astro-perp-ccxt-dev
Version:
1,449 lines • 64.7 kB
JavaScript
'use strict';
var bitvavo$1 = require('../bitvavo.js');
var errors = require('../base/errors.js');
var Cache = require('../base/ws/Cache.js');
var sha256 = require('../static_dependencies/noble-hashes/sha256.js');
// ----------------------------------------------------------------------------
// ---------------------------------------------------------------------------
class bitvavo extends bitvavo$1 {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'cancelOrdersWs': false,
'fetchTradesWs': false,
'watchOrderBook': true,
'watchTrades': true,
'watchTicker': true,
'watchTickers': true,
'watchBidsAsks': true,
'watchOHLCV': true,
'watchOrders': true,
'watchMyTrades': true,
'cancelAllOrdersWs': true,
'cancelOrderWs': true,
'createOrderWs': true,
'createStopLimitOrderWs': true,
'createStopMarketOrderWs': true,
'createStopOrderWs': true,
'editOrderWs': true,
'fetchBalanceWs': true,
'fetchCurrenciesWS': true,
'fetchDepositAddressWs': true,
'fetchDepositsWs': true,
'fetchDepositWithdrawFeesWs': true,
'fetchMyTradesWs': true,
'fetchOHLCVWs': true,
'fetchOpenOrdersWs': true,
'fetchOrderWs': true,
'fetchOrderBookWs': true,
'fetchOrdersWs': true,
'fetchTickerWs': true,
'fetchTickersWs': true,
'fetchTimeWs': true,
'fetchTradingFeesWs': true,
'fetchWithdrawalsWs': true,
'withdrawWs': true,
},
'urls': {
'api': {
'ws': 'wss://ws.bitvavo.com/v2',
},
},
'options': {
'supressMultipleWsRequestsError': false,
'tradesLimit': 1000,
'ordersLimit': 1000,
'OHLCVLimit': 1000,
},
});
}
async watchPublic(name, symbol, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const messageHash = name + '@' + market['id'];
const url = this.urls['api']['ws'];
const request = {
'action': 'subscribe',
'channels': [
{
'name': name,
'markets': [
market['id'],
],
},
],
};
const message = this.extend(request, params);
return await this.watch(url, messageHash, message, messageHash);
}
async watchPublicMultiple(methodName, channelName, symbols, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const messageHashes = [methodName];
const args = [];
for (let i = 0; i < symbols.length; i++) {
const market = this.market(symbols[i]);
args.push(market['id']);
}
const url = this.urls['api']['ws'];
const request = {
'action': 'subscribe',
'channels': [
{
'name': channelName,
'markets': args,
},
],
};
const message = this.extend(request, params);
return await this.watchMultiple(url, messageHashes, message, messageHashes);
}
/**
* @method
* @name bitvavo#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.bitvavo.com/#tag/Market-data-subscription-WebSocket/paths/~1subscribeTicker24h/post
* @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 = {}) {
return await this.watchPublic('ticker24h', symbol, params);
}
/**
* @method
* @name bitvavo#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.bitvavo.com/#tag/Market-data-subscription-WebSocket/paths/~1subscribeTicker24h/post
* @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();
symbols = this.marketSymbols(symbols, undefined, false);
const channel = 'ticker24h';
const tickers = await this.watchPublicMultiple(channel, channel, symbols, params);
return this.filterByArray(tickers, 'symbol', symbols);
}
handleTicker(client, message) {
//
// {
// "event": "ticker24h",
// "data": [
// {
// "market": "ETH-EUR",
// "open": "193.5",
// "high": "202.72",
// "low": "192.46",
// "last": "199.01",
// "volume": "3587.05020246",
// "volumeQuote": "708030.17",
// "bid": "199.56",
// "bidSize": "4.14730802",
// "ask": "199.57",
// "askSize": "6.13642074",
// "timestamp": 1590770885217
// }
// ]
// }
//
this.handleBidAsk(client, message);
const event = this.safeString(message, 'event');
const tickers = this.safeValue(message, 'data', []);
const result = [];
for (let i = 0; i < tickers.length; i++) {
const data = tickers[i];
const marketId = this.safeString(data, 'market');
const market = this.safeMarket(marketId, undefined, '-');
const messageHash = event + '@' + marketId;
const ticker = this.parseTicker(data, market);
const symbol = ticker['symbol'];
this.tickers[symbol] = ticker;
result.push(ticker);
client.resolve(ticker, messageHash);
}
client.resolve(result, event);
}
/**
* @method
* @name bitvavo#watchBidsAsks
* @description watches best bid & ask for symbols
* @see https://docs.bitvavo.com/#tag/Market-data-subscription-WebSocket/paths/~1subscribeTicker24h/post
* @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 channel = 'ticker24h';
const tickers = await this.watchPublicMultiple('bidask', channel, symbols, params);
return this.filterByArray(tickers, 'symbol', symbols);
}
handleBidAsk(client, message) {
const event = 'bidask';
const tickers = this.safeValue(message, 'data', []);
const result = [];
for (let i = 0; i < tickers.length; i++) {
const data = tickers[i];
const ticker = this.parseWsBidAsk(data);
const symbol = ticker['symbol'];
this.bidsasks[symbol] = ticker;
result.push(ticker);
const messageHash = event + ':' + symbol;
client.resolve(ticker, messageHash);
}
client.resolve(result, event);
}
parseWsBidAsk(ticker, market = undefined) {
const marketId = this.safeString(ticker, 'market');
market = this.safeMarket(marketId, undefined, '-');
const symbol = this.safeString(market, 'symbol');
const timestamp = this.safeInteger(ticker, 'timestamp');
return this.safeTicker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'ask': this.safeNumber(ticker, 'ask'),
'askVolume': this.safeNumber(ticker, 'askSize'),
'bid': this.safeNumber(ticker, 'bid'),
'bidVolume': this.safeNumber(ticker, 'bidSize'),
'info': ticker,
}, market);
}
/**
* @method
* @name bitvavo#watchTrades
* @description get the list of most recent trades for a particular symbol
* @param {string} symbol unified symbol of the market to fetch trades for
* @param {int} [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 = {}) {
await this.loadMarkets();
symbol = this.symbol(symbol);
const trades = await this.watchPublic('trades', symbol, params);
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
}
handleTrade(client, message) {
//
// {
// "event": "trade",
// "timestamp": 1590779594547,
// "market": "ETH-EUR",
// "id": "450c3298-f082-4461-9e2c-a0262cc7cc2e",
// "amount": "0.05026233",
// "price": "198.46",
// "side": "buy"
// }
//
const marketId = this.safeString(message, 'market');
const market = this.safeMarket(marketId, undefined, '-');
const symbol = market['symbol'];
const name = 'trades';
const messageHash = name + '@' + marketId;
const trade = this.parseTrade(message, market);
let tradesArray = this.safeValue(this.trades, symbol);
if (tradesArray === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
tradesArray = new Cache.ArrayCache(limit);
}
tradesArray.append(trade);
this.trades[symbol] = tradesArray;
client.resolve(tradesArray, messageHash);
}
/**
* @method
* @name bitvavo#watchOHLCV
* @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();
const market = this.market(symbol);
symbol = market['symbol'];
const name = 'candles';
const marketId = market['id'];
const interval = this.safeString(this.timeframes, timeframe, timeframe);
const messageHash = name + '@' + marketId + '_' + interval;
const url = this.urls['api']['ws'];
const request = {
'action': 'subscribe',
'channels': [
{
'name': 'candles',
'interval': [interval],
'markets': [marketId],
},
],
};
const message = this.extend(request, params);
const ohlcv = await this.watch(url, messageHash, message, messageHash);
if (this.newUpdates) {
limit = ohlcv.getLimit(symbol, limit);
}
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
}
handleFetchOHLCV(client, message) {
//
// {
// action: 'getCandles',
// response: [
// [1690325820000, '26453', '26453', '26436', '26447', '0.01626246'],
// [1690325760000, '26454', '26454', '26453', '26453', '0.00037707']
// ]
// }
//
const response = this.safeValue(message, 'response');
const ohlcv = this.parseOHLCVs(response, undefined, undefined, undefined);
const messageHash = this.safeString(message, 'requestId');
client.resolve(ohlcv, messageHash);
}
handleOHLCV(client, message) {
//
// {
// "event": "candle",
// "market": "BTC-EUR",
// "interval": "1m",
// "candle": [
// [
// 1590797160000,
// "8480.9",
// "8480.9",
// "8480.9",
// "8480.9",
// "0.01038628"
// ]
// ]
// }
//
const name = 'candles';
const marketId = this.safeString(message, 'market');
const market = this.safeMarket(marketId, undefined, '-');
const symbol = market['symbol'];
const interval = this.safeString(message, 'interval');
// use a reverse lookup in a static map instead
const timeframe = this.findTimeframe(interval);
const messageHash = name + '@' + marketId + '_' + interval;
const candles = this.safeValue(message, 'candle');
this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});
let stored = this.safeValue(this.ohlcvs[symbol], timeframe);
if (stored === undefined) {
const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
stored = new Cache.ArrayCacheByTimestamp(limit);
this.ohlcvs[symbol][timeframe] = stored;
}
for (let i = 0; i < candles.length; i++) {
const candle = candles[i];
const parsed = this.parseOHLCV(candle, market);
stored.append(parsed);
}
client.resolve(stored, messageHash);
}
/**
* @method
* @name bitvavo#watchOrderBook
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @param {string} symbol unified symbol of the market to fetch the order book for
* @param {int} [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 = {}) {
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
const name = 'book';
const messageHash = name + '@' + market['id'];
const url = this.urls['api']['ws'];
const request = {
'action': 'subscribe',
'channels': [
{
'name': name,
'markets': [
market['id'],
],
},
],
};
const subscription = {
'messageHash': messageHash,
'name': name,
'symbol': symbol,
'marketId': market['id'],
'method': this.handleOrderBookSubscription,
'limit': limit,
'params': params,
};
const message = this.extend(request, params);
const orderbook = await this.watch(url, messageHash, message, messageHash, subscription);
return orderbook.limit();
}
handleDelta(bookside, delta) {
const price = this.safeFloat(delta, 0);
const amount = this.safeFloat(delta, 1);
bookside.store(price, amount);
}
handleDeltas(bookside, deltas) {
for (let i = 0; i < deltas.length; i++) {
this.handleDelta(bookside, deltas[i]);
}
}
handleOrderBookMessage(client, message, orderbook) {
//
// {
// "event": "book",
// "market": "BTC-EUR",
// "nonce": 36947383,
// "bids": [
// [ "8477.8", "0" ]
// ],
// "asks": [
// [ "8550.9", "0" ]
// ]
// }
//
const nonce = this.safeInteger(message, 'nonce');
if (nonce > orderbook['nonce']) {
this.handleDeltas(orderbook['asks'], this.safeValue(message, 'asks', []));
this.handleDeltas(orderbook['bids'], this.safeValue(message, 'bids', []));
orderbook['nonce'] = nonce;
}
return orderbook;
}
handleOrderBook(client, message) {
//
// {
// "event": "book",
// "market": "BTC-EUR",
// "nonce": 36729561,
// "bids": [
// [ "8513.3", "0" ],
// [ '8518.8', "0.64236203" ],
// [ '8513.6', "0.32435481" ],
// ],
// "asks": []
// }
//
const event = this.safeString(message, 'event');
const marketId = this.safeString(message, 'market');
const market = this.safeMarket(marketId, undefined, '-');
const symbol = market['symbol'];
const messageHash = event + '@' + market['id'];
const orderbook = this.safeValue(this.orderbooks, symbol);
if (orderbook === undefined) {
return;
}
if (orderbook['nonce'] === undefined) {
const subscription = this.safeValue(client.subscriptions, messageHash, {});
const watchingOrderBookSnapshot = this.safeValue(subscription, 'watchingOrderBookSnapshot');
if (watchingOrderBookSnapshot === undefined) {
subscription['watchingOrderBookSnapshot'] = true;
client.subscriptions[messageHash] = subscription;
const options = this.safeValue(this.options, 'watchOrderBookSnapshot', {});
const delay = this.safeInteger(options, 'delay', this.rateLimit);
// fetch the snapshot in a separate async call after a warmup delay
this.delay(delay, this.watchOrderBookSnapshot, client, message, subscription);
}
orderbook.cache.push(message);
}
else {
this.handleOrderBookMessage(client, message, orderbook);
client.resolve(orderbook, messageHash);
}
}
async watchOrderBookSnapshot(client, message, subscription) {
const params = this.safeValue(subscription, 'params');
const marketId = this.safeString(subscription, 'marketId');
const name = 'getBook';
const messageHash = name + '@' + marketId;
const url = this.urls['api']['ws'];
const request = {
'action': name,
'market': marketId,
};
const orderbook = await this.watch(url, messageHash, this.extend(request, params), messageHash, subscription);
return orderbook.limit();
}
handleOrderBookSnapshot(client, message) {
//
// {
// "action": "getBook",
// "response": {
// "market": "BTC-EUR",
// "nonce": 36946120,
// "bids": [
// [ '8494.9', "0.24399521" ],
// [ '8494.8', "0.34884085" ],
// [ '8493.9', "0.14535128" ],
// ],
// "asks": [
// [ "8495", "0.46982463" ],
// [ '8495.1', "0.12178267" ],
// [ '8496.2', "0.21924143" ],
// ]
// }
// }
//
const response = this.safeValue(message, 'response');
if (response === undefined) {
return;
}
const marketId = this.safeString(response, 'market');
const symbol = this.safeSymbol(marketId, undefined, '-');
const name = 'book';
const messageHash = name + '@' + marketId;
const orderbook = this.orderbooks[symbol];
const snapshot = this.parseOrderBook(response, symbol);
snapshot['nonce'] = this.safeInteger(response, 'nonce');
orderbook.reset(snapshot);
// unroll the accumulated deltas
const messages = orderbook.cache;
for (let i = 0; i < messages.length; i++) {
const messageItem = messages[i];
this.handleOrderBookMessage(client, messageItem, orderbook);
}
this.orderbooks[symbol] = orderbook;
client.resolve(orderbook, messageHash);
}
handleOrderBookSubscription(client, message, subscription) {
const symbol = this.safeString(subscription, 'symbol');
const limit = this.safeInteger(subscription, 'limit');
if (symbol in this.orderbooks) {
delete this.orderbooks[symbol];
}
this.orderbooks[symbol] = this.orderBook({}, limit);
}
handleOrderBookSubscriptions(client, message, marketIds) {
const name = 'book';
for (let i = 0; i < marketIds.length; i++) {
const marketId = this.safeString(marketIds, i);
const symbol = this.safeSymbol(marketId, undefined, '-');
const messageHash = name + '@' + marketId;
if (!(symbol in this.orderbooks)) {
const subscription = this.safeValue(client.subscriptions, messageHash);
const method = this.safeValue(subscription, 'method');
if (method !== undefined) {
method.call(this, client, message, subscription);
}
}
}
}
/**
* @method
* @name bitvavo#watchOrders
* @description watches information on multiple orders made by the user
* @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 = {}) {
if (symbol === undefined) {
throw new errors.ArgumentsRequired(this.id + ' watchOrders() requires a symbol argument');
}
await this.loadMarkets();
await this.authenticate();
const market = this.market(symbol);
symbol = market['symbol'];
const marketId = market['id'];
const url = this.urls['api']['ws'];
const name = 'account';
const messageHash = 'order:' + symbol;
const request = {
'action': 'subscribe',
'channels': [
{
'name': name,
'markets': [marketId],
},
],
};
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);
}
/**
* @method
* @name bitvavo#watchMyTrades
* @description watches information on multiple trades made by the user
* @param {string} symbol unified market symbol of the market trades were made in
* @param {int} [since] the earliest time in ms to fetch trades for
* @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 = {}) {
if (symbol === undefined) {
throw new errors.ArgumentsRequired(this.id + ' watchMyTrades() requires a symbol argument');
}
await this.loadMarkets();
await this.authenticate();
const market = this.market(symbol);
symbol = market['symbol'];
const marketId = market['id'];
const url = this.urls['api']['ws'];
const name = 'account';
const messageHash = 'myTrades:' + symbol;
const request = {
'action': 'subscribe',
'channels': [
{
'name': name,
'markets': [marketId],
},
],
};
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);
}
/**
* @method
* @name bitvavo#createOrderWs
* @description create a trade order
* @see https://docs.bitvavo.com/#tag/Orders/paths/~1order/post
* @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 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 bitvavo api endpoint
* @param {string} [params.timeInForce] "GTC", "IOC", or "PO"
* @param {float} [params.stopPrice] The price at which a trigger order is triggered at
* @param {float} [params.triggerPrice] The price at which a trigger order is triggered at
* @param {bool} [params.postOnly] If true, the order will only be posted to the order book and not executed immediately
* @param {float} [params.stopLossPrice] The price at which a stop loss order is triggered at
* @param {float} [params.takeProfitPrice] The price at which a take profit order is triggered at
* @param {string} [params.triggerType] "price"
* @param {string} [params.triggerReference] "lastTrade", "bestBid", "bestAsk", "midPrice" Only for stop orders: Use this to determine which parameter will trigger the order
* @param {string} [params.selfTradePrevention] "decrementAndCancel", "cancelOldest", "cancelNewest", "cancelBoth"
* @param {bool} [params.disableMarketProtection] don't cancel if the next fill price is 10% worse than the best fill price
* @param {bool} [params.responseRequired] Set this to 'false' when only an acknowledgement of success or failure is required, this is faster.
* @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 request = this.createOrderRequest(symbol, type, side, amount, price, params);
return await this.watchRequest('privateCreateOrder', request);
}
/**
* @method
* @name bitvavo#editOrderWs
* @description edit a trade order
* @see https://docs.bitvavo.com/#tag/Orders/paths/~1order/put
* @param {string} id cancel 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 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 bitvavo api endpoint
* @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 request = this.editOrderRequest(id, symbol, type, side, amount, price, params);
return await this.watchRequest('privateUpdateOrder', request);
}
/**
* @method
* @name bitvavo#cancelOrderWs
* @see https://docs.bitvavo.com/#tag/Orders/paths/~1order/delete
* @description cancels an open order
* @param {string} id order id
* @param {string} symbol unified symbol of the market the order was made in
* @param {object} [params] extra parameters specific to the bitvavo api endpoint
* @returns {object} An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async cancelOrderWs(id, symbol = undefined, params = {}) {
await this.loadMarkets();
await this.authenticate();
const request = this.cancelOrderRequest(id, symbol, params);
return await this.watchRequest('privateCancelOrder', request);
}
/**
* @method
* @name bitvavo#cancelAllOrdersWs
* @see https://docs.bitvavo.com/#tag/Orders/paths/~1orders/delete
* @description cancel all open orders
* @param {string} symbol unified market symbol, only orders in the market of this symbol are cancelled when symbol is not undefined
* @param {object} [params] extra parameters specific to the bitvavo api endpoint
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async cancelAllOrdersWs(symbol = undefined, params = {}) {
await this.loadMarkets();
await this.authenticate();
const request = {};
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
request['market'] = market['id'];
}
return await this.watchRequest('privateCancelOrders', this.extend(request, params));
}
handleMultipleOrders(client, message) {
//
// {
// action: 'privateCancelOrders',
// response: [{
// orderId: 'd71df826-1130-478a-8741-d219128675b0'
// }]
// }
//
// const action = this.safeString (message, 'action');
const response = this.safeList(message, 'response');
// const firstRawOrder = this.safeValue (response, 0, {});
// const marketId = this.safeString (firstRawOrder, 'market');
const orders = this.parseOrders(response);
// let messageHash = this.buildMessageHash (action, { 'market': marketId });
// client.resolve (orders, messageHash);
// messageHash = this.buildMessageHash (action, message);
const messageHash = this.safeString(message, 'requestId');
client.resolve(orders, messageHash);
}
/**
* @method
* @name bitvavo#fetchOrderWs
* @see https://docs.bitvavo.com/#tag/General/paths/~1assets/get
* @description fetches information on an order made by the user
* @param {string} id the order id
* @param {string} symbol unified symbol of the market the order was made in
* @param {object} [params] extra parameters specific to the bitvavo api endpoint
* @returns {object} An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async fetchOrderWs(id, symbol = undefined, params = {}) {
if (symbol === undefined) {
throw new errors.ArgumentsRequired(this.id + ' fetchOrder() requires a symbol argument');
}
await this.loadMarkets();
await this.authenticate();
const market = this.market(symbol);
const request = {
'orderId': id,
'market': market['id'],
};
return await this.watchRequest('privateGetOrder', this.extend(request, params));
}
/**
* @method
* @name bitvavo#fetchOrdersWs
* @see https://docs.bitvavo.com/#tag/Orders/paths/~1orders/get
* @description fetches information on multiple orders made by the user
* @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 orde structures to retrieve
* @param {object} [params] extra parameters specific to the bitvavo api endpoint
* @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async fetchOrdersWs(symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new errors.ArgumentsRequired(this.id + ' fetchOrdersWs() requires a symbol argument');
}
await this.loadMarkets();
await this.authenticate();
const request = this.fetchOrdersRequest(symbol, since, limit, params);
const orders = await this.watchRequest('privateGetOrders', request);
return this.filterBySymbolSinceLimit(orders, symbol, since, limit);
}
requestId() {
const ts = this.milliseconds().toString();
const randomNumber = this.randNumber(4);
const randomPart = randomNumber.toString();
return parseInt(ts + randomPart);
}
async watchRequest(action, request) {
const messageHash = this.requestId();
const messageHashStr = messageHash.toString();
request['action'] = action;
request['requestId'] = messageHash;
const url = this.urls['api']['ws'];
return await this.watch(url, messageHashStr, request, messageHashStr);
}
/**
* @method
* @name bitvavo#fetchOpenOrdersWs
* @description fetch all unfilled currently open orders
* @param {string} symbol unified market symbol
* @param {int} [since] the earliest time in ms to fetch open orders for
* @param {int} [limit] the maximum number of open orders structures to retrieve
* @param {object} [params] extra parameters specific to the bitvavo api endpoint
* @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async fetchOpenOrdersWs(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
await this.authenticate();
const request = {
// 'market': market['id'], // rate limit 25 without a market, 1 with market specified
};
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
request['market'] = market['id'];
}
const orders = await this.watchRequest('privateGetOrdersOpen', this.extend(request, params));
return this.filterBySymbolSinceLimit(orders, symbol, since, limit);
}
/**
* @method
* @name bitvavo#fetchMyTradesWs
* @see https://docs.bitvavo.com/#tag/Trades
* @description fetch all trades made by the user
* @param {string} symbol unified market symbol
* @param {int} [since] the earliest time in ms to fetch trades for
* @param {int} [limit] the maximum number of trades structures to retrieve
* @param {object} [params] extra parameters specific to the bitvavo api endpoint
* @returns {Trade[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure}
*/
async fetchMyTradesWs(symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new errors.ArgumentsRequired(this.id + ' fetchMyTradesWs() requires a symbol argument');
}
await this.loadMarkets();
await this.authenticate();
const request = this.fetchMyTradesRequest(symbol, since, limit, params);
const myTrades = await this.watchRequest('privateGetTrades', request);
return this.filterBySymbolSinceLimit(myTrades, symbol, since, limit);
}
handleMyTrades(client, message) {
//
// {
// action: 'privateGetTrades',
// response: [
// {
// "id": "108c3633-0276-4480-a902-17a01829deae",
// "orderId": "1d671998-3d44-4df4-965f-0d48bd129a1b",
// "timestamp": 1542967486256,
// "market": "BTC-EUR",
// "side": "buy",
// "amount": "0.005",
// "price": "5000.1",
// "taker": true,
// "fee": "0.03",
// "feeCurrency": "EUR",
// "settled": true
// }
// ]
// }
//
//
// const action = this.safeString (message, 'action');
const response = this.safeList(message, 'response');
// const marketId = this.safeString (firstRawTrade, 'market');
const trades = this.parseTrades(response, undefined, undefined, undefined);
// const messageHash = this.buildMessageHash (action, { 'market': marketId });
const messageHash = this.safeString(message, 'requestId');
client.resolve(trades, messageHash);
}
/**
* @method
* @name bitvavo#withdrawWs
* @description make a withdrawal
* @param {string} code unified currency code
* @param {float} amount the amount to withdraw
* @param {string} address the address to withdraw to
* @param {string} tag
* @param {object} [params] extra parameters specific to the bitvavo api endpoint
* @returns {object} a [transaction structure]{@link https://docs.ccxt.com/#/?id=transaction-structure}
*/
async withdrawWs(code, amount, address, tag = undefined, params = {}) {
[tag, params] = this.handleWithdrawTagAndParams(tag, params);
this.checkAddress(address);
await this.loadMarkets();
await this.authenticate();
const request = this.withdrawRequest(code, amount, address, tag, params);
return await this.watchRequest('privateWithdrawAssets', request);
}
handleWithdraw(client, message) {
//
// {
// action: 'privateWithdrawAssets',
// response: {
// "success": true,
// "symbol": "BTC",
// "amount": "1.5"
// }
// }
//
// const action = this.safeString (message, 'action');
// const messageHash = this.buildMessageHash (action, message);
const messageHash = this.safeString(message, 'requestId');
const response = this.safeValue(message, 'response');
const withdraw = this.parseTransaction(response);
client.resolve(withdraw, messageHash);
}
/**
* @method
* @name bitvavo#fetchWithdrawalsWs
* @see https://docs.bitvavo.com/#tag/Account/paths/~1withdrawalHistory/get
* @description fetch all withdrawals made from an account
* @param {string} code unified currency code
* @param {int} [since] the earliest time in ms to fetch withdrawals for
* @param {int} [limit] the maximum number of withdrawals structures to retrieve
* @param {object} [params] extra parameters specific to the bitvavo api endpoint
* @returns {object[]} a list of [transaction structures]{@link https://docs.ccxt.com/#/?id=transaction-structure}
*/
async fetchWithdrawalsWs(code = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
await this.authenticate();
const request = this.fetchWithdrawalsRequest(code, since, limit, params);
const withdraws = await this.watchRequest('privateGetWithdrawalHistory', request);
return this.filterByCurrencySinceLimit(withdraws, code, since, limit);
}
handleWithdraws(client, message) {
//
// {
// action: 'privateGetWithdrawalHistory',
// response: [{
// timestamp: 1689792085000,
// symbol: 'BTC',
// amount: '0.0009',
// fee: '0',
// status: 'completed',
// txId: '7dbadc658d7d59c129de1332c55ee8e08d0ab74432faae03b417b9809c819d1f'
// },
// ...
// ]
// }
//
// const action = this.safeString (message, 'action');
// const messageHash = this.buildMessageHash (action, message);
const response = this.safeList(message, 'response');
const messageHash = this.safeString(message, 'requestId');
const withdrawals = this.parseTransactions(response, undefined, undefined, undefined, { 'type': 'withdrawal' });
client.resolve(withdrawals, messageHash);
}
/**
* @method
* @name bitvavo#fetchOHLCVWs
* @see https://docs.bitvavo.com/#tag/Market-Data/paths/~1{market}~1candles/get
* @description fetches 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 bitvavo api endpoint
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async fetchOHLCVWs(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const request = this.fetchOHLCVRequest(symbol, timeframe, since, limit, params);
const action = 'getCandles';
const ohlcv = await this.watchRequest(action, request);
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
}
/**
* @method
* @name bitvavo#fetchDepositsWs
* @see https://docs.bitvavo.com/#tag/Account/paths/~1depositHistory/get
* @description fetch all deposits made to an account
* @param {string} code unified currency code
* @param {int} [since] the earliest time in ms to fetch deposits for
* @param {int} [limit] the maximum number of deposits structures to retrieve
* @param {object} [params] extra parameters specific to the bitvavo api endpoint
* @returns {object[]} a list of [transaction structures]{@link https://docs.ccxt.com/#/?id=transaction-structure}
*/
async fetchDepositsWs(code = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
await this.authenticate();
const request = this.fetchDepositsRequest(code, since, limit, params);
const deposits = await this.watchRequest('privateGetDepositHistory', request);
return this.filterByCurrencySinceLimit(deposits, code, since, limit);
}
handleDeposits(client, message) {
//
// {
// action: 'privateGetDepositHistory',
// response: [{
// timestamp: 1689792085000,
// symbol: 'BTC',
// amount: '0.0009',
// fee: '0',
// status: 'completed',
// txId: '7dbadc658d7d59c129de1332c55ee8e08d0ab74432faae03b417b9809c819d1f'
// },
// ...
// ]
// }
//
const response = this.safeValue(message, 'response');
const deposits = this.parseTransactions(response, undefined, undefined, undefined, { 'type': 'deposit' });
const messageHash = this.safeString(message, 'requestId');
client.resolve(deposits, messageHash);
}
/**
* @method
* @name bitvavo#fetchTradingFeesWs
* @see https://docs.bitvavo.com/#tag/Account/paths/~1account/get
* @description fetch the trading fees for multiple markets
* @param {object} [params] extra parameters specific to the bitvavo api endpoint
* @returns {object} a dictionary of [fee structures]{@link https://docs.ccxt.com/#/?id=fee-structure} indexed by market symbols
*/
async fetchTradingFeesWs(params = {}) {
await this.loadMarkets();
await this.authenticate();
return await this.watchRequest('privateGetAccount', params);
}
/**
* @method
* @name bitvavo#fetchMarketsWs
* @see https://docs.bitvavo.com/#tag/General/paths/~1markets/get
* @description retrieves data on all markets for bitvavo
* @param {object} [params] extra parameters specific to the exchange api endpoint
* @returns {object[]} an array of objects representing market data
*/
async fetchMarketsWs(params = {}) {
return await this.watchRequest('getMarkets', params);
}
/**
* @method
* @name bitvavo#fetchCurrenciesWs
* @see https://docs.bitvavo.com/#tag/General/paths/~1assets/get
* @description fetches all available currencies on an exchange
* @param {object} [params] extra parameters specific to the bitvavo api endpoint
* @returns {object} an associative dictionary of currencies
*/
async fetchCurrenciesWs(params = {}) {
await this.loadMarkets();
return await this.watchRequest('getAssets', params);
}
handleFetchCurrencies(client, message) {
//
// {
// action: 'getAssets',
// response: [{
// symbol: '1INCH',
// name: '1inch',
// decimals: 8,
// depositFee: '0',
// depositConfirmations: 64,
// depositStatus: 'OK',
// withdrawalFee: '13',
// withdrawalMinAmount: '13',
// withdrawalStatus: 'OK',
// networks: [Array],
// message: ''
// },
// ...
// ]
// }
//
const messageHash = this.safeString(message, 'requestId');
const response = this.safeValue(message, 'response');
const currencies = this.parseCurrencies(response);
client.resolve(currencies, messageHash);
}
handleTradingFees(client, message) {
//
// {
// action: 'privateGetAccount',
// response: {
// fees: {
// taker: '0.0025',
// maker: '0.0015',
// volume: '1693.74'
// }
// }
// }
//
const messageHash = this.safeString(message, 'requestId');
const response = this.safeValue(message, 'response');
const fees = this.parseTradingFees(response);
client.resolve(fees, messageHash);
}
/**
* @method
* @name bitvavo#fetchBalanceWs
* @see https://docs.bitvavo.com/#tag/Account/paths/~1balance/get
* @description query for balance and get the amount of funds available for trading or funds locked in orders
* @param {object} [params] extra parameters specific to the bitvavo api endpoint
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/en/latest/manual.html?#balance-structure}
*/
async fetchBalanceWs(params = {}) {
await this.loadMarkets();
await this.authenticate();
return await this.watchRequest('privateGetBalance', params);
}
handleFetchBalance(client, message) {
//
// {
// action: 'privateGetBalance',
// response: [{
// symbol: 'ADA',
// available: '0',
// inOrder: '0'
// },
// ...
// ]
// }
//
const messageHash = this.safeString(message, 'requestId');
const response = this.safeValue(message, 'response', []);
const balance = this.parseBalance(response);
client.resolve(balance, messageHash);
}
handleSingleOrder(client, message) {
//
// {
// action: 'privateCreateOrder',
// response: {
// orderId: 'd71df826-1130-478a-8741-d219128675b0',
// market: 'BTC-EUR',
// created: 1689792749748,
// updated: 1689792749748,
// status: 'new',
// side: 'sell',
// orderType: 'limit',
// amount: '0.0002',
// amountRemaining: '0.0002',
// price: '37000',
// onHold: '0.0002',
// onHoldCurrency: 'BTC',
// filledAmount: '0',
// filledAmountQuote: '0',
// feePaid: '0',
// feeCurrency: 'EUR',
// fills: [],
// selfTradePrevention: 'decrementAndCancel',
// visible: true,
// timeInForce: 'GTC',
// postOnly: false
// }
// }
//
const response = this.safeValue(message, 'response', {});
const order = this.parseOrder(response);
const messageHash = this.safeString(message, 'requestId');
client.resolve(order, messageHash);
}
handleMarkets(client, message) {
//
// {
// action: 'getMarkets',
// response: [{
// market: '1INCH-EUR',
// status: 'trading',
// base: '1INCH',
// quote: 'EUR',
// pricePrecision: 5,
// minOrderInBaseAsset: '2',
// minOrderInQuoteAsset: '5',
// maxOrderInBaseAsset: '1000000000',
// maxOrderInQuoteAsset: '1000000000',
// orderTypes: [Array]
// },
// ...
// ]
// }
//
const response = this.safeValue(message, 'response', {});
const markets = this.parseMarkets(response);
const messageHash = this.safeString(message, 'requestId');
client.resolve(markets, messageHash);
}
buildMessageHash(action, params = {}) {
const methods = {
'privateCreateOrder': this.actionAndMarketMessageHash,
'privateUpdateOrder': this.actionAndOrderIdMessageHash,
'privateCancelOrder': this.actionAndOrderIdMessageHash,
'privateGetOrder': this.actionAndOrderIdMessageHash,
'privateGetTrades': this.actionAndMarketMessageHash,
};
const method = this.safeValue(methods, action);
let messageHash = action;
if (method !== undefined) {
messageHash = method.call(this, action, params);
}
return messageHash;
}
actionAndMarketMessageHash(action, params = {}) {
const symbol = this.safeString(params, 'market', '');
return action + symbol;
}
actionAndOrderIdMessageHash(action, params = {}) {
const orderId = this.safeString(params, 'orderId');
if (orderId === undefined) {
throw new errors.ExchangeError(this.id + ' privateUpdateOrderMessageHash requires a orderId parameter');
}
return action + orderId;
}
handleOrder(client, message) {
//
// {
// "event": "order",
// "orderId": "f0e5180f-9497-4d05-9dc2-7056e8a2de9b",
// "market": "ETH-EUR",
// "created": 1590948500319,
// "updated": 1590948500319,
// "status": "new",
// "side": "sell",
// "orderType": "limit",
// "amount": "0.1",
// "amountRemaining": "0.1",
// "price": "300",
// "onHold": "0.1",
// "onHoldCurrency": "ETH",
// "selfTradePrevention": "decrementAndCancel",
// "visible": true,
// "timeInForce": "GTC",
// "postOnly": false
// }
//
const marketId = this.safeString(message, 'market');
const market = this.safeMarket(marketId, undefined, '-');
const symbol = market['symbol'];
const messageHash = 'order:' + symbol;
const order = this.parseOrder(message, market);
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
this.orders = new Cache.ArrayCacheBySymbolById(limit);
}
const orders = this.orders;
orders.append(order);
client.resolve(this.orders, messageHash);
}
handleMyTrade(client, message) {
//
// {
// "event": "fill",
// "timestamp": 1590964470132,
// "market": "ETH-EUR",
// "orderId": "85d082e1-eda4-4209-9580-248281a29a9a",
// "fillId": "861d2da5-aa93-475c-8d9a-dce431bd4211",
// "side": "sell",
// "amount": "0.1",
// "price": "211.46",
// "taker": true,
// "fee": "0.056",
// "feeCurrency": "EUR"
// }
//
const marketId = this.safeString(message, 'market');
const market = this.safeMarket(marketId, undefined, '-');
const symbol = market['symbol'];
const messageHash = 'myTrades:' + symbol;
const trade = this.parseTrade(message, market);
if (this.myTrades === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
this.myTrades = new Cache.ArrayCache(limit);
}
const tradesArray = this.myTrades;
tradesArray.append(trade);
client.resolve(tradesArray, messageHash);
}
handleSubscriptionStatus(client, message) {
//
// {
// "event": "subscribed",
// "subscriptions": {
// "book": [ "BTC-EUR" ]
// }
// }
//
const subscriptions = this.safeValue(message, 'subscriptions', {});
const methods = {
'book': this.handleOrderBookSubscriptions,
};
const names = Object.keys(subscriptions);
for (let i = 0; i < names.length; i++) {
const name = names[i];
const method = this.safeValue(methods, name);
if (method !== undefined) {
const subscription = this.safeValue(subscriptions, name);
method.call(this, client, message, subscription);
}
}
return message;
}
async authenticate(params = {}) {
const url = this.urls['api']['ws'];
const client = this.client(url);
const messageHash = 'authenticated';
let future = this.safeValue(client.subscriptions, messageHash);
if (future === undefined) {
const timestamp = this.milliseconds();
const stringTimestamp = timestamp.toString();
const auth = stringTimestamp + 'GET/' + this.version + '/websocket';
const signature = this.hmac(this.encode(auth), this.encode(this.secret), sha256.sha256);
const action = 'authenticate';
const request = {
'action': action,
'key': this.apiKey,
'signature': signature,
'timestamp': timestamp,
};
const message = this.extend(request, params);
future = await this.watch(url, messageHash, message, messageHash);
client.subscriptions[messageHash] = future;
}
return future;
}
handleAuthenticationMessage(client, message) {
//
// {
// "event": "authenticate",
// "authenticated": true
// }
//
const messageHash = 'authenticated';
const authenticated = this.safeBool(message, 'authenticated', false);
if (authenticated) {
// we resolve the future here permanently so authentication only happens once
client.resolve(message, messageHash);
}
else {
const error = new errors.AuthenticationError(this.json(message));
client.reject(error, messageHash);
// allows further authentication attempts
if (messageHash in client.subscriptions) {
delete client.subscriptions[messageHash];
}
}
}
handleErrorMessage(client, message) {
//
// {
// action: 'privateCreateOrder',
// market: 'BTC-EUR',
// errorCode: 217,
// error: 'Minimum order size in quote currency is 5 EUR or 0.001 BTC.'
// }
// {
// action: 'privateCreateOrder',
// requestId: '17317539426571916',
// market: 'USDT-EUR',
// errorCode: 216,
// error: 'You do not have sufficient balance to complete this operation.'
// }
//
const error = this.safeString(message, 'error');
const code = this.safeInteger(error, 'errorCode');
const action = this.safeString(message, 'action');
const buildMessage = this.buildMessageHash(action, message);
const messageHash = this.safeString(message, 'requestId', buildMessage);
let rejected = false;
try {
this.handleErrors(code, error, client.url, undefined, undefined, error, message, undefined, undefined);
}
catch (e) {
rejected = true;
client.reject(e, messageHash);
}
if (!rejected) {
client.reject(message, messageHash);
}
}
handleMessage(client, message) {
//
// {
// "event": "subscribed",
// "subscriptions": {
// "book": [ "BTC-EUR" ]
// }
// }
//
// {
// "event": "book",
// "market": "BTC-EUR",
// "nonce": 36729561,
// "bids": [
// [ "8513.3", "0" ],
// [ '8518.8', "0.64236203" ],
// [ '8513.6', "0.32435481" ],
// ],
// "asks": []
// }
//
// {
// "action": "getBook",
// "response": {
// "market": "BTC-EUR",
// "nonce": 36946120,
// "bids": [
// [ '8494.9', "0.24399521" ],
// [ '8494.8', "0.34884085" ],
// [ '8493.9', "0.14535128" ],
// ],
// "asks": [
// [ "8495", "0.46982463" ],
// [ '8495.1', "0.12178267" ],
// [ '8496.2', "0.21924143" ],
// ]
// }
// }
//
// {
// "event": "authenticate",
// "authenticated": true
// }
//
const error = this.safeString(message, 'error');
if (error !== undefined) {
this.handleErrorMessage(client, message);
}
const methods = {
'subscribed': this.handleSubscriptionStatus,
'book': this.handleOrderBook,
'getBook': this.handleOrderBookSnapshot,
'trade': this.handleTrade,
'candle': this.handleOHLCV,
'ticker24h': this.handleTicker,
'authenticate': this.handleAuthenticationMessage,
'order': this.handleOrder,
'fill': this.handleMyTrade,
'privateCreateOrder': this.handleSingleOrder,
'privateUpdateOrder': this.handleSingleOrder,
'privateGetBalance': this.handleFetchBalance,
'privateCancelOrders': this.handleMultipleOrders,
'privateGetOrders': this.handleMultipleOrders,
'privateGetOrder': this.handleSingleOrder,
'privateCancelOrder': this.handleSingleOrder,
'privateGetOrdersOpen': this.handleMultipleOrders,
'privateGetAccount': this.handleTradingFees,
'privateGetDepositHistory': this.handleDeposits,
'privateGetWithdrawalHistory': this.handleWithdraws,
'privateWithdrawAssets': this.handleWithdraw,
'privateGetTrades': this.handleMyTrades,
'getAssets': this.handleFetchCurrencies,
'getCandles': this.handleFetchOHLCV,
'getMarkets': this.handleMarkets,
};
const event = this.safeString(message, 'event');
let method = this.safeValue(methods, event);
if (method === undefined) {
const action = this.safeString(message, 'action');
method = this.safeValue(methods, action);
if (method !== undefined) {
method.call(this, client, message);
}
}
else {
method.call(this, client, message);
}
}
}
module.exports = bitvavo;