futures account
if (currencyCode !== undefined) {
messageHash += '.' + currencyCode['id'];
channel = messageHash;
}
else {
// subscribe to all
channel = prefix + '.' + '*';
}
}
else {
// inverse swaps account
if (market !== undefined) {
messageHash += '.' + market['id'];
channel = messageHash;
}
else {
// subscribe to all
channel = prefix + '.' + '*';
}
}
}
const subscriptionParams = {
'type': type,
'subType': subType,
'margin': marginMode,
};
// we are differentiating the channel from the messageHash for global subscriptions (*)
// because huobi returns a different topic than the topic sent. Example: we send
// "accounts.*" and "accounts" is returned so we're setting channel = "accounts.*" and
// messageHash = "accounts" allowing handleBalance to freely resolve the topic in the message
return await this.subscribePrivate(channel, messageHash, type, subType, params, subscriptionParams);
}
handleBalance(client, message) {
// spot
//
// {
// "action": "push",
// "ch": "accounts.update#0",
// "data": {
// "currency": "btc",
// "accountId": 123456,
// "balance": "23.111",
// "available": "2028.699426619837209087",
// "changeType": "transfer",
// "accountType":"trade",
// "seqNum": "86872993928",
// "changeTime": 1568601800000
// }
// }
//
// inverse future
//
// {
// "op":"notify",
// "topic":"accounts.ada",
// "ts":1604388667226,
// "event":"order.match",
// "data":[
// {
// "symbol":"ADA",
// "margin_balance":446.417641681222726716,
// "margin_static":445.554085945257745136,
// "margin_position":11.049723756906077348,
// "margin_frozen":0,
// "margin_available":435.367917924316649368,
// "profit_real":21.627049781983019459,
// "profit_unreal":0.86355573596498158,
// "risk_rate":40.000796572150656768,
// "liquidation_price":0.018674308027108984,
// "withdraw_available":423.927036163274725677,
// "lever_rate":20,
// "adjust_factor":0.4
// }
// ],
// "uid":"123456789"
// }
//
// usdt / linear future, swap
//
// {
// "op":"notify",
// "topic":"accounts.btc-usdt", // or "accounts" for global subscriptions
// "ts":1603711370689,
// "event":"order.open",
// "data":[
// {
// "margin_mode":"cross",
// "margin_account":"USDT",
// "margin_asset":"USDT",
// "margin_balance":30.959342395,
// "margin_static":30.959342395,
// "margin_position":0,
// "margin_frozen":10,
// "profit_real":0,
// "profit_unreal":0,
// "withdraw_available":20.959342395,
// "risk_rate":153.796711975,
// "position_mode":"dual_side",
// "contract_detail":[
// {
// "symbol":"LTC",
// "contract_code":"LTC-USDT",
// "margin_position":0,
// "margin_frozen":0,
// "margin_available":20.959342395,
// "profit_unreal":0,
// "liquidation_price":null,
// "lever_rate":1,
// "adjust_factor":0.01,
// "contract_type":"swap",
// "pair":"LTC-USDT",
// "business_type":"swap",
// "trade_partition":"USDT"
// },
// ],
// "futures_contract_detail":[],
// }
// ]
// }
//
// inverse future
//
// {
// "op":"notify",
// "topic":"accounts.ada",
// "ts":1604388667226,
// "event":"order.match",
// "data":[
// {
// "symbol":"ADA",
// "margin_balance":446.417641681222726716,
// "margin_static":445.554085945257745136,
// "margin_position":11.049723756906077348,
// "margin_frozen":0,
// "margin_available":435.367917924316649368,
// "profit_real":21.627049781983019459,
// "profit_unreal":0.86355573596498158,
// "risk_rate":40.000796572150656768,
// "liquidation_price":0.018674308027108984,
// "withdraw_available":423.927036163274725677,
// "lever_rate":20,
// "adjust_factor":0.4
// }
// ],
// "uid":"123456789"
// }
//
const channel = this.safeString(message, 'ch');
const data = this.safeValue(message, 'data', []);
const timestamp = this.safeInteger(data, 'changeTime', this.safeInteger(message, 'ts'));
this.balance['timestamp'] = timestamp;
this.balance['datetime'] = this.iso8601(timestamp);
this.balance['info'] = data;
if (channel !== undefined) {
// spot balance
const currencyId = this.safeString(data, 'currency');
const code = this.safeCurrencyCode(currencyId);
const account = this.account();
account['free'] = this.safeString(data, 'available');
account['total'] = this.safeString(data, 'balance');
this.balance[code] = account;
this.balance = this.safeBalance(this.balance);
client.resolve(this.balance, channel);
}
else {
// contract balance
const dataLength = data.length;
if (dataLength === 0) {
return;
}
const first = this.safeValue(data, 0, {});
const topic = this.safeString(message, 'topic');
const splitTopic = topic.split('.');
let messageHash = this.safeString(splitTopic, 0);
let subscription = this.safeValue2(client.subscriptions, messageHash, messageHash + '.*');
if (subscription === undefined) {
// if subscription not found means that we subscribed to a specific currency/symbol
// and we use the first data entry to find it
// Example: topic = 'accounts'
// client.subscription hash = 'accounts.usdt'
// we do 'accounts' + '.' + data[0]]['margin_asset'] to get it
const currencyId = this.safeString2(first, 'margin_asset', 'symbol');
messageHash += '.' + currencyId.toLowerCase();
subscription = this.safeValue(client.subscriptions, messageHash);
}
const type = this.safeString(subscription, 'type');
const subType = this.safeString(subscription, 'subType');
if (topic === 'accounts_unify') {
// {
// "margin_asset": "USDT",
// "margin_static": 10,
// "cross_margin_static": 10,
// "margin_balance": 10,
// "cross_profit_unreal": 0,
// "margin_frozen": 0,
// "withdraw_available": 10,
// "cross_risk_rate": null,
// "cross_swap": [],
// "cross_future": [],
// "isolated_swap": []
// }
const marginAsset = this.safeString(first, 'margin_asset');
const code = this.safeCurrencyCode(marginAsset);
const marginFrozen = this.safeString(first, 'margin_frozen');
const unifiedAccount = this.account();
unifiedAccount['free'] = this.safeString(first, 'withdraw_available');
unifiedAccount['used'] = marginFrozen;
this.balance[code] = unifiedAccount;
this.balance = this.safeBalance(this.balance);
client.resolve(this.balance, 'accounts_unify');
}
else if (subType === 'linear') {
const margin = this.safeString(subscription, 'margin');
if (margin === 'cross') {
const fieldName = (type === 'future') ? 'futures_contract_detail' : 'contract_detail';
const balances = this.safeValue(first, fieldName, []);
const balancesLength = balances.length;
if (balancesLength > 0) {
for (let i = 0; i < balances.length; i++) {
const balance = balances[i];
const marketId = this.safeString2(balance, 'contract_code', 'margin_account');
const market = this.safeMarket(marketId);
const currencyId = this.safeString(balance, 'margin_asset');
const currency = this.safeCurrency(currencyId);
const code = this.safeString(market, 'settle', currency['code']);
// the exchange outputs positions for delisted markets
// https://www.huobi.com/support/en-us/detail/74882968522337
// we skip it if the market was delisted
if (code !== undefined) {
const account = this.account();
account['free'] = this.safeString2(balance, 'margin_balance', 'margin_available');
account['used'] = this.safeString(balance, 'margin_frozen');
const accountsByCode = {};
accountsByCode[code] = account;
const symbol = market['symbol'];
this.balance[symbol] = this.safeBalance(accountsByCode);
}
}
}
}
else {
// isolated margin
for (let i = 0; i < data.length; i++) {
const isolatedBalance = data[i];
const account = this.account();
account['free'] = this.safeString(isolatedBalance, 'margin_balance', 'margin_available');
account['used'] = this.safeString(isolatedBalance, 'margin_frozen');
const currencyId = this.safeString2(isolatedBalance, 'margin_asset', 'symbol');
const code = this.safeCurrencyCode(currencyId);
this.balance[code] = account;
this.balance = this.safeBalance(this.balance);
}
}
}
else {
// inverse branch
for (let i = 0; i < data.length; i++) {
const balance = data[i];
const currencyId = this.safeString(balance, 'symbol');
const code = this.safeCurrencyCode(currencyId);
const account = this.account();
account['free'] = this.safeString(balance, 'margin_available');
account['used'] = this.safeString(balance, 'margin_frozen');
this.balance[code] = account;
this.balance = this.safeBalance(this.balance);
}
}
client.resolve(this.balance, messageHash);
}
}
handleSubscriptionStatus(client, message) {
//
// {
// "id": 1583414227,
// "status": "ok",
// "subbed": "market.btcusdt.mbp.150",
// "ts": 1583414229143
// }
//
// unsubscribe
// {
// "id": "2",
// "status": "ok",
// "unsubbed": "market.BTC-USDT-251003.detail",
// "ts": 1759329276980
// }
//
const id = this.safeString(message, 'id');
const subscriptionsById = this.indexBy(client.subscriptions, 'id');
const subscription = this.safeDict(subscriptionsById, id);
if (subscription !== undefined) {
const method = this.safeValue(subscription, 'method');
if (method !== undefined) {
method.call(this, client, message, subscription);
// return; commented out to clean up
}
// clean up
if (id in client.subscriptions) {
delete client.subscriptions[id];
}
}
if ('unsubbed' in message) {
this.handleUnSubscription(client, subscription);
}
}
handleUnSubscription(client, subscription) {
const messageHashes = this.safeList(subscription, 'messageHashes', []);
const subMessageHashes = this.safeList(subscription, 'subMessageHashes', []);
for (let i = 0; i < messageHashes.length; i++) {
const unsubHash = messageHashes[i];
const subHash = subMessageHashes[i];
this.cleanUnsubscription(client, subHash, unsubHash);
}
this.cleanCache(subscription);
}
handleSystemStatus(client, message) {
//
// todo: answer the question whether handleSystemStatus should be renamed
// and unified as handleStatus for any usage pattern that
// involves system status and maintenance updates
//
// {
// "id": "1578090234088", // connectId
// "type": "welcome",
// }
//
return message;
}
handleSubject(client, message) {
// spot
// {
// "ch": "market.btcusdt.mbp.150",
// "ts": 1583472025885,
// "tick": {
// "seqNum": 104998984994,
// "prevSeqNum": 104998984977,
// "bids": [
// [9058.27, 0],
// [9058.43, 0],
// [9058.99, 0],
// ],
// "asks": [
// [9084.27, 0.2],
// [9085.69, 0],
// [9085.81, 0],
// ]
// }
// }
// non spot
//
// {
// "ch":"market.BTC220218.depth.size_150.high_freq",
// "tick":{
// "asks":[],
// "bids":[
// [43445.74,1],
// [43444.48,0 ],
// [40593.92,9]
// ],
// "ch":"market.BTC220218.depth.size_150.high_freq",
// "event":"update",
// "id":152727500274,
// "mrid":152727500274,
// "ts":1645023376098,
// "version":37536690
// },
// "ts":1645023376098
// }
//
// spot private trade
//
// {
// "action":"push",
// "ch":"trade.clearing#ltcusdt#1",
// "data":{
// "eventType":"trade",
// "symbol":"ltcusdt",
// // ...
// },
// }
//
// spot order
//
// {
// "action":"push",
// "ch":"orders#btcusdt",
// "data": {
// "orderSide":"buy",
// "lastActTime":1583853365586,
// "clientOrderId":"abc123",
// "orderStatus":"rejected",
// "symbol":"btcusdt",
// "eventType":"trigger",
// "errCode": 2002,
// "errMessage":"invalid.client.order.id (NT)"
// }
// }
//
// contract order
//
// {
// "op":"notify",
// "topic":"orders.ada",
// "ts":1604388667226,
// // ?
// }
//
const ch = this.safeValue(message, 'ch', '');
const parts = ch.split('.');
const type = this.safeString(parts, 0);
if (type === 'market') {
const methodName = this.safeString(parts, 2);
const methods = {
'depth': this.handleOrderBook,
'mbp': this.handleOrderBook,
'detail': this.handleTicker,
'bbo': this.handleTicker,
'ticker': this.handleTicker,
'trade': this.handleTrades,
'kline': this.handleOHLCV,
};
const method = this.safeValue(methods, methodName);
if (method !== undefined) {
method.call(this, client, message);
return;
}
}
// private spot subjects
const privateParts = ch.split('#');
const privateType = this.safeString(privateParts, 0, '');
if (privateType === 'trade.clearing') {
this.handleMyTrade(client, message);
return;
}
if (privateType.indexOf('accounts.update') >= 0) {
this.handleBalance(client, message);
return;
}
if (privateType === 'orders') {
this.handleOrder(client, message);
return;
}
// private contract subjects
const op = this.safeString(message, 'op');
if (op === 'notify') {
const topic = this.safeString(message, 'topic', '');
if (topic.indexOf('orders') >= 0) {
this.handleOrder(client, message);
}
if (topic.indexOf('account') >= 0) {
this.handleBalance(client, message);
}
if (topic.indexOf('positions') >= 0) {
this.handlePositions(client, message);
}
}
}
async pong(client, message) {
//
// { ping: 1583491673714 }
// { action: "ping", data: { ts: 1645108204665 } }
// { op: "ping", ts: "1645202800015" }
//
try {
const ping = this.safeInteger(message, 'ping');
if (ping !== undefined) {
await client.send({ 'pong': ping });
return;
}
const action = this.safeString(message, 'action');
if (action === 'ping') {
const data = this.safeValue(message, 'data');
const pingTs = this.safeInteger(data, 'ts');
await client.send({ 'action': 'pong', 'data': { 'ts': pingTs } });
return;
}
const op = this.safeString(message, 'op');
if (op === 'ping') {
const pingTs = this.safeInteger(message, 'ts');
await client.send({ 'op': 'pong', 'ts': pingTs });
}
}
catch (e) {
const error = new NetworkError(this.id + ' pong failed ' + this.json(e));
client.reset(error);
}
}
handlePing(client, message) {
this.spawn(this.pong, client, message);
}
handleAuthenticate(client, message) {
//
// spot
//
// {
// "action": "req",
// "code": 200,
// "ch": "auth",
// "data": {}
// }
//
// non spot
//
// {
// "op": "auth",
// "type": "api",
// "err-code": 0,
// "ts": 1645200307319,
// "data": { "user-id": "35930539" }
// }
//
const promise = client.futures['auth'];
promise.resolve(message);
}
handleErrorMessage(client, message) {
//
// {
// "action": "sub",
// "code": 2002,
// "ch": "accounts.update#2",
// "message": "invalid.auth.state"
// }
//
// {
// "ts": 1586323747018,
// "status": "error",
// 'err-code': "bad-request",
// 'err-msg': "invalid mbp.150.symbol linkusdt",
// "id": "2"
// }
//
// {
// "op": "sub",
// "cid": "1",
// "topic": "accounts_unify.USDT",
// "err-code": 4007,
// 'err-msg': "Non - single account user is not available, please check through the cross and isolated account asset interface",
// "ts": 1698419490189
// }
// {
// "action":"req",
// "code":2002,
// "ch":"auth",
// "message":"auth.fail"
// }
//
const status = this.safeString(message, 'status');
if (status === 'error') {
const id = this.safeString(message, 'id');
const subscriptionsById = this.indexBy(client.subscriptions, 'id');
const subscription = this.safeValue(subscriptionsById, id);
if (subscription !== undefined) {
const errorCode = this.safeString(message, 'err-code');
try {
this.throwExactlyMatchedException(this.exceptions['ws']['exact'], errorCode, this.json(message));
throw new ExchangeError(this.json(message));
}
catch (e) {
const messageHash = this.safeString(subscription, 'messageHash');
client.reject(e, messageHash);
client.reject(e, id);
if (id in client.subscriptions) {
delete client.subscriptions[id];
}
}
}
return false;
}
const code = this.safeString2(message, 'code', 'err-code');
if (code !== undefined && ((code !== '200') && (code !== '0'))) {
const feedback = this.id + ' ' + this.json(message);
try {
this.throwExactlyMatchedException(this.exceptions['ws']['exact'], code, feedback);
throw new ExchangeError(feedback);
}
catch (e) {
if (e instanceof AuthenticationError) {
client.reject(e, 'auth');
const method = 'auth';
if (method in client.subscriptions) {
delete client.subscriptions[method];
}
return false;
}
else {
client.reject(e);
}
}
}
return true;
}
handleMessage(client, message) {
if (this.handleErrorMessage(client, message)) {
//
// {"id":1583414227,"status":"ok","subbed":"market.btcusdt.mbp.150","ts":1583414229143}
//
// first ping format
//
// {"ping": 1645106821667 }
//
// second ping format
//
// {"action":"ping","data":{"ts":1645106821667}}
//
// third pong format
//
//
// auth spot
//
// {
// "action": "req",
// "code": 200,
// "ch": "auth",
// "data": {}
// }
//
// auth non spot
//
// {
// "op": "auth",
// "type": "api",
// "err-code": 0,
// "ts": 1645200307319,
// "data": { "user-id": "35930539" }
// }
//
// trade
//
// {
// "action":"push",
// "ch":"trade.clearing#ltcusdt#1",
// "data":{
// "eventType":"trade",
// // ?
// }
// }
//
if ('id' in message) {
this.handleSubscriptionStatus(client, message);
return;
}
if ('action' in message) {
const action = this.safeString(message, 'action');
if (action === 'ping') {
this.handlePing(client, message);
return;
}
if (action === 'sub') {
this.handleSubscriptionStatus(client, message);
return;
}
}
if ('ch' in message) {
if (message['ch'] === 'auth') {
this.handleAuthenticate(client, message);
return;
}
else {
// route by channel aka topic aka subject
this.handleSubject(client, message);
return;
}
}
if ('op' in message) {
const op = this.safeString(message, 'op');
if (op === 'ping') {
this.handlePing(client, message);
return;
}
if (op === 'auth') {
this.handleAuthenticate(client, message);
return;
}
if (op === 'sub') {
this.handleSubscriptionStatus(client, message);
return;
}
if (op === 'notify') {
this.handleSubject(client, message);
return;
}
}
if ('ping' in message) {
this.handlePing(client, message);
}
}
}
handleMyTrade(client, message, extendParams = {}) {
//
// spot
//
// {
// "action":"push",
// "ch":"trade.clearing#ltcusdt#1",
// "data":{
// "eventType":"trade",
// "symbol":"ltcusdt",
// "orderId":"478862728954426",
// "orderSide":"buy",
// "orderType":"buy-market",
// "accountId":44234548,
// "source":"spot-web",
// "orderValue":"5.01724137",
// "orderCreateTime":1645124660365,
// "orderStatus":"filled",
// "feeCurrency":"ltc",
// "tradePrice":"118.89",
// "tradeVolume":"0.042200701236437042",
// "aggressor":true,
// "tradeId":101539740584,
// "tradeTime":1645124660368,
// "transactFee":"0.000041778694224073",
// "feeDeduct":"0",
// "feeDeductType":""
// }
// }
//
// contract
//
// {
// "symbol": "ADA/USDT:USDT"
// "ch": "orders_cross.ada-usdt"
// "trades": [
// {
// "trade_fee":-0.022099447513812154,
// "fee_asset":"ADA",
// "trade_id":113913755890,
// "id":"113913755890-773207641127878656-1",
// "trade_volume":1,
// "trade_price":0.0905,
// "trade_turnover":10,
// "created_at":1604388667194,
// "profit":0,
// "real_profit": 0,
// "role":"maker"
// }
// ],
// }
//
if (this.myTrades === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
this.myTrades = new ArrayCacheBySymbolById(limit);
}
const cachedTrades = this.myTrades;
const messageHash = this.safeString(message, 'ch');
if (messageHash !== undefined) {
const data = this.safeValue(message, 'data');
if (data !== undefined) {
const parsed = this.parseWsTrade(data);
const symbol = this.safeString(parsed, 'symbol');
if (symbol !== undefined) {
cachedTrades.append(parsed);
client.resolve(this.myTrades, messageHash);
}
}
else {
// this trades object is artificially created
// in handleOrder
const rawTrades = this.safeValue(message, 'trades', []);
const marketId = this.safeValue(message, 'symbol');
const market = this.market(marketId);
for (let i = 0; i < rawTrades.length; i++) {
const trade = rawTrades[i];
let parsedTrade = this.parseTrade(trade, market);
// add extra params (side, type, ...) coming from the order
parsedTrade = this.extend(parsedTrade, extendParams);
cachedTrades.append(parsedTrade);
}
// messageHash here is the orders one, so
// we have to recreate the trades messageHash = orderMessageHash + ':' + 'trade'
const tradesHash = messageHash + ':' + 'trade';
client.resolve(this.myTrades, tradesHash);
// when we make an global order sub we have to send the channel like this
// ch = orders_cross.* and we store messageHash = 'orders_cross'
// however it is returned with the specific order update symbol: ch = orders_cross.btc-usd
// since this is a global sub, our messageHash does not specify any symbol (ex: orders_cross:trade)
// so we must remove it
let genericOrderHash = messageHash.replace('.' + market['lowercaseId'], '');
const lowerCaseBaseId = this.safeStringLower(market, 'baseId');
genericOrderHash = genericOrderHash.replace('.' + lowerCaseBaseId, '');
const genericTradesHash = genericOrderHash + ':' + 'trade';
client.resolve(this.myTrades, genericTradesHash);
}
}
}
parseWsTrade(trade, market = undefined) {
// spot private
//
// {
// "eventType":"trade",
// "symbol":"ltcusdt",
// "orderId":"478862728954426",
// "orderSide":"buy",
// "orderType":"buy-market",
// "accountId":44234548,
// "source":"spot-web",
// "orderValue":"5.01724137",
// "orderCreateTime":1645124660365,
// "orderStatus":"filled",
// "feeCurrency":"ltc",
// "tradePrice":"118.89",
// "tradeVolume":"0.042200701236437042",
// "aggressor":true,
// "tradeId":101539740584,
// "tradeTime":1645124660368,
// "transactFee":"0.000041778694224073",
// "feeDeduct":"0",
// "feeDeductType":""
// }
//
const symbol = this.safeSymbol(this.safeString(trade, 'symbol'));
const side = this.safeString2(trade, 'side', 'orderSide');
const tradeId = this.safeString(trade, 'tradeId');
const price = this.safeString(trade, 'tradePrice');
const amount = this.safeString(trade, 'tradeVolume');
const order = this.safeString(trade, 'orderId');
const timestamp = this.safeInteger(trade, 'tradeTime');
market = this.market(symbol);
const orderType = this.safeString(trade, 'orderType');
const aggressor = this.safeValue(trade, 'aggressor');
let takerOrMaker = undefined;
if (aggressor !== undefined) {
takerOrMaker = aggressor ? 'taker' : 'maker';
}
let type = undefined;
let orderTypeParts = [];
if (orderType !== undefined) {
orderTypeParts = orderType.split('-');
type = this.safeString(orderTypeParts, 1);
}
let fee = undefined;
const feeCurrency = this.safeCurrencyCode(this.safeString(trade, 'feeCurrency'));
if (feeCurrency !== undefined) {
fee = {
'cost': this.safeString(trade, 'transactFee'),
'currency': feeCurrency,
};
}
return this.safeTrade({
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': symbol,
'id': tradeId,
'order': order,
'type': type,
'takerOrMaker': takerOrMaker,
'side': side,
'price': price,
'amount': amount,
'cost': undefined,
'fee': fee,
}, market);
}
getUrlByMarketType(type, isLinear = true, isPrivate = false, isFeed = false) {
const api = this.safeString(this.options, 'api', 'api');
const hostname = { 'hostname': this.hostname };
let hostnameURL = undefined;
let url = undefined;
if (type === 'spot') {
if (isPrivate) {
hostnameURL = this.urls['api']['ws'][api]['spot']['private'];
}
else {
if (isFeed) {
hostnameURL = this.urls['api']['ws'][api]['spot']['feed'];
}
else {
hostnameURL = this.urls['api']['ws'][api]['spot']['public'];
}
}
url = this.implodeParams(hostnameURL, hostname);
}
else {
const baseUrl = this.urls['api']['ws'][api][type];
const subTypeUrl = isLinear ? baseUrl['linear'] : baseUrl['inverse'];
url = isPrivate ? subTypeUrl['private'] : subTypeUrl['public'];
}
return url;
}
async subscribePublic(url, symbol, messageHash, method = undefined, params = {}) {
const requestId = this.requestId();
const request = {
'sub': messageHash,
'id': requestId,
};
const subscription = {
'id': requestId,
'messageHash': messageHash,
'symbol': symbol,
'params': params,
};
if (method !== undefined) {
subscription['method'] = method;
}
return await this.watch(url, messageHash, this.extend(request, params), messageHash, subscription);
}
async unsubscribePublic(market, subMessageHash, topic, params = {}) {
const requestId = this.requestId();
const request = {
'unsub': subMessageHash,
'id': requestId,
};
const messageHash = 'unsubscribe::' + subMessageHash;
const isFeed = (topic === 'orderbook');
const url = this.getUrlByMarketType(market['type'], market['linear'], false, isFeed);
const subscription = {
'unsubscribe': true,
'id': requestId,
'subMessageHashes': [subMessageHash],
'messageHashes': [messageHash],
'symbols': [market['symbol']],
'topic': topic,
};
const symbolsAndTimeframes = this.safeList(params, 'symbolsAndTimeframes');
if (symbolsAndTimeframes !== undefined) {
subscription['symbolsAndTimeframes'] = symbolsAndTimeframes;
params = this.omit(params, 'symbolsAndTimeframes');
}
return await this.watch(url, messageHash, this.extend(request, params), messageHash, subscription);
}
async subscribePrivate(channel, messageHash, type, subtype, params = {}, subscriptionParams = {}) {
const requestId = this.requestId();
const subscription = {
'id': requestId,
'messageHash': messageHash,
'params': params,
};
const extendedSubsription = this.extend(subscription, subscriptionParams);
let request = undefined;
if (type === 'spot') {
request = {
'action': 'sub',
'ch': channel,
};
}
else {
request = {
'op': 'sub',
'topic': channel,
'cid': requestId,
};
}
const isLinear = subtype === 'linear';
const url = this.getUrlByMarketType(type, isLinear, true);
const hostname = (type === 'spot') ? this.urls['hostnames']['spot'] : this.urls['hostnames']['contract'];
const authParams = {
'type': type,
'url': url,
'hostname': hostname,
};
await this.authenticate(authParams);
return await this.watch(url, messageHash, this.extend(request, params), channel, extendedSubsription);
}
async authenticate(params = {}) {
const url = this.safeString(params, 'url');
const hostname = this.safeString(params, 'hostname');
const type = this.safeString(params, 'type');
if (url === undefined || hostname === undefined || type === undefined) {
throw new ArgumentsRequired(this.id + ' authenticate requires a url, hostname and type argument');
}
this.checkRequiredCredentials();
const messageHash = 'auth';
const relativePath = url.replace('wss://' + hostname, '');
const client = this.client(url);
const future = client.reusableFuture(messageHash);
const authenticated = this.safeValue(client.subscriptions, messageHash);
if (authenticated === undefined) {
const timestamp = this.ymdhms(this.milliseconds(), 'T');
let signatureParams = undefined;
if (type === 'spot') {
signatureParams = {
'accessKey': this.apiKey,
'signatureMethod': 'HmacSHA256',
'signatureVersion': '2.1',
'timestamp': timestamp,
};
}
else {
signatureParams = {
'AccessKeyId': this.apiKey,
'SignatureMethod': 'HmacSHA256',
'SignatureVersion': '2',
'Timestamp': timestamp,
};
}
signatureParams = this.keysort(signatureParams);
const auth = this.urlencode(signatureParams, true); // true required in go
const payload = ['GET', hostname, relativePath, auth].join("\n"); // eslint-disable-line quotes
const signature = this.hmac(this.encode(payload), this.encode(this.secret), sha256, 'base64');
let request = undefined;
if (type === 'spot') {
const newParams = {
'authType': 'api',
'accessKey': this.apiKey,
'signatureMethod': 'HmacSHA256',
'signatureVersion': '2.1',
'timestamp': timestamp,
'signature': signature,
};
request = {
'params': newParams,
'action': 'req',
'ch': 'auth',
};
}
else {
request = {
'op': 'auth',
'type': 'api',
'AccessKeyId': this.apiKey,
'SignatureMethod': 'HmacSHA256',
'SignatureVersion': '2',
'Timestamp': timestamp,
'Signature': signature,
};
}
const requestId = this.requestId();
const subscription = {
'id': requestId,
'messageHash': messageHash,
'params': params,
};
this.watch(url, messageHash, request, messageHash, subscription);
}
return await future;
}
}