@proton/ccxt
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A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 130+ exchanges
1,154 lines (1,152 loc) • 64.2 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 phemexRest from '../phemex.js';
import { Precise } from '../base/Precise.js';
import { ArrayCache, ArrayCacheByTimestamp, ArrayCacheBySymbolById } from '../base/ws/Cache.js';
import { sha256 } from '../static_dependencies/noble-hashes/sha256.js';
import { AuthenticationError } from '../base/errors.js';
// ---------------------------------------------------------------------------
export default class phemex extends phemexRest {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'watchTicker': true,
'watchTickers': false,
'watchTrades': true,
'watchMyTrades': true,
'watchOrders': true,
'watchOrderBook': true,
'watchOHLCV': true,
'watchPositions': undefined, // TODO
},
'urls': {
'test': {
'ws': 'wss://testnet.phemex.com/ws',
},
'api': {
'ws': 'wss://phemex.com/ws',
},
},
'options': {
'tradesLimit': 1000,
'OHLCVLimit': 1000,
},
'streaming': {
'keepAlive': 10000,
},
});
}
fromEn(en, scale) {
if (en === undefined) {
return undefined;
}
const precise = new Precise(en);
precise.decimals = this.sum(precise.decimals, scale);
precise.reduce();
return precise.toString();
}
fromEp(ep, market = undefined) {
if ((ep === undefined) || (market === undefined)) {
return ep;
}
return this.fromEn(ep, this.safeInteger(market, 'priceScale'));
}
fromEv(ev, market = undefined) {
if ((ev === undefined) || (market === undefined)) {
return ev;
}
return this.fromEn(ev, this.safeInteger(market, 'valueScale'));
}
fromEr(er, market = undefined) {
if ((er === undefined) || (market === undefined)) {
return er;
}
return this.fromEn(er, this.safeInteger(market, 'ratioScale'));
}
requestId() {
const requestId = this.sum(this.safeInteger(this.options, 'requestId', 0), 1);
this.options['requestId'] = requestId;
return requestId;
}
parseSwapTicker(ticker, market = undefined) {
//
// {
// close: 442800,
// fundingRate: 10000,
// high: 445400,
// indexPrice: 442621,
// low: 428400,
// markPrice: 442659,
// open: 432200,
// openInterest: 744183,
// predFundingRate: 10000,
// symbol: 'LTCUSD',
// turnover: 8133238294,
// volume: 934292
// }
//
const marketId = this.safeString(ticker, 'symbol');
market = this.safeMarket(marketId, market);
const symbol = market['symbol'];
const timestamp = this.safeIntegerProduct(ticker, 'timestamp', 0.000001);
const lastString = this.fromEp(this.safeString(ticker, 'close'), market);
const last = this.parseNumber(lastString);
const quoteVolume = this.parseNumber(this.fromEv(this.safeString(ticker, 'turnover'), market));
const baseVolume = this.parseNumber(this.fromEv(this.safeString(ticker, 'volume'), market));
let change = undefined;
let percentage = undefined;
let average = undefined;
const openString = this.omitZero(this.fromEp(this.safeString(ticker, 'open'), market));
const open = this.parseNumber(openString);
if ((openString !== undefined) && (lastString !== undefined)) {
change = this.parseNumber(Precise.stringSub(lastString, openString));
average = this.parseNumber(Precise.stringDiv(Precise.stringAdd(lastString, openString), '2'));
percentage = this.parseNumber(Precise.stringMul(Precise.stringSub(Precise.stringDiv(lastString, openString), '1'), '100'));
}
const result = {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'high': this.parseNumber(this.fromEp(this.safeString(ticker, 'high'), market)),
'low': this.parseNumber(this.fromEp(this.safeString(ticker, 'low'), market)),
'bid': undefined,
'bidVolume': undefined,
'ask': undefined,
'askVolume': undefined,
'vwap': undefined,
'open': open,
'close': last,
'last': last,
'previousClose': undefined,
'change': change,
'percentage': percentage,
'average': average,
'baseVolume': baseVolume,
'quoteVolume': quoteVolume,
'info': ticker,
};
return result;
}
parsePerpetualTicker(ticker, market = undefined) {
//
// [
// "STXUSDT",
// "0.64649",
// "0.8628",
// "0.61215",
// "0.71737",
// "4519387",
// "3210827.98166",
// "697635",
// "0.71720205",
// "0.71720205",
// "0.0001",
// "0.0001",
// ]
//
const marketId = this.safeString(ticker, 0);
market = this.safeMarket(marketId, market);
const symbol = market['symbol'];
const lastString = this.fromEp(this.safeString(ticker, 4), market);
const last = this.parseNumber(lastString);
const quoteVolume = this.parseNumber(this.fromEv(this.safeString(ticker, 6), market));
const baseVolume = this.parseNumber(this.fromEv(this.safeString(ticker, 5), market));
let change = undefined;
let percentage = undefined;
let average = undefined;
const openString = this.omitZero(this.fromEp(this.safeString(ticker, 1), market));
const open = this.parseNumber(openString);
if ((openString !== undefined) && (lastString !== undefined)) {
change = this.parseNumber(Precise.stringSub(lastString, openString));
average = this.parseNumber(Precise.stringDiv(Precise.stringAdd(lastString, openString), '2'));
percentage = this.parseNumber(Precise.stringMul(Precise.stringSub(Precise.stringDiv(lastString, openString), '1'), '100'));
}
const result = {
'symbol': symbol,
'timestamp': undefined,
'datetime': undefined,
'high': this.parseNumber(this.fromEp(this.safeString(ticker, 2), market)),
'low': this.parseNumber(this.fromEp(this.safeString(ticker, 3), market)),
'bid': undefined,
'bidVolume': undefined,
'ask': undefined,
'askVolume': undefined,
'vwap': undefined,
'open': open,
'close': last,
'last': last,
'previousClose': undefined,
'change': change,
'percentage': percentage,
'average': average,
'baseVolume': baseVolume,
'quoteVolume': quoteVolume,
'info': ticker,
};
return result;
}
handleTicker(client, message) {
//
// {
// spot_market24h: {
// askEp: 958148000000,
// bidEp: 957884000000,
// highEp: 962000000000,
// lastEp: 958220000000,
// lowEp: 928049000000,
// openEp: 935597000000,
// symbol: 'sBTCUSDT',
// turnoverEv: 146074214388978,
// volumeEv: 15492228900
// },
// timestamp: 1592847265888272100
// }
//
// swap
//
// {
// market24h: {
// close: 442800,
// fundingRate: 10000,
// high: 445400,
// indexPrice: 442621,
// low: 428400,
// markPrice: 442659,
// open: 432200,
// openInterest: 744183,
// predFundingRate: 10000,
// symbol: 'LTCUSD',
// turnover: 8133238294,
// volume: 934292
// },
// timestamp: 1592845585373374500
// }
//
// perpetual
//
// {
// data: [
// [
// "STXUSDT",
// "0.64649",
// "0.8628",
// "0.61215",
// "0.71737",
// "4519387",
// "3210827.98166",
// "697635",
// "0.71720205",
// "0.71720205",
// "0.0001",
// "0.0001",
// ],
// ...
// ],
// fields: [
// "symbol",
// "openRp",
// "highRp",
// "lowRp",
// "lastRp",
// "volumeRq",
// "turnoverRv",
// "openInterestRv",
// "indexRp",
// "markRp",
// "fundingRateRr",
// "predFundingRateRr",
// ],
// method: "perp_market24h_pack_p.update",
// timestamp: "1677094918686806209",
// type: "snapshot",
// }
//
const tickers = [];
if ('market24h' in message) {
const ticker = this.safeValue(message, 'market24h');
tickers.push(this.parseSwapTicker(ticker));
}
else if ('spot_market24h' in message) {
const ticker = this.safeValue(message, 'spot_market24h');
tickers.push(this.parseTicker(ticker));
}
else if ('data' in message) {
const data = this.safeValue(message, 'data', []);
for (let i = 0; i < data.length; i++) {
tickers.push(this.parsePerpetualTicker(data[i]));
}
}
for (let i = 0; i < tickers.length; i++) {
const ticker = tickers[i];
const symbol = ticker['symbol'];
const messageHash = 'ticker:' + symbol;
const timestamp = this.safeIntegerProduct(message, 'timestamp', 0.000001);
ticker['timestamp'] = timestamp;
ticker['datetime'] = this.iso8601(timestamp);
this.tickers[symbol] = ticker;
client.resolve(ticker, messageHash);
}
}
async watchBalance(params = {}) {
/**
* @method
* @name phemex#watchBalance
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#subscribe-account-order-position-aop
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#subscribe-account-order-position-aop
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Spot-API-en.md#subscribe-wallet-order-messages
* @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 phemex api endpoint
* @param {string} params.settle set to USDT to use hedged perpetual api
* @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 usePerpetualApi = this.safeString(params, 'settle') === 'USDT';
let messageHash = ':balance';
messageHash = usePerpetualApi ? 'perpetual' + messageHash : type + messageHash;
return await this.subscribePrivate(type, messageHash, params);
}
handleBalance(type, client, message) {
// spot
// [
// {
// balanceEv: 0,
// currency: 'BTC',
// lastUpdateTimeNs: '1650442638722099092',
// lockedTradingBalanceEv: 0,
// lockedWithdrawEv: 0,
// userID: 2647224
// },
// {
// balanceEv: 1154232337,
// currency: 'USDT',
// lastUpdateTimeNs: '1650442617610017597',
// lockedTradingBalanceEv: 0,
// lockedWithdrawEv: 0,
// userID: 2647224
// }
// ]
// swap
// [
// {
// accountBalanceEv: 0,
// accountID: 26472240001,
// bonusBalanceEv: 0,
// currency: 'BTC',
// totalUsedBalanceEv: 0,
// userID: 2647224
// }
// ]
// perpetual
// [
// {
// "accountBalanceRv": "1508.452588802237",
// "accountID": 9328670003,
// "bonusBalanceRv": "0",
// "currency": "USDT",
// "totalUsedBalanceRv": "343.132599666883",
// "userID": 932867
// }
// ]
//
this.balance['info'] = message;
for (let i = 0; i < message.length; i++) {
const balance = message[i];
const currencyId = this.safeString(balance, 'currency');
const code = this.safeCurrencyCode(currencyId);
const currency = this.safeValue(this.currencies, code, {});
const scale = this.safeInteger(currency, 'valueScale', 8);
const account = this.account();
let used = this.safeString(balance, 'totalUsedBalanceRv');
if (used === undefined) {
let usedEv = this.safeString(balance, 'totalUsedBalanceEv');
if (usedEv === undefined) {
const lockedTradingBalanceEv = this.safeString(balance, 'lockedTradingBalanceEv');
const lockedWithdrawEv = this.safeString2(balance, 'lockedWithdrawEv', 'lockedWithdrawRv');
usedEv = Precise.stringAdd(lockedTradingBalanceEv, lockedWithdrawEv);
}
used = this.fromEn(usedEv, scale);
}
let total = this.safeString(balance, 'accountBalanceRv');
if (total === undefined) {
const totalEv = this.safeString2(balance, 'accountBalanceEv', 'balanceEv');
total = this.fromEn(totalEv, scale);
}
account['used'] = used;
account['total'] = total;
this.balance[code] = account;
this.balance = this.safeBalance(this.balance);
}
const messageHash = type + ':balance';
client.resolve(this.balance, messageHash);
}
handleTrades(client, message) {
//
// {
// sequence: 1795484727,
// symbol: 'sBTCUSDT',
// trades: [
// [ 1592891002064516600, 'Buy', 964020000000, 1431000 ],
// [ 1592890978987934500, 'Sell', 963704000000, 1401800 ],
// [ 1592890972918701800, 'Buy', 963938000000, 2018600 ],
// ],
// type: 'snapshot'
// }
// perpetual
// {
// sequence: 1230197759,
// symbol: "BTCUSDT",
// trades_p: [
// [
// 1677094244729433000,
// "Buy",
// "23800.4",
// "2.455",
// ],
// ],
// type: "snapshot",
// }
//
const name = 'trade';
const marketId = this.safeString(message, 'symbol');
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const messageHash = name + ':' + 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 trades = this.safeValue2(message, 'trades', 'trades_p', []);
const parsed = this.parseTrades(trades, market);
for (let i = 0; i < parsed.length; i++) {
stored.append(parsed[i]);
}
client.resolve(stored, messageHash);
}
handleOHLCV(client, message) {
//
// {
// kline: [
// [ 1592905200, 60, 960688000000, 960709000000, 960709000000, 960400000000, 960400000000, 848100, 8146756046 ],
// [ 1592905140, 60, 960718000000, 960716000000, 960717000000, 960560000000, 960688000000, 4284900, 41163743512 ],
// [ 1592905080, 60, 960513000000, 960684000000, 960718000000, 960684000000, 960718000000, 4880500, 46887494349 ],
// ],
// sequence: 1804401474,
// symbol: 'sBTCUSDT',
// type: 'snapshot'
// }
// perpetual
// {
// kline_p: [
// [
// 1677094560,
// 60,
// "23746.2",
// "23746.1",
// "23757.6",
// "23736.9",
// "23754.8",
// "34.273",
// "813910.208",
// ],
// ],
// sequence: 1230786017,
// symbol: "BTCUSDT",
// type: "incremental",
// }
//
const marketId = this.safeString(message, 'symbol');
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const candles = this.safeValue2(message, 'kline', 'kline_p', []);
const first = this.safeValue(candles, 0, []);
const interval = this.safeString(first, 1);
const timeframe = this.findTimeframe(interval);
if (timeframe !== undefined) {
const messageHash = 'kline:' + timeframe + ':' + symbol;
const ohlcvs = this.parseOHLCVs(candles, 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;
}
for (let i = 0; i < ohlcvs.length; i++) {
const candle = ohlcvs[i];
stored.append(candle);
}
client.resolve(stored, messageHash);
}
}
async watchTicker(symbol, params = {}) {
/**
* @method
* @name phemex#watchTicker
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#subscribe-24-hours-ticker
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#subscribe-24-hours-ticker
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Spot-API-en.md#subscribe-24-hours-ticker
* @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 phemex 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 isSwap = market['swap'];
const settleIsUSDT = market['settle'] === 'USDT';
let name = 'spot_market24h';
if (isSwap) {
name = settleIsUSDT ? 'perp_market24h_pack_p' : 'market24h';
}
const url = this.urls['api']['ws'];
const requestId = this.requestId();
const subscriptionHash = name + '.subscribe';
const messageHash = 'ticker:' + symbol;
const subscribe = {
'method': subscriptionHash,
'id': requestId,
'params': [],
};
const request = this.deepExtend(subscribe, params);
return await this.watch(url, messageHash, request, subscriptionHash);
}
async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name phemex#watchTrades
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#subscribe-trade
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#subscribe-trade
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Spot-API-en.md#subscribe-trade
* @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 phemex 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 url = this.urls['api']['ws'];
const requestId = this.requestId();
const isSwap = market['swap'];
const settleIsUSDT = market['settle'] === 'USDT';
const name = (isSwap && settleIsUSDT) ? 'trade_p' : 'trade';
const messageHash = 'trade:' + symbol;
const method = name + '.subscribe';
const subscribe = {
'method': method,
'id': requestId,
'params': [
market['id'],
],
};
const request = this.deepExtend(subscribe, params);
const trades = await this.watch(url, messageHash, request, messageHash);
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
}
async watchOrderBook(symbol, limit = undefined, params = {}) {
/**
* @method
* @name phemex#watchOrderBook
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#subscribe-orderbook-for-new-model
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#subscribe-30-levels-orderbook
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Spot-API-en.md#subscribe-orderbook
* @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 phemex 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 url = this.urls['api']['ws'];
const requestId = this.requestId();
const isSwap = market['swap'];
const settleIsUSDT = market['settle'] === 'USDT';
const name = (isSwap && settleIsUSDT) ? 'orderbook_p' : 'orderbook';
const messageHash = 'orderbook:' + symbol;
const method = name + '.subscribe';
const subscribe = {
'method': method,
'id': requestId,
'params': [
market['id'],
],
};
const request = this.deepExtend(subscribe, params);
const orderbook = await this.watch(url, messageHash, request, messageHash);
return orderbook.limit();
}
async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name phemex#watchOHLCV
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#subscribe-kline
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#subscribe-kline
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Spot-API-en.md#subscribe-kline
* @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 phemex 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 url = this.urls['api']['ws'];
const requestId = this.requestId();
const isSwap = market['swap'];
const settleIsUSDT = market['settle'] === 'USDT';
const name = (isSwap && settleIsUSDT) ? 'kline_p' : 'kline';
const messageHash = 'kline:' + timeframe + ':' + symbol;
const method = name + '.subscribe';
const subscribe = {
'method': method,
'id': requestId,
'params': [
market['id'],
this.safeInteger(this.timeframes, timeframe),
],
};
const request = this.deepExtend(subscribe, params);
const ohlcv = await this.watch(url, messageHash, request, messageHash);
if (this.newUpdates) {
limit = ohlcv.getLimit(symbol, limit);
}
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
}
handleDelta(bookside, delta, market = undefined) {
const bidAsk = this.customParseBidAsk(delta, 0, 1, market);
bookside.storeArray(bidAsk);
}
handleDeltas(bookside, deltas, market = undefined) {
for (let i = 0; i < deltas.length; i++) {
this.handleDelta(bookside, deltas[i], market);
}
}
handleOrderBook(client, message) {
//
// {
// book: {
// asks: [
// [ 960316000000, 6993800 ],
// [ 960318000000, 13183000 ],
// [ 960319000000, 9170200 ],
// ],
// bids: [
// [ 959941000000, 8385300 ],
// [ 959939000000, 10296600 ],
// [ 959930000000, 3672400 ],
// ]
// },
// depth: 30,
// sequence: 1805784701,
// symbol: 'sBTCUSDT',
// timestamp: 1592908460404461600,
// type: 'snapshot'
// }
// perpetual
// {
// depth: 30,
// orderbook_p: {
// asks: [
// [
// "23788.5",
// "0.13",
// ],
// ],
// bids: [
// [
// "23787.8",
// "1.836",
// ],
// ],
// },
// sequence: 1230347368,
// symbol: "BTCUSDT",
// timestamp: "1677093457306978852",
// type: "snapshot",
// }
//
const marketId = this.safeString(message, 'symbol');
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const type = this.safeString(message, 'type');
const depth = this.safeInteger(message, 'depth');
const name = 'orderbook';
const messageHash = name + ':' + symbol;
const nonce = this.safeInteger(message, 'sequence');
const timestamp = this.safeIntegerProduct(message, 'timestamp', 0.000001);
if (type === 'snapshot') {
const book = this.safeValue2(message, 'book', 'orderbook_p', {});
const snapshot = this.customParseOrderBook(book, symbol, timestamp, 'bids', 'asks', 0, 1, market);
snapshot['nonce'] = nonce;
const orderbook = this.orderBook(snapshot, depth);
this.orderbooks[symbol] = orderbook;
client.resolve(orderbook, messageHash);
}
else {
const orderbook = this.safeValue(this.orderbooks, symbol);
if (orderbook !== undefined) {
const changes = this.safeValue2(message, 'book', 'orderbook_p', {});
const asks = this.safeValue(changes, 'asks', []);
const bids = this.safeValue(changes, 'bids', []);
this.handleDeltas(orderbook['asks'], asks, market);
this.handleDeltas(orderbook['bids'], bids, market);
orderbook['nonce'] = nonce;
orderbook['timestamp'] = timestamp;
orderbook['datetime'] = this.iso8601(timestamp);
this.orderbooks[symbol] = orderbook;
client.resolve(orderbook, messageHash);
}
}
}
async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name phemex#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 phemex api endpoint
* @returns {[object]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure
*/
await this.loadMarkets();
let market = undefined;
let type = undefined;
let messageHash = 'trades:';
if (symbol !== undefined) {
market = this.market(symbol);
symbol = market['symbol'];
messageHash = messageHash + market['symbol'];
if (market['settle'] === 'USDT') {
params = this.extend(params);
params['settle'] = 'USDT';
}
}
[type, params] = this.handleMarketTypeAndParams('watchMyTrades', market, params);
if (symbol === undefined) {
const settle = this.safeString(params, 'settle');
messageHash = (settle === 'USDT') ? (messageHash + 'perpetual') : (messageHash + type);
}
const trades = await this.subscribePrivate(type, messageHash, params);
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
}
handleMyTrades(client, message) {
//
// swap
// [
// {
// "avgPriceEp":4138763000000,
// "baseCurrency":"BTC",
// "baseQtyEv":0,
// "clOrdID":"7956e0be-e8be-93a0-2887-ca504d85cda2",
// "execBaseQtyEv":30100,
// "execFeeEv":31,
// "execID":"d3b10cfa-84e3-5752-828e-78a79617e598",
// "execPriceEp":4138763000000,
// "execQuoteQtyEv":1245767663,
// "feeCurrency":"BTC",
// "lastLiquidityInd":"RemovedLiquidity",
// "ordType":"Market",
// "orderID":"34a4b1a8-ac3a-4580-b3e6-a6d039f27195",
// "priceEp":4549022000000,
// "qtyType":"ByQuote",
// "quoteCurrency":"USDT",
// "quoteQtyEv":1248000000,
// "side":"Buy",
// "symbol":"sBTCUSDT",
// "tradeType":"Trade",
// "transactTimeNs":"1650442617609928764",
// "userID":2647224
// }
// ]
// perpetual
// [
// {
// "accountID": 9328670003,
// "action": "New",
// "actionBy": "ByUser",
// "actionTimeNs": 1666858780876924611,
// "addedSeq": 77751555,
// "apRp": "0",
// "bonusChangedAmountRv": "0",
// "bpRp": "0",
// "clOrdID": "c0327a7d-9064-62a9-28f6-2db9aaaa04e0",
// "closedPnlRv": "0",
// "closedSize": "0",
// "code": 0,
// "cumFeeRv": "0",
// "cumQty": "0",
// "cumValueRv": "0",
// "curAccBalanceRv": "1508.489893982237",
// "curAssignedPosBalanceRv": "24.62786650928",
// "curBonusBalanceRv": "0",
// "curLeverageRr": "-10",
// "curPosSide": "Buy",
// "curPosSize": "0.043",
// "curPosTerm": 1,
// "curPosValueRv": "894.0689",
// "curRiskLimitRv": "1000000",
// "currency": "USDT",
// "cxlRejReason": 0,
// "displayQty": "0.003",
// "execFeeRv": "0",
// "execID": "00000000-0000-0000-0000-000000000000",
// "execPriceRp": "20723.7",
// "execQty": "0",
// "execSeq": 77751555,
// "execStatus": "New",
// "execValueRv": "0",
// "feeRateRr": "0",
// "leavesQty": "0.003",
// "leavesValueRv": "63.4503",
// "message": "No error",
// "ordStatus": "New",
// "ordType": "Market",
// "orderID": "fa64c6f2-47a4-4929-aab4-b7fa9bbc4323",
// "orderQty": "0.003",
// "pegOffsetValueRp": "0",
// "posSide": "Long",
// "priceRp": "21150.1",
// "relatedPosTerm": 1,
// "relatedReqNum": 11,
// "side": "Buy",
// "slTrigger": "ByMarkPrice",
// "stopLossRp": "0",
// "stopPxRp": "0",
// "symbol": "BTCUSDT",
// "takeProfitRp": "0",
// "timeInForce": "ImmediateOrCancel",
// "tpTrigger": "ByLastPrice",
// "tradeType": "Amend",
// "transactTimeNs": 1666858780881545305,
// "userID": 932867
// },
// ...
// ]
//
const channel = 'trades';
const tradesLength = message.length;
if (tradesLength === 0) {
return;
}
let cachedTrades = this.myTrades;
if (cachedTrades === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
cachedTrades = new ArrayCacheBySymbolById(limit);
}
const marketIds = {};
let type = undefined;
for (let i = 0; i < message.length; i++) {
const rawTrade = message[i];
const marketId = this.safeString(rawTrade, 'symbol');
const market = this.safeMarket(marketId);
const parsed = this.parseTrade(rawTrade);
cachedTrades.append(parsed);
const symbol = parsed['symbol'];
if (type === undefined) {
type = (market['settle'] === 'USDT') ? 'perpetual' : market['type'];
}
marketIds[symbol] = true;
}
const keys = Object.keys(marketIds);
for (let i = 0; i < keys.length; i++) {
const market = keys[i];
const hash = channel + ':' + market;
client.resolve(cachedTrades, hash);
}
// generic subscription
const messageHash = channel + ':' + type;
client.resolve(cachedTrades, messageHash);
}
async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name phemex#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 phemex api endpoint
* @returns {[object]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
await this.loadMarkets();
let messageHash = 'orders:';
let market = undefined;
let type = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
symbol = market['symbol'];
messageHash = messageHash + market['symbol'];
if (market['settle'] === 'USDT') {
params = this.extend(params);
params['settle'] = 'USDT';
}
}
[type, params] = this.handleMarketTypeAndParams('watchOrders', market, params);
const isUSDTSettled = this.safeString(params, 'settle') === 'USDT';
if (symbol === undefined) {
messageHash = (isUSDTSettled) ? (messageHash + 'perpetual') : (messageHash + type);
}
const orders = await this.subscribePrivate(type, messageHash, params);
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(orders, symbol, since, limit);
}
handleOrders(client, message) {
// spot update
// {
// "closed":[
// {
// "action":"New",
// "avgPriceEp":4138763000000,
// "baseCurrency":"BTC",
// "baseQtyEv":0,
// "bizError":0,
// "clOrdID":"7956e0be-e8be-93a0-2887-ca504d85cda2",
// "createTimeNs":"1650442617606017583",
// "cumBaseQtyEv":30100,
// "cumFeeEv":31,
// "cumQuoteQtyEv":1245767663,
// "cxlRejReason":0,
// "feeCurrency":"BTC",
// "leavesBaseQtyEv":0,
// "leavesQuoteQtyEv":0,
// "ordStatus":"Filled",
// "ordType":"Market",
// "orderID":"34a4b1a8-ac3a-4580-b3e6-a6d039f27195",
// "pegOffsetValueEp":0,
// "priceEp":4549022000000,
// "qtyType":"ByQuote",
// "quoteCurrency":"USDT",
// "quoteQtyEv":1248000000,
// "side":"Buy",
// "stopPxEp":0,
// "symbol":"sBTCUSDT",
// "timeInForce":"ImmediateOrCancel",
// "tradeType":"Trade",
// "transactTimeNs":"1650442617609928764",
// "triggerTimeNs":0,
// "userID":2647224
// }
// ],
// "fills":[
// {
// "avgPriceEp":4138763000000,
// "baseCurrency":"BTC",
// "baseQtyEv":0,
// "clOrdID":"7956e0be-e8be-93a0-2887-ca504d85cda2",
// "execBaseQtyEv":30100,
// "execFeeEv":31,
// "execID":"d3b10cfa-84e3-5752-828e-78a79617e598",
// "execPriceEp":4138763000000,
// "execQuoteQtyEv":1245767663,
// "feeCurrency":"BTC",
// "lastLiquidityInd":"RemovedLiquidity",
// "ordType":"Market",
// "orderID":"34a4b1a8-ac3a-4580-b3e6-a6d039f27195",
// "priceEp":4549022000000,
// "qtyType":"ByQuote",
// "quoteCurrency":"USDT",
// "quoteQtyEv":1248000000,
// "side":"Buy",
// "symbol":"sBTCUSDT",
// "tradeType":"Trade",
// "transactTimeNs":"1650442617609928764",
// "userID":2647224
// }
// ],
// "open":[
// {
// "action":"New",
// "avgPriceEp":0,
// "baseCurrency":"LTC",
// "baseQtyEv":0,
// "bizError":0,
// "clOrdID":"2c0e5eb5-efb7-60d3-2e5f-df175df412ef",
// "createTimeNs":"1650446670073853755",
// "cumBaseQtyEv":0,
// "cumFeeEv":0,
// "cumQuoteQtyEv":0,
// "cxlRejReason":0,
// "feeCurrency":"LTC",
// "leavesBaseQtyEv":0,
// "leavesQuoteQtyEv":1000000000,
// "ordStatus":"New",
// "ordType":"Limit",
// "orderID":"d2aad92f-50f5-441a-957b-8184b146e3fb",
// "pegOffsetValueEp":0,
// "priceEp":5000000000,
// "qtyType":"ByQuote",
// "quoteCurrency":"USDT",
// "quoteQtyEv":1000000000,
// "side":"Buy",
// }
// ]
// },
// perpetual
// [
// {
// accountID: 40183400003,
// action: 'New',
// actionBy: 'ByUser',
// actionTimeNs: '1674110665380190869',
// addedSeq: 678760103,
// apRp: '0',
// bonusChangedAmountRv: '0',
// bpRp: '0',
// clOrdID: '',
// cl_req_code: 0,
// closedPnlRv: '0',
// closedSize: '0',
// code: 0,
// cumFeeRv: '0',
// cumQty: '0.001',
// cumValueRv: '20.849',
// curAccBalanceRv: '19.9874906',
// curAssignedPosBalanceRv: '0',
// curBonusBalanceRv: '0',
// curLeverageRr: '-10',
// curPosSide: 'Buy',
// curPosSize: '0.001',
// curPosTerm: 1,
// curPosValueRv: '20.849',
// curRiskLimitRv: '1000000',
// currency: 'USDT',
// cxlRejReason: 0,
// displayQty: '0.001',
// execFeeRv: '0.0125094',
// execID: 'b88d2950-04a2-52d8-8927-346059900242',
// execPriceRp: '20849',
// execQty: '0.001',
// execSeq: 678760103,
// execStatus: 'TakerFill',
// execValueRv: '20.849',
// feeRateRr: '0.0006',
// lastLiquidityInd: 'RemovedLiquidity',
// leavesQty: '0',
// leavesValueRv: '0',
// message: 'No error',
// ordStatus: 'Filled',
// ordType: 'Market',
// orderID: '79620ed2-54c6-4645-a35c-7057e687c576',
// orderQty: '0.001',
// pegOffsetProportionRr: '0',
// pegOffsetValueRp: '0',
// posSide: 'Long',
// priceRp: '21476.3',
// relatedPosTerm: 1,
// relatedReqNum: 4,
// side: 'Buy',
// slTrigger: 'ByMarkPrice',
// stopLossRp: '0',
// stopPxRp: '0',
// symbol: 'BTCUSDT',
// takeProfitRp: '0',
// timeInForce: 'ImmediateOrCancel',
// tpTrigger: 'ByLastPrice',
// tradeType: 'Trade',
// transactTimeNs: '1674110665387882268',
// userID: 4018340
// },
// ...
// ]
//
let trades = [];
const parsedOrders = [];
if (('closed' in message) || ('fills' in message) || ('open' in message)) {
const closed = this.safeValue(message, 'closed', []);
const open = this.safeValue(message, 'open', []);
const orders = this.arrayConcat(open, closed);
const ordersLength = orders.length;
if (ordersLength === 0) {
return;
}
trades = this.safeValue(message, 'fills', []);
for (let i = 0; i < orders.length; i++) {
const rawOrder = orders[i];
const parsedOrder = this.parseOrder(rawOrder);
parsedOrders.push(parsedOrder);
}
}
else {
for (let i = 0; i < message.length; i++) {
const update = message[i];
const action = this.safeString(update, 'action');
if ((action !== undefined) && (action !== 'Cancel')) {
// order + trade info together
trades.push(update);
}
const parsedOrder = this.parseWSSwapOrder(update);
parsedOrders.push(parsedOrder);
}
}
this.handleMyTrades(client, trades);
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
const marketIds = {};
if (this.orders === undefined) {
this.orders = new ArrayCacheBySymbolById(limit);
}
let type = undefined;
const stored = this.orders;
for (let i = 0; i < parsedOrders.length; i++) {
const parsed = parsedOrders[i];
stored.append(parsed);
const symbol = parsed['symbol'];
const market = this.market(symbol);
if (type === undefined) {
const isUsdt = market['settle'] === 'USDT';
type = isUsdt ? 'perpetual' : market['type'];
}
marketIds[symbol] = true;
}
const keys = Object.keys(marketIds);
for (let i = 0; i < keys.length; i++) {
const messageHash = 'orders' + ':' + keys[i];
client.resolve(this.orders, messageHash);
}
// resolve generic subscription (spot or swap)
const messageHash = 'orders:' + type;
client.resolve(this.orders, messageHash);
}
parseWSSwapOrder(order, market = undefined) {
//
// swap
// {
// "accountID":26472240002,
// "action":"Cancel",
// "actionBy":"ByUser",
// "actionTimeNs":"1650450096104760797",
// "addedSeq":26975849309,
// "bonusChangedAmountEv":0,
// "clOrdID":"d9675963-5e4e-6fc8-898a-ec8b934c1c61",
// "closedPnlEv":0,
// "closedSize":0,
// "code":0,
// "cumQty":0,
// "cumValueEv":0,
// "curAccBalanceEv":400079,
// "curAssignedPosBalanceEv":0,
// "