astro-perp-ccxt-dev
Version:
1,427 lines • 61.2 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 coinexRest from '../coinex.js';
import { AuthenticationError, BadRequest, RateLimitExceeded, NotSupported, RequestTimeout, ExchangeError, ExchangeNotAvailable } from '../base/errors.js';
import { ArrayCache, ArrayCacheBySymbolById } from '../base/ws/Cache.js';
import { sha256 } from '../static_dependencies/noble-hashes/sha256.js';
// ---------------------------------------------------------------------------
export default class coinex extends coinexRest {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'watchBalance': true,
'watchBidsAsks': true,
'watchTicker': true,
'watchTickers': true,
'watchTrades': true,
'watchTradesForSymbols': true,
'watchMyTrades': true,
'watchOrders': true,
'watchOrderBook': true,
'watchOrderBookForSymbols': true,
'watchOHLCV': false,
'fetchOHLCVWs': false,
},
'urls': {
'api': {
'ws': {
'spot': 'wss://socket.coinex.com/v2/spot/',
'swap': 'wss://socket.coinex.com/v2/futures/',
},
},
},
'options': {
'ws': {
'gunzip': true,
},
'timeframes': {
'1m': 60,
'3m': 180,
'5m': 300,
'15m': 900,
'30m': 1800,
'1h': 3600,
'2h': 7200,
'4h': 14400,
'6h': 21600,
'12h': 43200,
'1d': 86400,
'3d': 259200,
'1w': 604800,
},
'account': 'spot',
'watchOrderBook': {
'limits': [5, 10, 20, 50],
'defaultLimit': 50,
'aggregations': ['1000', '100', '10', '1', '0', '0.1', '0.01', '0.001', '0.0001', '0.00001', '0.000001', '0.0000001', '0.00000001', '0.000000001', '0.0000000001', '0.00000000001'],
'defaultAggregation': '0',
},
},
'streaming': {},
'exceptions': {
'exact': {
'20001': BadRequest,
'20002': NotSupported,
'21001': AuthenticationError,
'21002': AuthenticationError,
'23001': RequestTimeout,
'23002': RateLimitExceeded,
'24001': ExchangeError,
'24002': ExchangeNotAvailable,
'30001': BadRequest,
'30002': NotSupported,
'31001': AuthenticationError,
'31002': AuthenticationError,
'33001': RequestTimeout,
'33002': RateLimitExceeded,
'34001': ExchangeError,
'34002': ExchangeNotAvailable, // Service unavailable temporarily
},
'broad': {},
},
});
}
requestId() {
const requestId = this.sum(this.safeInteger(this.options, 'requestId', 0), 1);
this.options['requestId'] = requestId;
return requestId;
}
handleTicker(client, message) {
//
// spot
//
// {
// "method": "state.update",
// "data": {
// "state_list": [
// {
// "market": "LATUSDT",
// "last": "0.008157",
// "open": "0.008286",
// "close": "0.008157",
// "high": "0.008390",
// "low": "0.008106",
// "volume": "807714.49139758",
// "volume_sell": "286170.69645599",
// "volume_buy": "266161.23236408",
// "value": "6689.21644207",
// "period": 86400
// },
// ]
// },
// "id": null
// }
//
// swap
//
// {
// "method": "state.update",
// "data": {
// "state_list": [
// {
// "market": "ETHUSD_SIGNPRICE",
// "last": "1892.29",
// "open": "1884.62",
// "close": "1892.29",
// "high": "1894.09",
// "low": "1863.72",
// "volume": "0",
// "value": "0",
// "volume_sell": "0",
// "volume_buy": "0",
// "open_interest_size": "0",
// "insurance_fund_size": "0",
// "latest_funding_rate": "0",
// "next_funding_rate": "0",
// "latest_funding_time": 0,
// "next_funding_time": 0,
// "period": 86400
// },
// ]
// ],
// "id": null
// }
//
const defaultType = this.safeString(this.options, 'defaultType');
const data = this.safeDict(message, 'data', {});
const rawTickers = this.safeList(data, 'state_list', []);
const newTickers = [];
for (let i = 0; i < rawTickers.length; i++) {
const entry = rawTickers[i];
const marketId = this.safeString(entry, 'market');
const symbol = this.safeSymbol(marketId, undefined, undefined, defaultType);
const market = this.safeMarket(marketId, undefined, undefined, defaultType);
const parsedTicker = this.parseWSTicker(entry, market);
this.tickers[symbol] = parsedTicker;
newTickers.push(parsedTicker);
}
const messageHashes = this.findMessageHashes(client, 'tickers::');
for (let i = 0; i < messageHashes.length; i++) {
const messageHash = messageHashes[i];
const parts = messageHash.split('::');
const symbolsString = parts[1];
const symbols = symbolsString.split(',');
const tickers = this.filterByArray(newTickers, 'symbol', symbols);
const tickersSymbols = Object.keys(tickers);
const numTickers = tickersSymbols.length;
if (numTickers > 0) {
client.resolve(tickers, messageHash);
}
}
client.resolve(newTickers, 'tickers');
}
parseWSTicker(ticker, market = undefined) {
//
// spot
//
// {
// "market": "LATUSDT",
// "last": "0.008157",
// "open": "0.008286",
// "close": "0.008157",
// "high": "0.008390",
// "low": "0.008106",
// "volume": "807714.49139758",
// "volume_sell": "286170.69645599",
// "volume_buy": "266161.23236408",
// "value": "6689.21644207",
// "period": 86400
// }
//
// swap
//
// {
// "market": "ETHUSD_SIGNPRICE",
// "last": "1892.29",
// "open": "1884.62",
// "close": "1892.29",
// "high": "1894.09",
// "low": "1863.72",
// "volume": "0",
// "value": "0",
// "volume_sell": "0",
// "volume_buy": "0",
// "open_interest_size": "0",
// "insurance_fund_size": "0",
// "latest_funding_rate": "0",
// "next_funding_rate": "0",
// "latest_funding_time": 0,
// "next_funding_time": 0,
// "period": 86400
// }
//
const defaultType = this.safeString(this.options, 'defaultType');
const marketId = this.safeString(ticker, 'market');
return this.safeTicker({
'symbol': this.safeSymbol(marketId, market, undefined, defaultType),
'timestamp': undefined,
'datetime': undefined,
'high': this.safeString(ticker, 'high'),
'low': this.safeString(ticker, 'low'),
'bid': undefined,
'bidVolume': this.safeString(ticker, 'volume_buy'),
'ask': undefined,
'askVolume': this.safeString(ticker, 'volume_sell'),
'vwap': undefined,
'open': this.safeString(ticker, 'open'),
'close': this.safeString(ticker, 'close'),
'last': this.safeString(ticker, 'last'),
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': this.safeString(ticker, 'volume'),
'quoteVolume': this.safeString(ticker, 'value'),
'info': ticker,
}, market);
}
/**
* @method
* @name coinex#watchBalance
* @description watch balance and get the amount of funds available for trading or funds locked in orders
* @see https://docs.coinex.com/api/v2/assets/balance/ws/spot_balance
* @see https://docs.coinex.com/api/v2/assets/balance/ws/futures_balance
* @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();
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchBalance', undefined, params, 'spot');
await this.authenticate(type);
const url = this.urls['api']['ws'][type];
// coinex throws a closes the websocket when subscribing over 1422 currencies, therefore we filter out inactive currencies
const activeCurrencies = this.filterBy(this.currencies_by_id, 'active', true);
const activeCurrenciesById = this.indexBy(activeCurrencies, 'id');
let currencies = Object.keys(activeCurrenciesById);
if (currencies === undefined) {
currencies = [];
}
let messageHash = 'balances';
if (type === 'spot') {
messageHash += ':spot';
}
else {
messageHash += ':swap';
}
const subscribe = {
'method': 'balance.subscribe',
'params': { 'ccy_list': currencies },
'id': this.requestId(),
};
const request = this.deepExtend(subscribe, params);
return await this.watch(url, messageHash, request, messageHash);
}
handleBalance(client, message) {
//
// spot
//
// {
// "method": "balance.update",
// "data": {
// "balance_list": [
// {
// "margin_market": "BTCUSDT",
// "ccy": "BTC",
// "available": "44.62207740",
// "frozen": "0.00000000",
// "updated_at": 1689152421692
// },
// ]
// },
// "id": null
// }
//
// swap
//
// {
// "method": "balance.update",
// "data": {
// "balance_list": [
// {
// "ccy": "USDT",
// "available": "97.92470982756335000001",
// "frozen": "0.00000000000000000000",
// "margin": "0.61442700000000000000",
// "transferrable": "97.92470982756335000001",
// "unrealized_pnl": "-0.00807000000000000000",
// "equity": "97.92470982756335000001"
// },
// ]
// },
// "id": null
// }
//
if (this.balance === undefined) {
this.balance = {};
}
const data = this.safeDict(message, 'data', {});
const balances = this.safeList(data, 'balance_list', []);
const firstEntry = balances[0];
const updated = this.safeInteger(firstEntry, 'updated_at');
const unrealizedPnl = this.safeString(firstEntry, 'unrealized_pnl');
const isSpot = (updated !== undefined);
const isSwap = (unrealizedPnl !== undefined);
let info = undefined;
let account = undefined;
let rawBalances = [];
if (isSpot) {
account = 'spot';
for (let i = 0; i < balances.length; i++) {
rawBalances = this.arrayConcat(rawBalances, balances);
}
info = rawBalances;
}
if (isSwap) {
account = 'swap';
for (let i = 0; i < balances.length; i++) {
rawBalances = this.arrayConcat(rawBalances, balances);
}
info = rawBalances;
}
for (let i = 0; i < rawBalances.length; i++) {
const entry = rawBalances[i];
this.parseWsBalance(entry, account);
}
let messageHash = undefined;
if (account !== undefined) {
if (this.safeValue(this.balance, account) === undefined) {
this.balance[account] = {};
}
this.balance[account]['info'] = info;
this.balance[account] = this.safeBalance(this.balance[account]);
messageHash = 'balances:' + account;
client.resolve(this.balance[account], messageHash);
}
}
parseWsBalance(balance, accountType = undefined) {
//
// spot
//
// {
// "margin_market": "BTCUSDT",
// "ccy": "BTC",
// "available": "44.62207740",
// "frozen": "0.00000000",
// "updated_at": 1689152421692
// }
//
// swap
//
// {
// "ccy": "USDT",
// "available": "97.92470982756335000001",
// "frozen": "0.00000000000000000000",
// "margin": "0.61442700000000000000",
// "transferrable": "97.92470982756335000001",
// "unrealized_pnl": "-0.00807000000000000000",
// "equity": "97.92470982756335000001"
// }
//
const account = this.account();
const currencyId = this.safeString(balance, 'ccy');
const code = this.safeCurrencyCode(currencyId);
account['free'] = this.safeString(balance, 'available');
account['used'] = this.safeString(balance, 'frozen');
if (accountType !== undefined) {
if (this.safeValue(this.balance, accountType) === undefined) {
this.balance[accountType] = {};
}
this.balance[accountType][code] = account;
}
else {
this.balance[code] = account;
}
}
/**
* @method
* @name coinex#watchMyTrades
* @description watches information on multiple trades made by the user
* @see https://docs.coinex.com/api/v2/spot/deal/ws/user-deals
* @see https://docs.coinex.com/api/v2/futures/deal/ws/user-deals
* @param {string} [symbol] unified symbol of the market the trades were made in
* @param {int} [since] the earliest time in ms to watch trades
* @param {int} [limit] the maximum number of trade structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure}
*/
async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
symbol = market['symbol'];
}
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchMyTrades', market, params, 'spot');
await this.authenticate(type);
const url = this.urls['api']['ws'][type];
const subscribedSymbols = [];
let messageHash = 'myTrades';
if (market !== undefined) {
messageHash += ':' + symbol;
subscribedSymbols.push(market['id']);
}
else {
if (type === 'spot') {
messageHash += ':spot';
}
else {
messageHash += ':swap';
}
}
const message = {
'method': 'user_deals.subscribe',
'params': { 'market_list': subscribedSymbols },
'id': this.requestId(),
};
const request = this.deepExtend(message, params);
const trades = await this.watch(url, messageHash, request, messageHash);
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
}
handleMyTrades(client, message) {
//
// {
// "method": "user_deals.update",
// "data": {
// "deal_id": 3514376759,
// "created_at": 1689152421692,
// "market": "BTCUSDT",
// "side": "buy",
// "order_id": 8678890,
// "margin_market": "BTCUSDT",
// "price": "30718.42",
// "amount": "0.00000325",
// "role": "taker",
// "fee": "0.0299",
// "fee_ccy": "USDT"
// },
// "id": null
// }
//
const data = this.safeDict(message, 'data', {});
const marketId = this.safeString(data, 'market');
const isSpot = client.url.indexOf('spot') > -1;
const defaultType = isSpot ? 'spot' : 'swap';
const market = this.safeMarket(marketId, undefined, undefined, defaultType);
const symbol = market['symbol'];
const messageHash = 'myTrades:' + symbol;
const messageWithType = 'myTrades:' + market['type'];
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 parsed = this.parseWsTrade(data, market);
stored.append(parsed);
this.trades[symbol] = stored;
client.resolve(this.trades[symbol], messageWithType);
client.resolve(this.trades[symbol], messageHash);
}
handleTrades(client, message) {
//
// spot
//
// {
// "method": "deals.update",
// "data": {
// "market": "BTCUSDT",
// "deal_list": [
// {
// "deal_id": 3514376759,
// "created_at": 1689152421692,
// "side": "buy",
// "price": "30718.42",
// "amount": "0.00000325"
// },
// ]
// },
// "id": null
// }
//
// swap
//
// {
// "method": "deals.update",
// "data": {
// "market": "BTCUSDT",
// "deal_list": [
// {
// "deal_id": 3514376759,
// "created_at": 1689152421692,
// "side": "buy",
// "price": "30718.42",
// "amount": "0.00000325"
// },
// ]
// },
// "id": null
// }
//
const data = this.safeDict(message, 'data', {});
const trades = this.safeList(data, 'deal_list', []);
const marketId = this.safeString(data, 'market');
const isSpot = client.url.indexOf('spot') > -1;
const defaultType = isSpot ? 'spot' : 'swap';
const market = this.safeMarket(marketId, undefined, undefined, defaultType);
const symbol = market['symbol'];
const messageHash = 'trades:' + symbol;
let stored = this.safeValue(this.trades, symbol);
if (stored === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
stored = new ArrayCache(limit);
this.trades[symbol] = stored;
}
for (let i = 0; i < trades.length; i++) {
const trade = trades[i];
const parsed = this.parseWsTrade(trade, market);
stored.append(parsed);
}
this.trades[symbol] = stored;
client.resolve(this.trades[symbol], messageHash);
}
parseWsTrade(trade, market = undefined) {
//
// spot watchTrades
//
// {
// "deal_id": 3514376759,
// "created_at": 1689152421692,
// "side": "buy",
// "price": "30718.42",
// "amount": "0.00000325"
// }
//
// swap watchTrades
//
// {
// "deal_id": 3514376759,
// "created_at": 1689152421692,
// "side": "buy",
// "price": "30718.42",
// "amount": "0.00000325"
// }
//
// spot and swap watchMyTrades
//
// {
// "deal_id": 3514376759,
// "created_at": 1689152421692,
// "market": "BTCUSDT",
// "side": "buy",
// "order_id": 8678890,
// "margin_market": "BTCUSDT",
// "price": "30718.42",
// "amount": "0.00000325",
// "role": "taker",
// "fee": "0.0299",
// "fee_ccy": "USDT"
// }
//
const timestamp = this.safeInteger(trade, 'created_at');
const isSpot = ('margin_market' in trade);
const defaultType = isSpot ? 'spot' : 'swap';
const marketId = this.safeString(trade, 'market');
market = this.safeMarket(marketId, market, undefined, defaultType);
let fee = {};
const feeCost = this.omitZero(this.safeString(trade, 'fee'));
if (feeCost !== undefined) {
const feeCurrencyId = this.safeString(trade, 'fee_ccy', market['quote']);
fee = {
'currency': this.safeCurrencyCode(feeCurrencyId),
'cost': feeCost,
};
}
return this.safeTrade({
'id': this.safeString(trade, 'deal_id'),
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': this.safeSymbol(marketId, market, undefined, defaultType),
'order': this.safeString(trade, 'order_id'),
'type': undefined,
'side': this.safeString(trade, 'side'),
'takerOrMaker': this.safeString(trade, 'role'),
'price': this.safeString(trade, 'price'),
'amount': this.safeString(trade, 'amount'),
'cost': undefined,
'fee': fee,
}, market);
}
/**
* @method
* @name coinex#watchTicker
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://docs.coinex.com/api/v2/spot/market/ws/market
* @see https://docs.coinex.com/api/v2/futures/market/ws/market-state
* @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);
const tickers = await this.watchTickers([symbol], params);
return tickers[market['symbol']];
}
/**
* @method
* @name coinex#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
* @see https://docs.coinex.com/api/v2/spot/market/ws/market
* @see https://docs.coinex.com/api/v2/futures/market/ws/market-state
* @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 dictionary of [ticker structures]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchTickers(symbols = undefined, params = {}) {
await this.loadMarkets();
const marketIds = this.marketIds(symbols);
let market = undefined;
const messageHashes = [];
const symbolsDefined = (symbols !== undefined);
if (symbolsDefined) {
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
market = this.market(symbol);
messageHashes.push('tickers::' + market['symbol']);
}
}
else {
messageHashes.push('tickers');
}
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchTickers', market, params);
const url = this.urls['api']['ws'][type];
const subscriptionHashes = ['all@ticker'];
const subscribe = {
'method': 'state.subscribe',
'params': { 'market_list': marketIds },
'id': this.requestId(),
};
const result = await this.watchMultiple(url, messageHashes, this.deepExtend(subscribe, params), subscriptionHashes);
if (this.newUpdates) {
return result;
}
return this.filterByArray(this.tickers, 'symbol', symbols);
}
/**
* @method
* @name coinex#watchTrades
* @description get the list of most recent trades for a particular symbol
* @see https://docs.coinex.com/api/v2/spot/market/ws/market-deals
* @see https://docs.coinex.com/api/v2/futures/market/ws/market-deals
* @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 = {}) {
params['callerMethodName'] = 'watchTrades';
return await this.watchTradesForSymbols([symbol], since, limit, params);
}
/**
* @method
* @name coinex#watchTradesForSymbols
* @description watch the most recent trades for a list of symbols
* @see https://docs.coinex.com/api/v2/spot/market/ws/market-deals
* @see https://docs.coinex.com/api/v2/futures/market/ws/market-deals
* @param {string[]} symbols unified symbols of the markets 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 watchTradesForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const subscribedSymbols = [];
const messageHashes = [];
let market = undefined;
let callerMethodName = undefined;
[callerMethodName, params] = this.handleParamString(params, 'callerMethodName', 'watchTradesForSymbols');
const symbolsDefined = (symbols !== undefined);
if (symbolsDefined) {
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
market = this.market(symbol);
subscribedSymbols.push(market['id']);
messageHashes.push('trades:' + market['symbol']);
}
}
else {
messageHashes.push('trades');
}
let type = undefined;
[type, params] = this.handleMarketTypeAndParams(callerMethodName, market, params);
const url = this.urls['api']['ws'][type];
const subscriptionHashes = ['trades'];
const subscribe = {
'method': 'deals.subscribe',
'params': { 'market_list': subscribedSymbols },
'id': this.requestId(),
};
const trades = await this.watchMultiple(url, messageHashes, this.deepExtend(subscribe, params), subscriptionHashes);
if (this.newUpdates) {
return trades;
}
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
}
/**
* @method
* @name coinex#watchOrderBookForSymbols
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://docs.coinex.com/api/v2/spot/market/ws/market-depth
* @see https://docs.coinex.com/api/v2/futures/market/ws/market-depth
* @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 = {}) {
await this.loadMarkets();
const watchOrderBookSubscriptions = {};
const messageHashes = [];
let market = undefined;
let type = undefined;
let callerMethodName = undefined;
[callerMethodName, params] = this.handleParamString(params, 'callerMethodName', 'watchOrderBookForSymbols');
[type, params] = this.handleMarketTypeAndParams(callerMethodName, undefined, params);
const options = this.safeDict(this.options, 'watchOrderBook', {});
const limits = this.safeList(options, 'limits', []);
if (limit === undefined) {
limit = this.safeInteger(options, 'defaultLimit', 50);
}
if (!this.inArray(limit, limits)) {
throw new NotSupported(this.id + ' watchOrderBookForSymbols() limit must be one of ' + limits.join(', '));
}
const defaultAggregation = this.safeString(options, 'defaultAggregation', '0');
const aggregations = this.safeList(options, 'aggregations', []);
const aggregation = this.safeString(params, 'aggregation', defaultAggregation);
if (!this.inArray(aggregation, aggregations)) {
throw new NotSupported(this.id + ' watchOrderBookForSymbols() aggregation must be one of ' + aggregations.join(', '));
}
params = this.omit(params, 'aggregation');
const symbolsDefined = (symbols !== undefined);
if (symbolsDefined) {
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
market = this.market(symbol);
messageHashes.push('orderbook:' + market['symbol']);
watchOrderBookSubscriptions[symbol] = [market['id'], limit, aggregation, true];
}
}
else {
messageHashes.push('orderbook');
}
const marketList = Object.values(watchOrderBookSubscriptions);
const subscribe = {
'method': 'depth.subscribe',
'params': { 'market_list': marketList },
'id': this.requestId(),
};
const subscriptionHashes = this.hash(this.encode(this.json(watchOrderBookSubscriptions)), sha256);
const url = this.urls['api']['ws'][type];
const orderbooks = await this.watchMultiple(url, messageHashes, this.deepExtend(subscribe, params), subscriptionHashes);
if (this.newUpdates) {
return orderbooks;
}
return orderbooks.limit();
}
/**
* @method
* @name coinex#watchOrderBook
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://docs.coinex.com/api/v2/spot/market/ws/market-depth
* @see https://docs.coinex.com/api/v2/futures/market/ws/market-depth
* @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 = {}) {
params['callerMethodName'] = 'watchOrderBook';
return await this.watchOrderBookForSymbols([symbol], limit, params);
}
handleDelta(bookside, delta) {
const bidAsk = this.parseBidAsk(delta, 0, 1);
bookside.storeArray(bidAsk);
}
handleDeltas(bookside, deltas) {
for (let i = 0; i < deltas.length; i++) {
this.handleDelta(bookside, deltas[i]);
}
}
handleOrderBook(client, message) {
//
// {
// "method": "depth.update",
// "data": {
// "market": "BTCUSDT",
// "is_full": true,
// "depth": {
// "asks": [
// [
// "30740.00",
// "0.31763545"
// ],
// ],
// "bids": [
// [
// "30736.00",
// "0.04857373"
// ],
// ],
// "last": "30746.28",
// "updated_at": 1689152421692,
// "checksum": 2578768879
// }
// },
// "id": null
// }
//
const defaultType = this.safeString(this.options, 'defaultType');
const data = this.safeDict(message, 'data', {});
const depth = this.safeDict(data, 'depth', {});
const marketId = this.safeString(data, 'market');
const market = this.safeMarket(marketId, undefined, undefined, defaultType);
const symbol = market['symbol'];
const name = 'orderbook';
const messageHash = name + ':' + symbol;
const timestamp = this.safeInteger(depth, 'updated_at');
const currentOrderBook = this.safeValue(this.orderbooks, symbol);
const fullOrderBook = this.safeBool(data, 'is_full', false);
if (fullOrderBook) {
const snapshot = this.parseOrderBook(depth, symbol, timestamp);
if (currentOrderBook === undefined) {
this.orderbooks[symbol] = this.orderBook(snapshot);
}
else {
const orderbook = this.orderbooks[symbol];
orderbook.reset(snapshot);
}
}
else {
const asks = this.safeList(depth, 'asks', []);
const bids = this.safeList(depth, 'bids', []);
this.handleDeltas(currentOrderBook['asks'], asks);
this.handleDeltas(currentOrderBook['bids'], bids);
currentOrderBook['nonce'] = timestamp;
currentOrderBook['timestamp'] = timestamp;
currentOrderBook['datetime'] = this.iso8601(timestamp);
this.orderbooks[symbol] = currentOrderBook;
}
// this.checkOrderBookChecksum (this.orderbooks[symbol]);
client.resolve(this.orderbooks[symbol], messageHash);
}
/**
* @method
* @name coinex#watchOrders
* @description watches information on multiple orders made by the user
* @see https://docs.coinex.com/api/v2/spot/order/ws/user-order
* @see https://docs.coinex.com/api/v2/futures/order/ws/user-order
* @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 {bool} [params.trigger] if the orders to watch are trigger orders or not
* @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 trigger = this.safeBool2(params, 'trigger', 'stop');
params = this.omit(params, ['trigger', 'stop']);
let messageHash = 'orders';
let market = undefined;
let marketList = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
symbol = market['symbol'];
}
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchOrders', market, params, 'spot');
await this.authenticate(type);
if (symbol !== undefined) {
marketList = [market['id']];
messageHash += ':' + symbol;
}
else {
marketList = [];
if (type === 'spot') {
messageHash += ':spot';
}
else {
messageHash += ':swap';
}
}
let method = undefined;
if (trigger) {
method = 'stop.subscribe';
}
else {
method = 'order.subscribe';
}
const message = {
'method': method,
'params': { 'market_list': marketList },
'id': this.requestId(),
};
const url = this.urls['api']['ws'][type];
const request = this.deepExtend(message, params);
const orders = await this.watch(url, messageHash, request, messageHash, request);
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
}
handleOrders(client, message) {
//
// spot
//
// {
// "method": "order.update",
// "data": {
// "event": "put",
// "order": {
// "order_id": 12750,
// "market": "BTCUSDT",
// "margin_market": "BTCUSDT",
// "type": "limit",
// "side": "buy",
// "price": "5999.00",
// "amount": "1.50000000",
// "unfill_amount": "1.50000000",
// "fill_value": "1.50000000",
// "taker_fee_rate": "0.0001",
// "maker_fee_rate": "0.0001",
// "base_ccy_fee": "0.0001",
// "quote_ccy_fee": "0.0001",
// "discount_ccy_fee": "0.0001",
// "last_fill_amount": "0",
// "last_fill_price": "0",
// "client_id": "buy1_1234",
// "created_at": 1689152421692,
// "updated_at": 1689152421692,
// }
// },
// "id": null
// }
//
// spot stop
//
// {
// "method": "stop.update",
// "data": {
// "event": 1,
// "stop": {
// "stop_id": 102067022299,
// "market": "BTCUSDT",
// "margin_market": "BTCUSDT",
// "type": "limit",
// "side": "buy",
// "price": "20000.00",
// "amount": "0.10000000",
// "trigger_price": "20000.00",
// "trigger_direction": "lower",
// "taker_fee_rate": "0.0016",
// "maker_fee_rate": "0.0016",
// "status": "active_success",
// "client_id": "",
// "created_at": 1689152996689,
// "updated_at": 1689152996689,
// }
// },
// "id": null
// }
//
// swap
//
// {
// "method": "order.update",
// "data": {
// "event": "put",
// "order": {
// "order_id": 98388656341,
// "stop_id": 0,
// "market": "BTCUSDT",
// "side": "buy",
// "type": "limit",
// "amount": "0.0010",
// "price": "50000.00",
// "unfilled_amount": "0.0010",
// "filled_amount": "0",
// "filled_value": "0",
// "fee": "0",
// "fee_ccy": "USDT",
// "taker_fee_rate": "0.00046",
// "maker_fee_rate": "0.00000000000000000000",
// "client_id": "",
// "last_filled_amount": "0.0010",
// "last_filled_price": "30721.35",
// "created_at": 1689145715129,
// "updated_at": 1689145715129
// }
// },
// "id": null
// }
//
// swap stop
//
// {
// "method": "stop.update",
// "data": {
// "event": "put",
// "stop": {
// "stop_id": 98389557871,
// "market": "BTCUSDT",
// "side": "sell",
// "type": "limit",
// "price": "20000.00",
// "amount": "0.0100",
// "trigger_price": "20000.00",
// "trigger_direction": "higer",
// "trigger_price_type": "index_price",
// "taker_fee_rate": "0.00046",
// "maker_fee_rate": "0.00026",
// "client_id": "",
// "created_at": 1689146382674,
// "updated_at": 1689146382674
// }
// },
// "id": null
// }
//
const data = this.safeDict(message, 'data', {});
const order = this.safeDict2(data, 'order', 'stop', {});
const parsedOrder = this.parseWsOrder(order);
const symbol = parsedOrder['symbol'];
const market = this.market(symbol);
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
this.orders = new ArrayCacheBySymbolById(limit);
}
const orders = this.orders;
orders.append(parsedOrder);
let messageHash = 'orders';
const messageWithType = messageHash + ':' + market['type'];
client.resolve(this.orders, messageWithType);
messageHash += ':' + symbol;
client.resolve(this.orders, messageHash);
}
parseWsOrder(order, market = undefined) {
//
// spot
//
// {
// "order_id": 12750,
// "market": "BTCUSDT",
// "margin_market": "BTCUSDT",
// "type": "limit",
// "side": "buy",
// "price": "5999.00",
// "amount": "1.50000000",
// "unfill_amount": "1.50000000",
// "fill_value": "1.50000000",
// "taker_fee_rate": "0.0001",
// "maker_fee_rate": "0.0001",
// "base_ccy_fee": "0.0001",
// "quote_ccy_fee": "0.0001",
// "discount_ccy_fee": "0.0001",
// "last_fill_amount": "0",
// "last_fill_price": "0",
// "client_id": "buy1_1234",
// "created_at": 1689152421692,
// "updated_at": 1689152421692,
// }
//
// spot stop
//
// {
// "stop_id": 102067022299,
// "market": "BTCUSDT",
// "margin_market": "BTCUSDT",
// "type": "limit",
// "side": "buy",
// "price": "20000.00",
// "amount": "0.10000000",
// "trigger_price": "20000.00",
// "trigger_direction": "lower",
// "taker_fee_rate": "0.0016",
// "maker_fee_rate": "0.0016",
// "status": "active_success",
// "client_id": "",
// "created_at": 1689152996689,
// "updated_at": 1689152996689,
// }
//
// swap
//
// {
// "order_id": 98388656341,
// "stop_id": 0,
// "market": "BTCUSDT",
// "side": "buy",
// "type": "limit",
// "amount": "0.0010",
// "price": "50000.00",
// "unfilled_amount": "0.0010",
// "filled_amount": "0",
// "filled_value": "0",
// "fee": "0",
// "fee_ccy": "USDT",
// "taker_fee_rate": "0.00046",
// "maker_fee_rate": "0.00000000000000000000",
// "client_id": "",
// "last_filled_amount": "0.0010",
// "last_filled_price": "30721.35",
// "created_at": 1689145715129,
// "updated_at": 1689145715129
// }
//
// swap stop
//
// {
// "stop_id": 98389557871,
// "market": "BTCUSDT",
// "side": "sell",
// "type": "limit",
// "price": "20000.00",
// "amount": "0.0100",
// "trigger_price": "20000.00",
// "trigger_direction": "higer",
// "trigger_price_type": "index_price",
// "taker_fee_rate": "0.00046",
// "maker_fee_rate": "0.00026",
// "client_id": "",
// "created_at": 1689146382674,
// "updated_at": 1689146382674
// }
//
const timestamp = this.safeInteger(order, 'created_at');
const marketId = this.safeString(order, 'market');
const status = this.safeString(order, 'status');
const isSpot = ('margin_market' in order);
const defaultType = isSpot ? 'spot' : 'swap';
market = this.safeMarket(marketId, market, undefined, defaultType);
let fee = undefined;
const feeCost = this.omitZero(this.safeString2(order, 'fee', 'quote_ccy_fee'));
if (feeCost !== undefined) {
const feeCurrencyId = this.safeString(order, 'fee_ccy', market['quote']);
fee = {
'currency': this.safeCurrencyCode(feeCurrencyId),
'cost': feeCost,
};
}
return this.safeOrder({
'info': order,
'id': this.safeString2(order, 'order_id', 'stop_id'),
'clientOrderId': this.safeString(order, 'client_id'),
'datetime': this.iso8601(timestamp),
'timestamp': timestamp,
'lastTradeTimestamp': this.safeInteger(order, 'updated_at'),
'symbol': market['symbol'],
'type': this.safeString(order, 'type'),
'timeInForce': undefined,
'postOnly': undefined,
'side': this.safeString(order, 'side'),
'price': this.safeString(order, 'price'),
'stopPrice': this.safeString(order, 'trigger_price'),
'triggerPrice': this.safeString(order, 'trigger_price'),
'amount': this.safeString(order, 'amount'),
'filled': this.safeString2(order, 'filled_amount', 'fill_value'),
'remaining': this.safeString2(order, 'unfilled_amount', 'unfill_amount'),
'cost': undefined,
'average': undefined,
'status': this.parseWsOrderStatus(status),
'fee': fee,
'trades': undefined,
}, market);
}
parseWsOrderStatus(status) {
const statuses = {
'active_success': 'open',
'active_fail': 'canceled',
'cancel': 'canceled',
};
return this.safeString(statuses, status, status);
}
/**
* @method
* @name coinex#watchBidsAsks
* @description watches best bid & ask for symbols
* @see https://docs.coinex.com/api/v2/spot/market/ws/market-bbo
* @see https://docs.coinex.com/api/v2/futures/market/ws/market-bbo
* @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();
const marketIds = this.marketIds(symbols);
const messageHashes = [];
let market = undefined;
const symbolsDefined = (symbols !== undefined);
if (symbolsDefined) {
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
market = this.market(symbol);
messageHashes.push('bidsasks:' + market['symbol']);
}
}
else {
messageHashes.push('bidsasks');
}
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchBidsAsks', market, params);
const url = this.urls['api']['ws'][type];
const subscriptionHashes = ['all@bidsasks'];
const subscribe = {
'method': 'bbo.subscribe',
'params': { 'market_list': marketIds },
'id': this.requestId(),
};
const result = await this.watchMultiple(url, messageHashes, this.deepExtend(subscribe, params), subscriptionHashes);
if (this.newUpdates) {
return result;
}
return this.filterByArray(this.bidsasks, 'symbol', symbols);
}
handleBidAsk(client, message) {
//
// {
// "method": "bbo.update",
// "data": {
// "market": "BTCUSDT",
// "updated_at": 1656660154,
// "best_bid_price": "20000",
// "best_bid_size": "0.1",
// "best_ask_price": "20001",
// "best_ask_size": "0.15"
// },
// "id": null
// }
//
const data = this.safeDict(message, 'data', {});
const parsedTicker = this.parseWsBidAsk(data);
const symbol = parsedTicker['symbol'];
this.bidsasks[symbol] = parsedTicker;
const messageHash = 'bidsasks:' + symbol;
client.resolve(parsedTicker, messageHash);
}
parseWsBidAsk(ticker, market = undefined) {
//
// {
// "market": "BTCUSDT",
// "updated_at": 1656660154,
// "best_bid_price": "20000",
// "best_bid_size": "0.1",
// "best_ask_price": "20001",
// "best_ask_size": "0.15"
// }
//
const defaultType = this.safeString(this.options, 'defaultType');
const marketId = this.safeString(ticker, 'market');
market = this.safeMarket(marketId, market, undefined, defaultType);
const timestamp = this.safeInteger(ticker, 'updated_at');
return this.safeTicker({
'symbol': this.safeSymbol(marketId, market, undefined, defaultType),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'ask': this.safeNumber(ticker, 'best_ask_price'),
'askVolume': this.safeNumber(ticker, 'best_ask_size'),
'bid': this.safeNumber(ticker, 'best_bid_price'),
'bidVolume': this.safeNumber(ticker, 'best_bid_size'),
'info': ticker,
}, market);
}
handleMessage(client, message) {
const method = this.safeString(message, 'method');
const error = this.safeString(message, 'message');
if (error !== undefined) {
this.handleErrors(undefined, undefined, client.url, method, undefined, this.json(error), message, undefined, undefined);
}
const handlers = {
'state.update': this.handleTicker,
'balance.update': this.handleBalance,
'deals.update': this.handleTrades,
'user_deals.update': this.handleMyTrades,
'depth.update': this.handleOrderBook,
'order.update': this.handleOrders,
'stop.update': this.handleOrders,
'bbo.update': this.handleBidAsk,
};
const handler = this.safeValue(handlers, method);
if (handler !== undefined) {
handler.call(this, client, message);
return;
}
this.handleSubscriptionStatus(client, message);
}
handleErrors(code, reason, url, method, headers, body, response, requestHeaders, requestBody) {
if (response === undefined) {
return undefined;
}
//
// { "id": 1, "code": 20001, "message": "invalid argument" }
// { "id": 2, "code": 21001, "message": "require auth" }
// { "id": 1, "code": 21002, "message": "Signature Incorrect" }
//
const message = this.safeStringLower(response, 'message');
const isErrorMessage = (message !== undefined) && (message !== 'ok');
const errorCode = this.safeString(response, 'code');
const isErrorCode = (errorCode !== undefined) && (errorCode !== '0');
if (isErrorCode || isErrorMessage) {
const feedback = this.id + ' ' + body;
this.throwExactlyMatchedException(this.exceptions['exact'], errorCode, feedback);
this.throwBroadlyMatchedException(this.exceptions['broad'], message, feedback);
throw new ExchangeError(feedback);
}
return undefined;
}
handleAuthenticationMessage(client, message) {
//
// success
//
// {
// "id": 1,
// "code": 0,
// "message": "OK"
// }
//
// fail
//
// {
// "id": 1,
// "code": 21002,
// "message": ""
// }
//
const status = this.safeStringLower(message, 'message');
const errorCode = this.safeString(message, 'code');
const messageHash = 'authenticated';
if ((status === 'ok') || (errorCode === '0')) {
const future = this.safeValue(client.futures, messageHash);
future.resolve(true);
}
else {
const error = new AuthenticationError(this.json(message));
client.reject(error, messageHash);
if (messageHash in client.subscriptions) {
delete client.subscriptions[messageHash];
}
}
}
handleSubscriptionStatus(client, message) {
const id = this.safeInteger(message, 'id');
const subscription = this.safeValue(client.subscriptions, id);
if (subscription !== undefined) {
const futureIndex = this.safeString(subscription, 'future');
const future = this.safeValue(client.futures, futureIndex);
if (future !== undefined) {
future.resolve(true);
}
delete client.subscriptions[id];
}
}
async authenticate(type) {
const url = this.urls['api']['ws'][type];
const client = this.client(url);
const time = this.milliseconds();
const timestamp = time.toString();
const messageHash = 'authenticated';
const future = client.future(messageHash);
const authenticated = this.safeValue(client.subscriptions, messageHash);
if (authenticated !== undefined) {
return await future;
}
const requestId = this.requestId();
const subscribe = {
'id': requestId,
'future': messageHash,
};
const hmac = this.hmac(this.encode(timestamp), this.encode(this.secret), sha256, 'hex');
const request = {
'id': requestId,
'method': 'server.sign',
'params': {
'access_id': this.apiKey,
'signed_str': hmac.toLowerCase(),
'timestamp': time,
},
};
this.watch(url, messageHash, request, requestId, subscribe);
client.subscriptions[messageHash] = true;
return await future;
}
}