@proton/ccxt
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A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 130+ exchanges
1,020 lines (1,017 loc) • 43.6 kB
JavaScript
// ----------------------------------------------------------------------------
// PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
// https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
// EDIT THE CORRESPONDENT .ts FILE INSTEAD
// ---------------------------------------------------------------------------
import { Precise } from '../base/Precise.js';
import coinexRest from '../coinex.js';
import { AuthenticationError, BadRequest, ExchangeNotAvailable, NotSupported, RequestTimeout, ExchangeError } from '../base/errors.js';
import { ArrayCache, ArrayCacheByTimestamp, ArrayCacheBySymbolById } from '../base/ws/Cache.js';
import { sha256 } from '../static_dependencies/noble-hashes/sha256.js';
import { md5 } from '../static_dependencies/noble-hashes/md5.js';
// ---------------------------------------------------------------------------
export default class coinex extends coinexRest {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'watchBalance': true,
'watchTicker': true,
'watchTickers': true,
'watchTrades': true,
'watchMyTrades': false,
'watchOrders': true,
'watchOrderBook': true,
'watchOHLCV': false, // only for swap markets
},
'urls': {
'api': {
'ws': {
'spot': 'wss://socket.coinex.com/',
'swap': 'wss://perpetual.coinex.com/',
},
},
},
'options': {
'watchOHLCVWarning': true,
'timeframes': {
'1m': 60,
'3m': 180,
'5m': 300,
'15m': 900,
'30m': 1800,
'1h': 3600,
'2h': 7200,
'4h': 14400,
'6h': 21600,
'12h': 43200,
'1d': 86400,
'3d': 259200,
'1w': 604800,
},
'account': 'spot',
'watchOrderBook': {
'limits': [5, 10, 20, 50],
'defaultLimit': 50,
'aggregations': ['10', '1', '0', '0.1', '0.01'],
'defaultAggregation': '0',
},
},
'streaming': {},
'exceptions': {
'codes': {
'1': BadRequest,
'2': ExchangeError,
'3': ExchangeNotAvailable,
'4': NotSupported,
'5': RequestTimeout,
'6': AuthenticationError, // Permission denied
},
},
});
}
requestId() {
const requestId = this.sum(this.safeInteger(this.options, 'requestId', 0), 1);
this.options['requestId'] = requestId;
return requestId;
}
handleTicker(client, message) {
//
// spot
//
// {
// method: 'state.update',
// params: [{
// BTCUSDT: {
// last: '31577.89',
// open: '29318.36',
// close: '31577.89',
// high: '32222.19',
// low: '29317.21',
// volume: '630.43024965',
// sell_total: '13.66143951',
// buy_total: '2.76410939',
// period: 86400,
// deal: '19457487.84611409070000000000'
// }
// }]
// }
//
// swap
//
// {
// method: 'state.update',
// params: [{
// BTCUSDT: {
// period: 86400,
// funding_time: 422,
// position_amount: '285.6246',
// funding_rate_last: '-0.00097933',
// funding_rate_next: '0.00022519',
// funding_rate_predict: '0.00075190',
// insurance: '17474289.49925859030905338270',
// last: '31570.08',
// sign_price: '31568.09',
// index_price: '31561.85000000',
// open: '29296.11',
// close: '31570.08',
// high: '32463.40',
// low: '29296.11',
// volume: '8774.7318',
// deal: '270675177.827928219109030017258398',
// sell_total: '19.2230',
// buy_total: '25.7814'
// }
// }]
// }
//
const defaultType = this.safeString(this.options, 'defaultType');
const params = this.safeValue(message, 'params', []);
const rawTickers = this.safeValue(params, 0, {});
const keys = Object.keys(rawTickers);
const newTickers = [];
for (let i = 0; i < keys.length; i++) {
const marketId = keys[i];
const rawTicker = rawTickers[marketId];
const symbol = this.safeSymbol(marketId, undefined, undefined, defaultType);
const market = this.safeMarket(marketId, undefined, undefined, defaultType);
const parsedTicker = this.parseWSTicker(rawTicker, market);
this.tickers[symbol] = parsedTicker;
newTickers.push(parsedTicker);
}
const messageHashes = this.findMessageHashes(client, 'tickers::');
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);
const tickersSymbols = Object.keys(tickers);
const numTickers = tickersSymbols.length;
if (numTickers > 0) {
client.resolve(tickers, messageHash);
}
}
client.resolve(newTickers, 'tickers');
}
parseWSTicker(ticker, market = undefined) {
//
// spot
//
// {
// last: '31577.89',
// open: '29318.36',
// close: '31577.89',
// high: '32222.19',
// low: '29317.21',
// volume: '630.43024965',
// sell_total: '13.66143951',
// buy_total: '2.76410939',
// period: 86400,
// deal: '19457487.84611409070000000000'
// }
//
// swap
//
// {
// period: 86400,
// funding_time: 422,
// position_amount: '285.6246',
// funding_rate_last: '-0.00097933',
// funding_rate_next: '0.00022519',
// funding_rate_predict: '0.00075190',
// insurance: '17474289.49925859030905338270',
// last: '31570.08',
// sign_price: '31568.09',
// index_price: '31561.85000000',
// open: '29296.11',
// close: '31570.08',
// high: '32463.40',
// low: '29296.11',
// volume: '8774.7318',
// deal: '270675177.827928219109030017258398',
// sell_total: '19.2230',
// buy_total: '25.7814'
// }
//
const defaultType = this.safeString(this.options, 'defaultType');
return this.safeTicker({
'symbol': this.safeSymbol(undefined, market, undefined, defaultType),
'timestamp': undefined,
'datetime': undefined,
'high': this.safeString(ticker, 'high'),
'low': this.safeString(ticker, 'low'),
'bid': undefined,
'bidVolume': this.safeString(ticker, 'buy_total'),
'ask': undefined,
'askVolume': this.safeString(ticker, 'sell_total'),
'vwap': undefined,
'open': this.safeString(ticker, 'open'),
'close': this.safeString(ticker, 'close'),
'last': this.safeString(ticker, 'last'),
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': this.safeString(ticker, 'volume'),
'quoteVolume': this.safeString(ticker, 'deal'),
'info': ticker,
}, market);
}
async watchBalance(params = {}) {
/**
* @method
* @name coinex#watchBalance
* @description query for balance and get the amount of funds available for trading or funds locked in orders
* @param {object} params extra parameters specific to the coinex api endpoint
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/en/latest/manual.html?#balance-structure}
*/
await this.loadMarkets();
await this.authenticate(params);
const messageHash = 'balance';
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchBalance', undefined, params);
const url = this.urls['api']['ws'][type];
const currencies = Object.keys(this.currencies_by_id);
const subscribe = {
'method': 'asset.subscribe',
'params': currencies,
'id': this.requestId(),
};
const request = this.deepExtend(subscribe, params);
return await this.watch(url, messageHash, request, messageHash);
}
handleBalance(client, message) {
//
// {
// "method": "asset.update",
// "params": [
// {
// "BTC": {
// "available": "250",
// "frozen": "10",
// }
// }
// ],
// "id": null
// }
//
const params = this.safeValue(message, 'params', []);
const first = this.safeValue(params, 0, {});
this.balance['info'] = first;
const currencies = Object.keys(first);
for (let i = 0; i < currencies.length; i++) {
const currencyId = currencies[i];
const code = this.safeCurrencyCode(currencyId);
const available = this.safeString(first[currencyId], 'available');
const frozen = this.safeString(first[currencyId], 'frozen');
const total = Precise.stringAdd(available, frozen);
const account = this.account();
account['free'] = this.parseNumber(available);
account['used'] = this.parseNumber(frozen);
account['total'] = this.parseNumber(total);
this.balance[code] = account;
this.balance = this.safeBalance(this.balance);
}
const messageHash = 'balance';
client.resolve(this.balance, messageHash);
}
handleTrades(client, message) {
//
// {
// "method": "deals.update",
// "params": [
// "BTCUSD",
// [{
// "type": "sell",
// "time": 1496458040.059284,
// "price ": "46444.74",
// "id": 29433,
// "amount": "0.00120000"
// }]
// ],
// "id": null
// }
//
const params = this.safeValue(message, 'params', []);
const marketId = this.safeString(params, 0);
const trades = this.safeValue(params, 1, []);
const defaultType = this.safeString(this.options, 'defaultType');
const market = this.safeMarket(marketId, undefined, undefined, defaultType);
const symbol = market['symbol'];
const messageHash = 'trades:' + symbol;
let stored = this.safeValue(this.trades, symbol);
if (stored === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
stored = new ArrayCache(limit);
this.trades[symbol] = stored;
}
for (let i = 0; i < trades.length; i++) {
const trade = trades[i];
const parsed = this.parseWsTrade(trade, market);
stored.append(parsed);
}
this.trades[symbol] = stored;
client.resolve(this.trades[symbol], messageHash);
}
parseWsTrade(trade, market = undefined) {
//
// {
// "type": "sell",
// "time": 1496458040.059284,
// "price ": "46444.74",
// "id": 29433,
// "amount": "0.00120000"
// }
//
const timestamp = this.safeTimestamp(trade, 'time');
const defaultType = this.safeString(this.options, 'defaultType');
return this.safeTrade({
'id': this.safeString(trade, 'id'),
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': this.safeSymbol(undefined, market, undefined, defaultType),
'order': undefined,
'type': undefined,
'side': this.safeString(trade, 'type'),
'takerOrMaker': undefined,
'price': this.safeString(trade, 'price'),
'amount': this.safeString(trade, 'amount'),
'cost': undefined,
'fee': undefined,
}, market);
}
handleOHLCV(client, message) {
//
// {
// method: 'kline.update',
// params: [
// [
// 1654019640, // timestamp
// '32061.99', // open
// '32061.28', // close
// '32061.99', // high
// '32061.28', // low
// '0.1285', // amount base
// '4119.943736' // amount quote
// ]
// ],
// id: null
// }
//
const candles = this.safeValue(message, 'params', []);
const messageHash = 'ohlcv';
const ohlcvs = this.parseOHLCVs(candles);
const keysLength = Object.keys(this.ohlcvs).length;
if (keysLength === 0) {
const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
this.ohlcvs = new ArrayCacheByTimestamp(limit);
}
for (let i = 0; i < ohlcvs.length; i++) {
const candle = ohlcvs[i];
this.ohlcvs.append(candle);
}
client.resolve(this.ohlcvs, messageHash);
}
async watchTicker(symbol, params = {}) {
/**
* @method
* @name coinex#watchTicker
* @see https://viabtc.github.io/coinex_api_en_doc/spot/#docsspot004_websocket007_state_subscribe
* @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 coinex api endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
return await this.watchTickers([symbol], params);
}
async watchTickers(symbols = undefined, params = {}) {
/**
* @method
* @name coinex#watchTickers
* @see https://viabtc.github.io/coinex_api_en_doc/spot/#docsspot004_websocket007_state_subscribe
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
* @param {[string]} symbols unified symbol of the market to fetch the ticker for
* @param {object} params extra parameters specific to the coinex api endpoint
* @returns {object} a dictionary of [ticker structures]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchTickers', undefined, params);
const url = this.urls['api']['ws'][type];
let messageHash = 'tickers';
if (symbols !== undefined) {
messageHash = 'tickers::' + symbols.join(',');
}
const subscribe = {
'method': 'state.subscribe',
'id': this.requestId(),
'params': [],
};
const request = this.deepExtend(subscribe, params);
const newTickers = await this.watch(url, messageHash, request, messageHash);
if (this.newUpdates) {
return newTickers;
}
return this.filterByArray(this.tickers, 'symbol', symbols);
}
async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name coinex#watchTrades
* @see https://viabtc.github.io/coinex_api_en_doc/spot/#docsspot004_websocket012_deal_subcribe
* @see https://viabtc.github.io/coinex_api_en_doc/futures/#docsfutures002_websocket019_deal_subcribe
* @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 coinex 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);
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchTrades', market, params);
const url = this.urls['api']['ws'][type];
const messageHash = 'trades:' + symbol;
const subscriptionHash = 'trades';
const subscribedSymbols = this.safeValue(this.options, 'watchTradesSubscriptions', []);
subscribedSymbols.push(market['id']);
const message = {
'method': 'deals.subscribe',
'params': subscribedSymbols,
'id': this.requestId(),
};
this.options['watchTradesSubscriptions'] = subscribedSymbols;
const request = this.deepExtend(message, params);
const trades = await this.watch(url, messageHash, request, subscriptionHash);
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
}
async watchOrderBook(symbol, limit = undefined, params = {}) {
/**
* @method
* @name coinex#watchOrderBook
* @see https://viabtc.github.io/coinex_api_en_doc/spot/#docsspot004_websocket017_depth_subscribe_multi
* @see https://viabtc.github.io/coinex_api_en_doc/futures/#docsfutures002_websocket011_depth_subscribe_multi
* @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 coinex 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'];
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchOrderBook', market, params);
const url = this.urls['api']['ws'][type];
const name = 'orderbook';
const messageHash = name + ':' + symbol;
const options = this.safeValue(this.options, 'watchOrderBook', {});
const limits = this.safeValue(options, 'limits', []);
if (limit === undefined) {
limit = this.safeValue(options, 'defaultLimit', 50);
}
if (!this.inArray(limit, limits)) {
throw new NotSupported(this.id + ' watchOrderBook() limit must be one of ' + limits.join(', '));
}
const defaultAggregation = this.safeString(options, 'defaultAggregation', '0');
const aggregations = this.safeValue(options, 'aggregations', []);
const aggregation = this.safeString(params, 'aggregation', defaultAggregation);
if (!this.inArray(aggregation, aggregations)) {
throw new NotSupported(this.id + ' watchOrderBook() aggregation must be one of ' + aggregations.join(', '));
}
params = this.omit(params, 'aggregation');
const watchOrderBookSubscriptions = this.safeValue(this.options, 'watchOrderBookSubscriptions', {});
watchOrderBookSubscriptions[symbol] = [market['id'], limit, aggregation, true];
const subscribe = {
'method': 'depth.subscribe_multi',
'id': this.requestId(),
'params': Object.values(watchOrderBookSubscriptions),
};
this.options['watchOrderBookSubscriptions'] = watchOrderBookSubscriptions;
const subscriptionHash = this.hash(this.encode(this.json(watchOrderBookSubscriptions)), sha256);
const request = this.deepExtend(subscribe, params);
const orderbook = await this.watch(url, messageHash, request, subscriptionHash, request);
return orderbook.limit();
}
async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name coinex#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 coinex 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'];
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchOHLCV', market, params);
if (type !== 'swap') {
throw new NotSupported(this.id + ' watchOHLCV() is only supported for swap markets');
}
const url = this.urls['api']['ws'][type];
const messageHash = 'ohlcv';
const watchOHLCVWarning = this.safeValue(this.options, 'watchOHLCVWarning', true);
const client = this.safeValue(this.clients, url, {});
const existingSubscription = this.safeValue(client.subscriptions, messageHash);
// due to nature of coinex response can only watch one symbol at a time
if (watchOHLCVWarning && existingSubscription !== undefined && (existingSubscription['symbol'] !== symbol || existingSubscription['timeframe'] !== timeframe)) {
throw new ExchangeError(this.id + ' watchOHLCV() can only watch one symbol and timeframe at a time. To supress this warning set watchOHLCVWarning to false in options');
}
const timeframes = this.safeValue(this.options, 'timeframes', {});
const subscribe = {
'method': 'kline.subscribe',
'id': this.requestId(),
'params': [
market['id'],
this.safeString(timeframes, timeframe, timeframe),
],
};
const subscription = {
'symbol': symbol,
'timeframe': timeframe,
};
const request = this.deepExtend(subscribe, params);
const ohlcvs = await this.watch(url, messageHash, request, messageHash, subscription);
if (this.newUpdates) {
limit = ohlcvs.getLimit(symbol, limit);
}
return this.filterBySinceLimit(ohlcvs, since, limit, 0);
}
handleDelta(bookside, delta) {
const bidAsk = this.parseBidAsk(delta, 0, 1);
bookside.storeArray(bidAsk);
}
handleDeltas(bookside, deltas) {
for (let i = 0; i < deltas.length; i++) {
this.handleDelta(bookside, deltas[i]);
}
}
handleOrderBook(client, message) {
//
// {
// "method": "depth.update",
// "params": [
// false,
// {
// "asks": [
// ["46350.52", "1.07871851"],
// ...
// ],
// "bids": [
// ["46349.61", "0.04000000"],
// ...
// ],
// "last": "46349.93",
// "time": 1639987469166,
// "checksum": 1533284725
// },
// "BTCUSDT"
// ],
// "id": null
// }
//
const params = this.safeValue(message, 'params', []);
const fullOrderBook = this.safeValue(params, 0);
let orderBook = this.safeValue(params, 1);
const marketId = this.safeString(params, 2);
const defaultType = this.safeString(this.options, 'defaultType');
const market = this.safeMarket(marketId, undefined, undefined, defaultType);
const symbol = market['symbol'];
const name = 'orderbook';
const messageHash = name + ':' + symbol;
const timestamp = this.safeNumber(orderBook, 'time');
const currentOrderBook = this.safeValue(this.orderbooks, symbol);
if (fullOrderBook) {
const snapshot = this.parseOrderBook(orderBook, symbol, timestamp);
if (currentOrderBook === undefined) {
orderBook = this.orderBook(snapshot);
this.orderbooks[symbol] = orderBook;
}
else {
orderBook = this.orderbooks[symbol];
orderBook.reset(snapshot);
}
}
else {
const asks = this.safeValue(orderBook, 'asks', []);
const bids = this.safeValue(orderBook, 'bids', []);
this.handleDeltas(currentOrderBook['asks'], asks);
this.handleDeltas(currentOrderBook['bids'], bids);
currentOrderBook['nonce'] = timestamp;
currentOrderBook['timestamp'] = timestamp;
currentOrderBook['datetime'] = this.iso8601(timestamp);
this.orderbooks[symbol] = currentOrderBook;
}
// this.checkOrderBookChecksum (this.orderbooks[symbol]);
client.resolve(this.orderbooks[symbol], messageHash);
}
async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
await this.authenticate(params);
let messageHash = 'orders';
let market = undefined;
const [type, query] = this.handleMarketTypeAndParams('watchOrders', market, params);
const message = {
'method': 'order.subscribe',
'id': this.requestId(),
};
if (symbol !== undefined) {
market = this.market(symbol);
symbol = market['symbol'];
message['params'] = [market['id']];
messageHash += ':' + symbol;
}
else {
message['params'] = [];
}
const url = this.urls['api']['ws'][type];
const request = this.deepExtend(message, query);
const orders = await this.watch(url, messageHash, request, messageHash, request);
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(orders, symbol, since, limit);
}
handleOrders(client, message) {
//
// spot
//
// {
// method: 'order.update',
// params: [
// 1,
// {
// id: 77782469357,
// type: 1,
// side: 2,
// user: 1849116,
// account: 0,
// option: 2,
// ctime: 1653961043.048967,
// mtime: 1653961043.048967,
// market: 'BTCUSDT',
// source: 'web',
// client_id: '',
// price: '1.00',
// amount: '1.00000000',
// taker_fee: '0.0020',
// maker_fee: '0.0020',
// left: '1.00000000',
// deal_stock: '0',
// deal_money: '0',
// money_fee: '0',
// stock_fee: '0',
// asset_fee: '0',
// fee_discount: '1',
// last_deal_amount: '0',
// last_deal_price: '0',
// last_deal_time: 0,
// last_deal_id: 0,
// last_role: 0,
// fee_asset: null,
// stop_id: 0
// }
// ],
// id: null
// }
//
// swap
//
// {
// method: 'order.update',
// params: [
// 1,
// {
// order_id: 23423462821,
// position_id: 0,
// stop_id: 0,
// market: 'BTCUSDT',
// type: 1,
// side: 2,
// target: 0,
// effect_type: 1,
// user_id: 1849116,
// create_time: 1653961509.25049,
// update_time: 1653961509.25049,
// source: 'web',
// price: '1.00',
// amount: '1.0000',
// taker_fee: '0.00050',
// maker_fee: '0.00030',
// left: '1.0000',
// deal_stock: '0.00000000000000000000',
// deal_fee: '0.00000000000000000000',
// deal_profit: '0.00000000000000000000',
// last_deal_amount: '0.00000000000000000000',
// last_deal_price: '0.00000000000000000000',
// last_deal_time: 0,
// last_deal_id: 0,
// last_deal_type: 0,
// last_deal_role: 0,
// client_id: '',
// fee_asset: '',
// fee_discount: '0.00000000000000000000',
// deal_asset_fee: '0.00000000000000000000',
// leverage: '3',
// position_type: 2
// }
// ],
// id: null
// }
//
const params = this.safeValue(message, 'params', []);
const order = this.safeValue(params, 1, {});
const parsedOrder = this.parseWsOrder(order);
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
this.orders = new ArrayCacheBySymbolById(limit);
}
this.orders.append(parsedOrder);
let messageHash = 'orders';
client.resolve(this.orders, messageHash);
messageHash += ':' + parsedOrder['symbol'];
client.resolve(this.orders, messageHash);
}
parseWsOrder(order, market = undefined) {
//
// spot
//
// {
// id: 77782469357,
// type: 1,
// side: 2,
// user: 1849116,
// account: 0,
// option: 2,
// ctime: 1653961043.048967,
// mtime: 1653961043.048967,
// market: 'BTCUSDT',
// source: 'web',
// client_id: '',
// price: '1.00',
// amount: '1.00000000',
// taker_fee: '0.0020',
// maker_fee: '0.0020',
// left: '1.00000000',
// deal_stock: '0',
// deal_money: '0',
// money_fee: '0',
// stock_fee: '0',
// asset_fee: '0',
// fee_discount: '1',
// last_deal_amount: '0',
// last_deal_price: '0',
// last_deal_time: 0,
// last_deal_id: 0,
// last_role: 0,
// fee_asset: null,
// stop_id: 0
// }
//
// swap
//
// {
// order_id: 23423462821,
// position_id: 0,
// stop_id: 0,
// market: 'BTCUSDT',
// type: 1,
// side: 2,
// target: 0,
// effect_type: 1,
// user_id: 1849116,
// create_time: 1653961509.25049,
// update_time: 1653961509.25049,
// source: 'web',
// price: '1.00',
// amount: '1.0000',
// taker_fee: '0.00050',
// maker_fee: '0.00030',
// left: '1.0000',
// deal_stock: '0.00000000000000000000',
// deal_fee: '0.00000000000000000000',
// deal_profit: '0.00000000000000000000',
// last_deal_amount: '0.00000000000000000000',
// last_deal_price: '0.00000000000000000000',
// last_deal_time: 0,
// last_deal_id: 0,
// last_deal_type: 0,
// last_deal_role: 0,
// client_id: '',
// fee_asset: '',
// fee_discount: '0.00000000000000000000',
// deal_asset_fee: '0.00000000000000000000',
// leverage: '3',
// position_type: 2
// }
//
// order.update_stop
//
// {
// id: 78006745870,
// type: 1,
// side: 2,
// user: 1849116,
// account: 1,
// option: 70,
// direction: 1,
// ctime: 1654171725.131976,
// mtime: 1654171725.131976,
// market: 'BTCUSDT',
// source: 'web',
// client_id: '',
// stop_price: '1.00',
// price: '1.00',
// amount: '1.00000000',
// taker_fee: '0.0020',
// maker_fee: '0.0020',
// fee_discount: '1',
// fee_asset: null,
// status: 0
// }
//
const timestamp = this.safeTimestamp2(order, 'update_time', 'mtime');
const marketId = this.safeString(order, 'market');
const typeCode = this.safeString(order, 'type');
const type = this.safeString({
'1': 'limit',
'2': 'market',
}, typeCode);
const sideCode = this.safeString(order, 'side');
const side = this.safeString({
'1': 'sell',
'2': 'buy',
}, sideCode);
const remaining = this.safeString(order, 'left');
const amount = this.safeString(order, 'amount');
const status = this.safeString(order, 'status');
const defaultType = this.safeString(this.options, 'defaultType');
market = this.safeMarket(marketId, market, undefined, defaultType);
let cost = this.safeString(order, 'deal_money');
let filled = this.safeString(order, 'deal_stock');
let average = undefined;
if (market['swap']) {
const leverage = this.safeString(order, 'leverage');
cost = Precise.stringDiv(filled, leverage);
average = Precise.stringDiv(filled, amount);
filled = undefined;
}
let fee = undefined;
const feeCost = this.omitZero(this.safeString(order, 'money_fee'));
if (feeCost !== undefined) {
const feeCurrencyId = this.safeString(order, 'fee_asset', market['quote']);
fee = {
'currency': this.safeCurrencyCode(feeCurrencyId),
'cost': feeCost,
};
}
return this.safeOrder({
'info': order,
'id': this.safeString2(order, 'order_id', 'id'),
'clientOrderId': this.safeString(order, 'client_id'),
'datetime': this.iso8601(timestamp),
'timestamp': timestamp,
'lastTradeTimestamp': this.safeTimestamp(order, 'last_deal_time'),
'symbol': market['symbol'],
'type': type,
'timeInForce': undefined,
'postOnly': undefined,
'side': side,
'price': this.safeString(order, 'price'),
'stopPrice': this.safeString(order, 'stop_price'),
'triggerPrice': this.safeString(order, 'stop_price'),
'amount': amount,
'filled': filled,
'remaining': remaining,
'cost': cost,
'average': average,
'status': this.parseWsOrderStatus(status),
'fee': fee,
'trades': undefined,
}, market);
}
parseWsOrderStatus(status) {
const statuses = {
'0': 'pending',
'1': 'ok',
};
return this.safeString(statuses, status, status);
}
handleMessage(client, message) {
const error = this.safeValue(message, 'error');
if (error !== undefined) {
throw new ExchangeError(this.id + ' ' + this.json(error));
}
const method = this.safeString(message, 'method');
const handlers = {
'state.update': this.handleTicker,
'asset.update': this.handleBalance,
'deals.update': this.handleTrades,
'depth.update': this.handleOrderBook,
'order.update': this.handleOrders,
'kline.update': this.handleOHLCV,
'order.update_stop': this.handleOrders,
};
const handler = this.safeValue(handlers, method);
if (handler !== undefined) {
return handler.call(this, client, message);
}
return this.handleSubscriptionStatus(client, message);
}
handleAuthenticationMessage(client, message) {
//
// {
// error: null,
// result: {
// status: 'success'
// },
// id: 1
// }
//
const messageHashSpot = 'authenticated:spot';
const messageHashSwap = 'authenticated:swap';
client.resolve(message, messageHashSpot);
client.resolve(message, messageHashSwap);
return message;
}
handleSubscriptionStatus(client, message) {
const id = this.safeInteger(message, 'id');
const subscription = this.safeValue(client.subscriptions, id);
if (subscription !== undefined) {
const futureIndex = this.safeString(subscription, 'future');
const future = this.safeValue(client.futures, futureIndex);
if (future !== undefined) {
future.resolve(true);
}
delete client.subscriptions[id];
}
}
authenticate(params = {}) {
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('authenticate', undefined, params);
const url = this.urls['api']['ws'][type];
const client = this.client(url);
const time = this.milliseconds();
if (type === 'spot') {
const messageHash = 'authenticated:spot';
let future = this.safeValue(client.subscriptions, messageHash);
if (future !== undefined) {
return future;
}
const requestId = this.requestId();
const subscribe = {
'id': requestId,
'future': 'authenticated:spot',
};
const signData = 'access_id=' + this.apiKey + '&tonce=' + this.numberToString(time) + '&secret_key=' + this.secret;
const hash = this.hash(this.encode(signData), md5);
const request = {
'method': 'server.sign',
'params': [
this.apiKey,
hash.toUpperCase(),
time,
],
'id': requestId,
};
future = this.watch(url, messageHash, request, requestId, subscribe);
client.subscriptions[messageHash] = future;
return future;
}
else {
const messageHash = 'authenticated:swap';
let future = this.safeValue(client.subscriptions, messageHash);
if (future !== undefined) {
return future;
}
const requestId = this.requestId();
const subscribe = {
'id': requestId,
'future': 'authenticated:swap',
};
const signData = 'access_id=' + this.apiKey + '×tamp=' + this.numberToString(time) + '&secret_key=' + this.secret;
const hash = this.hash(this.encode(signData), sha256, 'hex');
const request = {
'method': 'server.sign',
'params': [
this.apiKey,
hash.toLowerCase(),
time,
],
'id': requestId,
};
future = this.watch(url, messageHash, request, requestId, subscribe);
client.subscriptions[messageHash] = future;
return future;
}
}
}