@proton/ccxt
Version:
A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 130+ exchanges
1,163 lines (1,161 loc) • 91.1 kB
JavaScript
'use strict';
var huobi$1 = require('../huobi.js');
var errors = require('../base/errors.js');
var Cache = require('../base/ws/Cache.js');
var sha256 = require('../static_dependencies/noble-hashes/sha256.js');
// ---------------------------------------------------------------------------
// ---------------------------------------------------------------------------
class huobi extends huobi$1 {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'watchOrderBook': true,
'watchOrders': true,
'watchTickers': false,
'watchTicker': true,
'watchTrades': true,
'watchMyTrades': true,
'watchBalance': true,
'watchOHLCV': true,
},
'urls': {
'api': {
'ws': {
'api': {
'spot': {
'public': 'wss://{hostname}/ws',
'private': 'wss://{hostname}/ws/v2',
},
'future': {
'linear': {
'public': 'wss://api.hbdm.com/linear-swap-ws',
'private': 'wss://api.hbdm.com/linear-swap-notification',
},
'inverse': {
'public': 'wss://api.hbdm.com/ws',
'private': 'wss://api.hbdm.com/notification',
},
},
'swap': {
'inverse': {
'public': 'wss://api.hbdm.com/swap-ws',
'private': 'wss://api.hbdm.com/swap-notification',
},
'linear': {
'public': 'wss://api.hbdm.com/linear-swap-ws',
'private': 'wss://api.hbdm.com/linear-swap-notification',
},
},
},
// these settings work faster for clients hosted on AWS
'api-aws': {
'spot': {
'public': 'wss://api-aws.huobi.pro/ws',
'private': 'wss://api-aws.huobi.pro/ws/v2',
},
'future': {
'linear': {
'public': 'wss://api.hbdm.vn/linear-swap-ws',
'private': 'wss://api.hbdm.vn/linear-swap-notification',
},
'inverse': {
'public': 'wss://api.hbdm.vn/ws',
'private': 'wss://api.hbdm.vn/notification',
},
},
'swap': {
'inverse': {
'public': 'wss://api.hbdm.vn/swap-ws',
'private': 'wss://api.hbdm.vn/swap-notification',
},
'linear': {
'public': 'wss://api.hbdm.vn/linear-swap-ws',
'private': 'wss://api.hbdm.vn/linear-swap-notification',
},
},
},
},
},
},
'options': {
'tradesLimit': 1000,
'OHLCVLimit': 1000,
'api': 'api',
'maxOrderBookSyncAttempts': 3,
'ws': {
'gunzip': true,
},
'watchTicker': {
'name': 'market.{marketId}.detail', // 'market.{marketId}.bbo' or 'market.{marketId}.ticker'
},
},
'exceptions': {
'ws': {
'exact': {
'bad-request': errors.BadRequest,
'2002': errors.AuthenticationError,
'2021': errors.BadRequest,
'2001': errors.BadSymbol,
'2011': errors.BadSymbol,
'2040': errors.BadRequest, // { op: 'sub', cid: '1649152947', 'err-code': 2040, 'err-msg': 'Missing required parameter.', ts: 1649152948684 }
},
},
},
});
}
requestId() {
const requestId = this.sum(this.safeInteger(this.options, 'requestId', 0), 1);
this.options['requestId'] = requestId;
return requestId.toString();
}
async watchTicker(symbol, params = {}) {
/**
* @method
* @name huobi#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 huobi api endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
const options = this.safeValue(this.options, 'watchTicker', {});
const topic = this.safeString(options, 'name', 'market.{marketId}.detail');
if (topic === 'market.{marketId}.ticker' && market['type'] !== 'spot') {
throw new errors.BadRequest(this.id + ' watchTicker() with name market.{marketId}.ticker is only allowed for spot markets, use market.{marketId}.detail instead');
}
const messageHash = this.implodeParams(topic, { 'marketId': market['id'] });
const url = this.getUrlByMarketType(market['type'], market['linear']);
return await this.subscribePublic(url, symbol, messageHash, undefined, params);
}
handleTicker(client, message) {
//
// 'market.btcusdt.detail'
// {
// ch: 'market.btcusdt.detail',
// ts: 1583494163784,
// tick: {
// id: 209988464418,
// low: 8988,
// high: 9155.41,
// open: 9078.91,
// close: 9136.46,
// vol: 237813910.5928412,
// amount: 26184.202558551195,
// version: 209988464418,
// count: 265673
// }
// }
// 'market.btcusdt.bbo'
// {
// ch: 'market.btcusdt.bbo',
// ts: 1671941599613,
// tick: {
// seqId: 161499562790,
// ask: 16829.51,
// askSize: 0.707776,
// bid: 16829.5,
// bidSize: 1.685945,
// quoteTime: 1671941599612,
// symbol: 'btcusdt'
// }
// }
//
const tick = this.safeValue(message, 'tick', {});
const ch = this.safeString(message, 'ch');
const parts = ch.split('.');
const marketId = this.safeString(parts, 1);
const market = this.safeMarket(marketId);
const ticker = this.parseTicker(tick, market);
const timestamp = this.safeValue(message, 'ts');
ticker['timestamp'] = timestamp;
ticker['datetime'] = this.iso8601(timestamp);
const symbol = ticker['symbol'];
this.tickers[symbol] = ticker;
client.resolve(ticker, ch);
return message;
}
async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name huobi#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 huobi api endpoint
* @returns {[object]} a list of [trade structures]{@link https://docs.ccxt.com/en/latest/manual.html?#public-trades}
*/
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
const messageHash = 'market.' + market['id'] + '.trade.detail';
const url = this.getUrlByMarketType(market['type'], market['linear']);
const trades = await this.subscribePublic(url, symbol, messageHash, undefined, params);
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
}
handleTrades(client, message) {
//
// {
// ch: "market.btcusdt.trade.detail",
// ts: 1583495834011,
// tick: {
// id: 105004645372,
// ts: 1583495833751,
// data: [
// {
// id: 1.050046453727319e+22,
// ts: 1583495833751,
// tradeId: 102090727790,
// amount: 0.003893,
// price: 9150.01,
// direction: "sell"
// }
// ]
// }
// }
//
const tick = this.safeValue(message, 'tick', {});
const data = this.safeValue(tick, 'data', {});
const ch = this.safeString(message, 'ch');
const parts = ch.split('.');
const marketId = this.safeString(parts, 1);
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
let tradesCache = this.safeValue(this.trades, symbol);
if (tradesCache === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
tradesCache = new Cache.ArrayCache(limit);
this.trades[symbol] = tradesCache;
}
for (let i = 0; i < data.length; i++) {
const trade = this.parseTrade(data[i], market);
tradesCache.append(trade);
}
client.resolve(tradesCache, ch);
return message;
}
async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name huobi#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 huobi api endpoint
* @returns {[[int]]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
const interval = this.safeString(this.timeframes, timeframe, timeframe);
const messageHash = 'market.' + market['id'] + '.kline.' + interval;
const url = this.getUrlByMarketType(market['type'], market['linear']);
const ohlcv = await this.subscribePublic(url, symbol, messageHash, undefined, params);
if (this.newUpdates) {
limit = ohlcv.getLimit(symbol, limit);
}
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
}
handleOHLCV(client, message) {
//
// {
// ch: 'market.btcusdt.kline.1min',
// ts: 1583501786794,
// tick: {
// id: 1583501760,
// open: 9094.5,
// close: 9094.51,
// low: 9094.5,
// high: 9094.51,
// amount: 0.44639786263800907,
// vol: 4059.76919054,
// count: 16
// }
// }
//
const ch = this.safeString(message, 'ch');
const parts = ch.split('.');
const marketId = this.safeString(parts, 1);
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const interval = this.safeString(parts, 3);
const timeframe = this.findTimeframe(interval);
this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});
let stored = this.safeValue(this.ohlcvs[symbol], timeframe);
if (stored === undefined) {
const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
stored = new Cache.ArrayCacheByTimestamp(limit);
this.ohlcvs[symbol][timeframe] = stored;
}
const tick = this.safeValue(message, 'tick');
const parsed = this.parseOHLCV(tick, market);
stored.append(parsed);
client.resolve(stored, ch);
}
async watchOrderBook(symbol, limit = undefined, params = {}) {
/**
* @method
* @name huobi#watchOrderBook
* @see https://huobiapi.github.io/docs/dm/v1/en/#subscribe-market-depth-data
* @see https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#subscribe-incremental-market-depth-data
* @see https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-subscribe-incremental-market-depth-data
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @param {string} symbol unified symbol of the market to fetch the order book for
* @param {int|undefined} limit the maximum amount of order book entries to return
* @param {object} params extra parameters specific to the huobi api endpoint
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
*/
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
const allowedSpotLimits = [150];
const allowedSwapLimits = [20, 150];
limit = (limit === undefined) ? 150 : limit;
if (market['spot'] && !this.inArray(limit, allowedSpotLimits)) {
throw new errors.ExchangeError(this.id + ' watchOrderBook spot market accepts limits of 150 only');
}
if (!market['spot'] && !this.inArray(limit, allowedSwapLimits)) {
throw new errors.ExchangeError(this.id + ' watchOrderBook swap market accepts limits of 20 and 150 only');
}
let messageHash = undefined;
if (market['spot']) {
messageHash = 'market.' + market['id'] + '.mbp.' + limit.toString();
}
else {
messageHash = 'market.' + market['id'] + '.depth.size_' + limit.toString() + '.high_freq';
}
const url = this.getUrlByMarketType(market['type'], market['linear']);
let method = this.handleOrderBookSubscription;
if (!market['spot']) {
params = this.extend(params);
params['data_type'] = 'incremental';
method = undefined;
}
const orderbook = await this.subscribePublic(url, symbol, messageHash, method, params);
return orderbook.limit();
}
handleOrderBookSnapshot(client, message, subscription) {
//
// {
// id: 1583473663565,
// rep: 'market.btcusdt.mbp.150',
// status: 'ok',
// data: {
// seqNum: 104999417756,
// bids: [
// [9058.27, 0],
// [9058.43, 0],
// [9058.99, 0],
// ],
// asks: [
// [9084.27, 0.2],
// [9085.69, 0],
// [9085.81, 0],
// ]
// }
// }
//
const symbol = this.safeString(subscription, 'symbol');
const messageHash = this.safeString(subscription, 'messageHash');
const id = this.safeString(message, 'id');
try {
const orderbook = this.orderbooks[symbol];
const data = this.safeValue(message, 'data');
const messages = orderbook.cache;
const firstMessage = this.safeValue(messages, 0, {});
const snapshot = this.parseOrderBook(data, symbol);
const tick = this.safeValue(firstMessage, 'tick');
const sequence = this.safeInteger(tick, 'seqNum');
const nonce = this.safeInteger(data, 'seqNum');
snapshot['nonce'] = nonce;
const snapshotLimit = this.safeInteger(subscription, 'limit');
const snapshotOrderBook = this.orderBook(snapshot, snapshotLimit);
client.resolve(snapshotOrderBook, id);
if ((sequence !== undefined) && (nonce < sequence)) {
const maxAttempts = this.safeInteger(this.options, 'maxOrderBookSyncAttempts', 3);
let numAttempts = this.safeInteger(subscription, 'numAttempts', 0);
// retry to synchronize if we have not reached maxAttempts yet
if (numAttempts < maxAttempts) {
// safety guard
if (messageHash in client.subscriptions) {
numAttempts = this.sum(numAttempts, 1);
subscription['numAttempts'] = numAttempts;
client.subscriptions[messageHash] = subscription;
this.spawn(this.watchOrderBookSnapshot, client, message, subscription);
}
}
else {
// throw upon failing to synchronize in maxAttempts
throw new errors.InvalidNonce(this.id + ' failed to synchronize WebSocket feed with the snapshot for symbol ' + symbol + ' in ' + maxAttempts.toString() + ' attempts');
}
}
else {
orderbook.reset(snapshot);
// unroll the accumulated deltas
for (let i = 0; i < messages.length; i++) {
const message = messages[i];
this.handleOrderBookMessage(client, message, orderbook);
}
this.orderbooks[symbol] = orderbook;
client.resolve(orderbook, messageHash);
}
}
catch (e) {
client.reject(e, messageHash);
}
}
async watchOrderBookSnapshot(client, message, subscription) {
const messageHash = this.safeString(subscription, 'messageHash');
try {
const symbol = this.safeString(subscription, 'symbol');
const limit = this.safeInteger(subscription, 'limit');
const params = this.safeValue(subscription, 'params');
const attempts = this.safeInteger(subscription, 'numAttempts', 0);
const market = this.market(symbol);
const url = this.getUrlByMarketType(market['type'], market['linear']);
const requestId = this.requestId();
const request = {
'req': messageHash,
'id': requestId,
};
// this is a temporary subscription by a specific requestId
// it has a very short lifetime until the snapshot is received over ws
const snapshotSubscription = {
'id': requestId,
'messageHash': messageHash,
'symbol': symbol,
'limit': limit,
'params': params,
'numAttempts': attempts,
'method': this.handleOrderBookSnapshot,
};
const orderbook = await this.watch(url, requestId, request, requestId, snapshotSubscription);
return orderbook.limit();
}
catch (e) {
delete client.subscriptions[messageHash];
client.reject(e, messageHash);
}
}
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) {
// spot markets
//
// {
// ch: "market.btcusdt.mbp.150",
// ts: 1583472025885,
// tick: {
// seqNum: 104998984994,
// prevSeqNum: 104998984977,
// bids: [
// [9058.27, 0],
// [9058.43, 0],
// [9058.99, 0],
// ],
// asks: [
// [9084.27, 0.2],
// [9085.69, 0],
// [9085.81, 0],
// ]
// }
// }
//
// non-spot market update
//
// {
// "ch":"market.BTC220218.depth.size_150.high_freq",
// "tick":{
// "asks":[],
// "bids":[
// [43445.74,1],
// [43444.48,0 ],
// [40593.92,9]
// ],
// "ch":"market.BTC220218.depth.size_150.high_freq",
// "event":"update",
// "id":152727500274,
// "mrid":152727500274,
// "ts":1645023376098,
// "version":37536690
// },
// "ts":1645023376098
// }
// non-spot market snapshot
//
// {
// "ch":"market.BTC220218.depth.size_150.high_freq",
// "tick":{
// "asks":[
// [43445.74,1],
// [43444.48,0 ],
// [40593.92,9]
// ],
// "bids":[
// [43445.74,1],
// [43444.48,0 ],
// [40593.92,9]
// ],
// "ch":"market.BTC220218.depth.size_150.high_freq",
// "event":"snapshot",
// "id":152727500274,
// "mrid":152727500274,
// "ts":1645023376098,
// "version":37536690
// },
// "ts":1645023376098
// }
//
const ch = this.safeValue(message, 'ch');
const parts = ch.split('.');
const marketId = this.safeString(parts, 1);
const symbol = this.safeSymbol(marketId);
const tick = this.safeValue(message, 'tick', {});
const seqNum = this.safeInteger2(tick, 'seqNum', 'version');
const prevSeqNum = this.safeInteger(tick, 'prevSeqNum');
const event = this.safeString(tick, 'event');
const timestamp = this.safeInteger(message, 'ts');
if (event === 'snapshot') {
const snapshot = this.parseOrderBook(tick, symbol, timestamp);
orderbook.reset(snapshot);
orderbook['nonce'] = seqNum;
}
if ((prevSeqNum === undefined || prevSeqNum <= orderbook['nonce']) && (seqNum > orderbook['nonce'])) {
const asks = this.safeValue(tick, 'asks', []);
const bids = this.safeValue(tick, 'bids', []);
this.handleDeltas(orderbook['asks'], asks);
this.handleDeltas(orderbook['bids'], bids);
orderbook['nonce'] = seqNum;
orderbook['timestamp'] = timestamp;
orderbook['datetime'] = this.iso8601(timestamp);
}
return orderbook;
}
handleOrderBook(client, message) {
//
// deltas
//
// spot markets
//
// {
// ch: "market.btcusdt.mbp.150",
// ts: 1583472025885,
// tick: {
// seqNum: 104998984994,
// prevSeqNum: 104998984977,
// bids: [
// [9058.27, 0],
// [9058.43, 0],
// [9058.99, 0],
// ],
// asks: [
// [9084.27, 0.2],
// [9085.69, 0],
// [9085.81, 0],
// ]
// }
// }
//
// non spot markets
//
// {
// "ch":"market.BTC220218.depth.size_150.high_freq",
// "tick":{
// "asks":[],
// "bids":[
// [43445.74,1],
// [43444.48,0 ],
// [40593.92,9]
// ],
// "ch":"market.BTC220218.depth.size_150.high_freq",
// "event":"update",
// "id":152727500274,
// "mrid":152727500274,
// "ts":1645023376098,
// "version":37536690
// },
// "ts":1645023376098
// }
//
const tick = this.safeValue(message, 'tick', {});
const event = this.safeString(tick, 'event');
const messageHash = this.safeString(message, 'ch');
const ch = this.safeValue(message, 'ch');
const parts = ch.split('.');
const marketId = this.safeString(parts, 1);
const symbol = this.safeSymbol(marketId);
let orderbook = this.safeValue(this.orderbooks, symbol);
if (orderbook === undefined) {
const size = this.safeString(parts, 3);
const sizeParts = size.split('_');
const limit = this.safeInteger(sizeParts, 1);
orderbook = this.orderBook({}, limit);
}
if (orderbook['nonce'] === undefined) {
orderbook.cache.push(message);
}
if (event !== undefined || orderbook['nonce'] !== undefined) {
this.orderbooks[symbol] = this.handleOrderBookMessage(client, message, orderbook);
client.resolve(orderbook, messageHash);
}
}
handleOrderBookSubscription(client, message, subscription) {
const symbol = this.safeString(subscription, 'symbol');
const limit = this.safeInteger(subscription, 'limit');
if (symbol in this.orderbooks) {
delete this.orderbooks[symbol];
}
this.orderbooks[symbol] = this.orderBook({}, limit);
if (this.markets[symbol]['spot'] === true) {
this.spawn(this.watchOrderBookSnapshot, client, message, subscription);
}
}
async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name huobi#watchMyTrades
* @description watches information on multiple trades made by the user
* @param {string} 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 huobi api endpoint
* @returns {[object]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure
*/
this.checkRequiredCredentials();
let type = undefined;
let marketId = '*'; // wildcard
let market = undefined;
let messageHash = undefined;
let channel = undefined;
let trades = undefined;
let subType = undefined;
if (symbol !== undefined) {
await this.loadMarkets();
market = this.market(symbol);
symbol = market['symbol'];
type = market['type'];
subType = market['linear'] ? 'linear' : 'inverse';
marketId = market['lowercaseId'];
}
else {
type = this.safeString(this.options, 'defaultType', 'spot');
type = this.safeString(params, 'type', type);
subType = this.safeString2(this.options, 'subType', 'defaultSubType', 'linear');
subType = this.safeString(params, 'subType', subType);
params = this.omit(params, ['type', 'subType']);
}
if (type === 'spot') {
let mode = undefined;
if (mode === undefined) {
mode = this.safeString2(this.options, 'watchMyTrades', 'mode', '0');
mode = this.safeString(params, 'mode', mode);
params = this.omit(params, 'mode');
}
messageHash = 'trade.clearing' + '#' + marketId + '#' + mode;
channel = messageHash;
}
else {
const channelAndMessageHash = this.getOrderChannelAndMessageHash(type, subType, market, params);
channel = this.safeString(channelAndMessageHash, 0);
const orderMessageHash = this.safeString(channelAndMessageHash, 1);
// we will take advantage of the order messageHash because already handles stuff
// like symbol/margin/subtype/type variations
messageHash = orderMessageHash + ':' + 'trade';
}
trades = await this.subscribePrivate(channel, messageHash, type, subType, params);
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
}
getOrderChannelAndMessageHash(type, subType, market = undefined, params = {}) {
let messageHash = undefined;
let channel = undefined;
let orderType = this.safeString(this.options, 'orderType', 'orders'); // orders or matchOrders
orderType = this.safeString(params, 'orderType', orderType);
params = this.omit(params, 'orderType');
const marketCode = (market !== undefined) ? market['lowercaseId'] : undefined;
const baseId = (market !== undefined) ? market['lowercaseBaseId'] : undefined;
const prefix = orderType;
messageHash = prefix;
if (subType === 'linear') {
// USDT Margined Contracts Example: LTC/USDT:USDT
const marginMode = this.safeString(params, 'margin', 'cross');
const marginPrefix = (marginMode === 'cross') ? prefix + '_cross' : prefix;
messageHash = marginPrefix;
if (marketCode !== undefined) {
messageHash += '.' + marketCode;
channel = messageHash;
}
else {
channel = marginPrefix + '.' + '*';
}
}
else if (type === 'future') {
// inverse futures Example: BCH/USD:BCH-220408
if (baseId !== undefined) {
channel = prefix + '.' + baseId;
messageHash = channel;
}
else {
channel = prefix + '.' + '*';
}
}
else {
// inverse swaps: Example: BTC/USD:BTC
if (marketCode !== undefined) {
channel = prefix + '.' + marketCode;
messageHash = channel;
}
else {
channel = prefix + '.' + '*';
}
}
return [channel, messageHash];
}
async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name huobi#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 huobi api endpoint
* @returns {[object]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
await this.loadMarkets();
let type = undefined;
let subType = undefined;
let market = undefined;
let suffix = '*'; // wildcard
if (symbol !== undefined) {
market = this.market(symbol);
symbol = market['symbol'];
type = market['type'];
suffix = market['lowercaseId'];
subType = market['linear'] ? 'linear' : 'inverse';
}
else {
type = this.safeString(this.options, 'defaultType', 'spot');
type = this.safeString(params, 'type', type);
subType = this.safeString2(this.options, 'subType', 'defaultSubType', 'linear');
subType = this.safeString(params, 'subType', subType);
params = this.omit(params, ['type', 'subType']);
}
let messageHash = undefined;
let channel = undefined;
if (type === 'spot') {
messageHash = 'orders' + '#' + suffix;
channel = messageHash;
}
else {
const channelAndMessageHash = this.getOrderChannelAndMessageHash(type, subType, market, params);
channel = this.safeString(channelAndMessageHash, 0);
messageHash = this.safeString(channelAndMessageHash, 1);
}
const orders = await this.subscribePrivate(channel, messageHash, type, subType, params);
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySinceLimit(orders, since, limit, 'timestamp', true);
}
handleOrder(client, message) {
//
// spot
//
// {
// "action":"push",
// "ch":"orders#btcusdt", // or 'orders#*' for global subscriptions
// "data": {
// orderSource: 'spot-web',
// orderCreateTime: 1645116048355,
// accountId: 44234548,
// orderPrice: '100',
// orderSize: '0.05',
// symbol: 'ethusdt',
// type: 'buy-limit',
// orderId: '478861479986886',
// eventType: 'creation',
// clientOrderId: '',
// orderStatus: 'submitted'
// }
// }
//
// spot wrapped trade
//
// {
// action: 'push',
// ch: 'orders#ltcusdt',
// data: {
// tradePrice: '130.01',
// tradeVolume: '0.0385',
// tradeTime: 1648714741525,
// aggressor: true,
// execAmt: '0.0385',
// orderSource: 'spot-web',
// orderSize: '0.0385',
// remainAmt: '0',
// tradeId: 101541578884,
// symbol: 'ltcusdt',
// type: 'sell-market',
// eventType: 'trade',
// clientOrderId: '',
// orderStatus: 'filled',
// orderId: 509835753860328
// }
// }
//
// non spot order
//
// {
// contract_type: 'swap',
// pair: 'LTC-USDT',
// business_type: 'swap',
// op: 'notify',
// topic: 'orders_cross.ltc-usdt',
// ts: 1650354508696,
// symbol: 'LTC',
// contract_code: 'LTC-USDT',
// volume: 1,
// price: 110.34,
// order_price_type: 'lightning',
// direction: 'sell',
// offset: 'close',
// status: 6,
// lever_rate: 1,
// order_id: '966002354015051776',
// order_id_str: '966002354015051776',
// client_order_id: null,
// order_source: 'web',
// order_type: 1,
// created_at: 1650354508649,
// trade_volume: 1,
// trade_turnover: 11.072,
// fee: -0.005536,
// trade_avg_price: 110.72,
// margin_frozen: 0,
// profit: -0.045,
// trade: [
// {
// trade_fee: -0.005536,
// fee_asset: 'USDT',
// real_profit: 0.473,
// profit: -0.045,
// trade_id: 86678766507,
// id: '86678766507-966002354015051776-1',
// trade_volume: 1,
// trade_price: 110.72,
// trade_turnover: 11.072,
// created_at: 1650354508656,
// role: 'taker'
// }
// ],
// canceled_at: 0,
// fee_asset: 'USDT',
// margin_asset: 'USDT',
// uid: '359305390',
// liquidation_type: '0',
// margin_mode: 'cross',
// margin_account: 'USDT',
// is_tpsl: 0,
// real_profit: 0.473,
// trade_partition: 'USDT',
// reduce_only: 1
// }
//
//
const messageHash = this.safeString2(message, 'ch', 'topic');
const data = this.safeValue(message, 'data');
let marketId = this.safeString(message, 'contract_code');
if (marketId === undefined) {
marketId = this.safeString(data, 'symbol');
}
const market = this.safeMarket(marketId);
let parsedOrder = undefined;
if (data !== undefined) {
// spot updates
const eventType = this.safeString(data, 'eventType');
if (eventType === 'trade') {
// when a spot order is filled we get an update message
// with the trade info
const parsedTrade = this.parseOrderTrade(data, market);
// inject trade in existing order by faking an order object
const orderId = this.safeString(parsedTrade, 'order');
const trades = [parsedTrade];
const order = {
'id': orderId,
'trades': trades,
'status': 'closed',
'symbol': market['symbol'],
};
parsedOrder = order;
}
else {
parsedOrder = this.parseWsOrder(data, market);
}
}
else {
// contract branch
parsedOrder = this.parseWsOrder(message, market);
const rawTrades = this.safeValue(message, 'trade', []);
const tradesLength = rawTrades.length;
if (tradesLength > 0) {
const tradesObject = {
'trades': rawTrades,
'ch': messageHash,
'symbol': marketId,
};
// inject order params in every trade
const extendTradeParams = {
'order': this.safeString(parsedOrder, 'id'),
'type': this.safeString(parsedOrder, 'type'),
'side': this.safeString(parsedOrder, 'side'),
};
// trades arrive inside an order update
// we're forwarding them to handleMyTrade
// so they can be properly resolved
this.handleMyTrade(client, tradesObject, extendTradeParams);
}
}
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
this.orders = new Cache.ArrayCacheBySymbolById(limit);
}
const cachedOrders = this.orders;
cachedOrders.append(parsedOrder);
client.resolve(this.orders, messageHash);
// when we make a global subscription (for contracts only) our message hash can't have a symbol/currency attached
// so we're removing it here
let genericMessageHash = messageHash.replace('.' + market['lowercaseId'], '');
genericMessageHash = genericMessageHash.replace('.' + market['lowercaseBaseId'], '');
client.resolve(this.orders, genericMessageHash);
}
parseWsOrder(order, market = undefined) {
//
// spot
//
// {
// orderSource: 'spot-web',
// orderCreateTime: 1645116048355, // creating only
// accountId: 44234548,
// orderPrice: '100',
// orderSize: '0.05',
// orderValue: '3.71676361', // market-buy only
// symbol: 'ethusdt',
// type: 'buy-limit',
// orderId: '478861479986886',
// eventType: 'creation',
// clientOrderId: '',
// orderStatus: 'submitted'
// lastActTime:1645118621810 // except creating
// execAmt:'0'
// }
//
// swap order
//
// {
// contract_type: 'swap',
// pair: 'LTC-USDT',
// business_type: 'swap',
// op: 'notify',
// topic: 'orders_cross.ltc-usdt',
// ts: 1648717911384,
// symbol: 'LTC',
// contract_code: 'LTC-USDT',
// volume: 1,
// price: 129.13,
// order_price_type: 'lightning',
// direction: 'sell',
// offset: 'close',
// status: 6,
// lever_rate: 5,
// order_id: '959137967397068800',
// order_id_str: '959137967397068800',
// client_order_id: null,
// order_source: 'web',
// order_type: 1,
// created_at: 1648717911344,
// trade_volume: 1,
// trade_turnover: 12.952,
// fee: -0.006476,
// trade_avg_price: 129.52,
// margin_frozen: 0,
// profit: -0.005,
// trade: [
// {
// trade_fee: -0.006476,
// fee_asset: 'USDT',
// real_profit: -0.005,
// profit: -0.005,
// trade_id: 83619995370,
// id: '83619995370-959137967397068800-1',
// trade_volume: 1,
// trade_price: 129.52,
// trade_turnover: 12.952,
// created_at: 1648717911352,
// role: 'taker'
// }
// ],
// canceled_at: 0,
// fee_asset: 'USDT',
// margin_asset: 'USDT',
// uid: '359305390',
// liquidation_type: '0',
// margin_mode: 'cross',
// margin_account: 'USDT',
// is_tpsl: 0,
// real_profit: -0.005,
// trade_partition: 'USDT',
// reduce_only: 1
// }
//
// {
// "op":"notify",
// "topic":"orders.ada",
// "ts":1604388667226,
// "symbol":"ADA",
// "contract_type":"quarter",
// "contract_code":"ADA201225",
// "volume":1,
// "price":0.0905,
// "order_price_type":"post_only",
// "direction":"sell",
// "offset":"open",
// "status":6,
// "lever_rate":20,
// "order_id":773207641127878656,
// "order_id_str":"773207641127878656",
// "client_order_id":null,
// "order_source":"web",
// "order_type":1,
// "created_at":1604388667146,
// "trade_volume":1,
// "trade_turnover":10,
// "fee":-0.022099447513812154,
// "trade_avg_price":0.0905,
// "margin_frozen":0,
// "profit":0,
// "trade":[],
// "canceled_at":0,
// "fee_asset":"ADA",
// "uid":"123456789",
// "liquidation_type":"0",
// "is_tpsl": 0,
// "real_profit": 0
// }
//
const lastTradeTimestamp = this.safeInteger2(order, 'lastActTime', 'ts');
const created = this.safeInteger(order, 'orderCreateTime');
const marketId = this.safeString2(order, 'contract_code', 'symbol');
market = this.safeMarket(marketId, market);
const symbol = this.safeSymbol(marketId, market);
const amount = this.safeString2(order, 'orderSize', 'volume');
const status = this.parseOrderStatus(this.safeString2(order, 'orderStatus', 'status'));
const id = this.safeString2(order, 'orderId', 'order_id');
const clientOrderId = this.safeString2(order, 'clientOrderId', 'client_order_id');
const price = this.safeString2(order, 'orderPrice', 'price');
const filled = this.safeString(order, 'execAmt');
const typeSide = this.safeString(order, 'type');
const feeCost = this.safeString(order, 'fee');
let fee = undefined;
if (feeCost !== undefined) {
const feeCurrencyId = this.safeString(order, 'fee_asset');
fee = {
'cost': feeCost,
'currency': this.safeCurrencyCode(feeCurrencyId),
};
}
const avgPrice = this.safeString(order, 'trade_avg_price');
const rawTrades = this.safeValue(order, 'trade');
let typeSideParts = [];
if (typeSide !== undefined) {
typeSideParts = typeSide.split('-');
}
let type = this.safeStringLower(typeSideParts, 1);
if (type === undefined) {
type = this.safeString(order, 'order_price_type');
}
let side = this.safeStringLower(typeSideParts, 0);
if (side === undefined) {
side = this.safeString(order, 'direction');
}
const cost = this.safeString(order, 'orderValue');
return this.safeOrder({
'info': order,
'id': id,
'clientOrderId': clientOrderId,
'timestamp': created,
'datetime': this.iso8601(created),
'lastTradeTimestamp': lastTradeTimestamp,
'status': status,
'symbol': symbol,
'type': type,
'timeInForce': undefined,
'postOnly': undefined,
'side': side,
'price': price,
'amount': amount,
'filled': filled,
'remaining': undefined,
'cost': cost,
'fee': fee,
'average': avgPrice,
'trades': rawTrades,
}, market);
}
parseOrderTrade(trade, market = undefined) {
// spot private wrapped trade
//
// {
// tradePrice: '130.01',
// tradeVolume: '0.0385',
// tradeTime: 1648714741525,
// aggressor: true,
// execAmt: '0.0385',
// orderSource: 'spot-web',
// orderSize: '0.0385',
// remainAmt: '0',
// tradeId: 101541578884,
// symbol: 'ltcusdt',
// type: 'sell-market',
// eventType: 'trade',
// clientOrderId: '',
// orderStatus: 'filled',
// orderId: 509835753860328
// }
//
market = this.safeMarket(undefined, market);
const symbol = market['symbol'];
const tradeId = this.safeString(trade, 'tradeId');
const price = this.safeString(trade, 'tradePrice');
const amount = this.safeString(trade, 'tradeVolume');
const order = this.safeString(trade, 'orderId');
const timestamp = this.safeInteger(trade, 'tradeTime');
let type = this.safeString(trade, 'type');
let side = undefined;
if (type !== undefined) {
const typeParts = type.split('-');
side = typeParts[0];
type = typeParts[1];
}
const aggressor = this.safeValue(trade, 'aggressor');
let takerOrMaker = undefined;
if (aggressor !== undefined) {
takerOrMaker = aggressor ? '