@kraken-crypto/ccxt
Version:
A cryptocurrency trading API with more than 100 exchanges in JavaScript / TypeScript / Python / C# / PHP / Go
2,018 lines • 82 kB
JavaScript
// ---------------------------------------------------------------------------
import mexcRest from '../mexc.js';
import { ArgumentsRequired, AuthenticationError, NotSupported } from '../base/errors.js';
import { ArrayCache, ArrayCacheBySymbolById, ArrayCacheByTimestamp } from '../base/ws/Cache.js';
import { sha256 } from '../static_dependencies/noble-hashes/sha256.js';
// ---------------------------------------------------------------------------
export default class mexc extends mexcRest {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'cancelAllOrdersWs': false,
'cancelOrdersWs': false,
'cancelOrderWs': false,
'createOrderWs': false,
'editOrderWs': false,
'fetchBalanceWs': false,
'fetchOpenOrdersWs': false,
'fetchOrderWs': false,
'fetchTradesWs': false,
'watchBalance': true,
'watchMyTrades': true,
'watchOHLCV': true,
'watchOrderBook': true,
'watchOrders': true,
'watchTicker': true,
'watchTickers': true,
'watchBidsAsks': true,
'watchTrades': true,
'watchTradesForSymbols': false,
'unWatchTicker': true,
'unWatchTickers': true,
'unWatchBidsAsks': true,
'unWatchOHLCV': true,
'unWatchOrderBook': true,
'unWatchTrades': true,
},
'urls': {
'api': {
'ws': {
'spot': 'wss://wbs-api.mexc.com/ws',
'swap': 'wss://contract.mexc.com/edge',
},
},
},
'options': {
'listenKeyRefreshRate': 1200000,
'decompressBinary': false,
// TODO add reset connection after #16754 is merged
'timeframes': {
'1m': 'Min1',
'5m': 'Min5',
'15m': 'Min15',
'30m': 'Min30',
'1h': 'Min60',
'4h': 'Hour4',
'8h': 'Hour8',
'1d': 'Day1',
'1w': 'Week1',
'1M': 'Month1',
},
'watchOrderBook': {
'snapshotDelay': 25,
'snapshotMaxRetries': 3,
},
'listenKey': undefined,
},
'streaming': {
'ping': this.ping,
'keepAlive': 8000,
},
'exceptions': {},
});
}
/**
* @method
* @name mexc#watchTicker
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://mexcdevelop.github.io/apidocs/spot_v3_en/#individual-symbol-book-ticker-streams
* @see https://mexcdevelop.github.io/apidocs/contract_v1_en/#public-channels
* @see https://mexcdevelop.github.io/apidocs/spot_v3_en/#miniticker
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {boolean} [params.miniTicker] set to true for using the miniTicker 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);
const messageHash = 'ticker:' + market['symbol'];
if (market['spot']) {
const channel = 'spot@public.aggre.bookTicker.v3.api.pb@100ms@' + market['id'];
return await this.watchSpotPublic(channel, messageHash, params);
}
else {
const channel = 'sub.ticker';
const requestParams = {
'symbol': market['id'],
};
return await this.watchSwapPublic(channel, messageHash, requestParams, params);
}
}
handleTicker(client, message) {
//
// swap
//
// {
// "symbol": "BTC_USDT",
// "data": {
// "symbol": "BTC_USDT",
// "lastPrice": 76376.1,
// "riseFallRate": -0.0006,
// "fairPrice": 76374.4,
// "indexPrice": 76385.8,
// "volume24": 962062810,
// "amount24": 7344207079.96768,
// "maxBidPrice": 84024.3,
// "minAskPrice": 68747.2,
// "lower24Price": 75620.2,
// "high24Price": 77210,
// "timestamp": 1731137509138,
// "bid1": 76376.2,
// "ask1": 76376.3,
// "holdVol": 95479623,
// "riseFallValue": -46.5,
// "fundingRate": 0.0001,
// "zone": "UTC+8",
// "riseFallRates": [ -0.0006, 0.1008, 0.2262, 0.2628, 0.2439, 1.0564 ],
// "riseFallRatesOfTimezone": [ 0.0065, -0.0013, -0.0006 ]
// },
// "channel": "push.ticker",
// "ts": 1731137509138
// }
//
// spot
//
// {
// "c": "spot@public.bookTicker.v3.api@BTCUSDT",
// "d": {
// "A": "4.70432",
// "B": "6.714863",
// "a": "20744.54",
// "b": "20744.17"
// },
// "s": "BTCUSDT",
// "t": 1678643605721
// }
//
// spot miniTicker
//
// {
// "d": {
// "s": "BTCUSDT",
// "p": "76522",
// "r": "0.0012",
// "tr": "0.0012",
// "h": "77196.3",
// "l": "75630.77",
// "v": "584664223.92",
// "q": "7666.720258",
// "lastRT": "-1",
// "MT": "0",
// "NV": "--",
// "t": "1731135533126"
// },
// "c": "spot@public.miniTicker.v3.api@BTCUSDT@UTC+8",
// "t": 1731135533126,
// "s": "BTCUSDT"
// }
//
this.handleBidAsk(client, message);
const rawTicker = this.safeDictN(message, ['d', 'data', 'publicAggreBookTicker']);
const marketId = this.safeString2(message, 's', 'symbol');
const timestamp = this.safeInteger2(message, 't', 'sendTime');
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
let ticker = undefined;
if (market['spot']) {
ticker = this.parseWsTicker(rawTicker, market);
ticker['timestamp'] = timestamp;
ticker['datetime'] = this.iso8601(timestamp);
}
else {
ticker = this.parseTicker(rawTicker, market);
}
this.tickers[symbol] = ticker;
const messageHash = 'ticker:' + symbol;
client.resolve(ticker, messageHash);
}
/**
* @method
* @name mexc#watchTickers
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
* @see https://mexcdevelop.github.io/apidocs/spot_v3_en/#individual-symbol-book-ticker-streams
* @see https://mexcdevelop.github.io/apidocs/contract_v1_en/#public-channels
* @see https://mexcdevelop.github.io/apidocs/spot_v3_en/#minitickers
* @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 {boolean} [params.miniTicker] set to true for using the miniTicker endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchTickers(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined);
const messageHashes = [];
const firstSymbol = this.safeString(symbols, 0);
let market = undefined;
if (firstSymbol !== undefined) {
market = this.market(firstSymbol);
}
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchTickers', market, params);
const isSpot = (type === 'spot');
const url = (isSpot) ? this.urls['api']['ws']['spot'] : this.urls['api']['ws']['swap'];
const request = {};
if (isSpot) {
throw new NotSupported(this.id + ' watchTickers does not support spot markets');
// let miniTicker = false;
// [ miniTicker, params ] = this.handleOptionAndParams (params, 'watchTickers', 'miniTicker');
// const topics = [];
// if (!miniTicker) {
// if (symbols === undefined) {
// throw new ArgumentsRequired (this.id + ' watchTickers required symbols argument for the bookTicker channel');
// }
// const marketIds = this.marketIds (symbols);
// for (let i = 0; i < marketIds.length; i++) {
// const marketId = marketIds[i];
// messageHashes.push ('ticker:' + symbols[i]);
// const channel = 'spot@public.bookTicker.v3.api@' + marketId;
// topics.push (channel);
// }
// } else {
// topics.push ('spot@public.miniTickers.v3.api@UTC+8');
// if (symbols === undefined) {
// messageHashes.push ('spot:ticker');
// } else {
// for (let i = 0; i < symbols.length; i++) {
// messageHashes.push ('ticker:' + symbols[i]);
// }
// }
// }
// request['method'] = 'SUBSCRIPTION';
// request['params'] = topics;
}
else {
request['method'] = 'sub.tickers';
request['params'] = {};
messageHashes.push('ticker');
}
const ticker = await this.watchMultiple(url, messageHashes, this.extend(request, params), messageHashes);
if (isSpot && this.newUpdates) {
const result = {};
result[ticker['symbol']] = ticker;
return result;
}
return this.filterByArray(this.tickers, 'symbol', symbols);
}
handleTickers(client, message) {
//
// swap
//
// {
// "channel": "push.tickers",
// "data": [
// {
// "symbol": "ETH_USDT",
// "lastPrice": 2324.5,
// "riseFallRate": 0.0356,
// "fairPrice": 2324.32,
// "indexPrice": 2325.44,
// "volume24": 25868309,
// "amount24": 591752573.9792,
// "maxBidPrice": 2557.98,
// "minAskPrice": 2092.89,
// "lower24Price": 2239.39,
// "high24Price": 2332.59,
// "timestamp": 1725872514111
// }
// ],
// "ts": 1725872514111
// }
//
// spot
//
// {
// "c": "spot@public.bookTicker.v3.api@BTCUSDT",
// "d": {
// "A": "4.70432",
// "B": "6.714863",
// "a": "20744.54",
// "b": "20744.17"
// },
// "s": "BTCUSDT",
// "t": 1678643605721
// }
//
// spot miniTicker
//
// {
// "d": {
// "s": "BTCUSDT",
// "p": "76522",
// "r": "0.0012",
// "tr": "0.0012",
// "h": "77196.3",
// "l": "75630.77",
// "v": "584664223.92",
// "q": "7666.720258",
// "lastRT": "-1",
// "MT": "0",
// "NV": "--",
// "t": "1731135533126"
// },
// "c": "spot@public.miniTicker.v3.api@BTCUSDT@UTC+8",
// "t": 1731135533126,
// "s": "BTCUSDT"
// }
//
const data = this.safeList2(message, 'data', 'd');
const channel = this.safeString(message, 'c', '');
const marketId = this.safeString(message, 's');
const market = this.safeMarket(marketId);
const channelStartsWithSpot = channel.startsWith('spot');
const marketIdIsUndefined = marketId === undefined;
const isSpot = marketIdIsUndefined ? channelStartsWithSpot : market['spot'];
const spotPrefix = 'spot:';
const messageHashPrefix = isSpot ? spotPrefix : '';
const topic = messageHashPrefix + 'ticker';
const result = [];
for (let i = 0; i < data.length; i++) {
const entry = data[i];
let ticker = undefined;
if (isSpot) {
ticker = this.parseWsTicker(entry, market);
}
else {
ticker = this.parseTicker(entry);
}
const symbol = ticker['symbol'];
this.tickers[symbol] = ticker;
result.push(ticker);
const messageHash = 'ticker:' + symbol;
client.resolve(ticker, messageHash);
}
client.resolve(result, topic);
}
parseWsTicker(ticker, market = undefined) {
// protobuf ticker
// "bidprice": "93387.28", // Best bid price
// "bidquantity": "3.73485", // Best bid quantity
// "askprice": "93387.29", // Best ask price
// "askquantity": "7.669875" // Best ask quantity
//
// spot
//
// {
// "A": "4.70432",
// "B": "6.714863",
// "a": "20744.54",
// "b": "20744.17"
// }
//
// spot miniTicker
//
// {
// "s": "BTCUSDT",
// "p": "76521",
// "r": "0.0012",
// "tr": "0.0012",
// "h": "77196.3",
// "l": "75630.77",
// "v": "584664223.92",
// "q": "7666.720258",
// "lastRT": "-1",
// "MT": "0",
// "NV": "--",
// "t": "1731135533126"
// }
//
const marketId = this.safeString(ticker, 's');
const timestamp = this.safeInteger(ticker, 't');
const price = this.safeString(ticker, 'p');
return this.safeTicker({
'info': ticker,
'symbol': this.safeSymbol(marketId, market),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'open': undefined,
'high': this.safeNumber(ticker, 'h'),
'low': this.safeNumber(ticker, 'l'),
'close': price,
'last': price,
'bid': this.safeNumber2(ticker, 'b', 'bidPrice'),
'bidVolume': this.safeNumber2(ticker, 'B', 'bidQuantity'),
'ask': this.safeNumber2(ticker, 'a', 'askPrice'),
'askVolume': this.safeNumber2(ticker, 'A', 'askQuantity'),
'vwap': undefined,
'previousClose': undefined,
'change': undefined,
'percentage': this.safeNumber(ticker, 'tr'),
'average': undefined,
'baseVolume': this.safeNumber(ticker, 'v'),
'quoteVolume': this.safeNumber(ticker, 'q'),
}, market);
}
/**
* @method
* @name mexc#watchBidsAsks
* @see https://mexcdevelop.github.io/apidocs/spot_v3_en/#individual-symbol-book-ticker-streams
* @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 = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, true, false, true);
let marketType = undefined;
if (symbols === undefined) {
throw new ArgumentsRequired(this.id + ' watchBidsAsks required symbols argument');
}
const markets = this.marketsForSymbols(symbols);
[marketType, params] = this.handleMarketTypeAndParams('watchBidsAsks', markets[0], params);
const isSpot = marketType === 'spot';
if (!isSpot) {
throw new NotSupported(this.id + ' watchBidsAsks only support spot market');
}
const messageHashes = [];
const topics = [];
for (let i = 0; i < symbols.length; i++) {
if (isSpot) {
const market = this.market(symbols[i]);
topics.push('spot@public.aggre.bookTicker.v3.api.pb@100ms@' + market['id']);
}
messageHashes.push('bidask:' + symbols[i]);
}
const url = this.urls['api']['ws']['spot'];
const request = {
'method': 'SUBSCRIPTION',
'params': topics,
};
const ticker = await this.watchMultiple(url, messageHashes, this.extend(request, params), messageHashes);
if (this.newUpdates) {
const tickers = {};
tickers[ticker['symbol']] = ticker;
return tickers;
}
return this.filterByArray(this.bidsasks, 'symbol', symbols);
}
handleBidAsk(client, message) {
//
// {
// "c": "spot@public.bookTicker.v3.api@BTCUSDT",
// "d": {
// "A": "4.70432",
// "B": "6.714863",
// "a": "20744.54",
// "b": "20744.17"
// },
// "s": "BTCUSDT",
// "t": 1678643605721
// }
//
const parsedTicker = this.parseWsBidAsk(message);
const symbol = this.safeString(parsedTicker, 'symbol');
if (symbol === undefined) {
return;
}
this.bidsasks[symbol] = parsedTicker;
const messageHash = 'bidask:' + symbol;
client.resolve(parsedTicker, messageHash);
}
parseWsBidAsk(ticker, market = undefined) {
const data = this.safeDict(ticker, 'd');
const marketId = this.safeString(ticker, 's');
market = this.safeMarket(marketId, market);
const symbol = this.safeString(market, 'symbol');
const timestamp = this.safeInteger(ticker, 't');
return this.safeTicker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'ask': this.safeNumber(data, 'a'),
'askVolume': this.safeNumber(data, 'A'),
'bid': this.safeNumber(data, 'b'),
'bidVolume': this.safeNumber(data, 'B'),
'info': ticker,
}, market);
}
async watchSpotPublic(channel, messageHash, params = {}) {
const unsubscribed = this.safeBool(params, 'unsubscribed', false);
params = this.omit(params, ['unsubscribed']);
const url = this.urls['api']['ws']['spot'];
const method = (unsubscribed) ? 'UNSUBSCRIPTION' : 'SUBSCRIPTION';
const request = {
'method': method,
'params': [channel],
};
return await this.watch(url, messageHash, this.extend(request, params), messageHash);
}
async watchSpotPrivate(channel, messageHash, params = {}) {
this.checkRequiredCredentials();
const listenKey = await this.authenticate(channel);
const url = this.urls['api']['ws']['spot'] + '?listenKey=' + listenKey;
const request = {
'method': 'SUBSCRIPTION',
'params': [channel],
};
return await this.watch(url, messageHash, this.extend(request, params), channel);
}
async watchSwapPublic(channel, messageHash, requestParams, params = {}) {
const url = this.urls['api']['ws']['swap'];
const request = {
'method': channel,
'param': requestParams,
};
const message = this.extend(request, params);
return await this.watch(url, messageHash, message, messageHash);
}
async watchSwapPrivate(messageHash, params = {}) {
this.checkRequiredCredentials();
const channel = 'login';
const url = this.urls['api']['ws']['swap'];
const timestamp = this.milliseconds().toString();
const payload = this.apiKey + timestamp;
const signature = this.hmac(this.encode(payload), this.encode(this.secret), sha256);
const request = {
'method': channel,
'param': {
'apiKey': this.apiKey,
'signature': signature,
'reqTime': timestamp,
},
};
const message = this.extend(request, params);
return await this.watch(url, messageHash, message, channel);
}
/**
* @method
* @name mexc#watchOHLCV
* @see https://www.mexc.com/api-docs/spot-v3/websocket-market-streams#trade-streams
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @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 timeframes = this.safeValue(this.options, 'timeframes', {});
const timeframeId = this.safeString(timeframes, timeframe);
const messageHash = 'candles:' + symbol + ':' + timeframe;
let ohlcv = undefined;
if (market['spot']) {
const channel = 'spot@public.kline.v3.api.pb@' + market['id'] + '@' + timeframeId;
ohlcv = await this.watchSpotPublic(channel, messageHash, params);
}
else {
const channel = 'sub.kline';
const requestParams = {
'symbol': market['id'],
'interval': timeframeId,
};
ohlcv = await this.watchSwapPublic(channel, messageHash, requestParams, params);
}
if (this.newUpdates) {
limit = ohlcv.getLimit(symbol, limit);
}
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
}
handleOHLCV(client, message) {
//
// spot
//
// {
// "d": {
// "e": "spot@public.kline.v3.api",
// "k": {
// "t": 1678642261,
// "o": 20626.94,
// "c": 20599.69,
// "h": 20626.94,
// "l": 20597.06,
// "v": 27.678686,
// "a": 570332.77,
// "T": 1678642320,
// "i": "Min1"
// }
// },
// "c": "spot@public.kline.v3.api@BTCUSDT@Min1",
// "t": 1678642276459,
// "s": "BTCUSDT"
// }
//
// swap
//
// {
// "channel": "push.kline",
// "data": {
// "a": 325653.3287,
// "c": 38839,
// "h": 38909.5,
// "interval": "Min1",
// "l": 38833,
// "o": 38901.5,
// "q": 83808,
// "rc": 38839,
// "rh": 38909.5,
// "rl": 38833,
// "ro": 38909.5,
// "symbol": "BTC_USDT",
// "t": 1651230660
// },
// "symbol": "BTC_USDT",
// "ts": 1651230713067
// }
// protobuf
// {
// "channel":"spot@public.kline.v3.api.pb@BTCUSDT@Min1",
// "symbol":"BTCUSDT",
// "symbolId":"2fb942154ef44a4ab2ef98c8afb6a4a7",
// "createTime":"1754737941062",
// "publicSpotKline":{
// "interval":"Min1",
// "windowStart":"1754737920",
// "openingPrice":"117317.31",
// "closingPrice":"117325.26",
// "highestPrice":"117341",
// "lowestPrice":"117317.3",
// "volume":"3.12599854",
// "amount":"366804.43",
// "windowEnd":"1754737980"
// }
// }
//
let parsed = undefined;
let symbol = undefined;
let timeframe = undefined;
if ('publicSpotKline' in message) {
symbol = this.symbol(this.safeString(message, 'symbol'));
const data = this.safeDict(message, 'publicSpotKline', {});
const timeframeId = this.safeString(data, 'interval');
timeframe = this.findTimeframe(timeframeId, this.options['timeframes']);
parsed = this.parseWsOHLCV(data, this.safeMarket(symbol));
}
else {
const d = this.safeValue2(message, 'd', 'data', {});
const rawOhlcv = this.safeValue(d, 'k', d);
const timeframeId = this.safeString2(rawOhlcv, 'i', 'interval');
const timeframes = this.safeValue(this.options, 'timeframes', {});
timeframe = this.findTimeframe(timeframeId, timeframes);
const marketId = this.safeString2(message, 's', 'symbol');
const market = this.safeMarket(marketId);
symbol = market['symbol'];
parsed = this.parseWsOHLCV(rawOhlcv, market);
}
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;
}
stored.append(parsed);
client.resolve(stored, messageHash);
}
parseWsOHLCV(ohlcv, market = undefined) {
//
// spot
//
// {
// "t": 1678642260,
// "o": 20626.94,
// "c": 20599.69,
// "h": 20626.94,
// "l": 20597.06,
// "v": 27.678686,
// "a": 570332.77,
// "T": 1678642320,
// "i": "Min1"
// }
//
// swap
// {
// "symbol": "BTC_USDT",
// "interval": "Min1",
// "t": 1680055080,
// "o": 27301.9,
// "c": 27301.8,
// "h": 27301.9,
// "l": 27301.8,
// "a": 8.19054,
// "q": 3,
// "ro": 27301.8,
// "rc": 27301.8,
// "rh": 27301.8,
// "rl": 27301.8
// }
// protobuf
//
// "interval":"Min1",
// "windowStart":"1754737920",
// "openingPrice":"117317.31",
// "closingPrice":"117325.26",
// "highestPrice":"117341",
// "lowestPrice":"117317.3",
// "volume":"3.12599854",
// "amount":"366804.43",
// "windowEnd":"1754737980"
//
return [
this.safeTimestamp2(ohlcv, 't', 'windowStart'),
this.safeNumber2(ohlcv, 'o', 'openingPrice'),
this.safeNumber2(ohlcv, 'h', 'highestPrice'),
this.safeNumber2(ohlcv, 'l', 'lowestPrice'),
this.safeNumber2(ohlcv, 'c', 'closingPrice'),
this.safeNumber2(ohlcv, 'v', 'volume'),
];
}
/**
* @method
* @name mexc#watchOrderBook
* @see https://www.mexc.com/api-docs/spot-v3/websocket-market-streams#trade-streams
* @see https://mexcdevelop.github.io/apidocs/contract_v1_en/#public-channels
* @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.frequency] the frequency of the order book updates, default is '10ms', can be '100ms' or '10ms
* @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 messageHash = 'orderbook:' + symbol;
let orderbook = undefined;
if (market['spot']) {
let frequency = undefined;
[frequency, params] = this.handleOptionAndParams(params, 'watchOrderBook', 'frequency', '100ms');
const channel = 'spot@public.aggre.depth.v3.api.pb@' + frequency + '@' + market['id'];
orderbook = await this.watchSpotPublic(channel, messageHash, params);
}
else {
const channel = 'sub.depth';
const requestParams = {
'symbol': market['id'],
};
orderbook = await this.watchSwapPublic(channel, messageHash, requestParams, params);
}
return orderbook.limit();
}
handleOrderBookSubscription(client, message) {
// spot
// { id: 0, code: 0, msg: "spot@public.increase.depth.v3.api@BTCUSDT" }
//
const msg = this.safeString(message, 'msg');
const parts = msg.split('@');
const marketId = this.safeString(parts, 2);
const symbol = this.safeSymbol(marketId);
this.orderbooks[symbol] = this.orderBook({});
}
getCacheIndex(orderbook, cache) {
// return the first index of the cache that can be applied to the orderbook or -1 if not possible
const nonce = this.safeInteger(orderbook, 'nonce');
const firstDelta = this.safeValue(cache, 0);
const firstDeltaNonce = this.safeIntegerN(firstDelta, ['r', 'version', 'fromVersion']);
if (nonce < firstDeltaNonce - 1) {
return -1;
}
for (let i = 0; i < cache.length; i++) {
const delta = cache[i];
const deltaNonce = this.safeIntegerN(delta, ['r', 'version', 'fromVersion']);
if (deltaNonce >= nonce) {
return i;
}
}
return cache.length;
}
handleOrderBook(client, message) {
//
// spot
// {
// "c": "spot@public.increase.depth.v3.api@BTCUSDT",
// "d": {
// "asks": [{
// "p": "20290.89",
// "v": "0.000000"
// }],
// "e": "spot@public.increase.depth.v3.api",
// "r": "3407459756"
// },
// "s": "BTCUSDT",
// "t": 1661932660144
// }
//
//
//
// swap
// {
// "channel":"push.depth",
// "data":{
// "asks":[
// [
// 39146.5,
// 11264,
// 1
// ]
// ],
// "bids":[
// [
// 39144,
// 35460,
// 1
// ]
// ],
// "end":4895965272,
// "begin":4895965271
// },
// "symbol":"BTC_USDT",
// "ts":1651239652372
// }
// protofbuf
// {
// "channel":"spot@public.aggre.depth.v3.api.pb@100ms@BTCUSDT",
// "symbol":"BTCUSDT",
// "sendTime":"1754741322152",
// "publicAggreDepths":{
// "asks":[
// {
// "price":"117145.49",
// "quantity":"0"
// }
// ],
// "bids":[
// {
// "price":"117053.41",
// "quantity":"1.86837271"
// }
// ],
// "eventType":"spot@public.aggre.depth.v3.api.pb@100ms",
// "fromVersion":"43296363236",
// "toVersion":"43296363255"
// }
// }
//
const data = this.safeDictN(message, ['d', 'data', 'publicAggreDepths']);
const marketId = this.safeString2(message, 's', 'symbol');
const symbol = this.safeSymbol(marketId);
const messageHash = 'orderbook:' + symbol;
const subscription = this.safeValue(client.subscriptions, messageHash);
const limit = this.safeInteger(subscription, 'limit');
if (!(symbol in this.orderbooks)) {
this.orderbooks[symbol] = this.orderBook();
}
const storedOrderBook = this.orderbooks[symbol];
const nonce = this.safeInteger(storedOrderBook, 'nonce');
let shouldReturn = false;
if (nonce === undefined) {
const cacheLength = storedOrderBook.cache.length;
const snapshotDelay = this.handleOption('watchOrderBook', 'snapshotDelay', 25);
if (cacheLength === snapshotDelay) {
this.spawn(this.loadOrderBook, client, messageHash, symbol, limit, {});
}
storedOrderBook.cache.push(data);
return;
}
try {
this.handleDelta(storedOrderBook, data);
const timestamp = this.safeIntegerN(message, ['t', 'ts', 'sendTime']);
storedOrderBook['timestamp'] = timestamp;
storedOrderBook['datetime'] = this.iso8601(timestamp);
}
catch (e) {
delete client.subscriptions[messageHash];
client.reject(e, messageHash);
// return;
shouldReturn = true;
}
if (shouldReturn) {
return; // go requirement
}
client.resolve(storedOrderBook, messageHash);
}
handleBooksideDelta(bookside, bidasks) {
//
// [{
// "p": "20290.89",
// "v": "0.000000"
// }]
//
for (let i = 0; i < bidasks.length; i++) {
const bidask = bidasks[i];
if (Array.isArray(bidask)) {
bookside.storeArray(bidask);
}
else {
const price = this.safeFloat2(bidask, 'p', 'price');
const amount = this.safeFloat2(bidask, 'v', 'quantity');
bookside.store(price, amount);
}
}
}
handleDelta(orderbook, delta) {
const existingNonce = this.safeInteger(orderbook, 'nonce');
const deltaNonce = this.safeIntegerN(delta, ['r', 'version', 'fromVersion']);
if (deltaNonce < existingNonce) {
// even when doing < comparison, this happens: https://app.travis-ci.com/github/ccxt/ccxt/builds/269234741#L1809
// so, we just skip old updates
return;
}
orderbook['nonce'] = deltaNonce;
const asks = this.safeList(delta, 'asks', []);
const bids = this.safeList(delta, 'bids', []);
const asksOrderSide = orderbook['asks'];
const bidsOrderSide = orderbook['bids'];
this.handleBooksideDelta(asksOrderSide, asks);
this.handleBooksideDelta(bidsOrderSide, bids);
}
/**
* @method
* @name mexc#watchTrades
* @see https://www.mexc.com/api-docs/spot-v3/websocket-market-streams#trade-streams
* @see https://mexcdevelop.github.io/apidocs/contract_v1_en/#public-channels
* @description get the list of most recent trades for a particular symbol
* @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 = 'trades:' + symbol;
let trades = undefined;
if (market['spot']) {
const channel = 'spot@public.aggre.deals.v3.api.pb@100ms@' + market['id'];
trades = await this.watchSpotPublic(channel, messageHash, params);
}
else {
const channel = 'sub.deal';
const requestParams = {
'symbol': market['id'],
};
trades = await this.watchSwapPublic(channel, messageHash, requestParams, params);
}
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
}
handleTrades(client, message) {
// protobuf
// {
// "channel": "spot@public.aggre.deals.v3.api.pb@100ms@BTCUSDT",
// "publicdeals": {
// "dealsList": [
// {
// "price": "93220.00", // Trade price
// "quantity": "0.04438243", // Trade quantity
// "tradetype": 2, // Trade type (1: Buy, 2: Sell)
// "time": 1736409765051 // Trade time
// }
// ],
// "eventtype": "spot@public.aggre.deals.v3.api.pb@100ms" // Event type
// },
// "symbol": "BTCUSDT", // Trading pair
// "sendtime": 1736409765052 // Event time
// }
//
// {
// "c": "spot@public.deals.v3.api@BTCUSDT",
// "d": {
// "deals": [{
// "p": "20382.70",
// "v": "0.043800",
// "S": 1,
// "t": 1678593222456,
// }, ],
// "e": "spot@public.deals.v3.api",
// },
// "s": "BTCUSDT",
// "t": 1678593222460,
// }
//
// swap
// {
// "symbol": "BTC_USDT",
// "data": [
// {
// "p": 114350.4,
// "v": 4,
// "T": 2,
// "O": 3,
// "M": 2,
// "t": 1760368563597
// }
// ],
// "channel": "push.deal",
// "ts": 1680055941870
// }
//
const marketId = this.safeString2(message, 's', 'symbol');
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const messageHash = 'trades:' + symbol;
let stored = this.safeValue(this.trades, symbol);
if (stored === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
stored = new ArrayCache(limit);
this.trades[symbol] = stored;
}
const d = this.safeDictN(message, ['d', 'publicAggreDeals']);
let trades = this.safeList2(d, 'deals', 'dealsList', [d]);
if (d === undefined) {
trades = this.safeList(message, 'data', []);
}
for (let j = 0; j < trades.length; j++) {
let parsedTrade = undefined;
if (market['spot']) {
parsedTrade = this.parseWsTrade(trades[j], market);
}
else {
parsedTrade = this.parseTrade(trades[j], market);
}
stored.append(parsedTrade);
}
client.resolve(stored, messageHash);
}
/**
* @method
* @name mexc#watchMyTrades
* @see https://www.mexc.com/api-docs/spot-v3/websocket-user-data-streams#spot-account-deals
* @see https://mexcdevelop.github.io/apidocs/contract_v1_en/#private-channels
* @description watches information on multiple trades made by the user
* @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 = {}) {
await this.loadMarkets();
let messageHash = 'myTrades';
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
symbol = market['symbol'];
messageHash = messageHash + ':' + symbol;
}
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchMyTrades', market, params);
let trades = undefined;
if (type === 'spot') {
const channel = 'spot@private.deals.v3.api.pb';
trades = await this.watchSpotPrivate(channel, messageHash, params);
}
else {
trades = await this.watchSwapPrivate(messageHash, params);
}
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
}
handleMyTrade(client, message, subscription = undefined) {
//
// {
// "c": "spot@private.deals.v3.api",
// "d": {
// "p": "22339.99",
// "v": "0.000235",
// "S": 1,
// "T": 1678670940695,
// "t": "9f6a47fb926442e496c5c4c104076ae3",
// "c": '',
// "i": "e2b9835d1b6745f8a10ab74a81a16d50",
// "m": 0,
// "st": 0
// },
// "s": "BTCUSDT",
// "t": 1678670940700
// }
// {
// channel: "spot@private.deals.v3.api.pb",
// symbol: "MXUSDT",
// sendTime: 1736417034332,
// privateDeals {
// price: "3.6962",
// quantity: "1",
// amount: "3.6962",
// tradeType: 2,
// tradeId: "505979017439002624X1",
// orderId: "C02__505979017439002624115",
// feeAmount: "0.0003998377369698171",
// feeCurrency: "MX",
// time: 1736417034280
// }
// }
//
const messageHash = 'myTrades';
const data = this.safeDictN(message, ['d', 'data', 'privateDeals']);
const futuresMarketId = this.safeString(data, 'symbol');
const marketId = this.safeString2(message, 's', 'symbol', futuresMarketId);
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
let trade = undefined;
if (market['spot']) {
trade = this.parseWsTrade(data, market);
}
else {
trade = this.parseTrade(data, market);
}
let trades = this.myTrades;
if (trades === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
trades = new ArrayCacheBySymbolById(limit);
this.myTrades = trades;
}
trades.append(trade);
client.resolve(trades, messageHash);
const symbolSpecificMessageHash = messageHash + ':' + symbol;
client.resolve(trades, symbolSpecificMessageHash);
}
parseWsTrade(trade, market = undefined) {
//
// public trade (protobuf)
// {
// "p": "20382.70",
// "v": "0.043800",
// "S": 1,
// "t": 1678593222456,
// }
// private trade
// {
// "S": 1,
// "T": 1661938980268,
// "c": "",
// "i": "c079b0fcb80a46e8b128b281ce4e4f38",
// "m": 1,
// "p": "1.008",
// "st": 0,
// "t": "4079b1522a0b40e7919f609e1ea38d44",
// "v": "5"
// }
//
// d: {
// p: '1.0005',
// v: '5.71',
// a: '5.712855',
// S: 1,
// T: 1714325698237,
// t: 'edafcd9fdc2f426e82443d114691f724',
// c: '',
// i: 'C02__413321238354677760043',
// m: 0,
// st: 0,
// n: '0.005712855',
// N: 'USDT'
// }
// protobuf
//
// {
// price: "3.6962",
// quantity: "1",
// amount: "3.6962",
// tradeType: 2,
// tradeId: "505979017439002624X1",
// orderId: "C02__505979017439002624115",
// feeAmount: "0.0003998377369698171",
// feeCurrency: "MX",
// time: 1736417034280
// }
//
let timestamp = this.safeInteger2(trade, 'T', 'time');
let tradeId = this.safeString2(trade, 't', 'tradeId');
if (timestamp === undefined) {
timestamp = this.safeInteger(trade, 't');
tradeId = undefined;
}
const priceString = this.safeString2(trade, 'p', 'price');
const amountString = this.safeString2(trade, 'v', 'quantity');
const rawSide = this.safeString2(trade, 'S', 'tradeType');
const side = (rawSide === '1') ? 'buy' : 'sell';
const isMaker = this.safeInteger(trade, 'm');
const feeAmount = this.safeString2(trade, 'n', 'feeAmount');
const feeCurrencyId = this.safeString2(trade, 'N', 'feeCurrency');
return this.safeTrade({
'info': trade,
'id': tradeId,
'order': this.safeString2(trade, 'i', 'orderId'),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': this.safeSymbol(undefined, market),
'type': undefined,
'side': side,
'takerOrMaker': (isMaker) ? 'maker' : 'taker',
'price': priceString,
'amount': amountString,
'cost': this.safeString(trade, 'amount'),
'fee': {
'cost': feeAmount,
'currency': this.safeCurrencyCode(feeCurrencyId),
},
}, market);
}
/**
* @method
* @name mexc#watchOrders
* @see https://www.mexc.com/api-docs/spot-v3/websocket-user-data-streams#spot-account-orders
* @see https://mexcdevelop.github.io/apidocs/spot_v3_en/#margin-account-orders
* @description watches information on multiple orders made by the user
* @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 {string|undefined} params.type the type of orders to retrieve, can be 'spot' or 'margin'
* @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 messageHash = 'orders';
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
symbol = market['symbol'];
messageHash = messageHash + ':' + symbol;
}
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchOrders', market, params);
let orders = undefined;
if (type === 'spot') {
const channel = 'spot@private.orders.v3.api.pb';
orders = await this.watchSpotPrivate(channel, messageHash, params);
}
else {
orders = await this.watchSwapPrivate(messageHash, params);
}
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
}
handleOrder(client, message) {
//
// spot
// {
// "c": "spot@private.orders.v3.api",
// "d": {
// "A":8.0,
// "O":1661938138000,
// "S":1,
// "V":10,
// "a":8,
// "c":"",
// "i":"e03a5c7441e44ed899466a7140b71391",
// "m":0,
// "o":1,
// "p":0.8,
// "s":1,
// "v":10,
// "ap":0,
// "cv":0,
// "ca":0
// },
// "s": "MXUSDT",
// "t": 1661938138193
// }
// spot - stop
// {
// "c": "spot@private.orders.v3.api",
// "d": {
// "N":"USDT",
// "O":1661938853715,
// "P":0.9,
// "S":1,
// "T":"LE",
// "i":"f6d82e5f41d745f59fe9d3cafffd80b5",
// "o":100,
// "p":1.01,
// "s":"NEW",
// "v":6
// },
// "s": "MXUSDT",
// "t": 1661938853727
// }
// margin
// {
// "c": "margin@private.orders.v3.api",
// "d":{
// "O":1661938138000,
// "p":"0.8",
// "a":"8",
// "v":"10",
// "da":"0",
// "dv":"0",
// "A":"8.0",
// "V":"10",
// "n": "0",
// "N": "USDT",
// "S":1,
// "o":1,
// "s":1,
// "i":"e03a5c7441e44ed899466a7140b71391",
// },
// "s": "MXUSDT",
// "t":1661938138193
// }
// protobuf
// {
// channel: "spot@private.orders.v3.api.pb",
// symbol: "MXUSDT",
// sendTime: 1736417034281,
// privateOrders {}
// }
//
const messageHash = 'orders';
const data = this.safeDictN(message, ['d', 'data', 'privateOrders']);
const futuresMarketId = this.safeString(data, 'symbol');
const marketId = this.safeString2(message, 's', 'symbol', futuresMarketId);
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
let parsed = undefined;
if (market['spot']) {
parsed = this.parseWsOrder(data, market);
}
else {
parsed = this.parseOrder(data, market);
}
let orders = this.orders;
if (orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
orders = new ArrayCacheBySymbolById(limit);
this.orders = orders;
}
orders.append(parsed);
client.resolve(orders, messageHash);
const symbolSpecificMessageHash = messageHash + ':' + symbol;
client.resolve(orders, symbolSpecificMessageHash);
}
parseWsOrder(order, market = undefined) {
//
// spot
// {
// "A":8.0,
// "O":1661938138000,
// "S":1,
// "V":10,
// "a":8,
// "c":"",
// "i":"e03a5c7441e44ed899466a7140b71391",
// "m":0,
// "o":1,
// "p":0.8,
// "s":1,
// "v":10,
// "ap":0,
// "cv":0,
// "ca":0
// }
// spot - stop
// {
// "N":"USDT",
// "O":1661938853715,
// "P":0.9,
// "S":1,
// "T":"LE",
// "i":"f6d82e5f41d745f59fe9d3cafffd80b5",
// "o":100,
// "p":1.01,
// "s":"NEW",
// "v":6
// }
// margin
// {
// "O":1661938138000,
// "p":"0.8",
// "a":"8",
// "v":"10",
// "da":"0",
// "dv":"0",
// "A":"8.0",
// "V":"10",
// "n": "0",
// "N": "USDT",
// "S":1,
// "o":1,
// "s":1,
// "i":"e03a5c7441e44ed899466a7140b71391",
// }
// protofbuf spot order
// {
// "id":"C02__583905164440776704043",
// "price":"0.001053",
// "quantity":"2000",
// "amount":"0",
// "avgPrice":"0.001007",
// "orderType":5,
// "tradeType":1,
// "remainAmount":"0.092",
// "remainQuantity":"0",
// "lastDealQuantity":"2000",
// "cumulativeQuantity":"2000",
// "cumulativeAmount":"2.014",
// "status":2,
// "createTime":"1754996075502"
// }
//
const timestamp = this.safeInteger(order, 'createTime');
const side = this.safeString(order, 'tradeType');
const status = this.safeString(order, 'status');
const type = this.safeString(order, 'orderType');
let fee = undefined;
const feeCurrency = this.safeString(order, 'N');
if (feeCurrency !== undefined) {
fee = {
'currency': feeCurrency,
'cost': undefined,
};
}
return this.safeOrder({
'id': this.safeString(order, 'id'),
'clientOrderId': this.safeString(order, 'clientId'),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'lastTradeTimestamp': undefined,
'status': this.parseWsOrderStatus(status, market),
'symbol': this.safeSymbol(undefined, market),
'type': this.parseWsOrderType(type),
'timeInForce': this.parseWsTimeInForce(type),
'side': (side === '1') ? 'buy' : 'sell',
'price': this.safeString(order, 'price'),
'stopPrice': undefined,
'triggerPrice': undefined,
'average': this.safeString(order, 'avgPrice'),
'amount': this.safeString(order, 'quantity'),
'cost': this.safeString(order, 'amount'),
'filled': this.safeString(order, 'cumulativeQuantity'),
'remaining': this.safeString(order, 'remainQuantity'),
'fee': fee,
'trades': undefined,
'info': order,
}, market);
}
parseWsOrderStatus(status, market = undefined) {
const statuses = {
'1': 'open',
'2': 'closed',
'3': 'open',
'4': 'canceled',
'5': 'closed',
'NEW': 'open',
'CANCELED': 'canceled',
'EXECUTED': 'closed',
'FAILED': 'rejected',
};
return this.safeString(statuses, status, status);
}
parseWsOrderType(type) {
const types = {
'1': 'limit',
'2': 'limit',
'3': undefined,
'4': undefined,
'5': 'market',
'100': 'limit', // STOP_LIMIT
};
return this.safeString(types, type);
}
parseWsTimeInForce(timeInForce) {
const timeInForceIds = {
'1': 'GTC',
'2': 'PO',
'3': 'IOC',
'4': 'FOK',
'5': 'GTC',
'100': 'GTC', // STOP_LIMIT
};
return this.safeString(timeInForceIds, timeInForce);
}
/**
* @method
* @name mexc#watchBalance
* @see https://www.mexc.com/api-docs/spot-v3/websocket-user-data-streams#spot-account-update
* @description watch balance and get the amount of funds available for trading or funds locked in orders
* @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();
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchBalance', undefined, params);
const messageHash = 'balance:' + type;
if (type === 'spot') {
const channel = 'spot@private.account.v3.api.pb';
return await this.watchSpotPrivate(channel, messageHash, params);
}
else {
return await this.watchSwapPrivate(messageHash, params);
}
}
handleBalance(client, message) {
//
// spot
//
// {
// channel: "spot@private.account.v3.api.pb",
// createTime: "1758134605364",
// sendTime: "1758134605373",
// privateAccount: {
// vcoinName: "USDT",
// coinId: "128f589271cb4951b03e71e6323eb7be",
// balanceAmount: "0.006016465074677006",
// balanceAmountChange: "-4.4022",
// frozenAmount: "4.4022",
// frozenAmountChange: "4.4022",
// type: "ENTRUST_PLACE",
// time: "1758134605364",
// }
// }
//
//
// swap balance
//
// {
// "channel": "push.personal.asset",
// "data": {
// "availableBalance": 67.2426683348,
// "bonus": 0,
// "currency": "USDT",
// "frozenBalance": 0,
// "positionMargin": 1.36945756
// },
// "ts": 1680059188190
// }
//
const channel = this.safeString(message, 'channel');
const type = (channel === 'spot@private.account.v3.api.pb') ? 'spot' : 'swap';
const messageHash = 'balance:' + type;
const data = this.safeDictN(message, ['data', 'privateAccount']);
const futuresTimestamp = this.safeInteger2(message, 'ts', 'createTime');
const timestamp = this.safeInteger2(data, 'time', futuresTimestamp);
if (!(type in this.balance)) {
this.balance[type] = {};
}
this.balance[type]['info'] = data;
this.balance[type]['timestamp'] = timestamp;
this.balance[type]['datetime'] = this.iso8601(timestamp);
const currencyId = this.safeStringN(data, ['currency', 'vcoinName']);
const code = this.safeCurrencyCode(currencyId);
const account = this.account();
account['free'] = this.safeString2(data, 'balanceAmount', 'availableBalance');
account['used'] = this.safeStringN(data, ['frozenBalance', 'frozenAmount']);
this.balance[type][code] = account;
this.balance[type] = this.safeBalance(this.balance[type]);
client.resolve(this.balance[type], messageHash);
}
/**
* @method
* @name mexc#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
* @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 messageHash = 'unsubscribe:ticker:' + market['symbol'];
let url = undefined;
let channel = undefined;
if (market['spot']) {
channel = 'spot@public.aggre.bookTicker.v3.api.pb@100ms@' + market['id'];
url = this.urls['api']['ws']['spot'];
params['unsubscribed'] = true;
this.watchSpotPublic(channel, messageHash, params);
}
else {
channel = 'unsub.ticker';
const requestParams = {
'symbol': market['id'],
};
url = this.urls['api']['ws']['swap'];
this.watchSwapPublic(channel, messageHash, requestParams, params);
}
const client = this.client(url);
this.handleUnsubscriptions(client, [messageHash]);
return undefined;
}
/**
* @method
* @name mexc#unWatchTickers
* @description unWatches 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
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async unWatchTickers(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined);
const messageHashes = [];
const firstSymbol = this.safeString(symbols, 0);
let market = undefined;
if (firstSymbol !== undefined) {
market = this.market(firstSymbol);
}
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchTickers', market, params);
const isSpot = (type === 'spot');
const url = (isSpot) ? this.urls['api']['ws']['spot'] : this.urls['api']['ws']['swap'];
const request = {};
if (isSpot) {
throw new NotSupported(this.id + ' watchTickers does not support spot markets');
// let miniTicker = false;
// [ miniTicker, params ] = this.handleOptionAndParams (params, 'watchTickers', 'miniTicker');
// const topics = [];
// if (!miniTicker) {
// if (symbols === undefined) {
// throw new ArgumentsRequired (this.id + ' watchTickers required symbols argument for the bookTicker channel');
// }
// const marketIds = this.marketIds (symbols);
// for (let i = 0; i < marketIds.length; i++) {
// const marketId = marketIds[i];
// messageHashes.push ('unsubscribe:ticker:' + symbols[i]);
// const channel = 'spot@public.bookTicker.v3.api@' + marketId;
// topics.push (channel);
// }
// } else {
// topics.push ('spot@public.miniTickers.v3.api@UTC+8');
// if (symbols === undefined) {
// messageHashes.push ('unsubscribe:spot:ticker');
// } else {
// for (let i = 0; i < symbols.length; i++) {
// messageHashes.push ('unsubscribe:ticker:' + symbols[i]);
// }
// }
// }
// request['method'] = 'UNSUBSCRIPTION';
// request['params'] = topics;
}
else {
request['method'] = 'unsub.tickers';
request['params'] = {};
messageHashes.push('unsubscribe:ticker');
}
const client = this.client(url);
this.watchMultiple(url, messageHashes, this.extend(request, params), messageHashes);
this.handleUnsubscriptions(client, messageHashes);
return undefined;
}
/**
* @method
* @name mexc#unWatchBidsAsks
* @description unWatches 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 unWatchBidsAsks(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, true, false, true);
let marketType = undefined;
if (symbols === undefined) {
throw new ArgumentsRequired(this.id + ' watchBidsAsks required symbols argument');
}
const markets = this.marketsForSymbols(symbols);
[marketType, params] = this.handleMarketTypeAndParams('watchBidsAsks', markets[0], params);
const isSpot = marketType === 'spot';
if (!isSpot) {
throw new NotSupported(this.id + ' watchBidsAsks only support spot market');
}
const messageHashes = [];
const topics = [];
for (let i = 0; i < symbols.length; i++) {
if (isSpot) {
const market = this.market(symbols[i]);
topics.push('spot@public.aggre.bookTicker.v3.api.pb@100ms@' + market['id']);
}
messageHashes.push('unsubscribe:bidask:' + symbols[i]);
}
const url = this.urls['api']['ws']['spot'];
const request = {
'method': 'UNSUBSCRIPTION',
'params': topics,
};
const client = this.client(url);
this.watchMultiple(url, messageHashes, this.extend(request, params), messageHashes);
this.handleUnsubscriptions(client, messageHashes);
return undefined;
}
/**
* @method
* @name mexc#unWatchOHLCV
* @description unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @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
* @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);
symbol = market['symbol'];
const timeframes = this.safeValue(this.options, 'timeframes', {});
const timeframeId = this.safeString(timeframes, timeframe);
const messageHash = 'unsubscribe:candles:' + symbol + ':' + timeframe;
let url = undefined;
if (market['spot']) {
url = this.urls['api']['ws']['spot'];
const channel = 'spot@public.kline.v3.api.pb@' + market['id'] + '@' + timeframeId;
params['unsubscribed'] = true;
this.watchSpotPublic(channel, messageHash, params);
}
else {
url = this.urls['api']['ws']['swap'];
const channel = 'unsub.kline';
const requestParams = {
'symbol': market['id'],
'interval': timeframeId,
};
this.watchSwapPublic(channel, messageHash, requestParams, params);
}
const client = this.client(url);
this.handleUnsubscriptions(client, [messageHash]);
return undefined;
}
/**
* @method
* @name mexc#unWatchOrderBook
* @description unWatches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @param {string} symbol unified array of symbols
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.frequency] the frequency of the order book updates, default is '10ms', can be '100ms' or '10ms
* @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);
symbol = market['symbol'];
const messageHash = 'unsubscribe:orderbook:' + symbol;
let url = undefined;
if (market['spot']) {
url = this.urls['api']['ws']['spot'];
let frequency = undefined;
[frequency, params] = this.handleOptionAndParams(params, 'watchOrderBook', 'frequency', '100ms');
const channel = 'spot@public.aggre.depth.v3.api.pb@' + frequency + '@' + market['id'];
params['unsubscribed'] = true;
this.watchSpotPublic(channel, messageHash, params);
}
else {
url = this.urls['api']['ws']['swap'];
const channel = 'unsub.depth';
const requestParams = {
'symbol': market['id'],
};
this.watchSwapPublic(channel, messageHash, requestParams, params);
}
const client = this.client(url);
this.handleUnsubscriptions(client, [messageHash]);
return undefined;
}
/**
* @method
* @name mexc#unWatchTrades
* @description unsubscribes from the trades channel
* @param {string} symbol unified symbol of the market to fetch trades for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.name] the name of the method to call, 'trade' or 'aggTrade', default is 'trade'
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
*/
async unWatchTrades(symbol, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
const messageHash = 'unsubscribe:trades:' + symbol;
let url = undefined;
if (market['spot']) {
url = this.urls['api']['ws']['spot'];
const channel = 'spot@public.aggre.deals.v3.api.pb@100ms@' + market['id'];
params['unsubscribed'] = true;
this.watchSpotPublic(channel, messageHash, params);
}
else {
url = this.urls['api']['ws']['swap'];
const channel = 'unsub.deal';
const requestParams = {
'symbol': market['id'],
};
this.watchSwapPublic(channel, messageHash, requestParams, params);
}
const client = this.client(url);
this.handleUnsubscriptions(client, [messageHash]);
return undefined;
}
handleUnsubscriptions(client, messageHashes) {
for (let i = 0; i < messageHashes.length; i++) {
const messageHash = messageHashes[i];
const subMessageHash = messageHash.replace('unsubscribe:', '');
this.cleanUnsubscription(client, subMessageHash, messageHash);
if (messageHash.indexOf('ticker') >= 0) {
const symbol = messageHash.replace('unsubscribe:ticker:', '');
if (symbol.indexOf('unsubscribe') >= 0) {
// unWatchTickers
const symbols = Object.keys(this.tickers);
for (let j = 0; j < symbols.length; j++) {
delete this.tickers[symbols[j]];
}
}
else if (symbol in this.tickers) {
delete this.tickers[symbol];
}
}
else if (messageHash.indexOf('bidask') >= 0) {
const symbol = messageHash.replace('unsubscribe:bidask:', '');
if (symbol in this.bidsasks) {
delete this.bidsasks[symbol];
}
}
else if (messageHash.indexOf('candles') >= 0) {
const splitHashes = messageHash.split(':');
let symbol = this.safeString(splitHashes, 2);
if (splitHashes.length > 4) {
symbol += ':' + this.safeString(splitHashes, 3);
}
if (symbol in this.ohlcvs) {
delete this.ohlcvs[symbol];
}
}
else if (messageHash.indexOf('orderbook') >= 0) {
const symbol = messageHash.replace('unsubscribe:orderbook:', '');
if (symbol in this.orderbooks) {
delete this.orderbooks[symbol];
}
}
else if (messageHash.indexOf('trades') >= 0) {
const symbol = messageHash.replace('unsubscribe:trades:', '');
if (symbol in this.trades) {
delete this.trades[symbol];
}
}
}
}
async authenticate(subscriptionHash, params = {}) {
// we only need one listenKey since ccxt shares connections
let listenKey = this.safeString(this.options, 'listenKey');
if (listenKey !== undefined) {
return listenKey;
}
const response = await this.spotPrivatePostUserDataStream(params);
//
// {
// "listenKey": "pqia91ma19a5s61cv6a81va65sdf19v8a65a1a5s61cv6a81va65sdf19v8a65a1"
// }
//
listenKey = this.safeString(response, 'listenKey');
this.options['listenKey'] = listenKey;
const listenKeyRefreshRate = this.safeInteger(this.options, 'listenKeyRefreshRate', 1200000);
this.delay(listenKeyRefreshRate, this.keepAliveListenKey, listenKey, params);
return listenKey;
}
async keepAliveListenKey(listenKey, params = {}) {
if (listenKey === undefined) {
return;
}
const request = {
'listenKey': listenKey,
};
try {
await this.spotPrivatePutUserDataStream(this.extend(request, params));
const listenKeyRefreshRate = this.safeInteger(this.options, 'listenKeyRefreshRate', 1200000);
this.delay(listenKeyRefreshRate, this.keepAliveListenKey, listenKey, params);
}
catch (error) {
const url = this.urls['api']['ws']['spot'] + '?listenKey=' + listenKey;
const client = this.client(url);
this.options['listenKey'] = undefined;
client.reject(error);
delete this.clients[url];
}
}
handlePong(client, message) {
client.lastPong = this.milliseconds();
return message;
}
handleSubscriptionStatus(client, message) {
//
// {
// "id": 0,
// "code": 0,
// "msg": "spot@public.increase.depth.v3.api@BTCUSDT"
// }
// Set the default to an empty string if the message is empty during the test.
const msg = this.safeString(message, 'msg', '');
if (msg === 'PONG') {
this.handlePong(client, message);
}
else if (msg.indexOf('@') > -1) {
const parts = msg.split('@');
const channel = this.safeString(parts, 1);
const methods = {
'public.increase.depth.v3.api': this.handleOrderBookSubscription,
'public.aggre.depth.v3.api.pb': this.handleOrderBookSubscription,
};
const method = this.safeValue(methods, channel);
if (method !== undefined) {
method.call(this, client, message);
}
}
}
handleProtobufMessage(client, message) {
// protobuf message decoded
// {
// "channel":"spot@public.kline.v3.api.pb@BTCUSDT@Min1",
// "symbol":"BTCUSDT",
// "symbolId":"2fb942154ef44a4ab2ef98c8afb6a4a7",
// "createTime":"1754737941062",
// "publicSpotKline":{
// "interval":"Min1",
// "windowStart":"1754737920",
// "openingPrice":"117317.31",
// "closingPrice":"117325.26",
// "highestPrice":"117341",
// "lowestPrice":"117317.3",
// "volume":"3.12599854",
// "amount":"366804.43",
// "windowEnd":"1754737980"
// }
// }
const channel = this.safeString(message, 'channel');
const channelParts = channel.split('@');
const channelId = this.safeString(channelParts, 1);
if (channelId === 'public.kline.v3.api.pb') {
this.handleOHLCV(client, message);
}
else if (channelId === 'public.aggre.deals.v3.api.pb') {
this.handleTrades(client, message);
}
else if (channelId === 'public.aggre.bookTicker.v3.api.pb') {
this.handleTicker(client, message);
}
else if (channelId === 'public.aggre.depth.v3.api.pb') {
this.handleOrderBook(client, message);
}
else if (channelId === 'private.account.v3.api.pb') {
this.handleBalance(client, message);
}
else if (channelId === 'private.deals.v3.api.pb') {
this.handleMyTrade(client, message);
}
else if (channelId === 'private.orders.v3.api.pb') {
this.handleOrder(client, message);
}
return true;
}
handleMessage(client, message) {
if (typeof message === 'string') {
if (message === 'Invalid listen key') {
const error = new AuthenticationError(this.id + ' invalid listen key');
client.reject(error);
return;
}
}
if (this.isBinaryMessage(message)) {
message = this.decodeProtoMsg(message);
this.handleProtobufMessage(client, message);
return;
}
if ('msg' in message) {
this.handleSubscriptionStatus(client, message);
return;
}
const c = this.safeString(message, 'c');
let channel = undefined;
if (c === undefined) {
channel = this.safeString(message, 'channel');
}
else {
const parts = c.split('@');
channel = this.safeString(parts, 1);
}
const methods = {
'public.deals.v3.api': this.handleTrades,
'push.deal': this.handleTrades,
'public.kline.v3.api': this.handleOHLCV,
'push.kline': this.handleOHLCV,
'public.bookTicker.v3.api': this.handleTicker,
'public.miniTicker.v3.api': this.handleTicker,
'public.miniTickers.v3.api': this.handleTickers,
'push.ticker': this.handleTicker,
'push.tickers': this.handleTickers,
'public.increase.depth.v3.api': this.handleOrderBook,
'push.depth': this.handleOrderBook,
'private.orders.v3.api': this.handleOrder,
'push.personal.order': this.handleOrder,
'private.account.v3.api': this.handleBalance,
'push.personal.asset': this.handleBalance,
'private.deals.v3.api': this.handleMyTrade,
'push.personal.order.deal': this.handleMyTrade,
'pong': this.handlePong,
};
if (channel in methods) {
const method = methods[channel];
method.call(this, client, message);
}
}
ping(client) {
return { 'method': 'ping' };
}
}