astro-perp-ccxt-dev
Version:
1,343 lines • 58.7 kB
JavaScript
'use strict';
var onetrading$1 = require('../onetrading.js');
var errors = require('../base/errors.js');
var Cache = require('../base/ws/Cache.js');
var Precise = require('../base/Precise.js');
// ----------------------------------------------------------------------------
// ---------------------------------------------------------------------------
class onetrading extends onetrading$1 {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'watchBalance': true,
'watchTicker': true,
'watchTickers': true,
'watchTrades': false,
'watchTradesForSymbols': false,
'watchMyTrades': true,
'watchOrders': true,
'watchOrderBook': true,
'watchOHLCV': true,
},
'urls': {
'api': {
'ws': 'wss://streams.onetrading.com/',
},
},
'options': {
'bp_remaining_quota': 200,
'timeframes': {
'1m': {
'unit': 'MINUTES',
'period': 1,
},
'5m': {
'unit': 'MINUTES',
'period': 5,
},
'15m': {
'unit': 'MINUTES',
'period': 15,
},
'30m': {
'unit': 'MINUTES',
'period': 30,
},
'1h': {
'unit': 'HOURS',
'period': 1,
},
'4h': {
'unit': 'HOURS',
'period': 4,
},
'1d': {
'unit': 'DAYS',
'period': 1,
},
'1w': {
'unit': 'WEEKS',
'period': 1,
},
'1M': {
'unit': 'MONTHS',
'period': 1,
},
},
},
'streaming': {},
'exceptions': {},
});
}
/**
* @method
* @name onetrading#watchBalance
* @see https://developers.bitpanda.com/exchange/#account-history-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
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
*/
async watchBalance(params = {}) {
await this.authenticate(params);
const url = this.urls['api']['ws'];
const messageHash = 'balance';
const subscribeHash = 'ACCOUNT_HISTORY';
const bpRemainingQuota = this.safeInteger(this.options, 'bp_remaining_quota', 200);
const subscribe = {
'type': 'SUBSCRIBE',
'bp_remaining_quota': bpRemainingQuota,
'channels': [
{
'name': 'ACCOUNT_HISTORY',
},
],
};
const request = this.deepExtend(subscribe, params);
return await this.watch(url, messageHash, request, subscribeHash, request);
}
handleBalanceSnapshot(client, message) {
//
// snapshot
// {
// "account_id": "b355abb8-aaae-4fae-903c-c60ff74723c6",
// "type": "BALANCES_SNAPSHOT",
// "channel_name": "ACCOUNT_HISTORY",
// "time": "2019-04-01T13:39:17.155Z",
// "balances": [{
// "account_id": "b355abb8-aaae-4fae-903c-c60ff74723c6",
// "currency_code": "BTC",
// "change": "0.5",
// "available": "10.0",
// "locked": "1.1234567",
// "sequence": 1,
// "time": "2019-04-01T13:39:17.155Z"
// },
// {
// "account_id": "b355abb8-aaae-4fae-903c-c60ff74723c6",
// "currency_code": "ETH",
// "change": "0.5",
// "available": "10.0",
// "locked": "1.1234567",
// "sequence": 2,
// "time": "2019-04-01T13:39:17.155Z"
// }
// ]
// }
//
this.balance = this.parseBalance(message);
const messageHash = 'balance';
client.resolve(this.balance, messageHash);
}
/**
* @method
* @name onetrading#watchTicker
* @see https://developers.bitpanda.com/exchange/#market-ticker-channel
* @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
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchTicker(symbol, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
const subscriptionHash = 'MARKET_TICKER';
const messageHash = 'ticker.' + symbol;
const request = {
'type': 'SUBSCRIBE',
'channels': [
{
'name': 'MARKET_TICKER',
'price_points_mode': 'INLINE',
},
],
};
return await this.watchMany(messageHash, request, subscriptionHash, [symbol], params);
}
/**
* @method
* @name onetrading#watchTickers
* @see https://developers.bitpanda.com/exchange/#market-ticker-channel
* @description watches price tickers, a statistical calculation with the information for all markets or those specified.
* @param {string} symbols unified symbols of the markets to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} an array of [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchTickers(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
if (symbols === undefined) {
symbols = [];
}
const subscriptionHash = 'MARKET_TICKER';
const messageHash = 'tickers';
const request = {
'type': 'SUBSCRIBE',
'channels': [
{
'name': 'MARKET_TICKER',
'price_points_mode': 'INLINE',
},
],
};
const tickers = await this.watchMany(messageHash, request, subscriptionHash, symbols, params);
return this.filterByArray(tickers, 'symbol', symbols);
}
handleTicker(client, message) {
//
// {
// "ticker_updates": [{
// "instrument": "ETH_BTC",
// "last_price": "0.053752",
// "price_change": "0.000623",
// "price_change_percentage": "1.17",
// "high": "0.055",
// "low": "0.052662",
// "volume": "6.3821593247"
// }],
// "channel_name": "MARKET_TICKER",
// "type": "MARKET_TICKER_UPDATES",
// "time": "2022-06-23T16:41:00.004162Z"
// }
//
const tickers = this.safeValue(message, 'ticker_updates', []);
const datetime = this.safeString(message, 'time');
for (let i = 0; i < tickers.length; i++) {
const ticker = tickers[i];
const marketId = this.safeString(ticker, 'instrument');
const symbol = this.safeSymbol(marketId);
this.tickers[symbol] = this.parseWSTicker(ticker);
const timestamp = this.parse8601(datetime);
this.tickers[symbol]['timestamp'] = timestamp;
this.tickers[symbol]['datetime'] = this.iso8601(timestamp);
client.resolve(this.tickers[symbol], 'ticker.' + symbol);
}
client.resolve(this.tickers, 'tickers');
}
parseWSTicker(ticker, market = undefined) {
//
// {
// "instrument": "ETH_BTC",
// "last_price": "0.053752",
// "price_change": "-0.000623",
// "price_change_percentage": "-1.17",
// "high": "0.055",
// "low": "0.052662",
// "volume": "6.3821593247"
// }
//
const marketId = this.safeString(ticker, 'instrument');
return this.safeTicker({
'symbol': this.safeSymbol(marketId, market),
'timestamp': undefined,
'datetime': undefined,
'high': this.safeString(ticker, 'high'),
'low': this.safeString(ticker, 'low'),
'bid': undefined,
'bidVolume': undefined,
'ask': undefined,
'askVolume': undefined,
'vwap': undefined,
'open': undefined,
'close': this.safeString(ticker, 'last_price'),
'last': this.safeString(ticker, 'last_price'),
'previousClose': undefined,
'change': this.safeString(ticker, 'price_change'),
'percentage': this.safeString(ticker, 'price_change_percentage'),
'average': undefined,
'baseVolume': undefined,
'quoteVolume': this.safeNumber(ticker, 'volume'),
'info': ticker,
}, market);
}
/**
* @method
* @name onetrading#watchMyTrades
* @see https://developers.bitpanda.com/exchange/#account-history-channel
* @description get the list of trades associated with the user
* @param {string} symbol unified symbol of the market to fetch trades for. Use 'any' to watch all trades
* @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 watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
let messageHash = 'myTrades';
if (symbol !== undefined) {
const market = this.market(symbol);
symbol = market['symbol'];
messageHash += ':' + symbol;
}
await this.authenticate(params);
const url = this.urls['api']['ws'];
const subscribeHash = 'ACCOUNT_HISTORY';
const bpRemainingQuota = this.safeInteger(this.options, 'bp_remaining_quota', 200);
const subscribe = {
'type': 'SUBSCRIBE',
'bp_remaining_quota': bpRemainingQuota,
'channels': [
{
'name': 'ACCOUNT_HISTORY',
},
],
};
const request = this.deepExtend(subscribe, params);
let trades = await this.watch(url, messageHash, request, subscribeHash, request);
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
trades = this.filterBySymbolSinceLimit(trades, symbol, since, limit);
const numTrades = trades.length;
if (numTrades === 0) {
return await this.watchMyTrades(symbol, since, limit, params);
}
return trades;
}
/**
* @method
* @name onetrading#watchOrderBook
* @see https://developers.bitpanda.com/exchange/#market-ticker-channel
* @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 messageHash = 'book:' + symbol;
const subscriptionHash = 'ORDER_BOOK';
let depth = 0;
if (limit !== undefined) {
depth = limit;
}
const request = {
'type': 'SUBSCRIBE',
'channels': [
{
'name': 'ORDER_BOOK',
'depth': depth,
},
],
};
const orderbook = await this.watchMany(messageHash, request, subscriptionHash, [symbol], params);
return orderbook.limit();
}
handleOrderBook(client, message) {
//
// snapshot
// {
// "instrument_code": "ETH_BTC",
// "bids": [
// ['0.053595', "4.5352"],
// ...
// ],
// "asks": [
// ['0.055455', "0.2821"],
// ...
// ],
// "channel_name": "ORDER_BOOK",
// "type": "ORDER_BOOK_SNAPSHOT",
// "time": "2022-06-23T15:38:02.196282Z"
// }
//
// update
// {
// "instrument_code": "ETH_BTC",
// "changes": [
// ["BUY", '0.053593', "8.0587"]
// ],
// "channel_name": "ORDER_BOOK",
// "type": "ORDER_BOOK_UPDATE",
// "time": "2022-06-23T15:38:02.751301Z"
// }
//
const type = this.safeString(message, 'type');
const marketId = this.safeString(message, 'instrument_code');
const symbol = this.safeSymbol(marketId);
const dateTime = this.safeString(message, 'time');
const timestamp = this.parse8601(dateTime);
const channel = 'book:' + symbol;
let orderbook = this.safeValue(this.orderbooks, symbol);
if (orderbook === undefined) {
orderbook = this.orderBook({});
}
if (type === 'ORDER_BOOK_SNAPSHOT') {
const snapshot = this.parseOrderBook(message, symbol, timestamp, 'bids', 'asks');
orderbook.reset(snapshot);
}
else if (type === 'ORDER_BOOK_UPDATE') {
const changes = this.safeValue(message, 'changes', []);
this.handleDeltas(orderbook, changes);
}
else {
throw new errors.NotSupported(this.id + ' watchOrderBook() did not recognize message type ' + type);
}
orderbook['nonce'] = timestamp;
orderbook['timestamp'] = timestamp;
orderbook['datetime'] = this.iso8601(timestamp);
this.orderbooks[symbol] = orderbook;
client.resolve(orderbook, channel);
}
handleDelta(orderbook, delta) {
//
// [ 'BUY', "0.053595", "0" ]
//
const bidAsk = this.parseBidAsk(delta, 1, 2);
const type = this.safeString(delta, 0);
if (type === 'BUY') {
const bids = orderbook['bids'];
bids.storeArray(bidAsk);
}
else if (type === 'SELL') {
const asks = orderbook['asks'];
asks.storeArray(bidAsk);
}
else {
throw new errors.NotSupported(this.id + ' watchOrderBook () received unknown change type ' + this.json(delta));
}
}
handleDeltas(orderbook, deltas) {
//
// [
// [ 'BUY', "0.053593", "0" ],
// [ 'SELL', "0.053698", "0" ]
// ]
//
for (let i = 0; i < deltas.length; i++) {
this.handleDelta(orderbook, deltas[i]);
}
}
/**
* @method
* @name onetrading#watchOrders
* @see https://developers.bitpanda.com/exchange/#account-history-channel
* @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
* @param {string} [params.channel] can listen to orders using ACCOUNT_HISTORY or TRADING
* @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();
let messageHash = 'orders';
if (symbol !== undefined) {
const market = this.market(symbol);
symbol = market['symbol'];
messageHash += ':' + symbol;
}
await this.authenticate(params);
const url = this.urls['api']['ws'];
const subscribeHash = this.safeString(params, 'channel', 'ACCOUNT_HISTORY');
const bpRemainingQuota = this.safeInteger(this.options, 'bp_remaining_quota', 200);
const subscribe = {
'type': 'SUBSCRIBE',
'bp_remaining_quota': bpRemainingQuota,
'channels': [
{
'name': subscribeHash,
},
],
};
const request = this.deepExtend(subscribe, params);
let orders = await this.watch(url, messageHash, request, subscribeHash, request);
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
orders = this.filterBySymbolSinceLimit(orders, symbol, since, limit);
const numOrders = orders.length;
if (numOrders === 0) {
return await this.watchOrders(symbol, since, limit, params);
}
return orders;
}
handleTrading(client, message) {
//
// {
// "order_book_sequence": 892925263,
// "side": "BUY",
// "amount": "0.00046",
// "trade_id": "d67b9b69-ab76-480f-9ba3-b33582202836",
// "matched_as": "TAKER",
// "matched_amount": "0.00046",
// "matched_price": "22231.08",
// "instrument_code": "BTC_EUR",
// "order_id": "7b39f316-0a71-4bfd-adda-3062e6f0bd37",
// "remaining": "0.0",
// "channel_name": "TRADING",
// "type": "FILL",
// "time": "2022-07-21T12:41:22.883341Z"
// }
//
// {
// "status": "CANCELLED",
// "order_book_sequence": 892928424,
// "amount": "0.0003",
// "side": "SELL",
// "price": "50338.65",
// "instrument_code": "BTC_EUR",
// "order_id": "b3994a08-a9e8-4a79-a08b-33e3480382df",
// "remaining": "0.0003",
// "channel_name": "TRADING",
// "type": "DONE",
// "time": "2022-07-21T12:44:24.267000Z"
// }
//
// {
// "order_book_sequence": 892934476,
// "side": "SELL",
// "amount": "0.00051",
// "price": "22349.02",
// "instrument_code": "BTC_EUR",
// "order_id": "1c6c585c-ec3d-4b94-9292-6c3d04a31dc8",
// "remaining": "0.00051",
// "channel_name": "TRADING",
// "type": "BOOKED",
// "time": "2022-07-21T12:50:10.093000Z"
// }
//
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
this.orders = new Cache.ArrayCacheBySymbolById(limit);
}
const order = this.parseTradingOrder(message);
const orders = this.orders;
orders.append(order);
client.resolve(this.orders, 'orders:' + order['symbol']);
client.resolve(this.orders, 'orders');
}
parseTradingOrder(order, market = undefined) {
//
// {
// "order_book_sequence": 892925263,
// "side": "BUY",
// "amount": "0.00046",
// "trade_id": "d67b9b69-ab76-480f-9ba3-b33582202836",
// "matched_as": "TAKER",
// "matched_amount": "0.00046",
// "matched_price": "22231.08",
// "instrument_code": "BTC_EUR",
// "order_id": "7b39f316-0a71-4bfd-adda-3062e6f0bd37",
// "remaining": "0.0",
// "channel_name": "TRADING",
// "type": "FILL",
// "time": "2022-07-21T12:41:22.883341Z"
// }
//
// {
// "status": "CANCELLED",
// "order_book_sequence": 892928424,
// "amount": "0.0003",
// "side": "SELL",
// "price": "50338.65",
// "instrument_code": "BTC_EUR",
// "order_id": "b3994a08-a9e8-4a79-a08b-33e3480382df",
// "remaining": "0.0003",
// "channel_name": "TRADING",
// "type": "DONE",
// "time": "2022-07-21T12:44:24.267000Z"
// }
//
// {
// "order_book_sequence": 892934476,
// "side": "SELL",
// "amount": "0.00051",
// "price": "22349.02",
// "instrument_code": "BTC_EUR",
// "order_id": "1c6c585c-ec3d-4b94-9292-6c3d04a31dc8",
// "remaining": "0.00051",
// "channel_name": "TRADING",
// "type": "BOOKED",
// "time": "2022-07-21T12:50:10.093000Z"
// }
//
// {
// "type":"UPDATE",
// "channel_name": "TRADING",
// "instrument_code": "BTC_EUR",
// "order_id": "1e842f13-762a-4745-9f3b-07f1b43e7058",
// "client_id": "d75fb03b-b599-49e9-b926-3f0b6d103206",
// "time": "2020-01-11T01:01:01.999Z",
// "remaining": "1.23456",
// "order_book_sequence": 42,
// "status": "APPLIED",
// "amount": "1.35756",
// "amount_delta": "0.123",
// "modification_id": "cc0eed67-aecc-4fb4-a625-ff3890ceb4cc"
// }
// tracked
// {
// "type": "STOP_TRACKED",
// "channel_name": "TRADING",
// "instrument_code": "BTC_EUR",
// "order_id": "1e842f13-762a-4745-9f3b-07f1b43e7058",
// "client_id": "d75fb03b-b599-49e9-b926-3f0b6d103206",
// "time": "2020-01-11T01:01:01.999Z",
// "remaining": "1.23456",
// "order_book_sequence": 42,
// "trigger_price": "12345.67",
// "current_price": "11111.11"
// }
//
// {
// "type": "STOP_TRIGGERED",
// "channel_name": "TRADING",
// "instrument_code": "BTC_EUR",
// "order_id": "1e842f13-762a-4745-9f3b-07f1b43e7058",
// "client_id": "d75fb03b-b599-49e9-b926-3f0b6d103206",
// "time": "2020-01-11T01:01:01.999Z",
// "remaining": "1.23456",
// "order_book_sequence": 42,
// "price": "13333.33"
// }
//
const datetime = this.safeString(order, 'time');
const marketId = this.safeString(order, 'instrument_code');
const symbol = this.safeSymbol(marketId, market, '_');
return this.safeOrder({
'id': this.safeString(order, 'order_id'),
'clientOrderId': this.safeString(order, 'client_id'),
'info': order,
'timestamp': this.parse8601(datetime),
'datetime': datetime,
'lastTradeTimestamp': undefined,
'symbol': symbol,
'type': undefined,
'timeInForce': undefined,
'postOnly': undefined,
'side': this.safeStringLower(order, 'side'),
'price': this.safeNumber2(order, 'price', 'matched_price'),
'stopPrice': this.safeNumber(order, 'trigger_price'),
'amount': this.safeNumber(order, 'amount'),
'cost': undefined,
'average': undefined,
'filled': undefined,
'remaining': this.safeString(order, 'remaining'),
'status': this.parseTradingOrderStatus(this.safeString(order, 'status')),
'fee': undefined,
'trades': undefined,
}, market);
}
parseTradingOrderStatus(status) {
const statuses = {
'CANCELLED': 'canceled',
'SELF_TRADE': 'rejected',
'FILLED_FULLY': 'closed',
'INSUFFICIENT_FUNDS': 'rejected',
'INSUFFICIENT_LIQUIDITY': 'rejected',
'TIME_TO_MARKET_EXCEEDED': 'rejected',
'LAST_PRICE_UNKNOWN': 'rejected',
};
return this.safeString(statuses, status, status);
}
handleOrders(client, message) {
//
// snapshot
// {
// "account_id": "4920221a-48dc-423e-b336-bb65baccc7bd",
// "orders": [{
// "order": {
// "order_id": "30e2de8f-9a34-472f-bcf8-3af4b7757626",
// "account_holder": "49202c1a-48dc-423e-b336-bb65baccc7bd",
// "account_id": "49202c1a-48dc-423e-b336-bb65baccc7bd",
// "instrument_code": "BTC_EUR",
// "time": "2022-06-28T06:10:02.587345Z",
// "side": "SELL",
// "price": "19645.48",
// "amount": "0.00052",
// "filled_amount": "0.00052",
// "type": "MARKET",
// "sequence": 7633339971,
// "status": "FILLED_FULLY",
// "average_price": "19645.48",
// "is_post_only": false,
// "order_book_sequence": 866885897,
// "time_last_updated": "2022-06-28T06:10:02.766983Z",
// "update_modification_sequence": 866885897
// },
// "trades": [{
// "fee": {
// "fee_amount": "0.01532347",
// "fee_currency": "EUR",
// "fee_percentage": "0.15",
// "fee_group_id": "default",
// "fee_type": "TAKER",
// "running_trading_volume": "0.0",
// "collection_type": "STANDARD"
// },
// "trade": {
// "trade_id": "d83e302e-0b3a-4269-aa7d-ecf007cbe577",
// "order_id": "30e2de8f-9a34-472f-bcf8-3af4b7757626",
// "account_holder": "49203c1a-48dc-423e-b336-bb65baccc7bd",
// "account_id": "4920221a-48dc-423e-b336-bb65baccc7bd",
// "amount": "0.00052",
// "side": "SELL",
// "instrument_code": "BTC_EUR",
// "price": "19645.48",
// "time": "2022-06-28T06:10:02.693246Z",
// "price_tick_sequence": 0,
// "sequence": 7633339971
// }
// }]
// }],
// "channel_name": "ACCOUNT_HISTORY",
// "type": "INACTIVE_ORDERS_SNAPSHOT",
// "time": "2022-06-28T06:11:52.469242Z"
// }
//
//
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
this.orders = new Cache.ArrayCacheBySymbolById(limit);
}
if (this.myTrades === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
this.myTrades = new Cache.ArrayCacheBySymbolById(limit);
}
const rawOrders = this.safeValue(message, 'orders', []);
const rawOrdersLength = rawOrders.length;
if (rawOrdersLength === 0) {
return;
}
const orders = this.orders;
for (let i = 0; i < rawOrders.length; i++) {
const order = this.parseOrder(rawOrders[i]);
let symbol = this.safeString(order, 'symbol', '');
orders.append(order);
client.resolve(this.orders, 'orders:' + symbol);
const rawTrades = this.safeValue(rawOrders[i], 'trades', []);
for (let ii = 0; ii < rawTrades.length; ii++) {
const trade = this.parseTrade(rawTrades[ii]);
symbol = this.safeString(trade, 'symbol', symbol);
this.myTrades.append(trade);
client.resolve(this.myTrades, 'myTrades:' + symbol);
}
}
client.resolve(this.orders, 'orders');
client.resolve(this.myTrades, 'myTrades');
}
handleAccountUpdate(client, message) {
//
// order created
// {
// "account_id": "49302c1a-48dc-423e-b336-bb65baccc7bd",
// "sequence": 7658332018,
// "update": {
// "type": "ORDER_CREATED",
// "activity": "TRADING",
// "account_holder": "43202c1a-48dc-423e-b336-bb65baccc7bd",
// "account_id": "49202c1a-48dc-423e-b336-bb65baccc7bd",
// "order_id": "8893fd69-5ebd-496b-aaa4-269b4c18aa77",
// "time": "2022-06-29T04:33:29.661257Z",
// "order": {
// "time_in_force": "GOOD_TILL_CANCELLED",
// "is_post_only": false,
// "order_id": "8892fd69-5ebd-496b-aaa4-269b4c18aa77",
// "account_holder": "43202c1a-48dc-423e-b336-bb65baccc7bd",
// "account_id": "49302c1a-48dc-423e-b336-bb65baccc7bd",
// "instrument_code": "BTC_EUR",
// "time": "2022-06-29T04:33:29.656896Z",
// "side": "SELL",
// "price": "50338.65",
// "amount": "0.00021",
// "filled_amount": "0.0",
// "type": "LIMIT"
// },
// "locked": {
// "currency_code": "BTC",
// "amount": "0.00021",
// "new_available": "0.00017",
// "new_locked": "0.00021"
// },
// "id": "26e9c36a-b231-4bb0-a686-aa915a2fc9e6",
// "sequence": 7658332018
// },
// "channel_name": "ACCOUNT_HISTORY",
// "type": "ACCOUNT_UPDATE",
// "time": "2022-06-29T04:33:29.684517Z"
// }
//
// order rejected
// {
// "account_id": "49302c1a-48dc-423e-b336-bb65baccc7bd",
// "sequence": 7658332018,
// "update": {
// "id": "d3fe6025-5b27-4df6-a957-98b8d131cb9d",
// "type": "ORDER_REJECTED",
// "activity": "TRADING",
// "account_id": "b355abb8-aaae-4fae-903c-c60ff74723c6",
// "sequence": 0,
// "timestamp": "2018-08-01T13:39:15.590Z",
// "reason": "INSUFFICIENT_FUNDS",
// "order_id": "6f991342-da2c-45c6-8830-8bf519cfc8cc",
// "client_id": "fb497387-8223-4111-87dc-66a86f98a7cf",
// "unlocked": {
// "currency_code": "BTC",
// "amount": "1.5",
// "new_locked": "2.0",
// "new_available": "1.5"
// }
// }
// }
//
// order closed
// {
// "account_id": "49202c1a-48dc-423e-b336-bb65baccc7bd",
// "sequence": 7658471216,
// "update": {
// "type": "ORDER_CLOSED",
// "activity": "TRADING",
// "account_holder": "49202c1a-48dc-423e-b336-bb65baccc7bd",
// "account_id": "49202c1a-48dc-423e-b336-bb65baccc7bd",
// "time": "2022-06-29T04:43:57.169616Z",
// "order_id": "8892fd69-5ebd-496b-aaa4-269b4c18aa77",
// "unlocked": {
// "currency_code": "BTC",
// "amount": "0.00021",
// "new_available": "0.00038",
// "new_locked": "0.0"
// },
// "order_book_sequence": 867964191,
// "id": "26c5e1d7-65ba-4a11-a661-14c0130ff484",
// "sequence": 7658471216
// },
// "channel_name": "ACCOUNT_HISTORY",
// "type": "ACCOUNT_UPDATE",
// "time": "2022-06-29T04:43:57.182153Z"
// }
//
// trade settled
// {
// "account_id": "49202c1a-48dc-423e-b336-bb65baccc7bd",
// "sequence": 7658502878,
// "update": {
// "type": "TRADE_SETTLED",
// "activity": "TRADING",
// "account_holder": "49202c1a-48dc-423e-b336-bb65baccc7bd",
// "account_id": "49202c1a-48dc-423e-b336-bb65baccc7bd",
// "time": "2022-06-29T04:46:12.933091Z",
// "order_id": "ad19951a-b616-401d-a062-8d0609f038a4",
// "order_book_sequence": 867965579,
// "filled_amount": "0.00052",
// "order": {
// "amount": "0.00052",
// "filled_amount": "0.00052"
// },
// "trade": {
// "trade_id": "21039eb9-2df0-4227-be2d-0ea9b691ac66",
// "order_id": "ad19951a-b616-401d-a062-8d0609f038a4",
// "account_holder": "49202c1a-48dc-423e-b336-bb65baccc7bd",
// "account_id": "49202c1a-48dc-423e-b336-bb65baccc7bd",
// "amount": "0.00052",
// "side": "BUY",
// "instrument_code": "BTC_EUR",
// "price": "19309.29",
// "time": "2022-06-29T04:46:12.870581Z",
// "price_tick_sequence": 0
// },
// "fee": {
// "fee_amount": "0.00000078",
// "fee_currency": "BTC",
// "fee_percentage": "0.15",
// "fee_group_id": "default",
// "fee_type": "TAKER",
// "running_trading_volume": "0.00052",
// "collection_type": "STANDARD"
// },
// "spent": {
// "currency_code": "EUR",
// "amount": "10.0408308",
// "new_available": "0.0",
// "new_locked": "0.15949533"
// },
// "credited": {
// "currency_code": "BTC",
// "amount": "0.00051922",
// "new_available": "0.00089922",
// "new_locked": "0.0"
// },
// "unlocked": {
// "currency_code": "EUR",
// "amount": "0.0",
// "new_available": "0.0",
// "new_locked": "0.15949533"
// },
// "id": "22b40199-2508-4176-8a14-d4785c933444",
// "sequence": 7658502878
// },
// "channel_name": "ACCOUNT_HISTORY",
// "type": "ACCOUNT_UPDATE",
// "time": "2022-06-29T04:46:12.941837Z"
// }
//
// Trade Settled with BEST fee collection enabled
// {
// "account_id": "49302c1a-48dc-423e-b336-bb65baccc7bd",
// "sequence": 7658951984,
// "update": {
// "id": "70e00504-d892-456f-9aae-4da7acb36aac",
// "sequence": 361792,
// "order_book_sequence": 123456,
// "type": "TRADE_SETTLED",
// "activity": "TRADING",
// "account_id": "379a12c0-4560-11e9-82fe-2b25c6f7d123",
// "time": "2019-10-22T12:09:55.731Z",
// "order_id": "9fcdd91c-7f6e-45f4-9956-61cddba55de5",
// "client_id": "fb497387-8223-4111-87dc-66a86f98a7cf",
// "order": {
// "amount": "0.5",
// "filled_amount": "0.5"
// },
// "trade": {
// "trade_id": "a828b63e-b2cb-48f0-8d99-8fc22cf98e08",
// "order_id": "9fcdd91c-7f6e-45f4-9956-61cddba55de5",
// "account_id": "379a12c0-4560-11e9-82fe-2b25c6f7d123",
// "amount": "0.5",
// "side": "BUY",
// "instrument_code": "BTC_EUR",
// "price": "7451.6",
// "time": "2019-10-22T12:09:55.667Z"
// },
// "fee": {
// "fee_amount": "23.28625",
// "fee_currency": "BEST",
// "fee_percentage": "0.075",
// "fee_group_id": "default",
// "fee_type": "TAKER",
// "running_trading_volume": "0.10058",
// "collection_type": "BEST",
// "applied_best_eur_rate": "1.04402"
// },
// "spent": {
// "currency_code": "EUR",
// "amount": "3725.8",
// "new_available": "14517885.0675703028781",
// "new_locked": "2354.882"
// },
// "spent_on_fees": {
// "currency_code": "BEST",
// "amount": "23.28625",
// "new_available": "9157.31375",
// "new_locked": "0.0"
// },
// "credited": {
// "currency_code": "BTC",
// "amount": "0.5",
// "new_available": "5839.89633700481",
// "new_locked": "0.0"
// },
// "unlocked": {
// "currency_code": "EUR",
// "amount": "0.15",
// "new_available": "14517885.0675703028781",
// "new_locked": "2354.882"
// }
// }
// "channel_name": "ACCOUNT_HISTORY",
// "type": "ACCOUNT_UPDATE",
// "time": "2022-06-29T05:18:51.760338Z"
// }
//
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
this.orders = new Cache.ArrayCacheBySymbolById(limit);
}
if (this.myTrades === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
this.myTrades = new Cache.ArrayCacheBySymbolById(limit);
}
let symbol = undefined;
const orders = this.orders;
const update = this.safeValue(message, 'update', {});
const updateType = this.safeString(update, 'type');
if (updateType === 'ORDER_REJECTED' || updateType === 'ORDER_CLOSED' || updateType === 'STOP_ORDER_TRIGGERED') {
const orderId = this.safeString(update, 'order_id');
const datetime = this.safeString2(update, 'time', 'timestamp');
const previousOrderArray = this.filterByArray(this.orders, 'id', orderId, false);
const previousOrder = this.safeValue(previousOrderArray, 0, {});
symbol = previousOrder['symbol'];
const filled = this.safeString(update, 'filled_amount');
let status = this.parseWsOrderStatus(updateType);
if (updateType === 'ORDER_CLOSED' && Precise["default"].stringEq(filled, '0')) {
status = 'canceled';
}
const orderObject = {
'id': orderId,
'symbol': symbol,
'status': status,
'timestamp': this.parse8601(datetime),
'datetime': datetime,
};
orders.append(orderObject);
}
else {
const parsed = this.parseOrder(update);
symbol = this.safeString(parsed, 'symbol', '');
orders.append(parsed);
}
client.resolve(this.orders, 'orders:' + symbol);
client.resolve(this.orders, 'orders');
// update balance
const balanceKeys = ['locked', 'unlocked', 'spent', 'spent_on_fees', 'credited', 'deducted'];
for (let i = 0; i < balanceKeys.length; i++) {
const newBalance = this.safeValue(update, balanceKeys[i]);
if (newBalance !== undefined) {
this.updateBalance(newBalance);
}
}
client.resolve(this.balance, 'balance');
// update trades
if (updateType === 'TRADE_SETTLED') {
const parsed = this.parseTrade(update);
symbol = this.safeString(parsed, 'symbol', '');
const myTrades = this.myTrades;
myTrades.append(parsed);
client.resolve(this.myTrades, 'myTrades:' + symbol);
client.resolve(this.myTrades, 'myTrades');
}
}
parseWsOrderStatus(status) {
const statuses = {
'ORDER_REJECTED': 'rejected',
'ORDER_CLOSED': 'closed',
'STOP_ORDER_TRIGGERED': 'triggered',
};
return this.safeString(statuses, status, status);
}
updateBalance(balance) {
//
// {
// "currency_code": "EUR",
// "amount": "0.0",
// "new_available": "0.0",
// "new_locked": "0.15949533"
// }
//
const currencyId = this.safeString(balance, 'currency_code');
const code = this.safeCurrencyCode(currencyId);
const account = this.account();
account['free'] = this.safeString(balance, 'new_available');
account['used'] = this.safeString(balance, 'new_locked');
this.balance[code] = account;
this.balance = this.safeBalance(this.balance);
}
/**
* @method
* @name onetrading#watchOHLCV
* @see https://developers.bitpanda.com/exchange/#candlesticks-channel
* @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 marketId = market['id'];
const url = this.urls['api']['ws'];
const timeframes = this.safeValue(this.options, 'timeframes', {});
const timeframeId = this.safeValue(timeframes, timeframe);
if (timeframeId === undefined) {
throw new errors.NotSupported(this.id + ' this interval is not supported, please provide one of the supported timeframes');
}
const messageHash = 'ohlcv.' + symbol + '.' + timeframe;
const subscriptionHash = 'CANDLESTICKS';
const client = this.safeValue(this.clients, url);
let type = 'SUBSCRIBE';
let subscription = {};
if (client !== undefined) {
subscription = this.safeValue(client.subscriptions, subscriptionHash);
if (subscription !== undefined) {
const ohlcvMarket = this.safeValue(subscription, marketId, {});
const marketSubscribed = this.safeBool(ohlcvMarket, timeframe, false);
if (!marketSubscribed) {
type = 'UPDATE_SUBSCRIPTION';
client.subscriptions[subscriptionHash] = undefined;
}
}
else {
subscription = {};
}
}
const subscriptionMarketId = this.safeValue(subscription, marketId);
if (subscriptionMarketId === undefined) {
subscription[marketId] = {};
}
subscription[marketId][timeframe] = true;
const properties = [];
const marketIds = Object.keys(subscription);
for (let i = 0; i < marketIds.length; i++) {
const marketIdtimeframes = Object.keys(subscription[marketIds[i]]);
for (let ii = 0; ii < marketIdtimeframes.length; ii++) {
const marketTimeframeId = this.safeValue(timeframes, timeframe);
const property = {
'instrument_code': marketIds[i],
'time_granularity': marketTimeframeId,
};
properties.push(property);
}
}
const request = {
'type': type,
'channels': [
{
'name': 'CANDLESTICKS',
'properties': properties,
},
],
};
const ohlcv = await this.watch(url, messageHash, this.deepExtend(request, params), subscriptionHash, subscription);
if (this.newUpdates) {
limit = ohlcv.getLimit(symbol, limit);
}
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
}
handleOHLCV(client, message) {
//
// snapshot
// {
// "instrument_code": "BTC_EUR",
// "granularity": { unit: "MONTHS", period: 1 },
// "high": "29750.81",
// "low": "16764.59",
// "open": "29556.02",
// "close": "20164.55",
// "volume": "107518944.610659",
// "last_sequence": 2275507,
// "channel_name": "CANDLESTICKS",
// "type": "CANDLESTICK_SNAPSHOT",
// "time": "2022-06-30T23:59:59.999000Z"
// }
//
// update
// {
// "instrument_code": "BTC_EUR",
// "granularity": {
// "unit": "MINUTES",
// "period": 1
// },
// "high": "20164.16",
// "low": "20164.16",
// "open": "20164.16",
// "close": "20164.16",
// "volume": "3645.2768448",
// "last_sequence": 2275511,
// "channel_name": "CANDLESTICKS",
// "type": "CANDLESTICK",
// "time": "2022-06-24T21:20:59.999000Z"
// }
//
const marketId = this.safeString(message, 'instrument_code');
const symbol = this.safeSymbol(marketId);
const dateTime = this.safeString(message, 'time');
const timeframeId = this.safeValue(message, 'granularity');
const timeframes = this.safeValue(this.options, 'timeframes', {});
const timeframe = this.findTimeframe(timeframeId, timeframes);
const channel = 'ohlcv.' + symbol + '.' + timeframe;
const parsed = [
this.parse8601(dateTime),
this.safeNumber(message, 'open'),
this.safeNumber(message, 'high'),
this.safeNumber(message, 'low'),
this.safeNumber(message, 'close'),
this.safeNumber(message, 'volume'),
];
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);
}
stored.append(parsed);
this.ohlcvs[symbol][timeframe] = stored;
client.resolve(stored, channel);
}
findTimeframe(timeframe, timeframes = undefined) {
timeframes = timeframes || this.timeframes;
const keys = Object.keys(timeframes);
for (let i = 0; i < keys.length; i++) {
const key = keys[i];
if (timeframes[key]['unit'] === timeframe['unit'] && timeframes[key]['period'] === timeframe['period']) {
return key;
}
}
return undefined;
}
handleSubscriptions(client, message) {
//
// {
// "channels": [{
// "instrument_codes": [Array],
// "depth": 0,
// "name": "ORDER_BOOK"
// }],
// "type": "SUBSCRIPTIONS",
// "time": "2022-06-23T15:36:26.948282Z"
// }
//
return message;
}
handleHeartbeat(client, message) {
//
// {
// "subscription": "SYSTEM",
// "channel_name": "SYSTEM",
// "type": "HEARTBEAT",
// "time": "2022-06-23T16:31:49.170224Z"
// }
//
return message;
}
handleErrorMessage(client, message) {
//
// {
// "error": "MALFORMED_JSON",
// "channel_name": "SYSTEM",
// "type": "ERROR",
// "time": "2022-06-23T15:38:25.470391Z"
// }
//
throw new errors.ExchangeError(this.id + ' ' + this.json(message));
}
handleMessage(client, message) {
const error = this.safeValue(message, 'error');
if (error !== undefined) {
this.handleErrorMessage(client, message);
return;
}
const type = this.safeValue(message, 'type');
const handlers = {
'ORDER_BOOK_UPDATE': this.handleOrderBook,
'ORDER_BOOK_SNAPSHOT': this.handleOrderBook,
'ACTIVE_ORDERS_SNAPSHOT': this.handleOrders,
'INACTIVE_ORDERS_SNAPSHOT': this.handleOrders,
'ACCOUNT_UPDATE': this.handleAccountUpdate,
'BALANCES_SNAPSHOT': this.handleBalanceSnapshot,
'SUBSCRIPTIONS': this.handleSubscriptions,
'SUBSCRIPTION_UPDATED': this.handleSubscriptions,
'PRICE_TICK': this.handleTicker,
'PRICE_TICK_HISTORY': this.handleSubscriptions,
'HEARTBEAT': this.handleHeartbeat,
'MARKET_TICKER_UPDATES': this.handleTicker,
'PRICE_POINT_UPDATES': this.handlePricePointUpdates,
'CANDLESTICK_SNAPSHOT': this.handleOHLCV,
'CANDLESTICK': this.handleOHLCV,
'AUTHENTICATED': this.handleAuthenticationMessage,
'FILL': this.handleTrading,
'DONE': this.handleTrading,
'BOOKED': this.handleTrading,
'UPDATE': this.handleTrading,
'TRACKED': this.handleTrading,
'TRIGGERED': this.handleTrading,
'STOP_TRACKED': this.handleTrading,
'STOP_TRIGGERED': this.handleTrading,
};
const handler = this.safeValue(handlers, type);
if (handler !== undefined) {
handler.call(this, client, message);
}
}
handlePricePointUpdates(client, message) {
//
// {
// "channel_name": "MARKET_TICKER",
// "type": "PRICE_POINT_UPDATES",
// "time": "2019-03-01T10:59:59.999Z",
// "price_updates": [{
// "instrument": "BTC_EUR",
// "prices": [{
// "time": "2019-03-01T08:59:59.999Z",
// "close_price": "3580.6"
// },
// ...
// ]
// },
// ...
// ]
// }
//
return message;
}
handleAuthenticationMessage(client, message) {
//
// {
// "channel_name": "SYSTEM",
// "type": "AUTHENTICATED",
// "time": "2022-06-24T20:45:25.447488Z"
// }
//
const future = this.safeValue(client.futures, 'authenticated');
if (future !== undefined) {
future.resolve(true);
}
return message;
}
async watchMany(messageHash, request, subscriptionHash, symbols = [], params = {}) {
let marketIds = [];
const numSymbols = symbols.length;
if (numSymbols === 0) {
marketIds = Object.keys(this.markets_by_id);
}
else {
marketIds = this.marketIds(symbols);
}
const url = this.urls['api']['ws'];
const client = this.safeValue(this.clients, url);
let type = 'SUBSCRIBE';
let subscription = {};
if (client !== undefined) {
subscription = this.safeValue(client.subscriptions, subscriptionHash);
if (subscription !== undefined) {
for (let i = 0; i < marketIds.length; i++) {
const marketId = marketIds[i];
const marketSubscribed = this.safeBool(subscription, marketId, false);
if (!marketSubscribed) {
type = 'UPDATE_SUBSCRIPTION';
client.subscriptions[subscriptionHash] = undefined;
}
}
}
else {
subscription = {};
}
}
for (let i = 0; i < marketIds.length; i++) {
const marketId = marketIds[i];
subscription[marketId] = true;
}
request['type'] = type;
request['channels'][0]['instrument_codes'] = Object.keys(subscription);
return await this.watch(url, messageHash, this.deepExtend(request, params), subscriptionHash, subscription);
}
async authenticate(params = {}) {
const url = this.urls['api']['ws'];
const client = this.client(url);
const messageHash = 'authenticated';
const future = client.future('authenticated');
const authenticated = this.safeValue(client.subscriptions, messageHash);
if (authenticated === undefined) {
this.checkRequiredCredentials();
const request = {
'type': 'AUTHENTICATE',
'api_token': this.apiKey,
};
this.watch(url, messageHash, this.extend(request, params), messageHash);
}
return await future;
}
}
module.exports = onetrading;