@kraken-crypto/ccxt
Version:
A cryptocurrency trading API with more than 100 exchanges in JavaScript / TypeScript / Python / C# / PHP / Go
1,313 lines • 56.8 kB
JavaScript
// ---------------------------------------------------------------------------
import poloniexRest from '../poloniex.js';
import { BadRequest, AuthenticationError, ExchangeError, InvalidOrder } from '../base/errors.js';
import { ArrayCache, ArrayCacheByTimestamp, ArrayCacheBySymbolById } from '../base/ws/Cache.js';
import { Precise } from '../base/Precise.js';
import { sha256 } from '../static_dependencies/noble-hashes/sha256.js';
// ---------------------------------------------------------------------------
export default class poloniex extends poloniexRest {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'watchOHLCV': true,
'watchOrderBook': true,
'watchTicker': true,
'watchTickers': true,
'watchTrades': true,
'watchTradesForSymbols': true,
'watchBalance': true,
'watchStatus': false,
'watchOrders': true,
'watchMyTrades': true,
'createOrderWs': true,
'editOrderWs': false,
'fetchOpenOrdersWs': false,
'fetchOrderWs': false,
'cancelOrderWs': true,
'cancelOrdersWs': true,
'cancelAllOrdersWs': true,
'fetchTradesWs': false,
'fetchBalanceWs': false,
},
'urls': {
'api': {
'ws': {
'public': 'wss://ws.poloniex.com/ws/public',
'private': 'wss://ws.poloniex.com/ws/private',
},
},
},
'options': {
'createMarketBuyOrderRequiresPrice': true,
'tradesLimit': 1000,
'ordersLimit': 1000,
'OHLCVLimit': 1000,
'watchOrderBook': {
'name': 'book_lv2', // can also be 'book'
},
'connectionsLimit': 2000,
'requestsLimit': 500,
'timeframes': {
'1m': 'candles_minute_1',
'5m': 'candles_minute_5',
'10m': 'candles_minute_10',
'15m': 'candles_minute_15',
'30m': 'candles_minute_30',
'1h': 'candles_hour_1',
'2h': 'candles_hour_2',
'4h': 'candles_hour_4',
'6h': 'candles_hour_6',
'12h': 'candles_hour_12',
'1d': 'candles_day_1',
'3d': 'candles_day_3',
'1w': 'candles_week_1',
'1M': 'candles_month_1',
},
},
'streaming': {
'keepAlive': 15000,
'ping': this.ping,
},
});
}
/**
* @ignore
* @method
* @description authenticates the user to access private web socket channels
* @see https://api-docs.poloniex.com/spot/websocket/authentication
* @returns {object} response from exchange
*/
async authenticate(params = {}) {
this.checkRequiredCredentials();
const timestamp = this.numberToString(this.milliseconds());
const url = this.urls['api']['ws']['private'];
const messageHash = 'authenticated';
const client = this.client(url);
let future = this.safeValue(client.subscriptions, messageHash);
if (future === undefined) {
const accessPath = '/ws';
const requestString = 'GET\n' + accessPath + '\nsignTimestamp=' + timestamp;
const signature = this.hmac(this.encode(requestString), this.encode(this.secret), sha256, 'base64');
const request = {
'event': 'subscribe',
'channel': ['auth'],
'params': {
'key': this.apiKey,
'signTimestamp': timestamp,
'signature': signature,
'signatureMethod': 'HmacSHA256',
'signatureVersion': '2', // optional
},
};
const message = this.extend(request, params);
future = await this.watch(url, messageHash, message, messageHash);
//
// {
// "data": {
// "success": true,
// "ts": 1645597033915
// },
// "channel": "auth"
// }
//
// # Failure to return results
//
// {
// "data": {
// "success": false,
// "message": "Authentication failed!",
// "ts": 1646276295075
// },
// "channel": "auth"
// }
//
client.subscriptions[messageHash] = future;
}
return future;
}
/**
* @ignore
* @method
* @description Connects to a websocket channel
* @param {string} name name of the channel
* @param {string} messageHash unique identifier for the message
* @param {boolean} isPrivate true for the authenticated url, false for the public url
* @param {string[]} [symbols] CCXT market symbols
* @param {object} [params] extra parameters specific to the poloniex api
* @returns {object} data from the websocket stream
*/
async subscribe(name, messageHash, isPrivate, symbols = undefined, params = {}) {
const publicOrPrivate = isPrivate ? 'private' : 'public';
const url = this.urls['api']['ws'][publicOrPrivate];
const subscribe = {
'event': 'subscribe',
'channel': [
name,
],
};
let marketIds = [];
if (this.isEmpty(symbols)) {
marketIds.push('all');
}
else {
messageHash = messageHash + '::' + symbols.join(',');
marketIds = this.marketIds(symbols);
}
if (name !== 'balances') {
subscribe['symbols'] = marketIds;
}
const request = this.extend(subscribe, params);
return await this.watch(url, messageHash, request, messageHash);
}
/**
* @ignore
* @method
* @description Connects to a websocket channel
* @param {string} name name of the channel
* @param {object} [params] extra parameters specific to the poloniex api
* @returns {object} data from the websocket stream
*/
async tradeRequest(name, params = {}) {
const url = this.urls['api']['ws']['private'];
const messageHash = this.nonce().toString();
const subscribe = {
'id': messageHash,
'event': name,
'params': params,
};
return await this.watch(url, messageHash, subscribe, messageHash);
}
/**
* @method
* @name poloniex#createOrderWs
* @see https://api-docs.poloniex.com/spot/websocket/trade-request#create-order
* @description create a trade order
* @param {string} symbol unified symbol of the market to create an order in
* @param {string} type 'market' or 'limit'
* @param {string} side 'buy' or 'sell'
* @param {float} amount how much of currency you want to trade in units of base currency
* @param {float} [price] the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
* @param {object} [params] extra parameters specific to the poloniex api endpoint
* @param {string} [params.timeInForce] GTC (default), IOC, FOK
* @param {string} [params.clientOrderId] Maximum 64-character length.*
* @param {float} [params.cost] *spot market buy only* the quote quantity that can be used as an alternative for the amount
*
* EXCHANGE SPECIFIC PARAMETERS
* @param {string} [params.amount] quote units for the order
* @param {boolean} [params.allowBorrow] allow order to be placed by borrowing funds (Default: false)
* @param {string} [params.stpMode] self-trade prevention, defaults to expire_taker, none: enable self-trade; expire_taker: taker order will be canceled when self-trade happens
* @param {string} [params.slippageTolerance] used to control the maximum slippage ratio, the value range is greater than 0 and less than 1
* @returns {object} an [order structure]{@link https://github.com/ccxt/ccxt/wiki/Manual#order-structure}
*/
async createOrderWs(symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets();
await this.authenticate();
const market = this.market(symbol);
let uppercaseType = type.toUpperCase();
const uppercaseSide = side.toUpperCase();
const isPostOnly = this.isPostOnly(uppercaseType === 'MARKET', uppercaseType === 'LIMIT_MAKER', params);
if (isPostOnly) {
uppercaseType = 'LIMIT_MAKER';
}
const request = {
'symbol': market['id'],
'side': side.toUpperCase(),
'type': type.toUpperCase(),
};
if ((uppercaseType === 'MARKET') && (uppercaseSide === 'BUY')) {
let quoteAmount = undefined;
let createMarketBuyOrderRequiresPrice = true;
[createMarketBuyOrderRequiresPrice, params] = this.handleOptionAndParams(params, 'createOrder', 'createMarketBuyOrderRequiresPrice', true);
const cost = this.safeNumber(params, 'cost');
params = this.omit(params, 'cost');
if (cost !== undefined) {
quoteAmount = this.costToPrecision(symbol, cost);
}
else if (createMarketBuyOrderRequiresPrice) {
if (price === undefined) {
throw new InvalidOrder(this.id + ' createOrder() requires the price argument for market buy orders to calculate the total cost to spend (amount * price), alternatively set the createMarketBuyOrderRequiresPrice option or param to false and pass the cost to spend (quote quantity) in the amount argument');
}
else {
const amountString = this.numberToString(amount);
const priceString = this.numberToString(price);
const costRequest = Precise.stringMul(amountString, priceString);
quoteAmount = this.costToPrecision(symbol, costRequest);
}
}
else {
quoteAmount = this.costToPrecision(symbol, amount);
}
request['amount'] = quoteAmount;
}
else {
request['quantity'] = this.amountToPrecision(market['symbol'], amount);
if (price !== undefined) {
request['price'] = this.priceToPrecision(symbol, price);
}
}
const orders = await this.tradeRequest('createOrder', this.extend(request, params));
const order = this.safeDict(orders, 0);
return order;
}
/**
* @method
* @name poloniex#cancelOrderWs
* @see https://api-docs.poloniex.com/spot/websocket/trade-request#cancel-multiple-orders
* @description cancel multiple orders
* @param {string} id order id
* @param {string} [symbol] unified market symbol
* @param {object} [params] extra parameters specific to the poloniex api endpoint
* @param {string} [params.clientOrderId] client order id
* @returns {object} an list of [order structures]{@link https://github.com/ccxt/ccxt/wiki/Manual#order-structure}
*/
async cancelOrderWs(id, symbol = undefined, params = {}) {
const clientOrderId = this.safeString(params, 'clientOrderId');
if (clientOrderId !== undefined) {
const clientOrderIds = this.safeValue(params, 'clientOrderId', []);
params['clientOrderIds'] = this.arrayConcat(clientOrderIds, [clientOrderId]);
}
const orders = await this.cancelOrdersWs([id], symbol, params);
const order = this.safeDict(orders, 0);
return order;
}
/**
* @method
* @name poloniex#cancelOrdersWs
* @see https://api-docs.poloniex.com/spot/websocket/trade-request#cancel-multiple-orders
* @description cancel multiple orders
* @param {string[]} ids order ids
* @param {string} symbol unified market symbol, default is undefined
* @param {object} [params] extra parameters specific to the poloniex api endpoint
* @param {string[]} [params.clientOrderIds] client order ids
* @returns {object} an list of [order structures]{@link https://github.com/ccxt/ccxt/wiki/Manual#order-structure}
*/
async cancelOrdersWs(ids, symbol = undefined, params = {}) {
await this.loadMarkets();
await this.authenticate();
const request = {
'orderIds': ids,
};
return await this.tradeRequest('cancelOrders', this.extend(request, params));
}
/**
* @method
* @name poloniex#cancelAllOrdersWs
* @see https://api-docs.poloniex.com/spot/websocket/trade-request#cancel-all-orders
* @description cancel all open orders of a type. Only applicable to Option in Portfolio Margin mode, and MMP privilege is required.
* @param {string} symbol unified market symbol, only orders in the market of this symbol are cancelled when symbol is not undefined
* @param {object} [params] extra parameters specific to the poloniex api endpoint
* @returns {object[]} a list of [order structures]{@link https://github.com/ccxt/ccxt/wiki/Manual#order-structure}
*/
async cancelAllOrdersWs(symbol = undefined, params = {}) {
await this.loadMarkets();
await this.authenticate();
return await this.tradeRequest('cancelAllOrders', params);
}
handleOrderRequest(client, message) {
//
// {
// "id": "1234567",
// "data": [{
// "orderId": 205343650954092544,
// "clientOrderId": "",
// "message": "",
// "code": 200
// }]
// }
//
const messageHash = this.safeString(message, 'id');
const data = this.safeValue(message, 'data', []);
const orders = [];
for (let i = 0; i < data.length; i++) {
const order = data[i];
const parsedOrder = this.parseWsOrder(order);
orders.push(parsedOrder);
}
client.resolve(orders, messageHash);
}
/**
* @method
* @name poloniex#watchOHLCV
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://api-docs.poloniex.com/spot/websocket/market-data#candlesticks
* @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 timeframes = this.safeValue(this.options, 'timeframes', {});
const channel = this.safeString(timeframes, timeframe, timeframe);
if (channel === undefined) {
throw new BadRequest(this.id + ' watchOHLCV cannot take a timeframe of ' + timeframe);
}
const ohlcv = await this.subscribe(channel, channel, false, [symbol], params);
if (this.newUpdates) {
limit = ohlcv.getLimit(symbol, limit);
}
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
}
/**
* @method
* @name poloniex#watchTicker
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://api-docs.poloniex.com/spot/websocket/market-data#ticker
* @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();
symbol = this.symbol(symbol);
const tickers = await this.watchTickers([symbol], params);
return this.safeValue(tickers, symbol);
}
/**
* @method
* @name poloniex#watchTickers
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://api-docs.poloniex.com/spot/websocket/market-data#ticker
* @param {string[]} symbols
* @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 watchTickers(symbols = undefined, params = {}) {
await this.loadMarkets();
const name = 'ticker';
symbols = this.marketSymbols(symbols);
const newTickers = await this.subscribe(name, name, false, symbols, params);
if (this.newUpdates) {
return newTickers;
}
return this.filterByArray(this.tickers, 'symbol', symbols);
}
/**
* @method
* @name poloniex#watchTrades
* @description get the list of most recent trades for a particular symbol
* @see https://api-docs.poloniex.com/spot/websocket/market-data#trades
* @param {string} symbol unified symbol of the market to fetch trades for
* @param {int} [since] timestamp in ms of the earliest trade to fetch
* @param {int} [limit] the maximum amount of trades to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
*/
async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
return await this.watchTradesForSymbols([symbol], since, limit, params);
}
/**
* @method
* @name poloniex#watchTradesForSymbols
* @description get the list of most recent trades for a list of symbols
* @see https://api-docs.poloniex.com/spot/websocket/market-data#trades
* @param {string[]} symbols 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 watchTradesForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false, true, true);
const name = 'trades';
const url = this.urls['api']['ws']['public'];
const marketIds = this.marketIds(symbols);
const subscribe = {
'event': 'subscribe',
'channel': [
name,
],
'symbols': marketIds,
};
const request = this.extend(subscribe, params);
const messageHashes = [];
if (symbols !== undefined) {
for (let i = 0; i < symbols.length; i++) {
messageHashes.push(name + '::' + symbols[i]);
}
}
const trades = await this.watchMultiple(url, messageHashes, request, messageHashes);
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 poloniex#watchOrderBook
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://api-docs.poloniex.com/spot/websocket/market-data#book-level-2
* @param {string} symbol unified symbol of the market to fetch the order book for
* @param {int} [limit] not used by poloniex watchOrderBook
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
*/
async watchOrderBook(symbol, limit = undefined, params = {}) {
await this.loadMarkets();
const watchOrderBookOptions = this.safeValue(this.options, 'watchOrderBook');
let name = this.safeString(watchOrderBookOptions, 'name', 'book_lv2');
[name, params] = this.handleOptionAndParams(params, 'method', 'name', name);
const orderbook = await this.subscribe(name, name, false, [symbol], params);
return orderbook.limit();
}
/**
* @method
* @name poloniex#watchOrders
* @description watches information on multiple orders made by the user
* @see https://api-docs.poloniex.com/spot/websocket/order
* @param {string} symbol unified market symbol of the market orders were made in
* @param {int} [since] not used by poloniex watchOrders
* @param {int} [limit] not used by poloniex watchOrders
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const name = 'orders';
await this.authenticate();
if (symbol !== undefined) {
symbol = this.symbol(symbol);
}
const symbols = (symbol === undefined) ? undefined : [symbol];
const orders = await this.subscribe(name, name, true, symbols, params);
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySinceLimit(orders, since, limit, 'timestamp', true);
}
/**
* @method
* @name poloniex#watchMyTrades
* @description watches information on multiple trades made by the user using orders stream
* @see https://api-docs.poloniex.com/spot/websocket/order
* @param {string} symbol unified market symbol of the market orders were made in
* @param {int} [since] not used by poloniex watchMyTrades
* @param {int} [limit] not used by poloniex watchMyTrades
* @param {object} [params] extra parameters specific to the poloniex strean
* @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 name = 'orders';
const messageHash = 'myTrades';
await this.authenticate();
if (symbol !== undefined) {
symbol = this.symbol(symbol);
}
const symbols = (symbol === undefined) ? undefined : [symbol];
const trades = await this.subscribe(name, messageHash, true, symbols, params);
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
}
/**
* @method
* @name poloniex#watchBalance
* @description watch balance and get the amount of funds available for trading or funds locked in orders
* @see https://api-docs.poloniex.com/spot/websocket/balance
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
*/
async watchBalance(params = {}) {
await this.loadMarkets();
const name = 'balances';
await this.authenticate();
return await this.subscribe(name, name, true, undefined, params);
}
parseWsOHLCV(ohlcv, market = undefined) {
//
// {
// "symbol": "BTC_USDT",
// "amount": "840.7240416",
// "high": "24832.35",
// "quantity": "0.033856",
// "tradeCount": 1,
// "low": "24832.35",
// "closeTime": 1676942519999,
// "startTime": 1676942460000,
// "close": "24832.35",
// "open": "24832.35",
// "ts": 1676942492072
// }
//
return [
this.safeInteger(ohlcv, 'startTime'),
this.safeNumber(ohlcv, 'open'),
this.safeNumber(ohlcv, 'high'),
this.safeNumber(ohlcv, 'low'),
this.safeNumber(ohlcv, 'close'),
this.safeNumber(ohlcv, 'quantity'),
];
}
handleOHLCV(client, message) {
//
// {
// "channel": "candles_minute_1",
// "data": [
// {
// "symbol": "BTC_USDT",
// "amount": "840.7240416",
// "high": "24832.35",
// "quantity": "0.033856",
// "tradeCount": 1,
// "low": "24832.35",
// "closeTime": 1676942519999,
// "startTime": 1676942460000,
// "close": "24832.35",
// "open": "24832.35",
// "ts": 1676942492072
// }
// ]
// }
//
let data = this.safeValue(message, 'data');
data = this.safeValue(data, 0);
const channel = this.safeString(message, 'channel');
const marketId = this.safeString(data, 'symbol');
const symbol = this.safeSymbol(marketId);
const market = this.safeMarket(symbol);
const timeframes = this.safeValue(this.options, 'timeframes', {});
const timeframe = this.findTimeframe(channel, timeframes);
const messageHash = channel + '::' + symbol;
const parsed = this.parseWsOHLCV(data, market);
this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});
let stored = this.safeValue(this.ohlcvs[symbol], timeframe);
if (symbol !== undefined) {
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);
}
return message;
}
handleTrade(client, message) {
//
// {
// "channel": "trades",
// "data": [
// {
// "symbol": "BTC_USDT",
// "amount": "13.41634893",
// "quantity": "0.000537",
// "takerSide": "buy",
// "createTime": 1676950548834,
// "price": "24983.89",
// "id": "62486976",
// "ts": 1676950548839
// }
// ]
// }
//
const data = this.safeValue(message, 'data', []);
for (let i = 0; i < data.length; i++) {
const item = data[i];
const marketId = this.safeString(item, 'symbol');
if (marketId !== undefined) {
const trade = this.parseWsTrade(item);
const symbol = trade['symbol'];
const type = 'trades';
const messageHash = type + '::' + symbol;
let tradesArray = this.safeValue(this.trades, symbol);
if (tradesArray === undefined) {
const tradesLimit = this.safeInteger(this.options, 'tradesLimit', 1000);
tradesArray = new ArrayCache(tradesLimit);
this.trades[symbol] = tradesArray;
}
tradesArray.append(trade);
client.resolve(tradesArray, messageHash);
}
}
return message;
}
parseWsTrade(trade, market = undefined) {
//
// handleTrade
//
// {
// "symbol": "BTC_USDT",
// "amount": "13.41634893",
// "quantity": "0.000537",
// "takerSide": "buy",
// "createTime": 1676950548834,
// "price": "24983.89",
// "id": "62486976",
// "ts": 1676950548839
// }
//
// private trade
// {
// "orderId":"186250258089635840",
// "tradeId":"62036513",
// "clientOrderId":"",
// "accountType":"SPOT",
// "eventType":"trade",
// "symbol":"ADA_USDT",
// "side":"SELL",
// "type":"MARKET",
// "price":"0",
// "quantity":"3",
// "state":"FILLED",
// "createTime":1685371921891,
// "tradeTime":1685371921908,
// "tradePrice":"0.37694",
// "tradeQty":"3",
// "feeCurrency":"USDT",
// "tradeFee":"0.00226164",
// "tradeAmount":"1.13082",
// "filledQuantity":"3",
// "filledAmount":"1.13082",
// "ts":1685371921945,
// "source":"WEB",
// "orderAmount":"0",
// "matchRole":"TAKER"
// }
//
const marketId = this.safeString(trade, 'symbol');
market = this.safeMarket(marketId, market);
const timestamp = this.safeInteger(trade, 'createTime');
const takerMaker = this.safeStringLower2(trade, 'matchRole', 'taker');
return this.safeTrade({
'info': trade,
'id': this.safeString2(trade, 'id', 'tradeId'),
'symbol': this.safeString(market, 'symbol'),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'order': this.safeString(trade, 'orderId'),
'type': this.safeStringLower(trade, 'type'),
'side': this.safeStringLower2(trade, 'takerSide', 'side'),
'takerOrMaker': takerMaker,
'price': this.omitZero(this.safeString2(trade, 'tradePrice', 'price')),
'amount': this.omitZero(this.safeString2(trade, 'filledQuantity', 'quantity')),
'cost': this.safeString2(trade, 'amount', 'filledAmount'),
'fee': {
'rate': undefined,
'cost': this.safeString(trade, 'tradeFee'),
'currency': this.safeString(trade, 'feeCurrency'),
},
}, market);
}
parseStatus(status) {
const statuses = {
'NEW': 'open',
'PARTIALLY_FILLED': 'open',
'FILLED': 'closed',
'PENDING_CANCEL': 'open',
'PARTIALLY_CANCELED': 'open',
'CANCELED': 'canceled',
// FAILED
};
return this.safeString(statuses, status, status);
}
parseWsOrderTrade(trade, market = undefined) {
//
// {
// "symbol": "BTC_USDT",
// "type": "LIMIT",
// "quantity": "1",
// "orderId": "32471407854219264",
// "tradeFee": "0",
// "clientOrderId": "",
// "accountType": "SPOT",
// "feeCurrency": "",
// "eventType": "place",
// "source": "API",
// "side": "BUY",
// "filledQuantity": "0",
// "filledAmount": "0",
// "matchRole": "MAKER",
// "state": "NEW",
// "tradeTime": 0,
// "tradeAmount": "0",
// "orderAmount": "0",
// "createTime": 1648708186922,
// "price": "47112.1",
// "tradeQty": "0",
// "tradePrice": "0",
// "tradeId": "0",
// "ts": 1648708187469
// }
//
const timestamp = this.safeInteger(trade, 'tradeTime');
const marketId = this.safeString(trade, 'symbol');
return this.safeTrade({
'info': trade,
'id': this.safeString(trade, 'tradeId'),
'symbol': this.safeSymbol(marketId, market),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'order': this.safeString(trade, 'orderId'),
'type': this.safeStringLower(trade, 'type'),
'side': this.safeString(trade, 'side'),
'takerOrMaker': this.safeStringLower(trade, 'matchRole'),
'price': this.safeString(trade, 'price'),
'amount': this.safeString(trade, 'tradeAmount'),
'cost': undefined,
'fee': {
'rate': undefined,
'cost': this.safeString(trade, 'tradeFee'),
'currency': this.safeString(trade, 'feeCurrency'),
},
}, market);
}
handleOrder(client, message) {
//
// Order is created
//
// {
// "channel": "orders",
// "data": [
// {
// "symbol": "BTC_USDT",
// "type": "LIMIT",
// "quantity": "1",
// "orderId": "32471407854219264",
// "tradeFee": "0",
// "clientOrderId": "",
// "accountType": "SPOT",
// "feeCurrency": "",
// "eventType": "place",
// "source": "API",
// "side": "BUY",
// "filledQuantity": "0",
// "filledAmount": "0",
// "matchRole": "MAKER",
// "state": "NEW",
// "tradeTime": 0,
// "tradeAmount": "0",
// "orderAmount": "0",
// "createTime": 1648708186922,
// "price": "47112.1",
// "tradeQty": "0",
// "tradePrice": "0",
// "tradeId": "0",
// "ts": 1648708187469
// }
// ]
// }
//
const data = this.safeValue(message, 'data', []);
let orders = this.orders;
if (orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit');
orders = new ArrayCacheBySymbolById(limit);
this.orders = orders;
}
const marketIds = [];
for (let i = 0; i < data.length; i++) {
const order = this.safeValue(data, i);
const marketId = this.safeString(order, 'symbol');
const eventType = this.safeString(order, 'eventType');
if (marketId !== undefined) {
const symbol = this.safeSymbol(marketId);
const orderId = this.safeString(order, 'orderId');
const clientOrderId = this.safeString(order, 'clientOrderId');
if (eventType === 'place' || eventType === 'canceled') {
const parsed = this.parseWsOrder(order);
orders.append(parsed);
}
else {
const previousOrders = this.safeValue(orders.hashmap, symbol, {});
const previousOrder = this.safeValue2(previousOrders, orderId, clientOrderId);
const trade = this.parseWsTrade(order);
this.handleMyTrades(client, trade);
if (previousOrder['trades'] === undefined) {
previousOrder['trades'] = [];
}
previousOrder['trades'].push(trade);
previousOrder['lastTradeTimestamp'] = trade['timestamp'];
let totalCost = '0';
let totalAmount = '0';
const previousOrderTrades = previousOrder['trades'];
for (let j = 0; j < previousOrderTrades.length; j++) {
const previousOrderTrade = previousOrderTrades[j];
const cost = this.numberToString(previousOrderTrade['cost']);
const amount = this.numberToString(previousOrderTrade['amount']);
totalCost = Precise.stringAdd(totalCost, cost);
totalAmount = Precise.stringAdd(totalAmount, amount);
}
if (Precise.stringGt(totalAmount, '0')) {
previousOrder['average'] = this.parseNumber(Precise.stringDiv(totalCost, totalAmount));
}
previousOrder['cost'] = this.parseNumber(totalCost);
if (previousOrder['filled'] !== undefined) {
const tradeAmount = this.numberToString(trade['amount']);
let previousOrderFilled = this.numberToString(previousOrder['filled']);
previousOrderFilled = Precise.stringAdd(previousOrderFilled, tradeAmount);
previousOrder['filled'] = previousOrderFilled;
if (previousOrder['amount'] !== undefined) {
const previousOrderAmount = this.numberToString(previousOrder['amount']);
previousOrder['remaining'] = this.parseNumber(Precise.stringSub(previousOrderAmount, previousOrderFilled));
}
}
if (previousOrder['fee'] === undefined) {
previousOrder['fee'] = {
'rate': undefined,
'cost': 0,
'currency': trade['fee']['currency'],
};
}
if ((previousOrder['fee']['cost'] !== undefined) && (trade['fee']['cost'] !== undefined)) {
const stringOrderCost = this.numberToString(previousOrder['fee']['cost']);
const stringTradeCost = this.numberToString(trade['fee']['cost']);
previousOrder['fee']['cost'] = Precise.stringAdd(stringOrderCost, stringTradeCost);
}
const rawState = this.safeString(order, 'state');
const state = this.parseStatus(rawState);
previousOrder['status'] = state;
// update the newUpdates count
orders.append(previousOrder);
}
marketIds.push(marketId);
}
}
for (let i = 0; i < marketIds.length; i++) {
const marketId = marketIds[i];
const market = this.market(marketId);
const symbol = market['symbol'];
const messageHash = 'orders::' + symbol;
client.resolve(orders, messageHash);
}
client.resolve(orders, 'orders');
return message;
}
parseWsOrder(order, market = undefined) {
//
// {
// "symbol": "BTC_USDT",
// "type": "LIMIT",
// "quantity": "1",
// "orderId": "32471407854219264",
// "tradeFee": "0",
// "clientOrderId": "",
// "accountType": "SPOT",
// "feeCurrency": "",
// "eventType": "place",
// "source": "API",
// "side": "BUY",
// "filledQuantity": "0",
// "filledAmount": "0",
// "matchRole": "MAKER",
// "state": "NEW",
// "tradeTime": 0,
// "tradeAmount": "0",
// "orderAmount": "0",
// "createTime": 1648708186922,
// "price": "47112.1",
// "tradeQty": "0",
// "tradePrice": "0",
// "tradeId": "0",
// "ts": 1648708187469
// }
//
const id = this.safeString(order, 'orderId');
const clientOrderId = this.safeString(order, 'clientOrderId');
const marketId = this.safeString(order, 'symbol');
const timestamp = this.safeString(order, 'ts');
const filledAmount = this.safeString(order, 'filledAmount');
const status = this.safeString(order, 'state');
let trades = undefined;
if (!Precise.stringEq(filledAmount, '0')) {
trades = [];
const trade = this.parseWsOrderTrade(order);
trades.push(trade);
}
return this.safeOrder({
'info': order,
'symbol': this.safeSymbol(marketId, market),
'id': id,
'clientOrderId': clientOrderId,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'lastTradeTimestamp': undefined,
'type': this.safeString(order, 'type'),
'timeInForce': undefined,
'postOnly': undefined,
'side': this.safeString(order, 'side'),
'price': this.safeString(order, 'price'),
'stopPrice': undefined,
'triggerPrice': undefined,
'amount': this.safeString(order, 'quantity'),
'cost': undefined,
'average': undefined,
'filled': filledAmount,
'remaining': this.safeString(order, 'remaining_size'),
'status': this.parseStatus(status),
'fee': {
'rate': undefined,
'cost': this.safeString(order, 'tradeFee'),
'currency': this.safeString(order, 'feeCurrency'),
},
'trades': trades,
});
}
handleTicker(client, message) {
//
// {
// "channel": "ticker",
// "data": [
// {
// "symbol": "BTC_USDT",
// "startTime": 1677280800000,
// "open": "23154.32",
// "high": "23212.21",
// "low": "22761.01",
// "close": "23148.86",
// "quantity": "105.179566",
// "amount": "2423161.17436702",
// "tradeCount": 17582,
// "dailyChange": "-0.0002",
// "markPrice": "23151.09",
// "closeTime": 1677367197924,
// "ts": 1677367251090
// }
// ]
// }
//
const data = this.safeValue(message, 'data', []);
const newTickers = {};
for (let i = 0; i < data.length; i++) {
const item = data[i];
const marketId = this.safeString(item, 'symbol');
if (marketId !== undefined) {
const ticker = this.parseTicker(item);
const symbol = ticker['symbol'];
this.tickers[symbol] = ticker;
newTickers[symbol] = ticker;
}
}
const messageHashes = this.findMessageHashes(client, 'ticker::');
for (let i = 0; i < messageHashes.length; i++) {
const messageHash = messageHashes[i];
const parts = messageHash.split('::');
const symbolsString = parts[1];
const symbols = symbolsString.split(',');
const tickers = this.filterByArray(newTickers, 'symbol', symbols);
if (!this.isEmpty(tickers)) {
client.resolve(tickers, messageHash);
}
}
client.resolve(newTickers, 'ticker');
return message;
}
handleOrderBook(client, message) {
//
// snapshot
//
// {
// "channel": "book_lv2",
// "data": [
// {
// "symbol": "BTC_USDT",
// "createTime": 1677368876253,
// "asks": [
// ["5.65", "0.02"],
// ...
// ],
// "bids": [
// ["6.16", "0.6"],
// ...
// ],
// "lastId": 164148724,
// "id": 164148725,
// "ts": 1677368876316
// }
// ],
// "action": "snapshot"
// }
//
// update
//
// {
// "channel": "book_lv2",
// "data": [
// {
// "symbol": "BTC_USDT",
// "createTime": 1677368876882,
// "asks": [
// ["6.35", "3"]
// ],
// "bids": [
// ["5.65", "0.02"]
// ],
// "lastId": 164148725,
// "id": 164148726,
// "ts": 1677368876890
// }
// ],
// "action": "update"
// }
//
const data = this.safeValue(message, 'data', []);
const type = this.safeString(message, 'action');
const snapshot = type === 'snapshot';
const update = type === 'update';
for (let i = 0; i < data.length; i++) {
const item = data[i];
const marketId = this.safeString(item, 'symbol');
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const name = 'book_lv2';
const messageHash = name + '::' + symbol;
const subscription = this.safeValue(client.subscriptions, messageHash, {});
const limit = this.safeInteger(subscription, 'limit');
const timestamp = this.safeInteger(item, 'ts');
const asks = this.safeValue(item, 'asks');
const bids = this.safeValue(item, 'bids');
if (snapshot || update) {
if (snapshot) {
this.orderbooks[symbol] = this.orderBook({}, limit);
}
const orderbook = this.orderbooks[symbol];
if (bids !== undefined) {
for (let j = 0; j < bids.length; j++) {
const bid = this.safeValue(bids, j);
const price = this.safeNumber(bid, 0);
const amount = this.safeNumber(bid, 1);
const bidsSide = orderbook['bids'];
bidsSide.store(price, amount);
}
}
if (asks !== undefined) {
for (let j = 0; j < asks.length; j++) {
const ask = this.safeValue(asks, j);
const price = this.safeNumber(ask, 0);
const amount = this.safeNumber(ask, 1);
const asksSide = orderbook['asks'];
asksSide.store(price, amount);
}
}
orderbook['symbol'] = symbol;
orderbook['timestamp'] = timestamp;
orderbook['datetime'] = this.iso8601(timestamp);
client.resolve(orderbook, messageHash);
}
}
}
handleBalance(client, message) {
//
// {
// "channel": "balances",
// "data": [
// {
// "changeTime": 1657312008411,
// "accountId": "1234",
// "accountType": "SPOT",
// "eventType": "place_order",
// "available": "9999999983.668",
// "currency": "BTC",
// "id": 60018450912695040,
// "userId": 12345,
// "hold": "16.332",
// "ts": 1657312008443
// }
// ]
// }
//
const data = this.safeValue(message, 'data', []);
const messageHash = 'balances';
this.balance = this.parseWsBalance(data);
client.resolve(this.balance, messageHash);
}
parseWsBalance(response) {
//
// [
// {
// "changeTime": 1657312008411,
// "accountId": "1234",
// "accountType": "SPOT",
// "eventType": "place_order",
// "available": "9999999983.668",
// "currency": "BTC",
// "id": 60018450912695040,
// "userId": 12345,
// "hold": "16.332",
// "ts": 1657312008443
// }
// ]
//
const firstBalance = this.safeValue(response, 0, {});
const timestamp = this.safeInteger(firstBalance, 'ts');
const result = {
'info': response,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
};
for (let i = 0; i < response.length; i++) {
const balance = this.safeValue(response, i);
const currencyId = this.safeString(balance, 'currency');
const code = this.safeCurrencyCode(currencyId);
const newAccount = this.account();
newAccount['free'] = this.safeString(balance, 'available');
newAccount['used'] = this.safeString(balance, 'hold');
result[code] = newAccount;
}
return this.safeBalance(result);
}
handleMyTrades(client, parsedTrade) {
// emulated using the orders' stream
const messageHash = 'myTrades';
const symbol = parsedTrade['symbol'];
if (this.myTrades === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
this.myTrades = new ArrayCacheBySymbolById(limit);
}
const trades = this.myTrades;
trades.append(parsedTrade);
client.resolve(trades, messageHash);
const symbolMessageHash = messageHash + ':' + symbol;
client.resolve(trades, symbolMessageHash);
}
handlePong(client) {
client.lastPong = this.milliseconds();
}
handleMessage(client, message) {
if (this.handleErrorMessage(client, message)) {
return;
}
const type = this.safeString(message, 'channel');
const event = this.safeString(message, 'event');
if (event === 'pong') {
client.lastPong = this.milliseconds();
}
const methods = {
'candles_minute_1': this.handleOHLCV,
'candles_minute_5': this.handleOHLCV,
'candles_minute_10': this.handleOHLCV,
'candles_minute_15': this.handleOHLCV,
'candles_minute_30': this.handleOHLCV,
'candles_hour_1': this.handleOHLCV,
'candles_hour_2': this.handleOHLCV,
'candles_hour_4': this.handleOHLCV,
'candles_hour_6': this.handleOHLCV,
'candles_hour_12': this.handleOHLCV,
'candles_day_1': this.handleOHLCV,
'candles_day_3': this.handleOHLCV,
'candles_week_1': this.handleOHLCV,
'candles_month_1': this.handleOHLCV,
'book': this.handleOrderBook,
'book_lv2': this.handleOrderBook,
'ticker': this.handleTicker,
'trades': this.handleTrade,
'orders': this.handleOrder,
'balances': this.handleBalance,
'createOrder': this.handleOrderRequest,
'cancelOrder': this.handleOrderRequest,
'cancelAllOrders': this.handleOrderRequest,
'auth': this.handleAuthenticate,
};
const method = this.safeValue(methods, type);
if (type === 'auth') {
this.handleAuthenticate(client, message);
}
else if (type === undefined) {
this.handleOrderRequest(client, message);
}
else {
const data = this.safeValue(message, 'data', []);
const dataLength = data.length;
if (dataLength > 0) {
method.call(this, client, message);
}
}
}
handleErrorMessage(client, message) {
//
// {
// message: 'Invalid channel value ["ordersss"]',
// event: 'error'
// }
//
// {
// "orderId": 0,
// "clientOrderId": null,
// "message": "Currency trade disabled",
// "code": 21352
// }
//
// {
// "event": "error",
// "message": "Platform in maintenance mode"
// }
// {
// "id":"1722386782048",
// "data":[
// {
// "orderId":0,
// "clientOrderId":null,
// "message":"available insufficient",
// "code":21721
// }
// ]
// }
//
const id = this.safeString(message, 'id');
const event = this.safeString(message, 'event');
const data = this.safeList(message, 'data');
const first = this.safeDict(data, 0);
const orderId = this.safeString(first, 'orderId');
if ((event === 'error') || (orderId === '0')) {
try {
const error = this.safeString(first, 'message');
const code = this.safeString(first, 'code');
const feedback = this.id + ' ' + this.json(message);
this.throwExactlyMatchedException(this.exceptions['exact'], code, feedback);
this.throwBroadlyMatchedException(this.exceptions['broad'], error, feedback);
throw new ExchangeError(feedback);
}
catch (e) {
if (e instanceof AuthenticationError) {
const messageHash = 'authenticated';
client.reject(e, messageHash);
if (messageHash in client.subscriptions) {
delete client.subscriptions[messageHash];
}
}
else {
client.reject(e, id);
}
return true;
}
}
return false;
}
handleAuthenticate(client, message) {
//
// {
// "success": true,
// "ret_msg": '',
// "op": "auth",
// "conn_id": "ce3dpomvha7dha97tvp0-2xh"
// }
//
const data = this.safeValue(message, 'data');
const success = this.safeValue(data, 'success');
const messageHash = 'authenticated';
if (success) {
client.resolve(message, messageHash);
}
else {
const error = new AuthenticationError(this.id + ' ' + this.json(message));
client.reject(error, messageHash);
if (messageHash in client.subscriptions) {
delete client.subscriptions[messageHash];
}
}
return message;
}
ping(client) {
return {
'event': 'ping',
};
}
}