@kraken-crypto/ccxt
Version:
A cryptocurrency trading API with more than 100 exchanges in JavaScript / TypeScript / Python / C# / PHP / Go
1,491 lines • 68 kB
JavaScript
// ---------------------------------------------------------------------------
import kucoinRest from '../kucoin.js';
import { ExchangeError, ArgumentsRequired } from '../base/errors.js';
import { ArrayCache, ArrayCacheByTimestamp, ArrayCacheBySymbolById } from '../base/ws/Cache.js';
// ---------------------------------------------------------------------------
export default class kucoin extends kucoinRest {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'createOrderWs': false,
'editOrderWs': false,
'fetchOpenOrdersWs': false,
'fetchOrderWs': false,
'cancelOrderWs': false,
'cancelOrdersWs': false,
'cancelAllOrdersWs': false,
'watchBidsAsks': true,
'watchOrderBook': true,
'watchOrders': true,
'watchMyTrades': true,
'watchTickers': true,
'watchTicker': true,
'watchTrades': true,
'watchTradesForSymbols': true,
'watchOrderBookForSymbols': true,
'watchBalance': true,
'watchOHLCV': true,
'unWatchTicker': true,
'unWatchOHLCV': true,
'unWatchOrderBook': true,
'unWatchTrades': true,
'unWatchhTradesForSymbols': true,
},
'options': {
'tradesLimit': 1000,
'watchTicker': {
'name': 'market/snapshot', // market/ticker
},
'watchOrderBook': {
'snapshotDelay': 5,
'snapshotMaxRetries': 3,
'method': '/market/level2', // '/spotMarket/level2Depth5' or '/spotMarket/level2Depth50'
},
'watchMyTrades': {
'method': '/spotMarket/tradeOrders', // or '/spot/tradeFills'
},
},
'streaming': {
// kucoin does not support built-in ws protocol-level ping-pong
// instead it requires a custom json-based text ping-pong
// https://docs.kucoin.com/#ping
'ping': this.ping,
},
});
}
async negotiate(privateChannel, params = {}) {
const connectId = privateChannel ? 'private' : 'public';
const urls = this.safeValue(this.options, 'urls', {});
let future = this.safeValue(urls, connectId);
if (future !== undefined) {
return await future;
}
// we store an awaitable to the url
// so that multiple calls don't asynchronously
// fetch different urls and overwrite each other
urls[connectId] = this.spawn(this.negotiateHelper, privateChannel, params);
this.options['urls'] = urls;
future = urls[connectId];
return await future;
}
async negotiateHelper(privateChannel, params = {}) {
let response = undefined;
const connectId = privateChannel ? 'private' : 'public';
try {
if (privateChannel) {
response = await this.privatePostBulletPrivate(params);
//
// {
// "code": "200000",
// "data": {
// "instanceServers": [
// {
// "pingInterval": 50000,
// "endpoint": "wss://push-private.kucoin.com/endpoint",
// "protocol": "websocket",
// "encrypt": true,
// "pingTimeout": 10000
// }
// ],
// "token": "2neAiuYvAU61ZDXANAGAsiL4-iAExhsBXZxftpOeh_55i3Ysy2q2LEsEWU64mdzUOPusi34M_wGoSf7iNyEWJ1UQy47YbpY4zVdzilNP-Bj3iXzrjjGlWtiYB9J6i9GjsxUuhPw3BlrzazF6ghq4Lzf7scStOz3KkxjwpsOBCH4=.WNQmhZQeUKIkh97KYgU0Lg=="
// }
// }
//
}
else {
response = await this.publicPostBulletPublic(params);
}
const data = this.safeValue(response, 'data', {});
const instanceServers = this.safeValue(data, 'instanceServers', []);
const firstInstanceServer = this.safeValue(instanceServers, 0);
const pingInterval = this.safeInteger(firstInstanceServer, 'pingInterval');
const endpoint = this.safeString(firstInstanceServer, 'endpoint');
const token = this.safeString(data, 'token');
const result = endpoint + '?' + this.urlencode({
'token': token,
'privateChannel': privateChannel,
'connectId': connectId,
});
const client = this.client(result);
client.keepAlive = pingInterval;
return result;
}
catch (e) {
const future = this.safeValue(this.options['urls'], connectId);
future.reject(e);
delete this.options['urls'][connectId];
}
return undefined;
}
requestId() {
this.lockId();
const requestId = this.sum(this.safeInteger(this.options, 'requestId', 0), 1);
this.options['requestId'] = requestId;
this.unlockId();
return requestId;
}
async subscribe(url, messageHash, subscriptionHash, params = {}, subscription = undefined) {
const requestId = this.requestId().toString();
const request = {
'id': requestId,
'type': 'subscribe',
'topic': subscriptionHash,
'response': true,
};
const message = this.extend(request, params);
const client = this.client(url);
if (!(subscriptionHash in client.subscriptions)) {
client.subscriptions[requestId] = subscriptionHash;
}
return await this.watch(url, messageHash, message, subscriptionHash, subscription);
}
async unSubscribe(url, messageHash, topic, subscriptionHash, params = {}, subscription = undefined) {
return await this.unSubscribeMultiple(url, [messageHash], topic, [subscriptionHash], params, subscription);
}
async subscribeMultiple(url, messageHashes, topic, subscriptionHashes, params = {}, subscription = undefined) {
const requestId = this.requestId().toString();
const request = {
'id': requestId,
'type': 'subscribe',
'topic': topic,
'response': true,
};
const message = this.extend(request, params);
const client = this.client(url);
for (let i = 0; i < subscriptionHashes.length; i++) {
const subscriptionHash = subscriptionHashes[i];
if (!(subscriptionHash in client.subscriptions)) {
client.subscriptions[requestId] = subscriptionHash;
}
}
return await this.watchMultiple(url, messageHashes, message, subscriptionHashes, subscription);
}
async unSubscribeMultiple(url, messageHashes, topic, subscriptionHashes, params = {}, subscription = undefined) {
const requestId = this.requestId().toString();
const request = {
'id': requestId,
'type': 'unsubscribe',
'topic': topic,
'response': true,
};
const message = this.extend(request, params);
if (subscription !== undefined) {
subscription[requestId] = requestId;
}
const client = this.client(url);
for (let i = 0; i < subscriptionHashes.length; i++) {
const subscriptionHash = subscriptionHashes[i];
if (!(subscriptionHash in client.subscriptions)) {
client.subscriptions[requestId] = subscriptionHash;
}
}
return await this.watchMultiple(url, messageHashes, message, subscriptionHashes, subscription);
}
/**
* @method
* @name kucoin#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.kucoin.com/docs/websocket/spot-trading/public-channels/market-snapshot
* @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 url = await this.negotiate(false);
const [method, query] = this.handleOptionAndParams(params, 'watchTicker', 'method', '/market/snapshot');
const topic = method + ':' + market['id'];
const messageHash = 'ticker:' + symbol;
return await this.subscribe(url, messageHash, topic, query);
}
/**
* @method
* @name kucoin#unWatchTicker
* @description unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/market-snapshot
* @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);
symbol = market['symbol'];
const url = await this.negotiate(false);
let method = undefined;
[method, params] = this.handleOptionAndParams(params, 'watchTicker', 'method', '/market/snapshot');
const topic = method + ':' + market['id'];
const messageHash = 'unsubscribe:ticker:' + symbol;
const subMessageHash = 'ticker:' + symbol;
const subscription = {
'messageHashes': [messageHash],
'subMessageHashes': [subMessageHash],
'topic': 'trades',
'unsubscribe': true,
'symbols': [symbol],
};
return await this.unSubscribe(url, messageHash, topic, subMessageHash, params, subscription);
}
/**
* @method
* @name kucoin#watchTickers
* @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/ticker
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
* @param {string[]} symbols unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.method] either '/market/snapshot' or '/market/ticker' default is '/market/ticker'
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchTickers(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const messageHash = 'tickers';
let method = undefined;
[method, params] = this.handleOptionAndParams(params, 'watchTickers', 'method', '/market/ticker');
const messageHashes = [];
const topics = [];
if (symbols !== undefined) {
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
messageHashes.push('ticker:' + symbol);
const market = this.market(symbol);
topics.push(method + ':' + market['id']);
}
}
const url = await this.negotiate(false);
let tickers = undefined;
if (symbols === undefined) {
const allTopic = method + ':all';
tickers = await this.subscribe(url, messageHash, allTopic, params);
if (this.newUpdates) {
return tickers;
}
}
else {
const marketIds = this.marketIds(symbols);
const symbolsTopic = method + ':' + marketIds.join(',');
tickers = await this.subscribeMultiple(url, messageHashes, symbolsTopic, topics, params);
if (this.newUpdates) {
const newDict = {};
newDict[tickers['symbol']] = tickers;
return newDict;
}
}
return this.filterByArray(this.tickers, 'symbol', symbols);
}
handleTicker(client, message) {
//
// market/snapshot
//
// updates come in every 2 sec unless there
// were no changes since the previous update
//
// {
// "data": {
// "sequence": "1545896669291",
// "data": {
// "trading": true,
// "symbol": "KCS-BTC",
// "buy": 0.00011,
// "sell": 0.00012,
// "sort": 100,
// "volValue": 3.13851792584, // total
// "baseCurrency": "KCS",
// "market": "BTC",
// "quoteCurrency": "BTC",
// "symbolCode": "KCS-BTC",
// "datetime": 1548388122031,
// "high": 0.00013,
// "vol": 27514.34842,
// "low": 0.0001,
// "changePrice": -1.0e-5,
// "changeRate": -0.0769,
// "lastTradedPrice": 0.00012,
// "board": 0,
// "mark": 0
// }
// },
// "subject": "trade.snapshot",
// "topic": "/market/snapshot:KCS-BTC",
// "type": "message"
// }
//
// market/ticker
//
// {
// "type": "message",
// "topic": "/market/ticker:BTC-USDT",
// "subject": "trade.ticker",
// "data": {
// "bestAsk": "62163",
// "bestAskSize": "0.99011388",
// "bestBid": "62162.9",
// "bestBidSize": "0.04794181",
// "price": "62162.9",
// "sequence": "1621383371852",
// "size": "0.00832274",
// "time": 1634641987564
// }
// }
//
const topic = this.safeString(message, 'topic');
let market = undefined;
if (topic !== undefined) {
const parts = topic.split(':');
const first = this.safeString(parts, 1);
let marketId = undefined;
if (first === 'all') {
marketId = this.safeString(message, 'subject');
}
else {
marketId = first;
}
market = this.safeMarket(marketId, market, '-');
}
const data = this.safeValue(message, 'data', {});
const rawTicker = this.safeValue(data, 'data', data);
const ticker = this.parseTicker(rawTicker, market);
const symbol = ticker['symbol'];
this.tickers[symbol] = ticker;
const messageHash = 'ticker:' + symbol;
client.resolve(ticker, messageHash);
// watchTickers
const allTickers = {};
allTickers[symbol] = ticker;
client.resolve(allTickers, 'tickers');
}
/**
* @method
* @name kucoin#watchBidsAsks
* @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level1-bbo-market-data
* @description watches best bid & ask for symbols
* @param {string[]} symbols unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchBidsAsks(symbols = undefined, params = {}) {
const ticker = await this.watchMultiHelper('watchBidsAsks', '/spotMarket/level1:', symbols, params);
if (this.newUpdates) {
const tickers = {};
tickers[ticker['symbol']] = ticker;
return tickers;
}
return this.filterByArray(this.bidsasks, 'symbol', symbols);
}
async watchMultiHelper(methodName, channelName, symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false, true, false);
const length = symbols.length;
if (length > 100) {
throw new ArgumentsRequired(this.id + ' ' + methodName + '() accepts a maximum of 100 symbols');
}
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const market = this.market(symbol);
messageHashes.push('bidask@' + market['symbol']);
}
const url = await this.negotiate(false);
const marketIds = this.marketIds(symbols);
const joined = marketIds.join(',');
const requestId = this.requestId().toString();
const request = {
'id': requestId,
'type': 'subscribe',
'topic': channelName + joined,
'response': true,
};
const message = this.extend(request, params);
return await this.watchMultiple(url, messageHashes, message, messageHashes);
}
handleBidAsk(client, message) {
//
// arrives one symbol dict
//
// {
// topic: '/spotMarket/level1:ETH-USDT',
// type: 'message',
// data: {
// asks: [ '3347.42', '2.0778387' ],
// bids: [ '3347.41', '6.0411697' ],
// timestamp: 1712231142085
// },
// subject: 'level1'
// }
//
const parsedTicker = this.parseWsBidAsk(message);
const symbol = parsedTicker['symbol'];
this.bidsasks[symbol] = parsedTicker;
const messageHash = 'bidask@' + symbol;
client.resolve(parsedTicker, messageHash);
}
parseWsBidAsk(ticker, market = undefined) {
const topic = this.safeString(ticker, 'topic');
const parts = topic.split(':');
const marketId = parts[1];
market = this.safeMarket(marketId, market);
const symbol = this.safeString(market, 'symbol');
const data = this.safeDict(ticker, 'data', {});
const ask = this.safeList(data, 'asks', []);
const bid = this.safeList(data, 'bids', []);
const timestamp = this.safeInteger(data, 'timestamp');
return this.safeTicker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'ask': this.safeNumber(ask, 0),
'askVolume': this.safeNumber(ask, 1),
'bid': this.safeNumber(bid, 0),
'bidVolume': this.safeNumber(bid, 1),
'info': ticker,
}, market);
}
/**
* @method
* @name kucoin#watchOHLCV
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/klines
* @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 url = await this.negotiate(false);
const market = this.market(symbol);
symbol = market['symbol'];
const period = this.safeString(this.timeframes, timeframe, timeframe);
const topic = '/market/candles:' + market['id'] + '_' + period;
const messageHash = 'candles:' + symbol + ':' + timeframe;
const ohlcv = await this.subscribe(url, messageHash, topic, params);
if (this.newUpdates) {
limit = ohlcv.getLimit(symbol, limit);
}
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
}
/**
* @method
* @name kucoin#unWatchOHLCV
* @description unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/klines
* @param {string} symbol unified symbol of the market to fetch OHLCV data for
* @param {string} timeframe the length of time each candle represents
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async unWatchOHLCV(symbol, timeframe = '1m', params = {}) {
await this.loadMarkets();
const url = await this.negotiate(false);
const market = this.market(symbol);
symbol = market['symbol'];
const period = this.safeString(this.timeframes, timeframe, timeframe);
const topic = '/market/candles:' + market['id'] + '_' + period;
const messageHash = 'unsubscribe:candles:' + symbol + ':' + timeframe;
const subMessageHash = 'candles:' + symbol + ':' + timeframe;
const subscription = {
'messageHashes': [messageHash],
'subMessageHashes': [subMessageHash],
'topic': 'ohlcv',
'unsubscribe': true,
'symbols': [symbol],
};
return await this.unSubscribe(url, messageHash, topic, messageHash, params, subscription);
}
handleOHLCV(client, message) {
//
// {
// "data": {
// "symbol": "BTC-USDT",
// "candles": [
// "1624881240",
// "34138.8",
// "34121.6",
// "34138.8",
// "34097.9",
// "3.06097133",
// "104430.955068564"
// ],
// "time": 1624881284466023700
// },
// "subject": "trade.candles.update",
// "topic": "/market/candles:BTC-USDT_1min",
// "type": "message"
// }
//
const data = this.safeValue(message, 'data', {});
const marketId = this.safeString(data, 'symbol');
const candles = this.safeValue(data, 'candles', []);
const topic = this.safeString(message, 'topic');
const parts = topic.split('_');
const interval = this.safeString(parts, 1);
// use a reverse lookup in a static map instead
const timeframe = this.findTimeframe(interval);
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const messageHash = 'candles:' + symbol + ':' + timeframe;
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 ohlcv = this.parseOHLCV(candles, market);
stored.append(ohlcv);
client.resolve(stored, messageHash);
}
/**
* @method
* @name kucoin#watchTrades
* @description get the list of most recent trades for a particular symbol
* @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/match-execution-data
* @param {string} symbol unified symbol of the market to fetch trades for
* @param {int} [since] timestamp in ms of the earliest trade to fetch
* @param {int} [limit] the maximum amount of trades to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
*/
async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
return await this.watchTradesForSymbols([symbol], since, limit, params);
}
/**
* @method
* @name kucoin#watchTradesForSymbols
* @description get the list of most recent trades for a particular symbol
* @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/match-execution-data
* @param {string[]} symbols
* @param {int} [since] timestamp in ms of the earliest trade to fetch
* @param {int} [limit] the maximum amount of trades to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
*/
async watchTradesForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
const symbolsLength = symbols.length;
if (symbolsLength === 0) {
throw new ArgumentsRequired(this.id + ' watchTradesForSymbols() requires a non-empty array of symbols');
}
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const marketIds = this.marketIds(symbols);
const url = await this.negotiate(false);
const messageHashes = [];
const subscriptionHashes = [];
const topic = '/market/match:' + marketIds.join(',');
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
messageHashes.push('trades:' + symbol);
const marketId = marketIds[i];
subscriptionHashes.push('/market/match:' + marketId);
}
const trades = await this.subscribeMultiple(url, messageHashes, topic, subscriptionHashes, params);
if (this.newUpdates) {
const first = this.safeValue(trades, 0);
const tradeSymbol = this.safeString(first, 'symbol');
limit = trades.getLimit(tradeSymbol, limit);
}
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
}
/**
* @method
* @name kucoin#unWatchTradesForSymbols
* @description unWatches trades stream
* @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/match-execution-data
* @param {string} symbols
* @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 unWatchTradesForSymbols(symbols, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false);
const marketIds = this.marketIds(symbols);
const url = await this.negotiate(false);
const messageHashes = [];
const subscriptionHashes = [];
const topic = '/market/match:' + marketIds.join(',');
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
messageHashes.push('unsubscribe:trades:' + symbol);
subscriptionHashes.push('trades:' + symbol);
}
const subscription = {
'messageHashes': messageHashes,
'subMessageHashes': subscriptionHashes,
'topic': 'trades',
'unsubscribe': true,
'symbols': symbols,
};
return await this.unSubscribeMultiple(url, messageHashes, topic, messageHashes, params, subscription);
}
/**
* @method
* @name kucoin#unWatchTrades
* @description unWatches trades stream
* @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/match-execution-data
* @param {string} symbol unified symbol of the market to fetch trades for
* @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 unWatchTrades(symbol, params = {}) {
return await this.unWatchTradesForSymbols([symbol], params);
}
handleTrade(client, message) {
//
// {
// "data": {
// "sequence": "1568787654360",
// "symbol": "BTC-USDT",
// "side": "buy",
// "size": "0.00536577",
// "price": "9345",
// "takerOrderId": "5e356c4a9f1a790008f8d921",
// "time": "1580559434436443257",
// "type": "match",
// "makerOrderId": "5e356bffedf0010008fa5d7f",
// "tradeId": "5e356c4aeefabd62c62a1ece"
// },
// "subject": "trade.l3match",
// "topic": "/market/match:BTC-USDT",
// "type": "message"
// }
//
const data = this.safeValue(message, 'data', {});
const trade = this.parseTrade(data);
const symbol = trade['symbol'];
const messageHash = 'trades:' + symbol;
let trades = this.safeValue(this.trades, symbol);
if (trades === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
trades = new ArrayCache(limit);
this.trades[symbol] = trades;
}
trades.append(trade);
client.resolve(trades, messageHash);
}
/**
* @method
* @name kucoin#watchOrderBook
* @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level1-bbo-market-data
* @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level2-market-data
* @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level2-5-best-ask-bid-orders
* @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level2-50-best-ask-bid-orders
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @param {string} symbol unified symbol of the market to fetch the order book for
* @param {int} [limit] the maximum amount of order book entries to return
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.method] either '/market/level2' or '/spotMarket/level2Depth5' or '/spotMarket/level2Depth50' default is '/market/level2'
* @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 = {}) {
//
// https://docs.kucoin.com/#level-2-market-data
//
// 1. After receiving the websocket Level 2 data flow, cache the data.
// 2. Initiate a REST request to get the snapshot data of Level 2 order book.
// 3. Playback the cached Level 2 data flow.
// 4. Apply the new Level 2 data flow to the local snapshot to ensure that
// the sequence of the new Level 2 update lines up with the sequence of
// the previous Level 2 data. Discard all the message prior to that
// sequence, and then playback the change to snapshot.
// 5. Update the level2 full data based on sequence according to the
// size. If the price is 0, ignore the messages and update the sequence.
// If the size=0, update the sequence and remove the price of which the
// size is 0 out of level 2. Fr other cases, please update the price.
//
return await this.watchOrderBookForSymbols([symbol], limit, params);
}
/**
* @method
* @name kucoin#unWatchOrderBook
* @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level1-bbo-market-data
* @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level2-market-data
* @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level2-5-best-ask-bid-orders
* @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level2-50-best-ask-bid-orders
* @description unWatches 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 {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.method] either '/market/level2' or '/spotMarket/level2Depth5' or '/spotMarket/level2Depth50' default is '/market/level2'
* @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 = {}) {
return await this.unWatchOrderBookForSymbols([symbol], params);
}
/**
* @method
* @name kucoin#watchOrderBookForSymbols
* @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level1-bbo-market-data
* @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level2-market-data
* @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level2-5-best-ask-bid-orders
* @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level2-50-best-ask-bid-orders
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @param {string[]} symbols unified array of symbols
* @param {int} [limit] the maximum amount of order book entries to return
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.method] either '/market/level2' or '/spotMarket/level2Depth5' or '/spotMarket/level2Depth50' default is '/market/level2'
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
*/
async watchOrderBookForSymbols(symbols, limit = undefined, params = {}) {
const symbolsLength = symbols.length;
if (symbolsLength === 0) {
throw new ArgumentsRequired(this.id + ' watchOrderBookForSymbols() requires a non-empty array of symbols');
}
if (limit !== undefined) {
if ((limit !== 20) && (limit !== 100) && (limit !== 50) && (limit !== 5)) {
throw new ExchangeError(this.id + " watchOrderBook 'limit' argument must be undefined, 5, 20, 50 or 100");
}
}
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const marketIds = this.marketIds(symbols);
const url = await this.negotiate(false);
let method = undefined;
[method, params] = this.handleOptionAndParams(params, 'watchOrderBook', 'method', '/market/level2');
if ((limit === 5) || (limit === 50)) {
method = '/spotMarket/level2Depth' + limit.toString();
}
const topic = method + ':' + marketIds.join(',');
const messageHashes = [];
const subscriptionHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
messageHashes.push('orderbook:' + symbol);
const marketId = marketIds[i];
subscriptionHashes.push(method + ':' + marketId);
}
let subscription = {};
if (method === '/market/level2') { // other streams return the entire orderbook, so we don't need to fetch the snapshot through REST
subscription = {
'method': this.handleOrderBookSubscription,
'symbols': symbols,
'limit': limit,
};
}
const orderbook = await this.subscribeMultiple(url, messageHashes, topic, subscriptionHashes, params, subscription);
return orderbook.limit();
}
/**
* @method
* @name kucoin#unWatchOrderBookForSymbols
* @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level1-bbo-market-data
* @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level2-market-data
* @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level2-5-best-ask-bid-orders
* @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/level2-50-best-ask-bid-orders
* @description unWatches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @param {string[]} symbols unified array of symbols
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.method] either '/market/level2' or '/spotMarket/level2Depth5' or '/spotMarket/level2Depth50' default is '/market/level2'
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
*/
async unWatchOrderBookForSymbols(symbols, params = {}) {
const limit = this.safeInteger(params, 'limit');
params = this.omit(params, 'limit');
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false);
const marketIds = this.marketIds(symbols);
const url = await this.negotiate(false);
let method = undefined;
[method, params] = this.handleOptionAndParams(params, 'watchOrderBook', 'method', '/market/level2');
if ((limit === 5) || (limit === 50)) {
method = '/spotMarket/level2Depth' + limit.toString();
}
const topic = method + ':' + marketIds.join(',');
const messageHashes = [];
const subscriptionHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
messageHashes.push('unsubscribe:orderbook:' + symbol);
subscriptionHashes.push('orderbook:' + symbol);
}
const subscription = {
'messageHashes': messageHashes,
'symbols': symbols,
'unsubscribe': true,
'topic': 'orderbook',
'subMessageHashes': subscriptionHashes,
};
return await this.unSubscribeMultiple(url, messageHashes, topic, messageHashes, params, subscription);
}
handleOrderBook(client, message) {
//
// initial snapshot is fetched with ccxt's fetchOrderBook
// the feed does not include a snapshot, just the deltas
//
// {
// "type":"message",
// "topic":"/market/level2:BTC-USDT",
// "subject":"trade.l2update",
// "data":{
// "sequenceStart":1545896669105,
// "sequenceEnd":1545896669106,
// "symbol":"BTC-USDT",
// "changes": {
// "asks": [["6","1","1545896669105"]], // price, size, sequence
// "bids": [["4","1","1545896669106"]]
// }
// }
// }
//
// {
// "topic": "/spotMarket/level2Depth5:BTC-USDT",
// "type": "message",
// "data": {
// "asks": [
// [
// "42815.6",
// "1.24016245"
// ]
// ],
// "bids": [
// [
// "42815.5",
// "0.08652716"
// ]
// ],
// "timestamp": 1707204474018
// },
// "subject": "level2"
// }
//
const data = this.safeValue(message, 'data');
const subject = this.safeString(message, 'subject');
const topic = this.safeString(message, 'topic');
const topicParts = topic.split(':');
const topicSymbol = this.safeString(topicParts, 1);
const topicChannel = this.safeString(topicParts, 0);
const marketId = this.safeString(data, 'symbol', topicSymbol);
const symbol = this.safeSymbol(marketId, undefined, '-');
const messageHash = 'orderbook:' + symbol;
// let orderbook = this.safeDict (this.orderbooks, symbol);
if (subject === 'level2') {
if (!(symbol in this.orderbooks)) {
this.orderbooks[symbol] = this.orderBook();
}
else {
const orderbook = this.orderbooks[symbol];
orderbook.reset();
}
this.orderbooks[symbol]['symbol'] = symbol;
}
else {
if (!(symbol in this.orderbooks)) {
this.orderbooks[symbol] = this.orderBook();
}
const orderbook = this.orderbooks[symbol];
const nonce = this.safeInteger(orderbook, 'nonce');
const deltaEnd = this.safeInteger2(data, 'sequenceEnd', 'timestamp');
if (nonce === undefined) {
const cacheLength = orderbook.cache.length;
const subscriptions = Object.keys(client.subscriptions);
let subscription = undefined;
for (let i = 0; i < subscriptions.length; i++) {
const key = subscriptions[i];
if ((key.indexOf(topicSymbol) >= 0) && (key.indexOf(topicChannel) >= 0)) {
subscription = client.subscriptions[key];
break;
}
}
const limit = this.safeInteger(subscription, 'limit');
const snapshotDelay = this.handleOption('watchOrderBook', 'snapshotDelay', 5);
if (cacheLength === snapshotDelay) {
this.spawn(this.loadOrderBook, client, messageHash, symbol, limit, {});
}
orderbook.cache.push(data);
return;
}
else if (nonce >= deltaEnd) {
return;
}
}
this.handleDelta(this.orderbooks[symbol], data);
client.resolve(this.orderbooks[symbol], messageHash);
}
getCacheIndex(orderbook, cache) {
const firstDelta = this.safeValue(cache, 0);
const nonce = this.safeInteger(orderbook, 'nonce');
const firstDeltaStart = this.safeInteger(firstDelta, 'sequenceStart');
if (nonce < firstDeltaStart - 1) {
return -1;
}
for (let i = 0; i < cache.length; i++) {
const delta = cache[i];
const deltaStart = this.safeInteger(delta, 'sequenceStart');
const deltaEnd = this.safeInteger(delta, 'sequenceEnd');
if ((nonce >= deltaStart - 1) && (nonce < deltaEnd)) {
return i;
}
}
return cache.length;
}
handleDelta(orderbook, delta) {
const timestamp = this.safeInteger2(delta, 'time', 'timestamp');
orderbook['nonce'] = this.safeInteger(delta, 'sequenceEnd', timestamp);
orderbook['timestamp'] = timestamp;
orderbook['datetime'] = this.iso8601(timestamp);
const changes = this.safeValue(delta, 'changes', delta);
const bids = this.safeValue(changes, 'bids', []);
const asks = this.safeValue(changes, 'asks', []);
const storedBids = orderbook['bids'];
const storedAsks = orderbook['asks'];
this.handleBidAsks(storedBids, bids);
this.handleBidAsks(storedAsks, asks);
}
handleBidAsks(bookSide, bidAsks) {
for (let i = 0; i < bidAsks.length; i++) {
const bidAsk = this.parseBidAsk(bidAsks[i]);
bookSide.storeArray(bidAsk);
}
}
handleOrderBookSubscription(client, message, subscription) {
const limit = this.safeInteger(subscription, 'limit');
const symbols = this.safeValue(subscription, 'symbols');
if (symbols === undefined) {
const symbol = this.safeString(subscription, 'symbol');
this.orderbooks[symbol] = this.orderBook({}, limit);
}
else {
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
this.orderbooks[symbol] = this.orderBook({}, limit);
}
}
// moved snapshot initialization to handleOrderBook to fix
// https://github.com/ccxt/ccxt/issues/6820
// the general idea is to fetch the snapshot after the first delta
// but not before, because otherwise we cannot synchronize the feed
}
handleSubscriptionStatus(client, message) {
//
// {
// "id": "1578090438322",
// "type": "ack"
// }
//
const id = this.safeString(message, 'id');
if (!(id in client.subscriptions)) {
return;
}
const subscriptionHash = this.safeString(client.subscriptions, id);
const subscription = this.safeValue(client.subscriptions, subscriptionHash);
delete client.subscriptions[id];
const method = this.safeValue(subscription, 'method');
if (method !== undefined) {
method.call(this, client, message, subscription);
}
const isUnSub = this.safeBool(subscription, 'unsubscribe', false);
if (isUnSub) {
const messageHashes = this.safeList(subscription, 'messageHashes', []);
const subMessageHashes = this.safeList(subscription, 'subMessageHashes', []);
for (let i = 0; i < messageHashes.length; i++) {
const messageHash = messageHashes[i];
const subHash = subMessageHashes[i];
this.cleanUnsubscription(client, subHash, messageHash);
}
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;
}
/**
* @method
* @name kucoin#watchOrders
* @description watches information on multiple orders made by the user
* @see https://www.kucoin.com/docs/websocket/spot-trading/private-channels/private-order-change
* @see https://www.kucoin.com/docs/websocket/spot-trading/private-channels/stop-order-event
* @param {string} symbol unified market symbol of the market orders were made in
* @param {int} [since] the earliest time in ms to fetch orders for
* @param {int} [limit] the maximum number of order structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {boolean} [params.trigger] trigger orders are watched if true
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const trigger = this.safeValue2(params, 'stop', 'trigger');
params = this.omit(params, ['stop', 'trigger']);
const url = await this.negotiate(true);
const topic = trigger ? '/spotMarket/advancedOrders' : '/spotMarket/tradeOrders';
const request = {
'privateChannel': true,
};
let messageHash = 'orders';
if (symbol !== undefined) {
const market = this.market(symbol);
symbol = market['symbol'];
messageHash = messageHash + ':' + symbol;
}
const orders = await this.subscribe(url, messageHash, topic, this.extend(request, params));
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
}
parseWsOrderStatus(status) {
const statuses = {
'open': 'open',
'filled': 'closed',
'match': 'open',
'update': 'open',
'canceled': 'canceled',
'cancel': 'canceled',
'TRIGGERED': 'triggered',
};
return this.safeString(statuses, status, status);
}
parseWsOrder(order, market = undefined) {
//
// /spotMarket/tradeOrders
//
// {
// "symbol": "XCAD-USDT",
// "orderType": "limit",
// "side": "buy",
// "orderId": "6249167327218b000135e749",
// "type": "canceled",
// "orderTime": 1648957043065280224,
// "size": "100.452",
// "filledSize": "0",
// "price": "2.9635",
// "clientOid": "buy-XCAD-USDT-1648957043010159",
// "remainSize": "0",
// "status": "done",
// "ts": 1648957054031001037
// }
//
// /spotMarket/advancedOrders
//
// {
// "createdAt": 1589789942337,
// "orderId": "5ec244f6a8a75e0009958237",
// "orderPrice": "0.00062",
// "orderType": "stop",
// "side": "sell",
// "size": "1",
// "stop": "entry",
// "stopPrice": "0.00062",
// "symbol": "KCS-BTC",
// "tradeType": "TRADE",
// "triggerSuccess": true,
// "ts": 1589790121382281286,
// "type": "triggered"
// }
//
const rawType = this.safeString(order, 'type');
let status = this.parseWsOrderStatus(rawType);
const timestamp = this.safeInteger2(order, 'orderTime', 'createdAt');
const marketId = this.safeString(order, 'symbol');
market = this.safeMarket(marketId, market);
const triggerPrice = this.safeString(order, 'stopPrice');
const triggerSuccess = this.safeValue(order, 'triggerSuccess');
const triggerFail = (triggerSuccess !== true) && (triggerSuccess !== undefined); // TODO: updated to triggerSuccess === False once transpiler transpiles it correctly
if ((status === 'triggered') && triggerFail) {
status = 'canceled';
}
return this.safeOrder({
'info': order,
'symbol': market['symbol'],
'id': this.safeString(order, 'orderId'),
'clientOrderId': this.safeString(order, 'clientOid'),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'lastTradeTimestamp': undefined,
'type': this.safeStringLower(order, 'orderType'),
'timeInForce': undefined,
'postOnly': undefined,
'side': this.safeStringLower(order, 'side'),
'price': this.safeString2(order, 'price', 'orderPrice'),
'stopPrice': triggerPrice,
'triggerPrice': triggerPrice,
'amount': this.safeString(order, 'size'),
'cost': undefined,
'average': undefined,
'filled': this.safeString(order, 'filledSize'),
'remaining': undefined,
'status': status,
'fee': undefined,
'trades': undefined,
}, market);
}
handleOrder(client, message) {
//
// Trigger Orders
//
// {
// "createdAt": 1692745706437,
// "error": "Balance insufficient!", // not always there
// "orderId": "vs86kp757vlda6ni003qs70v",
// "orderPrice": "0.26",
// "orderType": "stop",
// "side": "sell",
// "size": "5",
// "stop": "loss",
// "stopPrice": "0.26",
// "symbol": "ADA-USDT",
// "tradeType": "TRADE",
// "triggerSuccess": false, // not always there
// "ts": "1692745706442929298",
// "type": "open"
// }
//
const messageHash = 'orders';
const data = this.safeValue(message, 'data');
const tradeId = this.safeString(data, 'tradeId');
if (tradeId !== undefined) {
this.handleMyTrade(client, message);
}
const parsed = this.parseWsOrder(data);
const symbol = this.safeString(parsed, 'symbol');
const orderId = this.safeString(parsed, 'id');
const triggerPrice = this.safeValue(parsed, 'triggerPrice');
const isTriggerOrder = (triggerPrice !== undefined);
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
this.orders = new ArrayCacheBySymbolById(limit);
this.triggerOrders = new ArrayCacheBySymbolById(limit);
}
const cachedOrders = isTriggerOrder ? this.triggerOrders : this.orders;
const orders = this.safeValue(cachedOrders.hashmap, symbol, {});
const order = this.safeValue(orders, orderId);
if (order !== undefined) {
// todo add others to calculate average etc
if (order['status'] === 'closed') {
parsed['status'] = 'closed';
}
}
cachedOrders.append(parsed);
client.resolve(cachedOrders, messageHash);
const symbolSpecificMessageHash = messageHash + ':' + symbol;
client.resolve(cachedOrders, symbolSpecificMessageHash);
}
/**
* @method
* @name kucoin#watchMyTrades
* @description watches information on multiple trades made by the user
* @see https://www.kucoin.com/docs/websocket/spot-trading/private-channels/private-order-change
* @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
* @param {string} [params.method] '/spotMarket/tradeOrders' or '/spot/tradeFills' default is '/spotMarket/tradeOrders'
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure}
*/
async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const url = await this.negotiate(true);
let topic = undefined;
[topic, params] = this.handleOptionAndParams(params, 'watchMyTrades', 'method', '/spotMarket/tradeOrders');
const request = {
'privateChannel': true,
};
let messageHash = 'myTrades';
if (symbol !== undefined) {
const market = this.market(symbol);
symbol = market['symbol'];
messageHash = messageHash + ':' + market['symbol'];
}
const trades = await this.subscribe(url, messageHash, topic, this.extend(request, params));
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
}
handleMyTrade(client, message) {
//
// {
// "type": "message",
// "topic": "/spotMarket/tradeOrders",
// "subject": "orderChange",
// "channelType": "private",
// "data": {
// "symbol": "KCS-USDT",
// "orderType": "limit",
// "side": "sell",
// "orderId": "5efab07953bdea00089965fa",
// "liquidity": "taker",
// "type": "match",
// "feeType": "takerFee",
// "orderTime": 1670329987026,
// "size": "0.1",
// "filledSize": "0.1",
// "price": "0.938",
// "matchPrice": "0.96738",
// "matchSize": "0.1",
// "tradeId": "5efab07a4ee4c7000a82d6d9",
// "clientOid": "1593487481000313",
// "remainSize": "0",
// "status": "match",
// "ts": 1670329987311000000
// }
// }
//
if (this.myTrades === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
this.myTrades = new ArrayCacheBySymbolById(limit);
}
const data = this.safeDict(message, 'data');
const parsed = this.parseWsTrade(data);
const myTrades = this.myTrades;
myTrades.append(parsed);
const messageHash = 'myTrades';
client.resolve(this.myTrades, messageHash);
const symbolSpecificMessageHash = messageHash + ':' + parsed['symbol'];
client.resolve(this.myTrades, symbolSpecificMessageHash);
}
parseWsTrade(trade, market = undefined) {
//
// /spotMarket/tradeOrders
//
// {
// "symbol": "KCS-USDT",
// "orderType": "limit",
// "side": "sell",
// "orderId": "5efab07953bdea00089965fa",
// "liquidity": "taker",
// "type": "match",
// "feeType": "takerFee",
// "orderTime": 1670329987026,
// "size": "0.1",
// "filledSize": "0.1",
// "price": "0.938",
// "matchPrice": "0.96738",
// "matchSize": "0.1",
// "tradeId": "5efab07a4ee4c7000a82d6d9",
// "clientOid": "1593487481000313",
// "remainSize": "0",
// "status": "match",
// "ts": 1670329987311000000
// }
//
// /spot/tradeFills
//
// {
// "fee": 0.00262148,
// "feeCurrency": "USDT",
// "feeRate": 0.001,
// "orderId": "62417436b29df8000183df2f",
// "orderType": "market",
// "price": 131.074,
// "side": "sell",
// "size": 0.02,
// "symbol": "LTC-USDT",
// "time": "1648456758734571745",
// "tradeId": "624174362e113d2f467b3043"
// }
//
const marketId = this.safeString(trade, 'symbol');
market = this.safeMarket(marketId, market, '-');
const symbol = market['symbol'];
const type = this.safeString(trade, 'orderType');
const side = this.safeString(trade, 'side');
const tradeId = this.safeString(trade, 'tradeId');
let price = this.safeString(trade, 'matchPrice');
let amount = this.safeString(trade, 'matchSize');
if (price === undefined) {
// /spot/tradeFills
price = this.safeString(trade, 'price');
amount = this.safeString(trade, 'size');
}
const order = this.safeString(trade, 'orderId');
const timestamp = this.safeIntegerProduct2(trade, 'ts', 'time', 0.000001);
const feeCurrency = market['quote'];
const feeRate = this.safeString(trade, 'feeRate');
const feeCost = this.safeString(trade, 'fee');
return this.safeTrade({
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': symbol,
'id': tradeId,
'order': order,
'type': type,
'takerOrMaker': this.safeString(trade, 'liquidity'),
'side': side,
'price': price,
'amount': amount,
'cost': undefined,
'fee': {
'cost': feeCost,
'rate': feeRate,
'currency': feeCurrency,
},
}, market);
}
/**
* @method
* @name kucoin#watchBalance
* @description watch balance and get the amount of funds available for trading or funds locked in orders
* @see https://www.kucoin.com/docs/websocket/spot-trading/private-channels/account-balance-change
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
*/
async watchBalance(params = {}) {
await this.loadMarkets();
const url = await this.negotiate(true);
const topic = '/account/balance';
const request = {
'privateChannel': true,
};
const messageHash = 'balance';
return await this.subscribe(url, messageHash, topic, this.extend(request, params));
}
handleBalance(client, message) {
//
// {
// "id":"6217a451294b030001e3a26a",
// "type":"message",
// "topic":"/account/balance",
// "userId":"6217707c52f97f00012a67db",
// "channelType":"private",
// "subject":"account.balance",
// "data":{
// "accountId":"62177fe67810720001db2f18",
// "available":"89",
// "availableChange":"-30",
// "currency":"USDT",
// "hold":"0",
// "holdChange":"0",
// "relationContext":{
// },
// "relationEvent":"main.transfer",
// "relationEventId":"6217a451294b030001e3a26a",
// "time":"1645716561816",
// "total":"89"
// }
//
const data = this.safeValue(message, 'data', {});
const messageHash = 'balance';
const currencyId = this.safeString(data, 'currency');
const relationEvent = this.safeString(data, 'relationEvent');
let requestAccountType = undefined;
if (relationEvent !== undefined) {
const relationEventParts = relationEvent.split('.');
requestAccountType = this.safeString(relationEventParts, 0);
}
const selectedType = this.safeString2(this.options, 'watchBalance', 'defaultType', 'trade'); // trade, main, margin or other
const accountsByType = this.safeValue(this.options, 'accountsByType');
const uniformType = this.safeString(accountsByType, requestAccountType, 'trade');
if (!(uniformType in this.balance)) {
this.balance[uniformType] = {};
}
this.balance[uniformType]['info'] = data;
const timestamp = this.safeInteger(data, 'time');
this.balance[uniformType]['timestamp'] = timestamp;
this.balance[uniformType]['datetime'] = this.iso8601(timestamp);
const code = this.safeCurrencyCode(currencyId);
const account = this.account();
account['free'] = this.safeString(data, 'available');
account['used'] = this.safeString(data, 'hold');
account['total'] = this.safeString(data, 'total');
this.balance[uniformType][code] = account;
this.balance[uniformType] = this.safeBalance(this.balance[uniformType]);
if (uniformType === selectedType) {
client.resolve(this.balance[uniformType], messageHash);
}
}
handleSubject(client, message) {
//
// {
// "type":"message",
// "topic":"/market/level2:BTC-USDT",
// "subject":"trade.l2update",
// "data":{
// "sequenceStart":1545896669105,
// "sequenceEnd":1545896669106,
// "symbol":"BTC-USDT",
// "changes": {
// "asks": [["6","1","1545896669105"]], // price, size, sequence
// "bids": [["4","1","1545896669106"]]
// }
// }
// }
//
const topic = this.safeString(message, 'topic');
if (topic === '/market/ticker:all') {
this.handleTicker(client, message);
return;
}
const subject = this.safeString(message, 'subject');
const methods = {
'level1': this.handleBidAsk,
'level2': this.handleOrderBook,
'trade.l2update': this.handleOrderBook,
'trade.ticker': this.handleTicker,
'trade.snapshot': this.handleTicker,
'trade.l3match': this.handleTrade,
'trade.candles.update': this.handleOHLCV,
'account.balance': this.handleBalance,
'orderChange': this.handleOrder,
'stopOrder': this.handleOrder,
'/spot/tradeFills': this.handleMyTrade,
};
const method = this.safeValue(methods, subject);
if (method !== undefined) {
method.call(this, client, message);
}
}
ping(client) {
// kucoin does not support built-in ws protocol-level ping-pong
// instead it requires a custom json-based text ping-pong
// https://docs.kucoin.com/#ping
const id = this.requestId().toString();
return {
'id': id,
'type': 'ping',
};
}
handlePong(client, message) {
client.lastPong = this.milliseconds();
// https://docs.kucoin.com/#ping
}
handleErrorMessage(client, message) {
//
// {
// "id": "1",
// "type": "error",
// "code": 415,
// "data": "type is not supported"
// }
//
const data = this.safeString(message, 'data', '');
if (data === 'token is expired') {
let type = 'public';
if (client.url.indexOf('connectId=private') >= 0) {
type = 'private';
}
this.options['urls'][type] = undefined;
}
this.handleErrors(1, '', client.url, '', {}, data, message, {}, {});
return false;
}
handleMessage(client, message) {
const type = this.safeString(message, 'type');
const methods = {
// 'heartbeat': this.handleHeartbeat,
'welcome': this.handleSystemStatus,
'ack': this.handleSubscriptionStatus,
'message': this.handleSubject,
'pong': this.handlePong,
'error': this.handleErrorMessage,
};
const method = this.safeValue(methods, type);
if (method !== undefined) {
method.call(this, client, message);
}
}
}