@usherlabs/ccxt
Version:
A JavaScript cryptocurrency trading library with support for 100+ exchanges. Verifiable data powered by Verity.
1,294 lines • 59.6 kB
JavaScript
'use strict';
var kucoinfutures$1 = require('../kucoinfutures.js');
var errors = require('../base/errors.js');
var Cache = require('../base/ws/Cache.js');
// ----------------------------------------------------------------------------
// ---------------------------------------------------------------------------
class kucoinfutures extends kucoinfutures$1 {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'watchLiquidations': false,
'watchLiquidatinsForSymbols': false,
'watchMyLiquidations': undefined,
'watchMyLiquidationsForSymbols': undefined,
'watchTicker': true,
'watchTickers': true,
'watchBidsAsks': true,
'watchTrades': true,
'watchOHLCV': true,
'watchOrderBook': true,
'watchOrders': true,
'watchBalance': true,
'watchPosition': true,
'watchPositions': false,
'watchPositionForSymbols': false,
'watchTradesForSymbols': true,
'watchOrderBookForSymbols': true,
},
'options': {
'timeframes': {
'1m': '1min',
'3m': '1min',
'5m': '5min',
'15m': '15min',
'30m': '30min',
'1h': '1hour',
'2h': '2hour',
'4h': '4hour',
'8h': '8hour',
'12h': '12hour',
'1d': '1day',
'1w': '1week',
'1M': '1month',
},
'accountsByType': {
'swap': 'future',
'cross': 'margin',
// 'spot': ,
// 'margin': ,
// 'main': ,
// 'funding': ,
// 'future': ,
// 'mining': ,
// 'trade': ,
// 'contract': ,
// 'pool': ,
},
'tradesLimit': 1000,
'watchOrderBook': {
'snapshotDelay': 20,
'snapshotMaxRetries': 3,
},
'watchPosition': {
'fetchPositionSnapshot': true,
'awaitPositionSnapshot': true, // whether to wait for the position snapshot before providing updates
},
},
'streaming': {
// kucoin does not support built-in ws protocol-level ping-pong
// instead it requires a custom json-based text ping-pong
// https://docs.kucoin.com/#ping
'ping': this.ping,
},
});
}
async negotiate(privateChannel, params = {}) {
const connectId = privateChannel ? 'private' : 'public';
const urls = this.safeValue(this.options, 'urls', {});
const spawaned = this.safeValue(urls, connectId);
if (spawaned !== undefined) {
return await spawaned;
}
// we store an awaitable to the url
// so that multiple calls don't asynchronously
// fetch different urls and overwrite each other
urls[connectId] = this.spawn(this.negotiateHelper, privateChannel, params); // we have to wait here otherwsie in c# will not work
this.options['urls'] = urls;
const future = urls[connectId];
return await future;
}
async negotiateHelper(privateChannel, params = {}) {
let response = undefined;
const connectId = privateChannel ? 'private' : 'public';
try {
if (privateChannel) {
response = await this.futuresPrivatePostBulletPrivate(params);
//
// {
// "code": "200000",
// "data": {
// "instanceServers": [
// {
// "pingInterval": 50000,
// "endpoint": "wss://push-private.kucoin.com/endpoint",
// "protocol": "websocket",
// "encrypt": true,
// "pingTimeout": 10000
// }
// ],
// "token": "2neAiuYvAU61ZDXANAGAsiL4-iAExhsBXZxftpOeh_55i3Ysy2q2LEsEWU64mdzUOPusi34M_wGoSf7iNyEWJ1UQy47YbpY4zVdzilNP-Bj3iXzrjjGlWtiYB9J6i9GjsxUuhPw3BlrzazF6ghq4Lzf7scStOz3KkxjwpsOBCH4=.WNQmhZQeUKIkh97KYgU0Lg=="
// }
// }
//
}
else {
response = await this.futuresPublicPostBulletPublic(params);
}
const data = this.safeValue(response, 'data', {});
const instanceServers = this.safeValue(data, 'instanceServers', []);
const firstInstanceServer = this.safeValue(instanceServers, 0);
const pingInterval = this.safeInteger(firstInstanceServer, 'pingInterval');
const endpoint = this.safeString(firstInstanceServer, 'endpoint');
const token = this.safeString(data, 'token');
const result = endpoint + '?' + this.urlencode({
'token': token,
'privateChannel': privateChannel,
'connectId': connectId,
});
const client = this.client(result);
client.keepAlive = pingInterval;
return result;
}
catch (e) {
const future = this.safeValue(this.options['urls'], connectId);
future.reject(e);
delete this.options['urls'][connectId];
}
return undefined;
}
requestId() {
const requestId = this.sum(this.safeInteger(this.options, 'requestId', 0), 1);
this.options['requestId'] = requestId;
return requestId;
}
async subscribe(url, messageHash, subscriptionHash, subscription, params = {}) {
const requestId = this.requestId().toString();
const request = {
'id': requestId,
'type': 'subscribe',
'topic': subscriptionHash,
'response': true,
};
const message = this.extend(request, params);
const subscriptionRequest = {
'id': requestId,
};
if (subscription === undefined) {
subscription = subscriptionRequest;
}
else {
subscription = this.extend(subscriptionRequest, subscription);
}
return await this.watch(url, messageHash, message, subscriptionHash, subscription);
}
async subscribeMultiple(url, messageHashes, topic, subscriptionHashes, subscriptionArgs, params = {}) {
const requestId = this.requestId().toString();
const request = {
'id': requestId,
'type': 'subscribe',
'topic': topic,
'response': true,
};
return await this.watchMultiple(url, messageHashes, this.extend(request, params), subscriptionHashes, subscriptionArgs);
}
async unSubscribeMultiple(url, messageHashes, topic, subscriptionHashes, params = {}, subscription = undefined) {
const requestId = this.requestId().toString();
const request = {
'id': requestId,
'type': 'unsubscribe',
'topic': topic,
'response': true,
};
const message = this.extend(request, params);
if (subscription !== undefined) {
subscription[requestId] = requestId;
}
const client = this.client(url);
for (let i = 0; i < subscriptionHashes.length; i++) {
const subscriptionHash = subscriptionHashes[i];
if (!(subscriptionHash in client.subscriptions)) {
client.subscriptions[requestId] = subscriptionHash;
}
}
return await this.watchMultiple(url, messageHashes, message, subscriptionHashes, subscription);
}
/**
* @method
* @name kucoinfutures#watchTicker
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://www.kucoin.com/docs/websocket/futures-trading/public-channels/get-ticker
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchTicker(symbol, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
params['callerMethodName'] = 'watchTicker';
const tickers = await this.watchTickers([symbol], params);
return tickers[symbol];
}
/**
* @method
* @name kucoinfutures#watchTickers
* @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 exchange API endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchTickers(symbols = undefined, params = {}) {
await this.loadMarkets();
const ticker = await this.watchMultiRequest('watchTickers', '/contractMarket/ticker:', symbols, params);
if (this.newUpdates) {
const tickers = {};
tickers[ticker['symbol']] = ticker;
return tickers;
}
return this.filterByArray(this.tickers, 'symbol', symbols);
}
handleTicker(client, message) {
//
// ticker (v1)
//
// {
// "subject": "ticker",
// "topic": "/contractMarket/ticker:XBTUSDM",
// "data": {
// "symbol": "XBTUSDM", //Market of the symbol
// "sequence": 45, //Sequence number which is used to judge the continuity of the pushed messages
// "side": "sell", //Transaction side of the last traded taker order
// "price": "3600.0", //Filled price
// "size": 16, //Filled quantity
// "tradeId": "5c9dcf4170744d6f5a3d32fb", //Order ID
// "bestBidSize": 795, //Best bid size
// "bestBidPrice": "3200.0", //Best bid
// "bestAskPrice": "3600.0", //Best ask size
// "bestAskSize": 284, //Best ask
// "ts": 1553846081210004941 //Filled time - nanosecond
// }
// }
//
const data = this.safeValue(message, 'data', {});
const marketId = this.safeValue(data, 'symbol');
const market = this.safeMarket(marketId, undefined, '-');
const ticker = this.parseTicker(data, market);
this.tickers[market['symbol']] = ticker;
client.resolve(ticker, this.getMessageHash('ticker', market['symbol']));
}
/**
* @method
* @name kucoinfutures#watchBidsAsks
* @see https://www.kucoin.com/docs/websocket/futures-trading/public-channels/get-ticker-v2
* @description watches best bid & ask for symbols
* @param {string[]} symbols unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchBidsAsks(symbols = undefined, params = {}) {
const ticker = await this.watchMultiRequest('watchBidsAsks', '/contractMarket/tickerV2:', symbols, params);
if (this.newUpdates) {
const tickers = {};
tickers[ticker['symbol']] = ticker;
return tickers;
}
return this.filterByArray(this.bidsasks, 'symbol', symbols);
}
async watchMultiRequest(methodName, channelName, symbols = undefined, params = {}) {
await this.loadMarkets();
[methodName, params] = this.handleParamString(params, 'callerMethodName', methodName);
const isBidsAsks = (methodName === 'watchBidsAsks');
symbols = this.marketSymbols(symbols, undefined, false, true, false);
const length = symbols.length;
if (length > 100) {
throw new errors.ArgumentsRequired(this.id + ' ' + methodName + '() accepts a maximum of 100 symbols');
}
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const market = this.market(symbol);
const prefix = isBidsAsks ? 'bidask' : 'ticker';
messageHashes.push(this.getMessageHash(prefix, market['symbol']));
}
const url = await this.negotiate(false);
const marketIds = this.marketIds(symbols);
const joined = marketIds.join(',');
const requestId = this.requestId().toString();
const request = {
'id': requestId,
'type': 'subscribe',
'topic': channelName + joined,
'response': true,
};
const subscription = {
'id': requestId,
};
return await this.watchMultiple(url, messageHashes, this.extend(request, params), messageHashes, subscription);
}
handleBidAsk(client, message) {
//
// arrives one symbol dict
//
// {
// "subject": "tickerV2",
// "topic": "/contractMarket/tickerV2:XBTUSDM",
// "data": {
// "symbol": "XBTUSDM", //Market of the symbol
// "bestBidSize": 795, // Best bid size
// "bestBidPrice": 3200.0, // Best bid
// "bestAskPrice": 3600.0, // Best ask
// "bestAskSize": 284, // Best ask size
// "ts": 1553846081210004941 // Filled time - nanosecond
// }
// }
//
const parsedTicker = this.parseWsBidAsk(message);
const symbol = parsedTicker['symbol'];
this.bidsasks[symbol] = parsedTicker;
client.resolve(parsedTicker, this.getMessageHash('bidask', symbol));
}
parseWsBidAsk(ticker, market = undefined) {
const data = this.safeDict(ticker, 'data', {});
const marketId = this.safeString(data, 'symbol');
market = this.safeMarket(marketId, market);
const symbol = this.safeString(market, 'symbol');
const timestamp = this.safeIntegerProduct(data, 'ts', 0.000001);
return this.safeTicker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'ask': this.safeNumber(data, 'bestAskPrice'),
'askVolume': this.safeNumber(data, 'bestAskSize'),
'bid': this.safeNumber(data, 'bestBidPrice'),
'bidVolume': this.safeNumber(data, 'bestBidSize'),
'info': ticker,
}, market);
}
/**
* @method
* @name kucoinfutures#watchPosition
* @description watch open positions for a specific symbol
* @see https://docs.kucoin.com/futures/#position-change-events
* @param {string|undefined} symbol unified market symbol
* @param {object} params extra parameters specific to the exchange API endpoint
* @returns {object} a [position structure]{@link https://docs.ccxt.com/en/latest/manual.html#position-structure}
*/
async watchPosition(symbol = undefined, params = {}) {
if (symbol === undefined) {
throw new errors.ArgumentsRequired(this.id + ' watchPosition() requires a symbol argument');
}
await this.loadMarkets();
const url = await this.negotiate(true);
const market = this.market(symbol);
const topic = '/contract/position:' + market['id'];
const request = {
'privateChannel': true,
};
const messageHash = 'position:' + market['symbol'];
const client = this.client(url);
this.setPositionCache(client, symbol);
const fetchPositionSnapshot = this.handleOption('watchPosition', 'fetchPositionSnapshot', true);
const awaitPositionSnapshot = this.handleOption('watchPosition', 'awaitPositionSnapshot', true);
const currentPosition = this.getCurrentPosition(symbol);
if (fetchPositionSnapshot && awaitPositionSnapshot && currentPosition === undefined) {
const snapshot = await client.future('fetchPositionSnapshot:' + symbol);
return snapshot;
}
return await this.subscribe(url, messageHash, topic, undefined, this.extend(request, params));
}
getCurrentPosition(symbol) {
if (this.positions === undefined) {
return undefined;
}
const cache = this.positions.hashmap;
const symbolCache = this.safeValue(cache, symbol, {});
const values = Object.values(symbolCache);
return this.safeValue(values, 0);
}
setPositionCache(client, symbol) {
const fetchPositionSnapshot = this.handleOption('watchPosition', 'fetchPositionSnapshot', false);
if (fetchPositionSnapshot) {
const messageHash = 'fetchPositionSnapshot:' + symbol;
if (!(messageHash in client.futures)) {
client.future(messageHash);
this.spawn(this.loadPositionSnapshot, client, messageHash, symbol);
}
}
}
async loadPositionSnapshot(client, messageHash, symbol) {
const position = await this.fetchPosition(symbol);
this.positions = new Cache.ArrayCacheBySymbolById();
const cache = this.positions;
cache.append(position);
// don't remove the future from the .futures cache
const future = client.futures[messageHash];
future.resolve(cache);
client.resolve(position, 'position:' + symbol);
}
handlePosition(client, message) {
//
// Position Changes Caused Operations
// {
// "type": "message",
// "userId": "5c32d69203aa676ce4b543c7", // Deprecated, will detele later
// "channelType": "private",
// "topic": "/contract/position:XBTUSDM",
// "subject": "position.change",
// "data": {
// "realisedGrossPnl": 0E-8, //Accumulated realised profit and loss
// "symbol": "XBTUSDM", //Symbol
// "crossMode": false, //Cross mode or not
// "liquidationPrice": 1000000.0, //Liquidation price
// "posLoss": 0E-8, //Manually added margin amount
// "avgEntryPrice": 7508.22, //Average entry price
// "unrealisedPnl": -0.00014735, //Unrealised profit and loss
// "markPrice": 7947.83, //Mark price
// "posMargin": 0.00266779, //Position margin
// "autoDeposit": false, //Auto deposit margin or not
// "riskLimit": 100000, //Risk limit
// "unrealisedCost": 0.00266375, //Unrealised value
// "posComm": 0.00000392, //Bankruptcy cost
// "posMaint": 0.00001724, //Maintenance margin
// "posCost": 0.00266375, //Position value
// "maintMarginReq": 0.005, //Maintenance margin rate
// "bankruptPrice": 1000000.0, //Bankruptcy price
// "realisedCost": 0.00000271, //Currently accumulated realised position value
// "markValue": 0.00251640, //Mark value
// "posInit": 0.00266375, //Position margin
// "realisedPnl": -0.00000253, //Realised profit and losts
// "maintMargin": 0.00252044, //Position margin
// "realLeverage": 1.06, //Leverage of the order
// "changeReason": "positionChange", //changeReason:marginChange、positionChange、liquidation、autoAppendMarginStatusChange、adl
// "currentCost": 0.00266375, //Current position value
// "openingTimestamp": 1558433191000, //Open time
// "currentQty": -20, //Current position
// "delevPercentage": 0.52, //ADL ranking percentile
// "currentComm": 0.00000271, //Current commission
// "realisedGrossCost": 0E-8, //Accumulated reliased gross profit value
// "isOpen": true, //Opened position or not
// "posCross": 1.2E-7, //Manually added margin
// "currentTimestamp": 1558506060394, //Current timestamp
// "unrealisedRoePcnt": -0.0553, //Rate of return on investment
// "unrealisedPnlPcnt": -0.0553, //Position profit and loss ratio
// "settleCurrency": "XBT" //Currency used to clear and settle the trades
// }
// }
// Position Changes Caused by Mark Price
// {
// "userId": "5cd3f1a7b7ebc19ae9558591", // Deprecated, will detele later
// "topic": "/contract/position:XBTUSDM",
// "subject": "position.change",
// "data": {
// "markPrice": 7947.83, //Mark price
// "markValue": 0.00251640, //Mark value
// "maintMargin": 0.00252044, //Position margin
// "realLeverage": 10.06, //Leverage of the order
// "unrealisedPnl": -0.00014735, //Unrealised profit and lost
// "unrealisedRoePcnt": -0.0553, //Rate of return on investment
// "unrealisedPnlPcnt": -0.0553, //Position profit and loss ratio
// "delevPercentage": 0.52, //ADL ranking percentile
// "currentTimestamp": 1558087175068, //Current timestamp
// "settleCurrency": "XBT" //Currency used to clear and settle the trades
// }
// }
// Funding Settlement
// {
// "userId": "xbc453tg732eba53a88ggyt8c", // Deprecated, will detele later
// "topic": "/contract/position:XBTUSDM",
// "subject": "position.settlement",
// "data": {
// "fundingTime": 1551770400000, //Funding time
// "qty": 100, //Position siz
// "markPrice": 3610.85, //Settlement price
// "fundingRate": -0.002966, //Funding rate
// "fundingFee": -296, //Funding fees
// "ts": 1547697294838004923, //Current time (nanosecond)
// "settleCurrency": "XBT" //Currency used to clear and settle the trades
// }
// }
// Adjustmet result of risk limit level
// {
// "userId": "xbc453tg732eba53a88ggyt8c",
// "topic": "/contract/position:ADAUSDTM",
// "subject": "position.adjustRiskLimit",
// "data": {
// "success": true, // Successful or not
// "riskLimitLevel": 1, // Current risk limit level
// "msg": "" // Failure reason
// }
// }
//
const topic = this.safeString(message, 'topic', '');
const parts = topic.split(':');
const marketId = this.safeString(parts, 1);
const symbol = this.safeSymbol(marketId, undefined, '');
const cache = this.positions;
const currentPosition = this.getCurrentPosition(symbol);
const messageHash = 'position:' + symbol;
const data = this.safeValue(message, 'data', {});
const newPosition = this.parsePosition(data);
const keys = Object.keys(newPosition);
for (let i = 0; i < keys.length; i++) {
const key = keys[i];
if (newPosition[key] === undefined) {
delete newPosition[key];
}
}
const position = this.extend(currentPosition, newPosition);
cache.append(position);
client.resolve(position, messageHash);
}
/**
* @method
* @name kucoinfutures#watchTrades
* @description get the list of most recent trades for a particular symbol
* @see https://docs.kucoin.com/futures/#execution-data
* @param {string} symbol unified symbol of the market to fetch trades for
* @param {int} [since] timestamp in ms of the earliest trade to fetch
* @param {int} [limit] the maximum amount of trades to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
*/
async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
return await this.watchTradesForSymbols([symbol], since, limit, params);
}
/**
* @method
* @name kucoinfutures#watchTradesForSymbols
* @description get the list of most recent trades for a particular symbol
* @param {string[]} symbols
* @param {int} [since] timestamp in ms of the earliest trade to fetch
* @param {int} [limit] the maximum amount of trades to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
*/
async watchTradesForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
const symbolsLength = symbols.length;
if (symbolsLength === 0) {
throw new errors.ArgumentsRequired(this.id + ' watchTradesForSymbols() requires a non-empty array of symbols');
}
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const url = await this.negotiate(false);
symbols = this.marketSymbols(symbols);
const marketIds = this.marketIds(symbols);
const topic = '/contractMarket/execution:' + marketIds.join(',');
const subscriptionHashes = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const marketId = marketIds[i];
messageHashes.push('trades:' + symbol);
subscriptionHashes.push('/contractMarket/execution:' + marketId);
}
const trades = await this.subscribeMultiple(url, messageHashes, topic, subscriptionHashes, undefined, params);
if (this.newUpdates) {
const first = this.safeValue(trades, 0);
const tradeSymbol = this.safeString(first, 'symbol');
limit = trades.getLimit(tradeSymbol, limit);
}
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
}
/**
* @method
* @name kucoinfutures#unWatchTrades
* @description unWatches trades stream
* @see https://docs.kucoin.com/futures/#execution-data
* @param {string} symbol unified symbol of the market to fetch trades for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
*/
async unWatchTrades(symbol, params = {}) {
return await this.unWatchTradesForSymbols([symbol], params);
}
/**
* @method
* @name kucoinfutures#unWatchTradesForSymbols
* @description get the list of most recent trades for a particular symbol
* @param {string[]} symbols
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
*/
async unWatchTradesForSymbols(symbols, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false);
const url = await this.negotiate(false);
symbols = this.marketSymbols(symbols);
const marketIds = this.marketIds(symbols);
const topic = '/contractMarket/execution:' + marketIds.join(',');
const subscriptionHashes = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
messageHashes.push('unsubscribe:trades:' + symbol);
subscriptionHashes.push('trades:' + symbol);
}
const subscription = {
'messageHashes': messageHashes,
'subMessageHashes': subscriptionHashes,
'topic': 'trades',
'unsubscribe': true,
'symbols': symbols,
};
return await this.unSubscribeMultiple(url, messageHashes, topic, messageHashes, params, subscription);
}
handleTrade(client, message) {
//
// {
// "type": "message",
// "topic": "/contractMarket/execution:ADAUSDTM",
// "subject": "match",
// "data": {
// "makerUserId": "62286a4d720edf0001e81961",
// "symbol": "ADAUSDTM",
// "sequence": 41320766,
// "side": "sell",
// "size": 2,
// "price": 0.35904,
// "takerOrderId": "636dd9da9857ba00010cfa44",
// "makerOrderId": "636dd9c8df149d0001e62bc8",
// "takerUserId": "6180be22b6ab210001fa3371",
// "tradeId": "636dd9da0000d400d477eca7",
// "ts": 1668143578987357700
// }
// }
//
const data = this.safeValue(message, 'data', {});
const trade = this.parseTrade(data);
const symbol = trade['symbol'];
let trades = this.safeValue(this.trades, symbol);
if (trades === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
trades = new Cache.ArrayCache(limit);
this.trades[symbol] = trades;
}
trades.append(trade);
const messageHash = 'trades:' + symbol;
client.resolve(trades, messageHash);
return message;
}
/**
* @method
* @name kucoinfutures#watchOHLCV
* @see https://www.kucoin.com/docs/websocket/futures-trading/public-channels/klines
* @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} [since] timestamp in ms of the earliest candle to fetch
* @param {int} [limit] the maximum amount of candles to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
symbol = this.symbol(symbol);
const url = await this.negotiate(false);
const marketId = this.marketId(symbol);
const timeframes = this.safeDict(this.options, 'timeframes');
const timeframeId = this.safeString(timeframes, timeframe, timeframe);
const topic = '/contractMarket/limitCandle:' + marketId + '_' + timeframeId;
const messageHash = 'ohlcv::' + symbol + '_' + timeframe;
const ohlcv = await this.subscribe(url, messageHash, topic, undefined, params);
if (this.newUpdates) {
limit = ohlcv.getLimit(symbol, limit);
}
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
}
handleOHLCV(client, message) {
//
// {
// "topic":"/contractMarket/limitCandle:LTCUSDTM_1min",
// "type":"message",
// "data":{
// "symbol":"LTCUSDTM",
// "candles":[
// "1715470980",
// "81.38",
// "81.38",
// "81.38",
// "81.38",
// "61.0",
// "61"
// ],
// "time":1715470994801
// },
// "subject":"candle.stick"
// }
//
const topic = this.safeString(message, 'topic');
const parts = topic.split('_');
const timeframeId = this.safeString(parts, 1);
const data = this.safeDict(message, 'data');
const timeframes = this.safeDict(this.options, 'timeframes');
const timeframe = this.findTimeframe(timeframeId, timeframes);
const marketId = this.safeString(data, 'symbol');
const symbol = this.safeSymbol(marketId);
const messageHash = 'ohlcv::' + symbol + '_' + timeframe;
const ohlcv = this.safeList(data, 'candles');
const parsed = [
this.safeInteger(ohlcv, 0),
this.safeNumber(ohlcv, 1),
this.safeNumber(ohlcv, 2),
this.safeNumber(ohlcv, 3),
this.safeNumber(ohlcv, 4),
this.safeNumber(ohlcv, 6), // Note value 5 is incorrect and will be fixed in subsequent versions of kucoin
];
this.ohlcvs[symbol] = this.safeDict(this.ohlcvs, symbol, {});
if (!(timeframe in this.ohlcvs[symbol])) {
const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
this.ohlcvs[symbol][timeframe] = new Cache.ArrayCacheByTimestamp(limit);
}
const stored = this.ohlcvs[symbol][timeframe];
stored.append(parsed);
client.resolve(stored, messageHash);
}
/**
* @method
* @name kucoinfutures#watchOrderBook
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* 1. After receiving the websocket Level 2 data flow, cache the data.
* 2. Initiate a REST request to get the snapshot data of Level 2 order book.
* 3. Playback the cached Level 2 data flow.
* 4. Apply the new Level 2 data flow to the local snapshot to ensure that the sequence of the new Level 2 update lines up with the sequence of the previous Level 2 data. Discard all the message prior to that sequence, and then playback the change to snapshot.
* 5. Update the level2 full data based on sequence according to the size. If the price is 0, ignore the messages and update the sequence. If the size=0, update the sequence and remove the price of which the size is 0 out of level 2. For other cases, please update the price.
* 6. If the sequence of the newly pushed message does not line up to the sequence of the last message, you could pull through REST Level 2 message request to get the updated messages. Please note that the difference between the start and end parameters cannot exceed 500.
* @see https://docs.kucoin.com/futures/#level-2-market-data
* @param {string} symbol unified symbol of the market to fetch the order book for
* @param {int} [limit] the maximum amount of order book entries to return
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
*/
async watchOrderBook(symbol, limit = undefined, params = {}) {
return await this.watchOrderBookForSymbols([symbol], limit, params);
}
/**
* @method
* @name kucoinfutures#watchOrderBookForSymbols
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://docs.kucoin.com/futures/#level-2-market-data
* @param {string[]} symbols unified array of symbols
* @param {int} [limit] the maximum amount of order book entries to return
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
*/
async watchOrderBookForSymbols(symbols, limit = undefined, params = {}) {
const symbolsLength = symbols.length;
if (symbolsLength === 0) {
throw new errors.ArgumentsRequired(this.id + ' watchOrderBookForSymbols() requires a non-empty array of symbols');
}
if (limit !== undefined) {
if ((limit !== 20) && (limit !== 100)) {
throw new errors.ExchangeError(this.id + " watchOrderBook 'limit' argument must be undefined, 20 or 100");
}
}
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const marketIds = this.marketIds(symbols);
const url = await this.negotiate(false);
const topic = '/contractMarket/level2:' + marketIds.join(',');
const subscriptionArgs = {
'limit': limit,
};
const subscriptionHashes = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const marketId = marketIds[i];
messageHashes.push('orderbook:' + symbol);
subscriptionHashes.push('/contractMarket/level2:' + marketId);
}
const orderbook = await this.subscribeMultiple(url, messageHashes, topic, subscriptionHashes, subscriptionArgs, params);
return orderbook.limit();
}
/**
* @method
* @name kucoinfutures#unWatchOrderBook
* @description unWatches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://docs.kucoin.com/futures/#level-2-market-data
* @param {string} symbol unified symbol of the market to fetch the order book for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
*/
async unWatchOrderBook(symbol, params = {}) {
return await this.unWatchOrderBookForSymbols([symbol], params);
}
/**
* @method
* @name kucoinfutures#unWatchOrderBookForSymbols
* @description unWatches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @param {string[]} symbols unified array of symbols
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
*/
async unWatchOrderBookForSymbols(symbols, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const marketIds = this.marketIds(symbols);
const url = await this.negotiate(false);
const topic = '/contractMarket/level2:' + marketIds.join(',');
const subscriptionHashes = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
messageHashes.push('unsubscribe:orderbook:' + symbol);
subscriptionHashes.push('orderbook:' + symbol);
}
const subscription = {
'messageHashes': messageHashes,
'symbols': symbols,
'unsubscribe': true,
'topic': 'orderbook',
'subMessageHashes': subscriptionHashes,
};
return await this.unSubscribeMultiple(url, messageHashes, topic, messageHashes, params, subscription);
}
handleDelta(orderbook, delta) {
orderbook['nonce'] = this.safeInteger(delta, 'sequence');
const timestamp = this.safeInteger(delta, 'timestamp');
orderbook['timestamp'] = timestamp;
orderbook['datetime'] = this.iso8601(timestamp);
const change = this.safeValue(delta, 'change', {});
const splitChange = change.split(',');
const price = this.safeNumber(splitChange, 0);
const side = this.safeString(splitChange, 1);
const quantity = this.safeNumber(splitChange, 2);
const type = (side === 'buy') ? 'bids' : 'asks';
const value = [price, quantity];
if (type === 'bids') {
const storedBids = orderbook['bids'];
storedBids.storeArray(value);
}
else {
const storedAsks = orderbook['asks'];
storedAsks.storeArray(value);
}
}
handleDeltas(bookside, deltas) {
for (let i = 0; i < deltas.length; i++) {
this.handleDelta(bookside, deltas[i]);
}
}
handleOrderBook(client, message) {
//
// initial snapshot is fetched with ccxt's fetchOrderBook
// the feed does not include a snapshot, just the deltas
//
// {
// "type": "message",
// "topic": "/contractMarket/level2:ADAUSDTM",
// "subject": "level2",
// "data": {
// "sequence": 1668059586457,
// "change": "0.34172,sell,456", // type, side, quantity
// "timestamp": 1668573023223
// }
// }
//
const data = this.safeValue(message, 'data');
const topic = this.safeString(message, 'topic');
const topicParts = topic.split(':');
const marketId = this.safeString(topicParts, 1);
const symbol = this.safeSymbol(marketId, undefined, '-');
const messageHash = 'orderbook:' + symbol;
if (!(symbol in this.orderbooks)) {
const subscriptionArgs = this.safeDict(client.subscriptions, topic, {});
const limit = this.safeInteger(subscriptionArgs, 'limit');
this.orderbooks[symbol] = this.orderBook({}, limit);
}
const storedOrderBook = this.orderbooks[symbol];
const nonce = this.safeInteger(storedOrderBook, 'nonce');
const deltaEnd = this.safeInteger(data, 'sequence');
if (nonce === undefined) {
const cacheLength = storedOrderBook.cache.length;
const topicPartsNew = topic.split(':');
const topicSymbol = this.safeString(topicPartsNew, 1);
const topicChannel = this.safeString(topicPartsNew, 0);
const subscriptions = Object.keys(client.subscriptions);
let subscription = undefined;
for (let i = 0; i < subscriptions.length; i++) {
const key = subscriptions[i];
if ((key.indexOf(topicSymbol) >= 0) && (key.indexOf(topicChannel) >= 0)) {
subscription = client.subscriptions[key];
break;
}
}
const limit = this.safeInteger(subscription, 'limit');
const snapshotDelay = this.handleOption('watchOrderBook', 'snapshotDelay', 5);
if (cacheLength === snapshotDelay) {
this.spawn(this.loadOrderBook, client, messageHash, symbol, limit, {});
}
storedOrderBook.cache.push(data);
return;
}
else if (nonce >= deltaEnd) {
return;
}
this.handleDelta(storedOrderBook, data);
client.resolve(storedOrderBook, messageHash);
}
getCacheIndex(orderbook, cache) {
const firstDelta = this.safeValue(cache, 0);
const nonce = this.safeInteger(orderbook, 'nonce');
const firstDeltaStart = this.safeInteger(firstDelta, 'sequence');
if (nonce < firstDeltaStart - 1) {
return -1;
}
for (let i = 0; i < cache.length; i++) {
const delta = cache[i];
const deltaStart = this.safeInteger(delta, 'sequence');
if (nonce < deltaStart - 1) {
return i;
}
}
return cache.length;
}
handleSystemStatus(client, message) {
//
// todo: answer the question whether handleSystemStatus should be renamed
// and unified as handleStatus for any usage pattern that
// involves system status and maintenance updates
//
// {
// "id": "1578090234088", // connectId
// "type": "welcome",
// }
//
return message;
}
/**
* @method
* @name kucoinfutures#watchOrders
* @description watches information on multiple orders made by the user
* @see https://docs.kucoin.com/futures/#trade-orders-according-to-the-market
* @param {string} symbol unified market symbol of the market orders were made in
* @param {int} [since] the earliest time in ms to fetch orders for
* @param {int} [limit] the maximum number of order structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const url = await this.negotiate(true);
const topic = '/contractMarket/tradeOrders';
const request = {
'privateChannel': true,
};
let messageHash = 'orders';
if (symbol !== undefined) {
const market = this.market(symbol);
symbol = market['symbol'];
messageHash = messageHash + ':' + symbol;
}
const orders = await this.subscribe(url, messageHash, topic, undefined, this.extend(request, params));
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
}
parseWsOrderStatus(status) {
const statuses = {
'open': 'open',
'filled': 'closed',
'match': 'open',
'update': 'open',
'canceled': 'canceled',
};
return this.safeString(statuses, status, status);
}
parseWsOrder(order, market = undefined) {
//
// "symbol": "XCAD-USDT",
// {
// "orderType": "limit",
// "side": "buy",
// "orderId": "6249167327218b000135e749",
// "type": "canceled",
// "orderTime": 1648957043065280224,
// "size": "100.452",
// "filledSize": "0",
// "price": "2.9635",
// "clientOid": "buy-XCAD-USDT-1648957043010159",
// "remainSize": "0",
// "status": "done",
// "ts": 1648957054031001037
// }
//
const id = this.safeString(order, 'orderId');
const clientOrderId = this.safeString(order, 'clientOid');
const orderType = this.safeStringLower(order, 'orderType');
const price = this.safeString(order, 'price');
const filled = this.safeString(order, 'filledSize');
const amount = this.safeString(order, 'size');
const rawType = this.safeString(order, 'type');
const status = this.parseWsOrderStatus(rawType);
const timestamp = this.safeIntegerProduct(order, 'orderTime', 0.000001);
const marketId = this.safeString(order, 'symbol');
market = this.safeMarket(marketId, market);
const symbol = market['symbol'];
const side = this.safeStringLower(order, 'side');
return this.safeOrder({
'info': order,
'symbol': symbol,
'id': id,
'clientOrderId': clientOrderId,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'lastTradeTimestamp': undefined,
'type': orderType,
'timeInForce': undefined,
'postOnly': undefined,
'side': side,
'price': price,
'stopPrice': undefined,
'amount': amount,
'cost': undefined,
'average': undefined,
'filled': filled,
'remaining': undefined,
'status': status,
'fee': undefined,
'trades': undefined,
}, market);
}
handleOrder(client, message) {
const messageHash = 'orders';
const data = this.safeValue(message, 'data');
const parsed = this.parseWsOrder(data);
const symbol = this.safeString(parsed, 'symbol');
const orderId = this.safeString(parsed, 'id');
if (symbol !== undefined) {
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
this.orders = new Cache.ArrayCacheBySymbolById(limit);
}
const cachedOrders = this.orders;
const orders = this.safeValue(cachedOrders.hashmap, symbol, {});
const order = this.safeValue(orders, orderId);
if (order !== undefined) {
// todo add others to calculate average etc
const stopPrice = this.safeValue(order, 'stopPrice');
if (stopPrice !== undefined) {
parsed['stopPrice'] = stopPrice;
}
if (order['status'] === 'closed') {
parsed['status'] = 'closed';
}
}
cachedOrders.append(parsed);
client.resolve(this.orders, messageHash);
const symbolSpecificMessageHash = messageHash + ':' + symbol;
client.resolve(this.orders, symbolSpecificMessageHash);
}
}
/**
* @method
* @name kucoinfutures#watchBalance
* @description watch balance and get the amount of funds available for trading or funds locked in orders
* @see https://docs.kucoin.com/futures/#account-balance-events
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
*/
async watchBalance(params = {}) {
await this.loadMarkets();
const url = await this.negotiate(true);
const topic = '/contractAccount/wallet';
const request = {
'privateChannel': true,
};
const subscription = {
'method': this.handleBalanceSubscription,
};
const messageHash = 'balance';
return await this.subscribe(url, messageHash, topic, subscription, this.extend(request, params));
}
handleBalance(client, message) {
//
// {
// "id": "6375553193027a0001f6566f",
// "type": "message",
// "topic": "/contractAccount/wallet",
// "userId": "613a896885d8660006151f01",
// "channelType": "private",
// "subject": "availableBalance.change",
// "data": {
// "currency": "USDT",
// "holdBalance": "0.0000000000",
// "availableBalance": "14.0350281903",
// "timestamp": "1668633905657"
// }
// }
//
const data = this.safeValue(message, 'data', {});
this.balance['info'] = data;
const currencyId = this.safeString(data, 'currency');
const code = this.safeCurrencyCode(currencyId);
const account = this.account();
account['free'] = this.safeString(data, 'availableBalance');
account['used'] = this.safeString(data, 'holdBalance');
this.balance[code] = account;
this.balance = this.safeBalance(this.balance);
client.resolve(this.balance, 'balance');
}
handleBalanceSubscription(client, message, subscription) {
this.spawn(this.fetchBalanceSnapshot, client, message);
}
async fetchBalanceSnapshot(client, message) {
await this.loadMarkets();
this.checkRequiredCredentials();
const messageHash = 'balance';
const selectedType = this.safeString2(this.options, 'watchBalance', 'defaultType', 'swap'); // spot, margin, main, funding, future, mining, trade, contract, pool
const params = {
'type': selectedType,
};
const snapshot = await this.fetchBalance(params);
//
// {
// "info": {
// "code": "200000",
// "data": {
// "accountEquity": 0.0350281903,
// "unrealisedPNL": 0,
// "marginBalance": 0.0350281903,
// "positionMargin": 0,
// "orderMargin": 0,
// "frozenFunds": 0,
// "availableBalance": 0.0350281903,
// "currency": "USDT"
// }
// },
// "timestamp": undefined,
// "datetime": undefined,
// "USDT": {
// "free": 0.0350281903,
// "used": 0,
// "total": 0.0350281903
// },
// "free": {
// "USDT": 0.0350281903
// },
// "used": {
// "USDT": 0
// },
// "total": {
// "USDT": 0.0350281903
// }
// }
//
const keys = Object.keys(snapshot);
for (let i = 0; i < keys.length; i++) {
const code = keys[i];
if (code !== 'free' && code !== 'used' && code !== 'total' && code !== 'timestamp' && code !== 'datetime' && code !== 'info') {
this.balance[code] = snapshot[code];
}
}
this.balance['info'] = this.safeValue(snapshot, 'info', {});
client.resolve(this.balance, messageHash);
}
handleSubject(client, message) {
//
// {
// "type": "message",
// "topic": "/contractMarket/level2:ADAUSDTM",
// "subject": "level2",
// "data": {
// "sequence": 1668059586457,
// "change": "0.34172,sell,456", // type, side, quantity
// "timestamp": 1668573023223
// }
// }
//
const subject = this.safeString(message, 'subject');
const methods = {
'level2': this.handleOrderBook,
'ticker': this.handleTicker,
'candle.stick': this.handleOHLCV,
'tickerV2': this.handleBidAsk,
'availableBalance.change': this.handleBalance,
'match': this.handleTrade,
'orderChange': this.handleOrder,
'orderUpdated': this.handleOrder,
'position.change': this.handlePosition,
'position.settlement': this.handlePosition,
'position.adjustRiskLimit': this.handlePosition,
};
const method = this.safeValue(methods, subject);
if (method !== undefined) {
method.call(this, client, message);
}
}
getMessageHash(elementName, symbol = undefined) {
// elementName can be 'ticker', 'bidask', ...
if (symbol !== undefined) {
return elementName + '@' + symbol;
}
else {
return elementName + 's@all';
}
}
ping(client) {
// kucoin does not support built-in ws protocol-level ping-pong
// instead it requires a custom json-based text ping-pong
// https://docs.kucoin.com/#ping
const id = this.requestId().toString();
return {
'id': id,
'type': 'ping',
};
}
handlePong(client, message) {
// https://docs.kucoin.com/#ping
client.lastPong = this.milliseconds();
return message;
}
handleErrorMessage(client, message) {
//
// {
// "id": "64d8732c856851144bded10d",
// "type": "error",
// "code": 401,
// "data": "token is expired"
// }
//
const data = this.safeString(message, 'data', '');
if (data === 'token is expired') {
let type = 'public';
if (client.url.indexOf('connectId=private') >= 0) {
type = 'private';
}
this.options['urls'][type] = undefined;
}
this.handleErrors(undefined, undefined, client.url, undefined, undefined, data, message, undefined, undefined);
}
handleSubscriptionStatus(client, message) {
//
// {
// "id": "1578090438322",
// "type": "ack"
// }
//
const id = this.safeString(message, 'id');
if (!(id in client.subscriptions)) {
return;
}
const subscriptionHash = this.safeString(client.subscriptions, id);
const subscription = this.safeValue(client.subscriptions, subscriptionHash);
delete client.subscriptions[id];
const method = this.safeValue(subscription, 'method');
if (method !== undefined) {
method.call(this, client, message, subscription);
}
const isUnSub = this.safeBool(subscription, 'unsubscribe', false);
if (isUnSub) {
const messageHashes = this.safeList(subscription, 'messageHashes', []);
const subMessageHashes = this.safeList(subscription, 'subMessageHashes', []);
for (let i = 0; i < messageHashes.length; i++) {
const messageHash = messageHashes[i];
const subHash = subMessageHashes[i];
this.cleanUnsubscription(client, subHash, messageHash);
}
this.cleanCache(subscription);
}
}
handleMessage(client, message) {
const type = this.safeString(message, 'type');
const methods = {
// 'heartbeat': this.handleHeartbeat,
'welcome': this.handleSystemStatus,
'message': this.handleSubject,
'pong': this.handlePong,
'error': this.handleErrorMessage,
'ack': this.handleSubscriptionStatus,
};
const method = this.safeValue(methods, type);
if (method !== undefined) {
method.call(this, client, message);
}
}
}
module.exports = kucoinfutures;