@proton/ccxt
Version:
A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 130+ exchanges
632 lines (628 loc) • 26.4 kB
JavaScript
'use strict';
var bitmart$1 = require('../bitmart.js');
var errors = require('../base/errors.js');
var Cache = require('../base/ws/Cache.js');
var sha256 = require('../static_dependencies/noble-hashes/sha256.js');
// ---------------------------------------------------------------------------
// ---------------------------------------------------------------------------
class bitmart extends bitmart$1 {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'watchTicker': true,
'watchOrderBook': true,
'watchOrders': true,
'watchTrades': true,
'watchOHLCV': true,
},
'urls': {
'api': {
'ws': {
'public': 'wss://ws-manager-compress.{hostname}/api?protocol=1.1',
'private': 'wss://ws-manager-compress.{hostname}/user?protocol=1.1',
},
},
},
'options': {
'defaultType': 'spot',
'watchOrderBook': {
'depth': 'depth5', // depth5, depth20, depth50
},
'ws': {
'inflate': true,
},
'timeframes': {
'1m': '1m',
'3m': '3m',
'5m': '5m',
'15m': '15m',
'30m': '30m',
'45m': '45m',
'1h': '1H',
'2h': '2H',
'3h': '3H',
'4h': '4H',
'1d': '1D',
'1w': '1W',
'1M': '1M',
},
},
'streaming': {
'keepAlive': 15000,
},
});
}
async subscribe(channel, symbol, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const url = this.implodeHostname(this.urls['api']['ws']['public']);
const messageHash = market['type'] + '/' + channel + ':' + market['id'];
const request = {
'op': 'subscribe',
'args': [messageHash],
};
return await this.watch(url, messageHash, this.deepExtend(request, params), messageHash);
}
async subscribePrivate(channel, symbol, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const url = this.implodeHostname(this.urls['api']['ws']['private']);
const messageHash = channel + ':' + market['id'];
await this.authenticate();
const request = {
'op': 'subscribe',
'args': [messageHash],
};
return await this.watch(url, messageHash, this.deepExtend(request, params), messageHash);
}
async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name bitmart#watchTrades
* @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|undefined} since timestamp in ms of the earliest trade to fetch
* @param {int|undefined} limit the maximum amount of trades to fetch
* @param {object} params extra parameters specific to the bitmart api endpoint
* @returns {[object]} a list of [trade structures]{@link https://docs.ccxt.com/en/latest/manual.html?#public-trades}
*/
await this.loadMarkets();
symbol = this.symbol(symbol);
const trades = await this.subscribe('trade', symbol, params);
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
}
async watchTicker(symbol, params = {}) {
/**
* @method
* @name bitmart#watchTicker
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @param {object} params extra parameters specific to the bitmart api endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
return await this.subscribe('ticker', symbol, params);
}
async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name bitmart#watchOrders
* @description watches information on multiple orders made by the user
* @param {string|undefined} symbol unified market symbol of the market orders were made in
* @param {int|undefined} since the earliest time in ms to fetch orders for
* @param {int|undefined} limit the maximum number of orde structures to retrieve
* @param {object} params extra parameters specific to the bitmart api endpoint
* @returns {[object]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
if (symbol === undefined) {
throw new errors.ArgumentsRequired(this.id + ' watchOrders requires a symbol argument');
}
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
if (market['type'] !== 'spot') {
throw new errors.ArgumentsRequired(this.id + ' watchOrders supports spot markets only');
}
const channel = 'spot/user/order';
const orders = await this.subscribePrivate(channel, symbol, params);
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(orders, symbol, since, limit);
}
handleOrders(client, message) {
//
// {
// "data":[
// {
// symbol: 'LTC_USDT',
// notional: '',
// side: 'buy',
// last_fill_time: '0',
// ms_t: '1646216634000',
// type: 'limit',
// filled_notional: '0.000000000000000000000000000000',
// last_fill_price: '0',
// size: '0.500000000000000000000000000000',
// price: '50.000000000000000000000000000000',
// last_fill_count: '0',
// filled_size: '0.000000000000000000000000000000',
// margin_trading: '0',
// state: '8',
// order_id: '24807076628',
// order_type: '0'
// }
// ],
// "table":"spot/user/order"
// }
//
const channel = this.safeString(message, 'table');
const orders = this.safeValue(message, 'data', []);
const ordersLength = orders.length;
if (ordersLength > 0) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
if (this.orders === undefined) {
this.orders = new Cache.ArrayCacheBySymbolById(limit);
}
const stored = this.orders;
const marketIds = [];
for (let i = 0; i < orders.length; i++) {
const order = this.parseWsOrder(orders[i]);
stored.append(order);
const symbol = order['symbol'];
const market = this.market(symbol);
marketIds.push(market['id']);
}
for (let i = 0; i < marketIds.length; i++) {
const messageHash = channel + ':' + marketIds[i];
client.resolve(this.orders, messageHash);
}
}
}
parseWsOrder(order, market = undefined) {
//
// {
// symbol: 'LTC_USDT',
// notional: '',
// side: 'buy',
// last_fill_time: '0',
// ms_t: '1646216634000',
// type: 'limit',
// filled_notional: '0.000000000000000000000000000000',
// last_fill_price: '0',
// size: '0.500000000000000000000000000000',
// price: '50.000000000000000000000000000000',
// last_fill_count: '0',
// filled_size: '0.000000000000000000000000000000',
// margin_trading: '0',
// state: '8',
// order_id: '24807076628',
// order_type: '0'
// }
//
const marketId = this.safeString(order, 'symbol');
market = this.safeMarket(marketId, market);
const id = this.safeString(order, 'order_id');
const clientOrderId = this.safeString(order, 'clientOid');
const price = this.safeString(order, 'price');
const filled = this.safeString(order, 'filled_size');
const amount = this.safeString(order, 'size');
const type = this.safeString(order, 'type');
const rawState = this.safeString(order, 'state');
const status = this.parseOrderStatusByType(market['type'], rawState);
const timestamp = this.safeInteger(order, 'ms_t');
const symbol = market['symbol'];
const side = this.safeStringLower(order, 'side');
return this.safeOrder({
'info': order,
'symbol': symbol,
'id': id,
'clientOrderId': clientOrderId,
'timestamp': undefined,
'datetime': undefined,
'lastTradeTimestamp': timestamp,
'type': type,
'timeInForce': undefined,
'postOnly': undefined,
'side': side,
'price': price,
'stopPrice': undefined,
'triggerPrice': undefined,
'amount': amount,
'cost': undefined,
'average': undefined,
'filled': filled,
'remaining': undefined,
'status': status,
'fee': undefined,
'trades': undefined,
}, market);
}
handleTrade(client, message) {
//
// {
// table: 'spot/trade',
// data: [
// {
// price: '52700.50',
// s_t: 1630982050,
// side: 'buy',
// size: '0.00112',
// symbol: 'BTC_USDT'
// },
// ]
// }
//
const table = this.safeString(message, 'table');
const data = this.safeValue(message, 'data', []);
const tradesLimit = this.safeInteger(this.options, 'tradesLimit', 1000);
for (let i = 0; i < data.length; i++) {
const trade = this.parseTrade(data[i]);
const symbol = trade['symbol'];
const marketId = this.safeString(trade['info'], 'symbol');
const messageHash = table + ':' + marketId;
let stored = this.safeValue(this.trades, symbol);
if (stored === undefined) {
stored = new Cache.ArrayCache(tradesLimit);
this.trades[symbol] = stored;
}
stored.append(trade);
client.resolve(stored, messageHash);
}
return message;
}
handleTicker(client, message) {
//
// {
// data: [
// {
// base_volume_24h: '78615593.81',
// high_24h: '52756.97',
// last_price: '52638.31',
// low_24h: '50991.35',
// open_24h: '51692.03',
// s_t: 1630981727,
// symbol: 'BTC_USDT'
// }
// ],
// table: 'spot/ticker'
// }
//
const table = this.safeString(message, 'table');
const data = this.safeValue(message, 'data', []);
for (let i = 0; i < data.length; i++) {
const ticker = this.parseTicker(data[i]);
const symbol = ticker['symbol'];
const marketId = this.safeString(ticker['info'], 'symbol');
const messageHash = table + ':' + marketId;
this.tickers[symbol] = ticker;
client.resolve(ticker, messageHash);
}
return message;
}
async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name bitmart#watchOHLCV
* @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|undefined} since timestamp in ms of the earliest candle to fetch
* @param {int|undefined} limit the maximum amount of candles to fetch
* @param {object} params extra parameters specific to the bitmart api endpoint
* @returns {[[int]]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
await this.loadMarkets();
symbol = this.symbol(symbol);
const timeframes = this.safeValue(this.options, 'timeframes', {});
const interval = this.safeString(timeframes, timeframe);
const name = 'kline' + interval;
const ohlcv = await this.subscribe(name, symbol, params);
if (this.newUpdates) {
limit = ohlcv.getLimit(symbol, limit);
}
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
}
handleOHLCV(client, message) {
//
// {
// data: [
// {
// candle: [
// 1631056350,
// '46532.83',
// '46555.71',
// '46511.41',
// '46555.71',
// '0.25'
// ],
// symbol: 'BTC_USDT'
// }
// ],
// table: 'spot/kline1m'
// }
//
const table = this.safeString(message, 'table');
const data = this.safeValue(message, 'data', []);
const parts = table.split('/');
const part1 = this.safeString(parts, 1);
const interval = part1.replace('kline', '');
// use a reverse lookup in a static map instead
const timeframes = this.safeValue(this.options, 'timeframes', {});
const timeframe = this.findTimeframe(interval, timeframes);
const duration = this.parseTimeframe(timeframe);
const durationInMs = duration * 1000;
for (let i = 0; i < data.length; i++) {
const marketId = this.safeString(data[i], 'symbol');
const candle = this.safeValue(data[i], 'candle');
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const parsed = this.parseOHLCV(candle, market);
parsed[0] = this.parseToInt(parsed[0] / durationInMs) * durationInMs;
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 Cache.ArrayCacheByTimestamp(limit);
this.ohlcvs[symbol][timeframe] = stored;
}
stored.append(parsed);
const messageHash = table + ':' + marketId;
client.resolve(stored, messageHash);
}
}
async watchOrderBook(symbol, limit = undefined, params = {}) {
/**
* @method
* @name bitmart#watchOrderBook
* @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|undefined} limit the maximum amount of order book entries to return
* @param {object} params extra parameters specific to the bitmart api endpoint
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
*/
const options = this.safeValue(this.options, 'watchOrderBook', {});
const depth = this.safeString(options, 'depth', 'depth50');
const orderbook = await this.subscribe(depth, symbol, params);
return orderbook.limit();
}
handleDelta(bookside, delta) {
const price = this.safeFloat(delta, 0);
const amount = this.safeFloat(delta, 1);
bookside.store(price, amount);
}
handleDeltas(bookside, deltas) {
for (let i = 0; i < deltas.length; i++) {
this.handleDelta(bookside, deltas[i]);
}
}
handleOrderBookMessage(client, message, orderbook) {
//
// {
// asks: [
// [ '46828.38', '0.21847' ],
// [ '46830.68', '0.08232' ],
// [ '46832.08', '0.09285' ],
// [ '46837.82', '0.02028' ],
// [ '46839.43', '0.15068' ]
// ],
// bids: [
// [ '46820.78', '0.00444' ],
// [ '46814.33', '0.00234' ],
// [ '46813.50', '0.05021' ],
// [ '46808.14', '0.00217' ],
// [ '46808.04', '0.00013' ]
// ],
// ms_t: 1631044962431,
// symbol: 'BTC_USDT'
// }
//
const asks = this.safeValue(message, 'asks', []);
const bids = this.safeValue(message, 'bids', []);
this.handleDeltas(orderbook['asks'], asks);
this.handleDeltas(orderbook['bids'], bids);
const timestamp = this.safeInteger(message, 'ms_t');
const marketId = this.safeString(message, 'symbol');
const symbol = this.safeSymbol(marketId);
orderbook['symbol'] = symbol;
orderbook['timestamp'] = timestamp;
orderbook['datetime'] = this.iso8601(timestamp);
return orderbook;
}
handleOrderBook(client, message) {
//
// {
// data: [
// {
// asks: [
// [ '46828.38', '0.21847' ],
// [ '46830.68', '0.08232' ],
// [ '46832.08', '0.09285' ],
// [ '46837.82', '0.02028' ],
// [ '46839.43', '0.15068' ]
// ],
// bids: [
// [ '46820.78', '0.00444' ],
// [ '46814.33', '0.00234' ],
// [ '46813.50', '0.05021' ],
// [ '46808.14', '0.00217' ],
// [ '46808.04', '0.00013' ]
// ],
// ms_t: 1631044962431,
// symbol: 'BTC_USDT'
// }
// ],
// table: 'spot/depth5'
// }
//
const data = this.safeValue(message, 'data', []);
const table = this.safeString(message, 'table');
const parts = table.split('/');
const lastPart = this.safeString(parts, 1);
const limitString = lastPart.replace('depth', '');
const limit = parseInt(limitString);
for (let i = 0; i < data.length; i++) {
const update = data[i];
const marketId = this.safeString(update, 'symbol');
const symbol = this.safeSymbol(marketId);
let orderbook = this.safeValue(this.orderbooks, symbol);
if (orderbook === undefined) {
orderbook = this.orderBook({}, limit);
this.orderbooks[symbol] = orderbook;
}
orderbook.reset({});
this.handleOrderBookMessage(client, update, orderbook);
const messageHash = table + ':' + marketId;
client.resolve(orderbook, messageHash);
}
return message;
}
authenticate(params = {}) {
this.checkRequiredCredentials();
const url = this.implodeHostname(this.urls['api']['ws']['private']);
const messageHash = 'authenticated';
const client = this.client(url);
let future = this.safeValue(client.subscriptions, messageHash);
if (future === undefined) {
const timestamp = this.milliseconds().toString();
const memo = this.uid;
const path = 'bitmart.WebSocket';
const auth = timestamp + '#' + memo + '#' + path;
const signature = this.hmac(this.encode(auth), this.encode(this.secret), sha256.sha256);
const operation = 'login';
const request = {
'op': operation,
'args': [
this.apiKey,
timestamp,
signature,
],
};
const message = this.extend(request, params);
future = this.watch(url, messageHash, message);
client.subscriptions[messageHash] = future;
}
return future;
}
handleSubscriptionStatus(client, message) {
//
// {"event":"subscribe","channel":"spot/depth:BTC-USDT"}
//
return message;
}
handleAuthenticate(client, message) {
//
// { event: 'login' }
//
const messageHash = 'authenticated';
client.resolve(message, messageHash);
}
handleErrorMessage(client, message) {
//
// { event: 'error', message: 'Invalid sign', errorCode: 30013 }
// {"event":"error","message":"Unrecognized request: {\"event\":\"subscribe\",\"channel\":\"spot/depth:BTC-USDT\"}","errorCode":30039}
//
const errorCode = this.safeString(message, 'errorCode');
try {
if (errorCode !== undefined) {
const feedback = this.id + ' ' + this.json(message);
this.throwExactlyMatchedException(this.exceptions['exact'], errorCode, feedback);
const messageString = this.safeValue(message, 'message');
if (messageString !== undefined) {
this.throwBroadlyMatchedException(this.exceptions['broad'], messageString, feedback);
}
}
return false;
}
catch (e) {
if (e instanceof errors.AuthenticationError) {
const messageHash = 'authenticated';
client.reject(e, messageHash);
if (messageHash in client.subscriptions) {
delete client.subscriptions[messageHash];
}
}
return true;
}
}
handleMessage(client, message) {
if (this.handleErrorMessage(client, message)) {
return;
}
//
// {"event":"error","message":"Unrecognized request: {\"event\":\"subscribe\",\"channel\":\"spot/depth:BTC-USDT\"}","errorCode":30039}
// {"event":"subscribe","channel":"spot/depth:BTC-USDT"}
// {
// table: "spot/depth",
// action: "partial",
// data: [
// {
// instrument_id: "BTC-USDT",
// asks: [
// ["5301.8", "0.03763319", "1"],
// ["5302.4", "0.00305", "2"],
// ],
// bids: [
// ["5301.7", "0.58911427", "6"],
// ["5301.6", "0.01222922", "4"],
// ],
// timestamp: "2020-03-16T03:25:00.440Z",
// checksum: -2088736623
// }
// ]
// }
//
// { data: '', table: 'spot/user/order' }
//
const table = this.safeString(message, 'table');
if (table === undefined) {
const event = this.safeString(message, 'event');
if (event !== undefined) {
const methods = {
// 'info': this.handleSystemStatus,
// 'book': 'handleOrderBook',
'login': this.handleAuthenticate,
'subscribe': this.handleSubscriptionStatus,
};
const method = this.safeValue(methods, event);
if (method === undefined) {
return message;
}
else {
return method.call(this, client, message);
}
}
}
else {
const parts = table.split('/');
const name = this.safeString(parts, 1);
const methods = {
'depth': this.handleOrderBook,
'depth5': this.handleOrderBook,
'depth20': this.handleOrderBook,
'depth50': this.handleOrderBook,
'ticker': this.handleTicker,
'trade': this.handleTrade,
// ...
};
let method = this.safeValue(methods, name);
if (name.indexOf('kline') >= 0) {
method = this.handleOHLCV;
}
const privateName = this.safeString(parts, 2);
if (privateName === 'order') {
method = this.handleOrders;
}
if (method === undefined) {
return message;
}
else {
return method.call(this, client, message);
}
}
}
}
module.exports = bitmart;