astro-perp-ccxt-dev
Version:
1,112 lines • 50.7 kB
JavaScript
'use strict';
var oxfun$1 = require('../oxfun.js');
var errors = require('../base/errors.js');
var sha256 = require('../static_dependencies/noble-hashes/sha256.js');
var Cache = require('../base/ws/Cache.js');
// ----------------------------------------------------------------------------
// ---------------------------------------------------------------------------
class oxfun extends oxfun$1 {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'watchTrades': true,
'watchTradesForSymbols': true,
'watchOrderBook': true,
'watchOrderBookForSymbols': true,
'watchOHLCV': true,
'watchOHLCVForSymbols': true,
'watchOrders': true,
'watchMyTrades': false,
'watchTicker': true,
'watchTickers': true,
'watchBidsAsks': true,
'watchBalance': true,
'createOrderWs': true,
'editOrderWs': true,
'cancelOrderWs': true,
'cancelOrdersWs': true,
},
'urls': {
'api': {
'ws': 'wss://api.ox.fun/v2/websocket',
'test': 'wss://stgapi.ox.fun/v2/websocket',
},
},
'options': {
'timeframes': {
'1m': '60s',
'3m': '180s',
'5m': '300s',
'15m': '900s',
'30m': '1800s',
'1h': '3600s',
'2h': '7200s',
'4h': '14400s',
'6h': '21600s',
'12h': '43200s',
'1d': '86400s',
},
'watchOrderBook': {
'channel': 'depth', // depth, depthL5, depthL10, depthL25
},
},
'streaming': {
'ping': this.ping,
'keepAlive': 50000,
},
});
}
async subscribeMultiple(messageHashes, argsArray, params = {}) {
const url = this.urls['api']['ws'];
const request = {
'op': 'subscribe',
'args': argsArray,
};
return await this.watchMultiple(url, messageHashes, this.extend(request, params), messageHashes);
}
/**
* @method
* @name oxfun#watchTrades
* @description watches information on multiple trades made in a market
* @see https://docs.ox.fun/?json#trade
* @param {string} symbol unified market symbol of the market trades were made in
* @param {int} [since] the earliest time in ms to fetch orders for
* @param {int} [limit] the maximum number of trade structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {int|string} [params.tag] If given it will be echoed in the reply and the max size of tag is 32
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure}
*/
async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
return await this.watchTradesForSymbols([symbol], since, limit, params);
}
/**
* @method
* @name oxfun#watchTradesForSymbols
* @description get the list of most recent trades for a particular symbol
* @see https://docs.ox.fun/?json#trade
* @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
* @param {int|string} [params.tag] If given it will be echoed in the reply and the max size of tag is 32
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
*/
async watchTradesForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false);
const args = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const messageHash = 'trades' + ':' + symbol;
messageHashes.push(messageHash);
const marketId = this.marketId(symbol);
const arg = 'trade:' + marketId;
args.push(arg);
}
const trades = await this.subscribeMultiple(messageHashes, args, params);
if (this.newUpdates) {
const first = this.safeDict(trades, 0, {});
const tradeSymbol = this.safeString(first, 'symbol');
limit = trades.getLimit(tradeSymbol, limit);
}
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
}
handleTrades(client, message) {
//
// {
// table: 'trade',
// data: [
// {
// side: 'SELL',
// quantity: '0.074',
// matchType: 'TAKER',
// price: '3079.5',
// marketCode: 'ETH-USD-SWAP-LIN',
// tradeId: '400017157974517783',
// timestamp: '1716124156643'
// }
// ]
// }
//
const data = this.safeList(message, 'data', []);
for (let i = 0; i < data.length; i++) {
const trade = this.safeDict(data, i, {});
const parsedTrade = this.parseWsTrade(trade);
const symbol = this.safeString(parsedTrade, 'symbol');
const messageHash = 'trades:' + symbol;
if (!(symbol in this.trades)) {
const tradesLimit = this.safeInteger(this.options, 'tradesLimit', 1000);
this.trades[symbol] = new Cache.ArrayCache(tradesLimit);
}
const stored = this.trades[symbol];
stored.append(parsedTrade);
client.resolve(stored, messageHash);
}
}
parseWsTrade(trade, market = undefined) {
//
// {
// side: 'SELL',
// quantity: '0.074',
// matchType: 'TAKER',
// price: '3079.5',
// marketCode: 'ETH-USD-SWAP-LIN',
// tradeId: '400017157974517783',
// timestamp: '1716124156643'
// }
//
const marketId = this.safeString(trade, 'marketCode');
market = this.safeMarket(marketId, market);
const timestamp = this.safeInteger(trade, 'timestamp');
return this.safeTrade({
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': market['symbol'],
'id': this.safeString(trade, 'tradeId'),
'order': undefined,
'type': undefined,
'takerOrMaker': this.safeStringLower(trade, 'matchType'),
'side': this.safeStringLower(trade, 'side'),
'price': this.safeNumber(trade, 'price'),
'amount': this.safeNumber(trade, 'quantity'),
'cost': undefined,
'fee': undefined,
});
}
/**
* @method
* @name oxfun#watchOHLCV
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://docs.ox.fun/?json#candles
* @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
* @param {int|string} [params.tag] If given it will be echoed in the reply and the max size of tag is 32
* @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();
const market = this.market(symbol);
const timeframes = this.safeDict(this.options, 'timeframes', {});
const interval = this.safeString(timeframes, timeframe, timeframe);
const args = 'candles' + interval + ':' + market['id'];
const messageHash = 'ohlcv:' + symbol + ':' + timeframe;
const url = this.urls['api']['ws'];
const request = {
'op': 'subscribe',
'args': [args],
};
const ohlcvs = await this.watch(url, messageHash, this.extend(request, params), messageHash);
if (this.newUpdates) {
limit = ohlcvs.getLimit(symbol, limit);
}
return this.filterBySinceLimit(ohlcvs, since, limit, 0, true);
}
/**
* @method
* @name oxfun#watchOHLCVForSymbols
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://docs.ox.fun/?json#candles
* @param {string[][]} symbolsAndTimeframes array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/USDT', '1m'], ['LTC/USDT', '5m']]
* @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
* @param {int|string} [params.tag] If given it will be echoed in the reply and the max size of tag is 32
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async watchOHLCVForSymbols(symbolsAndTimeframes, since = undefined, limit = undefined, params = {}) {
const symbolsLength = symbolsAndTimeframes.length;
if (symbolsLength === 0 || !Array.isArray(symbolsAndTimeframes[0])) {
throw new errors.ArgumentsRequired(this.id + " watchOHLCVForSymbols() requires a an array of symbols and timeframes, like [['BTC/USDT:OX', '1m'], ['OX/USDT', '5m']]");
}
await this.loadMarkets();
const args = [];
const messageHashes = [];
const timeframes = this.safeDict(this.options, 'timeframes', {});
for (let i = 0; i < symbolsAndTimeframes.length; i++) {
const symbolAndTimeframe = symbolsAndTimeframes[i];
const sym = symbolAndTimeframe[0];
const tf = symbolAndTimeframe[1];
const marketId = this.marketId(sym);
const interval = this.safeString(timeframes, tf, tf);
const arg = 'candles' + interval + ':' + marketId;
args.push(arg);
const messageHash = 'multi:ohlcv:' + sym + ':' + tf;
messageHashes.push(messageHash);
}
const [symbol, timeframe, candles] = await this.subscribeMultiple(messageHashes, args, params);
if (this.newUpdates) {
limit = candles.getLimit(symbol, limit);
}
const filtered = this.filterBySinceLimit(candles, since, limit, 0, true);
return this.createOHLCVObject(symbol, timeframe, filtered);
}
handleOHLCV(client, message) {
//
// {
// "table": "candles60s",
// "data": [
// {
// "marketCode": "BTC-USD-SWAP-LIN",
// "candle": [
// "1594313762698", //timestamp
// "9633.1", //open
// "9693.9", //high
// "9238.1", //low
// "9630.2", //close
// "45247", //volume in OX
// "5.3" //volume in Contracts
// ]
// }
// ]
// }
//
const table = this.safeString(message, 'table');
const parts = table.split('candles');
const timeframeId = this.safeString(parts, 1, '');
const timeframe = this.findTimeframe(timeframeId);
const messageData = this.safeList(message, 'data', []);
const data = this.safeDict(messageData, 0, {});
const marketId = this.safeString(data, 'marketCode');
const market = this.safeMarket(marketId);
const symbol = this.safeSymbol(marketId, market);
if (!(symbol in this.ohlcvs)) {
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 candle = this.safeList(data, 'candle', []);
const parsed = this.parseWsOHLCV(candle, market);
const stored = this.ohlcvs[symbol][timeframe];
stored.append(parsed);
const messageHash = 'ohlcv:' + symbol + ':' + timeframe;
client.resolve(stored, messageHash);
// for multiOHLCV we need special object, as opposed to other "multi"
// methods, because OHLCV response item does not contain symbol
// or timeframe, thus otherwise it would be unrecognizable
const messageHashForMulti = 'multi:' + messageHash;
client.resolve([symbol, timeframe, stored], messageHashForMulti);
}
parseWsOHLCV(ohlcv, market = undefined) {
//
// [
// "1594313762698", //timestamp
// "9633.1", //open
// "9693.9", //high
// "9238.1", //low
// "9630.2", //close
// "45247", //volume in OX
// "5.3" //volume in Contracts
// ]
//
return [
this.safeInteger(ohlcv, 0),
this.safeNumber(ohlcv, 1),
this.safeNumber(ohlcv, 2),
this.safeNumber(ohlcv, 3),
this.safeNumber(ohlcv, 4),
this.safeNumber(ohlcv, 6),
];
}
/**
* @method
* @name oxfun#watchOrderBook
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://docs.ox.fun/?json#fixed-size-order-book
* @see https://docs.ox.fun/?json#full-order-book
* @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 oxfun#watchOrderBookForSymbols
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://docs.ox.fun/?json#fixed-size-order-book
* @see https://docs.ox.fun/?json#full-order-book
* @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
* @param {int|string} [params.tag] If given it will be echoed in the reply and the max size of tag is 32
* @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 = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
let channel = 'depth';
const options = this.safeDict(this.options, 'watchOrderBook', {});
const defaultChannel = this.safeString(options, 'channel');
if (defaultChannel !== undefined) {
channel = defaultChannel;
}
else if (limit !== undefined) {
if (limit <= 5) {
channel = 'depthL5';
}
else if (limit <= 10) {
channel = 'depthL10';
}
else if (limit <= 25) {
channel = 'depthL25';
}
}
const args = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const messageHash = 'orderbook:' + symbol;
messageHashes.push(messageHash);
const marketId = this.marketId(symbol);
const arg = channel + ':' + marketId;
args.push(arg);
}
const orderbook = await this.subscribeMultiple(messageHashes, args, params);
return orderbook.limit();
}
handleOrderBook(client, message) {
//
// {
// "table": "depth",
// "data": {
// "seqNum": "100170478917895032",
// "asks": [
// [ 0.01, 100500 ],
// ...
// ],
// "bids": [
// [ 69.69696, 69 ],
// ...
// ],
// "checksum": 261021645,
// "marketCode": "OX-USDT",
// "timestamp": 1716204786184
// },
// "action": "partial"
// }
//
const data = this.safeDict(message, 'data', {});
const marketId = this.safeString(data, 'marketCode');
const symbol = this.safeSymbol(marketId);
const timestamp = this.safeInteger(data, 'timestamp');
const messageHash = 'orderbook:' + symbol;
if (!(symbol in this.orderbooks)) {
this.orderbooks[symbol] = this.orderBook({});
}
const orderbook = this.orderbooks[symbol];
const snapshot = this.parseOrderBook(data, symbol, timestamp, 'asks', 'bids');
orderbook.reset(snapshot);
orderbook['nonce'] = this.safeInteger(data, 'seqNum');
this.orderbooks[symbol] = orderbook;
client.resolve(orderbook, messageHash);
}
/**
* @method
* @name oxfun#watchTicker
* @see https://docs.ox.fun/?json#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 exchange API endpoint
* @param {int|string} [params.tag] If given it will be echoed in the reply and the max size of tag is 32
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchTicker(symbol, params = {}) {
const ticker = await this.watchTickers([symbol], params);
return this.safeValue(ticker, symbol);
}
/**
* @method
* @name oxfun#watchTickers
* @see https://docs.ox.fun/?json#ticker
* @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
* @param {int|string} [params.tag] If given it will be echoed in the reply and the max size of tag is 32
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchTickers(symbols = undefined, params = {}) {
await this.loadMarkets();
const allSymbols = (symbols === undefined);
let sym = symbols;
const args = [];
if (allSymbols) {
sym = this.symbols;
args.push('ticker:all');
}
const messageHashes = [];
for (let i = 0; i < sym.length; i++) {
const symbol = sym[i];
const messageHash = 'tickers' + ':' + symbol;
messageHashes.push(messageHash);
const marketId = this.marketId(symbol);
if (!allSymbols) {
args.push('ticker:' + marketId);
}
}
const newTicker = await this.subscribeMultiple(messageHashes, args, params);
if (this.newUpdates) {
const result = {};
result[newTicker['symbol']] = newTicker;
return result;
}
return this.filterByArray(this.tickers, 'symbol', symbols);
}
handleTicker(client, message) {
//
// {
// "table": "ticker",
// "data": [
// {
// "last": "3088.6",
// "open24h": "3087.2",
// "high24h": "3142.0",
// "low24h": "3053.9",
// "volume24h": "450512672.1800",
// "currencyVolume24h": "1458.579",
// "openInterest": "3786.801",
// "marketCode": "ETH-USD-SWAP-LIN",
// "timestamp": "1716212747050",
// "lastQty": "0.813",
// "markPrice": "3088.6",
// "lastMarkPrice": "3088.6",
// "indexPrice": "3086.5"
// },
// ...
// ]
// }
//
const data = this.safeList(message, 'data', []);
for (let i = 0; i < data.length; i++) {
const rawTicker = this.safeDict(data, i, {});
const ticker = this.parseTicker(rawTicker);
const symbol = ticker['symbol'];
const messageHash = 'tickers:' + symbol;
this.tickers[symbol] = ticker;
client.resolve(ticker, messageHash);
}
}
/**
* @method
* @name oxfun#watchBidsAsks
* @see https://docs.ox.fun/?json#best-bid-ask
* @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 = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false);
const messageHashes = [];
const args = [];
for (let i = 0; i < symbols.length; i++) {
const market = this.market(symbols[i]);
args.push('bestBidAsk:' + market['id']);
messageHashes.push('bidask:' + market['symbol']);
}
const newTickers = await this.subscribeMultiple(messageHashes, args, params);
if (this.newUpdates) {
const tickers = {};
tickers[newTickers['symbol']] = newTickers;
return tickers;
}
return this.filterByArray(this.bidsasks, 'symbol', symbols);
}
handleBidAsk(client, message) {
//
// {
// "table": "bestBidAsk",
// "data": {
// "ask": [
// 19045.0,
// 1.0
// ],
// "checksum": 3790706311,
// "marketCode": "BTC-USD-SWAP-LIN",
// "bid": [
// 19015.0,
// 1.0
// ],
// "timestamp": "1665456882928"
// }
// }
//
const data = this.safeDict(message, 'data', {});
const parsedTicker = this.parseWsBidAsk(data);
const symbol = parsedTicker['symbol'];
this.bidsasks[symbol] = parsedTicker;
const messageHash = 'bidask:' + symbol;
client.resolve(parsedTicker, messageHash);
}
parseWsBidAsk(ticker, market = undefined) {
const marketId = this.safeString(ticker, 'marketCode');
market = this.safeMarket(marketId, market);
const symbol = this.safeString(market, 'symbol');
const timestamp = this.safeInteger(ticker, 'timestamp');
const ask = this.safeList(ticker, 'ask', []);
const bid = this.safeList(ticker, 'bid', []);
return this.safeTicker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'ask': this.safeNumber(ask, 0),
'askVolume': this.safeNumber(ask, 1),
'bid': this.safeNumber(bid, 0),
'bidVolume': this.safeNumber(bid, 1),
'info': ticker,
}, market);
}
/**
* @method
* @name oxfun#watchBalance
* @see https://docs.ox.fun/?json#balance-channel
* @description watch balance and get the amount of funds available for trading or funds locked in orders
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {int|string} [params.tag] If given it will be echoed in the reply and the max size of tag is 32
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
*/
async watchBalance(params = {}) {
await this.loadMarkets();
this.authenticate();
const args = 'balance:all';
const messageHash = 'balance';
const url = this.urls['api']['ws'];
const request = {
'op': 'subscribe',
'args': [args],
};
return await this.watch(url, messageHash, this.extend(request, params), messageHash);
}
handleBalance(client, message) {
//
// {
// "table": "balance",
// "accountId": "106464",
// "timestamp": "1716549132780",
// "tradeType": "PORTFOLIO",
// "data": [
// {
// "instrumentId": "xOX",
// "total": "23.375591220",
// "available": "23.375591220",
// "reserved": "0",
// "quantityLastUpdated": "1716509744262",
// "locked": "0"
// },
// ...
// ]
// }
//
const balances = this.safeList(message, 'data');
const timestamp = this.safeInteger(message, 'timestamp');
this.balance['info'] = message;
this.balance['timestamp'] = timestamp;
this.balance['datetime'] = this.iso8601(timestamp);
for (let i = 0; i < balances.length; i++) {
const balance = this.safeDict(balances, i, {});
const currencyId = this.safeString(balance, 'instrumentId');
const code = this.safeCurrencyCode(currencyId);
if (!(code in this.balance)) {
this.balance[code] = this.account();
}
const account = this.balance[code];
account['total'] = this.safeString(balance, 'total');
account['used'] = this.safeString(balance, 'reserved');
account['free'] = this.safeString(balance, 'available');
this.balance[code] = account;
}
this.balance = this.safeBalance(this.balance);
client.resolve(this.balance, 'balance');
}
/**
* @method
* @name oxfun#watchPositions
* @see https://docs.ox.fun/?json#position-channel
* @description watch all open positions
* @param {string[]|undefined} symbols list of unified market symbols
* @param since
* @param limit
* @param {object} params extra parameters specific to the exchange API endpoint
* @param {int|string} [params.tag] If given it will be echoed in the reply and the max size of tag is 32
* @returns {object[]} a list of [position structure]{@link https://docs.ccxt.com/en/latest/manual.html#position-structure}
*/
async watchPositions(symbols = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
await this.authenticate();
const allSymbols = (symbols === undefined);
let sym = symbols;
const args = [];
if (allSymbols) {
sym = this.symbols;
args.push('position:all');
}
const messageHashes = [];
for (let i = 0; i < sym.length; i++) {
const symbol = sym[i];
const messageHash = 'positions' + ':' + symbol;
messageHashes.push(messageHash);
const marketId = this.marketId(symbol);
if (!allSymbols) {
args.push('position:' + marketId);
}
}
const newPositions = await this.subscribeMultiple(messageHashes, args, params);
if (this.newUpdates) {
return newPositions;
}
return this.filterBySymbolsSinceLimit(this.positions, symbols, since, limit, true);
}
handlePositions(client, message) {
//
// {
// "table": "position",
// "accountId": "106464",
// "timestamp": "1716550771582",
// "data": [
// {
// "instrumentId": "ETH-USD-SWAP-LIN",
// "quantity": "0.01",
// "lastUpdated": "1716550757299",
// "contractValCurrency": "ETH",
// "entryPrice": "3709.6",
// "positionPnl": "-5.000",
// "estLiquidationPrice": "743.4",
// "margin": "0",
// "leverage": "0"
// }
// ]
// }
//
if (this.positions === undefined) {
this.positions = new Cache.ArrayCacheBySymbolBySide();
}
const cache = this.positions;
const data = this.safeList(message, 'data', []);
for (let i = 0; i < data.length; i++) {
const rawPosition = this.safeDict(data, i, {});
const position = this.parseWsPosition(rawPosition);
const symbol = position['symbol'];
const messageHash = 'positions:' + symbol;
cache.append(position);
client.resolve(position, messageHash);
}
}
parseWsPosition(position, market = undefined) {
//
// {
// "instrumentId": "ETH-USD-SWAP-LIN",
// "quantity": "0.01",
// "lastUpdated": "1716550757299",
// "contractValCurrency": "ETH",
// "entryPrice": "3709.6",
// "positionPnl": "-5.000",
// "estLiquidationPrice": "743.4",
// "margin": "0", // Currently always reports 0
// "leverage": "0" // Currently always reports 0
// }
//
const marketId = this.safeString(position, 'instrumentId');
market = this.safeMarket(marketId, market);
return this.safePosition({
'info': position,
'id': undefined,
'symbol': market['symbol'],
'notional': undefined,
'marginMode': 'cross',
'liquidationPrice': this.safeNumber(position, 'estLiquidationPrice'),
'entryPrice': this.safeNumber(position, 'entryPrice'),
'unrealizedPnl': this.safeNumber(position, 'positionPnl'),
'realizedPnl': undefined,
'percentage': undefined,
'contracts': this.safeNumber(position, 'quantity'),
'contractSize': undefined,
'markPrice': undefined,
'lastPrice': undefined,
'side': undefined,
'hedged': undefined,
'timestamp': undefined,
'datetime': undefined,
'lastUpdateTimestamp': this.safeInteger(position, 'lastUpdated'),
'maintenanceMargin': undefined,
'maintenanceMarginPercentage': undefined,
'collateral': undefined,
'initialMargin': undefined,
'initialMarginPercentage': undefined,
'leverage': undefined,
'marginRatio': undefined,
'stopLossPrice': undefined,
'takeProfitPrice': undefined,
});
}
/**
* @method
* @name oxfun#watchOrders
* @description watches information on multiple orders made by the user
* @see https://docs.ox.fun/?json#order-channel
* @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
* @param {int|string} [params.tag] If given it will be echoed in the reply and the max size of tag is 32
* @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();
await this.authenticate();
let messageHash = 'orders';
let args = 'order:';
const market = this.safeMarket(symbol);
if (symbol === undefined) {
args += 'all';
}
else {
messageHash += ':' + symbol;
args += ':' + market['id'];
}
const request = {
'op': 'subscribe',
'args': [
args,
],
};
const url = this.urls['api']['ws'];
const orders = await this.watch(url, messageHash, request, messageHash);
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
}
handleOrders(client, message) {
//
// {
// "table": "order",
// "data": [
// {
// "accountId": "106464",
// "clientOrderId": "1716713676233",
// "orderId": "1000116921319",
// "price": "1000.0",
// "quantity": "0.01",
// "amount": "0.0",
// "side": "BUY",
// "status": "OPEN",
// "marketCode": "ETH-USD-SWAP-LIN",
// "timeInForce": "MAKER_ONLY",
// "timestamp": "1716713677834",
// "remainQuantity": "0.01",
// "limitPrice": "1000.0",
// "notice": "OrderOpened",
// "orderType": "LIMIT",
// "isTriggered": "false",
// "displayQuantity": "0.01"
// }
// ]
// }
//
const data = this.safeList(message, 'data', []);
let messageHash = 'orders';
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
this.orders = new Cache.ArrayCacheBySymbolById(limit);
}
const orders = this.orders;
for (let i = 0; i < data.length; i++) {
const order = this.safeDict(data, i, {});
const parsedOrder = this.parseOrder(order);
orders.append(parsedOrder);
messageHash += ':' + parsedOrder['symbol'];
client.resolve(this.orders, messageHash);
}
}
/**
* @method
* @name oxfun#createOrderWs
* @see https://docs.ox.fun/?json#order-commands
* @description create a trade order
* @param {string} symbol unified symbol of the market to create an order in
* @param {string} type 'market', 'limit', 'STOP_LIMIT' or 'STOP_MARKET'
* @param {string} side 'buy' or 'sell'
* @param {float} amount how much of currency you want to trade in units of base currency
* @param {float} [price] the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {int} [params.clientOrderId] a unique id for the order
* @param {int} [params.timestamp] in milliseconds. If an order reaches the matching engine and the current timestamp exceeds timestamp + recvWindow, then the order will be rejected.
* @param {int} [params.recvWindow] in milliseconds. If an order reaches the matching engine and the current timestamp exceeds timestamp + recvWindow, then the order will be rejected. If timestamp is provided without recvWindow, then a default recvWindow of 1000ms is used.
* @param {float} [params.cost] the quote quantity that can be used as an alternative for the amount for market buy orders
* @param {float} [params.triggerPrice] The price at which a trigger order is triggered at
* @param {float} [params.limitPrice] Limit price for the STOP_LIMIT order
* @param {bool} [params.postOnly] if true, the order will only be posted if it will be a maker order
* @param {string} [params.timeInForce] GTC (default), IOC, FOK, PO, MAKER_ONLY or MAKER_ONLY_REPRICE (reprices order to the best maker only price if the specified price were to lead to a taker trade)
* @param {string} [params.selfTradePreventionMode] NONE, EXPIRE_MAKER, EXPIRE_TAKER or EXPIRE_BOTH for more info check here {@link https://docs.ox.fun/?json#self-trade-prevention-modes}
* @param {string} [params.displayQuantity] for an iceberg order, pass both quantity and displayQuantity fields in the order request
* @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async createOrderWs(symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets();
await this.authenticate();
const messageHash = this.nonce().toString();
const request = {
'op': 'placeorder',
'tag': messageHash,
};
params = this.omit(params, 'tag');
const orderRequest = this.createOrderRequest(symbol, type, side, amount, price, params);
const timestamp = this.safeInteger(orderRequest, 'timestamp');
if (timestamp === undefined) {
orderRequest['timestamp'] = this.milliseconds();
}
request['data'] = orderRequest;
const url = this.urls['api']['ws'];
return await this.watch(url, messageHash, request, messageHash);
}
/**
* @method
* @name oxfun#editOrderWs
* @description edit a trade order
* @see https://docs.ox.fun/?json#modify-order
* @param {string} id order id
* @param {string} symbol unified symbol of the market to create an order in
* @param {string} type 'market' or 'limit'
* @param {string} side 'buy' or 'sell'
* @param {float} amount how much of the currency you want to trade in units of the base currency
* @param {float|undefined} [price] the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {int} [params.timestamp] in milliseconds. If an order reaches the matching engine and the current timestamp exceeds timestamp + recvWindow, then the order will be rejected.
* @param {int} [params.recvWindow] in milliseconds. If an order reaches the matching engine and the current timestamp exceeds timestamp + recvWindow, then the order will be rejected. If timestamp is provided without recvWindow, then a default recvWindow of 1000ms is used.
* @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async editOrderWs(id, symbol, type, side, amount = undefined, price = undefined, params = {}) {
await this.loadMarkets();
await this.authenticate();
const messageHash = this.nonce().toString();
const request = {
'op': 'modifyorder',
'tag': messageHash,
};
params = this.omit(params, 'tag');
let orderRequest = this.createOrderRequest(symbol, type, side, amount, price, params);
orderRequest = this.extend(orderRequest, { 'orderId': id });
const timestamp = this.safeInteger(orderRequest, 'timestamp');
if (timestamp === undefined) {
orderRequest['timestamp'] = this.milliseconds();
}
request['data'] = orderRequest;
const url = this.urls['api']['ws'];
return await this.watch(url, messageHash, request, messageHash);
}
handlePlaceOrders(client, message) {
//
// {
// "event": "placeorder",
// "submitted": true,
// "tag": "1716934577",
// "timestamp": "1716932973899",
// "data": {
// "marketCode": "ETH-USD-SWAP-LIN",
// "side": "BUY",
// "orderType": "LIMIT",
// "quantity": "0.010",
// "timeInForce": "GTC",
// "price": "400.0",
// "limitPrice": "400.0",
// "orderId": "1000117429736",
// "source": 13
// }
// }
//
//
// Failure response format
// {
// "event": "placeorder",
// "submitted": false,
// "message": "JSON data format is invalid",
// "code": "20009",
// "timestamp": "1716932877381"
// }
//
const messageHash = this.safeString(message, 'tag');
const submitted = this.safeBool(message, 'submitted');
// filter out partial errors
if (!submitted) {
const method = this.safeString(message, 'event');
const stringMsg = this.json(message);
const code = this.safeInteger(message, 'code');
this.handleErrors(code, undefined, client.url, method, undefined, stringMsg, message, undefined, undefined);
}
const data = this.safeValue(message, 'data', {});
const order = this.parseOrder(data);
client.resolve(order, messageHash);
}
/**
* @method
* @name oxfun#cancelOrderWs
* @see https://docs.ox.fun/?json#cancel-order
* @description cancels an open order
* @param {string} id order id
* @param {string} symbol unified market symbol, default is undefined
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} an list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async cancelOrderWs(id, symbol = undefined, params = {}) {
if (symbol === undefined) {
throw new errors.ArgumentsRequired(this.id + ' cancelOrderWs() requires a symbol argument');
}
await this.loadMarkets();
await this.authenticate();
const messageHash = this.nonce().toString();
const data = {
'marketCode': this.marketId(symbol),
'orderId': id,
};
const request = {
'op': 'cancelorder',
'tag': messageHash,
'data': data,
};
const url = this.urls['api']['ws'];
return await this.watch(url, messageHash, request, messageHash);
}
/**
* @method
* @name oxfun#cancelOrdersWs
* @see https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-mass-cancel-order
* @description cancel multiple orders
* @param {string[]} ids order ids
* @param {string} symbol unified market symbol, default is undefined
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} an list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async cancelOrdersWs(ids, symbol = undefined, params = {}) {
const idsLength = ids.length;
if (idsLength > 20) {
throw new errors.BadRequest(this.id + ' cancelOrdersWs() accepts up to 20 ids at a time');
}
if (symbol === undefined) {
throw new errors.ArgumentsRequired(this.id + ' cancelOrdersWs() requires a symbol argument');
}
await this.loadMarkets();
await this.authenticate();
const messageHash = this.nonce().toString();
const marketId = this.marketId(symbol);
const dataArray = [];
for (let i = 0; i < idsLength; i++) {
const data = {
'instId': marketId,
'ordId': ids[i],
};
dataArray.push(data);
}
const request = {
'op': 'cancelorders',
'tag': messageHash,
'dataArray': dataArray,
};
const url = this.urls['api']['ws'];
return await this.watch(url, messageHash, this.deepExtend(request, params), messageHash);
}
async authenticate(params = {}) {
const url = this.urls['api']['ws'];
const client = this.client(url);
const messageHash = 'authenticated';
const future = client.future(messageHash);
const authenticated = this.safeDict(client.subscriptions, messageHash);
if (authenticated === undefined) {
this.checkRequiredCredentials();
const timestamp = this.milliseconds();
const payload = timestamp.toString() + 'GET/auth/self/verify';
const signature = this.hmac(this.encode(payload), this.encode(this.secret), sha256.sha256, 'base64');
const request = {
'op': 'login',
'data': {
'apiKey': this.apiKey,
'timestamp': timestamp,
'signature': signature,
},
};
const message = this.extend(request, params);
this.watch(url, messageHash, message, messageHash);
}
return await future;
}
handleAuthenticationMessage(client, message) {
const authenticated = this.safeBool(message, 'success', false);
const messageHash = 'authenticated';
if (authenticated) {
// we resolve the future here permanently so authentication only happens once
const future = this.safeDict(client.futures, messageHash);
future.resolve(true);
}
else {
const error = new errors.AuthenticationError(this.json(message));
client.reject(error, messageHash);
if (messageHash in client.subscriptions) {
delete client.subscriptions[messageHash];
}
}
}
ping(client) {
return 'ping';
}
handlePong(client, message) {
client.lastPong = this.milliseconds();
return message;
}
handleMessage(client, message) {
if (message === 'pong') {
this.handlePong(client, message);
return;
}
const table = this.safeString(message, 'table');
const data = this.safeList(message, 'data', []);
const event = this.safeString(message, 'event');
if ((table !== undefined) && (data !== undefined)) {
if (table === 'trade') {
this.handleTrades(client, message);
}
if (table === 'ticker') {
this.handleTicker(client, message);
}
if (table.indexOf('candles') > -1) {
this.handleOHLCV(client, message);
}
if (table.indexOf('depth') > -1) {
this.handleOrderBook(client, message);
}
if (table.indexOf('balance') > -1) {
this.handleBalance(client, message);
}
if (table.indexOf('position') > -1) {
this.handlePositions(client, message);
}
if (table.indexOf('order') > -1) {
this.handleOrders(client, message);
}
if (table === 'bestBidAsk') {
this.handleBidAsk(client, message);
}
}
else {
if (event === 'login') {
this.handleAuthenticationMessage(client, message);
}
if ((event === 'placeorder') || (event === 'modifyorder') || (event === 'cancelorder')) {
this.handlePlaceOrders(client, message);
}
}
}
}
module.exports = oxfun;