@proton/ccxt
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A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 130+ exchanges
1,163 lines (1,160 loc) • 44.8 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 mexcRest from '../mexc.js';
import { ExchangeError, AuthenticationError } from '../base/errors.js';
import { ArrayCache, ArrayCacheBySymbolById, ArrayCacheByTimestamp } from '../base/ws/Cache.js';
import { sha256 } from '../static_dependencies/noble-hashes/sha256.js';
// ---------------------------------------------------------------------------
export default class mexc extends mexcRest {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'watchBalance': true,
'watchMyTrades': true,
'watchOHLCV': true,
'watchOrderBook': true,
'watchOrders': true,
'watchTicker': true,
'watchTickers': false,
'watchTrades': true,
},
'urls': {
'api': {
'ws': {
'spot': 'wss://wbs.mexc.com/ws',
'swap': 'wss://contract.mexc.com/ws',
},
},
},
'options': {
'listenKeyRefreshRate': 1200000,
// TODO add reset connection after #16754 is merged
'timeframes': {
'1m': 'Min1',
'5m': 'Min5',
'15m': 'Min15',
'30m': 'Min30',
'1h': 'Min60',
'4h': 'Hour4',
'8h': 'Hour8',
'1d': 'Day1',
'1w': 'Week1',
'1M': 'Month1',
},
'watchOrderBook': {
'snapshotDelay': 25,
'maxRetries': 3,
},
'listenKey': undefined,
},
'streaming': {
'ping': this.ping,
'keepAlive': 10000,
},
'exceptions': {},
});
}
async watchTicker(symbol, params = {}) {
/**
* @method
* @name mexc3#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 mexc3 api endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/en/latest/manual.html#ticker-structure}
*/
await this.loadMarkets();
const market = this.market(symbol);
const messageHash = 'ticker:' + market['symbol'];
if (market['spot']) {
const channel = 'spot@public.bookTicker.v3.api@' + market['id'];
return await this.watchSpotPublic(channel, messageHash, params);
}
else {
const channel = 'sub.ticker';
const requestParams = {
'symbol': market['id'],
};
return await this.watchSwapPublic(channel, messageHash, requestParams, params);
}
}
handleTicker(client, message) {
//
// {
// c: 'spot@public.bookTicker.v3.api@BTCUSDT',
// d: {
// A: '4.70432',
// B: '6.714863',
// a: '20744.54',
// b: '20744.17'
// },
// s: 'BTCUSDT',
// t: 1678643605721
// }
//
const rawTicker = this.safeValue2(message, 'd', 'data');
const marketId = this.safeString2(message, 's', 'symbol');
const timestamp = this.safeInteger(message, 't');
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
let ticker = undefined;
if (market['spot']) {
ticker = this.parseWsTicker(rawTicker, market);
ticker['timestamp'] = timestamp;
ticker['datetime'] = this.iso8601(timestamp);
}
else {
ticker = this.parseTicker(rawTicker, market);
}
this.tickers[symbol] = ticker;
const messageHash = 'ticker:' + symbol;
client.resolve(ticker, messageHash);
}
parseWsTicker(ticker, market = undefined) {
//
// spot
// {
// A: '4.70432',
// B: '6.714863',
// a: '20744.54',
// b: '20744.17'
// }
//
return this.safeTicker({
'symbol': this.safeSymbol(undefined, market),
'timestamp': undefined,
'datetime': undefined,
'open': undefined,
'high': undefined,
'low': undefined,
'close': undefined,
'bid': this.safeNumber(ticker, 'b'),
'bidVolume': this.safeNumber(ticker, 'B'),
'ask': this.safeNumber(ticker, 'a'),
'askVolume': this.safeNumber(ticker, 'A'),
'vwap': undefined,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': undefined,
'quoteVolume': undefined,
'info': ticker,
}, market);
}
async watchSpotPublic(channel, messageHash, params = {}) {
const url = this.urls['api']['ws']['spot'];
const request = {
'method': 'SUBSCRIPTION',
'params': [channel],
};
return await this.watch(url, messageHash, this.extend(request, params), channel);
}
async watchSpotPrivate(channel, messageHash, params = {}) {
this.checkRequiredCredentials();
const listenKey = await this.authenticate(channel);
const url = this.urls['api']['ws']['spot'] + '?listenKey=' + listenKey;
const request = {
'method': 'SUBSCRIPTION',
'params': [channel],
};
return await this.watch(url, messageHash, this.extend(request, params), channel);
}
async watchSwapPublic(channel, messageHash, requestParams, params = {}) {
const url = this.urls['api']['ws']['swap'];
const request = {
'method': channel,
'param': requestParams,
};
const message = this.extend(request, params);
return await this.watch(url, messageHash, message, messageHash);
}
async watchSwapPrivate(messageHash, params = {}) {
this.checkRequiredCredentials();
const channel = 'login';
const url = this.urls['api']['ws']['swap'];
const timestamp = this.milliseconds().toString();
const payload = this.apiKey + timestamp;
const signature = this.hmac(this.encode(payload), this.encode(this.secret), sha256);
const request = {
'method': channel,
'param': {
'apiKey': this.apiKey,
'signature': signature,
'reqTime': timestamp,
},
};
const message = this.extend(request, params);
return await this.watch(url, messageHash, message, channel);
}
async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name mexc3#watchOHLCV
* @see https://mxcdevelop.github.io/apidocs/spot_v3_en/#kline-streams
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @param {string} symbol unified symbol of the market to fetch OHLCV data for
* @param {string} timeframe the length of time each candle represents
* @param {int|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 mexc3 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 timeframes = this.safeValue(this.options, 'timeframes', {});
const timeframeId = this.safeString(timeframes, timeframe);
const messageHash = 'candles:' + symbol + ':' + timeframe;
let ohlcv = undefined;
if (market['spot']) {
const channel = 'spot@public.kline.v3.api@' + market['id'] + '@' + timeframeId;
ohlcv = await this.watchSpotPublic(channel, messageHash, params);
}
else {
const channel = 'sub.kline';
const requestParams = {
'symbol': market['id'],
'interval': timeframeId,
};
ohlcv = await this.watchSwapPublic(channel, messageHash, requestParams, params);
}
if (this.newUpdates) {
limit = ohlcv.getLimit(symbol, limit);
}
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
}
handleOHLCV(client, message) {
//
// spot
//
// {
// d: {
// e: 'spot@public.kline.v3.api',
// k: {
// t: 1678642260,
// o: 20626.94,
// c: 20599.69,
// h: 20626.94,
// l: 20597.06,
// v: 27.678686,
// a: 570332.77,
// T: 1678642320,
// i: 'Min1'
// }
// },
// c: 'spot@public.kline.v3.api@BTCUSDT@Min1',
// t: 1678642276459,
// s: 'BTCUSDT'
// }
//
// swap
//
// {
// channel: 'push.kline',
// data: {
// a: 325653.3287,
// c: 38839,
// h: 38909.5,
// interval: 'Min1',
// l: 38833,
// o: 38901.5,
// q: 83808,
// rc: 38839,
// rh: 38909.5,
// rl: 38833,
// ro: 38909.5,
// symbol: 'BTC_USDT',
// t: 1651230660
// },
// symbol: 'BTC_USDT',
// ts: 1651230713067
// }
//
const d = this.safeValue2(message, 'd', 'data', {});
const rawOhlcv = this.safeValue(d, 'k', d);
const timeframeId = this.safeString2(rawOhlcv, 'i', 'interval');
const timeframes = this.safeValue(this.options, 'timeframes', {});
const timeframe = this.findTimeframe(timeframeId, timeframes);
const marketId = this.safeString2(message, 's', 'symbol');
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const messageHash = 'candles:' + symbol + ':' + timeframe;
const parsed = this.parseWsOHLCV(rawOhlcv, market);
this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});
let stored = this.safeValue(this.ohlcvs[symbol], timeframe);
if (stored === undefined) {
const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
stored = new ArrayCacheByTimestamp(limit);
this.ohlcvs[symbol][timeframe] = stored;
}
stored.append(parsed);
client.resolve(stored, messageHash);
}
parseWsOHLCV(ohlcv, market = undefined) {
//
// spot
//
// {
// t: 1678642260,
// o: 20626.94,
// c: 20599.69,
// h: 20626.94,
// l: 20597.06,
// v: 27.678686,
// a: 570332.77,
// T: 1678642320,
// i: 'Min1'
// }
//
// swap
// {
// symbol: 'BTC_USDT',
// interval: 'Min1',
// t: 1680055080,
// o: 27301.9,
// c: 27301.8,
// h: 27301.9,
// l: 27301.8,
// a: 8.19054,
// q: 3,
// ro: 27301.8,
// rc: 27301.8,
// rh: 27301.8,
// rl: 27301.8
// }
//
return [
this.safeIntegerProduct(ohlcv, 't', 1000),
this.safeNumber(ohlcv, 'o'),
this.safeNumber(ohlcv, 'h'),
this.safeNumber(ohlcv, 'l'),
this.safeNumber(ohlcv, 'c'),
this.safeNumber2(ohlcv, 'v', 'q'),
];
}
async watchOrderBook(symbol, limit = undefined, params = {}) {
/**
* @method
* @name mexc3#watchOrderBook
* @see https://mxcdevelop.github.io/apidocs/spot_v3_en/#diff-depth-stream
* @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 mexc3 api endpoint
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-book-structure} indexed by market symbols
*/
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
const messageHash = 'orderbook:' + symbol;
let orderbook = undefined;
if (market['spot']) {
const channel = 'spot@public.increase.depth.v3.api@' + market['id'];
orderbook = await this.watchSpotPublic(channel, messageHash, params);
}
else {
const channel = 'sub.depth';
const requestParams = {
'symbol': market['id'],
};
orderbook = await this.watchSwapPublic(channel, messageHash, requestParams, params);
}
return orderbook.limit();
}
handleOrderBookSubscription(client, message) {
// spot
// { id: 0, code: 0, msg: 'spot@public.increase.depth.v3.api@BTCUSDT' }
//
const msg = this.safeString(message, 'msg');
const parts = msg.split('@');
const marketId = this.safeString(parts, 2);
const symbol = this.safeSymbol(marketId);
this.orderbooks[symbol] = this.orderBook({});
}
getCacheIndex(orderbook, cache) {
// return the first index of the cache that can be applied to the orderbook or -1 if not possible
const nonce = this.safeInteger(orderbook, 'nonce');
const firstDelta = this.safeValue(cache, 0);
const firstDeltaNonce = this.safeInteger2(firstDelta, 'r', 'version');
if (nonce < firstDeltaNonce - 1) {
return -1;
}
for (let i = 0; i < cache.length; i++) {
const delta = cache[i];
const deltaNonce = this.safeInteger2(delta, 'r', 'version');
if (deltaNonce >= nonce) {
return i;
}
}
return cache.length;
}
handleOrderBook(client, message) {
//
// spot
// {
// "c": "spot@public.increase.depth.v3.api@BTCUSDT",
// "d": {
// "asks": [{
// "p": "20290.89",
// "v": "0.000000"
// }],
// "e": "spot@public.increase.depth.v3.api",
// "r": "3407459756"
// },
// "s": "BTCUSDT",
// "t": 1661932660144
// }
//
//
//
// swap
// {
// "channel":"push.depth",
// "data":{
// "asks":[
// [
// 39146.5,
// 11264,
// 1
// ]
// ],
// "bids":[
// [
// 39144,
// 35460,
// 1
// ]
// ],
// "end":4895965272,
// "begin":4895965271
// },
// "symbol":"BTC_USDT",
// "ts":1651239652372
// }
//
const data = this.safeValue2(message, 'd', 'data');
const marketId = this.safeString2(message, 's', 'symbol');
const symbol = this.safeSymbol(marketId);
const messageHash = 'orderbook:' + symbol;
const subscription = this.safeValue(client.subscriptions, messageHash);
if (subscription === true) {
// we set client.subscriptions[messageHash] to 1
// once we have received the first delta and initialized the orderbook
client.subscriptions[messageHash] = 1;
this.orderbooks[symbol] = this.countedOrderBook({});
}
const storedOrderBook = this.safeValue(this.orderbooks, symbol);
const nonce = this.safeInteger(storedOrderBook, 'nonce');
if (nonce === undefined) {
const cacheLength = storedOrderBook.cache.length;
const snapshotDelay = this.handleOption('watchOrderBook', 'snapshotDelay', 25);
if (cacheLength === snapshotDelay) {
this.spawn(this.loadOrderBook, client, messageHash, symbol);
}
storedOrderBook.cache.push(data);
return;
}
try {
this.handleDelta(storedOrderBook, data);
const timestamp = this.safeInteger(message, 't');
storedOrderBook['timestamp'] = timestamp;
storedOrderBook['datetime'] = this.iso8601(timestamp);
}
catch (e) {
delete client.subscriptions[messageHash];
client.reject(e, messageHash);
}
client.resolve(storedOrderBook, messageHash);
}
handleBooksideDelta(bookside, bidasks) {
//
// [{
// "p": "20290.89",
// "v": "0.000000"
// }]
//
for (let i = 0; i < bidasks.length; i++) {
const bidask = bidasks[i];
if (Array.isArray(bidask)) {
bookside.storeArray(bidask);
}
else {
const price = this.safeFloat(bidask, 'p');
const amount = this.safeFloat(bidask, 'v');
bookside.store(price, amount);
}
}
}
handleDelta(orderbook, delta) {
const nonce = this.safeInteger(orderbook, 'nonce');
const deltaNonce = this.safeInteger2(delta, 'r', 'version');
if (deltaNonce !== nonce && deltaNonce !== nonce + 1) {
throw new ExchangeError(this.id + ' handleOrderBook received an out-of-order nonce');
}
orderbook['nonce'] = deltaNonce;
const asks = this.safeValue(delta, 'asks', []);
const bids = this.safeValue(delta, 'bids', []);
const asksOrderSide = orderbook['asks'];
const bidsOrderSide = orderbook['bids'];
this.handleBooksideDelta(asksOrderSide, asks);
this.handleBooksideDelta(bidsOrderSide, bids);
}
async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name mexc3#watchTrades
* @see https://mxcdevelop.github.io/apidocs/spot_v3_en/#trade-streams
* @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 mexc3 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 = 'trades:' + symbol;
let trades = undefined;
if (market['spot']) {
const channel = 'spot@public.deals.v3.api@' + market['id'];
trades = await this.watchSpotPublic(channel, messageHash, params);
}
else {
const channel = 'sub.deal';
const requestParams = {
'symbol': market['id'],
};
trades = await this.watchSwapPublic(channel, messageHash, requestParams, params);
}
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
}
handleTrades(client, message) {
//
// {
// c: "spot@public.deals.v3.api@BTCUSDT",
// d: {
// deals: [{
// p: "20382.70",
// v: "0.043800",
// S: 1,
// t: 1678593222456,
// }, ],
// e: "spot@public.deals.v3.api",
// },
// s: "BTCUSDT",
// t: 1678593222460,
// }
//
// swap
// {
// "symbol": "BTC_USDT",
// "data": {
// "p": 27307.3,
// "v": 5,
// "T": 2,
// "O": 3,
// "M": 1,
// "t": 1680055941870
// },
// "channel": "push.deal",
// "ts": 1680055941870
// }
//
const marketId = this.safeString2(message, 's', 'symbol');
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const messageHash = 'trades:' + symbol;
let stored = this.safeValue(this.trades, symbol);
if (stored === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
stored = new ArrayCache(limit);
this.trades[symbol] = stored;
}
const d = this.safeValue2(message, 'd', 'data');
const trades = this.safeValue(d, 'deals', [d]);
for (let j = 0; j < trades.length; j++) {
let parsedTrade = undefined;
if (market['spot']) {
parsedTrade = this.parseWsTrade(trades[j], market);
}
else {
parsedTrade = this.parseTrade(trades[j], market);
}
stored.append(parsedTrade);
}
client.resolve(stored, messageHash);
}
async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name mexc3#watchMyTrades
* @see https://mxcdevelop.github.io/apidocs/spot_v3_en/#spot-account-deals
* @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 mexc3 api endpoint
* @returns {[object]} a list of [order structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure
*/
await this.loadMarkets();
let messageHash = 'myTrades';
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
symbol = market['symbol'];
messageHash = messageHash + ':' + symbol;
}
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchMyTrades', market, params);
let trades = undefined;
if (type === 'spot') {
const channel = 'spot@private.deals.v3.api';
trades = await this.watchSpotPrivate(channel, messageHash, params);
}
else {
trades = await this.watchSwapPrivate(messageHash, params);
}
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
}
handleMyTrade(client, message, subscription = undefined) {
//
// {
// c: 'spot@private.deals.v3.api',
// d: {
// p: '22339.99',
// v: '0.000235',
// S: 1,
// T: 1678670940695,
// t: '9f6a47fb926442e496c5c4c104076ae3',
// c: '',
// i: 'e2b9835d1b6745f8a10ab74a81a16d50',
// m: 0,
// st: 0
// },
// s: 'BTCUSDT',
// t: 1678670940700
// }
//
const messageHash = 'myTrades';
const data = this.safeValue2(message, 'd', 'data');
const futuresMarketId = this.safeString(data, 'symbol');
const marketId = this.safeString(message, 's', futuresMarketId);
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
let trade = undefined;
if (market['spot']) {
trade = this.parseWsTrade(data, market);
}
else {
trade = this.parseTrade(data, market);
}
let trades = this.myTrades;
if (trades === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
trades = new ArrayCacheBySymbolById(limit);
this.myTrades = trades;
}
trades.append(trade);
client.resolve(trades, messageHash);
const symbolSpecificMessageHash = messageHash + ':' + symbol;
client.resolve(trades, symbolSpecificMessageHash);
}
parseWsTrade(trade, market = undefined) {
//
// public trade
// {
// p: "20382.70",
// v: "0.043800",
// S: 1,
// t: 1678593222456,
// }
// private trade
// {
// "S": 1,
// "T": 1661938980268,
// "c": "",
// "i": "c079b0fcb80a46e8b128b281ce4e4f38",
// "m": 1,
// "p": "1.008",
// "st": 0,
// "t": "4079b1522a0b40e7919f609e1ea38d44",
// "v": "5"
// }
//
let timestamp = this.safeInteger(trade, 'T');
let tradeId = this.safeString(trade, 't');
if (timestamp === undefined) {
timestamp = this.safeInteger(trade, 't');
tradeId = undefined;
}
const priceString = this.safeString(trade, 'p');
const amountString = this.safeString(trade, 'v');
const rawSide = this.safeString(trade, 'S');
const side = (rawSide === '1') ? 'buy' : 'sell';
const isMaker = this.safeInteger(trade, 'm');
return this.safeTrade({
'info': trade,
'id': tradeId,
'order': this.safeString(trade, 'i'),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': this.safeSymbol(undefined, market),
'type': undefined,
'side': side,
'takerOrMaker': (isMaker) ? 'maker' : 'taker',
'price': priceString,
'amount': amountString,
'cost': undefined,
'fee': undefined,
}, market);
}
async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name mexc3#watchOrders
* @see https://mxcdevelop.github.io/apidocs/spot_v3_en/#spot-account-orders
* @see https://mxcdevelop.github.io/apidocs/spot_v3_en/#margin-account-orders
* @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 mexc3 api endpoint
* @params {string|undefined} params.type the type of orders to retrieve, can be 'spot' or 'margin'
* @returns {[object]} a list of [order structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure}
*/
await this.loadMarkets();
params = this.omit(params, 'type');
let messageHash = 'orders';
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
symbol = market['symbol'];
messageHash = messageHash + ':' + symbol;
}
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchOrders', market, params);
let orders = undefined;
if (type === 'spot') {
const channel = type + '@private.orders.v3.api';
orders = await this.watchSpotPrivate(channel, messageHash, params);
}
else {
orders = await this.watchSwapPrivate(messageHash, params);
}
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(orders, symbol, since, limit);
}
handleOrder(client, message) {
//
// spot
// {
// "c": "spot@private.orders.v3.api",
// "d": {
// "A":8.0,
// "O":1661938138000,
// "S":1,
// "V":10,
// "a":8,
// "c":"",
// "i":"e03a5c7441e44ed899466a7140b71391",
// "m":0,
// "o":1,
// "p":0.8,
// "s":1,
// "v":10,
// "ap":0,
// "cv":0,
// "ca":0
// },
// "s": "MXUSDT",
// "t": 1661938138193
// }
// spot - stop
// {
// "c": "spot@private.orders.v3.api",
// "d": {
// "N":"USDT",
// "O":1661938853715,
// "P":0.9,
// "S":1,
// "T":"LE",
// "i":"f6d82e5f41d745f59fe9d3cafffd80b5",
// "o":100,
// "p":1.01,
// "s":"NEW",
// "v":6
// },
// "s": "MXUSDT",
// "t": 1661938853727
// }
// margin
// {
// "c": "margin@private.orders.v3.api",
// "d":{
// "O":1661938138000,
// "p":"0.8",
// "a":"8",
// "v":"10",
// "da":"0",
// "dv":"0",
// "A":"8.0",
// "V":"10",
// "n": "0",
// "N": "USDT",
// "S":1,
// "o":1,
// "s":1,
// "i":"e03a5c7441e44ed899466a7140b71391",
// },
// "s": "MXUSDT",
// "t":1661938138193
// }
//
const messageHash = 'orders';
const data = this.safeValue2(message, 'd', 'data');
const futuresMarketId = this.safeString(data, 'symbol');
const marketId = this.safeString(message, 's', futuresMarketId);
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
let parsed = undefined;
if (market['spot']) {
parsed = this.parseWsOrder(data, market);
}
else {
parsed = this.parseOrder(data, market);
}
let orders = this.orders;
if (orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
orders = new ArrayCacheBySymbolById(limit);
this.orders = orders;
}
orders.append(parsed);
client.resolve(orders, messageHash);
const symbolSpecificMessageHash = messageHash + ':' + symbol;
client.resolve(orders, symbolSpecificMessageHash);
}
parseWsOrder(order, market = undefined) {
//
// spot
// {
// "A":8.0,
// "O":1661938138000,
// "S":1,
// "V":10,
// "a":8,
// "c":"",
// "i":"e03a5c7441e44ed899466a7140b71391",
// "m":0,
// "o":1,
// "p":0.8,
// "s":1,
// "v":10,
// "ap":0,
// "cv":0,
// "ca":0
// }
// spot - stop
// {
// "N":"USDT",
// "O":1661938853715,
// "P":0.9,
// "S":1,
// "T":"LE",
// "i":"f6d82e5f41d745f59fe9d3cafffd80b5",
// "o":100,
// "p":1.01,
// "s":"NEW",
// "v":6
// }
// margin
// {
// "O":1661938138000,
// "p":"0.8",
// "a":"8",
// "v":"10",
// "da":"0",
// "dv":"0",
// "A":"8.0",
// "V":"10",
// "n": "0",
// "N": "USDT",
// "S":1,
// "o":1,
// "s":1,
// "i":"e03a5c7441e44ed899466a7140b71391",
// }
//
const timestamp = this.safeInteger(order, 'O');
const side = this.safeString(order, 'S');
const status = this.safeString(order, 's');
const type = this.safeString(order, 'o');
let fee = undefined;
const feeCurrency = this.safeString(order, 'N');
if (feeCurrency !== undefined) {
fee = {
'currency': feeCurrency,
'cost': undefined,
};
}
return this.safeOrder({
'id': this.safeString(order, 'i'),
'clientOrderId': this.safeString(order, 'c'),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'lastTradeTimestamp': undefined,
'status': this.parseWsOrderStatus(status, market),
'symbol': this.safeSymbol(undefined, market),
'type': this.parseWsOrderType(type),
'timeInForce': this.parseWsTimeInForce(type),
'side': (side === '1') ? 'buy' : 'sell',
'price': this.safeString(order, 'p'),
'stopPrice': undefined,
'triggerPrice': this.safeNumber(order, 'P'),
'average': this.safeString(order, 'ap'),
'amount': this.safeString(order, 'v'),
'cost': this.safeString(order, 'a'),
'filled': this.safeString(order, 'cv'),
'remaining': this.safeString(order, 'V'),
'fee': fee,
'trades': undefined,
'info': order,
}, market);
}
parseWsOrderStatus(status, market = undefined) {
const statuses = {
'1': 'open',
'2': 'closed',
'3': 'open',
'4': 'canceled',
'5': 'open',
'6': 'closed',
'NEW': 'open',
'CANCELED': 'canceled',
'EXECUTED': 'closed',
'FAILED': 'rejected',
};
return this.safeString(statuses, status, status);
}
parseWsOrderType(type) {
const types = {
'1': 'limit',
'2': undefined,
'3': undefined,
'4': undefined,
'5': 'market',
'100': 'limit', // STOP_LIMIT
};
return this.safeString(types, type);
}
parseWsTimeInForce(timeInForce) {
const timeInForceIds = {
'1': 'GTC',
'2': 'PO',
'3': 'IOC',
'4': 'FOK',
'5': 'GTC',
'100': 'GTC', // STOP_LIMIT
};
return this.safeString(timeInForceIds, timeInForce);
}
async watchBalance(params = {}) {
/**
* @method
* @name mexc3#watchBalance
* @see https://mxcdevelop.github.io/apidocs/spot_v3_en/#spot-account-upadte
* @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 mexc3 api endpoint
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/en/latest/manual.html?#balance-structure}
*/
await this.loadMarkets();
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchBalance', undefined, params);
const messageHash = 'balance:' + type;
if (type === 'spot') {
const channel = 'spot@private.account.v3.api';
return await this.watchSpotPrivate(channel, messageHash, params);
}
else {
return await this.watchSwapPrivate(messageHash, params);
}
}
handleBalance(client, message) {
//
// spot
// {
// "c": "spot@private.account.v3.api",
// "d": {
// "a": "USDT",
// "c": 1678185928428,
// "f": "302.185113007893322435",
// "fd": "-4.990689704",
// "l": "4.990689704",
// "ld": "4.990689704",
// "o": "ENTRUST_PLACE"
// },
// "t": 1678185928435
// }
//
//
// swap balance
//
// {
// "channel": "push.personal.asset",
// "data": {
// "availableBalance": 67.2426683348,
// "bonus": 0,
// "currency": "USDT",
// "frozenBalance": 0,
// "positionMargin": 1.36945756
// },
// "ts": 1680059188190
// }
//
const c = this.safeString(message, 'c');
const type = (c === undefined) ? 'swap' : 'spot';
const messageHash = 'balance:' + type;
const data = this.safeValue2(message, 'd', 'data');
const futuresTimestamp = this.safeInteger(message, 'ts');
const timestamp = this.safeInteger(data, 'c', futuresTimestamp);
if (!(type in this.balance)) {
this.balance[type] = {};
}
this.balance[type]['info'] = data;
this.balance[type]['timestamp'] = timestamp;
this.balance[type]['datetime'] = this.iso8601(timestamp);
const currencyId = this.safeString2(data, 'a', 'currency');
const code = this.safeCurrencyCode(currencyId);
const account = this.account();
account['free'] = this.safeString2(data, 'f', 'availableBalance');
account['used'] = this.safeString2(data, 'l', 'frozenBalance');
this.balance[type][code] = account;
this.balance[type] = this.safeBalance(this.balance[type]);
client.resolve(this.balance[type], messageHash);
}
async authenticate(subscriptionHash, params = {}) {
// we only need one listenKey since ccxt shares connections
let listenKey = this.safeString(this.options, 'listenKey');
if (listenKey !== undefined) {
return listenKey;
}
const response = await this.spotPrivatePostUserDataStream(params);
//
// {
// "listenKey": "pqia91ma19a5s61cv6a81va65sdf19v8a65a1a5s61cv6a81va65sdf19v8a65a1"
// }
//
listenKey = this.safeString(response, 'listenKey');
this.options['listenKey'] = listenKey;
const listenKeyRefreshRate = this.safeInteger(this.options, 'listenKeyRefreshRate', 1200000);
this.delay(listenKeyRefreshRate, this.keepAliveListenKey, listenKey, params);
return listenKey;
}
async keepAliveListenKey(listenKey, params = {}) {
if (listenKey === undefined) {
return;
}
const request = {
'listenKey': listenKey,
};
try {
await this.spotPrivatePutUserDataStream(this.extend(request, params));
const listenKeyRefreshRate = this.safeInteger(this.options, 'listenKeyRefreshRate', 1200000);
this.delay(listenKeyRefreshRate, this.keepAliveListenKey, listenKey, params);
}
catch (error) {
const url = this.urls['api']['ws'] + '?listenKey=' + listenKey;
const client = this.client(url);
this.options['listenKey'] = undefined;
client.reject(error);
delete this.clients[url];
}
}
handlePong(client, message) {
client.lastPong = this.milliseconds();
return message;
}
handleSubscriptionStatus(client, message) {
//
// {
// id: 0,
// code: 0,
// msg: 'spot@public.increase.depth.v3.api@BTCUSDT'
// }
//
const msg = this.safeString(message, 'msg');
if (msg === 'PONG') {
return this.handlePong(client, message);
}
else if (msg.indexOf('@') > -1) {
const parts = msg.split('@');
const channel = this.safeString(parts, 1);
const methods = {
'public.increase.depth.v3.api': this.handleOrderBookSubscription,
};
const method = this.safeValue(methods, channel);
if (method !== undefined) {
method.call(this, client, message);
}
}
}
handleMessage(client, message) {
if (typeof message === 'string') {
if (message === 'Invalid listen key') {
const error = new AuthenticationError(this.id + ' invalid listen key');
client.reject(error);
}
return;
}
if ('msg' in message) {
return this.handleSubscriptionStatus(client, message);
}
const c = this.safeString(message, 'c');
let channel = undefined;
if (c === undefined) {
channel = this.safeString(message, 'channel');
}
else {
const parts = c.split('@');
channel = this.safeString(parts, 1);
}
const methods = {
'public.deals.v3.api': this.handleTrades,
'push.deal': this.handleTrades,
'public.kline.v3.api': this.handleOHLCV,
'push.kline': this.handleOHLCV,
'public.bookTicker.v3.api': this.handleTicker,
'push.ticker': this.handleTicker,
'public.increase.depth.v3.api': this.handleOrderBook,
'push.depth': this.handleOrderBook,
'private.orders.v3.api': this.handleOrder,
'push.personal.order': this.handleOrder,
'private.account.v3.api': this.handleBalance,
'push.personal.asset': this.handleBalance,
'private.deals.v3.api': this.handleMyTrade,
'push.personal.order.deal': this.handleMyTrade,
'pong': this.handlePong,
};
if (channel in methods) {
const method = methods[channel];
method.call(this, client, message);
}
}
ping(client) {
return { 'method': 'ping' };
}
}